Add betabinomial logpmf/pmf and tests

Squash all changes to single commit.  Add betabinom

Add tests for betabinom. nan where undefefined

squash
This commit is contained in:
Demetri 2021-02-05 15:13:09 -05:00
parent cd4138b83d
commit a3ad787402
6 changed files with 91 additions and 0 deletions

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@ -12,6 +12,7 @@ jax 0.2.10 (Unreleased)
* `GitHub commits <https://github.com/google/jax/compare/jax-v0.2.9...master>`__.
* New features:
* :func:`jax.scipy.stats.chi2` is now available as a distribution with logpdf and pdf methods.
* :func:`jax.scipy.stats.betabinom` is now available as a distribution with logpmf and pmf methods.
* Bug fixes:

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@ -129,6 +129,16 @@ jax.scipy.stats.beta
logpdf
pdf
jax.scipy.stats.betabinom
~~~~~~~~~~~~~~~~~~~~
.. automodule:: jax.scipy.stats.betabinom
.. autosummary::
:toctree: _autosummary
logpmf
pmf
jax.scipy.stats.cauchy
~~~~~~~~~~~~~~~~~~~~~~
.. automodule:: jax.scipy.stats.cauchy

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@ -0,0 +1,40 @@
# Copyright 2021 Google LLC
#
# 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
import scipy.stats as osp_stats
from jax import lax
from jax._src.numpy.util import _wraps
from jax._src.numpy.lax_numpy import _promote_args_inexact, _constant_like, where, inf, logical_or, nan
from jax._src.scipy.special import betaln
@_wraps(osp_stats.betabinom.logpmf, update_doc=False)
def logpmf(k, n, a, b, loc=0):
k, n, a, b, loc = _promote_args_inexact("betabinom.logpmf", k, n, a, b, loc)
y = lax.sub(lax.floor(k), loc)
one = _constant_like(y, 1)
zero = _constant_like(y, 0)
combiln = lax.neg(lax.add(lax.log1p(n), betaln(lax.add(lax.sub(n,y), one), lax.add(y,one))))
beta_lns = lax.sub(betaln(lax.add(y,a), lax.add(lax.sub(n,y),b)), betaln(a,b))
log_probs = lax.add(combiln, beta_lns)
y_cond = logical_or(lax.lt(y, lax.neg(loc)), lax.gt(y, lax.sub(n, loc)))
log_probs = where(y_cond, -inf, log_probs)
n_a_b_cond = logical_or(logical_or(lax.lt(n, one), lax.lt(a, zero)), lax.lt(b, zero))
return where(n_a_b_cond, nan, log_probs)
@_wraps(osp_stats.betabinom.pmf, update_doc=False)
def pmf(k, n, a, b, loc=0):
return lax.exp(logpmf(k, n, a, b, loc))

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@ -29,3 +29,4 @@ from . import poisson
from . import t
from . import uniform
from . import chi2
from . import betabinom

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@ -0,0 +1,20 @@
# Copyright 2021 Google LLC
#
# 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.
# flake8: noqa: F401
from jax._src.scipy.stats.betabinom import (
logpmf,
pmf,
)

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@ -420,6 +420,25 @@ class LaxBackedScipyStatsTests(jtu.JaxTestCase):
tol=5e-4)
self._CompileAndCheck(lax_fun, args_maker)
@genNamedParametersNArgs(5)
def testBetaBinomLogPmf(self, shapes, dtypes):
rng = jtu.rand_positive(self.rng())
scipy_fun = osp_stats.betabinom.logpmf
lax_fun = lsp_stats.betabinom.logpmf
def args_maker():
k, n, a, b, loc = map(rng, shapes, dtypes)
k = np.floor(k)
n = np.ceil(n)
a = np.clip(a, a_min = 0.1, a_max = None)
b = np.clip(a, a_min = 0.1, a_max = None)
loc = np.floor(loc)
return [k, n, a, b, loc]
self._CheckAgainstNumpy(scipy_fun, lax_fun, args_maker, check_dtypes=False,
tol=5e-4)
self._CompileAndCheck(lax_fun, args_maker, rtol=1e-5, atol=1e-5)
def testIssue972(self):
self.assertAllClose(
np.ones((4,), np.float32),