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Зоопарк обучаемых дистрибутивов

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В этой колабе мы показываем различные примеры построения обучаемых (обучаемых) дистрибутивов. (Мы не прилагаем никаких усилий для объяснения дистрибутивов, а только для того, чтобы показать, как их создавать.)

import numpy as np
import tensorflow.compat.v2 as tf
import tensorflow_probability as tfp
from tensorflow_probability.python.internal import prefer_static
tfb = tfp.bijectors
tfd = tfp.distributions
tf.enable_v2_behavior()
event_size = 4
num_components = 3

Обучающийся Многофакторный Нормальный с масштабируется Идентичность для chol(Cov)

learnable_mvn_scaled_identity = tfd.Independent(
    tfd.Normal(
        loc=tf.Variable(tf.zeros(event_size), name='loc'),
        scale=tfp.util.TransformedVariable(
            tf.ones([1]),
            bijector=tfb.Exp(),
            name='scale')),
    reinterpreted_batch_ndims=1,
    name='learnable_mvn_scaled_identity')

print(learnable_mvn_scaled_identity)
print(learnable_mvn_scaled_identity.trainable_variables)
tfp.distributions.Independent("learnable_mvn_scaled_identity", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'loc:0' shape=(4,) dtype=float32, numpy=array([0., 0., 0., 0.], dtype=float32)>, <tf.Variable 'scale:0' shape=(1,) dtype=float32, numpy=array([0.], dtype=float32)>)

Обучающийся Многофакторный Normal с Diagonal для chol(Cov)

learnable_mvndiag = tfd.Independent(
    tfd.Normal(
        loc=tf.Variable(tf.zeros(event_size), name='loc'),
        scale=tfp.util.TransformedVariable(
            tf.ones(event_size),
            bijector=tfb.Softplus(),  # Use Softplus...cuz why not?
            name='scale')),
    reinterpreted_batch_ndims=1,
    name='learnable_mvn_diag')

print(learnable_mvndiag)
print(learnable_mvndiag.trainable_variables)
tfp.distributions.Independent("learnable_mvn_diag", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'loc:0' shape=(4,) dtype=float32, numpy=array([0., 0., 0., 0.], dtype=float32)>, <tf.Variable 'scale:0' shape=(4,) dtype=float32, numpy=array([0.54132485, 0.54132485, 0.54132485, 0.54132485], dtype=float32)>)

Смесь мультиварита нормального (сферического)

learnable_mix_mvn_scaled_identity = tfd.MixtureSameFamily(
    mixture_distribution=tfd.Categorical(
        logits=tf.Variable(
            # Changing the `1.` intializes with a geometric decay.
            -tf.math.log(1.) * tf.range(num_components, dtype=tf.float32),
            name='logits')),
    components_distribution=tfd.Independent(
        tfd.Normal(
            loc=tf.Variable(
              tf.random.normal([num_components, event_size]),
              name='loc'),
            scale=tfp.util.TransformedVariable(
              10. * tf.ones([num_components, 1]),
              bijector=tfb.Softplus(),  # Use Softplus...cuz why not?
              name='scale')),
        reinterpreted_batch_ndims=1),
    name='learnable_mix_mvn_scaled_identity')

print(learnable_mix_mvn_scaled_identity)
print(learnable_mix_mvn_scaled_identity.trainable_variables)
tfp.distributions.MixtureSameFamily("learnable_mix_mvn_scaled_identity", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'logits:0' shape=(3,) dtype=float32, numpy=array([-0., -0., -0.], dtype=float32)>, <tf.Variable 'loc:0' shape=(3, 4) dtype=float32, numpy=
array([[ 0.21316044,  0.18825649,  1.3055958 , -1.4072137 ],
       [-1.6604203 , -0.9415946 , -1.1349488 , -0.4928658 ],
       [-0.9672405 ,  0.45094398, -2.615817  ,  3.7891428 ]],
      dtype=float32)>, <tf.Variable 'scale:0' shape=(3, 1) dtype=float32, numpy=
array([[9.999954],
       [9.999954],
       [9.999954]], dtype=float32)>)

Смесь многомерных нормальных (сферических) с массой первой смеси, которую невозможно выучить

learnable_mix_mvndiag_first_fixed = tfd.MixtureSameFamily(
    mixture_distribution=tfd.Categorical(
        logits=tfp.util.TransformedVariable(
            # Initialize logits as geometric decay.
            -tf.math.log(1.5) * tf.range(num_components, dtype=tf.float32),
            tfb.Pad(paddings=[[1, 0]], constant_values=0)),
            name='logits'),
    components_distribution=tfd.Independent(
        tfd.Normal(
            loc=tf.Variable(
                # Use Rademacher...cuz why not?
                tfp.random.rademacher([num_components, event_size]),
                name='loc'),
            scale=tfp.util.TransformedVariable(
                10. * tf.ones([num_components, 1]),
                bijector=tfb.Softplus(),  # Use Softplus...cuz why not?
                name='scale')),
        reinterpreted_batch_ndims=1),
    name='learnable_mix_mvndiag_first_fixed')

print(learnable_mix_mvndiag_first_fixed)
print(learnable_mix_mvndiag_first_fixed.trainable_variables)
tfp.distributions.MixtureSameFamily("learnable_mix_mvndiag_first_fixed", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'Variable:0' shape=(2,) dtype=float32, numpy=array([-0.4054651, -0.8109302], dtype=float32)>, <tf.Variable 'loc:0' shape=(3, 4) dtype=float32, numpy=
array([[ 1.,  1., -1., -1.],
       [ 1., -1.,  1.,  1.],
       [-1.,  1., -1., -1.]], dtype=float32)>, <tf.Variable 'scale:0' shape=(3, 1) dtype=float32, numpy=
array([[9.999954],
       [9.999954],
       [9.999954]], dtype=float32)>)

Смесь многомерное нормальное (полное Cov )

learnable_mix_mvntril = tfd.MixtureSameFamily(
    mixture_distribution=tfd.Categorical(
        logits=tf.Variable(
            # Changing the `1.` intializes with a geometric decay.
            -tf.math.log(1.) * tf.range(num_components, dtype=tf.float32),
            name='logits')),
    components_distribution=tfd.MultivariateNormalTriL(
        loc=tf.Variable(tf.zeros([num_components, event_size]), name='loc'),
        scale_tril=tfp.util.TransformedVariable(
            10. * tf.eye(event_size, batch_shape=[num_components]),
            bijector=tfb.FillScaleTriL(),
            name='scale_tril')),
    name='learnable_mix_mvntril')

print(learnable_mix_mvntril)
print(learnable_mix_mvntril.trainable_variables)
tfp.distributions.MixtureSameFamily("learnable_mix_mvntril", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'loc:0' shape=(3, 4) dtype=float32, numpy=
array([[0., 0., 0., 0.],
       [0., 0., 0., 0.],
       [0., 0., 0., 0.]], dtype=float32)>, <tf.Variable 'scale_tril:0' shape=(3, 10) dtype=float32, numpy=
array([[9.999945, 0.      , 0.      , 0.      , 9.999945, 9.999945,

        0.      , 0.      , 0.      , 9.999945],
       [9.999945, 0.      , 0.      , 0.      , 9.999945, 9.999945,
        0.      , 0.      , 0.      , 9.999945],
       [9.999945, 0.      , 0.      , 0.      , 9.999945, 9.999945,
        0.      , 0.      , 0.      , 9.999945]], dtype=float32)>, <tf.Variable 'logits:0' shape=(3,) dtype=float32, numpy=array([-0., -0., -0.], dtype=float32)>)

Смесь многомерное нормальное (полное Cov ) с первой смеси поддается изучению первого компонента &

# Make a bijector which pads an eye to what otherwise fills a tril.
num_tril_nonzero = lambda num_rows: num_rows * (num_rows + 1) // 2

num_tril_rows = lambda nnz: prefer_static.cast(
    prefer_static.sqrt(0.25 + 2. * prefer_static.cast(nnz, tf.float32)) - 0.5,
    tf.int32)

# TFP doesn't have a concat bijector, so we roll out our own.
class PadEye(tfb.Bijector):

  def __init__(self, tril_fn=None):
    if tril_fn is None:
      tril_fn = tfb.FillScaleTriL()
    self._tril_fn = getattr(tril_fn, 'inverse', tril_fn)
    super(PadEye, self).__init__(
        forward_min_event_ndims=2,
        inverse_min_event_ndims=2,
        is_constant_jacobian=True,
        name='PadEye')

  def _forward(self, x):
    num_rows = int(num_tril_rows(tf.compat.dimension_value(x.shape[-1])))
    eye = tf.eye(num_rows, batch_shape=prefer_static.shape(x)[:-2])
    return tf.concat([self._tril_fn(eye)[..., tf.newaxis, :], x],
                     axis=prefer_static.rank(x) - 2)

  def _inverse(self, y):
    return y[..., 1:, :]

  def _forward_log_det_jacobian(self, x):
    return tf.zeros([], dtype=x.dtype)

  def _inverse_log_det_jacobian(self, y):
    return tf.zeros([], dtype=y.dtype)

  def _forward_event_shape(self, in_shape):
    n = prefer_static.size(in_shape)
    return in_shape + prefer_static.one_hot(n - 2, depth=n, dtype=tf.int32)

  def _inverse_event_shape(self, out_shape):
    n = prefer_static.size(out_shape)
    return out_shape - prefer_static.one_hot(n - 2, depth=n, dtype=tf.int32)


tril_bijector = tfb.FillScaleTriL(diag_bijector=tfb.Softplus())
learnable_mix_mvntril_fixed_first = tfd.MixtureSameFamily(
  mixture_distribution=tfd.Categorical(
      logits=tfp.util.TransformedVariable(
          # Changing the `1.` intializes with a geometric decay.
          -tf.math.log(1.) * tf.range(num_components, dtype=tf.float32),
          bijector=tfb.Pad(paddings=[(1, 0)]),
          name='logits')),
  components_distribution=tfd.MultivariateNormalTriL(
      loc=tfp.util.TransformedVariable(
          tf.zeros([num_components, event_size]),
          bijector=tfb.Pad(paddings=[(1, 0)], axis=-2),
          name='loc'),
      scale_tril=tfp.util.TransformedVariable(
          10. * tf.eye(event_size, batch_shape=[num_components]),
          bijector=tfb.Chain([tril_bijector, PadEye(tril_bijector)]),
          name='scale_tril')),
  name='learnable_mix_mvntril_fixed_first')


print(learnable_mix_mvntril_fixed_first)
print(learnable_mix_mvntril_fixed_first.trainable_variables)
tfp.distributions.MixtureSameFamily("learnable_mix_mvntril_fixed_first", batch_shape=[], event_shape=[4], dtype=float32)
(<tf.Variable 'loc:0' shape=(2, 4) dtype=float32, numpy=
array([[0., 0., 0., 0.],
       [0., 0., 0., 0.]], dtype=float32)>, <tf.Variable 'scale_tril:0' shape=(2, 10) dtype=float32, numpy=
array([[9.999945, 0.      , 0.      , 0.      , 9.999945, 9.999945,

        0.      , 0.      , 0.      , 9.999945],
       [9.999945, 0.      , 0.      , 0.      , 9.999945, 9.999945,
        0.      , 0.      , 0.      , 9.999945]], dtype=float32)>, <tf.Variable 'logits:0' shape=(2,) dtype=float32, numpy=array([-0., -0.], dtype=float32)>)