Python array_ops.matrix_diag_part函数代码示例

 def testRectangular(self):
   with self.session(use_gpu=True):
     mat = np.array([[1.0, 2.0, 3.0], [4.0, 5.0, 6.0]])
     mat_diag = array_ops.matrix_diag_part(mat)
     self.assertAllEqual(mat_diag.eval(), np.array([1.0, 5.0]))
     mat = np.array([[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]])
     mat_diag = array_ops.matrix_diag_part(mat)
     self.assertAllEqual(mat_diag.eval(), np.array([1.0, 4.0]))

 def _variance(self):
   if distribution_util.is_diagonal_scale(self.scale):
     return math_ops.square(self.scale.diag_part())
   elif (isinstance(self.scale, linalg.LinearOperatorLowRankUpdate) and
         self.scale.is_self_adjoint):
     return array_ops.matrix_diag_part(
         self.scale.matmul(self.scale.to_dense()))
   else:
     return array_ops.matrix_diag_part(
         self.scale.matmul(self.scale.to_dense(), adjoint_arg=True))

 def _stddev(self):
   if distribution_util.is_diagonal_scale(self.scale):
     return np.sqrt(2) * math_ops.abs(self.scale.diag_part())
   elif (isinstance(self.scale, linalg.LinearOperatorUDVHUpdate)
         and self.scale.is_self_adjoint):
     return np.sqrt(2) * math_ops.sqrt(array_ops.matrix_diag_part(
         self.scale.matmul(self.scale.to_dense())))
   else:
     return np.sqrt(2) * math_ops.sqrt(array_ops.matrix_diag_part(
         self.scale.matmul(self.scale.to_dense(), adjoint_arg=True)))

 def _stddev(self):
   if (isinstance(self.scale, linalg.LinearOperatorIdentity) or
       isinstance(self.scale, linalg.LinearOperatorScaledIdentity) or
       isinstance(self.scale, linalg.LinearOperatorDiag)):
     return math_ops.abs(self.scale.diag_part())
   elif (isinstance(self.scale, linalg.LinearOperatorUDVHUpdate)
         and self.scale.is_self_adjoint):
     return math_ops.sqrt(array_ops.matrix_diag_part(
         self.scale.apply(self.scale.to_dense())))
   else:
     # TODO(b/35040238): Remove transpose once LinOp supports `transpose`.
     return math_ops.sqrt(array_ops.matrix_diag_part(
         self.scale.apply(array_ops.matrix_transpose(self.scale.to_dense()))))

  def testSample(self):
    with self.test_session():
      scale = make_pd(1., 2)
      df = 4

      chol_w = distributions.WishartCholesky(
          df, chol(scale), cholesky_input_output_matrices=False)

      x = chol_w.sample(1, seed=42).eval()
      chol_x = [chol(x[0])]

      full_w = distributions.WishartFull(
          df, scale, cholesky_input_output_matrices=False)
      self.assertAllClose(x, full_w.sample(1, seed=42).eval())

      chol_w_chol = distributions.WishartCholesky(
          df, chol(scale), cholesky_input_output_matrices=True)
      self.assertAllClose(chol_x, chol_w_chol.sample(1, seed=42).eval())
      eigen_values = array_ops.matrix_diag_part(
          chol_w_chol.sample(
              1000, seed=42))
      np.testing.assert_array_less(0., eigen_values.eval())

      full_w_chol = distributions.WishartFull(
          df, scale, cholesky_input_output_matrices=True)
      self.assertAllClose(chol_x, full_w_chol.sample(1, seed=42).eval())
      eigen_values = array_ops.matrix_diag_part(
          full_w_chol.sample(
              1000, seed=42))
      np.testing.assert_array_less(0., eigen_values.eval())

      # Check first and second moments.
      df = 4.
      chol_w = distributions.WishartCholesky(
          df=df,
          scale=chol(make_pd(1., 3)),
          cholesky_input_output_matrices=False)
      x = chol_w.sample(10000, seed=42)
      self.assertAllEqual((10000, 3, 3), x.get_shape())

      moment1_estimate = math_ops.reduce_mean(x, reduction_indices=[0]).eval()
      self.assertAllClose(chol_w.mean().eval(), moment1_estimate, rtol=0.05)

      # The Variance estimate uses the squares rather than outer-products
      # because Wishart.Variance is the diagonal of the Wishart covariance
      # matrix.
      variance_estimate = (math_ops.reduce_mean(
          math_ops.square(x), reduction_indices=[0]) -
                           math_ops.square(moment1_estimate)).eval()
      self.assertAllClose(
          chol_w.variance().eval(), variance_estimate, rtol=0.05)

 def _maybe_attach_assertion(x):
   if not validate_args:
     return x
   if assert_positive:
     return control_flow_ops.with_dependencies([
         check_ops.assert_positive(
             array_ops.matrix_diag_part(x),
             message="diagonal part must be positive"),
     ], x)
   return control_flow_ops.with_dependencies([
       check_ops.assert_none_equal(
           array_ops.matrix_diag_part(x),
           array_ops.zeros([], x.dtype),
           message="diagonal part must be non-zero"),
   ], x)

 def _variance(self):
   x = math_ops.sqrt(self.df) * self.scale_operator_pd.to_dense()
   d = array_ops.expand_dims(array_ops.matrix_diag_part(x), -1)
   v = math_ops.square(x) + math_ops.matmul(d, d, adjoint_b=True)
   if self.cholesky_input_output_matrices:
     return linalg_ops.cholesky(v)
   return v

 def testSquare(self):
   with self.session(use_gpu=True):
     v = np.array([1.0, 2.0, 3.0])
     mat = np.diag(v)
     mat_diag = array_ops.matrix_diag_part(mat)
     self.assertEqual((3,), mat_diag.get_shape())
     self.assertAllEqual(mat_diag.eval(), v)

 def testCovarianceFromSampling(self):
   alpha = np.array([[1., 2, 3],
                     [2.5, 4, 0.01]], dtype=np.float32)
   with self.test_session() as sess:
     dist = dirichlet_lib.Dirichlet(alpha)  # batch_shape=[2], event_shape=[3]
     x = dist.sample(int(250e3), seed=1)
     sample_mean = math_ops.reduce_mean(x, 0)
     x_centered = x - sample_mean[None, ...]
     sample_cov = math_ops.reduce_mean(math_ops.matmul(
         x_centered[..., None], x_centered[..., None, :]), 0)
     sample_var = array_ops.matrix_diag_part(sample_cov)
     sample_stddev = math_ops.sqrt(sample_var)
     [
         sample_mean_,
         sample_cov_,
         sample_var_,
         sample_stddev_,
         analytic_mean,
         analytic_cov,
         analytic_var,
         analytic_stddev,
     ] = sess.run([
         sample_mean,
         sample_cov,
         sample_var,
         sample_stddev,
         dist.mean(),
         dist.covariance(),
         dist.variance(),
         dist.stddev(),
     ])
     self.assertAllClose(sample_mean_, analytic_mean, atol=0., rtol=0.04)
     self.assertAllClose(sample_cov_, analytic_cov, atol=0., rtol=0.06)
     self.assertAllClose(sample_var_, analytic_var, atol=0., rtol=0.03)
     self.assertAllClose(sample_stddev_, analytic_stddev, atol=0., rtol=0.02)

def logdet(matrix, name=None):
  """Computes log of the determinant of a hermitian positive definite matrix.

  ```python
  # Compute the determinant of a matrix while reducing the chance of over- or
  underflow:
  A = ... # shape 10 x 10
  det = tf.exp(tf.logdet(A))  # scalar
  ```

  Args:
    matrix:  A `Tensor`. Must be `float16`, `float32`, `float64`, `complex64`,
      or `complex128` with shape `[..., M, M]`.
    name:  A name to give this `Op`.  Defaults to `logdet`.

  Returns:
    The natural log of the determinant of `matrix`.

  @compatibility(numpy)
  Equivalent to numpy.linalg.slogdet, although no sign is returned since only
  hermitian positive definite matrices are supported.
  @end_compatibility
  """
  # This uses the property that the log det(A) = 2*sum(log(real(diag(C))))
  # where C is the cholesky decomposition of A.
  with ops.name_scope(name, 'logdet', [matrix]):
    chol = gen_linalg_ops.cholesky(matrix)
    return 2.0 * math_ops.reduce_sum(
        math_ops.log(math_ops.real(array_ops.matrix_diag_part(chol))),
        reduction_indices=[-1])

 def _forward_log_det_jacobian(self, x):
   # We formulate the Jacobian with respect to the flattened matrices
   # `vec(x)` and `vec(y)`. Suppose for notational convenience that
   # the first `n` entries of `vec(x)` are the diagonal of `x`, and
   # the remaining `n**2-n` entries are the off-diagonals in
   # arbitrary order. Then the Jacobian is a block-diagonal matrix,
   # with the Jacobian of the diagonal bijector in the first block,
   # and the identity Jacobian for the remaining entries (since this
   # bijector acts as the identity on non-diagonal entries):
   #
   # J_vec(x) (vec(y)) =
   # -------------------------------
   # | J_diag(x) (diag(y))      0  | n entries
   # |                             |
   # | 0                        I  | n**2-n entries
   # -------------------------------
   #   n                     n**2-n
   #
   # Since the log-det of the second (identity) block is zero, the
   # overall log-det-jacobian is just the log-det of first block,
   # from the diagonal bijector.
   #
   # Note that for elementwise operations (exp, softplus, etc) the
   # first block of the Jacobian will itself be a diagonal matrix,
   # but our implementation does not require this to be true.
   return self._diag_bijector.forward_log_det_jacobian(
       array_ops.matrix_diag_part(x), event_ndims=1)

def entropy_matched_cauchy_scale(covariance):
  """Approximates a similar Cauchy distribution given a covariance matrix.

  Since Cauchy distributions do not have moments, entropy matching provides one
  way to set a Cauchy's scale parameter in a way that provides a similar
  distribution. The effect is dividing the standard deviation of an independent
  Gaussian by a constant very near 3.

  To set the scale of the Cauchy distribution, we first select the diagonals of
  `covariance`. Since this ignores cross terms, it overestimates the entropy of
  the Gaussian. For each of these variances, we solve for the Cauchy scale
  parameter which gives the same entropy as the Gaussian with that
  variance. This means setting the (univariate) Gaussian entropy
      0.5 * ln(2 * variance * pi * e)
  equal to the Cauchy entropy
      ln(4 * pi * scale)
  Solving, we get scale = sqrt(variance * (e / (8 pi))).

  Args:
    covariance: A [batch size x N x N] batch of covariance matrices to produce
        Cauchy scales for.
  Returns:
    A [batch size x N] set of Cauchy scale parameters for each part of the batch
    and each dimension of the input Gaussians.
  """
  return math_ops.sqrt(math.e / (8. * math.pi) *
                       array_ops.matrix_diag_part(covariance))

 def _to_dense(self):
   normalized_axis = self.reflection_axis / linalg.norm(
       self.reflection_axis, axis=-1, keepdims=True)
   mat = normalized_axis[..., array_ops.newaxis]
   matrix = -2 * math_ops.matmul(mat, mat, adjoint_b=True)
   return array_ops.matrix_set_diag(
       matrix, 1. + array_ops.matrix_diag_part(matrix))

def matrix_diag_transform(matrix, transform=None, name=None):
  """Transform diagonal of [batch-]matrix, leave rest of matrix unchanged.

  Create a trainable covariance defined by a Cholesky factor:

  ```python
  # Transform network layer into 2 x 2 array.
  matrix_values = tf.contrib.layers.fully_connected(activations, 4)
  matrix = tf.reshape(matrix_values, (batch_size, 2, 2))

  # Make the diagonal positive.  If the upper triangle was zero, this would be a
  # valid Cholesky factor.
  chol = matrix_diag_transform(matrix, transform=tf.nn.softplus)

  # OperatorPDCholesky ignores the upper triangle.
  operator = OperatorPDCholesky(chol)
  ```

  Example of heteroskedastic 2-D linear regression.

  ```python
  # Get a trainable Cholesky factor.
  matrix_values = tf.contrib.layers.fully_connected(activations, 4)
  matrix = tf.reshape(matrix_values, (batch_size, 2, 2))
  chol = matrix_diag_transform(matrix, transform=tf.nn.softplus)

  # Get a trainable mean.
  mu = tf.contrib.layers.fully_connected(activations, 2)

  # This is a fully trainable multivariate normal!
  dist = tf.contrib.distributions.MVNCholesky(mu, chol)

  # Standard log loss.  Minimizing this will "train" mu and chol, and then dist
  # will be a distribution predicting labels as multivariate Gaussians.
  loss = -1 * tf.reduce_mean(dist.log_prob(labels))
  ```

  Args:
    matrix:  Rank `R` `Tensor`, `R >= 2`, where the last two dimensions are
      equal.
    transform:  Element-wise function mapping `Tensors` to `Tensors`.  To
      be applied to the diagonal of `matrix`.  If `None`, `matrix` is returned
      unchanged.  Defaults to `None`.
    name:  A name to give created ops.
      Defaults to "matrix_diag_transform".

  Returns:
    A `Tensor` with same shape and `dtype` as `matrix`.
  """
  with ops.name_scope(name, "matrix_diag_transform", [matrix]):
    matrix = ops.convert_to_tensor(matrix, name="matrix")
    if transform is None:
      return matrix
    # Replace the diag with transformed diag.
    diag = array_ops.matrix_diag_part(matrix)
    transformed_diag = transform(diag)
    transformed_mat = array_ops.matrix_set_diag(matrix, transformed_diag)

  return transformed_mat

def sign_magnitude_positive_definite(
    raw, off_diagonal_scale=0., overall_scale=0.):
  """Constructs a positive definite matrix from an unconstrained input matrix.

  We want to keep the whole matrix on a log scale, but also allow off-diagonal
  elements to be negative, so the sign of off-diagonal elements is modeled
  separately from their magnitude (using the lower and upper triangles
  respectively). Specifically:

  for i < j, we have:
    output_cholesky[i, j] = raw[j, i] / (abs(raw[j, i]) + 1) *
        exp((off_diagonal_scale + overall_scale + raw[i, j]) / 2)

  output_cholesky[i, i] = exp((raw[i, i] + overall_scale) / 2)

  output = output_cholesky^T * output_cholesky

  where raw, off_diagonal_scale, and overall_scale are
  un-constrained real-valued variables. The resulting values are stable
  around zero due to the exponential (and the softsign keeps the function
  smooth).

  Args:
    raw: A [..., M, M] Tensor.
    off_diagonal_scale: A scalar or [...] shaped Tensor controlling the relative
        scale of off-diagonal values in the output matrix.
    overall_scale: A scalar or [...] shaped Tensor controlling the overall scale
        of the output matrix.
  Returns:
    The `output` matrix described above, a [..., M, M] positive definite matrix.

  """
  raw = ops.convert_to_tensor(raw)
  diagonal = array_ops.matrix_diag_part(raw)
  def _right_pad_with_ones(tensor, target_rank):
    # Allow broadcasting even if overall_scale and off_diagonal_scale have batch
    # dimensions
    tensor = ops.convert_to_tensor(tensor, dtype=raw.dtype.base_dtype)
    return array_ops.reshape(tensor,
                             array_ops.concat(
                                 [
                                     array_ops.shape(tensor), array_ops.ones(
                                         [target_rank - array_ops.rank(tensor)],
                                         dtype=target_rank.dtype)
                                 ],
                                 axis=0))
  # We divide the log values by 2 to compensate for the squaring that happens
  # when transforming Cholesky factors into positive definite matrices.
  sign_magnitude = (gen_math_ops.exp(
      (raw + _right_pad_with_ones(off_diagonal_scale, array_ops.rank(raw)) +
       _right_pad_with_ones(overall_scale, array_ops.rank(raw))) / 2.) *
                    nn.softsign(array_ops.matrix_transpose(raw)))
  sign_magnitude.set_shape(raw.get_shape())
  cholesky_factor = array_ops.matrix_set_diag(
      input=array_ops.matrix_band_part(sign_magnitude, 0, -1),
      diagonal=gen_math_ops.exp((diagonal + _right_pad_with_ones(
          overall_scale, array_ops.rank(diagonal))) / 2.))
  return math_ops.matmul(cholesky_factor, cholesky_factor, transpose_a=True)