import torch from torch import Tensor from jaxtyping import Float from typing import Optional from math import exp, log, pi class DiagonalGaussian: std_inverval: tuple[float, float] var_interval: tuple[float, float] logvar_interval: tuple[float, float] mean: Float[Tensor, "*batch"] _logvar: Float[Tensor, "*#batch"] | None = None _std: Float[Tensor, "*#batch"] | None = None _var: Float[Tensor, "*#batch"] | None = None def __init__( self, mean: Float[Tensor, "*batch"], std: Float[Tensor, "*#batch"] | None = None, var: Float[Tensor, "*#batch"] | None = None, logvar: Float[Tensor, "*#batch"] | None = None, logvar_interval: tuple[float, float] = (-30.0, 20.0), ): assert sum(map(lambda x: int(x is not None), (std, var, logvar))) <= 1 self.std_inverval = tuple(exp(0.5 * i) for i in logvar_interval) self.var_interval = tuple(exp(i) for i in logvar_interval) self.logvar_interval = logvar_interval self.mean = mean if std is not None: self.std = std if var is not None: self.var = var if logvar is not None: self.logvar = logvar @property def std(self) -> Float[Tensor, "*batch"]: if self._std is None: if self._var is not None: self._std = torch.sqrt(self._var) elif self._logvar is not None: self._std = torch.exp(0.5 * self._logvar) else: return torch.zeros((1,), device=self.device, dtype=self.dtype).expand_as(self.mean) return self._std @std.setter def std(self, val: Float[Tensor, "*batch"] | None) -> None: self._std = val if val is None else torch.clamp(val, *self.std_inverval) self._var = self._logvar = None @property def var(self) -> Float[Tensor, "*batch"]: if self._var is None: if self._std is not None: self._var = self._std**2 elif self._logvar is not None: self._var = torch.exp(self._logvar) else: return torch.zeros((1,), device=self.device, dtype=self.dtype).expand_as(self.mean) return self._var @var.setter def var(self, val: Float[Tensor, "*batch"]) -> None: self._var = val if val is None else torch.clamp(val, *self.var_interval) self._std = self._logvar = None @property def logvar(self) -> Float[Tensor, "*batch"]: if self._logvar is None: if self._var is not None: self._logvar = torch.log(self._var) elif self._std is not None: self._logvar = 2 * torch.log(self._std) else: raise RuntimeError("Tried accessing logvar of Gaussian with zero variance") return self._logvar @logvar.setter def logvar(self, val: Float[Tensor, "*batch"]) -> None: self._logvar = val if val is None else torch.clamp(val, *self.logvar_interval) self._std = self._var = None @property def device(self) -> torch.device: return self.mean.device @property def dtype(self) -> torch.dtype: return self.mean.dtype def mean_detach_(self) -> None: self.mean = self.mean.detach() def std_detach_(self) -> None: if self._std is not None: self._std = self._std.detach() if self._var is not None: self._var = self._var.detach() if self._logvar is not None: self._logvar = self._logvar.detach() def sample(self, eps: Float[Tensor, "*#batch"] | None = None) -> Float[Tensor, "*batch"]: if eps is None: eps = torch.randn_like(self.mean) return self.mean + self.std * eps def mode(self) -> Float[Tensor, "*batch"]: return self.mean def kl(self, other: Optional["DiagonalGaussian"] = None) -> Float[Tensor, "*batch"]: if other is None: return 0.5 * (self.mean**2 + self.var - self.logvar - 1.0) logvar_delta = self.logvar - other.logvar return 0.5 * ((self.mean - other.mean) ** 2 / other.var + torch.exp(logvar_delta) - logvar_delta - 1.0) def nll(self, sample: Tensor) -> Tensor: return 0.5 * (log(2.0 * pi) + self.logvar + (sample - self.mean) ** 2 / self.var) @staticmethod def approx_standard_normal_cdf(x): """ A fast approximation of the cumulative distribution function of the standard normal. """ return 0.5 * (1.0 + torch.tanh((2.0 / torch.pi) ** 0.5 * (x + 0.044715 * torch.pow(x, 3)))) def discretized_log_likelihood( self, sample: Float[Tensor, "*batch"], ) -> Float[Tensor, "*batch"]: """ Compute the log-likelihood of a Gaussian distribution discretizing to a given image. It is assumed that this was uint8 values, rescaled to the range [-1, 1]. Returns a tensor like mean of log probabilities (in nats). """ centered_x = sample - self.mean plus_in = (centered_x + 1.0 / 255.0) / self.std cdf_plus = self.approx_standard_normal_cdf(plus_in) min_in = (centered_x - 1.0 / 255.0) / self.std cdf_min = self.approx_standard_normal_cdf(min_in) log_cdf_plus = torch.log(cdf_plus.clamp(min=1e-12)) log_one_minus_cdf_min = torch.log((1.0 - cdf_min).clamp(min=1e-12)) cdf_delta = cdf_plus - cdf_min log_probs = torch.where( sample < -0.999, log_cdf_plus, torch.where(sample > 0.999, log_one_minus_cdf_min, torch.log(cdf_delta.clamp(min=1e-12))), ) return log_probs