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81 changes: 55 additions & 26 deletions effectful/handlers/numpyro.py
Original file line number Diff line number Diff line change
Expand Up @@ -7,7 +7,7 @@


import functools
from collections.abc import Collection, Mapping
from collections.abc import Callable, Collection, Mapping
from typing import Any

import jax
Expand All @@ -17,6 +17,7 @@
from effectful.handlers.jax._handlers import _register_jax_op, is_eager_array
from effectful.ops.monoid import (
LogSumExp,
Max,
Min,
Monoid,
NormalizeIntp,
Expand All @@ -28,7 +29,7 @@
)
from effectful.ops.semantics import evaluate, fvsof, fwd, handler, typeof
from effectful.ops.syntax import ObjectInterpretation, defdata, deffn, defop, implements
from effectful.ops.types import NotHandled, Operation, Term
from effectful.ops.types import Expr, NotHandled, Operation, Term


class Naming(dict[Operation[[], jax.Array], int]):
Expand Down Expand Up @@ -1197,46 +1198,74 @@ def _embed_independent(d: dist.Independent) -> Term[dist.Independent]:
return Independent(d.base_dist, d.reinterpreted_batch_ndims)


@Operation.define
def distribution_stream(
distribution: numpyro.distributions.Distribution,
) -> Stream[jax.Array]:
raise NotHandled


class ReduceEnumerableDistribution(ObjectInterpretation):
class ReduceDistribution(ObjectInterpretation):
"""Distributions with enumerable support turn into weighted reductions of
arrays. The weighting used depends on the reduction monoid.
arrays. Other distributions turn into weighted reductions over constraint
streams.

The weighting used depends on the reduction monoid.

"""

@implements(Monoid.reduce)
def _(self, monoid, body, streams: Streams):
def _dist_to_stream(self, d: dist.Distribution):
if d.has_enumerate_support:
return d.enumerate_support(expand=False)
return constraint_stream(d.support, jnp.zeros(d.shape()))

def _reduce[T](
self,
monoid: Monoid,
body: Expr[T],
streams: Streams,
weight_monoid: Monoid,
weight_of_log_prob: Callable[[Expr], Expr],
) -> Expr[T]:
if not any(
isinstance(stream, Term) and stream.op == distribution_stream
for stream in streams.values()
):
return fwd()

new_streams = {}
for stream_id, stream in streams.items():
if not (isinstance(stream, Term) and stream.op == distribution_stream):
new_streams[stream_id] = stream
continue

dist = stream.args[0]
assert isinstance(dist, numpyro.distributions.Distribution)
if not dist.has_enumerate_support:
continue
d = stream.args[0]
assert isinstance(d, dist.Distribution)

support = dist.enumerate_support(expand=False)
value = Operation.define(jax.Array)
if monoid == LogSumExp:
weighted = Sum.weighted(support, deffn(dist.log_prob(value()), value))
elif monoid == Sum:
weighted = Product.weighted(
support, deffn(jnp.exp(dist.log_prob(value())), value)
)
else:
continue
support = self._dist_to_stream(d)
value = Operation.define(jax.Array, name="v")
weighted = weight_monoid.weighted(
support, deffn(weight_of_log_prob(d.log_prob(value())), value)
)
new_streams[stream_id] = weighted

new_streams = {k: v for k, v in streams.items() if k != stream_id} | {
stream_id: weighted
}
return monoid.reduce(body, new_streams)
return monoid.reduce(body, new_streams)

@implements(LogSumExp.reduce)
def _reduce_logsumexp(self, body, streams: Streams):
return self._reduce(LogSumExp, body, streams, Sum, lambda x: x)

@implements(Min.reduce)
def _reduce_min(self, body, streams: Streams):
return self._reduce(Min, body, streams, Sum, lambda x: x)

@implements(Max.reduce)
def _reduce_max(self, body, streams: Streams):
return self._reduce(Max, body, streams, Sum, lambda x: x)

return fwd()
@implements(Sum.reduce)
def _reduce_sum(self, body, streams: Streams):
return self._reduce(Sum, body, streams, Product, jnp.exp) # type:ignore[arg-type]


@Operation.define
Expand Down Expand Up @@ -1370,4 +1399,4 @@ def step(_, state):
return substitute(body, self.optimizer.get_params(state))


NormalizeIntp.extend(ReduceEnumerableDistribution())
NormalizeIntp.extend(ReduceDistribution())
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