Fixes#144196
Extends #144106 and #144110
## Open Problems:
- [ ] Annotating with `numbers.Number` is a bad idea, should consider using `float`, `SupportsFloat` or some `Procotol`. https://github.com/pytorch/pytorch/pull/144197#discussion_r1903324769
# Notes
- `beta.py`: needed to add `type: ignore` since `broadcast_all` is untyped.
- `categorical.py`: converted `else` branches of mutually exclusive arguments to `if` branch[^2].
- ~~`dirichlet.py`: replaced `axis` with `dim` arguments.~~ #144402
- `gemoetric.py`: converted `else` branches of mutually exclusive arguments to `if` branch[^2].
- ~~`independent.py`: fixed bug in `Independent.__init__` where `tuple[int, ...]` could be passed to `Distribution.__init__` instead of `torch.Size`.~~ **EDIT:** turns out the bug is related to typing of `torch.Size`. #144218
- `independent.py`: made `Independent` a generic class of its base distribution.
- `multivariate_normal.py`: converted `else` branches of mutually exclusive arguments to `if` branch[^2].
- `relaxed_bernoulli.py`: added class-level type hint for `base_dist`.
- `relaxed_categorical.py`: added class-level type hint for `base_dist`.
- ~~`transforms.py`: Added missing argument to docstring of `ReshapeTransform`~~ #144401
- ~~`transforms.py`: Fixed bug in `AffineTransform.sign` (could return `Tensor` instead of `int`).~~ #144400
- `transforms.py`: Added `type: ignore` comments to `AffineTransform.log_abs_det_jacobian`[^1]; replaced `torch.abs(scale)` with `scale.abs()`.
- `transforms.py`: Added `type: ignore` comments to `AffineTransform.__eq__`[^1].
- `transforms.py`: Fixed type hint on `CumulativeDistributionTransform.domain`. Note that this is still an LSP violation, because `Transform.domain` is defined as `Constraint`, but `Distribution.domain` is defined as `Optional[Constraint]`.
- skipped: `constraints.py`, `constraints_registry.py`, `kl.py`, `utils.py`, `exp_family.py`, `__init__.py`.
## Remark
`TransformedDistribution`: `__init__` uses the check `if reinterpreted_batch_ndims > 0:`, which can lead to the creation of `Independent` distributions with only 1 component. This results in awkward code like `base_dist.base_dist` in `LogisticNormal`.
```python
import torch
from torch.distributions import *
b1 = Normal(torch.tensor([0.0]), torch.tensor([1.0]))
b2 = MultivariateNormal(torch.tensor([0.0]), torch.eye(1))
t = StickBreakingTransform()
d1 = TransformedDistribution(b1, t)
d2 = TransformedDistribution(b2, t)
print(d1.base_dist) # Independent with 1 dimension
print(d2.base_dist) # MultivariateNormal
```
One could consider changing this to `if reinterpreted_batch_ndims > 1:`.
[^1]: Usage of `isinstance(value, numbers.Real)` leads to problems with static typing, as the `numbers` module is not supported by `mypy` (see <https://github.com/python/mypy/issues/3186>). This results in us having to add type-ignore comments in several places
[^2]: Otherwise, we would have to add a bunch of `type: ignore` comments to make `mypy` happy, as it isn't able to perform the type narrowing. Ideally, such code should be replaced with structural pattern matching once support for Python 3.9 is dropped.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/144197
Approved by: https://github.com/malfet
Co-authored-by: Aaron Gokaslan <aaronGokaslan@gmail.com>
Fixes#76772, #144196
Extends #144106
- added type annotations to `lazy_property`.
- added type annotation to all `@property` and `@lazy_property` inside `torch.distributions` module.
- added simply type-check unit test to ensure type inference is working.
- replaced deprecated annotations like `typing.List` with the corresponding counterpart.
- simplified `torch.Tensor` hints with plain `Tensor`, otherwise signatures can become very verbose.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/144110
Approved by: https://github.com/Skylion007
This is a new version of #15648 based on the latest master branch.
Unlike the previous PR where I fixed a lot of the doctests in addition to integrating xdoctest, I'm going to reduce the scope here. I'm simply going to integrate xdoctest, and then I'm going to mark all of the failing tests as "SKIP". This will let xdoctest run on the dashboards, provide some value, and still let the dashboards pass. I'll leave fixing the doctests themselves to another PR.
In my initial commit, I do the bare minimum to get something running with failing dashboards. The few tests that I marked as skip are causing segfaults. Running xdoctest results in 293 failed, 201 passed tests. The next commits will be to disable those tests. (unfortunately I don't have a tool that will insert the `#xdoctest: +SKIP` directive over every failing test, so I'm going to do this mostly manually.)
Fixes https://github.com/pytorch/pytorch/issues/71105
@ezyang
Pull Request resolved: https://github.com/pytorch/pytorch/pull/82797
Approved by: https://github.com/ezyang
This PR fixes#69466 and introduces some other minor changes. Tests are somewhat more involved because a reference implementation in `scipy` is not available; tests proceed differently for discrete and continuous distributions.
For continuous distributions, we evaluate the gradient of the `log_prob` at the mode. Tests pass if the gradient is zero OR (the mode is at the boundary of the support of the distribution AND the `log_prob` decreases as we move away from the boundary to the interior of the support).
For discrete distributions, the notion of a gradient is not well defined. We thus "look" ahead and behind one step (e.g. if the mode of a Poisson distribution is 9, we consider 8 and 10). If the step ahead/behind is still within the support of the distribution, we assert that the `log_prob` is smaller than at the mode.
For one-hot encoded distributions (currently just `OneHotCategorical`), we evaluate the underlying mode (i.e. encoded as an integral tensor), "advance" by one label to get another sample that should have lower probability using `other = (mode + 1) % event_size` and re-encode as one-hot. The resultant `other` sample should have lower probability than the mode.
Furthermore, Gamma, half Cauchy, and half normal distributions have their support changed from positive to nonnegative. This change is necessary because the mode of the "half" distributions is zero, and the mode of the gamma distribution is zero for `concentration <= 1`.
cc @fritzo
Pull Request resolved: https://github.com/pytorch/pytorch/pull/76690
Approved by: https://github.com/neerajprad
Summary:
A number of derived distributions use base distributions in their
implementation.
We add what we hope is a comprehensive test whether all distributions
actually honor skipping validation of arguments in log_prob and then
fix the bugs we found. These bugs are particularly cumbersome in
PyTorch 1.8 and master when validate_args is turned on by default
In addition one might argue that validate_args is not performing
as well as it should when the default is not to validate but the
validation is turned on in instantiation.
Arguably, there is another set of bugs or at least inconsistencies
when validation of inputs does not prevent invalid indices in
sample validation (when with validation an IndexError is raised
in the test). We would encourage the implementors to be more
ambitious when validation is turned on and amend sample validation
to throw a ValueError for consistency.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/53600
Reviewed By: mrshenli
Differential Revision: D26928088
Pulled By: neerajprad
fbshipit-source-id: 52784a754da2faee1a922976e2142957c6c02e28
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
* Add numpy.array-like type inference to torch.tensor.
* Temporary fix for int/double types.
* Treat python floats as the default (scalar) dtype.
* Also make 0-length sequences the default scalar type and add more tests.
* Add type inference to sparse_coo_tensor.
* Fix sparse test.
* Remove allow_variables.
* Check numpy platform bits.
* Address review comments.
* Make suggested changes to constraints.
* More checking windows builds.
* Fix test for windows.
* Favor Variables over Tensors for scalar constructors in torch.distributions.
Current behvior:
1) distribution constructors containing only python number elements will have their python numbers upcasted to Tensors.
2) Python number arguments of distribution constructors that also contain tensors and variables will be upcasted
to the first tensor/variable type.
This PR changes the above to favor Variables as follows:
1) The python numbers will now be upcasted to Variables
2) An error will be raised if the first tensor/variable type is not a Variable.
This is done in preparation for the introduction of Scalars (0-dimensional tensors), which are only available on the Variable API.
Note that we are (separately) merging Variable and Tensor, so this PR should have no real long-term effect.
Also note that the above means we don't change the behavior of constructors without python number arguments.
* Fix tests that require numpy.
