# Copyright 2018 Amazon.com, Inc. or its affiliates. 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.
# A copy of the License is located at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# or in the "license" file accompanying this file. This file 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.
from typing import Dict, List, Optional, Tuple
import numpy as np
from gluonts.core.component import validated
from gluonts.mx import Tensor
from .deterministic import DeterministicOutput
from .distribution import Distribution, _sample_multiple, getF, softplus
from .distribution_output import DistributionOutput
from .mixture import MixtureDistributionOutput
[docs]class Poisson(Distribution):
r"""
Poisson distribution, i.e. the distribution of the number of successes in a
specified region.
Parameters
----------
rate
Tensor containing the means, of shape `(*batch_shape, *event_shape)`.
F
"""
is_reparameterizable = False
@validated()
def __init__(self, rate: Tensor) -> None:
self.rate = rate
@property
def F(self):
return getF(self.rate)
@property
def batch_shape(self) -> Tuple:
return self.rate.shape
@property
def event_shape(self) -> Tuple:
return ()
@property
def event_dim(self) -> int:
return 0
[docs] def log_prob(self, x: Tensor) -> Tensor:
F = self.F
ll = x * F.log(self.rate) - F.gammaln(x + 1.0) - self.rate
return ll
@property
def mean(self) -> Tensor:
return self.rate
@property
def stddev(self) -> Tensor:
return self.F.sqrt(self.rate)
[docs] def sample(
self, num_samples: Optional[int] = None, dtype=np.float32
) -> Tensor:
def s(rate: Tensor) -> Tensor:
return self.F.random.poisson(lam=rate, dtype=dtype)
return _sample_multiple(s, rate=self.rate, num_samples=num_samples)
@property
def args(self) -> List:
return [self.rate]
[docs]class PoissonOutput(DistributionOutput):
args_dim: Dict[str, int] = {"rate": 1}
distr_cls: type = Poisson
[docs] @classmethod
def domain_map(cls, F, rate):
rate = F.maximum(softplus(F, rate), cls.eps())
return rate.squeeze(axis=-1)
# Overwrites the parent class method. We cannot scale using the affine
# transformation since Poisson should return integers. Instead we scale
# the parameters.
[docs] def distribution(
self,
distr_args,
loc: Optional[Tensor] = None,
scale: Optional[Tensor] = None,
) -> Poisson:
rate = distr_args
if scale is None:
return Poisson(rate)
else:
F = getF(rate)
rate = F.broadcast_mul(rate, scale)
return Poisson(rate, F)
@property
def event_shape(self) -> Tuple:
return ()
[docs]def ZeroInflatedPoissonOutput() -> MixtureDistributionOutput:
return MixtureDistributionOutput(
distr_outputs=[PoissonOutput(), DeterministicOutput(0)]
)