# Copyright 2016 The TensorFlow Authors. 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. # ============================================================================== """The Exponential distribution class.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import numpy as np from tensorflow.python.framework import dtypes from tensorflow.python.framework import ops from tensorflow.python.ops import array_ops from tensorflow.python.ops import math_ops from tensorflow.python.ops import nn from tensorflow.python.ops import random_ops from tensorflow.python.ops.distributions import gamma from tensorflow.python.util.tf_export import tf_export __all__ = [ "Exponential", "ExponentialWithSoftplusRate", ] @tf_export("distributions.Exponential") class Exponential(gamma.Gamma): """Exponential distribution. The Exponential distribution is parameterized by an event `rate` parameter. #### Mathematical Details The probability density function (pdf) is, ```none pdf(x; lambda, x > 0) = exp(-lambda x) / Z Z = 1 / lambda ``` where `rate = lambda` and `Z` is the normalizaing constant. The Exponential distribution is a special case of the Gamma distribution, i.e., ```python Exponential(rate) = Gamma(concentration=1., rate) ``` The Exponential distribution uses a `rate` parameter, or "inverse scale", which can be intuited as, ```none X ~ Exponential(rate=1) Y = X / rate ``` """ def __init__(self, rate, validate_args=False, allow_nan_stats=True, name="Exponential"): """Construct Exponential distribution with parameter `rate`. Args: rate: Floating point tensor, equivalent to `1 / mean`. Must contain only positive values. validate_args: Python `bool`, default `False`. When `True` distribution parameters are checked for validity despite possibly degrading runtime performance. When `False` invalid inputs may silently render incorrect outputs. allow_nan_stats: Python `bool`, default `True`. When `True`, statistics (e.g., mean, mode, variance) use the value "`NaN`" to indicate the result is undefined. When `False`, an exception is raised if one or more of the statistic's batch members are undefined. name: Python `str` name prefixed to Ops created by this class. """ parameters = dict(locals()) # Even though all statistics of are defined for valid inputs, this is not # true in the parent class "Gamma." Therefore, passing # allow_nan_stats=True # through to the parent class results in unnecessary asserts. with ops.name_scope(name, values=[rate]) as name: self._rate = ops.convert_to_tensor(rate, name="rate") super(Exponential, self).__init__( concentration=array_ops.ones([], dtype=self._rate.dtype), rate=self._rate, allow_nan_stats=allow_nan_stats, validate_args=validate_args, name=name) self._parameters = parameters self._graph_parents += [self._rate] @staticmethod def _param_shapes(sample_shape): return {"rate": ops.convert_to_tensor(sample_shape, dtype=dtypes.int32)} @property def rate(self): return self._rate def _sample_n(self, n, seed=None): shape = array_ops.concat([[n], array_ops.shape(self._rate)], 0) # Uniform variates must be sampled from the open-interval `(0, 1)` rather # than `[0, 1)`. To do so, we use `np.finfo(self.dtype.as_numpy_dtype).tiny` # because it is the smallest, positive, "normal" number. A "normal" number # is such that the mantissa has an implicit leading 1. Normal, positive # numbers x, y have the reasonable property that, `x + y >= max(x, y)`. In # this case, a subnormal number (i.e., np.nextafter) can cause us to sample # 0. sampled = random_ops.random_uniform( shape, minval=np.finfo(self.dtype.as_numpy_dtype).tiny, maxval=1., seed=seed, dtype=self.dtype) return -math_ops.log(sampled) / self._rate class ExponentialWithSoftplusRate(Exponential): """Exponential with softplus transform on `rate`.""" def __init__(self, rate, validate_args=False, allow_nan_stats=True, name="ExponentialWithSoftplusRate"): parameters = dict(locals()) with ops.name_scope(name, values=[rate]) as name: super(ExponentialWithSoftplusRate, self).__init__( rate=nn.softplus(rate, name="softplus_rate"), validate_args=validate_args, allow_nan_stats=allow_nan_stats, name=name) self._parameters = parameters