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How to use scale method in ATX
Best Python code snippet using ATX
affine.py
Source:affine.py 
...266 array_ops.zeros([], identity_multiplier.dtype),267 ["identity_multiplier should be non-zero."])],268 identity_multiplier)269 return identity_multiplier270 scale = distribution_util.make_tril_scale(271 loc=shift,272 scale_tril=tril,273 scale_diag=diag,274 scale_identity_multiplier=identity_multiplier,275 validate_args=validate_args,276 assert_positive=False,277 shape_hint=shape_hint)278 if perturb_factor is not None:279 return linalg.LinearOperatorLowRankUpdate(280 scale,281 u=perturb_factor,282 diag_update=perturb_diag,283 is_diag_update_positive=perturb_diag is None,284 is_non_singular=True, # Implied by is_positive_definite=True.285 is_self_adjoint=True,286 is_positive_definite=True,287 is_square=True)288 return scale289 @property290 def shift(self):291 """The `shift` `Tensor` in `Y = scale @ X + shift`."""292 return self._shift293 @property294 def scale(self):295 """The `scale` `LinearOperator` in `Y = scale @ X + shift`."""296 return self._scale297 def _forward(self, x):298 y = x299 if self._is_only_identity_multiplier:300 y *= self._scale301 if self.shift is not None:302 return y + self.shift303 return y304 y, sample_shape = self._shaper.make_batch_of_event_sample_matrices(305 y, expand_batch_dim=False)306 with ops.control_dependencies(self._maybe_check_scale() if307 self.validate_args else []):308 y = self.scale.matmul(y)309 y = self._shaper.undo_make_batch_of_event_sample_matrices(310 y, sample_shape, expand_batch_dim=False)311 if self.shift is not None:312 y += self.shift313 return y314 def _inverse(self, y):315 x = y316 if self.shift is not None:317 x -= self.shift318 if self._is_only_identity_multiplier:319 return x / self._scale320 x, sample_shape = self._shaper.make_batch_of_event_sample_matrices(321 x, expand_batch_dim=False)322 # Solve fails if the op is singular so we may safely skip this assertion.323 x = self.scale.solve(x)324 x = self._shaper.undo_make_batch_of_event_sample_matrices(325 x, sample_shape, expand_batch_dim=False)326 return x327 def _forward_log_det_jacobian(self, x):328 # is_constant_jacobian = True for this bijector, hence the329 # `log_det_jacobian` need only be specified for a single input, as this will330 # be tiled to match `event_ndims`.331 if self._is_only_identity_multiplier:332 # We don't pad in this case and instead let the fldj be applied333 # via broadcast.334 event_size = array_ops.shape(x)[-1]335 event_size = math_ops.cast(event_size, dtype=self._scale.dtype)336 return math_ops.log(math_ops.abs(self._scale)) * event_size337 return self.scale.log_abs_determinant()338 def _maybe_check_scale(self):339 try:340 return [self.scale.assert_non_singular()]341 except NotImplementedError:342 pass...
laplace_test.py
Source:laplace_test.py
1# Copyright 2016 The TensorFlow Authors. All Rights Reserved.2#3# Licensed under the Apache License, Version 2.0 (the "License");4# you may not use this file except in compliance with the License.5# You may obtain a copy of the License at6#7# http://www.apache.org/licenses/LICENSE-2.08#9# Unless required by applicable law or agreed to in writing, software10# distributed under the License is distributed on an "AS IS" BASIS,11# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.12# See the License for the specific language governing permissions and13# limitations under the License.14# ==============================================================================15from __future__ import absolute_import16from __future__ import division17from __future__ import print_function18import numpy as np19from scipy import stats20import tensorflow as tf21class LaplaceTest(tf.test.TestCase):22 def testLaplaceShape(self):23 with self.test_session():24 loc = tf.constant([3.0] * 5)25 scale = tf.constant(11.0)26 laplace = tf.contrib.distributions.Laplace(loc=loc, scale=scale)27 self.assertEqual(laplace.batch_shape().eval(), (5,))28 self.assertEqual(laplace.get_batch_shape(), tf.TensorShape([5]))29 self.assertAllEqual(laplace.event_shape().eval(), [])30 self.assertEqual(laplace.get_event_shape(), tf.TensorShape([]))31 def testLaplaceLogPDF(self):32 with self.test_session():33 batch_size = 634 loc = tf.constant([2.0] * batch_size)35 scale = tf.constant([3.0] * batch_size)36 loc_v = 2.037 scale_v = 3.038 x = np.array([2.5, 2.5, 4.0, 0.1, 1.0, 2.0], dtype=np.float32)39 laplace = tf.contrib.distributions.Laplace(loc=loc, scale=scale)40 expected_log_pdf = stats.laplace.logpdf(x, loc_v, scale=scale_v)41 log_pdf = laplace.log_pdf(x)42 self.assertEqual(log_pdf.get_shape(), (6,))43 self.assertAllClose(log_pdf.eval(), expected_log_pdf)44 pdf = laplace.pdf(x)45 self.assertEqual(pdf.get_shape(), (6,))46 self.assertAllClose(pdf.eval(), np.exp(expected_log_pdf))47 def testLaplaceLogPDFMultidimensional(self):48 with self.test_session():49 batch_size = 650 loc = tf.constant([[2.0, 4.0]] * batch_size)51 scale = tf.constant([[3.0, 4.0]] * batch_size)52 loc_v = np.array([2.0, 4.0])53 scale_v = np.array([3.0, 4.0])54 x = np.array([[2.5, 2.5, 4.0, 0.1, 1.0, 2.0]], dtype=np.float32).T55 laplace = tf.contrib.distributions.Laplace(loc=loc, scale=scale)56 expected_log_pdf = stats.laplace.logpdf(x, loc_v, scale=scale_v)57 log_pdf = laplace.log_pdf(x)58 log_pdf_values = log_pdf.eval()59 self.assertEqual(log_pdf.get_shape(), (6, 2))60 self.assertAllClose(log_pdf_values, expected_log_pdf)61 pdf = laplace.pdf(x)62 pdf_values = pdf.eval()63 self.assertEqual(pdf.get_shape(), (6, 2))64 self.assertAllClose(pdf_values, np.exp(expected_log_pdf))65 def testLaplaceLogPDFMultidimensionalBroadcasting(self):66 with self.test_session():67 batch_size = 668 loc = tf.constant([[2.0, 4.0]] * batch_size)69 scale = tf.constant(3.0)70 loc_v = np.array([2.0, 4.0])71 scale_v = 3.072 x = np.array([[2.5, 2.5, 4.0, 0.1, 1.0, 2.0]], dtype=np.float32).T73 laplace = tf.contrib.distributions.Laplace(loc=loc, scale=scale)74 expected_log_pdf = stats.laplace.logpdf(x, loc_v, scale=scale_v)75 log_pdf = laplace.log_pdf(x)76 log_pdf_values = log_pdf.eval()77 self.assertEqual(log_pdf.get_shape(), (6, 2))78 self.assertAllClose(log_pdf_values, expected_log_pdf)79 pdf = laplace.pdf(x)80 pdf_values = pdf.eval()81 self.assertEqual(pdf.get_shape(), (6, 2))82 self.assertAllClose(pdf_values, np.exp(expected_log_pdf))83 def testLaplaceCDF(self):84 with self.test_session():85 batch_size = 686 loc = tf.constant([2.0] * batch_size)87 scale = tf.constant([3.0] * batch_size)88 loc_v = 2.089 scale_v = 3.090 x = np.array([2.5, 2.5, 4.0, 0.1, 1.0, 2.0], dtype=np.float32)91 laplace = tf.contrib.distributions.Laplace(loc=loc, scale=scale)92 expected_cdf = stats.laplace.cdf(x, loc_v, scale=scale_v)93 cdf = laplace.cdf(x)94 self.assertEqual(cdf.get_shape(), (6,))95 self.assertAllClose(cdf.eval(), expected_cdf)96 def testLaplaceMean(self):97 with self.test_session():98 loc_v = np.array([1.0, 3.0, 2.5])99 scale_v = np.array([1.0, 4.0, 5.0])100 laplace = tf.contrib.distributions.Laplace(loc=loc_v, scale=scale_v)101 expected_means = stats.laplace.mean(loc_v, scale=scale_v)102 self.assertEqual(laplace.mean().get_shape(), (3,))103 self.assertAllClose(laplace.mean().eval(), expected_means)104 def testLaplaceMode(self):105 with self.test_session():106 loc_v = np.array([0.5, 3.0, 2.5])107 scale_v = np.array([1.0, 4.0, 5.0])108 laplace = tf.contrib.distributions.Laplace(loc=loc_v, scale=scale_v)109 self.assertEqual(laplace.mode().get_shape(), (3,))110 self.assertAllClose(laplace.mode().eval(), loc_v)111 def testLaplaceVariance(self):112 with self.test_session():113 loc_v = np.array([1.0, 3.0, 2.5])114 scale_v = np.array([1.0, 4.0, 5.0])115 laplace = tf.contrib.distributions.Laplace(loc=loc_v, scale=scale_v)116 expected_variances = stats.laplace.var(loc_v, scale=scale_v)117 self.assertEqual(laplace.variance().get_shape(), (3,))118 self.assertAllClose(laplace.variance().eval(), expected_variances)119 def testLaplaceStd(self):120 with self.test_session():121 loc_v = np.array([1.0, 3.0, 2.5])122 scale_v = np.array([1.0, 4.0, 5.0])123 laplace = tf.contrib.distributions.Laplace(loc=loc_v, scale=scale_v)124 expected_std = stats.laplace.std(loc_v, scale=scale_v)125 self.assertEqual(laplace.std().get_shape(), (3,))126 self.assertAllClose(laplace.std().eval(), expected_std)127 def testLaplaceEntropy(self):128 with self.test_session():129 loc_v = np.array([1.0, 3.0, 2.5])130 scale_v = np.array([1.0, 4.0, 5.0])131 expected_entropy = stats.laplace.entropy(loc_v, scale=scale_v)132 laplace = tf.contrib.distributions.Laplace(loc=loc_v, scale=scale_v)133 self.assertEqual(laplace.entropy().get_shape(), (3,))134 self.assertAllClose(laplace.entropy().eval(), expected_entropy)135 def testLaplaceSample(self):136 with tf.Session():137 loc_v = 4.0138 scale_v = 3.0139 loc = tf.constant(loc_v)140 scale = tf.constant(scale_v)141 n = 100000142 laplace = tf.contrib.distributions.Laplace(loc=loc, scale=scale)143 samples = laplace.sample(n, seed=137)144 sample_values = samples.eval()145 self.assertEqual(samples.get_shape(), (n,))146 self.assertEqual(sample_values.shape, (n,))147 self.assertAllClose(sample_values.mean(),148 stats.laplace.mean(loc_v, scale=scale_v),149 rtol=0.05, atol=0.)150 self.assertAllClose(sample_values.var(),151 stats.laplace.var(loc_v, scale=scale_v),152 rtol=0.05, atol=0.)153 self.assertTrue(self._kstest(loc_v, scale_v, sample_values))154 def testLaplaceSampleMultiDimensional(self):155 with tf.Session():156 loc_v = np.array([np.arange(1, 101, dtype=np.float32)]) # 1 x 100157 scale_v = np.array([np.arange(1, 11, dtype=np.float32)]).T # 10 x 1158 laplace = tf.contrib.distributions.Laplace(loc=loc_v, scale=scale_v)159 n = 10000160 samples = laplace.sample(n, seed=137)161 sample_values = samples.eval()162 self.assertEqual(samples.get_shape(), (n, 10, 100))163 self.assertEqual(sample_values.shape, (n, 10, 100))164 zeros = np.zeros_like(loc_v + scale_v) # 10 x 100165 loc_bc = loc_v + zeros166 scale_bc = scale_v + zeros167 self.assertAllClose(168 sample_values.mean(axis=0),169 stats.laplace.mean(loc_bc, scale=scale_bc),170 rtol=0.35, atol=0.)171 self.assertAllClose(172 sample_values.var(axis=0),173 stats.laplace.var(loc_bc, scale=scale_bc),174 rtol=0.10, atol=0.)175 fails = 0176 trials = 0177 for ai, a in enumerate(np.reshape(loc_v, [-1])):178 for bi, b in enumerate(np.reshape(scale_v, [-1])):179 s = sample_values[:, bi, ai]180 trials += 1181 fails += 0 if self._kstest(a, b, s) else 1182 self.assertLess(fails, trials * 0.03)183 def _kstest(self, loc, scale, samples):184 # Uses the Kolmogorov-Smirnov test for goodness of fit.185 ks, _ = stats.kstest(samples, stats.laplace(loc, scale=scale).cdf)186 # Return True when the test passes.187 return ks < 0.02188 def testLaplacePdfOfSampleMultiDims(self):189 with tf.Session() as sess:190 laplace = tf.contrib.distributions.Laplace(191 loc=[7., 11.], scale=[[5.], [6.]])192 num = 50000193 samples = laplace.sample(num, seed=137)194 pdfs = laplace.pdf(samples)195 sample_vals, pdf_vals = sess.run([samples, pdfs])196 self.assertEqual(samples.get_shape(), (num, 2, 2))197 self.assertEqual(pdfs.get_shape(), (num, 2, 2))198 self.assertAllClose(199 stats.laplace.mean([[7., 11.], [7., 11.]],200 scale=np.array([[5., 5.], [6., 6.]])),201 sample_vals.mean(axis=0),202 rtol=0.05, atol=0.)203 self.assertAllClose(204 stats.laplace.var([[7., 11.], [7., 11.]],205 scale=np.array([[5., 5.], [6., 6.]])),206 sample_vals.var(axis=0),207 rtol=0.05, atol=0.)208 self._assertIntegral(sample_vals[:, 0, 0], pdf_vals[:, 0, 0], err=0.02)209 self._assertIntegral(sample_vals[:, 0, 1], pdf_vals[:, 0, 1], err=0.02)210 self._assertIntegral(sample_vals[:, 1, 0], pdf_vals[:, 1, 0], err=0.02)211 self._assertIntegral(sample_vals[:, 1, 1], pdf_vals[:, 1, 1], err=0.02)212 def _assertIntegral(self, sample_vals, pdf_vals, err=1e-3):213 s_p = zip(sample_vals, pdf_vals)214 prev = (0, 0)215 total = 0216 for k in sorted(s_p, key=lambda x: x[0]):217 pair_pdf = (k[1] + prev[1]) / 2218 total += (k[0] - prev[0]) * pair_pdf219 prev = k220 self.assertNear(1., total, err=err)221 def testLaplaceNonPositiveInitializationParamsRaises(self):222 with self.test_session():223 loc_v = tf.constant(0.0, name="loc")224 scale_v = tf.constant(-1.0, name="scale")225 laplace = tf.contrib.distributions.Laplace(226 loc=loc_v, scale=scale_v, validate_args=True)227 with self.assertRaisesOpError("scale"):228 laplace.mean().eval()229 loc_v = tf.constant(1.0, name="loc")230 scale_v = tf.constant(0.0, name="scale")231 laplace = tf.contrib.distributions.Laplace(232 loc=loc_v, scale=scale_v, validate_args=True)233 with self.assertRaisesOpError("scale"):234 laplace.mean().eval()235 def testLaplaceWithSoftplusScale(self):236 with self.test_session():237 loc_v = tf.constant([0.0, 1.0], name="loc")238 scale_v = tf.constant([-1.0, 2.0], name="scale")239 laplace = tf.contrib.distributions.LaplaceWithSoftplusScale(240 loc=loc_v, scale=scale_v)241 self.assertAllClose(tf.nn.softplus(scale_v).eval(), laplace.scale.eval())242 self.assertAllClose(loc_v.eval(), laplace.loc.eval())243if __name__ == "__main__":...
mvn_diag_plus_low_rank.py
Source:mvn_diag_plus_low_rank.py
...192 loc, scale_diag, scale_identity_multiplier, scale_perturb_factor,193 scale_perturb_diag]):194 has_low_rank = (scale_perturb_factor is not None or195 scale_perturb_diag is not None)196 scale = distribution_util.make_diag_scale(197 loc=loc,198 scale_diag=scale_diag,199 scale_identity_multiplier=scale_identity_multiplier,200 validate_args=validate_args,201 assert_positive=has_low_rank)202 scale_perturb_factor = _convert_to_tensor(203 scale_perturb_factor,204 name="scale_perturb_factor")205 scale_perturb_diag = _convert_to_tensor(206 scale_perturb_diag,207 name="scale_perturb_diag")208 if has_low_rank:209 scale = linalg.LinearOperatorLowRankUpdate(210 scale,...
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