diff options
author | Joshua V. Dillon <jvdillon@google.com> | 2018-03-07 09:58:22 -0800 |
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committer | TensorFlower Gardener <gardener@tensorflow.org> | 2018-03-07 10:10:31 -0800 |
commit | f249d55f701ed175ba32e89ae6ba29273e69e987 (patch) | |
tree | 1bd7b882f4617a1be8351ef6b5887ba8f0c6f5ca /tensorflow/contrib/bayesflow | |
parent | add71a1f1b60c0ed6bae73ef794c600e4d7c1f2d (diff) |
Migrate Halton Sequence sampler into tensorflow_probability.
PiperOrigin-RevId: 188191091
Diffstat (limited to 'tensorflow/contrib/bayesflow')
5 files changed, 0 insertions, 614 deletions
diff --git a/tensorflow/contrib/bayesflow/BUILD b/tensorflow/contrib/bayesflow/BUILD index 2a32ea6952..8b5c6cec61 100644 --- a/tensorflow/contrib/bayesflow/BUILD +++ b/tensorflow/contrib/bayesflow/BUILD @@ -146,26 +146,6 @@ cuda_py_test( ) cuda_py_test( - name = "halton_sequence_test", - size = "medium", - srcs = ["python/kernel_tests/halton_sequence_test.py"], - additional_deps = [ - ":bayesflow_py", - "//third_party/py/numpy", - "//tensorflow/python:array_ops", - "//tensorflow/python:math_ops", - "//tensorflow/python:client_testlib", - "//tensorflow/python:framework", - "//tensorflow/python:framework_for_generated_wrappers", - "//tensorflow/python:platform_test", - "//tensorflow/python:random_ops", - "//tensorflow/python:variable_scope", - "//tensorflow/python:variables", - ], - tags = ["no_mac"], # b/73192243 -) - -cuda_py_test( name = "hmc_test", size = "large", srcs = ["python/kernel_tests/hmc_test.py"], diff --git a/tensorflow/contrib/bayesflow/__init__.py b/tensorflow/contrib/bayesflow/__init__.py index 156a2ef8cf..32f2df4b88 100644 --- a/tensorflow/contrib/bayesflow/__init__.py +++ b/tensorflow/contrib/bayesflow/__init__.py @@ -22,7 +22,6 @@ from __future__ import print_function # pylint: disable=unused-import,line-too-long from tensorflow.contrib.bayesflow.python.ops import custom_grad -from tensorflow.contrib.bayesflow.python.ops import halton_sequence from tensorflow.contrib.bayesflow.python.ops import hmc from tensorflow.contrib.bayesflow.python.ops import layers from tensorflow.contrib.bayesflow.python.ops import metropolis_hastings @@ -36,7 +35,6 @@ from tensorflow.python.util.all_util import remove_undocumented _allowed_symbols = [ 'custom_grad', 'entropy', - 'halton_sequence', 'hmc', 'layers', 'metropolis_hastings', diff --git a/tensorflow/contrib/bayesflow/python/kernel_tests/halton_sequence_test.py b/tensorflow/contrib/bayesflow/python/kernel_tests/halton_sequence_test.py deleted file mode 100644 index 6b42bca6f9..0000000000 --- a/tensorflow/contrib/bayesflow/python/kernel_tests/halton_sequence_test.py +++ /dev/null @@ -1,198 +0,0 @@ -# Copyright 2017 The TensorFlow Authors. All Rights Reserved. -# -# Licensed under the Apache License, Version 2.0 (the "License"); -# you may not use this file except in compliance with the License. -# You may obtain a copy of the License at -# -# http://www.apache.org/licenses/LICENSE-2.0 -# -# Unless required by applicable law or agreed to in writing, software -# distributed under the License is distributed on an "AS IS" BASIS, -# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. -# See the License for the specific language governing permissions and -# limitations under the License. -# ============================================================================== -"""Tests for halton_sequence.py.""" - -from __future__ import absolute_import -from __future__ import division -from __future__ import print_function - -import numpy as np - -from tensorflow.contrib.bayesflow.python.ops import halton_sequence as halton -from tensorflow.contrib.bayesflow.python.ops import monte_carlo_impl as monte_carlo_lib -from tensorflow.python.framework import dtypes -from tensorflow.python.ops import array_ops -from tensorflow.python.ops import math_ops -from tensorflow.python.ops.distributions import normal as normal_lib -from tensorflow.python.platform import test - - -mc = monte_carlo_lib - - -class HaltonSequenceTest(test.TestCase): - - def test_known_values_small_bases(self): - with self.test_session(): - # The first five elements of the non-randomized Halton sequence - # with base 2 and 3. - expected = np.array(((1. / 2, 1. / 3), - (1. / 4, 2. / 3), - (3. / 4, 1. / 9), - (1. / 8, 4. / 9), - (5. / 8, 7. / 9)), dtype=np.float32) - sample = halton.sample(2, num_results=5, randomized=False) - self.assertAllClose(expected, sample.eval(), rtol=1e-6) - - def test_sequence_indices(self): - """Tests access of sequence elements by index.""" - with self.test_session(): - dim = 5 - indices = math_ops.range(10, dtype=dtypes.int32) - sample_direct = halton.sample(dim, num_results=10, randomized=False) - sample_from_indices = halton.sample(dim, sequence_indices=indices, - randomized=False) - self.assertAllClose(sample_direct.eval(), sample_from_indices.eval(), - rtol=1e-6) - - def test_dtypes_works_correctly(self): - """Tests that all supported dtypes work without error.""" - with self.test_session(): - dim = 3 - sample_float32 = halton.sample(dim, num_results=10, dtype=dtypes.float32, - seed=11) - sample_float64 = halton.sample(dim, num_results=10, dtype=dtypes.float64, - seed=21) - self.assertEqual(sample_float32.eval().dtype, np.float32) - self.assertEqual(sample_float64.eval().dtype, np.float64) - - def test_normal_integral_mean_and_var_correctly_estimated(self): - n = int(1000) - # This test is almost identical to the similarly named test in - # monte_carlo_test.py. The only difference is that we use the Halton - # samples instead of the random samples to evaluate the expectations. - # MC with pseudo random numbers converges at the rate of 1/ Sqrt(N) - # (N=number of samples). For QMC in low dimensions, the expected convergence - # rate is ~ 1/N. Hence we should only need 1e3 samples as compared to the - # 1e6 samples used in the pseudo-random monte carlo. - with self.test_session(): - mu_p = array_ops.constant([-1.0, 1.0], dtype=dtypes.float64) - mu_q = array_ops.constant([0.0, 0.0], dtype=dtypes.float64) - sigma_p = array_ops.constant([0.5, 0.5], dtype=dtypes.float64) - sigma_q = array_ops.constant([1.0, 1.0], dtype=dtypes.float64) - p = normal_lib.Normal(loc=mu_p, scale=sigma_p) - q = normal_lib.Normal(loc=mu_q, scale=sigma_q) - - cdf_sample = halton.sample(2, num_results=n, dtype=dtypes.float64, - seed=1729) - q_sample = q.quantile(cdf_sample) - - # Compute E_p[X]. - e_x = mc.expectation_importance_sampler( - f=lambda x: x, log_p=p.log_prob, sampling_dist_q=q, z=q_sample, - seed=42) - - # Compute E_p[X^2]. - e_x2 = mc.expectation_importance_sampler( - f=math_ops.square, log_p=p.log_prob, sampling_dist_q=q, z=q_sample, - seed=1412) - - stddev = math_ops.sqrt(e_x2 - math_ops.square(e_x)) - # Keep the tolerance levels the same as in monte_carlo_test.py. - self.assertEqual(p.batch_shape, e_x.get_shape()) - self.assertAllClose(p.mean().eval(), e_x.eval(), rtol=0.01) - self.assertAllClose(p.stddev().eval(), stddev.eval(), rtol=0.02) - - def test_docstring_example(self): - # Produce the first 1000 members of the Halton sequence in 3 dimensions. - num_results = 1000 - dim = 3 - with self.test_session(): - sample = halton.sample(dim, num_results=num_results, randomized=False) - - # Evaluate the integral of x_1 * x_2^2 * x_3^3 over the three dimensional - # hypercube. - powers = math_ops.range(1.0, limit=dim + 1) - integral = math_ops.reduce_mean( - math_ops.reduce_prod(sample ** powers, axis=-1)) - true_value = 1.0 / math_ops.reduce_prod(powers + 1.0) - - # Produces a relative absolute error of 1.7%. - self.assertAllClose(integral.eval(), true_value.eval(), rtol=0.02) - - # Now skip the first 1000 samples and recompute the integral with the next - # thousand samples. The sequence_indices argument can be used to do this. - - sequence_indices = math_ops.range(start=1000, limit=1000 + num_results, - dtype=dtypes.int32) - sample_leaped = halton.sample(dim, sequence_indices=sequence_indices, - randomized=False) - - integral_leaped = math_ops.reduce_mean( - math_ops.reduce_prod(sample_leaped ** powers, axis=-1)) - self.assertAllClose(integral_leaped.eval(), true_value.eval(), rtol=0.05) - - def test_randomized_qmc_basic(self): - """Tests the randomization of the Halton sequences.""" - # This test is identical to the example given in Owen (2017), Figure 5. - - dim = 20 - num_results = 2000 - replica = 5 - - with self.test_session(): - sample = halton.sample(dim, num_results=num_results, seed=121117) - f = math_ops.reduce_mean(math_ops.reduce_sum(sample, axis=1) ** 2) - values = [f.eval() for _ in range(replica)] - self.assertAllClose(np.mean(values), 101.6667, atol=np.std(values) * 2) - - def test_partial_sum_func_qmc(self): - """Tests the QMC evaluation of (x_j + x_{j+1} ...+x_{n})^2. - - A good test of QMC is provided by the function: - - f(x_1,..x_n, x_{n+1}, ..., x_{n+m}) = (x_{n+1} + ... x_{n+m} - m / 2)^2 - - with the coordinates taking values in the unit interval. The mean and - variance of this function (with the uniform distribution over the - unit-hypercube) is exactly calculable: - - <f> = m / 12, Var(f) = m (5m - 3) / 360 - - The purpose of the "shift" (if n > 0) in the coordinate dependence of the - function is to provide a test for Halton sequence which exhibit more - dependence in the higher axes. - - This test confirms that the mean squared error of RQMC estimation falls - as O(N^(2-e)) for any e>0. - """ - - n, m = 10, 10 - dim = n + m - num_results_lo, num_results_hi = 1000, 10000 - replica = 20 - true_mean = m / 12. - - def func_estimate(x): - return math_ops.reduce_mean( - (math_ops.reduce_sum(x[:, -m:], axis=-1) - m / 2.0) ** 2) - - with self.test_session(): - sample_lo = halton.sample(dim, num_results=num_results_lo, seed=1925) - sample_hi = halton.sample(dim, num_results=num_results_hi, seed=898128) - f_lo, f_hi = func_estimate(sample_lo), func_estimate(sample_hi) - - estimates = np.array([(f_lo.eval(), f_hi.eval()) for _ in range(replica)]) - var_lo, var_hi = np.mean((estimates - true_mean) ** 2, axis=0) - - # Expect that the variance scales as N^2 so var_hi / var_lo ~ k / 10^2 - # with k a fudge factor accounting for the residual N dependence - # of the QMC error and the sampling error. - log_rel_err = np.log(100 * var_hi / var_lo) - self.assertAllClose(log_rel_err, 0.0, atol=1.2) - - -if __name__ == '__main__': - test.main() diff --git a/tensorflow/contrib/bayesflow/python/ops/halton_sequence.py b/tensorflow/contrib/bayesflow/python/ops/halton_sequence.py deleted file mode 100644 index 49d747d538..0000000000 --- a/tensorflow/contrib/bayesflow/python/ops/halton_sequence.py +++ /dev/null @@ -1,33 +0,0 @@ -# Copyright 2017 The TensorFlow Authors. All Rights Reserved. -# -# Licensed under the Apache License, Version 2.0 (the "License"); -# you may not use this file except in compliance with the License. -# You may obtain a copy of the License at -# -# http://www.apache.org/licenses/LICENSE-2.0 -# -# Unless required by applicable law or agreed to in writing, software -# distributed under the License is distributed on an "AS IS" BASIS, -# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. -# See the License for the specific language governing permissions and -# limitations under the License. -# ============================================================================== -"""Support for low discrepancy Halton sequences. - -""" - -from __future__ import absolute_import -from __future__ import division -from __future__ import print_function - -# go/tf-wildcard-import -# pylint: disable=wildcard-import -from tensorflow.contrib.bayesflow.python.ops.halton_sequence_impl import * -# pylint: enable=wildcard-import -from tensorflow.python.util.all_util import remove_undocumented - -_allowed_symbols = [ - 'sample', -] - -remove_undocumented(__name__, _allowed_symbols) diff --git a/tensorflow/contrib/bayesflow/python/ops/halton_sequence_impl.py b/tensorflow/contrib/bayesflow/python/ops/halton_sequence_impl.py deleted file mode 100644 index 35962109bc..0000000000 --- a/tensorflow/contrib/bayesflow/python/ops/halton_sequence_impl.py +++ /dev/null @@ -1,361 +0,0 @@ -# Copyright 2017 The TensorFlow Authors. All Rights Reserved. -# -# Licensed under the Apache License, Version 2.0 (the "License"); -# you may not use this file except in compliance with the License. -# You may obtain a copy of the License at -# -# http://www.apache.org/licenses/LICENSE-2.0 -# -# Unless required by applicable law or agreed to in writing, software -# distributed under the License is distributed on an "AS IS" BASIS, -# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. -# See the License for the specific language governing permissions and -# limitations under the License. -# ============================================================================== -"""Quasi Monte Carlo support: Halton sequence. - -@@sample -""" - -from __future__ import absolute_import -from __future__ import division -from __future__ import print_function - -import numpy as np - -from tensorflow.python.framework import dtypes -from tensorflow.python.framework import ops -from tensorflow.python.ops import array_ops -from tensorflow.python.ops import functional_ops -from tensorflow.python.ops import math_ops -from tensorflow.python.ops import random_ops - -__all__ = [ - 'sample', -] - - -# The maximum dimension we support. This is limited by the number of primes -# in the _PRIMES array. -_MAX_DIMENSION = 1000 - - -def sample(dim, - num_results=None, - sequence_indices=None, - dtype=None, - randomized=True, - seed=None, - name=None): - r"""Returns a sample from the `dim` dimensional Halton sequence. - - Warning: The sequence elements take values only between 0 and 1. Care must be - taken to appropriately transform the domain of a function if it differs from - the unit cube before evaluating integrals using Halton samples. It is also - important to remember that quasi-random numbers without randomization are not - a replacement for pseudo-random numbers in every context. Quasi random numbers - are completely deterministic and typically have significant negative - autocorrelation unless randomization is used. - - Computes the members of the low discrepancy Halton sequence in dimension - `dim`. The `dim`-dimensional sequence takes values in the unit hypercube in - `dim` dimensions. Currently, only dimensions up to 1000 are supported. The - prime base for the k-th axes is the k-th prime starting from 2. For example, - if `dim` = 3, then the bases will be [2, 3, 5] respectively and the first - element of the non-randomized sequence will be: [0.5, 0.333, 0.2]. For a more - complete description of the Halton sequences see: - https://en.wikipedia.org/wiki/Halton_sequence. For low discrepancy sequences - and their applications see: - https://en.wikipedia.org/wiki/Low-discrepancy_sequence. - - If `randomized` is true, this function produces a scrambled version of the - Halton sequence introduced by Owen in arXiv:1706.02808. For the advantages of - randomization of low discrepancy sequences see: - https://en.wikipedia.org/wiki/Quasi-Monte_Carlo_method#Randomization_of_quasi-Monte_Carlo - - The number of samples produced is controlled by the `num_results` and - `sequence_indices` parameters. The user must supply either `num_results` or - `sequence_indices` but not both. - The former is the number of samples to produce starting from the first - element. If `sequence_indices` is given instead, the specified elements of - the sequence are generated. For example, sequence_indices=tf.range(10) is - equivalent to specifying n=10. - - Example Use: - - ```python - bf = tf.contrib.bayesflow - - # Produce the first 1000 members of the Halton sequence in 3 dimensions. - num_results = 1000 - dim = 3 - sample = bf.halton_sequence.sample(dim, num_results=num_results, seed=127) - - # Evaluate the integral of x_1 * x_2^2 * x_3^3 over the three dimensional - # hypercube. - powers = tf.range(1.0, limit=dim + 1) - integral = tf.reduce_mean(tf.reduce_prod(sample ** powers, axis=-1)) - true_value = 1.0 / tf.reduce_prod(powers + 1.0) - with tf.Session() as session: - values = session.run((integral, true_value)) - - # Produces a relative absolute error of 1.7%. - print ("Estimated: %f, True Value: %f" % values) - - # Now skip the first 1000 samples and recompute the integral with the next - # thousand samples. The sequence_indices argument can be used to do this. - - - sequence_indices = tf.range(start=1000, limit=1000 + num_results, - dtype=tf.int32) - sample_leaped = halton.sample(dim, sequence_indices=sequence_indices, - seed=111217) - - integral_leaped = tf.reduce_mean(tf.reduce_prod(sample_leaped ** powers, - axis=-1)) - with tf.Session() as session: - values = session.run((integral_leaped, true_value)) - # Now produces a relative absolute error of 0.05%. - print ("Leaped Estimated: %f, True Value: %f" % values) - ``` - - Args: - dim: Positive Python `int` representing each sample's `event_size.` Must - not be greater than 1000. - num_results: (Optional) positive Python `int`. The number of samples to - generate. Either this parameter or sequence_indices must be specified but - not both. If this parameter is None, then the behaviour is determined by - the `sequence_indices`. - sequence_indices: (Optional) `Tensor` of dtype int32 and rank 1. The - elements of the sequence to compute specified by their position in the - sequence. The entries index into the Halton sequence starting with 0 and - hence, must be whole numbers. For example, sequence_indices=[0, 5, 6] will - produce the first, sixth and seventh elements of the sequence. If this - parameter is None, then the `num_results` parameter must be specified - which gives the number of desired samples starting from the first sample. - dtype: (Optional) The dtype of the sample. One of `float32` or `float64`. - Default is `float32`. - randomized: (Optional) bool indicating whether to produce a randomized - Halton sequence. If True, applies the randomization described in - Owen (2017) [arXiv:1706.02808]. - seed: (Optional) Python integer to seed the random number generator. Only - used if `randomized` is True. If not supplied and `randomized` is True, - no seed is set. - name: (Optional) Python `str` describing ops managed by this function. If - not supplied the name of this function is used. - - Returns: - halton_elements: Elements of the Halton sequence. `Tensor` of supplied dtype - and `shape` `[num_results, dim]` if `num_results` was specified or shape - `[s, dim]` where s is the size of `sequence_indices` if `sequence_indices` - were specified. - - Raises: - ValueError: if both `sequence_indices` and `num_results` were specified or - if dimension `dim` is less than 1 or greater than 1000. - """ - if dim < 1 or dim > _MAX_DIMENSION: - raise ValueError( - 'Dimension must be between 1 and {}. Supplied {}'.format(_MAX_DIMENSION, - dim)) - if (num_results is None) == (sequence_indices is None): - raise ValueError('Either `num_results` or `sequence_indices` must be' - ' specified but not both.') - - dtype = dtype or dtypes.float32 - if not dtype.is_floating: - raise ValueError('dtype must be of `float`-type') - - with ops.name_scope(name, 'sample', values=[sequence_indices]): - # Here and in the following, the shape layout is as follows: - # [sample dimension, event dimension, coefficient dimension]. - # The coefficient dimension is an intermediate axes which will hold the - # weights of the starting integer when expressed in the (prime) base for - # an event dimension. - indices = _get_indices(num_results, sequence_indices, dtype) - radixes = array_ops.constant(_PRIMES[0:dim], dtype=dtype, shape=[dim, 1]) - - max_sizes_by_axes = _base_expansion_size(math_ops.reduce_max(indices), - radixes) - - max_size = math_ops.reduce_max(max_sizes_by_axes) - - # The powers of the radixes that we will need. Note that there is a bit - # of an excess here. Suppose we need the place value coefficients of 7 - # in base 2 and 3. For 2, we will have 3 digits but we only need 2 digits - # for base 3. However, we can only create rectangular tensors so we - # store both expansions in a [2, 3] tensor. This leads to the problem that - # we might end up attempting to raise large numbers to large powers. For - # example, base 2 expansion of 1024 has 10 digits. If we were in 10 - # dimensions, then the 10th prime (29) we will end up computing 29^10 even - # though we don't need it. We avoid this by setting the exponents for each - # axes to 0 beyond the maximum value needed for that dimension. - exponents_by_axes = array_ops.tile([math_ops.range(max_size)], [dim, 1]) - - # The mask is true for those coefficients that are irrelevant. - weight_mask = exponents_by_axes >= max_sizes_by_axes - capped_exponents = array_ops.where( - weight_mask, array_ops.zeros_like(exponents_by_axes), exponents_by_axes) - weights = radixes ** capped_exponents - # The following computes the base b expansion of the indices. Suppose, - # x = a0 + a1*b + a2*b^2 + ... Then, performing a floor div of x with - # the vector (1, b, b^2, b^3, ...) will produce - # (a0 + s1 * b, a1 + s2 * b, ...) where s_i are coefficients we don't care - # about. Noting that all a_i < b by definition of place value expansion, - # we see that taking the elements mod b of the above vector produces the - # place value expansion coefficients. - coeffs = math_ops.floor_div(indices, weights) - coeffs *= 1 - math_ops.cast(weight_mask, dtype) - coeffs %= radixes - if not randomized: - coeffs /= radixes - return math_ops.reduce_sum(coeffs / weights, axis=-1) - coeffs = _randomize(coeffs, radixes, seed=seed) - # Remove the contribution from randomizing the trailing zero for the - # axes where max_size_by_axes < max_size. This will be accounted - # for separately below (using zero_correction). - coeffs *= 1 - math_ops.cast(weight_mask, dtype) - coeffs /= radixes - base_values = math_ops.reduce_sum(coeffs / weights, axis=-1) - - # The randomization used in Owen (2017) does not leave 0 invariant. While - # we have accounted for the randomization of the first `max_size_by_axes` - # coefficients, we still need to correct for the trailing zeros. Luckily, - # this is equivalent to adding a uniform random value scaled so the first - # `max_size_by_axes` coefficients are zero. The following statements perform - # this correction. - zero_correction = random_ops.random_uniform([dim, 1], seed=seed, - dtype=dtype) - zero_correction /= (radixes ** max_sizes_by_axes) - return base_values + array_ops.reshape(zero_correction, [-1]) - - -def _randomize(coeffs, radixes, seed=None): - """Applies the Owen randomization to the coefficients.""" - given_dtype = coeffs.dtype - coeffs = math_ops.to_int32(coeffs) - num_coeffs = array_ops.shape(coeffs)[-1] - radixes = array_ops.reshape(math_ops.to_int32(radixes), [-1]) - perms = _get_permutations(num_coeffs, radixes, seed=seed) - perms = array_ops.reshape(perms, [-1]) - radix_sum = math_ops.reduce_sum(radixes) - radix_offsets = array_ops.reshape(math_ops.cumsum(radixes, exclusive=True), - [-1, 1]) - offsets = radix_offsets + math_ops.range(num_coeffs) * radix_sum - permuted_coeffs = array_ops.gather(perms, coeffs + offsets) - return math_ops.cast(permuted_coeffs, dtype=given_dtype) - - -def _get_permutations(num_results, dims, seed=None): - """Uniform iid sample from the space of permutations. - - Draws a sample of size `num_results` from the group of permutations of degrees - specified by the `dims` tensor. These are packed together into one tensor - such that each row is one sample from each of the dimensions in `dims`. For - example, if dims = [2,3] and num_results = 2, the result is a tensor of shape - [2, 2 + 3] and the first row of the result might look like: - [1, 0, 2, 0, 1]. The first two elements are a permutation over 2 elements - while the next three are a permutation over 3 elements. - - Args: - num_results: A positive scalar `Tensor` of integral type. The number of - draws from the discrete uniform distribution over the permutation groups. - dims: A 1D `Tensor` of the same dtype as `num_results`. The degree of the - permutation groups from which to sample. - seed: (Optional) Python integer to seed the random number generator. - - Returns: - permutations: A `Tensor` of shape `[num_results, sum(dims)]` and the same - dtype as `dims`. - """ - sample_range = math_ops.range(num_results) - def generate_one(d): - fn = lambda _: random_ops.random_shuffle(math_ops.range(d), seed=seed) - return functional_ops.map_fn(fn, sample_range) - return array_ops.concat([generate_one(d) for d in array_ops.unstack(dims)], - axis=-1) - - -def _get_indices(n, sequence_indices, dtype, name=None): - """Generates starting points for the Halton sequence procedure. - - The k'th element of the sequence is generated starting from a positive integer - which must be distinct for each `k`. It is conventional to choose the starting - point as `k` itself (or `k+1` if k is zero based). This function generates - the starting integers for the required elements and reshapes the result for - later use. - - Args: - n: Positive `int`. The number of samples to generate. If this - parameter is supplied, then `sequence_indices` should be None. - sequence_indices: `Tensor` of dtype int32 and rank 1. The entries - index into the Halton sequence starting with 0 and hence, must be whole - numbers. For example, sequence_indices=[0, 5, 6] will produce the first, - sixth and seventh elements of the sequence. If this parameter is not None - then `n` must be None. - dtype: The dtype of the sample. One of `float32` or `float64`. - Default is `float32`. - name: Python `str` name which describes ops created by this function. - - Returns: - indices: `Tensor` of dtype `dtype` and shape = `[n, 1, 1]`. - """ - with ops.name_scope(name, '_get_indices', [n, sequence_indices]): - if sequence_indices is None: - sequence_indices = math_ops.range(n, dtype=dtype) - else: - sequence_indices = math_ops.cast(sequence_indices, dtype) - - # Shift the indices so they are 1 based. - indices = sequence_indices + 1 - - # Reshape to make space for the event dimension and the place value - # coefficients. - return array_ops.reshape(indices, [-1, 1, 1]) - - -def _base_expansion_size(num, bases): - """Computes the number of terms in the place value expansion. - - Let num = a0 + a1 b + a2 b^2 + ... ak b^k be the place value expansion of - `num` in base b (ak <> 0). This function computes and returns `k+1` for each - base `b` specified in `bases`. - - This can be inferred from the base `b` logarithm of `num` as follows: - $$k = Floor(log_b (num)) + 1 = Floor( log(num) / log(b)) + 1$$ - - Args: - num: Scalar `Tensor` of dtype either `float32` or `float64`. The number to - compute the base expansion size of. - bases: `Tensor` of the same dtype as num. The bases to compute the size - against. - - Returns: - Tensor of same dtype and shape as `bases` containing the size of num when - written in that base. - """ - return math_ops.floor(math_ops.log(num) / math_ops.log(bases)) + 1 - - -def _primes_less_than(n): - # Based on - # https://stackoverflow.com/questions/2068372/fastest-way-to-list-all-primes-below-n-in-python/3035188#3035188 - """Returns sorted array of primes such that `2 <= prime < n`.""" - small_primes = np.array((2, 3, 5)) - if n <= 6: - return small_primes[small_primes < n] - sieve = np.ones(n // 3 + (n % 6 == 2), dtype=np.bool) - sieve[0] = False - m = int(n ** 0.5) // 3 + 1 - for i in range(m): - if not sieve[i]: - continue - k = 3 * i + 1 | 1 - sieve[k ** 2 // 3::2 * k] = False - sieve[(k ** 2 + 4 * k - 2 * k * (i & 1)) // 3::2 * k] = False - return np.r_[2, 3, 3 * np.nonzero(sieve)[0] + 1 | 1] - -_PRIMES = _primes_less_than(7919+1) - - -assert len(_PRIMES) == _MAX_DIMENSION |