Commit Graph

25 Commits

Author SHA1 Message Date
Edward Yang
173f224570 Turn on F401: Unused import warning. (#18598)
Summary:
Pull Request resolved: https://github.com/pytorch/pytorch/pull/18598
ghimport-source-id: c74597e5e7437e94a43c163cee0639b20d0d0c6a

Stack from [ghstack](https://github.com/ezyang/ghstack):
* **#18598 Turn on F401: Unused import warning.**

This was requested by someone at Facebook; this lint is turned
on for Facebook by default.  "Sure, why not."

I had to noqa a number of imports in __init__.  Hypothetically
we're supposed to use __all__ in this case, but I was too lazy
to fix it.  Left for future work.

Be careful!  flake8-2 and flake8-3 behave differently with
respect to import resolution for # type: comments.  flake8-3 will
report an import unused; flake8-2 will not.  For now, I just
noqa'd all these sites.

All the changes were done by hand.

Signed-off-by: Edward Z. Yang <ezyang@fb.com>

Differential Revision: D14687478

fbshipit-source-id: 30d532381e914091aadfa0d2a5a89404819663e3
2019-03-30 09:01:17 -07:00
vishwakftw
6911ce19d7 Remove _finfo; replace _finfo usage with torch.finfo (#15165)
Summary:
This PR removes the usage of _finfo defined in torch.distributions.utils and changes the call sites
to use torch.finfo instead

Differential Revision: D13451936

Pulled By: soumith

fbshipit-source-id: 6dbda3a6179d9407bc3396bf1a2baf3e85bc4cf2
2018-12-13 14:30:27 -08:00
Neeraj Pradhan
80fa8e1007 Add .expand() method to distribution classes (#11341)
Summary:
This adds a `.expand` method for distributions that is akin to the `torch.Tensor.expand` method for tensors. It returns a new distribution instance with batch dimensions expanded to the desired `batch_shape`. Since this calls `torch.Tensor.expand` on the distribution's parameters, it does not allocate new memory for the expanded distribution instance's parameters.

e.g.
```python
>>> d = dist.Normal(torch.zeros(100, 1), torch.ones(100, 1))
>>> d.sample().shape
  torch.Size([100, 1])
>>> d.expand([100, 10]).sample().shape
  torch.Size([100, 10])
```

We have already been using the `.expand` method in Pyro in our [patch](https://github.com/uber/pyro/blob/dev/pyro/distributions/torch.py#L10) of `torch.distributions`. We use this in our models to enable dynamic broadcasting. This has also been requested by a few users on the distributions slack, and we believe will be useful to the larger community.

Note that currently, there is no convenient and efficient way to expand distribution instances:
 - Many distributions use `TransformedDistribution` (or wrap over another distribution instance. e.g. `OneHotCategorical` uses a `Categorical` instance) under the hood, or have lazy parameters. This makes it difficult to collect all the relevant parameters, broadcast them and construct new instances.
 - In the few cases where this is even possible, the resulting implementation would be inefficient since we will go through a lot of broadcasting and args validation logic in `__init__.py` that can be avoided.

The `.expand` method allows for a safe and efficient way to expand distribution instances. Additionally, this bypasses `__init__.py` (using `__new__` and populating relevant attributes) since we do not need to do any broadcasting or args validation (which was already done when the instance was first created). This can result in significant savings as compared to constructing new instances via `__init__` (that said, the `sample` and `log_prob` methods will probably be the rate determining steps in many applications).

e.g.
```python
>>> a = dist.Bernoulli(torch.ones([10000, 1]), validate_args=True)

>>> %timeit a.expand([10000, 100])
15.2 µs ± 224 ns per loop (mean ± std. dev. of 7 runs, 100000 loops each)

>>> %timeit dist.Bernoulli(torch.ones([10000, 100]), validate_args=True)
11.8 ms ± 153 µs per loop (mean ± std. dev. of 7 runs, 100 loops each)
```

cc. fritzo, apaszke, vishwakftw, alicanb
Pull Request resolved: https://github.com/pytorch/pytorch/pull/11341

Differential Revision: D9728485

Pulled By: soumith

fbshipit-source-id: 3b94c23bc6a43ee704389e6287aa83d1e278d52f
2018-09-11 06:56:18 -07:00
Peter Goldsborough
fb4e8088f3 Remove methods that start with an underscore from at::Tensor (#11152)
Summary:
This PR cleans up the `at::Tensor` class by removing all methods that start with an underscore in favor of functions in the `at::` namespace. This greatly cleans up the `Tensor` class and makes it clearer what is the public and non-public API.

For this I changed `native_functions.yaml` and `Declarations.cwrap` to make all underscore methods `variant: function` (or add such a statement to begin with), and then fixed all code locations using the underscore methods.

ezyang colesbury gchanan
Pull Request resolved: https://github.com/pytorch/pytorch/pull/11152

Differential Revision: D9683607

Pulled By: goldsborough

fbshipit-source-id: 97f869f788fa56639c05a439e2a33be49f10f543
2018-09-07 11:55:11 -07:00
vishwakftw
f940af6293 Bag of Distributions doc fixes (#10894)
Summary:
- Added `__repr__` for Constraints and Transforms.
- Arguments passed to the constructor are now rendered with :attr:

Closes https://github.com/pytorch/pytorch/issues/10884
Pull Request resolved: https://github.com/pytorch/pytorch/pull/10894

Differential Revision: D9514161

Pulled By: apaszke

fbshipit-source-id: 4abf60335d876449f2b6477eb9655afed9d5b80b
2018-08-27 09:55:27 -07:00
Vishwak Srinivasan
3cbaa6b785 [ready] Clean up torch.distributions (#8046) 2018-06-02 16:54:53 +02:00
li-roy
d564ecb4a5 Update docs with new tensor repr (#6454)
* Update docs with new tensor repr

* remove cuda in dtype

* remove changes to gloo submodule

* [docs] document tensor.new_* ctor

* [docs] Add docs for tensor.to(), tensor.float(), etc

* [docs] Moar examples for docs.

* [docs] Warning for tensor ctor copy behavior

* Quick fix

* [docs] Document requires_grad_()

* [docs] Add example for requires_grad_()

* update slogdet and *fft

* update tensor rst

* small fixes

* update some docs

* additional doc changes

* update torch and tensor docs

* finish changing tensor docs

* fix flake8

* slogdet with negative det

* Update functional.py tensor ctors

* Fix nll_loss docs

* reorder to move device up

* torch.LongTensor -> torch.tensor or torch.empty in docs

* update tensor constructors in docs

* change tensor constructors

* change constructors

* change more Tensor() to tensor()

* Show requires_grads_ docs

* Fix set_default_dtype docs

* Update docs with new tensor repr

* remove cuda in dtype

* remove changes to gloo submodule

* [docs] document tensor.new_* ctor

* [docs] Add docs for tensor.to(), tensor.float(), etc

* [docs] Moar examples for docs.

* [docs] Warning for tensor ctor copy behavior

* Quick fix

* [docs] Document requires_grad_()

* [docs] Add example for requires_grad_()

* update slogdet and *fft

* update tensor rst

* small fixes

* update some docs

* additional doc changes

* update torch and tensor docs

* finish changing tensor docs

* fix flake8

* slogdet with negative det

* Update functional.py tensor ctors

* Fix nll_loss docs

* reorder to move device up

* torch.LongTensor -> torch.tensor or torch.empty in docs

* update tensor constructors in docs

* change tensor constructors

* change constructors

* change more Tensor() to tensor()

* Show requires_grads_ docs

* Fix set_default_dtype docs

* Link to torch.no_grad, etc, from torch doc

* Add dtype aliases to table

* regen docs again

* Tensor attributes stub page

* link to inplace sampling

* Link torch.dtype, device, and layout

* fix dots after nonfinite floats

* better layout docs
2018-04-21 07:35:37 -04:00
Tongzhou Wang
1c01eabd3c
Codemod to update our codebase to 0.4 standard (#6641)
* Codemod to update our codebase to 0.4 standard

* Update some of the test scri[ts

* remove Variable in test_clip_grad_value

* fix _symbolic_override_wrapper_maker
2018-04-17 22:06:54 -04:00
Fritz Obermeyer
b2da9fd220 [distributions] Rename .params to .arg_constraints, fix logic (#5989) 2018-03-25 15:24:32 +02:00
lazypanda1
7f864bbe52 Fixed distribution constraints and added some test cases for distributions parameter check (#5358) 2018-03-15 23:11:20 +01:00
Sam Gross
54b4cdeffa
Replace all uses of 'Tensor or Variable' with 'Tensor' (#5508)
Replace all uses of 'Tensor or Variable'  and 'Variable or Tensor' with 'Tensor'
2018-03-02 14:26:11 -05:00
Sam Gross
48a3349c29
Delete dead Tensor code paths (#5417)
This deletes most of the dead Tensor code paths, including the TensorMethods cwrap and generic/Tensor.cpp.

This also moves the THNN.cwrap/.cpp generation to generate_code which can use ninja if installed.
2018-02-27 17:58:09 -05:00
Vishwak Srinivasan
85a7e0fc41 Addition of ExponentialFamily (#4876) 2018-02-04 12:18:28 +01:00
Alican Bozkurt
20fbdb9a8b Adding mean, variance, stddev to distributions (#4923) 2018-01-31 00:26:32 +01:00
Alican Bozkurt
8c2d35c754 Refactor distributions (#4688) 2018-01-17 11:58:08 +01:00
Fritz Obermeyer
8cff8e93d2 Add torch.distributions.utils._finfo for numerical stability (#4572)
* Add torch.distributions.utils.finfo

* Make _finfo private

* Address review comments

* Simplify _finfo() to key on Storage type
2018-01-10 21:42:47 -05:00
Fritz Obermeyer
a3e91515de Declare constraints for distribution parameters and support (#4450) 2018-01-04 23:58:26 +01:00
Fritz Obermeyer
35abc4efa2 Add low-precision digamma() and polygamma() functions (#4399) 2018-01-02 11:53:23 +01:00
Fritz Obermeyer
0bc1505f34 Implement .entropy() methods for all distributions (#4268) 2017-12-20 14:06:01 +01:00
gchanan
0876bab8b7
Support CPU Apply in ATen and implement standard_gamma using it (#4161)
* Support CPU Apply directly in ATen and implement standard_gamma using it.

Main changes in this PR:
1) Added a TH_APPLY-style templatized function for CPU apply calls (currently only 2 and 3 tensor argument
versions are supported, but more are easy to add).  In fact, this is basically identical to TH_APPLY, except
it uses ATen functions and the API is a template instead of a macro.  The template takes an operation that
is performed on the data (and an indicator to signal early termination); i.e. you don't need to know that
x_data is a pointer to the current data location of x.

2) Refactors the ATen dispatch code to easily generate dispatch code for different subsets of the scalar types.
This is in preference to the template_scalar path, which requires valid specialization of each scalar type.  Valid
specializations are  particularly annoying with CUDA because you most likely can't put the specializations
in a header so need to write some sort of for-all-scalar-type macro to get the correct specializations.
Currently, we only generate dispatch_all (all scalar types, the equivalent existed already), and
dispatch_cpu_floating_types (which is used by standard_gamma).

3) Implements standard_gamma using the above changes (this is an arbitrary choice, it was the latest
apply macro to be committed).  The forward is bound via Declarations.yaml,
the backward via the Apply template, and then they are hooked together in derivatives.yaml.  This eliminates
needing to change TH at all going forward, which means one can write idiomatic C++ instead of the TH-style macros
(e.g. TH_MATH_NAME).

* Generate Dispatch code with nicer spacing.

* Small cleanups.

* Fix typo.

* Add TODOs for changing macros, remove dead code.

* Use a lambda function.

* Get rid of early exit.

* Rename Scalar,ScalarType template parameters to CScalar.

* Reorder _standard_gamma_grad parameters.

* Add comments explaining calling convention.

* Don't generate Dispatch.h anymore.

* Get rid of backend specific checks in dispatch.

* Fix empty/scalar check.
2017-12-18 15:45:01 -05:00
Fritz Obermeyer
bcbb36e99a Allow value broadcasting in distributions.Distribution (#4210) 2017-12-18 20:11:39 +01:00
Neeraj Pradhan
fac711c238 Provide full support for distribution shapes (#4193) 2017-12-15 12:41:08 +01:00
Alican Bozkurt
7f25fff2fe add reparameterization, combine sample and sample_n (#4142) 2017-12-15 00:25:39 +01:00
Neeraj Pradhan
4f4e0df68f Allow for broadcasting of distribution parameters (#4140) 2017-12-14 09:37:03 +01:00
Neeraj Pradhan
ba93c031f2 Moving distribution classes into a separate package 2017-12-12 02:44:44 -08:00