# Source code for pyro.contrib.gp.likelihoods.binary

# Copyright (c) 2017-2019 Uber Technologies, Inc.

import torch

import pyro
import pyro.distributions as dist

from pyro.contrib.gp.likelihoods.likelihood import Likelihood

[docs]class Binary(Likelihood):
"""
Implementation of Binary likelihood, which is used for binary classification
problems.

Binary likelihood uses :class:~pyro.distributions.Bernoulli distribution,
so the output of response_function should be in range :math:(0,1). By
default, we use sigmoid function.

:param callable response_function: A mapping to correct domain for Binary
likelihood.
"""
def __init__(self, response_function=None):
super().__init__()
self.response_function = torch.sigmoid if response_function is None else response_function

[docs]    def forward(self, f_loc, f_var, y=None):
r"""
Samples :math:y given :math:f_{loc}, :math:f_{var} according to

.. math:: f & \sim \mathbb{Normal}(f_{loc}, f_{var}),\\
y & \sim \mathbb{Bernoulli}(f).

.. note:: The log likelihood is estimated using Monte Carlo with 1 sample of
:math:f.

:param torch.Tensor f_loc: Mean of latent function output.
:param torch.Tensor f_var: Variance of latent function output.
:param torch.Tensor y: Training output tensor.
:returns: a tensor sampled from likelihood
:rtype: torch.Tensor
"""
# calculates Monte Carlo estimate for E_q(f) [logp(y | f)]
f = dist.Normal(f_loc, f_var.sqrt())()
if self.response_function is torch.sigmoid:
y_dist = dist.Bernoulli(logits=f)
else:
f_res = self.response_function(f)
y_dist = dist.Bernoulli(f_res)
if y is not None:
y_dist = y_dist.expand_by(y.shape[:-f.dim()]).to_event(y.dim())
return pyro.sample(self._pyro_get_fullname("y"), y_dist, obs=y)