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constraint_registry.py
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constraint_registry.py
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r"""
PyTorch provides two global :class:`ConstraintRegistry` objects that link
:class:`~torch.distributions.constraints.Constraint` objects to
:class:`~torch.distributions.transforms.Transform` objects. These objects both
input constraints and return transforms, but they have different guarantees on
bijectivity.
1. ``biject_to(constraint)`` looks up a bijective
:class:`~torch.distributions.transforms.Transform` from ``constraints.real``
to the given ``constraint``. The returned transform is guaranteed to have
``.bijective = True`` and should implement ``.log_abs_det_jacobian()``.
2. ``transform_to(constraint)`` looks up a not-necessarily bijective
:class:`~torch.distributions.transforms.Transform` from ``constraints.real``
to the given ``constraint``. The returned transform is not guaranteed to
implement ``.log_abs_det_jacobian()``.
The ``transform_to()`` registry is useful for performing unconstrained
optimization on constrained parameters of probability distributions, which are
indicated by each distribution's ``.arg_constraints`` dict. These transforms often
overparameterize a space in order to avoid rotation; they are thus more
suitable for coordinate-wise optimization algorithms like Adam::
loc = torch.zeros(100, requires_grad=True)
unconstrained = torch.zeros(100, requires_grad=True)
scale = transform_to(Normal.arg_constraints['scale'])(unconstrained)
loss = -Normal(loc, scale).log_prob(data).sum()
The ``biject_to()`` registry is useful for Hamiltonian Monte Carlo, where
samples from a probability distribution with constrained ``.support`` are
propagated in an unconstrained space, and algorithms are typically rotation
invariant.::
dist = Exponential(rate)
unconstrained = torch.zeros(100, requires_grad=True)
sample = biject_to(dist.support)(unconstrained)
potential_energy = -dist.log_prob(sample).sum()
.. note::
An example where ``transform_to`` and ``biject_to`` differ is
``constraints.simplex``: ``transform_to(constraints.simplex)`` returns a
:class:`~torch.distributions.transforms.SoftmaxTransform` that simply
exponentiates and normalizes its inputs; this is a cheap and mostly
coordinate-wise operation appropriate for algorithms like SVI. In
contrast, ``biject_to(constraints.simplex)`` returns a
:class:`~torch.distributions.transforms.StickBreakingTransform` that
bijects its input down to a one-fewer-dimensional space; this a more
expensive less numerically stable transform but is needed for algorithms
like HMC.
The ``biject_to`` and ``transform_to`` objects can be extended by user-defined
constraints and transforms using their ``.register()`` method either as a
function on singleton constraints::
transform_to.register(my_constraint, my_transform)
or as a decorator on parameterized constraints::
@transform_to.register(MyConstraintClass)
def my_factory(constraint):
assert isinstance(constraint, MyConstraintClass)
return MyTransform(constraint.param1, constraint.param2)
You can create your own registry by creating a new :class:`ConstraintRegistry`
object.
"""
import numbers
from torch.distributions import constraints, transforms
__all__ = [
'ConstraintRegistry',
'biject_to',
'transform_to',
]
class ConstraintRegistry(object):
"""
Registry to link constraints to transforms.
"""
def __init__(self):
self._registry = {}
super(ConstraintRegistry, self).__init__()
def register(self, constraint, factory=None):
"""
Registers a :class:`~torch.distributions.constraints.Constraint`
subclass in this registry. Usage::
@my_registry.register(MyConstraintClass)
def construct_transform(constraint):
assert isinstance(constraint, MyConstraint)
return MyTransform(constraint.arg_constraints)
Args:
constraint (subclass of :class:`~torch.distributions.constraints.Constraint`):
A subclass of :class:`~torch.distributions.constraints.Constraint`, or
a singleton object of the desired class.
factory (callable): A callable that inputs a constraint object and returns
a :class:`~torch.distributions.transforms.Transform` object.
"""
# Support use as decorator.
if factory is None:
return lambda factory: self.register(constraint, factory)
# Support calling on singleton instances.
if isinstance(constraint, constraints.Constraint):
constraint = type(constraint)
if not isinstance(constraint, type) or not issubclass(constraint, constraints.Constraint):
raise TypeError('Expected constraint to be either a Constraint subclass or instance, '
'but got {}'.format(constraint))
self._registry[constraint] = factory
return factory
def __call__(self, constraint):
"""
Looks up a transform to constrained space, given a constraint object.
Usage::
constraint = Normal.arg_constraints['scale']
scale = transform_to(constraint)(torch.zeros(1)) # constrained
u = transform_to(constraint).inv(scale) # unconstrained
Args:
constraint (:class:`~torch.distributions.constraints.Constraint`):
A constraint object.
Returns:
A :class:`~torch.distributions.transforms.Transform` object.
Raises:
`NotImplementedError` if no transform has been registered.
"""
# Look up by Constraint subclass.
try:
factory = self._registry[type(constraint)]
except KeyError:
raise NotImplementedError(
f'Cannot transform {type(constraint).__name__} constraints') from None
return factory(constraint)
biject_to = ConstraintRegistry()
transform_to = ConstraintRegistry()
################################################################################
# Registration Table
################################################################################
@biject_to.register(constraints.real)
@transform_to.register(constraints.real)
def _transform_to_real(constraint):
return transforms.identity_transform
@biject_to.register(constraints.independent)
def _biject_to_independent(constraint):
return biject_to(constraint.base_constraint)
@transform_to.register(constraints.independent)
def _transform_to_independent(constraint):
return transform_to(constraint.base_constraint)
@biject_to.register(constraints.positive)
@transform_to.register(constraints.positive)
def _transform_to_positive(constraint):
return transforms.ExpTransform()
@biject_to.register(constraints.greater_than)
@biject_to.register(constraints.greater_than_eq)
@transform_to.register(constraints.greater_than)
@transform_to.register(constraints.greater_than_eq)
def _transform_to_greater_than(constraint):
return transforms.ComposeTransform([transforms.ExpTransform(),
transforms.AffineTransform(constraint.lower_bound, 1)])
@biject_to.register(constraints.less_than)
@transform_to.register(constraints.less_than)
def _transform_to_less_than(constraint):
return transforms.ComposeTransform([transforms.ExpTransform(),
transforms.AffineTransform(constraint.upper_bound, -1)])
@biject_to.register(constraints.interval)
@biject_to.register(constraints.half_open_interval)
@transform_to.register(constraints.interval)
@transform_to.register(constraints.half_open_interval)
def _transform_to_interval(constraint):
# Handle the special case of the unit interval.
lower_is_0 = isinstance(constraint.lower_bound, numbers.Number) and constraint.lower_bound == 0
upper_is_1 = isinstance(constraint.upper_bound, numbers.Number) and constraint.upper_bound == 1
if lower_is_0 and upper_is_1:
return transforms.SigmoidTransform()
loc = constraint.lower_bound
scale = constraint.upper_bound - constraint.lower_bound
return transforms.ComposeTransform([transforms.SigmoidTransform(),
transforms.AffineTransform(loc, scale)])
@biject_to.register(constraints.simplex)
def _biject_to_simplex(constraint):
return transforms.StickBreakingTransform()
@transform_to.register(constraints.simplex)
def _transform_to_simplex(constraint):
return transforms.SoftmaxTransform()
# TODO define a bijection for LowerCholeskyTransform
@transform_to.register(constraints.lower_cholesky)
def _transform_to_lower_cholesky(constraint):
return transforms.LowerCholeskyTransform()
@biject_to.register(constraints.corr_cholesky)
@transform_to.register(constraints.corr_cholesky)
def _transform_to_corr_cholesky(constraint):
return transforms.CorrCholeskyTransform()
@biject_to.register(constraints.cat)
def _biject_to_cat(constraint):
return transforms.CatTransform([biject_to(c)
for c in constraint.cseq],
constraint.dim,
constraint.lengths)
@transform_to.register(constraints.cat)
def _transform_to_cat(constraint):
return transforms.CatTransform([transform_to(c)
for c in constraint.cseq],
constraint.dim,
constraint.lengths)
@biject_to.register(constraints.stack)
def _biject_to_stack(constraint):
return transforms.StackTransform(
[biject_to(c)
for c in constraint.cseq], constraint.dim)
@transform_to.register(constraints.stack)
def _transform_to_stack(constraint):
return transforms.StackTransform(
[transform_to(c)
for c in constraint.cseq], constraint.dim)