Initial import: grid-bot — grid trading bot for BTC-USDT on Cifra Markets

kronos-venv/lib/python3.12/site-packages/torch/distributions/categorical.py

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+# mypy: allow-untyped-defs
+
+import torch
+from torch import nan, Tensor
+from torch.distributions import constraints
+from torch.distributions.distribution import Distribution
+from torch.distributions.utils import lazy_property, logits_to_probs, probs_to_logits
+
+
+__all__ = ["Categorical"]
+
+
+class Categorical(Distribution):
+    r"""
+    Creates a categorical distribution parameterized by either :attr:`probs` or
+    :attr:`logits` (but not both).
+
+    .. note::
+        It is equivalent to the distribution that :func:`torch.multinomial`
+        samples from.
+
+    Samples are integers from :math:`\{0, \ldots, K-1\}` where `K` is ``probs.size(-1)``.
+
+    If `probs` is 1-dimensional with length-`K`, each element is the relative probability
+    of sampling the class at that index.
+
+    If `probs` is N-dimensional, the first N-1 dimensions are treated as a batch of
+    relative probability vectors.
+
+    .. note:: The `probs` argument must be non-negative, finite and have a non-zero sum,
+              and it will be normalized to sum to 1 along the last dimension. :attr:`probs`
+              will return this normalized value.
+              The `logits` argument will be interpreted as unnormalized log probabilities
+              and can therefore be any real number. It will likewise be normalized so that
+              the resulting probabilities sum to 1 along the last dimension. :attr:`logits`
+              will return this normalized value.
+
+    See also: :func:`torch.multinomial`
+
+    Example::
+
+        >>> # xdoctest: +IGNORE_WANT("non-deterministic")
+        >>> m = Categorical(torch.tensor([ 0.25, 0.25, 0.25, 0.25 ]))
+        >>> m.sample()  # equal probability of 0, 1, 2, 3
+        tensor(3)
+
+    Args:
+        probs (Tensor): event probabilities
+        logits (Tensor): event log probabilities (unnormalized)
+    """
+
+    # pyrefly: ignore [bad-override]
+    arg_constraints = {"probs": constraints.simplex, "logits": constraints.real_vector}
+    has_enumerate_support = True
+
+    def __init__(
+        self,
+        probs: Tensor | None = None,
+        logits: Tensor | None = None,
+        validate_args: bool | None = None,
+    ) -> None:
+        if (probs is None) == (logits is None):
+            raise ValueError(
+                "Either `probs` or `logits` must be specified, but not both."
+            )
+        if probs is not None:
+            if probs.dim() < 1:
+                raise ValueError("`probs` parameter must be at least one-dimensional.")
+            # pyrefly: ignore [read-only]
+            self.probs = probs / probs.sum(-1, keepdim=True)
+        else:
+            if logits is None:
+                raise AssertionError("logits is unexpectedly None")
+            if logits.dim() < 1:
+                raise ValueError("`logits` parameter must be at least one-dimensional.")
+            # Normalize
+            # pyrefly: ignore [read-only]
+            self.logits = logits - logits.logsumexp(dim=-1, keepdim=True)
+        self._param = self.probs if probs is not None else self.logits
+        self._num_events = self._param.size()[-1]
+        batch_shape = (
+            self._param.size()[:-1] if self._param.ndimension() > 1 else torch.Size()
+        )
+        # pyrefly: ignore [bad-argument-type]
+        super().__init__(batch_shape, validate_args=validate_args)
+
+    def expand(self, batch_shape, _instance=None):
+        new = self._get_checked_instance(Categorical, _instance)
+        batch_shape = torch.Size(batch_shape)
+        param_shape = batch_shape + torch.Size((self._num_events,))
+        if "probs" in self.__dict__:
+            new.probs = self.probs.expand(param_shape)
+            new._param = new.probs
+        if "logits" in self.__dict__:
+            new.logits = self.logits.expand(param_shape)
+            new._param = new.logits
+        new._num_events = self._num_events
+        super(Categorical, new).__init__(batch_shape, validate_args=False)
+        new._validate_args = self._validate_args
+        return new
+
+    def _new(self, *args, **kwargs):
+        return self._param.new(*args, **kwargs)
+
+    @constraints.dependent_property(is_discrete=True, event_dim=0)
+    # pyrefly: ignore [bad-override]
+    def support(self):
+        return constraints.integer_interval(0, self._num_events - 1)
+
+    @lazy_property
+    def logits(self) -> Tensor:
+        return probs_to_logits(self.probs)
+
+    @lazy_property
+    def probs(self) -> Tensor:
+        return logits_to_probs(self.logits)
+
+    @property
+    def param_shape(self) -> torch.Size:
+        return self._param.size()
+
+    @property
+    def mean(self) -> Tensor:
+        return torch.full(
+            self._extended_shape(),
+            nan,
+            dtype=self.probs.dtype,
+            device=self.probs.device,
+        )
+
+    @property
+    def mode(self) -> Tensor:
+        return self.probs.argmax(dim=-1)
+
+    @property
+    def variance(self) -> Tensor:
+        return torch.full(
+            self._extended_shape(),
+            nan,
+            dtype=self.probs.dtype,
+            device=self.probs.device,
+        )
+
+    def sample(self, sample_shape=torch.Size()):
+        if not isinstance(sample_shape, torch.Size):
+            sample_shape = torch.Size(sample_shape)
+        probs_2d = self.probs.reshape(-1, self._num_events)
+        samples_2d = torch.multinomial(probs_2d, sample_shape.numel(), True).T
+        return samples_2d.reshape(self._extended_shape(sample_shape))
+
+    def log_prob(self, value):
+        if self._validate_args:
+            self._validate_sample(value)
+        value = value.long().unsqueeze(-1)
+        value, log_pmf = torch.broadcast_tensors(value, self.logits)
+        value = value[..., :1]
+        return log_pmf.gather(-1, value).squeeze(-1)
+
+    def entropy(self):
+        min_real = torch.finfo(self.logits.dtype).min
+        logits = torch.clamp(self.logits, min=min_real)
+        p_log_p = logits * self.probs
+        return -p_log_p.sum(-1)
+
+    def enumerate_support(self, expand=True):
+        num_events = self._num_events
+        values = torch.arange(num_events, dtype=torch.long, device=self._param.device)
+        values = values.view((-1,) + (1,) * len(self._batch_shape))
+        if expand:
+            values = values.expand((-1,) + self._batch_shape)
+        return values