# Copyright 2016 Valentine Svensson, James Hensman, alexggmatthews # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. import tensorflow as tf import numpy as np from . import logdensities from . import settings from .params import Parameterized from .core.base import IPrior class Prior(Parameterized, IPrior): # pylint: disable=W0223 pass class Exponential(Prior): """ Exponential distribution. Support: [0, inf) """ def __init__(self, rate): """ :param float rate: Rate parameter (inverse scale) (rate > 0) """ Prior.__init__(self) self.rate = np.atleast_1d(np.array(rate, settings.float_type)) if any(self.rate <= 0): # pragma: no cover raise ValueError("The rate parameter has to be positive.") def logp(self, x): scale = 1 / self.rate return tf.reduce_sum(logdensities.exponential(x, scale)) def sample(self, shape=(1,)): return np.random.exponential(scale=1 / self.rate, size=shape) def __str__(self): return "Exp({})".format(self.rate.squeeze()) class Gaussian(Prior): def __init__(self, mu, var): Prior.__init__(self) self.mu = np.atleast_1d(np.array(mu, settings.float_type)) self.var = np.atleast_1d(np.array(var, settings.float_type)) if any(self.var <= 0): # pragma: no cover raise ValueError("The var parameter has to be positive.") def logp(self, x): return tf.reduce_sum(logdensities.gaussian(x, self.mu, self.var)) def sample(self, shape=(1,)): return self.mu + np.sqrt(self.var) * np.random.randn(*shape) def __str__(self): return "N({},{})".format(self.mu.squeeze(), self.var.squeeze()) class LogNormal(Prior): def __init__(self, mu, var): Prior.__init__(self) self.mu = np.atleast_1d(np.array(mu, settings.float_type)) self.var = np.atleast_1d(np.array(var, settings.float_type)) if any(self.var <= 0): # pragma: no cover raise ValueError("The var parameter has to be positive.") def logp(self, x): return tf.reduce_sum(logdensities.lognormal(x, self.mu, self.var)) def sample(self, shape=(1,)): return np.exp(self.mu + np.sqrt(self.var) * np.random.randn(*shape)) def __str__(self): return "logN({},{})".format(self.mu.squeeze(), self.var.squeeze()) class Gamma(Prior): def __init__(self, shape, scale): Prior.__init__(self) self.shape = np.atleast_1d(np.array(shape, settings.float_type)) self.scale = np.atleast_1d(np.array(scale, settings.float_type)) if any(self.scale <= 0): # pragma: no cover raise ValueError("The scale parameter has to be positive.") def logp(self, x): return tf.reduce_sum(logdensities.gamma(x, self.shape, self.scale)) def sample(self, shape=(1,)): return np.random.gamma(self.shape, self.scale, size=shape) def __str__(self): return "Ga({},{})".format(self.shape.squeeze(), self.scale.squeeze()) class Laplace(Prior): def __init__(self, mu, sigma): Prior.__init__(self) self.mu = np.atleast_1d(np.array(mu, settings.float_type)) self.sigma = np.atleast_1d(np.array(sigma, settings.float_type)) if any(self.sigma <= 0): # pragma: no cover raise ValueError("The sigma parameter has to be positive.") def logp(self, x): return tf.reduce_sum(logdensities.laplace(x, self.mu, self.sigma)) def sample(self, shape=(1,)): return np.random.laplace(self.mu, self.sigma, size=shape) def __str__(self): return "Lap.({},{})".format(self.mu.squeeze(), self.sigma.squeeze()) class Beta(Prior): def __init__(self, a, b): Prior.__init__(self) self.a = np.atleast_1d(np.array(a, settings.float_type)) self.b = np.atleast_1d(np.array(b, settings.float_type)) if any(self.a <= 0) or any(self.b <= 0): # pragma: no cover raise ValueError("The parameters have to be positive.") def logp(self, x): return tf.reduce_sum(logdensities.beta(x, self.a, self.b)) def sample(self, shape=(1,)): return np.random.beta(self.a, self.b, size=shape) def __str__(self): return "Beta({},{})".format(self.a.squeeze(), self.b.squeeze()) class Uniform(Prior): def __init__(self, lower=0., upper=1.): Prior.__init__(self) self.lower, self.upper = lower, upper if lower >= upper: # pragma: no cover raise ValueError("The lower bound has to be smaller than the upper bound.") @property def log_height(self): return - np.log(self.upper - self.lower) def logp(self, x): return self.log_height * tf.cast(tf.size(x), settings.float_type) def sample(self, shape=(1,)): return (self.lower + (self.upper - self.lower)*np.random.rand(*shape)) def __str__(self): return "U({},{})".format(self.lower, self.upper)