"""Logistic distribution functions.""" import torch import torch.nn.functional as F from models.util import safe_log def _log_pdf(x, mean, log_scale): """Element-wise log density of the logistic distribution.""" z = (x - mean) * torch.exp(-log_scale) log_p = z - log_scale - 2 * F.softplus(z) return log_p def _log_cdf(x, mean, log_scale): """Element-wise log CDF of the logistic distribution.""" z = (x - mean) * torch.exp(-log_scale) log_p = F.logsigmoid(z) return log_p def mixture_log_pdf(x, prior_logits, means, log_scales): """Log PDF of a mixture of logistic distributions.""" log_ps = F.log_softmax(prior_logits, dim=1) \ + _log_pdf(x.unsqueeze(1), means, log_scales) log_p = torch.logsumexp(log_ps, dim=1) return log_p def mixture_log_cdf(x, prior_logits, means, log_scales): """Log CDF of a mixture of logistic distributions.""" log_ps = F.log_softmax(prior_logits, dim=1) \ + _log_cdf(x.unsqueeze(1), means, log_scales) log_p = torch.logsumexp(log_ps, dim=1) return log_p def mixture_inv_cdf(y, prior_logits, means, log_scales, eps=1e-10, max_iters=100): """Inverse CDF of a mixture of logisitics. Iterative algorithm.""" if y.min() <= 0 or y.max() >= 1: raise RuntimeError('Inverse logisitic CDF got y outside (0, 1)') def body(x_, lb_, ub_): cur_y = torch.exp(mixture_log_cdf(x_, prior_logits, means, log_scales)) gt = (cur_y > y).type(y.dtype) lt = 1 - gt new_x_ = gt * (x_ + lb_) / 2. + lt * (x_ + ub_) / 2. new_lb = gt * lb_ + lt * x_ new_ub = gt * x_ + lt * ub_ return new_x_, new_lb, new_ub x = torch.zeros_like(y) max_scales = torch.sum(torch.exp(log_scales), dim=1, keepdim=True) lb, _ = (means - 20 * max_scales).min(dim=1) ub, _ = (means + 20 * max_scales).max(dim=1) diff = float('inf') i = 0 while diff > eps and i < max_iters: new_x, lb, ub = body(x, lb, ub) diff = (new_x - x).abs().max() x = new_x i += 1 return x def inverse(x, reverse=False): """Inverse logistic function.""" if reverse: z = torch.sigmoid(x) ldj = F.softplus(x) + F.softplus(-x) else: z = -safe_log(x.reciprocal() - 1.) ldj = -safe_log(x) - safe_log(1. - x) return z, ldj