Implement nnabla.experimental.distributions

python/setup.py

@@ -245,6 +245,7 @@ def extopts(library_name, library_dir):
                 'nnabla.experimental.graph_converters',
                 'nnabla.experimental.parametric_function_class',
                 'nnabla.experimental.trainers',
+                'nnabla.experimental.distributions',
                 'nnabla.models',
                 'nnabla.models.imagenet',
                 'nnabla.models.object_detection',

python/src/nnabla/experimental/distributions/__init__.py

@@ -0,0 +1,3 @@
+from nnabla.experimental.distributions.uniform import Uniform
+from nnabla.experimental.distributions.normal import Normal
+from nnabla.experimental.distributions.multivariate_normal import MultivariateNormal

python/src/nnabla/experimental/distributions/distribution.py

@@ -0,0 +1,94 @@
+# Copyright (c) 2017 Sony Corporation. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+
+import nnabla.functions as F
+
+
+class Distribution(object):
+    """Distribution base class for distribution classes.
+    """
+
+    def entropy(self):
+        """Get entropy of distribution.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        raise NotImplementedError
+
+    def mean(self):
+        """Get mean of distribution.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        raise NotImplementedError
+
+    def stddev(self):
+        """Get standard deviation of distribution.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        raise NotImplementedError
+
+    def variance(self):
+        """Get variance of distribution.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        raise NotImplementedError
+
+    def prob(self, x):
+        """Get probability of sampled `x` from distribution.
+
+        Args:
+            x (~nnabla.Variable): N-D array.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        raise NotImplementedError
+
+    def sample(self, shape):
+        """Sample points from distribution.
+
+        Args:
+            shape (:obj:`tuple`): Shape of sampled points.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        raise NotImplementedError
+
+    def sample_n(self, n):
+        """Sample points from distribution :math:`n` times.
+
+        Args:
+            n (int): The number of sampling points.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        samples = [self.sample() for _ in range(n)]
+        return F.stack(*samples, axis=1)

python/src/nnabla/experimental/distributions/multivariate_normal.py

@@ -0,0 +1,138 @@
+# Copyright (c) 2017 Sony Corporation. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+
+import numpy as np
+import nnabla.functions as F
+
+from .distribution import Distribution
+
+
+class MultivariateNormal(Distribution):
+    """Multivariate normal distribution.
+
+    Multivariate normal distribution defined as follows:
+
+    .. math::
+
+        p(x | \mu, \Sigma) = \frac{1}{\sqrt{(2 \pi)^k \det(\Sigma)}}
+            \exp(-\frac{1}{2}(x - \mu)^T \Sigma^(-1) (x - \mu))
+
+    where :math:`k` is a rank of `\Sigma`.
+
+    Args:
+        loc (~nnabla.Variable or numpy.ndarray): N-D array of :math:`\mu` in
+            definition.
+        scale (~nnabla.Variable or numpy.ndarray): N-D array of diagonal
+            entries of :math:`L` such that covariance matrix
+            :math:`\Sigma = L L^T`.
+
+    """
+
+    def __init__(self, loc, scale):
+        assert loc.shape == scale.shape,\
+            'For now, loc and scale must have same shape.'
+        if isinstance(loc, np.ndarray):
+            loc = nn.Variable.from_numpy_array(loc)
+            loc.persistent = True
+        if isinstance(scale, np.ndarray):
+            scale = nn.Variable.from_numpy_array(scale)
+            scale.persistent = True
+        self.loc = loc
+        self.scale = scale
+
+    def mean(self):
+        """Get mean of multivariate normal distribution.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array identical to :math:`\mu`.
+
+        """
+        # to avoid no parent error
+        return F.identity(self.loc)
+
+    def variance(self):
+        """Get covariance matrix of multivariate normal distribution.
+
+        .. math::
+
+            \Sigma = L L^T
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        diag = self._diag_scale()
+        return F.batch_matmul(diag, diag, False, True)
+
+    def prob(self, x):
+        """Get probability of `x` in multivariate normal distribution.
+
+        .. math::
+
+            p(x | \mu, \Sigma) = \frac{1}{\sqrt{(2 \pi)^k \det(\Sigma)}}
+                \exp(-\frac{1}{2}(x - \mu)^T \Sigma^(-1) (x - \mu))
+
+        Args:
+            x (~nn.Variable): N-D array.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        k = self.loc.shape[1]
+        z = 1.0 / ((2 * np.pi) ** k * F.batch_det(self._diag_scale())) ** 0.5
+
+        diff = F.reshape(x - self.mean(), self.loc.shape + (1,), False)
+        inv = F.batch_inv(self._diag_scale())
+        y = F.batch_matmul(diff, inv, True, False)
+        norm = F.reshape(F.batch_matmul(y, diff, False, False), (-1,), False)
+        return z * F.exp(-0.5 * norm)
+
+    def entropy(self):
+        """Get entropy of multivariate normal distribution.
+
+        .. math::
+
+            S = \frac{1}{2} \ln \det(2 \pi e \Sigma)
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        det = F.batch_det(2.0 * np.pi * np.e * self._diag_scale())
+        return 0.5 * F.log(det)
+
+    def _diag_scale(self):
+        return F.matrix_diag(self.scale)
+
+    def sample(self, shape=None):
+        """Sample points from multivariate normal distribution.
+
+        .. math::
+
+            x \sim N(\mu, \Sigma)
+
+        Args:
+            shape (:obj:`tuple`): Shape of sampled points. If this is omitted,
+                the returned shape is identical to :math:`\mu`.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        if shape is None:
+            shape = self.loc.shape
+        eps = F.randn(mu=0.0, sigma=1.0, shape=shape)
+        return self.mean() + self.scale * eps

python/src/nnabla/experimental/distributions/normal.py

@@ -0,0 +1,131 @@
+# Copyright (c) 2017 Sony Corporation. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+
+import numpy as np
+import nnabla.functions as F
+
+from .distribution import Distribution
+
+
+class Normal(Distribution):
+    """Normal distribution.
+
+    Normal distribution defined as follows:
+
+    .. math::
+
+        p(x | \mu, \sigma^2) = \frac{1}{\sqrt{2 \pi \sigma^2}}
+            \exp(-\frac{(x - \mu)^2}{2\sigma^2})
+
+    Args:
+        loc (~nnabla.Variable or numpy.ndarray): N-D array of :math:`\mu` in
+            definition.
+        scale (~nnabla.Variable or numpy.ndarray): N-D array of :math:`\sigma`
+            in definition.
+
+    """
+
+    def __init__(self, loc, scale):
+        assert loc.shape == scale.shape,\
+            'For now, loc and scale must have same shape.'
+        if isinstance(loc, np.ndarray):
+            loc = nn.Variable.from_numpy_array(loc)
+            loc.persistent = True
+        if isinstance(scale, np.ndarray):
+            scale = nn.Variable.from_numpy_array(scale)
+            scale.persistent = True
+        self.loc = loc
+        self.scale = scale
+
+    def mean(self):
+        """Get mean of normal distribution.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array identical to :math:`\mu`.
+
+        """
+        # to avoid no parent error
+        return F.identity(self.loc)
+
+    def stddev(self):
+        """Get standard deviation of normal distribution.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array identical to :math:`\sigma`.
+
+        """
+        # to avoid no parent error
+        return F.identity(self.scale)
+
+    def variance(self):
+        """Get variance of normal distribution.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array defined as :math:`\sigma^2`.
+
+        """
+        return self.stddev() ** 2
+
+    def prob(self, x):
+        """Get probability of :math:`x` in normal distribution.
+
+        .. math::
+
+            p(x | \mu, \sigma^2) = \frac{1}{\sqrt{2 \pi \sigma^2}}
+                \exp(-\frac{(x - \mu)^2}{2\sigma^2})
+
+        Args:
+            x (~nnabla.Variable): N-D array.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        z = 1.0 / (2 * np.pi * self.variance()) ** 0.5
+        return z * F.exp(-0.5 * ((x - self.mean()) ** 2) / self.variance())
+
+    def entropy(self):
+        """Get entropy of normal distribution.
+
+        .. math::
+
+            S = \frac{1}{2}\log(2 \pi e \sigma^2)
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        return F.log(self.stddev()) + 0.5 * np.log(2.0 * np.pi * np.e)
+
+    def sample(self, shape=None):
+        """Sample points from normal distribution.
+
+        .. math::
+
+            x \sim N(\mu, \sigma^2)
+
+        Args:
+            shape (:obj:`tuple`): Shape of sampled points. If this is omitted,
+                the returned shape is identical to
+                :math:`\mu` and :math:`\sigma`.
+
+        Returns:
+            :class:`~nnabla.Variable`: N-D array.
+
+        """
+        if shape is None:
+            shape = self.loc.shape
+        eps = F.randn(mu=0.0, sigma=1.0, shape=shape)
+        return self.mean() + self.stddev() * eps