webppl/src/dists/tensorLaplace.js

Probabilistic programming for the web

'use strict';
var ad = require('../ad');
var _ = require('lodash');
var base = require('./base');
var types = require('../types');
var util = require('../util');
var Tensor = require('../tensor');
var laplace = require('./laplace');
var T = ad.tensor;
function sample(location, scale, dims) {
    var x = new Tensor(dims);
    var n = x.length;
    while (n--) {
        x.data[n] = laplace.sample(location, scale);
    }
    return x;
}
function score(location, scale, dims, x) {
    var _x = ad.value(x);
    if (!util.isTensor(_x) || !_.isEqual(_x.dims, dims)) {
        return ad.scalar.neg(Infinity);
    }
    var l = _x.length;
    var ln2b = ad.scalar.mul(l, ad.scalar.log(ad.scalar.mul(2, scale)));
    var xMuB = ad.scalar.div(T.sumreduce(T.abs(T.sub(x, location))), scale);
    return ad.scalar.mul(ad.scalar.neg(1), ad.scalar.add(ln2b, xMuB));
}
var TensorLaplace = base.makeDistributionType({
    name: 'TensorLaplace',
    desc: 'Distribution over a tensor of independent Laplace variables.',
    params: [
        {
            name: 'location',
            desc: '',
            type: types.unboundedReal
        },
        {
            name: 'scale',
            desc: '',
            type: types.positiveReal
        },
        {
            name: 'dims',
            desc: 'dimension of tensor',
            type: types.array(types.positiveInt)
        }
    ],
    mixins: [base.continuousSupport],
    sample: function () {
        var location = ad.value(this.params.location);
        var scale = ad.value(this.params.scale);
        var dims = this.params.dims;
        return sample(location, scale, dims);
    },
    score: function (x) {
        return score(this.params.location, this.params.scale, this.params.dims, x);
    },
    base: function () {
        var dims = this.params.dims;
        return new TensorLaplace({
            location: 0,
            scale: 1,
            dims: dims
        });
    },
    transform: function (x) {
        var location = this.params.location;
        var scale = this.params.scale;
        return ad.tensor.add(ad.tensor.mul(x, scale), location);
    }
});
module.exports = { TensorLaplace: TensorLaplace };