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- # mypy: allow-untyped-defs
- import torch
- from torch import nan, Tensor
- from torch.distributions import constraints
- from torch.distributions.transformed_distribution import TransformedDistribution
- from torch.distributions.transforms import AffineTransform, PowerTransform
- from torch.distributions.uniform import Uniform
- from torch.distributions.utils import broadcast_all, euler_constant
- __all__ = ["Kumaraswamy"]
- def _moments(a, b, n):
- """
- Computes nth moment of Kumaraswamy using using torch.lgamma
- """
- arg1 = 1 + n / a
- log_value = torch.lgamma(arg1) + torch.lgamma(b) - torch.lgamma(arg1 + b)
- return b * torch.exp(log_value)
- class Kumaraswamy(TransformedDistribution):
- r"""
- Samples from a Kumaraswamy distribution.
- Example::
- >>> # xdoctest: +IGNORE_WANT("non-deterministic")
- >>> m = Kumaraswamy(torch.tensor([1.0]), torch.tensor([1.0]))
- >>> m.sample() # sample from a Kumaraswamy distribution with concentration alpha=1 and beta=1
- tensor([ 0.1729])
- Args:
- concentration1 (float or Tensor): 1st concentration parameter of the distribution
- (often referred to as alpha)
- concentration0 (float or Tensor): 2nd concentration parameter of the distribution
- (often referred to as beta)
- """
- arg_constraints = {
- "concentration1": constraints.positive,
- "concentration0": constraints.positive,
- }
- # pyrefly: ignore [bad-override]
- support = constraints.unit_interval
- has_rsample = True
- def __init__(
- self,
- concentration1: Tensor | float,
- concentration0: Tensor | float,
- validate_args: bool | None = None,
- ) -> None:
- self.concentration1, self.concentration0 = broadcast_all(
- concentration1, concentration0
- )
- base_dist = Uniform(
- torch.full_like(self.concentration0, 0),
- torch.full_like(self.concentration0, 1),
- validate_args=validate_args,
- )
- transforms = [
- PowerTransform(exponent=self.concentration0.reciprocal()),
- AffineTransform(loc=1.0, scale=-1.0),
- PowerTransform(exponent=self.concentration1.reciprocal()),
- ]
- # pyrefly: ignore [bad-argument-type]
- super().__init__(base_dist, transforms, validate_args=validate_args)
- def expand(self, batch_shape, _instance=None):
- new = self._get_checked_instance(Kumaraswamy, _instance)
- new.concentration1 = self.concentration1.expand(batch_shape)
- new.concentration0 = self.concentration0.expand(batch_shape)
- return super().expand(batch_shape, _instance=new)
- @property
- def mean(self) -> Tensor:
- return _moments(self.concentration1, self.concentration0, 1)
- @property
- def mode(self) -> Tensor:
- # Evaluate in log-space for numerical stability.
- log_mode = (
- self.concentration0.reciprocal() * (-self.concentration0).log1p()
- - (-self.concentration0 * self.concentration1).log1p()
- )
- log_mode[(self.concentration0 < 1) | (self.concentration1 < 1)] = nan
- return log_mode.exp()
- @property
- def variance(self) -> Tensor:
- return _moments(self.concentration1, self.concentration0, 2) - torch.pow(
- self.mean, 2
- )
- def entropy(self):
- t1 = 1 - self.concentration1.reciprocal()
- t0 = 1 - self.concentration0.reciprocal()
- H0 = torch.digamma(self.concentration0 + 1) + euler_constant
- return (
- t0
- + t1 * H0
- - torch.log(self.concentration1)
- - torch.log(self.concentration0)
- )
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