import torch from torch.nn import functional as F import numpy as np DEFAULT_MIN_BIN_WIDTH = 1e-3 DEFAULT_MIN_BIN_HEIGHT = 1e-3 DEFAULT_MIN_DERIVATIVE = 1e-3 def piecewise_rational_quadratic_transform(inputs, unnormalized_widths, unnormalized_heights, unnormalized_derivatives, inverse=False, tails=None, tail_bound=1., min_bin_width=DEFAULT_MIN_BIN_WIDTH, min_bin_height=DEFAULT_MIN_BIN_HEIGHT, min_derivative=DEFAULT_MIN_DERIVATIVE): if tails is None: spline_fn = rational_quadratic_spline spline_kwargs = {} else: spline_fn = unconstrained_rational_quadratic_spline spline_kwargs = { 'tails': tails, 'tail_bound': tail_bound } outputs, logabsdet = spline_fn( inputs=inputs, unnormalized_widths=unnormalized_widths, unnormalized_heights=unnormalized_heights, unnormalized_derivatives=unnormalized_derivatives, inverse=inverse, min_bin_width=min_bin_width, min_bin_height=min_bin_height, min_derivative=min_derivative, **spline_kwargs ) return outputs, logabsdet def searchsorted(bin_locations, inputs, eps=1e-6): bin_locations[..., -1] += eps return torch.sum( inputs[..., None] >= bin_locations, dim=-1 ) - 1 def unconstrained_rational_quadratic_spline(inputs, unnormalized_widths, unnormalized_heights, unnormalized_derivatives, inverse=False, tails='linear', tail_bound=1., min_bin_width=DEFAULT_MIN_BIN_WIDTH, min_bin_height=DEFAULT_MIN_BIN_HEIGHT, min_derivative=DEFAULT_MIN_DERIVATIVE): inside_interval_mask = (inputs >= -tail_bound) & (inputs <= tail_bound) outside_interval_mask = ~inside_interval_mask outputs = torch.zeros_like(inputs) logabsdet = torch.zeros_like(inputs) if tails == 'linear': unnormalized_derivatives = F.pad(unnormalized_derivatives, pad=(1, 1)) constant = np.log(np.exp(1 - min_derivative) - 1) unnormalized_derivatives[..., 0] = constant unnormalized_derivatives[..., -1] = constant outputs[outside_interval_mask] = inputs[outside_interval_mask] logabsdet[outside_interval_mask] = 0 else: raise RuntimeError('{} tails are not implemented.'.format(tails)) outputs[inside_interval_mask], logabsdet[inside_interval_mask] = rational_quadratic_spline( inputs=inputs[inside_interval_mask], unnormalized_widths=unnormalized_widths[inside_interval_mask, :], unnormalized_heights=unnormalized_heights[inside_interval_mask, :], unnormalized_derivatives=unnormalized_derivatives[inside_interval_mask, :], inverse=inverse, left=-tail_bound, right=tail_bound, bottom=-tail_bound, top=tail_bound, min_bin_width=min_bin_width, min_bin_height=min_bin_height, min_derivative=min_derivative ) return outputs, logabsdet def rational_quadratic_spline(inputs, unnormalized_widths, unnormalized_heights, unnormalized_derivatives, inverse=False, left=0., right=1., bottom=0., top=1., min_bin_width=DEFAULT_MIN_BIN_WIDTH, min_bin_height=DEFAULT_MIN_BIN_HEIGHT, min_derivative=DEFAULT_MIN_DERIVATIVE): if torch.min(inputs) < left or torch.max(inputs) > right: raise ValueError('Input to a transform is not within its domain') num_bins = unnormalized_widths.shape[-1] if min_bin_width * num_bins > 1.0: raise ValueError('Minimal bin width too large for the number of bins') if min_bin_height * num_bins > 1.0: raise ValueError('Minimal bin height too large for the number of bins') widths = F.softmax(unnormalized_widths, dim=-1) widths = min_bin_width + (1 - min_bin_width * num_bins) * widths cumwidths = torch.cumsum(widths, dim=-1) cumwidths = F.pad(cumwidths, pad=(1, 0), mode='constant', value=0.0) cumwidths = (right - left) * cumwidths + left cumwidths[..., 0] = left cumwidths[..., -1] = right widths = cumwidths[..., 1:] - cumwidths[..., :-1] derivatives = min_derivative + F.softplus(unnormalized_derivatives) heights = F.softmax(unnormalized_heights, dim=-1) heights = min_bin_height + (1 - min_bin_height * num_bins) * heights cumheights = torch.cumsum(heights, dim=-1) cumheights = F.pad(cumheights, pad=(1, 0), mode='constant', value=0.0) cumheights = (top - bottom) * cumheights + bottom cumheights[..., 0] = bottom cumheights[..., -1] = top heights = cumheights[..., 1:] - cumheights[..., :-1] if inverse: bin_idx = searchsorted(cumheights, inputs)[..., None] else: bin_idx = searchsorted(cumwidths, inputs)[..., None] input_cumwidths = cumwidths.gather(-1, bin_idx)[..., 0] input_bin_widths = widths.gather(-1, bin_idx)[..., 0] input_cumheights = cumheights.gather(-1, bin_idx)[..., 0] delta = heights / widths input_delta = delta.gather(-1, bin_idx)[..., 0] input_derivatives = derivatives.gather(-1, bin_idx)[..., 0] input_derivatives_plus_one = derivatives[..., 1:].gather(-1, bin_idx)[..., 0] input_heights = heights.gather(-1, bin_idx)[..., 0] if inverse: a = (((inputs - input_cumheights) * (input_derivatives + input_derivatives_plus_one - 2 * input_delta) + input_heights * (input_delta - input_derivatives))) b = (input_heights * input_derivatives - (inputs - input_cumheights) * (input_derivatives + input_derivatives_plus_one - 2 * input_delta)) c = - input_delta * (inputs - input_cumheights) discriminant = b.pow(2) - 4 * a * c assert (discriminant >= 0).all() root = (2 * c) / (-b - torch.sqrt(discriminant)) outputs = root * input_bin_widths + input_cumwidths theta_one_minus_theta = root * (1 - root) denominator = input_delta + ((input_derivatives + input_derivatives_plus_one - 2 * input_delta) * theta_one_minus_theta) derivative_numerator = input_delta.pow(2) * (input_derivatives_plus_one * root.pow(2) + 2 * input_delta * theta_one_minus_theta + input_derivatives * (1 - root).pow(2)) logabsdet = torch.log(derivative_numerator) - 2 * torch.log(denominator) return outputs, -logabsdet else: theta = (inputs - input_cumwidths) / input_bin_widths theta_one_minus_theta = theta * (1 - theta) numerator = input_heights * (input_delta * theta.pow(2) + input_derivatives * theta_one_minus_theta) denominator = input_delta + ((input_derivatives + input_derivatives_plus_one - 2 * input_delta) * theta_one_minus_theta) outputs = input_cumheights + numerator / denominator derivative_numerator = input_delta.pow(2) * (input_derivatives_plus_one * theta.pow(2) + 2 * input_delta * theta_one_minus_theta + input_derivatives * (1 - theta).pow(2)) logabsdet = torch.log(derivative_numerator) - 2 * torch.log(denominator) return outputs, logabsdet