diff --git a/mindspore/nn/probability/distribution/__init__.py b/mindspore/nn/probability/distribution/__init__.py index 2f83d36ab0a..db8dad5c3cf 100644 --- a/mindspore/nn/probability/distribution/__init__.py +++ b/mindspore/nn/probability/distribution/__init__.py @@ -24,6 +24,7 @@ from .exponential import Exponential from .uniform import Uniform from .geometric import Geometric from .categorical import Categorical +from .log_normal import LogNormal __all__ = ['Distribution', 'TransformedDistribution', @@ -32,4 +33,6 @@ __all__ = ['Distribution', 'Exponential', 'Uniform', 'Categorical', - 'Geometric',] + 'Geometric', + 'LogNormal', + ] diff --git a/mindspore/nn/probability/distribution/distribution.py b/mindspore/nn/probability/distribution/distribution.py index 87a963ea6d3..ca6cabea436 100644 --- a/mindspore/nn/probability/distribution/distribution.py +++ b/mindspore/nn/probability/distribution/distribution.py @@ -76,7 +76,10 @@ class Distribution(Cell): self._parameters[k] = param[k] # some attributes - self.parameter_type = set_param_type(self.parameters['param_dict'], dtype) + if 'distribution' in self.parameters.keys(): + self.parameter_type = self.parameters['distribution'].parameter_type + else: + self.parameter_type = set_param_type(self.parameters['param_dict'], dtype) self._broadcast_shape = self._calc_broadcast_shape() self._is_scalar_batch = self._check_is_scalar_batch() @@ -206,8 +209,8 @@ class Distribution(Cell): """ Check if the parameters used during initialization are scalars. """ - if hasattr(self, 'distribution'): - return self._distribution.is_scalar_batch + if 'distribution' in self.parameters.keys(): + return self.parameters['distribution'].is_scalar_batch param_dict = self.parameters['param_dict'] for value in param_dict.values(): if value is None: @@ -220,8 +223,8 @@ class Distribution(Cell): """ Calculate the broadcast shape of the parameters used during initialization. """ - if hasattr(self, 'distribution'): - return self._distribution.broadcast_shape + if 'distribution' in self.parameters.keys(): + return self.parameters['distribution'].broadcast_shape param_dict = self.parameters['param_dict'] broadcast_shape_tensor = None for value in param_dict.values(): diff --git a/mindspore/nn/probability/distribution/log_normal.py b/mindspore/nn/probability/distribution/log_normal.py new file mode 100644 index 00000000000..f3d1eebc7ba --- /dev/null +++ b/mindspore/nn/probability/distribution/log_normal.py @@ -0,0 +1,235 @@ +# Copyright 2020 Huawei Technologies Co., Ltd +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +# ============================================================================ +"""LogNormal Distribution""" +import numpy as np +from mindspore.ops import operations as P +from mindspore.common import dtype as mstype +import mindspore.nn.probability.bijector as msb +import mindspore.nn.probability.distribution as msd +from ._utils.utils import check_distribution_name +from ._utils.custom_ops import exp_generic, expm1_generic, log_generic + +class LogNormal(msd.TransformedDistribution): + """ + LogNormal distribution. + A log-normal (or lognormal) distribution is a continuous probability distribution of a random variable whose + logarithm is normally distributed. It is constructed as the exponential transformation of a Normal distribution. + + Args: + loc (int, float, list, numpy.ndarray, Tensor, Parameter): The mean of the underlying Normal distribution. + scale (int, float, list, numpy.ndarray, Tensor, Parameter): The standard deviation of the underlying + Normal distribution. + seed (int): the seed used in sampling. The global seed is used if it is None. Default: None. + dtype (mindspore.dtype): type of the distribution. Default: mstype.float32. + name (str): the name of the distribution. Default: 'LogNormal'. + + Note: + `scale` must be greater than zero. + `dist_spec_args` are `loc` and `scale`. + `dtype` must be a float type because LogNormal distributions are continuous. + + Examples: + >>> # To initialize a LogNormal distribution of `loc` 3.0 and `scale` 4.0. + >>> n = msd.LogNormal(3.0, 4.0, dtype=mstype.float32) + >>> + >>> # The following creates two independent LogNormal distributions. + >>> n = msd.LogNormal([3.0, 3.0], [4.0, 4.0], dtype=mstype.float32) + >>> + >>> # A LogNormal distribution can be initilize without arguments. + >>> # In this case, `loc` and `scale` must be passed in during function calls. + >>> n = msd.LogNormal(dtype=mstype.float32) + >>> + >>> # To use a LogNormal distribution in a network. + >>> class net(Cell): + >>> def __init__(self): + >>> super(net, self).__init__(): + >>> self.n1 = msd.LogNormal(0.0, 1.0, dtype=mstype.float32) + >>> self.n2 = msd.LogNormal(dtype=mstype.float32) + >>> + >>> # The following calls are valid in construct. + >>> def construct(self, value, loc_b, scale_b, loc_a, scale_a): + >>> + >>> # Private interfaces of probability functions corresponding to public interfaces, including + >>> # `prob`, `log_prob`, `cdf`, `log_cdf`, `survival_function`, and `log_survival`, have the same + >>> # arguments as follows. + >>> # Args: + >>> # value (Tensor): the value to be evaluated. + >>> # loc (Tensor): the loc of distribution. Default: None. If `loc` is passed in as None, + >>> # the mean of the underlying Normal distribution will be used. + >>> # scale (Tensor): the scale of distribution. Default: None. If `scale` is passed in as None, + >>> # the standard deviation of the underlying Normal distribution will be used. + >>> + >>> # Examples of `prob`. + >>> # Similar calls can be made to other probability functions + >>> # by replacing 'prob' by the name of the function. + >>> ans = self.n1.prob(value) + >>> # Evaluate with respect to distribution b. + >>> ans = self.n1.prob(value, loc_b, scale_b) + >>> # `loc` and `scale` must be passed in during function calls since they were not passed in construct. + >>> ans = self.n2.prob(value, loc_a, scale_a) + >>> + >>> + >>> # Functions `mean`, `sd`, `var`, and `entropy` have the same arguments. + >>> # Args: + >>> # loc (Tensor): the loc of distribution. Default: None. If `loc` is passed in as None, + >>> # the mean of the underlying Normal distribution will be used. + >>> # scale (Tensor): the scale of distribution. Default: None. If `scale` is passed in as None, + >>> # the standard deviation of the underlying Normal distribution will be used. + >>> + >>> # Example of `mean`. `sd`, `var`, and `entropy` are similar. + >>> ans = self.n1.mean() # return 0.0 + >>> ans = self.n1.mean(loc_b, scale_b) # return mean_b + >>> # `loc` and `scale` must be passed in during function calls since they were not passed in construct. + >>> ans = self.n2.mean(loc_a, scale_a) + >>> + >>> + >>> # Interfaces of 'kl_loss' and 'cross_entropy' are the same: + >>> # Args: + >>> # dist (str): the type of the distributions. Only "Normal" is supported. + >>> # loc_b (Tensor): the loc of distribution b. + >>> # scale_b (Tensor): the scale distribution b. + >>> # loc_a (Tensor): the loc of distribution a. Default: None. If `loc` is passed in as None, + >>> # the mean of the underlying Normal distribution will be used. + >>> # scale_a (Tensor): the scale distribution a. Default: None. If `scale` is passed in as None, + >>> # the standard deviation of the underlying Normal distribution will be used. + >>> + >>> # Examples of `kl_loss`. `cross_entropy` is similar. + >>> ans = self.n1.kl_loss('Normal', loc_b, scale_b) + >>> ans = self.n1.kl_loss('Normal', loc_b, scale_b, loc_a, scale_a) + >>> # Additional `loc` and `scale` must be passed in since they were not passed in construct. + >>> ans = self.n2.kl_loss('Normal', loc_b, scale_b, loc_a, scale_a) + >>> + >>> # Examples of `sample`. + >>> # Args: + >>> # shape (tuple): the shape of the sample. Default: () + >>> # loc (Tensor): the loc of the distribution. Default: None. If `loc` is passed in as None, + >>> # the mean of the underlying Normal distribution will be used. + >>> # scale (Tensor): the scale of the distribution. Default: None. If `scale` is passed in as None, + >>> # the standard deviation of the underlying Normal distribution will be used. + >>> ans = self.n1.sample() + >>> ans = self.n1.sample((2,3)) + >>> ans = self.n1.sample((2,3), loc_b, scale_b) + >>> ans = self.n2.sample((2,3), loc_a, scale_a) + """ + + def __init__(self, + loc=None, + scale=None, + seed=0, + dtype=mstype.float32, + name="LogNormal"): + """ + Constructor of LogNormal distribution. + """ + super(LogNormal, self).__init__(distribution=msd.Normal(loc, scale, dtype=dtype), + bijector=msb.Exp(), + dtype=dtype, seed=seed, name=name) + + self.log_2pi = np.log(2 * np.pi) + + #ops needed for the class + self.exp = exp_generic + self.expm1 = expm1_generic + self.log = log_generic + self.const = P.ScalarToArray() + self.erf = P.Erf() + self.fill = P.Fill() + self.shape = P.Shape() + self.sq = P.Square() + self.sqrt = P.Sqrt() + self.zeroslike = P.ZerosLike() + + @property + def loc(self): + """Distribution parameter for the pre-transformed mean.""" + return self.distribution("mean") + + @property + def scale(self): + """Distribution parameter for the pre-transformed standard deviation.""" + return self.distribution("sd") + + def extend_repr(self): + if self.is_scalar_batch: + str_info = f'loc = {self._mean_value}, scale = {self._sd_value}' + else: + str_info = f'batch_shape = {self._broadcast_shape}' + return str_info + + def _mean(self, loc=None, scale=None): + """ + The mean of the distribution. + """ + mean, sd = self._check_param_type(loc, scale) + var = self.distribution("var", mean=mean, sd=sd) + return self.exp(mean + 0.5 * var) + + def _mode(self, loc=None, scale=None): + """ + The mode of the distribution. + """ + mean, sd = self._check_param_type(loc, scale) + var = self.distribution("var", mean=mean, sd=sd) + return self.exp(mean - var) + + def _var(self, loc=None, scale=None): + """ + The varience of the distribution. + """ + mean, sd = self._check_param_type(loc, scale) + var = self.distribution("var", mean=mean, sd=sd) + return self.expm1(var) * self.exp(2. * mean + var) + + def _entropy(self, loc=None, scale=None): + r""" + Evaluate entropy. + + .. math:: + H(X) = μ + 0.5 + \log(σ) + 0.5 * \log(2pi) + """ + mean, sd = self._check_param_type(loc, scale) + return mean + 0.5 + self.log(sd) + 0.5 * self.log_2pi + + def _cross_entropy(self, dist, loc_b, scale_b, loc_a=None, scale_a=None): + r""" + Evaluate cross entropy between lognormal distributions. + + Args: + dist (str): The type of the distributions. Should be "LogNormal" in this case. + loc_b (Tensor): The loc of distribution b. + scale_b (Tensor): The scale of distribution b. + loc_a (Tensor): The loc of distribution a. Default: None. + scale_a (Tensor): The scale of distribution a. Default: None. + """ + check_distribution_name(dist, 'LogNormal') + return self._entropy(loc_a, scale_a) + self._kl_loss(dist, loc_b, scale_b, loc_a, scale_a) + + def _kl_loss(self, dist, loc_b, scale_b, loc_a=None, scale_a=None): + r""" + Evaluate LogNormal-LogNormal kl divergence, i.e. KL(a||b). + + Args: + dist (str): The type of the distributions. Should be "LogNormal" in this case. + loc_b (Tensor): The loc of distribution b. + scale_b (Tensor): The scale of distribution b. + loc_a (Tensor): The loc of distribution a. Default: None. + scale_a (Tensor): The scale of distribution a. Default: None. + + .. math:: + KL(a||b) = 0.5 * (\fract{MEAN(a)}{STD(b)} - \fract{MEAN(b)}{STD(b)}) ^ 2 + + 0.5 * EXPM1(2 * (\log(STD(a)) - \log(STD(b))) - (\log(STD(a)) - \log(STD(b))) + """ + check_distribution_name(dist, 'LogNormal') + return self.distribution("kl_loss", 'Normal', loc_b, scale_b, loc_a, scale_a) diff --git a/mindspore/nn/probability/distribution/transformed_distribution.py b/mindspore/nn/probability/distribution/transformed_distribution.py index c47ba7db0b7..a4a91d0832d 100644 --- a/mindspore/nn/probability/distribution/transformed_distribution.py +++ b/mindspore/nn/probability/distribution/transformed_distribution.py @@ -30,6 +30,8 @@ class TransformedDistribution(Distribution): Args: bijector (Bijector): The transformation to perform. distribution (Distribution): The original distribution. + dtype (mindspore.dtype): The type of the event samples. + seed (int): The seed is used in sampling. The global seed is used if it is None. name (str): The name of the transformed distribution. Default: 'transformed_distribution'. Note: @@ -98,38 +100,38 @@ class TransformedDistribution(Distribution): def is_linear_transformation(self): return self._is_linear_transformation - def _cdf(self, *args, **kwargs): + def _cdf(self, value, *args, **kwargs): r""" .. math:: Y = g(X) P(Y <= a) = P(X <= g^{-1}(a)) """ - inverse_value = self.bijector("inverse", *args, **kwargs) - return self.distribution("cdf", inverse_value) + inverse_value = self.bijector("inverse", value) + return self.distribution("cdf", inverse_value, *args, **kwargs) - def _log_cdf(self, *args, **kwargs): - return self.log(self._cdf(*args, **kwargs)) + def _log_cdf(self, value, *args, **kwargs): + return self.log(self._cdf(value, *args, **kwargs)) - def _survival_function(self, *args, **kwargs): - return 1.0 - self._cdf(*args, **kwargs) + def _survival_function(self, value, *args, **kwargs): + return 1.0 - self._cdf(value, *args, **kwargs) - def _log_survival(self, *args, **kwargs): - return self.log(self._survival_function(*args, **kwargs)) + def _log_survival(self, value, *args, **kwargs): + return self.log(self._survival_function(value, *args, **kwargs)) - def _log_prob(self, *args, **kwargs): + def _log_prob(self, value, *args, **kwargs): r""" .. math:: Y = g(X) Py(a) = Px(g^{-1}(a)) * (g^{-1})'(a) \log(Py(a)) = \log(Px(g^{-1}(a))) + \log((g^{-1})'(a)) """ - inverse_value = self.bijector("inverse", *args, **kwargs) - unadjust_prob = self.distribution("log_prob", inverse_value) - log_jacobian = self.bijector("inverse_log_jacobian", *args, **kwargs) + inverse_value = self.bijector("inverse", value) + unadjust_prob = self.distribution("log_prob", inverse_value, *args, **kwargs) + log_jacobian = self.bijector("inverse_log_jacobian", value) return unadjust_prob + log_jacobian - def _prob(self, *args, **kwargs): - return self.exp(self._log_prob(*args, **kwargs)) + def _prob(self, value, *args, **kwargs): + return self.exp(self._log_prob(value, *args, **kwargs)) def _sample(self, *args, **kwargs): org_sample = self.distribution("sample", *args, **kwargs) diff --git a/tests/st/probability/distribution/test_lognormal.py b/tests/st/probability/distribution/test_lognormal.py new file mode 100644 index 00000000000..5b903852d5d --- /dev/null +++ b/tests/st/probability/distribution/test_lognormal.py @@ -0,0 +1,322 @@ +# Copyright 2019 Huawei Technologies Co., Ltd +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +# ============================================================================ +"""test cases for LogNormal distribution""" +import numpy as np +from scipy import stats +import mindspore.context as context +import mindspore.nn as nn +import mindspore.nn.probability.distribution as msd +from mindspore import Tensor +from mindspore import dtype + +context.set_context(mode=context.GRAPH_MODE, device_target="Ascend") + +class Prob(nn.Cell): + """ + Test class: probability of LogNormal distribution. + """ + def __init__(self): + super(Prob, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), dtype=dtype.float32) + + def construct(self, x_): + return self.ln.prob(x_) + +def test_pdf(): + """ + Test pdf. + """ + lognorm_benchmark = stats.lognorm(s=np.array([[0.2], [0.4]]), scale=np.exp(np.array([0.3]))) + expect_pdf = lognorm_benchmark.pdf([1.0, 2.0]).astype(np.float32) + pdf = Prob() + output = pdf(Tensor([1.0, 2.0], dtype=dtype.float32)) + tol = 1e-6 + assert (np.abs(output.asnumpy() - expect_pdf) < tol).all() + +class LogProb(nn.Cell): + """ + Test class: log probability of LogNormal distribution. + """ + def __init__(self): + super(LogProb, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), dtype=dtype.float32) + + def construct(self, x_): + return self.ln.log_prob(x_) + +def test_log_likelihood(): + """ + Test log_pdf. + """ + lognorm_benchmark = stats.lognorm(s=np.array([[0.2], [0.4]]), scale=np.exp(np.array([0.3]))) + expect_logpdf = lognorm_benchmark.logpdf([1.0, 2.0]).astype(np.float32) + logprob = LogProb() + output = logprob(Tensor([1.0, 2.0], dtype=dtype.float32)) + tol = 1e-6 + assert (np.abs(output.asnumpy() - expect_logpdf) < tol).all() + +class KL(nn.Cell): + """ + Test class: kl_loss of LogNormal distribution. + """ + def __init__(self): + super(KL, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([0.4]), dtype=dtype.float32) + + def construct(self, x_, y_): + return self.ln.kl_loss('LogNormal', x_, y_) + +def test_kl_loss(): + """ + Test kl_loss. + """ + mean_a = np.array([0.3]).astype(np.float32) + sd_a = np.array([0.4]).astype(np.float32) + + mean_b = np.array([1.0]).astype(np.float32) + sd_b = np.array([1.0]).astype(np.float32) + + diff_log_scale = np.log(sd_a) - np.log(sd_b) + squared_diff = np.square(mean_a / sd_b - mean_b / sd_b) + expect_kl_loss = 0.5 * squared_diff + 0.5 * np.expm1(2 * diff_log_scale) - diff_log_scale + + kl_loss = KL() + mean = Tensor(mean_b, dtype=dtype.float32) + sd = Tensor(sd_b, dtype=dtype.float32) + output = kl_loss(mean, sd) + tol = 1e-6 + assert (np.abs(output.asnumpy() - expect_kl_loss) < tol).all() + +class Basics(nn.Cell): + """ + Test class: mean/sd/mode of LogNormal distribution. + """ + def __init__(self): + super(Basics, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), dtype=dtype.float32) + + def construct(self): + return self.ln.mean(), self.ln.sd(), self.ln.mode() + +def test_basics(): + """ + Test mean/standard deviation/mode. + """ + basics = Basics() + mean, sd, mode = basics() + lognorm_benchmark = stats.lognorm(s=np.array([[0.2], [0.4]]), scale=np.exp(np.array([0.3]))) + expect_mean = lognorm_benchmark.mean().astype(np.float32) + expect_sd = lognorm_benchmark.std().astype(np.float32) + expect_mode = (lognorm_benchmark.median() / np.exp(np.square([[0.2], [0.4]]))).astype(np.float32) + tol = 1e-6 + assert (np.abs(mean.asnumpy() - expect_mean) < tol).all() + assert (np.abs(mode.asnumpy() - expect_mode) < tol).all() + assert (np.abs(sd.asnumpy() - expect_sd) < tol).all() + +class Sampling(nn.Cell): + """ + Test class: sample of LogNormal distribution. + """ + def __init__(self, shape, seed=0): + super(Sampling, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), seed=seed, dtype=dtype.float32) + self.shape = shape + + def construct(self, mean=None, sd=None): + return self.ln.sample(self.shape, mean, sd) + +def test_sample(): + """ + Test sample. + """ + shape = (2, 3) + seed = 10 + mean = Tensor([2.0], dtype=dtype.float32) + sd = Tensor([2.0, 2.0, 2.0], dtype=dtype.float32) + sample = Sampling(shape, seed=seed) + output = sample(mean, sd) + assert output.shape == (2, 3, 3) + +class CDF(nn.Cell): + """ + Test class: cdf of LogNormal distribution. + """ + def __init__(self): + super(CDF, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), dtype=dtype.float32) + + def construct(self, x_): + return self.ln.cdf(x_) + +def test_cdf(): + """ + Test cdf. + """ + lognorm_benchmark = stats.lognorm(s=np.array([[0.2], [0.4]]), scale=np.exp(np.array([0.3]))) + expect_cdf = lognorm_benchmark.cdf([1.0, 2.0]).astype(np.float32) + cdf = CDF() + output = cdf(Tensor([1.0, 2.0], dtype=dtype.float32)) + tol = 2e-5 + assert (np.abs(output.asnumpy() - expect_cdf) < tol).all() + +class LogCDF(nn.Cell): + """ + Test class: log_cdf of Mormal distribution. + """ + def __init__(self): + super(LogCDF, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), dtype=dtype.float32) + + def construct(self, x_): + return self.ln.log_cdf(x_) + +def test_log_cdf(): + """ + Test log cdf. + """ + lognorm_benchmark = stats.lognorm(s=np.array([[0.2], [0.4]]), scale=np.exp(np.array([0.3]))) + expect_logcdf = lognorm_benchmark.logcdf([1.0, 2.0]).astype(np.float32) + logcdf = LogCDF() + output = logcdf(Tensor([1.0, 2.0], dtype=dtype.float32)) + tol = 1e-4 + assert (np.abs(output.asnumpy() - expect_logcdf) < tol).all() + +class SF(nn.Cell): + """ + Test class: survival function of LogNormal distribution. + """ + def __init__(self): + super(SF, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), dtype=dtype.float32) + + def construct(self, x_): + return self.ln.survival_function(x_) + +def test_survival(): + """ + Test log_survival. + """ + lognorm_benchmark = stats.lognorm(s=np.array([[0.2], [0.4]]), scale=np.exp(np.array([0.3]))) + expect_survival = lognorm_benchmark.sf([1.0, 2.0]).astype(np.float32) + survival_function = SF() + output = survival_function(Tensor([1.0, 2.0], dtype=dtype.float32)) + tol = 2e-5 + assert (np.abs(output.asnumpy() - expect_survival) < tol).all() + +class LogSF(nn.Cell): + """ + Test class: log survival function of LogNormal distribution. + """ + def __init__(self): + super(LogSF, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), dtype=dtype.float32) + + def construct(self, x_): + return self.ln.log_survival(x_) + +def test_log_survival(): + """ + Test log_survival. + """ + lognorm_benchmark = stats.lognorm(s=np.array([[0.2], [0.4]]), scale=np.exp(np.array([0.3]))) + expect_log_survival = lognorm_benchmark.logsf([1.0, 2.0]).astype(np.float32) + log_survival = LogSF() + output = log_survival(Tensor([1.0, 2.0], dtype=dtype.float32)) + tol = 5e-4 + assert (np.abs(output.asnumpy() - expect_log_survival) < tol).all() + +class EntropyH(nn.Cell): + """ + Test class: entropy of LogNormal distribution. + """ + def __init__(self): + super(EntropyH, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([[0.2], [0.4]]), dtype=dtype.float32) + + def construct(self): + return self.ln.entropy() + +def test_entropy(): + """ + Test entropy. + """ + lognorm_benchmark = stats.lognorm(s=np.array([[0.2], [0.4]]), scale=np.exp(np.array([0.3]))) + expect_entropy = lognorm_benchmark.entropy().astype(np.float32) + entropy = EntropyH() + output = entropy() + tol = 1e-6 + assert (np.abs(output.asnumpy() - expect_entropy) < tol).all() + +class CrossEntropy(nn.Cell): + """ + Test class: cross entropy between LogNormal distributions. + """ + def __init__(self): + super(CrossEntropy, self).__init__() + self.ln = msd.LogNormal(np.array([0.3]), np.array([0.4]), dtype=dtype.float32) + + def construct(self, x_, y_): + entropy = self.ln.entropy() + kl_loss = self.ln.kl_loss('LogNormal', x_, y_) + h_sum_kl = entropy + kl_loss + cross_entropy = self.ln.cross_entropy('LogNormal', x_, y_) + return h_sum_kl - cross_entropy + +def test_cross_entropy(): + """ + Test cross_entropy. + """ + cross_entropy = CrossEntropy() + mean = Tensor([1.0], dtype=dtype.float32) + sd = Tensor([1.0], dtype=dtype.float32) + diff = cross_entropy(mean, sd) + tol = 1e-6 + assert (np.abs(diff.asnumpy() - np.zeros(diff.shape)) < tol).all() + +class Net(nn.Cell): + """ + Test class: expand single distribution instance to multiple graphs + by specifying the attributes. + """ + + def __init__(self): + super(Net, self).__init__() + self.LogNormal = msd.LogNormal(0., 1., dtype=dtype.float32) + + def construct(self, x_, y_): + kl = self.LogNormal.kl_loss('LogNormal', x_, y_) + prob = self.LogNormal.prob(kl) + return prob + +def test_multiple_graphs(): + """ + Test multiple graphs case. + """ + prob = Net() + mean_a = np.array([0.0]).astype(np.float32) + sd_a = np.array([1.0]).astype(np.float32) + mean_b = np.array([1.0]).astype(np.float32) + sd_b = np.array([1.0]).astype(np.float32) + ans = prob(Tensor(mean_b), Tensor(sd_b)) + + diff_log_scale = np.log(sd_a) - np.log(sd_b) + squared_diff = np.square(mean_a / sd_b - mean_b / sd_b) + expect_kl_loss = 0.5 * squared_diff + 0.5 * \ + np.expm1(2 * diff_log_scale) - diff_log_scale + lognorm_benchmark = stats.lognorm(s=np.array([1.]), scale=np.exp(np.array([0.]))) + expect_prob = lognorm_benchmark.pdf(expect_kl_loss).astype(np.float32) + + tol = 1e-6 + assert (np.abs(ans.asnumpy() - expect_prob) < tol).all() diff --git a/tests/ut/python/nn/probability/distribution/test_lognormal.py b/tests/ut/python/nn/probability/distribution/test_lognormal.py new file mode 100644 index 00000000000..f351fa310f5 --- /dev/null +++ b/tests/ut/python/nn/probability/distribution/test_lognormal.py @@ -0,0 +1,216 @@ +# Copyright 2020 Huawei Technologies Co., Ltd +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +# ============================================================================ +""" +Test nn.probability.distribution.LogNormal. +""" +import numpy as np +import pytest + +import mindspore.nn as nn +import mindspore.nn.probability.distribution as msd +from mindspore import dtype +from mindspore import Tensor + +def test_lognormal_shape_errpr(): + """ + Invalid shapes. + """ + with pytest.raises(ValueError): + msd.LogNormal([[2.], [1.]], [[2.], [3.], [4.]], dtype=dtype.float32) + +def test_type(): + with pytest.raises(TypeError): + msd.LogNormal(0., 1., dtype=dtype.int32) + +def test_name(): + with pytest.raises(TypeError): + msd.LogNormal(0., 1., name=1.0) + +def test_seed(): + with pytest.raises(TypeError): + msd.LogNormal(0., 1., seed='seed') + +def test_sd(): + with pytest.raises(ValueError): + msd.LogNormal(0., 0.) + with pytest.raises(ValueError): + msd.LogNormal(0., -1.) + +def test_arguments(): + """ + args passing during initialization. + """ + n = msd.LogNormal() + assert isinstance(n, msd.Distribution) + n = msd.LogNormal([3.0], [4.0], dtype=dtype.float32) + assert isinstance(n, msd.Distribution) + + +class LogNormalProb(nn.Cell): + """ + LogNormal distribution: initialize with mean/sd. + """ + def __init__(self): + super(LogNormalProb, self).__init__() + self.lognormal = msd.LogNormal(3.0, 4.0, dtype=dtype.float32) + + def construct(self, value): + prob = self.lognormal.prob(value) + log_prob = self.lognormal.log_prob(value) + cdf = self.lognormal.cdf(value) + log_cdf = self.lognormal.log_cdf(value) + sf = self.lognormal.survival_function(value) + log_sf = self.lognormal.log_survival(value) + return prob + log_prob + cdf + log_cdf + sf + log_sf + +def test_lognormal_prob(): + """ + Test probability functions: passing value through construct. + """ + net = LogNormalProb() + value = Tensor([0.5, 1.0], dtype=dtype.float32) + ans = net(value) + assert isinstance(ans, Tensor) + + +class LogNormalProb1(nn.Cell): + """ + LogNormal distribution: initialize without mean/sd. + """ + def __init__(self): + super(LogNormalProb1, self).__init__() + self.lognormal = msd.LogNormal() + + def construct(self, value, mean, sd): + prob = self.lognormal.prob(value, mean, sd) + log_prob = self.lognormal.log_prob(value, mean, sd) + cdf = self.lognormal.cdf(value, mean, sd) + log_cdf = self.lognormal.log_cdf(value, mean, sd) + sf = self.lognormal.survival_function(value, mean, sd) + log_sf = self.lognormal.log_survival(value, mean, sd) + return prob + log_prob + cdf + log_cdf + sf + log_sf + +def test_lognormal_prob1(): + """ + Test probability functions: passing mean/sd, value through construct. + """ + net = LogNormalProb1() + value = Tensor([0.5, 1.0], dtype=dtype.float32) + mean = Tensor([0.0], dtype=dtype.float32) + sd = Tensor([1.0], dtype=dtype.float32) + ans = net(value, mean, sd) + assert isinstance(ans, Tensor) + +class LogNormalKl(nn.Cell): + """ + Test class: kl_loss of LogNormal distribution. + """ + def __init__(self): + super(LogNormalKl, self).__init__() + self.n1 = msd.LogNormal(np.array([3.0]), np.array([4.0]), dtype=dtype.float32) + self.n2 = msd.LogNormal(dtype=dtype.float32) + + def construct(self, mean_b, sd_b, mean_a, sd_a): + kl1 = self.n1.kl_loss('LogNormal', mean_b, sd_b) + kl2 = self.n2.kl_loss('LogNormal', mean_b, sd_b, mean_a, sd_a) + return kl1 + kl2 + +def test_kl(): + """ + Test kl_loss. + """ + net = LogNormalKl() + mean_b = Tensor(np.array([1.0]).astype(np.float32), dtype=dtype.float32) + sd_b = Tensor(np.array([1.0]).astype(np.float32), dtype=dtype.float32) + mean_a = Tensor(np.array([2.0]).astype(np.float32), dtype=dtype.float32) + sd_a = Tensor(np.array([3.0]).astype(np.float32), dtype=dtype.float32) + ans = net(mean_b, sd_b, mean_a, sd_a) + assert isinstance(ans, Tensor) + +class LogNormalCrossEntropy(nn.Cell): + """ + Test class: cross_entropy of LogNormal distribution. + """ + def __init__(self): + super(LogNormalCrossEntropy, self).__init__() + self.n1 = msd.LogNormal(np.array([3.0]), np.array([4.0]), dtype=dtype.float32) + self.n2 = msd.LogNormal(dtype=dtype.float32) + + def construct(self, mean_b, sd_b, mean_a, sd_a): + h1 = self.n1.cross_entropy('LogNormal', mean_b, sd_b) + h2 = self.n2.cross_entropy('LogNormal', mean_b, sd_b, mean_a, sd_a) + return h1 + h2 + +def test_cross_entropy(): + """ + Test cross entropy between LogNormal distributions. + """ + net = LogNormalCrossEntropy() + mean_b = Tensor(np.array([1.0]).astype(np.float32), dtype=dtype.float32) + sd_b = Tensor(np.array([1.0]).astype(np.float32), dtype=dtype.float32) + mean_a = Tensor(np.array([2.0]).astype(np.float32), dtype=dtype.float32) + sd_a = Tensor(np.array([3.0]).astype(np.float32), dtype=dtype.float32) + ans = net(mean_b, sd_b, mean_a, sd_a) + assert isinstance(ans, Tensor) + +class LogNormalBasics(nn.Cell): + """ + Test class: basic mean/sd function. + """ + def __init__(self): + super(LogNormalBasics, self).__init__() + self.n = msd.LogNormal(3.0, 4.0, dtype=dtype.float32) + + def construct(self): + mean = self.n.mean() + sd = self.n.sd() + mode = self.n.mode() + entropy = self.n.entropy() + return mean + sd + mode + entropy + +def test_bascis(): + """ + Test mean/sd/mode/entropy functionality of LogNormal. + """ + net = LogNormalBasics() + ans = net() + assert isinstance(ans, Tensor) + + +class LogNormalConstruct(nn.Cell): + """ + LogNormal distribution: going through construct. + """ + def __init__(self): + super(LogNormalConstruct, self).__init__() + self.lognormal = msd.LogNormal(3.0, 4.0) + self.lognormal1 = msd.LogNormal() + + def construct(self, value, mean, sd): + prob = self.lognormal('prob', value) + prob1 = self.lognormal('prob', value, mean, sd) + prob2 = self.lognormal1('prob', value, mean, sd) + return prob + prob1 + prob2 + +def test_lognormal_construct(): + """ + Test probability function going through construct. + """ + net = LogNormalConstruct() + value = Tensor([0.5, 1.0], dtype=dtype.float32) + mean = Tensor([0.0], dtype=dtype.float32) + sd = Tensor([1.0], dtype=dtype.float32) + ans = net(value, mean, sd) + assert isinstance(ans, Tensor)