FM / distributions

/usr/local/lib64/python3.6/site-packages/torch/distributions/

/usr/local/lib64/python3.6/site-packages/torch/distributions

Name	Size	Mode	Actions
__pycache__/	-	0755	rm
bernoulli.py	3904	0644	edit dl rm
beta.py	3406	0644	edit dl rm
binomial.py	5179	0644	edit dl rm
categorical.py	5488	0644	edit dl rm
cauchy.py	2714	0644	edit dl rm
chi2.py	909	0644	edit dl rm
constraints.py	17288	0644	edit dl rm
constraint_registry.py	10234	0644	edit dl rm
continuous_bernoulli.py	8532	0644	edit dl rm
dirichlet.py	3584	0644	edit dl rm
distribution.py	11735	0644	edit dl rm
exponential.py	2525	0644	edit dl rm
exp_family.py	2275	0644	edit dl rm
fishersnedecor.py	3152	0644	edit dl rm
gamma.py	3121	0644	edit dl rm
geometric.py	4266	0644	edit dl rm
gumbel.py	2528	0644	edit dl rm
half_cauchy.py	2257	0644	edit dl rm
half_normal.py	2058	0644	edit dl rm
independent.py	4361	0644	edit dl rm
kl.py	29998	0644	edit dl rm
kumaraswamy.py	2927	0644	edit dl rm
laplace.py	3054	0644	edit dl rm
lkj_cholesky.py	6124	0644	edit dl rm
logistic_normal.py	1983	0644	edit dl rm
log_normal.py	1772	0644	edit dl rm
lowrank_multivariate_normal.py	9930	0644	edit dl rm
mixture_same_family.py	8636	0644	edit dl rm
multinomial.py	4776	0644	edit dl rm
multivariate_normal.py	10548	0644	edit dl rm
negative_binomial.py	4091	0644	edit dl rm
normal.py	3351	0644	edit dl rm
one_hot_categorical.py	4375	0644	edit dl rm
pareto.py	2057	0644	edit dl rm
poisson.py	2066	0644	edit dl rm
relaxed_bernoulli.py	5360	0644	edit dl rm
relaxed_categorical.py	5202	0644	edit dl rm
studentT.py	3550	0644	edit dl rm
transformed_distribution.py	8270	0644	edit dl rm
transforms.py	38408	0644	edit dl rm
uniform.py	3112	0644	edit dl rm
utils.py	6196	0644	edit dl rm
von_mises.py	5091	0644	edit dl rm
weibull.py	2854	0644	edit dl rm
__init__.py	5884	0644	edit dl rm

Edit: /usr/local/lib64/python3.6/site-packages/torch/distributions/von_mises.py (5091B)

import math

import torch
import torch.jit
from torch.distributions import constraints
from torch.distributions.distribution import Distribution
from torch.distributions.utils import broadcast_all, lazy_property

def _eval_poly(y, coef):
    coef = list(coef)
    result = coef.pop()
    while coef:
        result = coef.pop() + y * result
    return result

_I0_COEF_SMALL = [1.0, 3.5156229, 3.0899424, 1.2067492, 0.2659732, 0.360768e-1, 0.45813e-2]
_I0_COEF_LARGE = [0.39894228, 0.1328592e-1, 0.225319e-2, -0.157565e-2, 0.916281e-2,
                  -0.2057706e-1, 0.2635537e-1, -0.1647633e-1, 0.392377e-2]
_I1_COEF_SMALL = [0.5, 0.87890594, 0.51498869, 0.15084934, 0.2658733e-1, 0.301532e-2, 0.32411e-3]
_I1_COEF_LARGE = [0.39894228, -0.3988024e-1, -0.362018e-2, 0.163801e-2, -0.1031555e-1,
                  0.2282967e-1, -0.2895312e-1, 0.1787654e-1, -0.420059e-2]

_COEF_SMALL = [_I0_COEF_SMALL, _I1_COEF_SMALL]
_COEF_LARGE = [_I0_COEF_LARGE, _I1_COEF_LARGE]

def _log_modified_bessel_fn(x, order=0):
    """
    Returns ``log(I_order(x))`` for ``x > 0``,
    where `order` is either 0 or 1.
    """
    assert order == 0 or order == 1

# compute small solution
    y = (x / 3.75)
    y = y * y
    small = _eval_poly(y, _COEF_SMALL[order])
    if order == 1:
        small = x.abs() * small
    small = small.log()

# compute large solution
    y = 3.75 / x
    large = x - 0.5 * x.log() + _eval_poly(y, _COEF_LARGE[order]).log()

result = torch.where(x < 3.75, small, large)
    return result

@torch.jit.script_if_tracing
def _rejection_sample(loc, concentration, proposal_r, x):
    done = torch.zeros(x.shape, dtype=torch.bool, device=loc.device)
    while not done.all():
        u = torch.rand((3,) + x.shape, dtype=loc.dtype, device=loc.device)
        u1, u2, u3 = u.unbind()
        z = torch.cos(math.pi * u1)
        f = (1 + proposal_r * z) / (proposal_r + z)
        c = concentration * (proposal_r - f)
        accept = ((c * (2 - c) - u2) > 0) | ((c / u2).log() + 1 - c >= 0)
        if accept.any():
            x = torch.where(accept, (u3 - 0.5).sign() * f.acos(), x)
            done = done | accept
    return (x + math.pi + loc) % (2 * math.pi) - math.pi

class VonMises(Distribution):
    """
    A circular von Mises distribution.

This implementation uses polar coordinates. The ``loc`` and ``value`` args
    can be any real number (to facilitate unconstrained optimization), but are
    interpreted as angles modulo 2 pi.

Example::
        >>> m = dist.VonMises(torch.tensor([1.0]), torch.tensor([1.0]))
        >>> m.sample() # von Mises distributed with loc=1 and concentration=1
        tensor([1.9777])

:param torch.Tensor loc: an angle in radians.
    :param torch.Tensor concentration: concentration parameter
    """
    arg_constraints = {'loc': constraints.real, 'concentration': constraints.positive}
    support = constraints.real
    has_rsample = False

def __init__(self, loc, concentration, validate_args=None):
        self.loc, self.concentration = broadcast_all(loc, concentration)
        batch_shape = self.loc.shape
        event_shape = torch.Size()

# Parameters for sampling
        tau = 1 + (1 + 4 * self.concentration ** 2).sqrt()
        rho = (tau - (2 * tau).sqrt()) / (2 * self.concentration)
        self._proposal_r = (1 + rho ** 2) / (2 * rho)

super(VonMises, self).__init__(batch_shape, event_shape, validate_args)

def log_prob(self, value):
        if self._validate_args:
            self._validate_sample(value)
        log_prob = self.concentration * torch.cos(value - self.loc)
        log_prob = log_prob - math.log(2 * math.pi) - _log_modified_bessel_fn(self.concentration, order=0)
        return log_prob

@torch.no_grad()
    def sample(self, sample_shape=torch.Size()):
        """
        The sampling algorithm for the von Mises distribution is based on the following paper:
        Best, D. J., and Nicholas I. Fisher.
        "Efficient simulation of the von Mises distribution." Applied Statistics (1979): 152-157.
        """
        shape = self._extended_shape(sample_shape)
        x = torch.empty(shape, dtype=self.loc.dtype, device=self.loc.device)
        return _rejection_sample(self.loc, self.concentration, self._proposal_r, x)

def expand(self, batch_shape):
        try:
            return super(VonMises, self).expand(batch_shape)
        except NotImplementedError:
            validate_args = self.__dict__.get('_validate_args')
            loc = self.loc.expand(batch_shape)
            concentration = self.concentration.expand(batch_shape)
            return type(self)(loc, concentration, validate_args=validate_args)

@property
    def mean(self):
        """
        The provided mean is the circular one.
        """
        return self.loc

@lazy_property
    def variance(self):
        """
        The provided variance is the circular one.
        """
        return 1 - (_log_modified_bessel_fn(self.concentration, order=1) -
                    _log_modified_bessel_fn(self.concentration, order=0)).exp()

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