Source code for pyro.distributions.zero_inflated

# Copyright (c) 2017-2019 Uber Technologies, Inc.
# SPDX-License-Identifier: Apache-2.0

import torch
from torch.distributions import constraints
from torch.distributions.utils import broadcast_all, lazy_property

from pyro.distributions import TorchDistribution, Poisson, NegativeBinomial


[docs]class ZeroInflatedDistribution(TorchDistribution): """ Base class for a Zero Inflated distribution. :param torch.Tensor gate: probability of extra zeros given via a Bernoulli distribution. :param TorchDistribution base_dist: the base distribution. """ arg_constraints = {"gate": constraints.unit_interval} def __init__(self, gate, base_dist, validate_args=None): self.gate = gate self.base_dist = base_dist batch_shape = self.gate.shape event_shape = torch.Size() super().__init__( batch_shape, event_shape, validate_args )
[docs] def log_prob(self, value): if self._validate_args: self._validate_sample(value) gate, value = broadcast_all(self.gate, value) log_prob = (-gate).log1p() + self.base_dist.log_prob(value) log_prob = torch.where(value == 0, (gate + log_prob.exp()).log(), log_prob) return log_prob
[docs] def sample(self, sample_shape=torch.Size()): shape = self._extended_shape(sample_shape) with torch.no_grad(): mask = torch.bernoulli(self.gate.expand(shape)).bool() samples = self.base_dist.expand(shape).sample() samples = torch.where(mask, samples.new_zeros(()), samples) return samples
[docs] @lazy_property def mean(self): return (1 - self.gate) * self.base_dist.mean
[docs] @lazy_property def variance(self): return (1 - self.gate) * ( self.base_dist.mean ** 2 + self.base_dist.variance ) - (self.mean) ** 2
[docs] def expand(self, batch_shape, _instance=None): new = self._get_checked_instance(type(self), _instance) batch_shape = torch.Size(batch_shape) gate = self.gate.expand(batch_shape) base_dist = self.base_dist.expand(batch_shape) ZeroInflatedDistribution.__init__(new, gate, base_dist, validate_args=False) new._validate_args = self._validate_args return new
[docs]class ZeroInflatedPoisson(ZeroInflatedDistribution): """ A Zero Inflated Poisson distribution. :param torch.Tensor gate: probability of extra zeros. :param torch.Tensor rate: rate of poisson distribution. """ support = constraints.nonnegative_integer def __init__(self, gate, rate, validate_args=None): base_dist = Poisson(rate=rate, validate_args=validate_args) super().__init__( gate, base_dist, validate_args=validate_args )
[docs]class ZeroInflatedNegativeBinomial(ZeroInflatedDistribution): """ A Zero Inflated Negative Binomial distribution. :param torch.Tensor gate: probability of extra zeros. :param total_count: non-negative number of negative Bernoulli trials. :type total_count: float or torch.Tensor :param torch.Tensor probs: Event probabilities of success in the half open interval [0, 1). :param torch.Tensor logits: Event log-odds for probabilities of success. """ support = constraints.nonnegative_integer def __init__(self, gate, total_count, probs=None, logits=None, validate_args=None): base_dist = NegativeBinomial( total_count=total_count, probs=probs, logits=logits, validate_args=validate_args, ) super().__init__( gate, base_dist, validate_args=validate_args )