Add nan_to_num helper (#796)

As well as numpy-like posinf and neginf

pytensor/tensor/math.py

@@ -681,6 +681,22 @@ def largest(*args):
         return max(stack(args), axis=0)
 
 
+def isposinf(x):
+    """
+    Return if the input variable has positive infinity element
+
+    """
+    return eq(x, np.inf)
+
+
+def isneginf(x):
+    """
+    Return if the input variable has negative infinity element
+
+    """
+    return eq(x, -np.inf)
+
+
 @scalar_elemwise
 def lt(a, b):
     """a < b"""
@@ -2913,6 +2929,62 @@ def vectorize_node_dot_to_matmul(op, node, batched_x, batched_y):
         return vectorize_node_fallback(op, node, batched_x, batched_y)
 
 
+def nan_to_num(x, nan=0.0, posinf=None, neginf=None):
+    """
+    Replace NaN with zero and infinity with large finite numbers (default
+    behaviour) or with the numbers defined by the user using the `nan`,
+    `posinf` and/or `neginf` keywords.
+
+    NaN is replaced by zero or by the user defined value in
+    `nan` keyword, infinity is replaced by the largest finite floating point
+    values representable by ``x.dtype`` or by the user defined value in
+    `posinf` keyword and -infinity is replaced by the most negative finite
+    floating point values representable by ``x.dtype`` or by the user defined
+    value in `neginf` keyword.
+
+    Parameters
+    ----------
+    x : symbolic tensor
+        Input array.
+    nan
+        The value to replace NaN's with in the tensor (default = 0).
+    posinf
+        The value to replace +INF with in the tensor (default max
+        in range representable by ``x.dtype``).
+    neginf
+        The value to replace -INF with in the tensor (default min
+        in range representable by ``x.dtype``).
+
+    Returns
+    -------
+    out
+        The tensor with NaN's, +INF, and -INF replaced with the
+        specified and/or default substitutions.
+    """
+    # Replace NaN's with nan keyword
+    is_nan = isnan(x)
+    is_pos_inf = isposinf(x)
+    is_neg_inf = isneginf(x)
+
+    x = switch(is_nan, nan, x)
+
+    # Get max and min values representable by x.dtype
+    maxf = posinf
+    minf = neginf
+
+    # Specify the value to replace +INF and -INF with
+    if maxf is None:
+        maxf = np.finfo(x.real.dtype).max
+    if minf is None:
+        minf = np.finfo(x.real.dtype).min
+
+    # Replace +INF and -INF values
+    x = switch(is_pos_inf, maxf, x)
+    x = switch(is_neg_inf, minf, x)
+
+    return x
+
+
 # NumPy logical aliases
 square = sqr
 
@@ -2951,6 +3023,8 @@ def vectorize_node_dot_to_matmul(op, node, batched_x, batched_y):
     "not_equal",
     "isnan",
     "isinf",
+    "isposinf",
+    "isneginf",
     "allclose",
     "isclose",
     "and_",
@@ -3069,4 +3143,5 @@ def vectorize_node_dot_to_matmul(op, node, batched_x, batched_y):
     "logaddexp",
     "logsumexp",
     "hyp2f1",
+    "nan_to_num",
 ]

tests/tensor/test_math.py

@@ -80,6 +80,8 @@
     isinf,
     isnan,
     isnan_,
+    isneginf,
+    isposinf,
     log,
     log1mexp,
     log1p,
@@ -96,6 +98,7 @@
     minimum,
     mod,
     mul,
+    nan_to_num,
     neg,
     neq,
     outer,
@@ -3689,3 +3692,46 @@ def test_grad_n_undefined(self):
         n = scalar(dtype="int64")
         with pytest.raises(NullTypeGradError):
             grad(polygamma(n, 0.5), wrt=n)
+
+
+def test_infs():
+    x = tensor(shape=(7,))
+
+    f_pos = function([x], isposinf(x))
+    f_neg = function([x], isneginf(x))
+
+    y = np.array([1, np.inf, 2, np.inf, -np.inf, -np.inf, 4]).astype(x.dtype)
+    out_pos = f_pos(y)
+    out_neg = f_neg(y)
+
+    np.testing.assert_allclose(
+        out_pos,
+        [0, 1, 0, 1, 0, 0, 0],
+    )
+    np.testing.assert_allclose(
+        out_neg,
+        [0, 0, 0, 0, 1, 1, 0],
+    )
+
+
+@pytest.mark.parametrize(
+    ["nan", "posinf", "neginf"],
+    [(0, None, None), (0, 0, 0), (0, None, 1000), (3, 1, -1)],
+)
+def test_nan_to_num(nan, posinf, neginf):
+    x = tensor(shape=(7,))
+
+    out = nan_to_num(x, nan, posinf, neginf)
+
+    f = function([x], out)
+
+    y = np.array([1, 2, np.nan, np.inf, -np.inf, 3, 4]).astype(x.dtype)
+    out = f(y)
+
+    posinf = np.finfo(x.real.dtype).max if posinf is None else posinf
+    neginf = np.finfo(x.real.dtype).min if neginf is None else neginf
+
+    np.testing.assert_allclose(
+        out,
+        np.nan_to_num(y, nan=nan, posinf=posinf, neginf=neginf),
+    )