# 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 .param import Parameterized from . import densities class Prior(Parameterized): def logp(self, x): """ The log density of the prior as x All priors (for the moment) are univariate, so if x is a vector or an array, this is the sum of the log densities. """ raise NotImplementedError def __str__(self): """ A short string to describe the prior at print time """ raise NotImplementedError class Gaussian(Prior): def __init__(self, mu, var): Prior.__init__(self) self.mu = np.atleast_1d(np.array(mu, np.float64)) self.var = np.atleast_1d(np.array(var, np.float64)) def logp(self, x): return tf.reduce_sum(densities.gaussian(x, self.mu, self.var)) 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, np.float64)) self.var = np.atleast_1d(np.array(var, np.float64)) def logp(self, x): return tf.reduce_sum(densities.lognormal(x, self.mu, self.var)) 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, np.float64)) self.scale = np.atleast_1d(np.array(scale, np.float64)) def logp(self, x): return tf.reduce_sum(densities.gamma(self.shape, self.scale, x)) 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, np.float64)) self.sigma = np.atleast_1d(np.array(sigma, np.float64)) def logp(self, x): return tf.reduce_sum(densities.laplace(self.mu, self.sigma, x)) def __str__(self): return "Lap.("+str(self.mu) + "," + str(self.sigma) + ")" class Uniform(Prior): def __init__(self, lower=0, upper=1): 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), tf.float64) def __str__(self): return "U("+str(self.lower) + "," + str(self.upper) + ")"