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| 1 | +# Copyright 2025 - present The PyMC Developers |
| 2 | +# |
| 3 | +# Licensed under the Apache License, Version 2.0 (the "License"); |
| 4 | +# you may not use this file except in compliance with the License. |
| 5 | +# You may obtain a copy of the License at |
| 6 | +# |
| 7 | +# http://www.apache.org/licenses/LICENSE-2.0 |
| 8 | +# |
| 9 | +# Unless required by applicable law or agreed to in writing, software |
| 10 | +# distributed under the License is distributed on an "AS IS" BASIS, |
| 11 | +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| 12 | +# See the License for the specific language governing permissions and |
| 13 | +# limitations under the License. |
| 14 | +import pytensor.xtensor as ptx |
| 15 | +import pytensor.xtensor.random as pxr |
| 16 | + |
| 17 | +from pytensor.xtensor import as_xtensor |
| 18 | + |
| 19 | +from pymc.dims.distributions.core import ( |
| 20 | + DimDistribution, |
| 21 | + PositiveDimDistribution, |
| 22 | + UnitDimDistribution, |
| 23 | +) |
| 24 | +from pymc.distributions.continuous import Beta as RegularBeta |
| 25 | +from pymc.distributions.continuous import Gamma as RegularGamma |
| 26 | +from pymc.distributions.continuous import HalfStudentTRV, flat, halfflat |
| 27 | + |
| 28 | + |
| 29 | +def _get_sigma_from_either_sigma_or_tau(*, sigma, tau): |
| 30 | + if sigma is not None and tau is not None: |
| 31 | + raise ValueError("Can't pass both tau and sigma") |
| 32 | + |
| 33 | + if sigma is None and tau is None: |
| 34 | + return 1.0 |
| 35 | + |
| 36 | + if sigma is not None: |
| 37 | + return sigma |
| 38 | + |
| 39 | + return ptx.math.reciprocal(ptx.math.sqrt(tau)) |
| 40 | + |
| 41 | + |
| 42 | +class Flat(DimDistribution): |
| 43 | + xrv_op = pxr._as_xrv(flat) |
| 44 | + |
| 45 | + @classmethod |
| 46 | + def dist(cls, **kwargs): |
| 47 | + return super().dist([], **kwargs) |
| 48 | + |
| 49 | + |
| 50 | +class HalfFlat(PositiveDimDistribution): |
| 51 | + xrv_op = pxr._as_xrv(halfflat, [], ()) |
| 52 | + |
| 53 | + @classmethod |
| 54 | + def dist(cls, **kwargs): |
| 55 | + return super().dist([], **kwargs) |
| 56 | + |
| 57 | + |
| 58 | +class Normal(DimDistribution): |
| 59 | + xrv_op = pxr.normal |
| 60 | + |
| 61 | + @classmethod |
| 62 | + def dist(cls, mu=0, sigma=None, *, tau=None, **kwargs): |
| 63 | + sigma = _get_sigma_from_either_sigma_or_tau(sigma=sigma, tau=tau) |
| 64 | + return super().dist([mu, sigma], **kwargs) |
| 65 | + |
| 66 | + |
| 67 | +class HalfNormal(PositiveDimDistribution): |
| 68 | + xrv_op = pxr.halfnormal |
| 69 | + |
| 70 | + @classmethod |
| 71 | + def dist(cls, sigma=None, *, tau=None, **kwargs): |
| 72 | + sigma = _get_sigma_from_either_sigma_or_tau(sigma=sigma, tau=tau) |
| 73 | + return super().dist([0.0, sigma], **kwargs) |
| 74 | + |
| 75 | + |
| 76 | +class LogNormal(PositiveDimDistribution): |
| 77 | + xrv_op = pxr.lognormal |
| 78 | + |
| 79 | + @classmethod |
| 80 | + def dist(cls, mu=0, sigma=None, *, tau=None, **kwargs): |
| 81 | + sigma = _get_sigma_from_either_sigma_or_tau(sigma=sigma, tau=tau) |
| 82 | + return super().dist([mu, sigma], **kwargs) |
| 83 | + |
| 84 | + |
| 85 | +class StudentT(DimDistribution): |
| 86 | + xrv_op = pxr.t |
| 87 | + |
| 88 | + @classmethod |
| 89 | + def dist(cls, nu, mu=0, sigma=None, *, lam=None, **kwargs): |
| 90 | + sigma = _get_sigma_from_either_sigma_or_tau(sigma=sigma, tau=lam) |
| 91 | + return super().dist([nu, mu, sigma], **kwargs) |
| 92 | + |
| 93 | + |
| 94 | +class HalfStudentT(PositiveDimDistribution): |
| 95 | + @classmethod |
| 96 | + def dist(cls, nu, sigma=None, *, lam=None, **kwargs): |
| 97 | + sigma = _get_sigma_from_either_sigma_or_tau(sigma=sigma, tau=lam) |
| 98 | + return super().dist([nu, sigma], **kwargs) |
| 99 | + |
| 100 | + @classmethod |
| 101 | + def xrv_op(self, nu, sigma, core_dims=None, extra_dims=None, rng=None): |
| 102 | + nu = as_xtensor(nu) |
| 103 | + sigma = as_xtensor(sigma) |
| 104 | + core_rv = HalfStudentTRV.rv_op(nu=nu.values, sigma=sigma.values).owner.op |
| 105 | + xop = pxr._as_xrv(core_rv) |
| 106 | + return xop(nu, sigma, core_dims=core_dims, extra_dims=extra_dims, rng=rng) |
| 107 | + |
| 108 | + |
| 109 | +class Cauchy(DimDistribution): |
| 110 | + xrv_op = pxr.cauchy |
| 111 | + |
| 112 | + @classmethod |
| 113 | + def dist(cls, alpha, beta, **kwargs): |
| 114 | + return super().dist([alpha, beta], **kwargs) |
| 115 | + |
| 116 | + |
| 117 | +class HalfCauchy(PositiveDimDistribution): |
| 118 | + xrv_op = pxr.halfcauchy |
| 119 | + |
| 120 | + @classmethod |
| 121 | + def dist(cls, beta, **kwargs): |
| 122 | + return super().dist([0.0, beta], **kwargs) |
| 123 | + |
| 124 | + |
| 125 | +class Beta(UnitDimDistribution): |
| 126 | + xrv_op = pxr.beta |
| 127 | + |
| 128 | + @classmethod |
| 129 | + def dist(cls, alpha=None, beta=None, *, mu=None, sigma=None, nu=None, **kwargs): |
| 130 | + alpha, beta = RegularBeta.get_alpha_beta(alpha=alpha, beta=beta, mu=mu, sigma=sigma, nu=nu) |
| 131 | + return super().dist([alpha, beta], **kwargs) |
| 132 | + |
| 133 | + |
| 134 | +class Laplace(DimDistribution): |
| 135 | + xrv_op = pxr.laplace |
| 136 | + |
| 137 | + @classmethod |
| 138 | + def dist(cls, mu=0, b=1, **kwargs): |
| 139 | + return super().dist([mu, b], **kwargs) |
| 140 | + |
| 141 | + |
| 142 | +class Exponential(PositiveDimDistribution): |
| 143 | + xrv_op = pxr.exponential |
| 144 | + |
| 145 | + @classmethod |
| 146 | + def dist(cls, lam=None, *, scale=None, **kwargs): |
| 147 | + if lam is None and scale is None: |
| 148 | + scale = 1.0 |
| 149 | + elif lam is not None and scale is not None: |
| 150 | + raise ValueError("Cannot pass both 'lam' and 'scale'. Use one of them.") |
| 151 | + elif lam is not None: |
| 152 | + scale = 1 / lam |
| 153 | + return super().dist([scale], **kwargs) |
| 154 | + |
| 155 | + |
| 156 | +class Gamma(PositiveDimDistribution): |
| 157 | + xrv_op = pxr.gamma |
| 158 | + |
| 159 | + @classmethod |
| 160 | + def dist(cls, alpha=None, beta=None, *, mu=None, sigma=None, **kwargs): |
| 161 | + if (alpha is not None) and (beta is not None): |
| 162 | + pass |
| 163 | + elif (mu is not None) and (sigma is not None): |
| 164 | + # Use sign of sigma to not let negative sigma fly by |
| 165 | + alpha = (mu**2 / sigma**2) * ptx.math.sign(sigma) |
| 166 | + beta = mu / sigma**2 |
| 167 | + else: |
| 168 | + raise ValueError( |
| 169 | + "Incompatible parameterization. Either use alpha and beta, or mu and sigma." |
| 170 | + ) |
| 171 | + alpha, beta = RegularGamma.get_alpha_beta(alpha=alpha, beta=beta, mu=mu, sigma=sigma) |
| 172 | + return super().dist([alpha, ptx.math.reciprocal(beta)], **kwargs) |
| 173 | + |
| 174 | + |
| 175 | +class InverseGamma(PositiveDimDistribution): |
| 176 | + xrv_op = pxr.invgamma |
| 177 | + |
| 178 | + @classmethod |
| 179 | + def dist(cls, alpha=None, beta=None, *, mu=None, sigma=None, **kwargs): |
| 180 | + if alpha is not None: |
| 181 | + if beta is None: |
| 182 | + beta = 1.0 |
| 183 | + elif (mu is not None) and (sigma is not None): |
| 184 | + # Use sign of sigma to not let negative sigma fly by |
| 185 | + alpha = ((2 * sigma**2 + mu**2) / sigma**2) * ptx.math.sign(sigma) |
| 186 | + beta = mu * (mu**2 + sigma**2) / sigma**2 |
| 187 | + else: |
| 188 | + raise ValueError( |
| 189 | + "Incompatible parameterization. Either use alpha and (optionally) beta, or mu and sigma" |
| 190 | + ) |
| 191 | + return super().dist([alpha, beta], **kwargs) |
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