Source code for geomstats.information_geometry.categorical
"""Statistical Manifold of categorical distributions with the Fisher metric.
Lead author: Alice Le Brigant.
"""
from geomstats.information_geometry.multinomial import (
MultinomialDistributions,
MultinomialMetric,
)
[docs]
class CategoricalDistributions(MultinomialDistributions):
r"""Class for the manifold of categorical distributions.
This is the set of `n+1`-tuples of positive reals that sum up to one,
i.e. the `n`-simplex. Each point is the parameter of a categorical
distribution, i.e. gives the probabilities of $n$ different outcomes
in a single experiment.
Attributes
----------
dim : int
Dimension of the manifold of categorical distributions. The
number of outcomes is dim + 1.
embedding_manifold : Manifold
Embedding manifold.
"""
def __init__(self, dim, equip=True):
super().__init__(dim=dim, n_draws=1, equip=equip)
[docs]
@staticmethod
def default_metric():
"""Metric to equip the space with if equip is True."""
return CategoricalMetric
[docs]
class CategoricalMetric(MultinomialMetric):
"""Class for the Fisher information metric on categorical distributions.
The Fisher information metric on the $n$-simplex of categorical
distributions parameters can be obtained as the pullback metric of the
$n$-sphere using the componentwise square root.
References
----------
.. [K2003] R. E. Kass. The Geometry of Asymptotic Inference. Statistical
Science, 4(3): 188 - 234, 1989.
"""