torch.distributions.gamma 的源代码
from numbers import Number
import torch
from torch.distributions import constraints
from torch.distributions.exp_family import ExponentialFamily
from torch.distributions.utils import broadcast_all
__all__ = ["Gamma"]
def _standard_gamma(concentration):
return torch._standard_gamma(concentration)
[docs]class Gamma(ExponentialFamily):
r"""
创建一个由形状参数 :attr:`concentration` 和 :attr:`rate` 参数化的 Gamma 分布。
示例::
>>> # xdoctest: +IGNORE_WANT("非确定性")
>>> m = Gamma(torch.tensor([1.0]), torch.tensor([1.0]))
>>> m.sample() # 浓度=1 和 速率=1 的 Gamma 分布
tensor([ 0.1046])
参数:
concentration (float 或 Tensor): 分布的形状参数
(通常称为 alpha)
rate (float 或 Tensor): 速率 = 1 / 分布的尺度
(通常称为 beta)
"""
arg_constraints = {
"concentration": constraints.positive,
"rate": constraints.positive,
}
support = constraints.nonnegative
has_rsample = True
_mean_carrier_measure = 0
@property
def mean(self):
return self.concentration / self.rate
@property
def mode(self):
return ((self.concentration - 1) / self.rate).clamp(min=0)
@property
def variance(self):
return self.concentration / self.rate.pow(2)
def __init__(self, concentration, rate, validate_args=None):
self.concentration, self.rate = broadcast_all(concentration, rate)
if isinstance(concentration, Number) and isinstance(rate, Number):
batch_shape = torch.Size()
else:
batch_shape = self.concentration.size()
super().__init__(batch_shape, validate_args=validate_args)
[docs] def expand(self, batch_shape, _instance=None):
new = self._get_checked_instance(Gamma, _instance)
batch_shape = torch.Size(batch_shape)
new.concentration = self.concentration.expand(batch_shape)
new.rate = self.rate.expand(batch_shape)
super(Gamma, new).__init__(batch_shape, validate_args=False)
new._validate_args = self._validate_args
return new
[docs] def rsample(self, sample_shape=torch.Size()):
shape = self._extended_shape(sample_shape)
value = _standard_gamma(self.concentration.expand(shape)) / self.rate.expand(
shape
)
value.detach().clamp_(
min=torch.finfo(value.dtype).tiny
) # 不要在 autograd 图中记录
return value
[docs] def log_prob(self, value):
value = torch.as_tensor(value, dtype=self.rate.dtype, device=self.rate.device)
if self._validate_args:
self._validate_sample(value)
return (
torch.xlogy(self.concentration, self.rate)
+ <