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 NegativeBinomial, Poisson, TorchDistribution
from pyro.distributions.util import broadcast_shape


class ZeroInflatedDistribution(TorchDistribution):
    """
    Generic Zero Inflated distribution.

    This can be used directly or can be used as a base class as e.g. for
    :class:`ZeroInflatedPoisson` and :class:`ZeroInflatedNegativeBinomial`.

    :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):
        if base_dist.event_shape:
            raise ValueError("ZeroInflatedDistribution expected empty "
                             "base_dist.event_shape but got {}"
                             .format(base_dist.event_shape))
        batch_shape = broadcast_shape(gate.shape, base_dist.batch_shape)
        self.gate = gate.expand(batch_shape)
        self.base_dist = base_dist.expand(batch_shape)
        event_shape = torch.Size()

        super().__init__(batch_shape, event_shape, validate_args)

    @property
    def support(self):
        return self.base_dist.support

    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

    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

    @lazy_property
    def mean(self):
        return (1 - self.gate) * self.base_dist.mean

    @lazy_property
    def variance(self):
        return (1 - self.gate) * (
            self.base_dist.mean ** 2 + self.base_dist.variance
        ) - (self.mean) ** 2

    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


class ZeroInflatedPoisson(ZeroInflatedDistribution):
    """
    A Zero Inflated Poisson distribution.

    :param torch.Tensor gate: probability of extra zeros.
    :param torch.Tensor rate: rate of poisson distribution.
    """
    arg_constraints = {"gate": constraints.unit_interval,
                       "rate": constraints.positive}
    support = constraints.nonnegative_integer

    def __init__(self, gate, rate, validate_args=None):
        base_dist = Poisson(rate=rate, validate_args=False)
        base_dist._validate_args = validate_args

        super().__init__(
            gate, base_dist, validate_args=validate_args
        )

    @property
    def rate(self):
        return self.base_dist.rate


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.
    """
    arg_constraints = {"gate": constraints.unit_interval,
                       "total_count": constraints.greater_than_eq(0),
                       "probs": constraints.half_open_interval(0., 1.),
                       "logits": constraints.real}
    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=False,
        )
        base_dist._validate_args = validate_args

        super().__init__(
            gate, base_dist, validate_args=validate_args
        )

    @property
    def total_count(self):
        return self.base_dist.total_count

    @property
    def probs(self):
        return self.base_dist.probs

    @property
    def logits(self):
        return self.base_dist.logits