pytorch

a347c747 - Fix TransformedDistribution shaping logic (#50581)

Fix TransformedDistribution shaping logic (#50581) Summary: Fixes https://github.com/pytorch/pytorch/issues/50496 Fixes https://github.com/pytorch/pytorch/issues/34859 Fixes https://github.com/pytorch/pytorch/issues/21596 This fixes many bugs involving `TransformedDistribution` and `ComposeTransform` when the component transforms changed their event shapes. Part of the fix is to introduce an `IndependentTransform` analogous to `distributions.Independent` and `constraints.independent`, and to introduce methods `Transform.forward_shape()` and `.inverse_shape()`. I have followed fehiepsi's suggestion and replaced `.input_event_dim` -> `.domain.event_dim` and `.output_event_dim` -> `.codomain.event_dim`. This allows us to deprecate `.event_dim` as an attribute. ## Summary of changes - Fixes `TransformDistribution` and `ComposeTransform` shape errors. - Fixes a behavior bug in `LogisticNormal`. - Fixes `kl_divergence(TransformedDistribution, TransformedDistribution)` - Adds methods `Transform.forward_shape()`, `.inverse_shape()` which are required for correct shape computations in `TransformedDistribution` and `ComposeTransform`. - Adds an `IndependentTransform`. - Adds a `ReshapeTransform` which is invaluable in testing shape logic in `ComposeTransform` and `TransformedDistribution` and which will be used by stefanwebb flowtorch. - Fixes incorrect default values in `constraints.dependent.event_dim`. - Documents the `.event_dim` and `.is_discrete` attributes. ## Changes planned for follow-up PRs - Memoize `constraints.dependent_property` as we do with `lazy_property`, since we now consult those properties much more often. ## Tested - [x] added a test for `Dist.support` vs `Dist(**params).support` to ensure static and dynamic attributes agree. - [x] refactoring is covered by existing tests - [x] add test cases for `ReshapedTransform` - [x] add a test for `TransformedDistribution` on a wide grid of input shapes - [x] added a regression test for https://github.com/pytorch/pytorch/issues/34859 cc fehiepsi feynmanliang stefanwebb Pull Request resolved: https://github.com/pytorch/pytorch/pull/50581 Reviewed By: ezyang, glaringlee, jpchen Differential Revision: D26024247 Pulled By: neerajprad fbshipit-source-id: f0b9a296f780ff49659b132409e11a29985dde9b