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- # mypy: allow-untyped-defs
- import torch
- from torch import Tensor
- from torch.distributions import constraints
- from torch.distributions.exponential import Exponential
- from torch.distributions.gumbel import euler_constant
- from torch.distributions.transformed_distribution import TransformedDistribution
- from torch.distributions.transforms import AffineTransform, PowerTransform
- from torch.distributions.utils import broadcast_all
- __all__ = ["Weibull"]
- class Weibull(TransformedDistribution):
- r"""
- Samples from a two-parameter Weibull distribution.
- Example:
- >>> # xdoctest: +IGNORE_WANT("non-deterministic")
- >>> m = Weibull(torch.tensor([1.0]), torch.tensor([1.0]))
- >>> m.sample() # sample from a Weibull distribution with scale=1, concentration=1
- tensor([ 0.4784])
- Args:
- scale (float or Tensor): Scale parameter of distribution (lambda).
- concentration (float or Tensor): Concentration parameter of distribution (k/shape).
- validate_args (bool, optional): Whether to validate arguments. Default: None.
- """
- arg_constraints = {
- "scale": constraints.positive,
- "concentration": constraints.positive,
- }
- # pyrefly: ignore [bad-override]
- support = constraints.positive
- def __init__(
- self,
- scale: Tensor | float,
- concentration: Tensor | float,
- validate_args: bool | None = None,
- ) -> None:
- self.scale, self.concentration = broadcast_all(scale, concentration)
- self.concentration_reciprocal = self.concentration.reciprocal()
- base_dist = Exponential(
- torch.ones_like(self.scale), validate_args=validate_args
- )
- transforms = [
- PowerTransform(exponent=self.concentration_reciprocal),
- AffineTransform(loc=0, scale=self.scale),
- ]
- # 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(Weibull, _instance)
- new.scale = self.scale.expand(batch_shape)
- new.concentration = self.concentration.expand(batch_shape)
- new.concentration_reciprocal = new.concentration.reciprocal()
- base_dist = self.base_dist.expand(batch_shape)
- transforms = [
- PowerTransform(exponent=new.concentration_reciprocal),
- AffineTransform(loc=0, scale=new.scale),
- ]
- super(Weibull, new).__init__(base_dist, transforms, validate_args=False)
- new._validate_args = self._validate_args
- return new
- @property
- def mean(self) -> Tensor:
- return self.scale * torch.exp(torch.lgamma(1 + self.concentration_reciprocal))
- @property
- def mode(self) -> Tensor:
- return (
- self.scale
- * ((self.concentration - 1) / self.concentration)
- ** self.concentration.reciprocal()
- )
- @property
- def variance(self) -> Tensor:
- return self.scale.pow(2) * (
- torch.exp(torch.lgamma(1 + 2 * self.concentration_reciprocal))
- - torch.exp(2 * torch.lgamma(1 + self.concentration_reciprocal))
- )
- def entropy(self):
- return (
- euler_constant * (1 - self.concentration_reciprocal)
- + torch.log(self.scale * self.concentration_reciprocal)
- + 1
- )
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