Speedup logpdf

ReactiveBayes · Jan 9, 2025 · 2aba23d · 2aba23d
1 parent bd657cb
commit 2aba23d
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Showing 2 changed files with 20 additions and 22 deletions.
diff --git a/src/distributions/tensor_dirichlet.jl b/src/distributions/tensor_dirichlet.jl
@@ -4,6 +4,7 @@ import SpecialFunctions: digamma, loggamma
 import Base: eltype
 import Distributions: pdf, logpdf
 using Distributions
+using SpecialFunctions, LogExpFunctions
 
 import FillArrays: Ones, Eye
 import LoopVectorization: vmap, vmapreduce
@@ -27,9 +28,11 @@ The `a` field stores the matrix parameter of the distribution.
 struct TensorDirichlet{T <: Real, N, A <: AbstractArray{T, N}, Ts} <: ContinuousTensorDistribution
     a::A
     α0::Ts
+    lmnB::Ts
     function TensorDirichlet(alpha::AbstractArray{T, N}) where {T, N}
         alpha0 = sum(alpha; dims = 1)
-        new{T, N, typeof(alpha), typeof(alpha0)}(alpha, alpha0)
+        lmnB = sum(loggamma, alpha; dims = 1) - loggamma.(alpha0)
+        new{T, N, typeof(alpha), typeof(alpha0)}(alpha, alpha0, lmnB)
     end
 end
 
@@ -112,7 +115,10 @@ function BayesBase.rand!(rng::AbstractRNG, dist::TensorDirichlet{A}, container::
 end
 
 function BayesBase.logpdf(dist::TensorDirichlet{R, N, A}, x::AbstractArray{T, N}) where {R, A, T <: Real, N}
-    return sum(logpdf.(Dirichlet.(get_dirichlet_parameters(dist)), eachslice(x, dims = Tuple(2:N))))
+    α = dist.a
+    α0 = dist.α0
+    s = sum(xlogy.(α .- 1, x); dims = 1)
+    return sum(s .- dist.lmnB)
 end
 
 BayesBase.pdf(dist::TensorDirichlet, x::Array{T, N}) where {T <: Real, N} = exp(logpdf(dist, x))

diff --git a/test/distributions/tensor_dirichlet_test.jl b/test/distributions/tensor_dirichlet_test.jl
@@ -25,11 +25,8 @@ end
             end
         end
     end
-
-
 end
 
-
 @testitem "TensorDirichlet: var" begin
     include("distributions_setuptests.jl")
 
@@ -50,7 +47,6 @@ end
             end
         end
     end
-
 end
 
 @testitem "TensorDirichlet: mean" begin
@@ -73,7 +69,6 @@ end
             end
         end
     end
-
 end
 
 @testitem "TensorDirichlet: std" begin
@@ -96,7 +91,6 @@ end
             end
         end
     end
-
 end
 
 @testitem "TensorDirichlet: cov" begin
@@ -112,10 +106,10 @@ end
 
                 temp = cov.(mat_of_dir)
                 old_shape = size(alpha)
-                new_shape = (first(old_shape),first(old_shape),Base.tail(old_shape)...)
+                new_shape = (first(old_shape), first(old_shape), Base.tail(old_shape)...)
                 mat_cov = ones(new_shape)
                 for i in CartesianIndices(Base.tail(size(alpha)))
-                    mat_cov[:,:, i] = temp[i]
+                    mat_cov[:, :, i] = temp[i]
                 end
                 @test cov(distribution) ≈ mat_cov
             end
@@ -258,20 +252,20 @@ end
                 alpha2 = rand([d for _ in 1:rank]...) .+ 1
                 distribution1 = TensorDirichlet(alpha1)
                 distribution2 = TensorDirichlet(alpha2)
-            
+
                 mat_of_dir_1 = Dirichlet.(eachslice(alpha1, dims = Tuple(2:rank)))
                 mat_of_dir_2 = Dirichlet.(eachslice(alpha2, dims = Tuple(2:rank)))
-                dim = rank-1
+                dim = rank - 1
 
-                prod_temp = Array{Dirichlet,dim}(undef, Base.tail(size(alpha1)))
+                prod_temp = Array{Dirichlet, dim}(undef, Base.tail(size(alpha1)))
                 for i in CartesianIndices(Base.tail(size(alpha1)))
-                    prod_temp[i] = prod(PreserveTypeProd(Distribution),mat_of_dir_1[i],mat_of_dir_2[i])
+                    prod_temp[i] = prod(PreserveTypeProd(Distribution), mat_of_dir_1[i], mat_of_dir_2[i])
                 end
                 mat_prod = similar(alpha1)
                 for i in CartesianIndices(Base.tail(size(alpha1)))
-                    mat_prod[:,i] = prod_temp[i].alpha
+                    mat_prod[:, i] = prod_temp[i].alpha
                 end
-                @test @inferred(prod(PreserveTypeProd(Distribution),distribution1,distribution2)) ≈ TensorDirichlet(mat_prod)
+                @test @inferred(prod(PreserveTypeProd(Distribution), distribution1, distribution2)) ≈ TensorDirichlet(mat_prod)
             end
         end
     end
@@ -300,7 +294,6 @@ end
             end
         end
     end
-
 end
 
 @testitem "TensorDirichlet: vague" begin
@@ -330,11 +323,10 @@ end
     for rank in (3, 5)
         for d in (2, 5, 10)
             for _ in 1:10
-
                 alpha = rand([d for _ in 1:rank]...)
                 distribution = TensorDirichlet(alpha)
                 (naturalParam,) = unpack_parameters(TensorDirichlet, alpha)
-                
+
                 mat_logPartition = sum(logPartitionDirichlet.(eachslice(alpha, dims = Tuple(2:rank))))
                 mat_grad = grad.(eachslice(alpha, dims = Tuple(2:rank)))
                 mat_info = sum(info.(eachslice(alpha, dims = Tuple(2:rank))))
@@ -350,9 +342,9 @@ end
 @testitem "TensorDirichlet: logpdf" begin
     include("distributions_setuptests.jl")
 
-    for rank in (3, 5)
-        for d in (2, 5, 10)
-            for _ in 1:10
+    for rank in (3, 4, 5, 6)
+        for d in (2, 4, 5, 10)
+            for i in 1:10
                 alpha = rand([d for _ in 1:rank]...)
 
                 distribution = TensorDirichlet(alpha)