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usr
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lib64
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python3.6
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site-packages
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torch
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include
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ATen
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core
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/usr/local/lib64/python3.6/site-packages/torch/include/ATen/core
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/usr/local/lib64/python3.6/site-packages/torch/include/ATen/core/DistributionsHelper.h
(12594B)
#pragma once #include <ATen/core/Array.h> #include <ATen/core/TransformationHelper.h> #include <c10/util/Half.h> #include <c10/util/BFloat16.h> #include <c10/util/MathConstants.h> #include <c10/util/Optional.h> #include <c10/macros/Macros.h> #include <type_traits> #include <limits> #include <cmath> /** * Distributions kernel adapted from THRandom.cpp * The kernels try to follow std::random distributions signature * For instance: in ATen * auto gen = at::detail::createCPUGenerator(); * at::uniform_real_distribution<double> uniform(0, 1); * auto sample = uniform(gen.get()); * * vs std::random * * std::mt19937 gen; * std::uniform_real_distribution uniform(0, 1); * auto sample = uniform(gen); */ namespace at { namespace { /** * Samples a discrete uniform distribution in the range [base, base+range) of type T */ template <typename T> struct uniform_int_from_to_distribution { C10_HOST_DEVICE inline uniform_int_from_to_distribution(uint64_t range, int64_t base) { range_ = range; base_ = base; } template <typename RNG> C10_HOST_DEVICE inline T operator()(RNG generator) { if (( std::is_same<T, int64_t>::value || std::is_same<T, double>::value || std::is_same<T, float>::value || std::is_same<T, at::BFloat16>::value) && range_ >= 1ULL << 32) { return transformation::uniform_int_from_to<T>(generator->random64(), range_, base_); } else { return transformation::uniform_int_from_to<T>(generator->random(), range_, base_); } } private: uint64_t range_; int64_t base_; }; /** * Samples a discrete uniform distribution in the range [min_value(int64_t), max_value(int64_t)] */ template <typename T> struct uniform_int_full_range_distribution { template <typename RNG> C10_HOST_DEVICE inline T operator()(RNG generator) { return transformation::uniform_int_full_range<T>(generator->random64()); } }; /** * Samples a discrete uniform distribution in the range [0, max_value(T)] for integral types * and [0, 2^mantissa] for floating-point types. */ template <typename T> struct uniform_int_distribution { template <typename RNG> C10_HOST_DEVICE inline T operator()(RNG generator) { if (std::is_same<T, double>::value || std::is_same<T, int64_t>::value) { return transformation::uniform_int<T>(generator->random64()); } else { return transformation::uniform_int<T>(generator->random()); } } }; /** * Samples a uniform distribution in the range [from, to) of type T */ template <typename T> struct uniform_real_distribution { C10_HOST_DEVICE inline uniform_real_distribution(T from, T to) { TORCH_CHECK_IF_NOT_ON_CUDA(from <= to); TORCH_CHECK_IF_NOT_ON_CUDA(to - from <= std::numeric_limits<T>::max()); from_ = from; to_ = to; } template <typename RNG> C10_HOST_DEVICE inline dist_acctype<T> operator()(RNG generator){ if(std::is_same<T, double>::value) { return transformation::uniform_real<T>(generator->random64(), from_, to_); } else { return transformation::uniform_real<T>(generator->random(), from_, to_); } } private: T from_; T to_; }; // The SFINAE checks introduced in #39816 looks overcomplicated and must revisited // https://github.com/pytorch/pytorch/issues/40052 #define DISTRIBUTION_HELPER_GENERATE_HAS_MEMBER(member) \ template <typename T> \ struct has_member_##member \ { \ typedef char yes; \ typedef long no; \ template <typename U> static yes test(decltype(&U::member)); \ template <typename U> static no test(...); \ static constexpr bool value = sizeof(test<T>(0)) == sizeof(yes); \ } DISTRIBUTION_HELPER_GENERATE_HAS_MEMBER(next_double_normal_sample); DISTRIBUTION_HELPER_GENERATE_HAS_MEMBER(set_next_double_normal_sample); DISTRIBUTION_HELPER_GENERATE_HAS_MEMBER(next_float_normal_sample); DISTRIBUTION_HELPER_GENERATE_HAS_MEMBER(set_next_float_normal_sample); #define DISTRIBUTION_HELPER_GENERATE_NEXT_NORMAL_METHODS(TYPE) \ \ template <typename RNG, typename ret_type, \ typename std::enable_if_t<( \ has_member_next_##TYPE##_normal_sample<RNG>::value && \ has_member_set_next_##TYPE##_normal_sample<RNG>::value \ ), int> = 0> \ C10_HOST_DEVICE inline bool maybe_get_next_##TYPE##_normal_sample(RNG* generator, ret_type* ret) { \ if (generator->next_##TYPE##_normal_sample()) { \ *ret = *(generator->next_##TYPE##_normal_sample()); \ generator->set_next_##TYPE##_normal_sample(c10::optional<TYPE>()); \ return true; \ } \ return false; \ } \ \ template <typename RNG, typename ret_type, \ typename std::enable_if_t<( \ !has_member_next_##TYPE##_normal_sample<RNG>::value || \ !has_member_set_next_##TYPE##_normal_sample<RNG>::value \ ), int> = 0> \ C10_HOST_DEVICE inline bool maybe_get_next_##TYPE##_normal_sample(RNG* generator, ret_type* ret) { \ return false; \ } \ \ template <typename RNG, typename ret_type, \ typename std::enable_if_t<( \ has_member_set_next_##TYPE##_normal_sample<RNG>::value \ ), int> = 0> \ C10_HOST_DEVICE inline void maybe_set_next_##TYPE##_normal_sample(RNG* generator, ret_type cache) { \ generator->set_next_##TYPE##_normal_sample(cache); \ } \ \ template <typename RNG, typename ret_type, \ typename std::enable_if_t<( \ !has_member_set_next_##TYPE##_normal_sample<RNG>::value \ ), int> = 0> \ C10_HOST_DEVICE inline void maybe_set_next_##TYPE##_normal_sample(RNG* generator, ret_type cache) { \ } DISTRIBUTION_HELPER_GENERATE_NEXT_NORMAL_METHODS(double); DISTRIBUTION_HELPER_GENERATE_NEXT_NORMAL_METHODS(float); /** * Samples a normal distribution using the Box-Muller method * Takes mean and standard deviation as inputs * Note that Box-muller method returns two samples at a time. * Hence, we cache the "next" sample in the CPUGeneratorImpl class. */ template <typename T> struct normal_distribution { C10_HOST_DEVICE inline normal_distribution(T mean_in, T stdv_in) { TORCH_CHECK_IF_NOT_ON_CUDA(stdv_in >= 0, "stdv_in must be positive: ", stdv_in); mean = mean_in; stdv = stdv_in; } template <typename RNG> C10_HOST_DEVICE inline dist_acctype<T> operator()(RNG generator){ dist_acctype<T> ret; // return cached values if available if (std::is_same<T, double>::value) { if (maybe_get_next_double_normal_sample(generator, &ret)) { return transformation::normal(ret, mean, stdv); } } else { if (maybe_get_next_float_normal_sample(generator, &ret)) { return transformation::normal(ret, mean, stdv); } } // otherwise generate new normal values uniform_real_distribution<T> uniform(0.0, 1.0); const dist_acctype<T> u1 = uniform(generator); const dist_acctype<T> u2 = uniform(generator); const dist_acctype<T> r = ::sqrt(static_cast<T>(-2.0) * ::log(static_cast<T>(1.0)-u2)); const dist_acctype<T> theta = static_cast<T>(2.0) * c10::pi<T> * u1; if (std::is_same<T, double>::value) { maybe_set_next_double_normal_sample(generator, r * ::sin(theta)); } else { maybe_set_next_float_normal_sample(generator, r * ::sin(theta)); } ret = r * ::cos(theta); return transformation::normal(ret, mean, stdv); } private: T mean; T stdv; }; template <typename T> struct DiscreteDistributionType { using type = float; }; template <> struct DiscreteDistributionType<double> { using type = double; }; /** * Samples a bernoulli distribution given a probability input */ template <typename T> struct bernoulli_distribution { C10_HOST_DEVICE inline bernoulli_distribution(T p_in) { TORCH_CHECK_IF_NOT_ON_CUDA(p_in >= 0 && p_in <= 1); p = p_in; } template <typename RNG> C10_HOST_DEVICE inline T operator()(RNG generator) { uniform_real_distribution<T> uniform(0.0, 1.0); return transformation::bernoulli<T>(uniform(generator), p); } private: T p; }; /** * Samples a geometric distribution given a probability input */ template <typename T> struct geometric_distribution { C10_HOST_DEVICE inline geometric_distribution(T p_in) { TORCH_CHECK_IF_NOT_ON_CUDA(p_in > 0 && p_in < 1); p = p_in; } template <typename RNG> C10_HOST_DEVICE inline T operator()(RNG generator) { uniform_real_distribution<T> uniform(0.0, 1.0); return transformation::geometric<T>(uniform(generator), p); } private: T p; }; /** * Samples an exponential distribution given a lambda input */ template <typename T> struct exponential_distribution { C10_HOST_DEVICE inline exponential_distribution(T lambda_in) { lambda = lambda_in; } template <typename RNG> C10_HOST_DEVICE inline T operator()(RNG generator) { uniform_real_distribution<T> uniform(0.0, 1.0); return transformation::exponential<T>(uniform(generator), lambda); } private: T lambda; }; /** * Samples a cauchy distribution given median and sigma as inputs */ template <typename T> struct cauchy_distribution { C10_HOST_DEVICE inline cauchy_distribution(T median_in, T sigma_in) { median = median_in; sigma = sigma_in; } template <typename RNG> C10_HOST_DEVICE inline T operator()(RNG generator) { uniform_real_distribution<T> uniform(0.0, 1.0); return transformation::cauchy<T>(uniform(generator), median, sigma); } private: T median; T sigma; }; /** * Samples a lognormal distribution * Takes mean and standard deviation as inputs * Outputs two samples at a time */ template <typename T> struct lognormal_distribution { C10_HOST_DEVICE inline lognormal_distribution(T mean_in, T stdv_in) { TORCH_CHECK_IF_NOT_ON_CUDA(stdv_in > 0); mean = mean_in; stdv = stdv_in; } template<typename RNG> C10_HOST_DEVICE inline T operator()(RNG generator){ normal_distribution<T> normal(mean, stdv); return transformation::log_normal<T>(normal(generator)); } private: T mean; T stdv; }; } } // namespace at
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