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Fix deprecations
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devmotion committed Oct 10, 2024
1 parent 67740a9 commit d824cf8
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Showing 33 changed files with 177 additions and 121 deletions.
11 changes: 6 additions & 5 deletions src/genericrand.jl
Original file line number Diff line number Diff line change
Expand Up @@ -26,6 +26,7 @@ rand(rng::AbstractRNG, s::Sampleable, dim1::Int, moredims::Int...) =

# default fallback (redefined for univariate distributions)
function rand(rng::AbstractRNG, s::Sampleable{<:ArrayLikeVariate})
Base.depwarn("Please implement `rand(rng::AbstractRNG, s::$(typeof(s)))`. The default fallback will be removed", :rand)
return @inbounds rand!(rng, s, Array{eltype(s)}(undef, size(s)))
end

Expand All @@ -45,7 +46,8 @@ end

# this is a workaround for sampleables that incorrectly base `eltype` on the parameters
function rand(rng::AbstractRNG, s::Sampleable{<:ArrayLikeVariate,Continuous})
return @inbounds rand!(rng, sampler(s), Array{float(eltype(s))}(undef, size(s)))
Base.depwarn("Please implement `rand(rng::AbstractRNG, s::$(typeof(s))`. The default fallback will be removed", :rand)
return @inbounds rand!(rng, s, Array{float(eltype(s))}(undef, size(s)))
end

"""
Expand All @@ -63,16 +65,14 @@ form as specified above. The rules are summarized as below:
"""
function rand! end
Base.@propagate_inbounds rand!(s::Sampleable, X::AbstractArray) = rand!(default_rng(), s, X)
Base.@propagate_inbounds function rand!(rng::AbstractRNG, s::Sampleable, X::AbstractArray)
return _rand!(rng, s, X)
end

# default definitions for arraylike variates
@inline function rand!(
rng::AbstractRNG,
s::Sampleable{ArrayLikeVariate{N}},
x::AbstractArray{<:Real,N},
) where {N}
Base.depwarn("Please implement `Random.rand!(rng::Random.AbstractRNG, s::$(typeof(s)), x::AbstractArray{<:Real,$N})`, the default fallback will be removed.", :rand!)
@boundscheck begin
size(x) == size(s) || throw(DimensionMismatch("inconsistent array dimensions"))
end
Expand All @@ -93,7 +93,8 @@ end
throw(DimensionMismatch("inconsistent array dimensions"))
end
# the function barrier fixes performance issues if `sampler(s)` is type unstable
return _rand!(rng, sampler(s), x)
_rand!(rng, sampler(s), x)
return x
end

function _rand!(
Expand Down
14 changes: 6 additions & 8 deletions src/mixtures/mixturemodel.jl
Original file line number Diff line number Diff line change
Expand Up @@ -470,16 +470,14 @@ end

Base.length(s::MixtureSampler) = length(first(s.csamplers))

rand(rng::AbstractRNG, s::MixtureSampler{Univariate}) =
# mixture sampler
rand(rng::AbstractRNG, s::MixtureSampler) =
rand(rng, s.csamplers[rand(rng, s.psampler)])
rand(rng::AbstractRNG, d::MixtureModel{Univariate}) =
rand(rng, component(d, rand(rng, d.prior)))

# multivariate mixture sampler for a vector
_rand!(rng::AbstractRNG, s::MixtureSampler{Multivariate}, x::AbstractVector{<:Real}) =
@inbounds rand!(rng, s.csamplers[rand(rng, s.psampler)], x)
# if only a single sample is requested, no alias table is created
_rand!(rng::AbstractRNG, d::MixtureModel{Multivariate}, x::AbstractVector{<:Real}) =
@inbounds rand!(rng, component(d, rand(rng, d.prior)), x)
rand(rng::AbstractRNG, s::MixtureModel) = rand(rng, s.csamplers[rand(rng, s.psampler)])
Base.@propagate_inbounds function rand!(rng::AbstractRNG, d::MixtureModel{ArrayLikeVariate{N}}, x::AbstractArray{<:Real,N}) where {N}
return rand!(rng, component(d, rand(rng, d.prior)), x)
end

sampler(d::MixtureModel) = MixtureSampler(d)
30 changes: 24 additions & 6 deletions src/mixtures/unigmm.jl
Original file line number Diff line number Diff line change
Expand Up @@ -25,10 +25,12 @@ probs(d::UnivariateGMM) = probs(d.prior)

mean(d::UnivariateGMM) = dot(d.means, probs(d))

rand(d::UnivariateGMM) = (k = rand(d.prior); d.means[k] + randn() * d.stds[k])

rand(rng::AbstractRNG, d::UnivariateGMM) =
(k = rand(rng, d.prior); d.means[k] + randn(rng) * d.stds[k])
function rand(rng::AbstractRNG, d::UnivariateGMM)
k = rand(rng, d.prior)
μ = d.means[k]
σ = d.std[k]
return muladd(randn(rng, float(Base.promote_typeof(μ, σ))), σ, μ)
end

params(d::UnivariateGMM) = (d.means, d.stds, d.prior)

Expand All @@ -38,6 +40,22 @@ struct UnivariateGMMSampler{VT1<:AbstractVector{<:Real},VT2<:AbstractVector{<:Re
psampler::AliasTable
end

rand(rng::AbstractRNG, s::UnivariateGMMSampler) =
(k = rand(rng, s.psampler); s.means[k] + randn(rng) * s.stds[k])
function rand(rng::AbstractRNG, s::UnivariateGMMSampler)
k = rand(rng, s.psampler)
μ = d.means[k]
σ = d.stds[k]
return muladd(randn(rng, float(Base.promote_typeof(μ, σ))), σ, μ)
end
function rand(rng::AbstractRNG, s::UnivariateGMMSampler, x::AbstractArray{<:Real})
psampler = s.psampler
means = s.means
stds = s.stds
randn!(rng, x)
for i in eachindex(x)
k = rand(rng, psampler)
x[i] = muladd(x[i], stds[k], means[k])
end
return x
end

sampler(d::UnivariateGMM) = UnivariateGMMSampler(d.means, d.stds, sampler(d.prior))
4 changes: 3 additions & 1 deletion src/multivariate/dirichletmultinomial.jl
Original file line number Diff line number Diff line change
Expand Up @@ -99,8 +99,10 @@ end
# Sampling
rand(rng::AbstractRNG, d::DirichletMultinomial) =
multinom_rand(rng, ntrials(d), rand(rng, Dirichlet(d.α)))
_rand!(rng::AbstractRNG, d::DirichletMultinomial, x::AbstractVector{<:Real}) =
@inline function rand!(rng::AbstractRNG, d::DirichletMultinomial, x::AbstractVector{<:Real})
@boundscheck length(d) == length(x)
multinom_rand!(rng, ntrials(d), rand(rng, Dirichlet(d.α)), x)
end

# Fit Model
# Using https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2945396/pdf/nihms205488.pdf
Expand Down
2 changes: 1 addition & 1 deletion src/multivariate/multinomial.jl
Original file line number Diff line number Diff line change
Expand Up @@ -166,7 +166,7 @@ end

# if only a single sample is requested, no alias table is created
rand(rng::AbstractRNG, d::Multinomial) = multinom_rand(rng, ntrials(d), probs(d))
_rand!(rng::AbstractRNG, d::Multinomial, x::AbstractVector{<:Real}) =
rand!(rng::AbstractRNG, d::Multinomial, x::AbstractVector{<:Real}) =
multinom_rand!(rng, ntrials(d), probs(d), x)

sampler(d::Multinomial) = MultinomialSampler(ntrials(d), probs(d))
Expand Down
14 changes: 9 additions & 5 deletions src/multivariate/mvlogitnormal.jl
Original file line number Diff line number Diff line change
Expand Up @@ -99,11 +99,15 @@ function rand(rng::AbstractRNG, d::MvLogitNormal, n::Int)
return x
end

function _rand!(rng::AbstractRNG, d::MvLogitNormal, x::AbstractVecOrMat{<:Real})
y = @views _drop1(x)
rand!(rng, d.normal, y)
_softmax1!(x, y)
return x
for N in (1, 2)
@eval begin
Base.@propagate_inbounds function rand!(rng::AbstractRNG, d::MvLogitNormal, x::AbstractArray{<:Real, $N})
y = @views _drop1(x)
rand!(rng, d.normal, y)
_softmax1!(x, y)
return x
end
end
end

# Fitting
Expand Down
12 changes: 8 additions & 4 deletions src/multivariate/mvlognormal.jl
Original file line number Diff line number Diff line change
Expand Up @@ -241,10 +241,14 @@ function rand(rng::AbstractRNG, d::MvLogNormal, n::Int)
return xs
end

function _rand!(rng::AbstractRNG, d::MvLogNormal, x::AbstractVecOrMat{<:Real})
_rand!(rng, d.normal, x)
map!(exp, x, x)
return x
for N in (1, 2)
@eval begin
Base.@propagate_inbounds function rand!(rng::AbstractRNG, d::MvLogNormal, x::AbstractArray{<:Real,$N})
rand!(rng, d.normal, x)
map!(exp, x, x)
return x
end
end
end

_logpdf(d::MvLogNormal, x::AbstractVecOrMat{T}) where {T<:Real} = insupport(d, x) ? (_logpdf(d.normal, log.(x)) - sum(log.(x))) : -Inf
Expand Down
6 changes: 3 additions & 3 deletions src/multivariate/mvnormal.jl
Original file line number Diff line number Diff line change
Expand Up @@ -282,16 +282,16 @@ function rand(rng::AbstractRNG, d::MvNormal, n::Int)
return x
end

function _rand!(rng::AbstractRNG, d::MvNormal, x::VecOrMat)
Base.@propagate_inbounds function rand!(rng::AbstractRNG, d::MvNormal, x::VecOrMat{<:Real})
unwhiten!(d.Σ, randn!(rng, x))
x .+= d.μ
return x
end

# Workaround: randn! only works for Array, but not generally for AbstractArray
function _rand!(rng::AbstractRNG, d::MvNormal, x::AbstractVector)
Base.@propagate_inbounds function rand!(rng::AbstractRNG, d::MvNormal, x::AbstractVector{<:Real})
for i in eachindex(x)
@inbounds x[i] = randn(rng, eltype(x))
x[i] = randn(rng, eltype(x))
end
unwhiten!(d.Σ, x)
x .+= d.μ
Expand Down
7 changes: 5 additions & 2 deletions src/multivariate/product.jl
Original file line number Diff line number Diff line change
Expand Up @@ -32,8 +32,11 @@ end

length(d::Product) = length(d.v)

_rand!(rng::AbstractRNG, d::Product, x::AbstractVector{<:Real}) =
map!(Base.Fix1(rand, rng), x, d.v)
rand(rng::AbstractRNG, d::Product) = map(Base.Fix1(rand, rng), d.v)
Base.@propagate_inbounds function rand!(rng::AbstractRNG, d::Product, x::AbstractVector{<:Real})
return map!(Base.Fix1(rand, rng), x, d.v)
end

function _logpdf(d::Product, x::AbstractVector{<:Real})
dists = d.v
if isempty(dists)
Expand Down
9 changes: 4 additions & 5 deletions src/multivariate/vonmisesfisher.jl
Original file line number Diff line number Diff line change
Expand Up @@ -77,11 +77,10 @@ _logpdf(d::VonMisesFisher, x::AbstractVector{T}) where {T<:Real} = d.logCκ + d.

sampler(d::VonMisesFisher) = VonMisesFisherSampler(d.μ, d.κ)

_rand!(rng::AbstractRNG, d::VonMisesFisher, x::AbstractVector) =
_rand!(rng, sampler(d), x)
_rand!(rng::AbstractRNG, d::VonMisesFisher, x::AbstractMatrix) =
_rand!(rng, sampler(d), x)

rand(rng::AbstractRNG, d::VonMisesFisher) = rand(rng, sampler(d))
Base.@propagate_inbounds function rand!(rng::AbstractRNG, d::VonMisesFisher, x::AbstractVector)
return rand!(rng, sampler(d), x)
end

### Estimation

Expand Down
67 changes: 47 additions & 20 deletions src/product.jl
Original file line number Diff line number Diff line change
Expand Up @@ -7,15 +7,15 @@ independent `M`-dimensional distributions by stacking them.
Users should use [`product_distribution`](@ref) to construct a product distribution of
independent distributions instead of constructing a `ProductDistribution` directly.
"""
struct ProductDistribution{N,M,D,S<:ValueSupport,T} <: Distribution{ArrayLikeVariate{N},S}
struct ProductDistribution{N,M,D,S<:ValueSupport} <: Distribution{ArrayLikeVariate{N},S}
dists::D
size::Dims{N}

function ProductDistribution{N,M,D}(dists::D) where {N,M,D}
if isempty(dists)
throw(ArgumentError("a product distribution must consist of at least one distribution"))
end
return new{N,M,D,_product_valuesupport(dists),_product_eltype(dists)}(
return new{N,M,D,_product_valuesupport(dists)}(
dists,
_product_size(dists),
)
Expand All @@ -32,15 +32,11 @@ end

# default definitions (type stable e.g. for arrays with concrete `eltype`)
_product_valuesupport(dists) = mapreduce(value_support typeof, promote_type, dists)
_product_eltype(dists) = mapreduce(eltype, promote_type, dists)

# type-stable and faster implementations for tuples
function _product_valuesupport(dists::NTuple{<:Any,Distribution})
return __product_promote_type(value_support, typeof(dists))
end
function _product_eltype(dists::NTuple{<:Any,Distribution})
return __product_promote_type(eltype, typeof(dists))
end

__product_promote_type(f::F, ::Type{Tuple{D}}) where {F,D<:Distribution} = f(D)
function __product_promote_type(f::F, ::Type{T}) where {F,T}
Expand All @@ -67,7 +63,7 @@ const VectorOfUnivariateDistribution{D,S<:ValueSupport,T} = ProductDistribution{
const MatrixOfUnivariateDistribution{D,S<:ValueSupport,T} = ProductDistribution{2,0,D,S,T}
const ArrayOfUnivariateDistribution{N,D,S<:ValueSupport,T} = ProductDistribution{N,0,D,S,T}

const FillArrayOfUnivariateDistribution{N,D<:Fill{<:Any,N},S<:ValueSupport,T} = ProductDistribution{N,0,D,S,T}
const FillArrayOfUnivariateDistribution{N,D<:FillArrays.AbstractFill{<:Any,N},S<:ValueSupport,T} = ProductDistribution{N,0,D,S,T}

## General definitions
size(d::ProductDistribution) = d.size
Expand Down Expand Up @@ -104,8 +100,11 @@ length(d::VectorOfUnivariateDistribution) = length(d.dists)
## For matrix distributions
cov(d::ProductDistribution{2}, ::Val{false}) = reshape(cov(d), size(d)..., size(d)...)

# `_rand!` for arrays of univariate distributions
function _rand!(
# Arrays of univariate distributions
function rand(rng::AbstractRNG, d::ArrayOfUnivariateDistribution)
return map(Base.Fix1(rand, rng), d.dists)
end
function rand!(
rng::AbstractRNG,
d::ArrayOfUnivariateDistribution{N},
x::AbstractArray{<:Real,N},
Expand All @@ -129,8 +128,14 @@ function __logpdf(d::ArrayOfUnivariateDistribution, x::AbstractArray{<:Real,N})
return sum(Broadcast.instantiate(broadcasted))
end

# more efficient implementation of `_rand!` for `Fill` array of univariate distributions
function _rand!(
# more efficient sampling for `Fill` array of univariate distributions
function rand(
rng::AbstractRNG,
d::FillArrayOfUnivariateDistribution,
)
return @inbounds rand(rng, sampler(first(d.dists)), size(d))
end
function rand!(
rng::AbstractRNG,
d::FillArrayOfUnivariateDistribution{N},
x::AbstractArray{<:Real,N},
Expand All @@ -152,13 +157,19 @@ function __logpdf(
return @inbounds loglikelihood(first(d.dists), x)
end

# `_rand! for arrays of distributions
function _rand!(
# sampling for arrays of distributions
function rand(rng::AbstractRNG, d::ProductDistribution)
x = let rng = rng, d = d
mapreduce(di -> vec(rand(rng, di)), hcat, vec(d.dists))
end
return reshape(x, size(d))
end
Base.@propagate_inbounds function rand!(
rng::AbstractRNG,
d::ProductDistribution{N,M},
A::AbstractArray{<:Real,N},
) where {N,M}
@inbounds for (di, Ai) in zip(d.dists, eachvariate(A, ArrayLikeVariate{M}))
for (di, Ai) in zip(d.dists, eachvariate(A, ArrayLikeVariate{M}))
rand!(rng, di, Ai)
end
return A
Expand All @@ -180,32 +191,48 @@ function __logpdf(
return sum(Broadcast.instantiate(broadcasted))
end

# more efficient implementation of `_rand!` for `Fill` arrays of distributions
# more efficient sampling for `Fill` arrays of distributions
function rand(rng::AbstractRNG, d::ProductDistribution{<:Any,<:Any,<:FillArrays.AbstractFill})
rand(rng, sampler(first(d.dists)), A)
x = let rng = rng, d = d
mapreduce(di -> vec(rand(rng, di)), hcat, vec(d.dists))
end
return reshape(x, size(d))
end
function _product_rand(rng::AbstractRNG, spl::Sampleable{ArrayLikeVariate{N}}, dims::Dims) where N
xi = rand(rng, spl)
x = Array{eltype(xi)}(undef, dims)
copyto!(x, xi)
vx = reshape(x, ntuple(i -> i <= N ? size(xi, i) : Colon(), N + 1))
@inbounds rand!(rng, spl, @view(vx[ntuple(i -> i <= N ? Colon() : 2:lastindex(vx, N + 1), N + 1)...]))
return x
end

function _rand!(
rng::AbstractRNG,
d::ProductDistribution{N,M,<:Fill},
d::ProductDistribution{N,M,<:FillArrays.AbstractFill},
A::AbstractArray{<:Real,N},
) where {N,M}
@inbounds rand!(rng, sampler(first(d.dists)), A)
return A
end

# more efficient implementation of `_logpdf` for `Fill` arrays of distributions
# more efficient implementation of `_logpdf` for `AbstractFill` arrays of distributions
# we have to fix a method ambiguity
function _logpdf(
d::ProductDistribution{N,M,<:Fill},
d::ProductDistribution{N,M,<:FillArrays.AbstractFill},
x::AbstractArray{<:Real,N},
) where {N,M}
return __logpdf(d, x)
end
function _logpdf(
d::ProductDistribution{2,M,<:Fill},
d::ProductDistribution{2,M,<:FillArrays.AbstractFill},
x::AbstractMatrix{<:Real},
) where {M}
return __logpdf(d, x)
end
function __logpdf(
d::ProductDistribution{N,M,<:Fill},
d::ProductDistribution{N,M,<:FillArrays.AbstractFill},
x::AbstractArray{<:Real,N},
) where {N,M}
return @inbounds loglikelihood(first(d.dists), x)
Expand Down
6 changes: 4 additions & 2 deletions src/samplers/multinomial.jl
Original file line number Diff line number Diff line change
Expand Up @@ -53,10 +53,12 @@ function MultinomialSampler(n::Int, prob::Vector{<:Real})
end

function rand(rng::AbstractRNG, s::MultinomialSampler)
return _rand!(rng, s, Vector{Int}(undef, length(s.prob)))
x = Vector{Int}(undef, length(s.prob))
return rand!(rng, s, x)
end
function _rand!(rng::AbstractRNG, s::MultinomialSampler,
@inline function rand!(rng::AbstractRNG, s::MultinomialSampler,
x::AbstractVector{<:Real})
@boundscheck length(s) == length(x)
n = s.n
k = length(s)
if n^2 > k
Expand Down
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