【Hackathon 4th No.11】 为 paddle 添加 Geometric Distribution API

python/paddle/distribution/__init__.py

@@ -29,6 +29,7 @@
 from paddle.distribution.transformed_distribution import TransformedDistribution
 from paddle.distribution.uniform import Uniform
 from paddle.distribution.laplace import Laplace
+from paddle.distribution.geometric import Geometric
 
 __all__ = [  # noqa
     'Bernoulli',
@@ -47,6 +48,7 @@
     'Laplace',
     'LogNormal',
     'Gumbel',
+    'Geometric',
 ]
 
 __all__.extend(transform.__all__)

python/paddle/distribution/geometric.py

@@ -0,0 +1,340 @@
+# Copyright (c) 2023 PaddlePaddle Authors. All Rights Reserved.
+#
+# 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 numbers
+
+import numpy as np
+
+import paddle
+from paddle.distribution import distribution, uniform
+from paddle.fluid import framework
+
+
+class Geometric(distribution.Distribution):
+    r"""
+    Geometric distribution parameterized by probs.
+
+    In probability theory and statistics, the geometric distribution is one of
+    discrete probability distributions, parameterized by one positive shape parameter, denoted by probs.
+    In n Bernoulli trials, it takes k trials to get the probability of success for the first time.
+    In detail, it is: the probability that the first k-1 times failed and the kth time succeeded.
+    The geometric distribution is a special case of the Pascal distribution when r=1.
+
+    The probability mass function (pmf) is
+
+    .. math::
+            Pr(Y=k)=(1-p)^kp
+
+    where k is number of trials performed and p is probability of success for each trial and k=0,1,2,3,4..., p belong to (0,1].
+
+    Args:
+        probs (Real|Tensor): Probability parameter.
+            The value of probs must be positive. When the parameter is a tensor, probs is probability of success for each trial.
+
+    Examples:
+
+        .. code-block:: python
+
+            import paddle
+            from paddle.distribution import Geometric
+
+            geom = Geometric(0.5)
+
+            geom.mean
+            # Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
+            #        [2.])
+
+            geom.variance
+            # Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
+            #        [2.])
+
+            geom.stddev
+            # Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
+            #        [1.41421354])
+    """
+
+    def __init__(self, probs):
+        if isinstance(probs, (numbers.Real, paddle.Tensor, framework.Variable)):
+            if isinstance(probs, numbers.Real):
+                probs = paddle.full(
+                    shape=(), fill_value=probs, dtype=paddle.float32
+                )
+
+            all_ones = paddle.full(
+                shape=probs.shape, fill_value=1, dtype=probs.dtype
+            )
+            all_zeros = paddle.full(
+                shape=probs.shape, fill_value=0, dtype=probs.dtype
+            )
+            all_false = paddle.full(
+                shape=probs.shape, fill_value=False, dtype=bool
+            )
+
+            lessthen_0 = probs <= all_zeros
+            morethen_1 = probs > all_ones
+
+        else:
+            raise TypeError(
+                f"Expected type of probs is Number.Real|Tensor|framework.Variable, but got {type(probs)}"
+            )
+
+        if paddle.equal_all(lessthen_0, all_false) and paddle.equal_all(
+            morethen_1, all_false
+        ):
+            batch_shape = tuple(probs.shape)
+        else:
+            raise ValueError(
+                "Expected parameter probs of distribution Geometric to satisfy the"
+                "constraint Interval(lower_bound=0.0, upper_bound=1.0)"
+            )
+
+        self.probs = probs
+        super().__init__(batch_shape)
+
+    @property
+    def mean(self):
+        """Mean of geometric distribution."""
+        return 1.0 / self.probs
+
+    @property
+    def variance(self):
+        """Variance of geometric distribution."""
+        return paddle.to_tensor(
+            (1.0 / self.probs - 1.0) / self.probs,
+            dtype=self.probs.dtype,
+        )
+
+    @property
+    def stddev(self):
+        """Standard deviation of Geometric distribution."""
+        return paddle.sqrt(self.variance)
+
+    def pmf(self, k):
+        r"""Probability mass funciotn evaluated at k.
+
+        .. math::
+
+            P(X=k) = (1-p)^{k-1} p, \quad k=1,2,3,\ldots
+
+        Args:
+            k (int): Value to be evaluated.
+
+        Returns:
+            Tensor: Probability.
+
+        Examples:
+
+            .. code-block:: python
+
+            import paddle
+            from paddle.distribution import Geometric
+
+            geom = Geometric(0.5)
+            geom.pmf(2)
+            # Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
+            #        [0.25000000])
+        """
+        if isinstance(k, (numbers.Integral, framework.Variable)):
+            return paddle.pow((1.0 - self.probs), k - 1.0) * self.probs
+        else:
+            raise TypeError(
+                f"Expected type of k is number.Real|framework.Variable, but got {type(k)}"
+            )
+
+    def log_pmf(self, k):
+        r"""Log probability mass function evaluated at k.
+
+        .. math::
+            \log P(X = k) = \log(1-p)^k p
+
+        Args:
+            k (int): Value to be evaluated.
+
+        Returns:
+            Tensor: Log probability.
+
+        Examples:
+
+            .. code-block:: python
+
+                import paddle
+                from paddle.distribution import Geometric
+
+                geom = Geometric(0.5)
+                geom.log_pmf(2)
+                # Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
+                #        [-1.38629436])
+        """
+        if isinstance(k, (numbers.Integral, framework.Variable)):
+            return paddle.log(self.pmf(k))
+        else:
+            raise TypeError(
+                f"Expected type of k is number.Real|framework.Variable, but got {type(k)}"
+            )
+
+    def sample(self, shape=()):
+        """Sample from Geometric distribution with sample shape.
+
+        Args:
+            shape (tuple(int)): Sample shape.
+
+        Returns:
+            Sampled data with shape `sample_shape` + `batch_shape` + `event_shape`.
+
+        Examples:
+
+            .. code-block:: python
+
+                import paddle
+                from paddle.distribution import Geometric
+
+                geom = Geometric(0.5)
+                geom.sample((2,2))
+                # Tensor(shape=[2, 2, 1], dtype=float32, place=Place(cpu), stop_gradient=True,
+                #        [[[4.28128004],
+                #         [0.53546447]],
+                #         [[0.88012987],
+                #         [0.54070371]]])
+        """
+        with paddle.no_grad():
+            return self.rsample(shape)
+
+    def rsample(self, shape=()):
+        """Generate samples of the specified shape.
+
+        Args:
+            shape(tuple(int)): The shape of generated samples.
+
+        Returns:
+            Tensor: A sample tensor that fits the Geometric distribution.
+
+        Examples:
+
+            .. code-block:: python
+
+                import paddle
+                from paddle.distribution import Geometric
+                geom = Geometric(0.5)
+                geom.rsample((2,2))
+                # Tensor(shape=[2, 2, 1], dtype=float32, place=Place(cpu), stop_gradient=True,
+                #        [[[2.90974379],
+                #         [1.28049409]],
+                #         [[4.60141420],
+                #         [2.98836184]]])
+
+        """
+        shape = distribution.Distribution._extend_shape(
+            self, sample_shape=shape
+        )
+        tiny = np.finfo(dtype='float32').tiny
+
+        sample_uniform = uniform.Uniform(low=float(tiny), high=float(1))
+
+        new_t = sample_uniform.sample(list(shape))
+        return paddle.log(new_t) / paddle.log1p(-(self.probs))
+
+    def entropy(self):
+        r"""Entropy of dirichlet distribution.
+
+        .. math::
+
+            H(X) = -\left[\frac{1}{p} \log p + \frac{1-p}{p^2} \log (1-p) \right]
+
+        Returns:
+            Tensor: Entropy.
+
+        Examples:
+
+            .. code-block:: python
+
+                import paddle
+                from paddle.distribution import Geometric
+
+                geom = Geometric(0.5)
+                geom.entropy()
+                # Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
+                #        [1.38629436])
+        """
+        x = (1.0 - self.probs) * paddle.log(1.0 - self.probs)
+        y = self.probs * paddle.log(self.probs)
+
+        return -(x + y) / self.probs
+
+    def cdf(self, k):
+        r"""Cdf of geometric distribution.
+
+        .. math::
+
+            F(X \leq k) = 1 - (1-p)^k, \quad k=0,1,2,\ldots
+
+        Args:
+            k: The number of trials performed.
+
+        Returns:
+            Tensor: Entropy.
+
+        Examples:
+
+            .. code-block:: python
+
+                import paddle
+                from paddle.distribution import Geometric
+
+                geom = Geometric(0.5)
+                geom.cdf(4)
+                # Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
+                #        [0.93750000])
+        """
+        if isinstance(k, (numbers.Integral, framework.Variable)):
+            return 1.0 - paddle.pow((1.0 - self.probs), k)
+        else:
+            raise TypeError(
+                f"Expected type of k is number.Real|framework.Variable, but got {type(k)}"
+            )
+
+    def kl_divergence(self, other):
+        r"""Calculate the KL divergence KL(self || other) with two Geometric instances.
+
+        .. math::
+
+            KL(P \| Q) = \frac{p}{q} \log \frac{p}{q} + \log (1-p) - \log (1-q)
+
+        Args:
+            other (Geometric): An instance of Geometric.
+
+        Returns:
+            Tensor: The kl-divergence between two geometric distributions.
+
+        Examples:
+
+            .. code-block:: python
+
+                import paddle
+                from paddle.distribution import Geometric
+
+                geom_p = Geometric(0.5)
+                geom_q = Geometric(0.1)
+                geom_p.kl_divergence(geom_q)
+                # Tensor(shape=[1], dtype=float32, place=Place(cpu), stop_gradient=True,
+                #        [0.51082563])
+        """
+        if isinstance(other, Geometric):
+            p, q = self.probs, other.probs
+            return p * paddle.log(p / q) + (1.0 - p) * paddle.log(
+                (1.0 - p) / (1.0 - q)
+            )
+        else:
+            raise TypeError(
+                f"Exected type of other is geometric.Geometric, but got {type(other)}"
+            )

python/paddle/distribution/kl.py

@@ -21,6 +21,7 @@
 from paddle.distribution.dirichlet import Dirichlet
 from paddle.distribution.distribution import Distribution
 from paddle.distribution.exponential_family import ExponentialFamily
+from paddle.distribution.geometric import Geometric
 from paddle.distribution.laplace import Laplace
 from paddle.distribution.lognormal import LogNormal
 from paddle.distribution.normal import Normal
@@ -200,6 +201,11 @@ def _kl_laplace_laplace(p, q):
     return p.kl_divergence(q)
 
 
+@register_kl(Geometric, Geometric)
+def _kl_geometric_geometric(p, q):
+    return p.kl_divergence(q)
+
+
 @register_kl(ExponentialFamily, ExponentialFamily)
 def _kl_expfamily_expfamily(p, q):
     """Compute kl-divergence using `Bregman divergences <https://www.lix.polytechnique.fr/~nielsen/EntropyEF-ICIP2010.pdf>`_"""