webppl/src/dists/multivariateBernoulli.js

Probabilistic programming for the web

'use strict';
var ad = require('../ad');
var _ = require('lodash');
var assert = require('assert');
var base = require('./base');
var types = require('../types');
var util = require('../util');
var Tensor = require('../tensor');
function mvBernoulliScore(ps, x) {
    var _x = ad.value(x);
    var _ps = ad.value(ps);
    if (!util.isVector(_x) || !util.tensorEqDim0(_x, _ps)) {
        return -Infinity;
    }
    var xSub1 = ad.tensor.sub(x, 1);
    var pSub1 = ad.tensor.sub(ps, 1);
    return ad.tensor.sumreduce(ad.tensor.log(ad.tensor.add(ad.tensor.mul(x, ps), ad.tensor.mul(xSub1, pSub1))));
}
var MultivariateBernoulli = base.makeDistributionType({
    name: 'MultivariateBernoulli',
    desc: 'Distribution over a vector of independent Bernoulli variables. Each element ' + 'of the vector takes on a value in ``{0, 1}``. Note that this differs from ``Bernoulli`` which ' + 'has support ``{true, false}``.',
    params: [{
            name: 'ps',
            desc: 'probabilities',
            type: types.unitIntervalVector
        }],
    mixins: [base.finiteSupport],
    sample: function () {
        var ps = ad.value(this.params.ps);
        var d = ps.dims[0];
        var x = new Tensor([
            d,
            1
        ]);
        var n = x.length;
        while (n--) {
            x.data[n] = util.random() < ps.data[n];
        }
        return x;
    },
    score: function (x) {
        return mvBernoulliScore(this.params.ps, x);
    },
    support: function () {
        var dims = this.params.ps.dims;
        var d = dims[0];
        var n = Math.pow(2, d);
        return _.times(n, function (x) {
            return new Tensor(dims).fromFlatArray(toBinaryArray(x, d));
        });
    }
});
function toBinaryArray(x, length) {
    assert.ok(x >= 0 && x < Math.pow(2, length));
    var arr = [];
    for (var i = 0; i < length; i++) {
        arr.push(x % 2);
        x = x >> 1;
    }
    return arr;
}
module.exports = { MultivariateBernoulli: MultivariateBernoulli };