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################################################################################
# Copyright (C) 2014 Jaakko Luttinen
#
# This file is licensed under the MIT License.
################################################################################
"""
A module for the binomial distribution node
"""
import numpy as np
import scipy.special as special
from .expfamily import (ExponentialFamily,
ExponentialFamilyDistribution,
useconstructor)
from .beta import BetaMoments
from .poisson import PoissonMoments
from .node import (Moments,
ensureparents)
from bayespy.utils import misc, random
class BinomialMoments(PoissonMoments):
"""
Class for the moments of binomial variables
"""
def __init__(self, N):
self.N = N
super().__init__()
def compute_fixed_moments(self, x):
"""
Compute the moments for a fixed value
"""
# Make sure the values are integers in valid range
x = np.asanyarray(x)
if np.any(x > self.N):
raise ValueError("Invalid count")
return super().compute_fixed_moments()
def compute_dims_from_values(self, x):
"""
Return the shape of the moments for a fixed value.
The realizations are scalars, thus the shape of the moment is ().
"""
raise DeprecationWarning()
return super().compute_dims_from_values()
class BinomialDistribution(ExponentialFamilyDistribution):
"""
Class for the VMP formulas of binomial variables.
"""
def __init__(self, N):
N = np.asanyarray(N)
if not misc.isinteger(N):
raise ValueError("Number of trials must be integer")
if np.any(N < 0):
raise ValueError("Number of trials must be non-negative")
self.N = np.asanyarray(N)
super().__init__()
def compute_message_to_parent(self, parent, index, u_self, u_p):
"""
Compute the message to a parent node.
"""
if index == 0:
x = u_self[0][...,None]
n = self.N[...,None]
m0 = x*[1, -1] + n*[0, 1]
m = [m0]
return m
else:
raise ValueError("Incorrect parent index")
def compute_phi_from_parents(self, u_p, mask=True):
"""
Compute the natural parameter vector given parent moments.
"""
logp0 = u_p[0][...,0]
logp1 = u_p[0][...,1]
phi0 = logp0 - logp1
return [phi0]
def compute_moments_and_cgf(self, phi, mask=True):
"""
Compute the moments and :math:`g(\phi)`.
"""
u0 = self.N / (1 + np.exp(-phi[0]))
g = -self.N * np.log1p(np.exp(phi[0]))
return ( [u0], g )
def compute_cgf_from_parents(self, u_p):
"""
Compute :math:`\mathrm{E}_{q(p)}[g(p)]`
"""
logp0 = u_p[0][...,0]
logp1 = u_p[0][...,1]
return self.N * logp1
def compute_fixed_moments_and_f(self, x, mask=True):
"""
Compute the moments and :math:`f(x)` for a fixed value.
"""
# Make sure the values are integers in valid range
x = np.asanyarray(x)
if not misc.isinteger(x):
raise ValueError("Counts must be integer")
if np.any(x < 0) or np.any(x > self.N):
raise ValueError("Invalid count")
# Now, the moments are just the counts
u = [x]
f = (special.gammaln(self.N+1) -
special.gammaln(x+1) -
special.gammaln(self.N-x+1))
return (u, f)
def random(self, *phi, plates=None):
"""
Draw a random sample from the distribution.
"""
p = random.logodds_to_probability(phi[0])
return np.random.binomial(self.N, p, size=plates)
def squeeze(self, axis):
try:
N_squeezed = np.squeeze(self.N, axis)
except ValueError as err:
raise ValueError(
"The number of trials must be constant over a squeezed axis, "
"so the corresponding array axis must be singleton. "
"Cannot squeeze axis {0} from a binomial distribution "
"because the number of trials arrays has shape {2}, so "
"the given axis has length {1} != 1. ".format(
axis,
np.shape(self.N)[axis],
np.shape(self.N),
)
) from err
else:
return BinomialDistribution(N_squeezed)
class Binomial(ExponentialFamily):
r"""
Node for binomial random variables.
The node models the number of successes :math:`x \in \{0, \ldots, n\}` in
:math:`n` trials with probability :math:`p` for success:
.. math::
x \sim \mathrm{Binomial}(n, p).
Parameters
----------
n : scalar or array
Number of trials
p : beta-like node or scalar or array
Probability of a success in a trial
Examples
--------
>>> import warnings
>>> warnings.filterwarnings('ignore', category=RuntimeWarning)
>>> from bayespy.nodes import Binomial, Beta
>>> p = Beta([1e-3, 1e-3])
>>> x = Binomial(10, p)
>>> x.observe(7)
>>> p.update()
>>> import bayespy.plot as bpplt
>>> import numpy as np
>>> bpplt.pdf(p, np.linspace(0, 1, num=100))
[<matplotlib.lines.Line2D object at 0x...>]
See also
--------
Bernoulli, Multinomial, Beta
"""
def __init__(self, n, p, **kwargs):
"""
Create binomial node
"""
super().__init__(n, p, **kwargs)
@classmethod
def _constructor(cls, n, p, **kwargs):
"""
Constructs distribution and moments objects.
"""
p = cls._ensure_moments(p, BetaMoments)
parents = [p]
moments = BinomialMoments(n)
parent_moments = (p._moments,)
distribution = BinomialDistribution(n)
return ( parents,
kwargs,
( (), ),
cls._total_plates(kwargs.get('plates'),
distribution.plates_from_parent(0, p.plates),
np.shape(n)),
distribution,
moments,
parent_moments)
def __str__(self):
"""
Print the distribution using standard parameterization.
"""
p = 1 / (1 + np.exp(-self.phi[0]))
n = self._distribution.N
return ("%s ~ Binomial(n, p)\n"
" n = \n"
"%s\n"
" p = \n"
"%s\n"
% (self.name, n, p))
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