# 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. from __future__ import absolute_import import tensorflow as tf import numpy as np from . import densities from . import settings from .params import Parameterized from .core.base import IPrior class Prior(Parameterized, IPrior): # pylint: disable=W0223 pass 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)) def logp(self, x): return tf.reduce_sum(densities.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("+str(self.mu) + "," + str(self.var) + ")" 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)) def logp(self, x): return tf.reduce_sum(densities.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("+str(self.mu) + "," + str(self.var) + ")" 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)) def logp(self, x): return tf.reduce_sum(densities.gamma(self.shape, self.scale, x)) def sample(self, shape=(1,)): return np.random.gamma(self.shape, self.scale, size=shape) def __str__(self): return "Ga("+str(self.shape) + "," + str(self.scale) + ")" 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)) def logp(self, x): return tf.reduce_sum(densities.laplace(self.mu, self.sigma, x)) def sample(self, shape=(1,)): return np.random.laplace(self.mu, self.sigma, size=shape) def __str__(self): return "Lap.("+str(self.mu) + "," + str(self.sigma) + ")" 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)) def logp(self, x): return tf.reduce_sum(densities.beta(self.a, self.b, x)) def sample(self, shape=(1,)): return np.random.beta(self.a, self.b, size=shape) def __str__(self): return "Beta(" + str(self.a) + "," + str(self.b) + ")" class Uniform(Prior): def __init__(self, lower=0., upper=1.): Prior.__init__(self) self.log_height = - np.log(upper - lower) self.lower, self.upper = lower, upper 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("+str(self.lower) + "," + str(self.upper) + ")"