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b/scvae/distributions/zero_inflated.py |
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# Copyright 2016 The TensorFlow Authors. All Rights Reserved. |
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# |
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# Licensed under the Apache License, Version 2.0 (the "License"); |
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# you may not use this file except in compliance with the License. |
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# You may obtain a copy of the License at |
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# |
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# http://www.apache.org/licenses/LICENSE-2.0 |
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# |
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# Unless required by applicable law or agreed to in writing, software |
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# distributed under the License is distributed on an "AS IS" BASIS, |
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
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# See the License for the specific language governing permissions and |
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# limitations under the License. |
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# ========================================================================== |
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# ======================================================================== # |
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# |
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# Copyright (c) 2017 - 2020 scVAE authors |
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# |
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# Licensed under the Apache License, Version 2.0 (the "License"); |
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# you may not use this file except in compliance with the License. |
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# You may obtain a copy of the License at |
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# |
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# http://www.apache.org/licenses/LICENSE-2.0 |
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# |
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# Unless required by applicable law or agreed to in writing, software |
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# distributed under the License is distributed on an "AS IS" BASIS, |
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
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# See the License for the specific language governing permissions and |
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# limitations under the License. |
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# |
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# ======================================================================== # |
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"""The ZeroInflated distribution class.""" |
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from __future__ import absolute_import |
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from __future__ import division |
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from __future__ import print_function |
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from tensorflow import where |
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from tensorflow.python.framework import ops |
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from tensorflow.python.ops import array_ops |
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from tensorflow.python.ops import check_ops |
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from tensorflow.python.ops import math_ops |
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from tensorflow_probability.python.distributions import distribution |
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from tensorflow_probability.python.internal import reparameterization |
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class ZeroInflated(distribution.Distribution): |
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"""zero-inflated distribution. |
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The `zero-inflated` object implements batched zero-inflated distributions. |
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The zero-inflated model is defined by a zero-inflation rate |
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and a python list of `Distribution` objects. |
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Methods supported include `log_prob`, `prob`, `mean`, `sample`, and |
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`entropy_lower_bound`. |
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""" |
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def __init__(self, |
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dist, |
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pi, |
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validate_args=False, |
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allow_nan_stats=True, |
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name="ZeroInflated"): |
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"""Initialise a zero-inflated distribution. |
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A `ZeroInflated` is defined by a zero-inflation rate (`pi`, |
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representing the probabilities of excess zeroes) and a `Distribution` |
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object having matching dtype, batch shape, event shape, and continuity |
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properties (the dist). |
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Args: |
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pi: A zero-inflation rate, representing the probabilities of excess |
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zeroes. |
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dist: A `Distribution` instance. |
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The instance must have `batch_shape` matching the |
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zero-inflation rate. |
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validate_args: Python `bool`, default `False`. If `True`, raise a |
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runtime error if batch or event ranks are inconsistent between |
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pi and any of the distributions. This is only checked if the |
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ranks cannot be determined statically at graph construction |
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time. |
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allow_nan_stats: Boolean, default `True`. If `False`, raise an |
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exception if a statistic (e.g. mean/mode/etc...) is undefined |
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for any batch member. If `True`, batch members with valid |
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parameters leading to undefined statistics will return NaN for |
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this statistic. |
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name: A name for this distribution (optional). |
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Raises: |
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TypeError: If pi is not a zero-inflation rate, or `dist` is not |
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`Distibution` are not instances of `Distribution`, or do not |
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have matching `dtype`. |
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ValueError: If `dist` is an empty list or tuple, or its |
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elements do not have a statically known event rank. |
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If `pi.num_classes` cannot be inferred at graph creation time, |
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or the constant value of `pi.num_classes` is not equal to |
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`len(dist)`, or all `dist` and `pi` do not have |
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matching static batch shapes, or all dist do not |
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have matching static event shapes. |
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""" |
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parameters = locals() |
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if not dist: |
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raise ValueError("dist must be non-empty") |
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if not isinstance(dist, distribution.Distribution): |
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raise TypeError( |
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"dist must be a Distribution instance" |
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" but saw: %s" % dist) |
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dtype = dist.dtype |
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static_event_shape = dist.event_shape |
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static_batch_shape = pi.get_shape() |
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if static_event_shape.ndims is None: |
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raise ValueError( |
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"Expected to know rank(event_shape) from dist, but " |
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"the distribution does not provide a static number of ndims") |
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# Ensure that all batch and event ndims are consistent. |
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with ops.name_scope(name, values=[pi]): |
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with ops.control_dependencies([check_ops.assert_positive(pi)] if |
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validate_args else []): |
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pi_batch_shape = array_ops.shape(pi) |
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pi_batch_rank = array_ops.size(pi_batch_shape) |
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if validate_args: |
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dist_batch_shape = dist.batch_shape_tensor() |
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dist_batch_rank = array_ops.size(dist_batch_shape) |
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check_message = ( |
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"dist batch shape must match pi batch shape") |
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self._assertions = [check_ops.assert_equal( |
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pi_batch_rank, dist_batch_rank, message=check_message)] |
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self._assertions += [ |
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check_ops.assert_equal( |
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pi_batch_shape, dist_batch_shape, |
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message=check_message)] |
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else: |
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self._assertions = [] |
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self._pi = pi |
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self._dist = dist |
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self._static_event_shape = static_event_shape |
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self._static_batch_shape = static_batch_shape |
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# We let the zero-inflated distribution access _graph_parents since its |
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# arguably more like a baseclass. |
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graph_parents = [self._pi] |
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graph_parents += self._dist._graph_parents |
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super(ZeroInflated, self).__init__( |
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dtype=dtype, |
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reparameterization_type=reparameterization.NOT_REPARAMETERIZED, |
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validate_args=validate_args, |
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allow_nan_stats=allow_nan_stats, |
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parameters=parameters, |
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graph_parents=graph_parents, |
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name=name) |
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@property |
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def pi(self): |
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return self._pi |
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@property |
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def dist(self): |
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return self._dist |
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def _batch_shape_tensor(self): |
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return array_ops.shape(self._pi) |
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def _batch_shape(self): |
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return self._static_batch_shape |
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def _event_shape_tensor(self): |
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return self._dist.event_shape_tensor() |
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def _event_shape(self): |
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return self._static_event_shape |
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def _mean(self): |
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with ops.control_dependencies(self._assertions): |
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# These should all be the same shape by virtue of matching |
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# batch_shape and event_shape. |
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return (1-self._pi) * self._dist.mean() |
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def _variance(self): |
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with ops.control_dependencies(self._assertions): |
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# These should all be the same shape by virtue of matching |
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# batch_shape and event_shape. |
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return ((1-self._pi) * (self._dist.variance() |
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+ math_ops.square(self._dist.mean())) |
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- math_ops.square(self._mean())) |
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def _log_prob(self, x): |
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with ops.control_dependencies(self._assertions): |
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x = ops.convert_to_tensor(x, name="x") |
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y_0 = math_ops.log(self.pi + (1 - self.pi) * self._dist.prob(x)) |
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y_1 = math_ops.log(1 - self.pi) + self._dist.log_prob(x) |
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return where(x > 0, y_1, y_0) |
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def _prob(self, x): |
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return math_ops.exp(self._log_prob(x)) |