1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490
|
# Owner(s): ["module: distributions"]
import io
from numbers import Number
import pytest
import torch
from torch.autograd.functional import jacobian
from torch.distributions import Dirichlet, Independent, Normal, TransformedDistribution, constraints
from torch.distributions.transforms import (AbsTransform, AffineTransform, ComposeTransform,
CorrCholeskyTransform, CumulativeDistributionTransform,
ExpTransform, IndependentTransform,
LowerCholeskyTransform, PowerTransform,
ReshapeTransform, SigmoidTransform, TanhTransform,
SoftmaxTransform, SoftplusTransform, StickBreakingTransform,
identity_transform, Transform, _InverseTransform)
from torch.distributions.utils import tril_matrix_to_vec, vec_to_tril_matrix
def get_transforms(cache_size):
transforms = [
AbsTransform(cache_size=cache_size),
ExpTransform(cache_size=cache_size),
PowerTransform(exponent=2,
cache_size=cache_size),
PowerTransform(exponent=torch.tensor(5.).normal_(),
cache_size=cache_size),
PowerTransform(exponent=torch.tensor(5.).normal_(),
cache_size=cache_size),
SigmoidTransform(cache_size=cache_size),
TanhTransform(cache_size=cache_size),
AffineTransform(0, 1, cache_size=cache_size),
AffineTransform(1, -2, cache_size=cache_size),
AffineTransform(torch.randn(5),
torch.randn(5),
cache_size=cache_size),
AffineTransform(torch.randn(4, 5),
torch.randn(4, 5),
cache_size=cache_size),
SoftmaxTransform(cache_size=cache_size),
SoftplusTransform(cache_size=cache_size),
StickBreakingTransform(cache_size=cache_size),
LowerCholeskyTransform(cache_size=cache_size),
CorrCholeskyTransform(cache_size=cache_size),
ComposeTransform([
AffineTransform(torch.randn(4, 5),
torch.randn(4, 5),
cache_size=cache_size),
]),
ComposeTransform([
AffineTransform(torch.randn(4, 5),
torch.randn(4, 5),
cache_size=cache_size),
ExpTransform(cache_size=cache_size),
]),
ComposeTransform([
AffineTransform(0, 1, cache_size=cache_size),
AffineTransform(torch.randn(4, 5),
torch.randn(4, 5),
cache_size=cache_size),
AffineTransform(1, -2, cache_size=cache_size),
AffineTransform(torch.randn(4, 5),
torch.randn(4, 5),
cache_size=cache_size),
]),
ReshapeTransform((4, 5), (2, 5, 2)),
IndependentTransform(
AffineTransform(torch.randn(5),
torch.randn(5),
cache_size=cache_size),
1),
CumulativeDistributionTransform(Normal(0, 1)),
]
transforms += [t.inv for t in transforms]
return transforms
def reshape_transform(transform, shape):
# Needed to squash batch dims for testing jacobian
if isinstance(transform, AffineTransform):
if isinstance(transform.loc, Number):
return transform
try:
return AffineTransform(transform.loc.expand(shape), transform.scale.expand(shape), cache_size=transform._cache_size)
except RuntimeError:
return AffineTransform(transform.loc.reshape(shape), transform.scale.reshape(shape), cache_size=transform._cache_size)
if isinstance(transform, ComposeTransform):
reshaped_parts = []
for p in transform.parts:
reshaped_parts.append(reshape_transform(p, shape))
return ComposeTransform(reshaped_parts, cache_size=transform._cache_size)
if isinstance(transform.inv, AffineTransform):
return reshape_transform(transform.inv, shape).inv
if isinstance(transform.inv, ComposeTransform):
return reshape_transform(transform.inv, shape).inv
return transform
# Generate pytest ids
def transform_id(x):
assert isinstance(x, Transform)
name = f'Inv({type(x._inv).__name__})' if isinstance(x, _InverseTransform) else f'{type(x).__name__}'
return f'{name}(cache_size={x._cache_size})'
def generate_data(transform):
torch.manual_seed(1)
while isinstance(transform, IndependentTransform):
transform = transform.base_transform
if isinstance(transform, ReshapeTransform):
return torch.randn(transform.in_shape)
if isinstance(transform.inv, ReshapeTransform):
return torch.randn(transform.inv.out_shape)
domain = transform.domain
while (isinstance(domain, constraints.independent) and
domain is not constraints.real_vector):
domain = domain.base_constraint
codomain = transform.codomain
x = torch.empty(4, 5)
if domain is constraints.lower_cholesky or codomain is constraints.lower_cholesky:
x = torch.empty(6, 6)
x = x.normal_()
return x
elif domain is constraints.real:
return x.normal_()
elif domain is constraints.real_vector:
# For corr_cholesky the last dim in the vector
# must be of size (dim * dim) // 2
x = torch.empty(3, 6)
x = x.normal_()
return x
elif domain is constraints.positive:
return x.normal_().exp()
elif domain is constraints.unit_interval:
return x.uniform_()
elif isinstance(domain, constraints.interval):
x = x.uniform_()
x = x.mul_(domain.upper_bound - domain.lower_bound).add_(domain.lower_bound)
return x
elif domain is constraints.simplex:
x = x.normal_().exp()
x /= x.sum(-1, True)
return x
elif domain is constraints.corr_cholesky:
x = torch.empty(4, 5, 5)
x = x.normal_().tril()
x /= x.norm(dim=-1, keepdim=True)
x.diagonal(dim1=-1).copy_(x.diagonal(dim1=-1).abs())
return x
raise ValueError('Unsupported domain: {}'.format(domain))
TRANSFORMS_CACHE_ACTIVE = get_transforms(cache_size=1)
TRANSFORMS_CACHE_INACTIVE = get_transforms(cache_size=0)
ALL_TRANSFORMS = TRANSFORMS_CACHE_ACTIVE + TRANSFORMS_CACHE_INACTIVE + [identity_transform]
@pytest.mark.parametrize('transform', ALL_TRANSFORMS, ids=transform_id)
def test_inv_inv(transform, ids=transform_id):
assert transform.inv.inv is transform
@pytest.mark.parametrize('x', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
@pytest.mark.parametrize('y', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
def test_equality(x, y):
if x is y:
assert x == y
else:
assert x != y
assert identity_transform == identity_transform.inv
@pytest.mark.parametrize('transform', ALL_TRANSFORMS, ids=transform_id)
def test_with_cache(transform):
if transform._cache_size == 0:
transform = transform.with_cache(1)
assert transform._cache_size == 1
x = generate_data(transform).requires_grad_()
try:
y = transform(x)
except NotImplementedError:
pytest.skip('Not implemented.')
y2 = transform(x)
assert y2 is y
@pytest.mark.parametrize('transform', ALL_TRANSFORMS, ids=transform_id)
@pytest.mark.parametrize('test_cached', [True, False])
def test_forward_inverse(transform, test_cached):
x = generate_data(transform).requires_grad_()
try:
y = transform(x)
except NotImplementedError:
pytest.skip('Not implemented.')
assert y.shape == transform.forward_shape(x.shape)
if test_cached:
x2 = transform.inv(y) # should be implemented at least by caching
else:
try:
x2 = transform.inv(y.clone()) # bypass cache
except NotImplementedError:
pytest.skip('Not implemented.')
assert x2.shape == transform.inverse_shape(y.shape)
y2 = transform(x2)
if transform.bijective:
# verify function inverse
assert torch.allclose(x2, x, atol=1e-4, equal_nan=True), '\n'.join([
'{} t.inv(t(-)) error'.format(transform),
'x = {}'.format(x),
'y = t(x) = {}'.format(y),
'x2 = t.inv(y) = {}'.format(x2),
])
else:
# verify weaker function pseudo-inverse
assert torch.allclose(y2, y, atol=1e-4, equal_nan=True), '\n'.join([
'{} t(t.inv(t(-))) error'.format(transform),
'x = {}'.format(x),
'y = t(x) = {}'.format(y),
'x2 = t.inv(y) = {}'.format(x2),
'y2 = t(x2) = {}'.format(y2),
])
def test_compose_transform_shapes():
transform0 = ExpTransform()
transform1 = SoftmaxTransform()
transform2 = LowerCholeskyTransform()
assert transform0.event_dim == 0
assert transform1.event_dim == 1
assert transform2.event_dim == 2
assert ComposeTransform([transform0, transform1]).event_dim == 1
assert ComposeTransform([transform0, transform2]).event_dim == 2
assert ComposeTransform([transform1, transform2]).event_dim == 2
transform0 = ExpTransform()
transform1 = SoftmaxTransform()
transform2 = LowerCholeskyTransform()
base_dist0 = Normal(torch.zeros(4, 4), torch.ones(4, 4))
base_dist1 = Dirichlet(torch.ones(4, 4))
base_dist2 = Normal(torch.zeros(3, 4, 4), torch.ones(3, 4, 4))
@pytest.mark.parametrize('batch_shape, event_shape, dist', [
((4, 4), (), base_dist0),
((4,), (4,), base_dist1),
((4, 4), (), TransformedDistribution(base_dist0, [transform0])),
((4,), (4,), TransformedDistribution(base_dist0, [transform1])),
((4,), (4,), TransformedDistribution(base_dist0, [transform0, transform1])),
((), (4, 4), TransformedDistribution(base_dist0, [transform0, transform2])),
((4,), (4,), TransformedDistribution(base_dist0, [transform1, transform0])),
((), (4, 4), TransformedDistribution(base_dist0, [transform1, transform2])),
((), (4, 4), TransformedDistribution(base_dist0, [transform2, transform0])),
((), (4, 4), TransformedDistribution(base_dist0, [transform2, transform1])),
((4,), (4,), TransformedDistribution(base_dist1, [transform0])),
((4,), (4,), TransformedDistribution(base_dist1, [transform1])),
((), (4, 4), TransformedDistribution(base_dist1, [transform2])),
((4,), (4,), TransformedDistribution(base_dist1, [transform0, transform1])),
((), (4, 4), TransformedDistribution(base_dist1, [transform0, transform2])),
((4,), (4,), TransformedDistribution(base_dist1, [transform1, transform0])),
((), (4, 4), TransformedDistribution(base_dist1, [transform1, transform2])),
((), (4, 4), TransformedDistribution(base_dist1, [transform2, transform0])),
((), (4, 4), TransformedDistribution(base_dist1, [transform2, transform1])),
((3, 4, 4), (), base_dist2),
((3,), (4, 4), TransformedDistribution(base_dist2, [transform2])),
((3,), (4, 4), TransformedDistribution(base_dist2, [transform0, transform2])),
((3,), (4, 4), TransformedDistribution(base_dist2, [transform1, transform2])),
((3,), (4, 4), TransformedDistribution(base_dist2, [transform2, transform0])),
((3,), (4, 4), TransformedDistribution(base_dist2, [transform2, transform1])),
])
def test_transformed_distribution_shapes(batch_shape, event_shape, dist):
assert dist.batch_shape == batch_shape
assert dist.event_shape == event_shape
x = dist.rsample()
try:
dist.log_prob(x) # this should not crash
except NotImplementedError:
pytest.skip('Not implemented.')
@pytest.mark.parametrize('transform', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
def test_jit_fwd(transform):
x = generate_data(transform).requires_grad_()
def f(x):
return transform(x)
try:
traced_f = torch.jit.trace(f, (x,))
except NotImplementedError:
pytest.skip('Not implemented.')
# check on different inputs
x = generate_data(transform).requires_grad_()
assert torch.allclose(f(x), traced_f(x), atol=1e-5, equal_nan=True)
@pytest.mark.parametrize('transform', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
def test_jit_inv(transform):
y = generate_data(transform.inv).requires_grad_()
def f(y):
return transform.inv(y)
try:
traced_f = torch.jit.trace(f, (y,))
except NotImplementedError:
pytest.skip('Not implemented.')
# check on different inputs
y = generate_data(transform.inv).requires_grad_()
assert torch.allclose(f(y), traced_f(y), atol=1e-5, equal_nan=True)
@pytest.mark.parametrize('transform', TRANSFORMS_CACHE_INACTIVE, ids=transform_id)
def test_jit_jacobian(transform):
x = generate_data(transform).requires_grad_()
def f(x):
y = transform(x)
return transform.log_abs_det_jacobian(x, y)
try:
traced_f = torch.jit.trace(f, (x,))
except NotImplementedError:
pytest.skip('Not implemented.')
# check on different inputs
x = generate_data(transform).requires_grad_()
assert torch.allclose(f(x), traced_f(x), atol=1e-5, equal_nan=True)
@pytest.mark.parametrize('transform', ALL_TRANSFORMS, ids=transform_id)
def test_jacobian(transform):
x = generate_data(transform)
try:
y = transform(x)
actual = transform.log_abs_det_jacobian(x, y)
except NotImplementedError:
pytest.skip('Not implemented.')
# Test shape
target_shape = x.shape[:x.dim() - transform.domain.event_dim]
assert actual.shape == target_shape
# Expand if required
transform = reshape_transform(transform, x.shape)
ndims = len(x.shape)
event_dim = ndims - transform.domain.event_dim
x_ = x.view((-1,) + x.shape[event_dim:])
n = x_.shape[0]
# Reshape to squash batch dims to a single batch dim
transform = reshape_transform(transform, x_.shape)
# 1. Transforms with unit jacobian
if isinstance(transform, ReshapeTransform) or isinstance(transform.inv, ReshapeTransform):
expected = x.new_zeros(x.shape[x.dim() - transform.domain.event_dim])
expected = x.new_zeros(x.shape[x.dim() - transform.domain.event_dim])
# 2. Transforms with 0 off-diagonal elements
elif transform.domain.event_dim == 0:
jac = jacobian(transform, x_)
# assert off-diagonal elements are zero
assert torch.allclose(jac, jac.diagonal().diag_embed())
expected = jac.diagonal().abs().log().reshape(x.shape)
# 3. Transforms with non-0 off-diagonal elements
else:
if isinstance(transform, CorrCholeskyTransform):
jac = jacobian(lambda x: tril_matrix_to_vec(transform(x), diag=-1), x_)
elif isinstance(transform.inv, CorrCholeskyTransform):
jac = jacobian(lambda x: transform(vec_to_tril_matrix(x, diag=-1)),
tril_matrix_to_vec(x_, diag=-1))
elif isinstance(transform, StickBreakingTransform):
jac = jacobian(lambda x: transform(x)[..., :-1], x_)
else:
jac = jacobian(transform, x_)
# Note that jacobian will have shape (batch_dims, y_event_dims, batch_dims, x_event_dims)
# However, batches are independent so this can be converted into a (batch_dims, event_dims, event_dims)
# after reshaping the event dims (see above) to give a batched square matrix whose determinant
# can be computed.
gather_idx_shape = list(jac.shape)
gather_idx_shape[-2] = 1
gather_idxs = torch.arange(n).reshape((n,) + (1,) * (len(jac.shape) - 1)).expand(gather_idx_shape)
jac = jac.gather(-2, gather_idxs).squeeze(-2)
out_ndims = jac.shape[-2]
jac = jac[..., :out_ndims] # Remove extra zero-valued dims (for inverse stick-breaking).
expected = torch.slogdet(jac).logabsdet
assert torch.allclose(actual, expected, atol=1e-5)
@pytest.mark.parametrize("event_dims",
[(0,), (1,), (2, 3), (0, 1, 2), (1, 2, 0), (2, 0, 1)],
ids=str)
def test_compose_affine(event_dims):
transforms = [AffineTransform(torch.zeros((1,) * e), 1, event_dim=e) for e in event_dims]
transform = ComposeTransform(transforms)
assert transform.codomain.event_dim == max(event_dims)
assert transform.domain.event_dim == max(event_dims)
base_dist = Normal(0, 1)
if transform.domain.event_dim:
base_dist = base_dist.expand((1,) * transform.domain.event_dim)
dist = TransformedDistribution(base_dist, transform.parts)
assert dist.support.event_dim == max(event_dims)
base_dist = Dirichlet(torch.ones(5))
if transform.domain.event_dim > 1:
base_dist = base_dist.expand((1,) * (transform.domain.event_dim - 1))
dist = TransformedDistribution(base_dist, transforms)
assert dist.support.event_dim == max(1, max(event_dims))
@pytest.mark.parametrize("batch_shape", [(), (6,), (5, 4)], ids=str)
def test_compose_reshape(batch_shape):
transforms = [ReshapeTransform((), ()),
ReshapeTransform((2,), (1, 2)),
ReshapeTransform((3, 1, 2), (6,)),
ReshapeTransform((6,), (2, 3))]
transform = ComposeTransform(transforms)
assert transform.codomain.event_dim == 2
assert transform.domain.event_dim == 2
data = torch.randn(batch_shape + (3, 2))
assert transform(data).shape == batch_shape + (2, 3)
dist = TransformedDistribution(Normal(data, 1), transforms)
assert dist.batch_shape == batch_shape
assert dist.event_shape == (2, 3)
assert dist.support.event_dim == 2
@pytest.mark.parametrize("sample_shape", [(), (7,)], ids=str)
@pytest.mark.parametrize("transform_dim", [0, 1, 2])
@pytest.mark.parametrize("base_batch_dim", [0, 1, 2])
@pytest.mark.parametrize("base_event_dim", [0, 1, 2])
@pytest.mark.parametrize("num_transforms", [0, 1, 2, 3])
def test_transformed_distribution(base_batch_dim, base_event_dim, transform_dim,
num_transforms, sample_shape):
shape = torch.Size([2, 3, 4, 5])
base_dist = Normal(0, 1)
base_dist = base_dist.expand(shape[4 - base_batch_dim - base_event_dim:])
if base_event_dim:
base_dist = Independent(base_dist, base_event_dim)
transforms = [AffineTransform(torch.zeros(shape[4 - transform_dim:]), 1),
ReshapeTransform((4, 5), (20,)),
ReshapeTransform((3, 20), (6, 10))]
transforms = transforms[:num_transforms]
transform = ComposeTransform(transforms)
# Check validation in .__init__().
if base_batch_dim + base_event_dim < transform.domain.event_dim:
with pytest.raises(ValueError):
TransformedDistribution(base_dist, transforms)
return
d = TransformedDistribution(base_dist, transforms)
# Check sampling is sufficiently expanded.
x = d.sample(sample_shape)
assert x.shape == sample_shape + d.batch_shape + d.event_shape
num_unique = len(set(x.reshape(-1).tolist()))
assert num_unique >= 0.9 * x.numel()
# Check log_prob shape on full samples.
log_prob = d.log_prob(x)
assert log_prob.shape == sample_shape + d.batch_shape
# Check log_prob shape on partial samples.
y = x
while y.dim() > len(d.event_shape):
y = y[0]
log_prob = d.log_prob(y)
assert log_prob.shape == d.batch_shape
def test_save_load_transform():
# Evaluating `log_prob` will create a weakref `_inv` which cannot be pickled. Here, we check
# that `__getstate__` correctly handles the weakref, and that we can evaluate the density after.
dist = TransformedDistribution(Normal(0, 1), [AffineTransform(2, 3)])
x = torch.linspace(0, 1, 10)
log_prob = dist.log_prob(x)
stream = io.BytesIO()
torch.save(dist, stream)
stream.seek(0)
other = torch.load(stream)
assert torch.allclose(log_prob, other.log_prob(x))
if __name__ == '__main__':
pytest.main([__file__])
|