kl.py

import math
import warnings
from functools import total_ordering
from typing import Type, Dict, Callable, Tuple

import torch
from torch._six import inf

from .bernoulli import Bernoulli
from .beta import Beta
from .binomial import Binomial
from .categorical import Categorical
from .cauchy import Cauchy
from .continuous_bernoulli import ContinuousBernoulli
from .dirichlet import Dirichlet
from .distribution import Distribution
from .exponential import Exponential
from .exp_family import ExponentialFamily
from .gamma import Gamma
from .geometric import Geometric
from .gumbel import Gumbel
from .half_normal import HalfNormal
from .independent import Independent
from .laplace import Laplace
from .lowrank_multivariate_normal import (LowRankMultivariateNormal, _batch_lowrank_logdet,
                                          _batch_lowrank_mahalanobis)
from .multivariate_normal import (MultivariateNormal, _batch_mahalanobis)
from .normal import Normal
from .one_hot_categorical import OneHotCategorical
from .pareto import Pareto
from .poisson import Poisson
from .transformed_distribution import TransformedDistribution
from .uniform import Uniform
from .utils import _sum_rightmost

_KL_REGISTRY = {}  # Source of truth mapping a few general (type, type) pairs to functions.
_KL_MEMOIZE: Dict[Tuple[Type, Type], Callable] = {}  # Memoized version mapping many specific (type, type) pairs to functions.


def register_kl(type_p, type_q):
    """
    Decorator to register a pairwise function with :meth:`kl_divergence`.
    Usage::

        @register_kl(Normal, Normal)
        def kl_normal_normal(p, q):
            # insert implementation here

    Lookup returns the most specific (type,type) match ordered by subclass. If
    the match is ambiguous, a `RuntimeWarning` is raised. For example to
    resolve the ambiguous situation::

        @register_kl(BaseP, DerivedQ)
        def kl_version1(p, q): ...
        @register_kl(DerivedP, BaseQ)
        def kl_version2(p, q): ...

    you should register a third most-specific implementation, e.g.::

        register_kl(DerivedP, DerivedQ)(kl_version1)  # Break the tie.

    Args:
        type_p (type): A subclass of :class:`~torch.distributions.Distribution`.
        type_q (type): A subclass of :class:`~torch.distributions.Distribution`.
    """
    if not isinstance(type_p, type) and issubclass(type_p, Distribution):
        raise TypeError('Expected type_p to be a Distribution subclass but got {}'.format(type_p))
    if not isinstance(type_q, type) and issubclass(type_q, Distribution):
        raise TypeError('Expected type_q to be a Distribution subclass but got {}'.format(type_q))

    def decorator(fun):
        _KL_REGISTRY[type_p, type_q] = fun
        _KL_MEMOIZE.clear()  # reset since lookup order may have changed
        return fun

    return decorator


@total_ordering
class _Match(object):
    __slots__ = ['types']

    def __init__(self, *types):
        self.types = types

    def __eq__(self, other):
        return self.types == other.types

    def __le__(self, other):
        for x, y in zip(self.types, other.types):
            if not issubclass(x, y):
                return False
            if x is not y:
                break
        return True


def _dispatch_kl(type_p, type_q):
    """
    Find the most specific approximate match, assuming single inheritance.
    """
    matches = [(super_p, super_q) for super_p, super_q in _KL_REGISTRY
               if issubclass(type_p, super_p) and issubclass(type_q, super_q)]
    if not matches:
        return NotImplemented
    # Check that the left- and right- lexicographic orders agree.
    left_p, left_q = min(_Match(*m) for m in matches).types
    right_q, right_p = min(_Match(*reversed(m)) for m in matches).types
    left_fun = _KL_REGISTRY[left_p, left_q]
    right_fun = _KL_REGISTRY[right_p, right_q]
    if left_fun is not right_fun:
        warnings.warn('Ambiguous kl_divergence({}, {}). Please register_kl({}, {})'.format(
            type_p.__name__, type_q.__name__, left_p.__name__, right_q.__name__),
            RuntimeWarning)
    return left_fun


def _infinite_like(tensor):
    """
    Helper function for obtaining infinite KL Divergence throughout
    """
    return torch.full_like(tensor, inf)


def _x_log_x(tensor):
    """
    Utility function for calculating x log x
    """
    return tensor * tensor.log()


def _batch_trace_XXT(bmat):
    """
    Utility function for calculating the trace of XX^{T} with X having arbitrary trailing batch dimensions
    """
    n = bmat.size(-1)
    m = bmat.size(-2)
    flat_trace = bmat.reshape(-1, m * n).pow(2).sum(-1)
    return flat_trace.reshape(bmat.shape[:-2])


def kl_divergence(p, q):
    r"""
    Compute Kullback-Leibler divergence :math:`KL(p \| q)` between two distributions.

    .. math::

        KL(p \| q) = \int p(x) \log\frac {p(x)} {q(x)} \,dx

    Args:
        p (Distribution): A :class:`~torch.distributions.Distribution` object.
        q (Distribution): A :class:`~torch.distributions.Distribution` object.

    Returns:
        Tensor: A batch of KL divergences of shape `batch_shape`.

    Raises:
        NotImplementedError: If the distribution types have not been registered via
            :meth:`register_kl`.
    """
    try:
        fun = _KL_MEMOIZE[type(p), type(q)]
    except KeyError:
        fun = _dispatch_kl(type(p), type(q))
        _KL_MEMOIZE[type(p), type(q)] = fun
    if fun is NotImplemented:
        raise NotImplementedError
    return fun(p, q)


################################################################################
# KL Divergence Implementations
################################################################################

_euler_gamma = 0.57721566490153286060

# Same distributions


@register_kl(Bernoulli, Bernoulli)
def _kl_bernoulli_bernoulli(p, q):
    t1 = p.probs * (p.probs / q.probs).log()
    t1[q.probs == 0] = inf
    t1[p.probs == 0] = 0
    t2 = (1 - p.probs) * ((1 - p.probs) / (1 - q.probs)).log()
    t2[q.probs == 1] = inf
    t2[p.probs == 1] = 0
    return t1 + t2


@register_kl(Beta, Beta)
def _kl_beta_beta(p, q):
    sum_params_p = p.concentration1 + p.concentration0
    sum_params_q = q.concentration1 + q.concentration0
    t1 = q.concentration1.lgamma() + q.concentration0.lgamma() + (sum_params_p).lgamma()
    t2 = p.concentration1.lgamma() + p.concentration0.lgamma() + (sum_params_q).lgamma()
    t3 = (p.concentration1 - q.concentration1) * torch.digamma(p.concentration1)
    t4 = (p.concentration0 - q.concentration0) * torch.digamma(p.concentration0)
    t5 = (sum_params_q - sum_params_p) * torch.digamma(sum_params_p)
    return t1 - t2 + t3 + t4 + t5


@register_kl(Binomial, Binomial)
def _kl_binomial_binomial(p, q):
    # from https://math.stackexchange.com/questions/2214993/
    # kullback-leibler-divergence-for-binomial-distributions-p-and-q
    if (p.total_count < q.total_count).any():
        raise NotImplementedError('KL between Binomials where q.total_count > p.total_count is not implemented')
    kl = p.total_count * (p.probs * (p.logits - q.logits) + (-p.probs).log1p() - (-q.probs).log1p())
    inf_idxs = p.total_count > q.total_count
    kl[inf_idxs] = _infinite_like(kl[inf_idxs])
    return kl


@register_kl(Categorical, Categorical)
def _kl_categorical_categorical(p, q):
    t = p.probs * (p.logits - q.logits)
    t[(q.probs == 0).expand_as(t)] = inf
    t[(p.probs == 0).expand_as(t)] = 0
    return t.sum(-1)


@register_kl(ContinuousBernoulli, ContinuousBernoulli)
def _kl_continuous_bernoulli_continuous_bernoulli(p, q):
    t1 = p.mean * (p.logits - q.logits)
    t2 = p._cont_bern_log_norm() + torch.log1p(-p.probs)
    t3 = - q._cont_bern_log_norm() - torch.log1p(-q.probs)
    return t1 + t2 + t3


@register_kl(Dirichlet, Dirichlet)
def _kl_dirichlet_dirichlet(p, q):
    # From http://bariskurt.com/kullback-leibler-divergence-between-two-dirichlet-and-beta-distributions/
    sum_p_concentration = p.concentration.sum(-1)
    sum_q_concentration = q.concentration.sum(-1)
    t1 = sum_p_concentration.lgamma() - sum_q_concentration.lgamma()
    t2 = (p.concentration.lgamma() - q.concentration.lgamma()).sum(-1)
    t3 = p.concentration - q.concentration
    t4 = p.concentration.digamma() - sum_p_concentration.digamma().unsqueeze(-1)
    return t1 - t2 + (t3 * t4).sum(-1)


@register_kl(Exponential, Exponential)
def _kl_exponential_exponential(p, q):
    rate_ratio = q.rate / p.rate
    t1 = -rate_ratio.log()
    return t1 + rate_ratio - 1


@register_kl(ExponentialFamily, ExponentialFamily)
def _kl_expfamily_expfamily(p, q):
    if not type(p) == type(q):
        raise NotImplementedError("The cross KL-divergence between different exponential families cannot \
                            be computed using Bregman divergences")
    p_nparams = [np.detach().requires_grad_() for np in p._natural_params]
    q_nparams = q._natural_params
    lg_normal = p._log_normalizer(*p_nparams)
    gradients = torch.autograd.grad(lg_normal.sum(), p_nparams, create_graph=True)
    result = q._log_normalizer(*q_nparams) - lg_normal
    for pnp, qnp, g in zip(p_nparams, q_nparams, gradients):
        term = (qnp - pnp) * g
        result -= _sum_rightmost(term, len(q.event_shape))
    return result


@register_kl(Gamma, Gamma)
def _kl_gamma_gamma(p, q):
    t1 = q.concentration * (p.rate / q.rate).log()
    t2 = torch.lgamma(q.concentration) - torch.lgamma(p.concentration)
    t3 = (p.concentration - q.concentration) * torch.digamma(p.concentration)
    t4 = (q.rate - p.rate) * (p.concentration / p.rate)
    return t1 + t2 + t3 + t4


@register_kl(Gumbel, Gumbel)
def _kl_gumbel_gumbel(p, q):
    ct1 = p.scale / q.scale
    ct2 = q.loc / q.scale
    ct3 = p.loc / q.scale
    t1 = -ct1.log() - ct2 + ct3
    t2 = ct1 * _euler_gamma
    t3 = torch.exp(ct2 + (1 + ct1).lgamma() - ct3)
    return t1 + t2 + t3 - (1 + _euler_gamma)


@register_kl(Geometric, Geometric)
def _kl_geometric_geometric(p, q):
    return -p.entropy() - torch.log1p(-q.probs) / p.probs - q.logits


@register_kl(HalfNormal, HalfNormal)
def _kl_halfnormal_halfnormal(p, q):
    return _kl_normal_normal(p.base_dist, q.base_dist)


@register_kl(Laplace, Laplace)
def _kl_laplace_laplace(p, q):
    # From http://www.mast.queensu.ca/~communications/Papers/gil-msc11.pdf
    scale_ratio = p.scale / q.scale
    loc_abs_diff = (p.loc - q.loc).abs()
    t1 = -scale_ratio.log()
    t2 = loc_abs_diff / q.scale
    t3 = scale_ratio * torch.exp(-loc_abs_diff / p.scale)
    return t1 + t2 + t3 - 1


@register_kl(LowRankMultivariateNormal, LowRankMultivariateNormal)
def _kl_lowrankmultivariatenormal_lowrankmultivariatenormal(p, q):
    if p.event_shape != q.event_shape:
        raise ValueError("KL-divergence between two Low Rank Multivariate Normals with\
                          different event shapes cannot be computed")

    term1 = (_batch_lowrank_logdet(q._unbroadcasted_cov_factor, q._unbroadcasted_cov_diag,
                                   q._capacitance_tril) -
             _batch_lowrank_logdet(p._unbroadcasted_cov_factor, p._unbroadcasted_cov_diag,
                                   p._capacitance_tril))
    term3 = _batch_lowrank_mahalanobis(q._unbroadcasted_cov_factor, q._unbroadcasted_cov_diag,
                                       q.loc - p.loc,
                                       q._capacitance_tril)
    # Expands term2 according to
    # inv(qcov) @ pcov = [inv(qD) - inv(qD) @ qW @ inv(qC) @ qW.T @ inv(qD)] @ (pW @ pW.T + pD)
    #                  = [inv(qD) - A.T @ A] @ (pD + pW @ pW.T)
    qWt_qDinv = (q._unbroadcasted_cov_factor.transpose(-1, -2) /
                 q._unbroadcasted_cov_diag.unsqueeze(-2))
    A = torch.triangular_solve(qWt_qDinv, q._capacitance_tril, upper=False)[0]
    term21 = (p._unbroadcasted_cov_diag / q._unbroadcasted_cov_diag).sum(-1)
    term22 = _batch_trace_XXT(p._unbroadcasted_cov_factor *
                              q._unbroadcasted_cov_diag.rsqrt().unsqueeze(-1))
    term23 = _batch_trace_XXT(A * p._unbroadcasted_cov_diag.sqrt().unsqueeze(-2))
    term24 = _batch_trace_XXT(A.matmul(p._unbroadcasted_cov_factor))
    term2 = term21 + term22 - term23 - term24
    return 0.5 * (term1 + term2 + term3 - p.event_shape[0])


@register_kl(MultivariateNormal, LowRankMultivariateNormal)
def _kl_multivariatenormal_lowrankmultivariatenormal(p, q):
    if p.event_shape != q.event_shape:
        raise ValueError("KL-divergence between two (Low Rank) Multivariate Normals with\
                          different event shapes cannot be computed")

    term1 = (_batch_lowrank_logdet(q._unbroadcasted_cov_factor, q._unbroadcasted_cov_diag,
                                   q._capacitance_tril) -
             2 * p._unbroadcasted_scale_tril.diagonal(dim1=-2, dim2=-1).log().sum(-1))
    term3 = _batch_lowrank_mahalanobis(q._unbroadcasted_cov_factor, q._unbroadcasted_cov_diag,
                                       q.loc - p.loc,
                                       q._capacitance_tril)
    # Expands term2 according to
    # inv(qcov) @ pcov = [inv(qD) - inv(qD) @ qW @ inv(qC) @ qW.T @ inv(qD)] @ p_tril @ p_tril.T
    #                  = [inv(qD) - A.T @ A] @ p_tril @ p_tril.T
    qWt_qDinv = (q._unbroadcasted_cov_factor.transpose(-1, -2) /
                 q._unbroadcasted_cov_diag.unsqueeze(-2))
    A = torch.triangular_solve(qWt_qDinv, q._capacitance_tril, upper=False)[0]
    term21 = _batch_trace_XXT(p._unbroadcasted_scale_tril *
                              q._unbroadcasted_cov_diag.rsqrt().unsqueeze(-1))
    term22 = _batch_trace_XXT(A.matmul(p._unbroadcasted_scale_tril))
    term2 = term21 - term22
    return 0.5 * (term1 + term2 + term3 - p.event_shape[0])


@register_kl(LowRankMultivariateNormal, MultivariateNormal)
def _kl_lowrankmultivariatenormal_multivariatenormal(p, q):
    if p.event_shape != q.event_shape:
        raise ValueError("KL-divergence between two (Low Rank) Multivariate Normals with\
                          different event shapes cannot be computed")

    term1 = (2 * q._unbroadcasted_scale_tril.diagonal(dim1=-2, dim2=-1).log().sum(-1) -
             _batch_lowrank_logdet(p._unbroadcasted_cov_factor, p._unbroadcasted_cov_diag,
                                   p._capacitance_tril))
    term3 = _batch_mahalanobis(q._unbroadcasted_scale_tril, (q.loc - p.loc))
    # Expands term2 according to
    # inv(qcov) @ pcov = inv(q_tril @ q_tril.T) @ (pW @ pW.T + pD)
    combined_batch_shape = torch._C._infer_size(q._unbroadcasted_scale_tril.shape[:-2],
                                                p._unbroadcasted_cov_factor.shape[:-2])
    n = p.event_shape[0]
    q_scale_tril = q._unbroadcasted_scale_tril.expand(combined_batch_shape + (n, n))
    p_cov_factor = p._unbroadcasted_cov_factor.expand(combined_batch_shape +
                                                      (n, p.cov_factor.size(-1)))
    p_cov_diag = (torch.diag_embed(p._unbroadcasted_cov_diag.sqrt())
                  .expand(combined_batch_shape + (n, n)))
    term21 = _batch_trace_XXT(torch.triangular_solve(p_cov_factor, q_scale_tril, upper=False)[0])
    term22 = _batch_trace_XXT(torch.triangular_solve(p_cov_diag, q_scale_tril, upper=False)[0])
    term2 = term21 + term22
    return 0.5 * (term1 + term2 + term3 - p.event_shape[0])


@register_kl(MultivariateNormal, MultivariateNormal)
def _kl_multivariatenormal_multivariatenormal(p, q):
    # From https://en.wikipedia.org/wiki/Multivariate_normal_distribution#Kullback%E2%80%93Leibler_divergence
    if p.event_shape != q.event_shape:
        raise ValueError("KL-divergence between two Multivariate Normals with\
                          different event shapes cannot be computed")

    half_term1 = (q._unbroadcasted_scale_tril.diagonal(dim1=-2, dim2=-1).log().sum(-1) -
                  p._unbroadcasted_scale_tril.diagonal(dim1=-2, dim2=-1).log().sum(-1))
    combined_batch_shape = torch._C._infer_size(q._unbroadcasted_scale_tril.shape[:-2],
                                                p._unbroadcasted_scale_tril.shape[:-2])
    n = p.event_shape[0]
    q_scale_tril = q._unbroadcasted_scale_tril.expand(combined_batch_shape + (n, n))
    p_scale_tril = p._unbroadcasted_scale_tril.expand(combined_batch_shape + (n, n))
    term2 = _batch_trace_XXT(torch.triangular_solve(p_scale_tril, q_scale_tril, upper=False)[0])
    term3 = _batch_mahalanobis(q._unbroadcasted_scale_tril, (q.loc - p.loc))
    return half_term1 + 0.5 * (term2 + term3 - n)


@register_kl(Normal, Normal)
def _kl_normal_normal(p, q):
    var_ratio = (p.scale / q.scale).pow(2)
    t1 = ((p.loc - q.loc) / q.scale).pow(2)
    return 0.5 * (var_ratio + t1 - 1 - var_ratio.log())


@register_kl(OneHotCategorical, OneHotCategorical)
def _kl_onehotcategorical_onehotcategorical(p, q):
    return _kl_categorical_categorical(p._categorical, q._categorical)


@register_kl(Pareto, Pareto)
def _kl_pareto_pareto(p, q):
    # From http://www.mast.queensu.ca/~communications/Papers/gil-msc11.pdf
    scale_ratio = p.scale / q.scale
    alpha_ratio = q.alpha / p.alpha
    t1 = q.alpha * scale_ratio.log()
    t2 = -alpha_ratio.log()
    result = t1 + t2 + alpha_ratio - 1
    result[p.support.lower_bound < q.support.lower_bound] = inf
    return result


@register_kl(Poisson, Poisson)
def _kl_poisson_poisson(p, q):
    return p.rate * (p.rate.log() - q.rate.log()) - (p.rate - q.rate)


@register_kl(TransformedDistribution, TransformedDistribution)
def _kl_transformed_transformed(p, q):
    if p.transforms != q.transforms:
        raise NotImplementedError
    if p.event_shape != q.event_shape:
        raise NotImplementedError
    # extra_event_dim = len(p.event_shape) - len(p.base_dist.event_shape)
    extra_event_dim = len(p.event_shape)
    base_kl_divergence = kl_divergence(p.base_dist, q.base_dist)
    return _sum_rightmost(base_kl_divergence, extra_event_dim)


@register_kl(Uniform, Uniform)
def _kl_uniform_uniform(p, q):
    result = ((q.high - q.low) / (p.high - p.low)).log()
    result[(q.low > p.low) | (q.high < p.high)] = inf
    return result


# Different distributions
@register_kl(Bernoulli, Poisson)
def _kl_bernoulli_poisson(p, q):
    return -p.entropy() - (p.probs * q.rate.log() - q.rate)


@register_kl(Beta, ContinuousBernoulli)
def _kl_beta_continuous_bernoulli(p, q):
    return -p.entropy() - p.mean * q.logits - torch.log1p(-q.probs) - q._cont_bern_log_norm()


@register_kl(Beta, Pareto)
def _kl_beta_infinity(p, q):
    return _infinite_like(p.concentration1)


@register_kl(Beta, Exponential)
def _kl_beta_exponential(p, q):
    return -p.entropy() - q.rate.log() + q.rate * (p.concentration1 / (p.concentration1 + p.concentration0))


@register_kl(Beta, Gamma)
def _kl_beta_gamma(p, q):
    t1 = -p.entropy()
    t2 = q.concentration.lgamma() - q.concentration * q.rate.log()
    t3 = (q.concentration - 1) * (p.concentration1.digamma() - (p.concentration1 + p.concentration0).digamma())
    t4 = q.rate * p.concentration1 / (p.concentration1 + p.concentration0)
    return t1 + t2 - t3 + t4

# TODO: Add Beta-Laplace KL Divergence


@register_kl(Beta, Normal)
def _kl_beta_normal(p, q):
    E_beta = p.concentration1 / (p.concentration1 + p.concentration0)
    var_normal = q.scale.pow(2)
    t1 = -p.entropy()
    t2 = 0.5 * (var_normal * 2 * math.pi).log()
    t3 = (E_beta * (1 - E_beta) / (p.concentration1 + p.concentration0 + 1) + E_beta.pow(2)) * 0.5
    t4 = q.loc * E_beta
    t5 = q.loc.pow(2) * 0.5
    return t1 + t2 + (t3 - t4 + t5) / var_normal


@register_kl(Beta, Uniform)
def _kl_beta_uniform(p, q):
    result = -p.entropy() + (q.high - q.low).log()
    result[(q.low > p.support.lower_bound) | (q.high < p.support.upper_bound)] = inf
    return result

# Note that the KL between a ContinuousBernoulli and Beta has no closed form


@register_kl(ContinuousBernoulli, Pareto)
def _kl_continuous_bernoulli_infinity(p, q):
    return _infinite_like(p.probs)


@register_kl(ContinuousBernoulli, Exponential)
def _kl_continuous_bernoulli_exponential(p, q):
    return -p.entropy() - torch.log(q.rate) + q.rate * p.mean

# Note that the KL between a ContinuousBernoulli and Gamma has no closed form
# TODO: Add ContinuousBernoulli-Laplace KL Divergence


@register_kl(ContinuousBernoulli, Normal)
def _kl_continuous_bernoulli_normal(p, q):
    t1 = -p.entropy()
    t2 = 0.5 * (math.log(2. * math.pi) + torch.square(q.loc / q.scale)) + torch.log(q.scale)
    t3 = (p.variance + torch.square(p.mean) - 2. * q.loc * p.mean) / (2.0 * torch.square(q.scale))
    return t1 + t2 + t3


@register_kl(ContinuousBernoulli, Uniform)
def _kl_continuous_bernoulli_uniform(p, q):
    result = -p.entropy() + (q.high - q.low).log()
    return torch.where(torch.max(torch.ge(q.low, p.support.lower_bound),
                                 torch.le(q.high, p.support.upper_bound)),
                       torch.ones_like(result) * inf, result)


@register_kl(Exponential, Beta)
@register_kl(Exponential, ContinuousBernoulli)
@register_kl(Exponential, Pareto)
@register_kl(Exponential, Uniform)
def _kl_exponential_infinity(p, q):
    return _infinite_like(p.rate)


@register_kl(Exponential, Gamma)
def _kl_exponential_gamma(p, q):
    ratio = q.rate / p.rate
    t1 = -q.concentration * torch.log(ratio)
    return t1 + ratio + q.concentration.lgamma() + q.concentration * _euler_gamma - (1 + _euler_gamma)


@register_kl(Exponential, Gumbel)
def _kl_exponential_gumbel(p, q):
    scale_rate_prod = p.rate * q.scale
    loc_scale_ratio = q.loc / q.scale
    t1 = scale_rate_prod.log() - 1
    t2 = torch.exp(loc_scale_ratio) * scale_rate_prod / (scale_rate_prod + 1)
    t3 = scale_rate_prod.reciprocal()
    return t1 - loc_scale_ratio + t2 + t3

# TODO: Add Exponential-Laplace KL Divergence


@register_kl(Exponential, Normal)
def _kl_exponential_normal(p, q):
    var_normal = q.scale.pow(2)
    rate_sqr = p.rate.pow(2)
    t1 = 0.5 * torch.log(rate_sqr * var_normal * 2 * math.pi)
    t2 = rate_sqr.reciprocal()
    t3 = q.loc / p.rate
    t4 = q.loc.pow(2) * 0.5
    return t1 - 1 + (t2 - t3 + t4) / var_normal


@register_kl(Gamma, Beta)
@register_kl(Gamma, ContinuousBernoulli)
@register_kl(Gamma, Pareto)
@register_kl(Gamma, Uniform)
def _kl_gamma_infinity(p, q):
    return _infinite_like(p.concentration)


@register_kl(Gamma, Exponential)
def _kl_gamma_exponential(p, q):
    return -p.entropy() - q.rate.log() + q.rate * p.concentration / p.rate


@register_kl(Gamma, Gumbel)
def _kl_gamma_gumbel(p, q):
    beta_scale_prod = p.rate * q.scale
    loc_scale_ratio = q.loc / q.scale
    t1 = (p.concentration - 1) * p.concentration.digamma() - p.concentration.lgamma() - p.concentration
    t2 = beta_scale_prod.log() + p.concentration / beta_scale_prod
    t3 = torch.exp(loc_scale_ratio) * (1 + beta_scale_prod.reciprocal()).pow(-p.concentration) - loc_scale_ratio
    return t1 + t2 + t3

# TODO: Add Gamma-Laplace KL Divergence


@register_kl(Gamma, Normal)
def _kl_gamma_normal(p, q):
    var_normal = q.scale.pow(2)
    beta_sqr = p.rate.pow(2)
    t1 = 0.5 * torch.log(beta_sqr * var_normal * 2 * math.pi) - p.concentration - p.concentration.lgamma()
    t2 = 0.5 * (p.concentration.pow(2) + p.concentration) / beta_sqr
    t3 = q.loc * p.concentration / p.rate
    t4 = 0.5 * q.loc.pow(2)
    return t1 + (p.concentration - 1) * p.concentration.digamma() + (t2 - t3 + t4) / var_normal


@register_kl(Gumbel, Beta)
@register_kl(Gumbel, ContinuousBernoulli)
@register_kl(Gumbel, Exponential)
@register_kl(Gumbel, Gamma)
@register_kl(Gumbel, Pareto)
@register_kl(Gumbel, Uniform)
def _kl_gumbel_infinity(p, q):
    return _infinite_like(p.loc)

# TODO: Add Gumbel-Laplace KL Divergence


@register_kl(Gumbel, Normal)
def _kl_gumbel_normal(p, q):
    param_ratio = p.scale / q.scale
    t1 = (param_ratio / math.sqrt(2 * math.pi)).log()
    t2 = (math.pi * param_ratio * 0.5).pow(2) / 3
    t3 = ((p.loc + p.scale * _euler_gamma - q.loc) / q.scale).pow(2) * 0.5
    return -t1 + t2 + t3 - (_euler_gamma + 1)


@register_kl(Laplace, Beta)
@register_kl(Laplace, ContinuousBernoulli)
@register_kl(Laplace, Exponential)
@register_kl(Laplace, Gamma)
@register_kl(Laplace, Pareto)
@register_kl(Laplace, Uniform)
def _kl_laplace_infinity(p, q):
    return _infinite_like(p.loc)


@register_kl(Laplace, Normal)
def _kl_laplace_normal(p, q):
    var_normal = q.scale.pow(2)
    scale_sqr_var_ratio = p.scale.pow(2) / var_normal
    t1 = 0.5 * torch.log(2 * scale_sqr_var_ratio / math.pi)
    t2 = 0.5 * p.loc.pow(2)
    t3 = p.loc * q.loc
    t4 = 0.5 * q.loc.pow(2)
    return -t1 + scale_sqr_var_ratio + (t2 - t3 + t4) / var_normal - 1


@register_kl(Normal, Beta)
@register_kl(Normal, ContinuousBernoulli)
@register_kl(Normal, Exponential)
@register_kl(Normal, Gamma)
@register_kl(Normal, Pareto)
@register_kl(Normal, Uniform)
def _kl_normal_infinity(p, q):
    return _infinite_like(p.loc)


@register_kl(Normal, Gumbel)
def _kl_normal_gumbel(p, q):
    mean_scale_ratio = p.loc / q.scale
    var_scale_sqr_ratio = (p.scale / q.scale).pow(2)
    loc_scale_ratio = q.loc / q.scale
    t1 = var_scale_sqr_ratio.log() * 0.5
    t2 = mean_scale_ratio - loc_scale_ratio
    t3 = torch.exp(-mean_scale_ratio + 0.5 * var_scale_sqr_ratio + loc_scale_ratio)
    return -t1 + t2 + t3 - (0.5 * (1 + math.log(2 * math.pi)))

# TODO: Add Normal-Laplace KL Divergence


@register_kl(Pareto, Beta)
@register_kl(Pareto, ContinuousBernoulli)
@register_kl(Pareto, Uniform)
def _kl_pareto_infinity(p, q):
    return _infinite_like(p.scale)


@register_kl(Pareto, Exponential)
def _kl_pareto_exponential(p, q):
    scale_rate_prod = p.scale * q.rate
    t1 = (p.alpha / scale_rate_prod).log()
    t2 = p.alpha.reciprocal()
    t3 = p.alpha * scale_rate_prod / (p.alpha - 1)
    result = t1 - t2 + t3 - 1
    result[p.alpha <= 1] = inf
    return result


@register_kl(Pareto, Gamma)
def _kl_pareto_gamma(p, q):
    common_term = p.scale.log() + p.alpha.reciprocal()
    t1 = p.alpha.log() - common_term
    t2 = q.concentration.lgamma() - q.concentration * q.rate.log()
    t3 = (1 - q.concentration) * common_term
    t4 = q.rate * p.alpha * p.scale / (p.alpha - 1)
    result = t1 + t2 + t3 + t4 - 1
    result[p.alpha <= 1] = inf
    return result

# TODO: Add Pareto-Laplace KL Divergence


@register_kl(Pareto, Normal)
def _kl_pareto_normal(p, q):
    var_normal = 2 * q.scale.pow(2)
    common_term = p.scale / (p.alpha - 1)
    t1 = (math.sqrt(2 * math.pi) * q.scale * p.alpha / p.scale).log()
    t2 = p.alpha.reciprocal()
    t3 = p.alpha * common_term.pow(2) / (p.alpha - 2)
    t4 = (p.alpha * common_term - q.loc).pow(2)
    result = t1 - t2 + (t3 + t4) / var_normal - 1
    result[p.alpha <= 2] = inf
    return result


@register_kl(Poisson, Bernoulli)
@register_kl(Poisson, Binomial)
def _kl_poisson_infinity(p, q):
    return _infinite_like(p.rate)


@register_kl(Uniform, Beta)
def _kl_uniform_beta(p, q):
    common_term = p.high - p.low
    t1 = torch.log(common_term)
    t2 = (q.concentration1 - 1) * (_x_log_x(p.high) - _x_log_x(p.low) - common_term) / common_term
    t3 = (q.concentration0 - 1) * (_x_log_x((1 - p.high)) - _x_log_x((1 - p.low)) + common_term) / common_term
    t4 = q.concentration1.lgamma() + q.concentration0.lgamma() - (q.concentration1 + q.concentration0).lgamma()
    result = t3 + t4 - t1 - t2
    result[(p.high > q.support.upper_bound) | (p.low < q.support.lower_bound)] = inf
    return result


@register_kl(Uniform, ContinuousBernoulli)
def _kl_uniform_continuous_bernoulli(p, q):
    result = -p.entropy() - p.mean * q.logits - torch.log1p(-q.probs) - q._cont_bern_log_norm()
    return torch.where(torch.max(torch.ge(p.high, q.support.upper_bound),
                                 torch.le(p.low, q.support.lower_bound)),
                       torch.ones_like(result) * inf, result)


@register_kl(Uniform, Exponential)
def _kl_uniform_exponetial(p, q):
    result = q.rate * (p.high + p.low) / 2 - ((p.high - p.low) * q.rate).log()
    result[p.low < q.support.lower_bound] = inf
    return result


@register_kl(Uniform, Gamma)
def _kl_uniform_gamma(p, q):
    common_term = p.high - p.low
    t1 = common_term.log()
    t2 = q.concentration.lgamma() - q.concentration * q.rate.log()
    t3 = (1 - q.concentration) * (_x_log_x(p.high) - _x_log_x(p.low) - common_term) / common_term
    t4 = q.rate * (p.high + p.low) / 2
    result = -t1 + t2 + t3 + t4
    result[p.low < q.support.lower_bound] = inf
    return result


@register_kl(Uniform, Gumbel)
def _kl_uniform_gumbel(p, q):
    common_term = q.scale / (p.high - p.low)
    high_loc_diff = (p.high - q.loc) / q.scale
    low_loc_diff = (p.low - q.loc) / q.scale
    t1 = common_term.log() + 0.5 * (high_loc_diff + low_loc_diff)
    t2 = common_term * (torch.exp(-high_loc_diff) - torch.exp(-low_loc_diff))
    return t1 - t2

# TODO: Uniform-Laplace KL Divergence


@register_kl(Uniform, Normal)
def _kl_uniform_normal(p, q):
    common_term = p.high - p.low
    t1 = (math.sqrt(math.pi * 2) * q.scale / common_term).log()
    t2 = (common_term).pow(2) / 12
    t3 = ((p.high + p.low - 2 * q.loc) / 2).pow(2)
    return t1 + 0.5 * (t2 + t3) / q.scale.pow(2)


@register_kl(Uniform, Pareto)
def _kl_uniform_pareto(p, q):
    support_uniform = p.high - p.low
    t1 = (q.alpha * q.scale.pow(q.alpha) * (support_uniform)).log()
    t2 = (_x_log_x(p.high) - _x_log_x(p.low) - support_uniform) / support_uniform
    result = t2 * (q.alpha + 1) - t1
    result[p.low < q.support.lower_bound] = inf
    return result


@register_kl(Independent, Independent)
def _kl_independent_independent(p, q):
    if p.reinterpreted_batch_ndims != q.reinterpreted_batch_ndims:
        raise NotImplementedError
    result = kl_divergence(p.base_dist, q.base_dist)
    return _sum_rightmost(result, p.reinterpreted_batch_ndims)


@register_kl(Cauchy, Cauchy)
def _kl_cauchy_cauchy(p, q):
    # From https://arxiv.org/abs/1905.10965
    t1 = ((p.scale + q.scale).pow(2) + (p.loc - q.loc).pow(2)).log()
    t2 = (4 * p.scale * q.scale).log()
    return t1 - t2