Merge pull request #12683 from ylamidon:add-scipy-stats-mode

PiperOrigin-RevId: 482025648

jax/_src/scipy/stats/_core.py

@@ -0,0 +1,83 @@
+# Copyright 2022 The JAX Authors.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     https://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+
+from collections import namedtuple
+from functools import partial
+from typing import Optional, Tuple
+
+import jax.numpy as jnp
+import scipy
+from jax import jit
+from jax._src import dtypes
+from jax._src.api import vmap
+from jax._src.numpy.lax_numpy import _check_arraylike
+from jax._src.numpy.util import _wraps
+from jax._src.typing import ArrayLike
+from jax._src.util import canonicalize_axis, prod
+
+ModeResult = namedtuple('ModeResult', ('mode', 'count'))
+
+@_wraps(scipy.stats.mode, lax_description="""\
+Currently the only supported nan_policy is 'propagate'
+""")
+@partial(jit, static_argnames=['axis', 'nan_policy', 'keepdims'])
+def mode(a: ArrayLike, axis: Optional[int] = 0, nan_policy: str = "propagate", keepdims: bool = False) -> ModeResult:
+  _check_arraylike("mode", a)
+  x = jnp.atleast_1d(a)
+
+  if nan_policy not in ["propagate", "omit", "raise"]:
+    raise ValueError(
+      f"Illegal nan_policy value {nan_policy!r}; expected one of "
+      "{'propoagate', 'omit', 'raise'}"
+    )
+  if nan_policy == "omit":
+    # TODO: return answer without nans included.
+    raise NotImplementedError(
+      f"Logic for `nan_policy` of {nan_policy} is not implemented"
+    )
+  if nan_policy == "raise":
+    raise NotImplementedError(
+      "In order to best JIT compile `mode`, we cannot know whether `x` contains nans. "
+      "Please check if nans exist in `x` outside of the `mode` function."
+    )
+
+  input_shape = x.shape
+  if keepdims:
+    if axis is None:
+      output_shape = tuple(1 for i in input_shape)
+    else:
+      output_shape = tuple(1 if i == axis else s for i, s in enumerate(input_shape))
+  else:
+    if axis is None:
+      output_shape = ()
+    else:
+      output_shape = tuple(s for i, s in enumerate(input_shape) if i != axis)
+
+  if axis is None:
+    axis = 0
+    x = x.ravel()
+
+  def _mode_helper(x: jnp.ndarray) -> Tuple[jnp.ndarray, jnp.ndarray]:
+    """Helper function to return mode and count of a given array."""
+    if x.size == 0:
+      return jnp.array(jnp.nan, dtype=dtypes.canonicalize_dtype(jnp.float_)), jnp.array(jnp.nan, dtype=dtypes.canonicalize_dtype(jnp.float_))
+    else:
+      vals, counts = jnp.unique(x, return_counts=True, size=x.size)
+      return vals[jnp.argmax(counts)], counts.max()
+
+  axis = canonicalize_axis(axis, x.ndim)
+  x = jnp.moveaxis(x, axis, 0)
+  x = x.reshape(x.shape[0], prod(x.shape[1:]))
+  vals, counts = vmap(_mode_helper, in_axes=1)(x)
+  return ModeResult(vals.reshape(output_shape), counts.reshape(output_shape))

jax/scipy/stats/__init__.py

@@ -33,3 +33,4 @@ from jax.scipy.stats import chi2 as chi2
 from jax.scipy.stats import betabinom as betabinom
 from jax.scipy.stats import gennorm as gennorm
 from jax._src.scipy.stats.kde import gaussian_kde as gaussian_kde
+from jax._src.scipy.stats._core import mode as mode

tests/scipy_stats_test.py

@@ -20,15 +20,19 @@ from absl.testing import absltest
 
 import numpy as np
 import scipy.stats as osp_stats
+import scipy.version
 
 import jax
-from jax._src import test_util as jtu, tree_util
+from jax._src import dtypes, test_util as jtu, tree_util
 from jax.scipy import stats as lsp_stats
 from jax.scipy.special import expit
 
 from jax.config import config
 config.parse_flags_with_absl()
 
+scipy_version = tuple(map(int, scipy.version.version.split('.')[:3]))
+numpy_version = tuple(map(int, np.version.version.split('.')[:3]))
+
 all_shapes = [(), (4,), (3, 4), (3, 1), (1, 4), (2, 1, 4)]
 one_and_two_dim_shapes = [(4,), (3, 4), (3, 1), (1, 4)]
 
@@ -880,5 +884,73 @@ class LaxBackedScipyStatsTests(jtu.JaxTestCase):
     tree_util.tree_map(lambda a, b: self.assertAllClose(a, b), kde, kde2)
     self.assertAllClose(evaluate_kde(kde, x), kde.evaluate(x))
 
+  @jtu.sample_product(
+    [dict(shape=shape, axis=axis)
+      for shape, axis in (
+        ((0,), None),
+        ((0,), 0),
+        ((7,), None),
+        ((7,), 0),
+        ((47, 8), None),
+        ((47, 8), 0),
+        ((47, 8), 1),
+        ((0, 2, 3), None),
+        ((0, 2, 3), 0),
+        ((0, 2, 3), 1),
+        ((0, 2, 3), 2),
+        ((10, 5, 21), None),
+        ((10, 5, 21), 0),
+        ((10, 5, 21), 1),
+        ((10, 5, 21), 2),
+      )
+    ],
+    dtype=jtu.dtypes.integer + jtu.dtypes.floating,
+    contains_nans=[True, False],
+    keepdims=[True, False]
+  )
+  def testMode(self, shape, dtype, axis, contains_nans, keepdims):
+    if scipy_version < (1, 9, 0) and keepdims != True:
+      self.skipTest("scipy < 1.9.0 only support keepdims == True")
+    if numpy_version < (1, 21, 0) and contains_nans:
+      self.skipTest("numpy < 1.21.0 only support contains_nans == False")
+
+    if contains_nans:
+      rng = jtu.rand_some_nan(self.rng())
+    else:
+      rng = jtu.rand_default(self.rng())
+    args_maker = lambda: [rng(shape, dtype)]
+
+    def scipy_mode_wrapper(a, axis=0, nan_policy='propagate', keepdims=None):
+      """Wrapper to manage the shape discrepancies between scipy and jax"""
+      if scipy_version < (1, 9, 0) and a.size == 0 and keepdims == True:
+        if axis == None:
+          output_shape = tuple(1 for _ in a.shape)
+        else:
+          output_shape = tuple(1 if i == axis else s for i, s in enumerate(a.shape))
+        return (np.full(output_shape, np.nan, dtype=dtypes.canonicalize_dtype(jax.numpy.float_)),
+                np.full(output_shape, np.nan, dtype=dtypes.canonicalize_dtype(jax.numpy.float_)))
+
+      if scipy_version < (1, 9, 0):
+        result = osp_stats.mode(a, axis=axis, nan_policy=nan_policy)
+      else:
+        result = osp_stats.mode(a, axis=axis, nan_policy=nan_policy, keepdims=keepdims)
+
+      if a.size != 0 and axis == None and keepdims == True:
+        output_shape = tuple(1 for _ in a.shape)
+        return (result.mode.reshape(output_shape), result.count.reshape(output_shape))
+      return result
+
+    scipy_fun = partial(scipy_mode_wrapper, axis=axis, keepdims=keepdims)
+    scipy_fun = jtu.ignore_warning(category=RuntimeWarning,
+                                   message="Mean of empty slice.*")(scipy_fun)
+    scipy_fun = jtu.ignore_warning(category=RuntimeWarning,
+                                   message="invalid value encountered.*")(scipy_fun)
+    lax_fun = partial(lsp_stats.mode, axis=axis, keepdims=keepdims)
+    tol_spec = {np.float32: 2e-4, np.float64: 5e-6}
+    tol = jtu.tolerance(dtype, tol_spec)
+    self._CheckAgainstNumpy(scipy_fun, lax_fun, args_maker, check_dtypes=False,
+                            tol=tol)
+    self._CompileAndCheck(lax_fun, args_maker, rtol=tol)
+
 if __name__ == "__main__":
   absltest.main(testLoader=jtu.JaxTestLoader())