Fixes https://github.com/pyro-ppl/pyro/issues/3419 which is actually a `torch` bug that can be replicated by the below code:
```
from torch import rand
from torch.distributions import MixtureSameFamily, Categorical, Binomial
max_count = 20
probs = rand(10, 5)
binom_probs = rand(10, 5)
d = MixtureSameFamily(Categorical(probs=probs), Binomial(max_count, binom_probs))
d.log_prob(d.sample())
```
which results in:
```
Traceback (most recent call last):
File "test.py", line 11, in <module>
d.log_prob(d.sample())
File "pytorch\torch\distributions\mixture_same_family.py", line 168, in log_prob
self._validate_sample(x)
File "pytorch\torch\distributions\distribution.py", line 315, in _validate_sample
valid = support.check(value)
^^^^^^^^^^^^^^^^^^^^
File "pytorch\torch\distributions\constraints.py", line 307, in check
(value % 1 == 0) & (self.lower_bound <= value) & (value <= self.upper_bound)
^^^^^^^^^^^^^^^^^^^^^^^^^
RuntimeError: The size of tensor a (10) must match the size of tensor b (5) at non-singleton dimension 1
```
### Fix explanation (only for cases when the component distribution contains parameters with batch dimenisons)
- The failure is due to sample validation taking place before padding in `MixtureSameFamily.log_prob`, and hence the fix is to pad before doing sample validation.
- The fix itself does not alter the calculations at all. It only affects the sample validation process.
- The failure does not occur with the component distribution set to the `Normal` distribution, as its validation is not defined elementwise (the validation itself is elementwise).
- I've split the `test_mixture_same_family_log_prob` test into two tests based on the `Normal` and `Binomial` distributions.
- Initially, the `Binomial` version of the test did not fail, but this was due to the component distribution having equal batch dimensions of (5, 5) so I changed it to (10, 5).
### Updated fix explanation (for all cases)
- The previous fix caused a bug in sample shape validation (which is done correctly) due to the padding taking place before the sample validation.
- The updated fix corrects the support to reflect the fact that the support of `MixtureSameFamily` is equal to the support of its components distribution with the first event dimension removed.
- This issue was already anticipated in the [code](331423e5c2/torch/distributions/mixture_same_family.py (L127)).
Pull Request resolved: https://github.com/pytorch/pytorch/pull/151317
Approved by: https://github.com/albanD, https://github.com/fritzo
Fixes#144196
Extends #144106 and #144110
## Open Problems:
- [ ] Annotating with `numbers.Number` is a bad idea, should consider using `float`, `SupportsFloat` or some `Procotol`. https://github.com/pytorch/pytorch/pull/144197#discussion_r1903324769
# Notes
- `beta.py`: needed to add `type: ignore` since `broadcast_all` is untyped.
- `categorical.py`: converted `else` branches of mutually exclusive arguments to `if` branch[^2].
- ~~`dirichlet.py`: replaced `axis` with `dim` arguments.~~ #144402
- `gemoetric.py`: converted `else` branches of mutually exclusive arguments to `if` branch[^2].
- ~~`independent.py`: fixed bug in `Independent.__init__` where `tuple[int, ...]` could be passed to `Distribution.__init__` instead of `torch.Size`.~~ **EDIT:** turns out the bug is related to typing of `torch.Size`. #144218
- `independent.py`: made `Independent` a generic class of its base distribution.
- `multivariate_normal.py`: converted `else` branches of mutually exclusive arguments to `if` branch[^2].
- `relaxed_bernoulli.py`: added class-level type hint for `base_dist`.
- `relaxed_categorical.py`: added class-level type hint for `base_dist`.
- ~~`transforms.py`: Added missing argument to docstring of `ReshapeTransform`~~ #144401
- ~~`transforms.py`: Fixed bug in `AffineTransform.sign` (could return `Tensor` instead of `int`).~~ #144400
- `transforms.py`: Added `type: ignore` comments to `AffineTransform.log_abs_det_jacobian`[^1]; replaced `torch.abs(scale)` with `scale.abs()`.
- `transforms.py`: Added `type: ignore` comments to `AffineTransform.__eq__`[^1].
- `transforms.py`: Fixed type hint on `CumulativeDistributionTransform.domain`. Note that this is still an LSP violation, because `Transform.domain` is defined as `Constraint`, but `Distribution.domain` is defined as `Optional[Constraint]`.
- skipped: `constraints.py`, `constraints_registry.py`, `kl.py`, `utils.py`, `exp_family.py`, `__init__.py`.
## Remark
`TransformedDistribution`: `__init__` uses the check `if reinterpreted_batch_ndims > 0:`, which can lead to the creation of `Independent` distributions with only 1 component. This results in awkward code like `base_dist.base_dist` in `LogisticNormal`.
```python
import torch
from torch.distributions import *
b1 = Normal(torch.tensor([0.0]), torch.tensor([1.0]))
b2 = MultivariateNormal(torch.tensor([0.0]), torch.eye(1))
t = StickBreakingTransform()
d1 = TransformedDistribution(b1, t)
d2 = TransformedDistribution(b2, t)
print(d1.base_dist) # Independent with 1 dimension
print(d2.base_dist) # MultivariateNormal
```
One could consider changing this to `if reinterpreted_batch_ndims > 1:`.
[^1]: Usage of `isinstance(value, numbers.Real)` leads to problems with static typing, as the `numbers` module is not supported by `mypy` (see <https://github.com/python/mypy/issues/3186>). This results in us having to add type-ignore comments in several places
[^2]: Otherwise, we would have to add a bunch of `type: ignore` comments to make `mypy` happy, as it isn't able to perform the type narrowing. Ideally, such code should be replaced with structural pattern matching once support for Python 3.9 is dropped.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/144197
Approved by: https://github.com/malfet
Co-authored-by: Aaron Gokaslan <aaronGokaslan@gmail.com>
Fixes#76772, #144196
Extends #144106
- added type annotations to `lazy_property`.
- added type annotation to all `@property` and `@lazy_property` inside `torch.distributions` module.
- added simply type-check unit test to ensure type inference is working.
- replaced deprecated annotations like `typing.List` with the corresponding counterpart.
- simplified `torch.Tensor` hints with plain `Tensor`, otherwise signatures can become very verbose.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/144110
Approved by: https://github.com/Skylion007
Fixes Issue #73792
This is a duplicate of pull request. #73864. It's a small bugfix that should have happened a long time ago, but it didn't because I didn't actually follow up with the pull request after originally submitting. That's my bad. Trying to remedy the error.
This contains a fix to _pad_mixture_dimension, which intends to count the number of dimensions in its referent tensors, but accidentally counts the number of elements (and can thus end up creating tensors with potentially thousands of dimensions by mistake). Also contains a single test for the fixed behavior.
Co-authored-by: Jeffrey Wan <soulitzer@gmail.com>
Pull Request resolved: https://github.com/pytorch/pytorch/pull/118947
Approved by: https://github.com/soulitzer
This is a new version of #15648 based on the latest master branch.
Unlike the previous PR where I fixed a lot of the doctests in addition to integrating xdoctest, I'm going to reduce the scope here. I'm simply going to integrate xdoctest, and then I'm going to mark all of the failing tests as "SKIP". This will let xdoctest run on the dashboards, provide some value, and still let the dashboards pass. I'll leave fixing the doctests themselves to another PR.
In my initial commit, I do the bare minimum to get something running with failing dashboards. The few tests that I marked as skip are causing segfaults. Running xdoctest results in 293 failed, 201 passed tests. The next commits will be to disable those tests. (unfortunately I don't have a tool that will insert the `#xdoctest: +SKIP` directive over every failing test, so I'm going to do this mostly manually.)
Fixes https://github.com/pytorch/pytorch/issues/71105
@ezyang
Pull Request resolved: https://github.com/pytorch/pytorch/pull/82797
Approved by: https://github.com/ezyang
Summary:
A number of derived distributions use base distributions in their
implementation.
We add what we hope is a comprehensive test whether all distributions
actually honor skipping validation of arguments in log_prob and then
fix the bugs we found. These bugs are particularly cumbersome in
PyTorch 1.8 and master when validate_args is turned on by default
In addition one might argue that validate_args is not performing
as well as it should when the default is not to validate but the
validation is turned on in instantiation.
Arguably, there is another set of bugs or at least inconsistencies
when validation of inputs does not prevent invalid indices in
sample validation (when with validation an IndexError is raised
in the test). We would encourage the implementors to be more
ambitious when validation is turned on and amend sample validation
to throw a ValueError for consistency.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/53600
Reviewed By: mrshenli
Differential Revision: D26928088
Pulled By: neerajprad
fbshipit-source-id: 52784a754da2faee1a922976e2142957c6c02e28
Summary:
Context: https://github.com/pytorch/pytorch/pull/53299#discussion_r587882857
These are the only hand-written parts of this diff:
- the addition to `.github/workflows/lint.yml`
- the file endings changed in these four files (to appease FB-internal land-blocking lints):
- `GLOSSARY.md`
- `aten/src/ATen/core/op_registration/README.md`
- `scripts/README.md`
- `torch/csrc/jit/codegen/fuser/README.md`
The rest was generated by running this command (on macOS):
```
git grep -I -l ' $' -- . ':(exclude)**/contrib/**' ':(exclude)third_party' | xargs gsed -i 's/ *$//'
```
I looked over the auto-generated changes and didn't see anything that looked problematic.
Pull Request resolved: https://github.com/pytorch/pytorch/pull/53406
Test Plan:
This run (after adding the lint but before removing existing trailing spaces) failed:
- https://github.com/pytorch/pytorch/runs/2043032377
This run (on the tip of this PR) succeeded:
- https://github.com/pytorch/pytorch/runs/2043296348
Reviewed By: walterddr, seemethere
Differential Revision: D26856620
Pulled By: samestep
fbshipit-source-id: 3f0de7f7c2e4b0f1c089eac9b5085a58dd7e0d97
Summary:
The new added mixture_same_family should support cdf if the family has cdf implemented.
This is very useful for flow models where cdf of mixture of gassian/logistic is used to model flow
Pull Request resolved: https://github.com/pytorch/pytorch/pull/33408
Differential Revision: D20191552
Pulled By: ezyang
fbshipit-source-id: 0bfd7973aa335c162919398a12ddec7425712297
Summary:
Addressing issue https://github.com/pytorch/pytorch/issues/18125
This implements a mixture distributions, where all components are from the same distribution family. Right now the implementation supports the ```mean, variance, sample, log_prob``` methods.
cc: fritzo and neerajprad
- [x] add import and `__all__` string in `torch/distributions/__init__.py`
- [x] register docs in docs/source/distributions.rst
### Tests
(all tests live in tests/distributions.py)
- [x] add an `Example(MixtureSameFamily, [...])` to the `EXAMPLES` list,
populating `[...]` with three examples:
one with `Normal`, one with `Categorical`, and one with `MultivariateNormal`
(to exercise, `FloatTensor`, `LongTensor`, and nontrivial `event_dim`)
- [x] add a `test_mixture_same_family_shape()` to `TestDistributions`. It would be good to test this with both `Normal` and `MultivariateNormal`
- [x] add a `test_mixture_same_family_log_prob()` to `TestDistributions`.
- [x] add a `test_mixture_same_family_sample()` to `TestDistributions`.
- [x] add a `test_mixture_same_family_shape()` to `TestDistributionShapes`
### Triaged for follup-up PR?
- support batch shape
- implement `.expand()`
- implement `kl_divergence()` in torch/distributions/kl.py
Pull Request resolved: https://github.com/pytorch/pytorch/pull/22742
Differential Revision: D19899726
Pulled By: ezyang
fbshipit-source-id: 9c816e83a2ef104fe3ea3117c95680b51c7a2fa4
