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import torch |
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from torch.nn import functional as F |
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import numpy as np |
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DEFAULT_MIN_BIN_WIDTH = 1e-3 |
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DEFAULT_MIN_BIN_HEIGHT = 1e-3 |
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DEFAULT_MIN_DERIVATIVE = 1e-3 |
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def piecewise_rational_quadratic_transform(inputs, |
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unnormalized_widths, |
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unnormalized_heights, |
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unnormalized_derivatives, |
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inverse=False, |
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tails=None, |
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tail_bound=1., |
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min_bin_width=DEFAULT_MIN_BIN_WIDTH, |
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min_bin_height=DEFAULT_MIN_BIN_HEIGHT, |
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min_derivative=DEFAULT_MIN_DERIVATIVE): |
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if tails is None: |
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spline_fn = rational_quadratic_spline |
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spline_kwargs = {} |
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else: |
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spline_fn = unconstrained_rational_quadratic_spline |
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spline_kwargs = { |
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'tails': tails, |
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'tail_bound': tail_bound |
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} |
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outputs, logabsdet = spline_fn( |
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inputs=inputs, |
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unnormalized_widths=unnormalized_widths, |
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unnormalized_heights=unnormalized_heights, |
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unnormalized_derivatives=unnormalized_derivatives, |
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inverse=inverse, |
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min_bin_width=min_bin_width, |
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min_bin_height=min_bin_height, |
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min_derivative=min_derivative, |
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**spline_kwargs |
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) |
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return outputs, logabsdet |
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def searchsorted(bin_locations, inputs, eps=1e-6): |
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bin_locations[..., -1] += eps |
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return torch.sum( |
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inputs[..., None] >= bin_locations, |
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dim=-1 |
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) - 1 |
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def unconstrained_rational_quadratic_spline(inputs, |
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unnormalized_widths, |
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unnormalized_heights, |
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unnormalized_derivatives, |
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inverse=False, |
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tails='linear', |
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tail_bound=1., |
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min_bin_width=DEFAULT_MIN_BIN_WIDTH, |
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min_bin_height=DEFAULT_MIN_BIN_HEIGHT, |
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min_derivative=DEFAULT_MIN_DERIVATIVE): |
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inside_interval_mask = (inputs >= -tail_bound) & (inputs <= tail_bound) |
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outside_interval_mask = ~inside_interval_mask |
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outputs = torch.zeros_like(inputs) |
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logabsdet = torch.zeros_like(inputs) |
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if tails == 'linear': |
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unnormalized_derivatives_ = torch.zeros((1, 1, unnormalized_derivatives.size(2), unnormalized_derivatives.size(3)+2)) |
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unnormalized_derivatives_[...,1:-1] = unnormalized_derivatives |
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unnormalized_derivatives = unnormalized_derivatives_ |
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constant = np.log(np.exp(1 - min_derivative) - 1) |
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unnormalized_derivatives[..., 0] = constant |
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unnormalized_derivatives[..., -1] = constant |
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outputs[outside_interval_mask] = inputs[outside_interval_mask] |
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logabsdet[outside_interval_mask] = 0 |
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else: |
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raise RuntimeError('{} tails are not implemented.'.format(tails)) |
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outputs[inside_interval_mask], logabsdet[inside_interval_mask] = rational_quadratic_spline( |
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inputs=inputs[inside_interval_mask], |
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unnormalized_widths=unnormalized_widths[inside_interval_mask, :], |
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unnormalized_heights=unnormalized_heights[inside_interval_mask, :], |
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unnormalized_derivatives=unnormalized_derivatives[inside_interval_mask, :], |
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inverse=inverse, |
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left=-tail_bound, right=tail_bound, bottom=-tail_bound, top=tail_bound, |
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min_bin_width=min_bin_width, |
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min_bin_height=min_bin_height, |
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min_derivative=min_derivative |
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) |
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return outputs, logabsdet |
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def rational_quadratic_spline(inputs, |
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unnormalized_widths, |
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unnormalized_heights, |
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unnormalized_derivatives, |
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inverse=False, |
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left=0., right=1., bottom=0., top=1., |
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min_bin_width=DEFAULT_MIN_BIN_WIDTH, |
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min_bin_height=DEFAULT_MIN_BIN_HEIGHT, |
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min_derivative=DEFAULT_MIN_DERIVATIVE): |
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if torch.min(inputs) < left or torch.max(inputs) > right: |
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raise ValueError('Input to a transform is not within its domain') |
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num_bins = unnormalized_widths.shape[-1] |
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if min_bin_width * num_bins > 1.0: |
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raise ValueError('Minimal bin width too large for the number of bins') |
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if min_bin_height * num_bins > 1.0: |
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raise ValueError('Minimal bin height too large for the number of bins') |
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widths = F.softmax(unnormalized_widths, dim=-1) |
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widths = min_bin_width + (1 - min_bin_width * num_bins) * widths |
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cumwidths = torch.cumsum(widths, dim=-1) |
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cumwidths = F.pad(cumwidths, pad=(1, 0), mode='constant', value=0.0) |
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cumwidths = (right - left) * cumwidths + left |
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cumwidths[..., 0] = left |
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cumwidths[..., -1] = right |
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widths = cumwidths[..., 1:] - cumwidths[..., :-1] |
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derivatives = min_derivative + F.softplus(unnormalized_derivatives) |
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heights = F.softmax(unnormalized_heights, dim=-1) |
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heights = min_bin_height + (1 - min_bin_height * num_bins) * heights |
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cumheights = torch.cumsum(heights, dim=-1) |
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cumheights = F.pad(cumheights, pad=(1, 0), mode='constant', value=0.0) |
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cumheights = (top - bottom) * cumheights + bottom |
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cumheights[..., 0] = bottom |
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cumheights[..., -1] = top |
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heights = cumheights[..., 1:] - cumheights[..., :-1] |
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if inverse: |
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bin_idx = searchsorted(cumheights, inputs)[..., None] |
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else: |
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bin_idx = searchsorted(cumwidths, inputs)[..., None] |
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input_cumwidths = cumwidths.gather(-1, bin_idx)[..., 0] |
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input_bin_widths = widths.gather(-1, bin_idx)[..., 0] |
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input_cumheights = cumheights.gather(-1, bin_idx)[..., 0] |
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delta = heights / widths |
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input_delta = delta.gather(-1, bin_idx)[..., 0] |
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input_derivatives = derivatives.gather(-1, bin_idx)[..., 0] |
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input_derivatives_plus_one = derivatives[..., 1:].gather(-1, bin_idx)[..., 0] |
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input_heights = heights.gather(-1, bin_idx)[..., 0] |
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if inverse: |
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a = (((inputs - input_cumheights) * (input_derivatives |
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+ input_derivatives_plus_one |
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- 2 * input_delta) |
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+ input_heights * (input_delta - input_derivatives))) |
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b = (input_heights * input_derivatives |
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- (inputs - input_cumheights) * (input_derivatives |
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+ input_derivatives_plus_one |
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- 2 * input_delta)) |
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c = - input_delta * (inputs - input_cumheights) |
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discriminant = b.pow(2) - 4 * a * c |
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assert (discriminant >= 0).all() |
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root = (2 * c) / (-b - torch.sqrt(discriminant)) |
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outputs = root * input_bin_widths + input_cumwidths |
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theta_one_minus_theta = root * (1 - root) |
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denominator = input_delta + ((input_derivatives + input_derivatives_plus_one - 2 * input_delta) |
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* theta_one_minus_theta) |
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derivative_numerator = input_delta.pow(2) * (input_derivatives_plus_one * root.pow(2) |
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+ 2 * input_delta * theta_one_minus_theta |
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+ input_derivatives * (1 - root).pow(2)) |
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logabsdet = torch.log(derivative_numerator) - 2 * torch.log(denominator) |
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return outputs, -logabsdet |
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else: |
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theta = (inputs - input_cumwidths) / input_bin_widths |
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theta_one_minus_theta = theta * (1 - theta) |
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numerator = input_heights * (input_delta * theta.pow(2) |
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+ input_derivatives * theta_one_minus_theta) |
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denominator = input_delta + ((input_derivatives + input_derivatives_plus_one - 2 * input_delta) |
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* theta_one_minus_theta) |
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outputs = input_cumheights + numerator / denominator |
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derivative_numerator = input_delta.pow(2) * (input_derivatives_plus_one * theta.pow(2) |
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+ 2 * input_delta * theta_one_minus_theta |
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+ input_derivatives * (1 - theta).pow(2)) |
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logabsdet = torch.log(derivative_numerator) - 2 * torch.log(denominator) |
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return outputs, logabsdet |
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