198 Commits

Author SHA1 Message Date
jiayaobo
6d184459ef add random.triangular and random.lognormal
add random.triangular and random.lognormal

add random.triangular and random.lognormal
2023-08-05 12:27:53 +08:00
Roy Frostig
b7b90e62e3 add new random key constructor
This constructor unconditionally returns a typed key array, regardless
of the value of `jax.config.enable_custom_prng`. We can switch to
referring to it in randomness docs and tutorials as we complete the
typed key upgrade.
2023-05-22 11:35:10 -07:00
Roy Frostig
ea3389205f add jax.random.bits 2023-05-03 06:10:05 -07:00
Matthew Johnson
a7f5e07549 update prng docs to mention jax_threefry_partitionable
fixes #15484
2023-04-07 22:55:15 -07:00
jiayaobo
924894e85c add geometric random gen
add geom random

add geom random

add geom random

add geom random
2023-03-30 02:08:04 +08:00
jiayaobo
f7a14d65d2 add wald random generator
add wald to random.py
2023-03-22 11:06:59 +08:00
jiayaobo
05c47033b2 add rayleigh distribution to random.py
add rayleigh distribution to random.py

add rayleigh distribution to random.py

add rayleigh to random.py
2023-03-14 09:55:54 +08:00
jiayaobo
fdf8ac18d6 add random.chisquare and random.f
add chi2 and F random variables methods

add chi2 and F random variables methods

fix F rv shape broadcasting

fix shape broadcasting
2023-03-01 15:03:50 +08:00
Jake VanderPlas
26f2f97805 Document why 'import name as name' is used 2022-12-14 15:07:04 -08:00
Yash Katariya
a419e1917a Use jax.Array by default for doctests
PiperOrigin-RevId: 488719467
2022-11-15 11:52:22 -08:00
Peter Hawkins
cd84eb10a6 Add a number of missing function cross-references in the docs. 2022-11-07 12:00:26 -05:00
Matthew Johnson
478bd3ea4e fix comparison table in random docs
1. rbg is not identical across cpu/gpu/tpu;
2. the unsafe_rbg column copied the jax.lax.rng_uniform column from the original table, but that wasnt right, as it should be identical to the rbg column;
3. for the last row mentioning identical across shardings, we should mention that's assuming the xla flag

Also removed some rows which are only interesting in comparing to `jax.lax.rng_uniform` (which is not safe with `scan` or `remat`).

Co-authored-by: Roy Frostig <frostig@google.com>
2022-11-03 13:10:54 -07:00
Peter Hawkins
ba557d5e1b Change JAX's copyright attribution from "Google LLC" to "The JAX Authors.".
See https://opensource.google/documentation/reference/releasing/contributions#copyright for more details.

PiperOrigin-RevId: 476167538
2022-09-22 12:27:19 -07:00
Roy Frostig
0d3630b349 add key_data to jax.random for key array unwrapping
This is often useful in testing and debugging. Its more dangerous
inverse, wrapping, remains internal only.
2022-08-31 09:23:11 -07:00
Roy Frostig
6071a8f875 roll-forward #11952, take 2
Now with:
* resetting the `random.PRNGKeyArray` type during Python typechecks
* zeroing JVP rules for random primitives
* temporarily skipping vmap-of-pmap test with keys under `config.jax_array`

PiperOrigin-RevId: 469276609
2022-08-22 13:57:31 -07:00
jax authors
3a2f25ff31 roll-forward #11952
... with a small adjustment, resetting the `random.PRNGKeyArray` type
during Python typechecking.

PiperOrigin-RevId: 468840334
2022-08-19 21:02:18 -07:00
Roy Frostig
9789e83b26 roll-forward #11952
... with a small adjustment, resetting the `random.PRNGKeyArray` type
during Python typechecking.

PiperOrigin-RevId: 468835674
2022-08-19 20:12:32 -07:00
jax authors
a6c6416872 Internal change
PiperOrigin-RevId: 468712508
2022-08-19 08:56:49 -07:00
Roy Frostig
7f06df1ea1 introduce key-element-type arrays and overhaul the Python PRNG key array type
Before this change, the Python PRNG key array was a pytree type
wrapping a `uint32` array. This was a stopgap that misbehaved under
`vmap`, `scan`, and even `jax.tree_map`. For a while, we thought we
might rely on something like the typeclass mechanisms in development
(e.g. `vmappable`) to move away from a pytree.

We're now taking a different approach: introducing key element types
into our IR and other internal machinery. During staging, we map
user-facing PRNG key arrays to abstract arrays such element type.

This leans heavily on our recently-introduced extended element type
capabilities.

As a consequence, `vmap`, `scan`, etc. now work.

A sample of changes made to introduce key-element-type arrays:

* Introduce a new element type (`prng.KeyTy`), with the requisite IR
  type mapping and device result handlers, as well as lowering rules
  for dtype-polymorphic primitive operations.

* Introduce primitives for basic RNG operations: `random_seed`,
  `random_bits`, `random_split`, `random_fold_in`. These primitives
  essentially delegate to the underlying PRNG implementation (directly
  so in their impl rules, and by translating their staged-out form in
  lowering rules).

* Also introduce `random_wrap` and `random_unwrap` for "unsafe"
  conversion from/to the base `uint32` array. We need this backwards
  compatibility, and it's useful for tests.

* Introduce some `vmap`-based helpers to adapt PRNG impls (which
  define basic `random_bits`, `split`, etc. on scalars) to the above
  batch-polymorphic primitives. Most of the primitives are vectorized,
  but `random_fold_in` is a broadcasting binary op.

* Update the `gamma` primitive rules to account for key-element-type
  abstract arrays (nice simplification here).

* Give PRNG implementation short string names ("tags") for IR
  pretty-printing.

* Update `lax.stop_gradient` to handle opaque dtypes.

* Fix up loop MLIR lowering, which assumed that shaped arrays of all
  dtypes have the same physical shape.

* Add new tests (exercising staging, jaxprs, lowerings, ...)

A sample of changes made to rework Python-level PRNG key arrays:

* Mimic `isinstance(x, KeyArray)` checks on abstract key arrays and
  tracers that carry them.

* Patch (only a subset of) standard device array attributes onto PRNG
  key arrays.

* Implement various conversion handlers (sharding, constant-creation,
  `device_put`).

* Accept PRNG key arrays as input to `lax_numpy.transpose`.

* Update tests and rename some internals.

A sample of extra changes along the way:

* Disallow AD on key-typed arrays in the main API.

* Hoist `random_bits`'s named-shape-handling logic, which used to only
  take place in the threefry PRNG's `random_bits` implementation, up
  to the new `random_bits` traceable, so that we apply it consistently
  across PRNG implementations.

This change leaves some unwanted `lax` and `jax.numpy` operations
superficially available on key arrays during tracing/staging
(e.g. under `jit`), though not outside of it. We ultimately want to
disallow these and raise useful errors, and I'm leaving that for
follow-up work. For now, applying such operations under `jit` may
result in downstream errors in the middle-end instead.

Everything here is still guarded by `config.jax_enable_custom_prng`,
whose default setting hasn't changed (it is off).
2022-08-18 21:46:55 -07:00
Peter Hawkins
71b29b1cc6 Create JAX Enhancement Proposals (JEPs).
Migrate existing design documents to JEPs.
2022-08-08 16:13:58 -04:00
James Bradbury
64eb46a172
Fix RST formatting in random.py docstring 2022-07-11 02:51:35 -07:00
Tamara Norman
bc9c4b77d0 Adjust docs to account for what the actual current RNG behavior is
PiperOrigin-RevId: 459712928
2022-07-08 02:55:36 -07:00
carlosgmartin
ca83a80f95 Added random.generalized_normal and random.ball. 2022-06-03 15:11:29 -04:00
Carlos Martin
b276c31b75 Added random.orthogonal. 2022-04-29 14:20:50 -04:00
Jake VanderPlas
5782210174 CI: fix flake8 ignore declarations 2022-04-21 13:44:12 -07:00
Jeppe Klitgaard
342923335a fix: explicit reexport
Explicitly reexports PRNGKeyArray as KeyArray in accordance with PEP 484

See also: https://github.com/python/mypy/issues/11706
2022-04-19 17:54:32 +01:00
Jean-Baptiste
46a666c448 Improve the random module documentation. 2022-04-15 10:49:52 +02:00
Jake VanderPlas
69969ef803 add random.loggamma and improve dirichlet & beta implementation 2022-03-21 08:33:11 -07:00
Roy Frostig
026b91b85d add random.default_prng_impl to retrieve the default PRNG implementation 2022-01-12 19:13:14 -08:00
Roy Frostig
98d245ebb4 add a config setting to control the default PRNG implementation
Also add explicit seeding functions for each PRNG implementation.
2021-10-07 21:22:40 -07:00
jax authors
47b40e001d Merge pull request #7847 from google:prng-type
PiperOrigin-RevId: 396661434
2021-09-14 12:55:28 -07:00
Jake VanderPlas
245581411e Add PEP484-compatible export for jax and its subpackages 2021-09-13 14:08:48 -07:00
Roy Frostig
9134794ddf expose random key array type
This is meant to allow for downstream type annotations and checking
(e.g. via `isinstance`).
2021-09-07 16:30:13 -07:00
Roy Frostig
4eb437a568 alias prng.threefry_2x32 in random and warn of move
Some call this, apparently.
2021-08-19 20:43:11 -07:00
Roy Frostig
aa265cce95 introduce custom PRNG implementations and an array-like adapter for them
A PRNG implementation is determined by a key shape and a set of basic
functions on such a key: seed, split, random_bits, and fold_in.

A PRNG implementation can then by lifted to an array-of-keys-like
object. Namely, a new internal pytree class PRNGKeyArray wraps the
implementation and maintains an array of keys of the right shape. This
array-like object is the new "key" that gets passed around the various
functions in the public random API (e.g. `random.uniform`,
`random.normal`, ...). So the PRNGKeyArray class really serves two
purposes at once:

1. To adapt key implementations into "arrays" of such keys.
2. To carry a reference to the PRNG implementation around and delegate
   back to it from the functions in random.
2021-08-19 20:43:11 -07:00
Roy Frostig
b4ccecca88 factor PRNG routines from random module to prng 2021-08-17 19:27:31 -07:00
George Necula
6a48c60a72 Rename master to main in embedded links.
Tried to avoid the change on external links to repos that
have not yet renamed master.
2021-06-18 10:00:01 +03:00
Jake VanderPlas
8e789c7380 Run doctest on all source files except jax2tf 2021-04-05 10:39:59 -07:00
Jake VanderPlas
4ae393f8a8 DOC: fix jax.random documentation 2020-11-20 16:41:32 -08:00
Peter Hawkins
77827538b4 [JAX] Move contents of jax.random into jax._src.random.
PiperOrigin-RevId: 343305017
2020-11-19 09:22:59 -08:00
Cloud Han
a6acce58e0 Build on Windows
1. Build on Windows

2. Fix OverflowError

    When calling `key = random.PRNGKey(0)` OverflowError: Python int too
    large to convert to C long for casting value 4294967295 (0xFFFFFFFF)
    from python int to int32.

3. fix file path in regex of errors_test

4. handle ValueError of os.path.commonpath
2020-11-19 23:33:06 +08:00
Jake VanderPlas
18228f45cb PRNGSeed: ensure JIT invariance for valid inputs. 2020-11-12 09:06:24 -08:00
Matthew Johnson
9ba28d2634 Copybara import of the project:
--
ced333d1d4aec2825e9afd81c2ca9721b7e3cc67 by Matthew Johnson <mattjj@google.com>:

redo #4535 lazy simplification

PiperOrigin-RevId: 338670328
2020-10-23 07:35:01 -07:00
Matthew Johnson
fcaced32aa Copybara import of the project:
--
ced333d1d4aec2825e9afd81c2ca9721b7e3cc67 by Matthew Johnson <mattjj@google.com>:

redo #4535 lazy simplification

PiperOrigin-RevId: 338606348
2020-10-22 21:18:22 -07:00
Matthew Johnson
ced333d1d4 redo #4535 lazy simplification 2020-10-22 16:56:29 -07:00
Peter Hawkins
aa107cf1f4 Move jax.numpy internals into jax._src.numpy. 2020-10-16 20:35:19 -04:00
Matthew Johnson
f553ed24e1 Temporary rollback of #4535 pending a possible XLA bug it exposed in an internal test.
PiperOrigin-RevId: 337219426
2020-10-14 18:52:13 -07:00
jax authors
fb01f59020 Merge pull request #4535 from google:lazy-simplification
PiperOrigin-RevId: 337183224
2020-10-14 15:16:50 -07:00
Matthew Johnson
990dc57deb Merge remote-tracking branch 'origin/master' into lazy-simplification 2020-10-14 14:52:16 -07:00
Peter Hawkins
1d4c53cef9 Fix CUDA launch error when generating an empty PRNG array. 2020-10-14 14:33:56 -04:00