relaxed_categorical.py

import torch
from torch.distributions import constraints
from torch.distributions.categorical import Categorical
from torch.distributions.utils import clamp_probs, broadcast_all
from torch.distributions.distribution import Distribution
from torch.distributions.transformed_distribution import TransformedDistribution
from torch.distributions.transforms import ExpTransform


class ExpRelaxedCategorical(Distribution):
    r"""
    Creates a ExpRelaxedCategorical parameterized by
    :attr:`temperature`, and either :attr:`probs` or :attr:`logits` (but not both).
    Returns the log of a point in the simplex. Based on the interface to
    :class:`OneHotCategorical`.

    Implementation based on [1].

    See also: :func:`torch.distributions.OneHotCategorical`

    Args:
        temperature (Tensor): relaxation temperature
        probs (Tensor): event probabilities
        logits (Tensor): the log probability of each event.

    [1] The Concrete Distribution: A Continuous Relaxation of Discrete Random Variables
    (Maddison et al, 2017)

    [2] Categorical Reparametrization with Gumbel-Softmax
    (Jang et al, 2017)
    """
    arg_constraints = {'probs': constraints.simplex,
                       'logits': constraints.real}
    support = constraints.real
    has_rsample = True

    def __init__(self, temperature, probs=None, logits=None, validate_args=None):
        self._categorical = Categorical(probs, logits)
        self.temperature = temperature
        batch_shape = self._categorical.batch_shape
        event_shape = self._categorical.param_shape[-1:]
        super(ExpRelaxedCategorical, self).__init__(batch_shape, event_shape, validate_args=validate_args)

    def expand(self, batch_shape, _instance=None):
        new = self._get_checked_instance(ExpRelaxedCategorical, _instance)
        batch_shape = torch.Size(batch_shape)
        new.temperature = self.temperature
        new._categorical = self._categorical.expand(batch_shape)
        super(ExpRelaxedCategorical, new).__init__(batch_shape, self.event_shape, validate_args=False)
        new._validate_args = self._validate_args
        return new

    def _new(self, *args, **kwargs):
        return self._categorical._new(*args, **kwargs)

    @property
    def param_shape(self):
        return self._categorical.param_shape

    @property
    def logits(self):
        return self._categorical.logits

    @property
    def probs(self):
        return self._categorical.probs

    def rsample(self, sample_shape=torch.Size()):
        shape = self._extended_shape(sample_shape)
        uniforms = clamp_probs(torch.rand(shape, dtype=self.logits.dtype, device=self.logits.device))
        gumbels = -((-(uniforms.log())).log())
        scores = (self.logits + gumbels) / self.temperature
        return scores - scores.logsumexp(dim=-1, keepdim=True)

    def log_prob(self, value):
        K = self._categorical._num_events
        if self._validate_args:
            self._validate_sample(value)
        logits, value = broadcast_all(self.logits, value)
        log_scale = (self.temperature.new_tensor(float(K)).lgamma() -
                     self.temperature.log().mul(-(K - 1)))
        score = logits - value.mul(self.temperature)
        score = (score - score.logsumexp(dim=-1, keepdim=True)).sum(-1)
        return score + log_scale


class RelaxedOneHotCategorical(TransformedDistribution):
    r"""
    Creates a RelaxedOneHotCategorical distribution parametrized by
    :attr:`temperature`, and either :attr:`probs` or :attr:`logits`.
    This is a relaxed version of the :class:`OneHotCategorical` distribution, so
    its samples are on simplex, and are reparametrizable.

    Example::

        >>> m = RelaxedOneHotCategorical(torch.tensor([2.2]),
                                         torch.tensor([0.1, 0.2, 0.3, 0.4]))
        >>> m.sample()
        tensor([ 0.1294,  0.2324,  0.3859,  0.2523])

    Args:
        temperature (Tensor): relaxation temperature
        probs (Tensor): event probabilities
        logits (Tensor): the log probability of each event.
    """
    arg_constraints = {'probs': constraints.simplex,
                       'logits': constraints.real}
    support = constraints.simplex
    has_rsample = True

    def __init__(self, temperature, probs=None, logits=None, validate_args=None):
        base_dist = ExpRelaxedCategorical(temperature, probs, logits)
        super(RelaxedOneHotCategorical, self).__init__(base_dist,
                                                       ExpTransform(),
                                                       validate_args=validate_args)

    def expand(self, batch_shape, _instance=None):
        new = self._get_checked_instance(RelaxedOneHotCategorical, _instance)
        return super(RelaxedOneHotCategorical, self).expand(batch_shape, _instance=new)

    @property
    def temperature(self):
        return self.base_dist.temperature

    @property
    def logits(self):
        return self.base_dist.logits

    @property
    def probs(self):
        return self.base_dist.probs