# Copyright 2020 The TensorFlow Probability Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
#     http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# ============================================================================
"""Gradient-based trajectory length adaptation kernel."""

import collections

from tensorflow_probability.python.internal.backend.numpy.compat import v2 as tf

from tensorflow_probability.substrates.numpy.internal import assert_util
from tensorflow_probability.substrates.numpy.internal import prefer_static as ps
from tensorflow_probability.substrates.numpy.internal import samplers
from tensorflow_probability.substrates.numpy.internal import unnest
from tensorflow_probability.substrates.numpy.math import gradient
from tensorflow_probability.substrates.numpy.mcmc import kernel as kernel_base
from tensorflow_probability.substrates.numpy.mcmc import simple_step_size_adaptation
from tensorflow_probability.substrates.numpy.mcmc import transformed_kernel
from tensorflow_probability.substrates.numpy.mcmc.internal import util as mcmc_util

__all__ = [
    'chees_criterion',
    'GradientBasedTrajectoryLengthAdaptation',
    'GradientBasedTrajectoryLengthAdaptationResults',
]

MAX_HALTON_SEQUENCE_BITS = 10  # Generates up to 1024 unique trajectory lengths.


class GradientBasedTrajectoryLengthAdaptationResults(
    mcmc_util.PrettyNamedTupleMixin,
    collections.namedtuple('GradientBasedTrajectoryLengthAdaptationResults', [
        'inner_results',
        'max_trajectory_length',
        'step',
        'adaptation_rate',
        'jitter_amount',
        'averaged_sq_grad',
        'averaged_max_trajectory_length',
        'criterion',
        'seed',
    ])):
  """Internal state of GradientBasedTrajectoryLengthAdaptation.

  Attributes:
    inner_results: Results of the inner kernel.
    max_trajectory_length: Floating point scalar `Tensor`. Maximum HMC
      trajectory length.
    step: Int32 scalar `Tensor`. The number of steps this kernel has taken.
      Increases by 1 for every call to `one_step`.
    adaptation_rate: Floating point scalar `Tensor`. How rapidly to adapt the
      trajectory length.
    jitter_amount: Floating point scalar `Tensor`. How much to jitter the
      trajectory on the next step. The trajectory length is sampled from `[(1 -
      jitter_amount) * max_trajectory_length, max_trajectory_length]`.
    averaged_sq_grad: Floating point scalar `Tensor`. Moving average of squared
      criterion gradients.
    averaged_max_trajectory_length: Floating point scalar `Tensor`. Moving
      average of the maximum of trajectory length. This is used after the burnin
      period.
    criterion: Floating point `Tensor` with shape `[C0, ..., Cb]` with `b > 0`.
      The value of the criterion returned by the `criterion_fn` corresponding to
      each Markov chain.
    seed: Int32 `Tensor` with shape `[2]`. The random seed used by the kernel in
      the previous step.
  """
  __slots__ = ()


def hmc_like_num_leapfrog_steps_getter_fn(kernel_results):
  """Getter for `num_leapfrog_steps` so it can be inspected."""
  return unnest.get_innermost(kernel_results, 'num_leapfrog_steps')


def hmc_like_num_leapfrog_steps_setter_fn(kernel_results,
                                          new_num_leapfrog_steps):
  """Setter for `num_leapfrog_steps` so it can be adapted."""
  return unnest.replace_innermost(
      kernel_results, num_leapfrog_steps=new_num_leapfrog_steps)


def hmc_like_proposed_velocity_getter_fn(kernel_results):
  """Getter for `proposed_velocity` so it can be inspected."""
  # TODO(b/169898033): This only works with the standard kinetic energy term.
  proposed_velocity = unnest.get_innermost(kernel_results, 'final_momentum')
  proposed_state = unnest.get_innermost(kernel_results, 'proposed_state')
  # proposed_velocity has the wrong structure when state is a scalar.
  return tf.nest.pack_sequence_as(proposed_state,
                                  tf.nest.flatten(proposed_velocity))


def hmc_like_proposed_state_getter_fn(kernel_results):
  """Getter for `proposed_state` so it can be inspected."""
  return unnest.get_innermost(kernel_results, 'proposed_state')


def hmc_like_step_size_getter_fn(kernel_results):
  # This is here due to the circular imports.
  return simple_step_size_adaptation.hmc_like_step_size_getter_fn(
      kernel_results)


def hmc_like_log_accept_prob_getter_fn(kernel_results):
  # This is here due to the circular imports.
  return simple_step_size_adaptation.hmc_like_log_accept_prob_getter_fn(
      kernel_results)


def chees_criterion(previous_state,
                    proposed_state,
                    accept_prob,
                    validate_args=False):
  """The ChEES criterion from [1].

  ChEES stands for Change in the Estimator of the Expected Square.

  ```None
  ChEES = 1/4 E[(||x' - E[x]||**2 - ||x - E[x]||**2)**2],
  ```

  where `x` is the previous chain state, `x'` is the next chain state, and
  `||.||` is the L2 norm. Both expectations are with respect to the chain's
  stationary distribution. In practice, the inner expectation is replaced by the
  empirical mean across chains, so computing this criterion requires that at
  least 2 chains are present. The outer expectation is computed by the caller
  (e.g. in the `GradientBasedTrajectoryLengthAdaptation` kernel).

  This can be thought of as the standard expected squared jump distance (ESJD)
  criterion, except that the jump distance is computed in the space of centered
  squared L2 norms.

  Unlike ChEES, regular ESJD is maximized by perfectly anticorrelated proposals,
  which can give excellent mean estimates but terrible variance estimates;
  maximizing ChEES should give good estimates across a wider range of types of
  posterior expectations.

  Args:
    previous_state: (Possibly nested) floating point `Tensor`. The previous
      state of the HMC chain.
    proposed_state: (Possibly nested) floating point `Tensor`. The proposed
      state of the HMC chain.
    accept_prob: Floating `Tensor`. Probability of acceping the proposed state.
    validate_args: Whether to perform non-static argument validation.

  Returns:
    chees: The value of the ChEES criterion.

  Raises:
    ValueError: If `accept_prob` indicates that there are fewer than 2 chains.

  #### References

  [1]: Hoffman, M., Radul, A., & Sountsov, P. (2020). An Adaptive MCMC Scheme
       for Setting Trajectory Lengths in Hamiltonian Monte Carlo. In
       preparation.

  """
  batch_ndims = ps.rank(accept_prob)
  batch_axes = ps.range(batch_ndims, dtype=tf.int32)
  num_chains = ps.size(accept_prob)
  num_chains_ = tf.get_static_value(num_chains)
  if num_chains_ is not None:
    if num_chains_ < 2:
      raise ValueError(
          'chees_criterion requires at least 2 chains. Got: {}'.format(
              num_chains_))
  elif validate_args:
    with tf.control_dependencies([
        assert_util.assert_greater_equal(
            num_chains, 2, 'chees_criterion requires at least 2 chains.')
    ]):
      previous_state = tf.nest.map_structure(tf.identity, previous_state)

  def _center_previous_state(x):
    # The empirical mean here is a stand-in for the true mean, so we drop the
    # gradient that flows through this term.
    return x - tf.stop_gradient(tf.reduce_mean(x, axis=batch_axes))

  def _center_proposed_state(x):
    # The empirical mean here is a stand-in for the true mean, so we drop the
    # gradient that flows through this term. The goal here is to get a reliable
    # diagnostic of the unrelying dynamics, rather than incorporating the effect
    # of the MetropolisHastings correction.
    # TODO(mhoffman): Needs more experimentation.
    expanded_accept_prob = mcmc_util.left_justified_expand_dims_like(
        accept_prob, x)

    # accept_prob is zero when x is NaN, but we still want to sanitize such
    # values.
    x_safe = tf.where(tf.math.is_finite(x), x, tf.zeros_like(x))
    # If all accept_prob's are zero, the x_center will have a nonsense value,
    # but we'll discard the resultant gradients later on, so it's fine.
    x_center = (
        tf.reduce_sum(expanded_accept_prob * x_safe, axis=batch_axes) /
        (tf.reduce_sum(expanded_accept_prob, axis=batch_axes) + 1e-20))

    return x - tf.stop_gradient(x_center)

  def _sum_event_part(x):
    event_axes = ps.range(batch_ndims, ps.rank(x))
    return tf.reduce_sum(x, axis=event_axes)

  def _sum_event(x):
    return sum(tf.nest.flatten(tf.nest.map_structure(
        _sum_event_part,
        x,
    )))

  def _square(x):
    return tf.nest.map_structure(tf.square, x)

  def _sub(x, y):
    return tf.nest.map_structure(lambda x, y: x - y, x, y)

  previous_state = tf.nest.map_structure(_center_previous_state, previous_state)
  proposed_state = tf.nest.map_structure(_center_proposed_state, proposed_state)
  chees = 0.25 * tf.square(
      _sum_event(_sub(_square(proposed_state), _square(previous_state))))
  return chees


class GradientBasedTrajectoryLengthAdaptation(kernel_base.TransitionKernel):
  """Use gradient ascent to adapt inner kernel's trajectory length.

  This kernel optimizes the continuous trajectory length (aka integration time)
  parameter of Hamiltonian Monte Carlo. It does so by following the gradient of
  a criterion with respect to the trajectory length. The criterion is computed
  via `criterion_fn` with signature `(previous_state, proposed_state,
  accept_prob) -> criterion`, where both the returned values retain the batch
  dimensions implied by the first three inputs. See `chees_criterion` for an
  example.

  To avoid resonances, this kernel jitters the integration time between 0 and
  the learned trajectory length by default.

  The initial trajectory length is extracted from the inner
  `HamiltonianMonteCarlo` kernel by multiplying the initial step size and
  initial number of leapfrog steps. This (and other algorithmic details) imply
  that the step size must be a scalar.

  In general, adaptation prevents the chain from reaching a stationary
  distribution, so obtaining consistent samples requires `num_adaptation_steps`
  be set to a value [somewhat smaller][1] than the number of burnin steps.
  However, it may sometimes be helpful to set `num_adaptation_steps` to a larger
  value during development in order to inspect the behavior of the chain during
  adaptation.

  #### Examples

  This implements something similar to ChEES HMC from [2].

  ```python
  from tensorflow_probability.python.internal.backend import numpy as tf
  import tensorflow_probability as tfp; tfp = tfp.substrates.numpy
  tfb = tfp.bijectors
  tfd = tfp.distributions

  target_log_prob_fn = tfd.JointDistributionSequential([
      tfd.Normal(0., 20.),
      tfd.HalfNormal(10.),
  ]).log_prob

  num_burnin_steps = 1000
  num_adaptation_steps = int(num_burnin_steps * 0.8)
  num_results = 500
  num_chains = 16
  step_size = 0.1

  kernel = tfp.mcmc.HamiltonianMonteCarlo(
      target_log_prob_fn=target_log_prob_fn,
      step_size=step_size,
      num_leapfrog_steps=1,
  )
  kernel = tfp.experimental.mcmc.GradientBasedTrajectoryLengthAdaptation(
      kernel,
      num_adaptation_steps=num_adaptation_steps)
  kernel = tfp.mcmc.DualAveragingStepSizeAdaptation(
      kernel, num_adaptation_steps=num_adaptation_steps)
  kernel = tfp.mcmc.TransformedTransitionKernel(
      kernel,
      [tfb.Identity(),
       tfb.Exp()])

  def trace_fn(_, pkr):
    return (
        pkr.inner_results.inner_results.inner_results.accepted_results
        .step_size,
        pkr.inner_results.inner_results.max_trajectory_length,
        pkr.inner_results.inner_results.inner_results.log_accept_ratio,
    )

  # The chain will be stepped for num_results + num_burnin_steps, adapting for
  # the first num_adaptation_steps.
  samples, [step_size, max_trajectory_length, log_accept_ratio] = (
      tfp.mcmc.sample_chain(
          num_results=num_results,
          num_burnin_steps=num_burnin_steps,
          current_state=[tf.zeros(num_chains),
                         tf.zeros(num_chains)],
          kernel=kernel,
          trace_fn=trace_fn,))

  # ~0.75
  accept_prob = tf.math.exp(tfp.math.reduce_logmeanexp(
      tf.minimum(log_accept_ratio, 0.)))
  ```

  #### References

  [1]: <http://andrewgelman.com/2017/12/15/
        burn-vs-warm-iterative-simulation-algorithms/#comment-627745>

  [2]: Hoffman, M., Radul, A., & Sountsov, P. (2020). An Adaptive MCMC Scheme
       for Setting Trajectory Lengths in Hamiltonian Monte Carlo. In
       preparation.

  """

  def __init__(
      self,
      inner_kernel,
      num_adaptation_steps,
      use_halton_sequence_jitter=True,
      adaptation_rate=0.025,
      jitter_amount=1.,
      criterion_fn=chees_criterion,
      max_leapfrog_steps=1000,
      num_leapfrog_steps_getter_fn=hmc_like_num_leapfrog_steps_getter_fn,
      num_leapfrog_steps_setter_fn=hmc_like_num_leapfrog_steps_setter_fn,
      step_size_getter_fn=hmc_like_step_size_getter_fn,
      proposed_velocity_getter_fn=hmc_like_proposed_velocity_getter_fn,
      log_accept_prob_getter_fn=hmc_like_log_accept_prob_getter_fn,
      proposed_state_getter_fn=hmc_like_proposed_state_getter_fn,
      validate_args=False,
      name=None):
    """Creates the trajectory length adaptation kernel.

    The default setter_fn and the getter_fn callbacks assume that the inner
    kernel produces kernel results structurally the same as the
    `HamiltonianMonteCarlo` kernel (possibly wrapped in some step size
    adaptation kernel).

    Args:
      inner_kernel: `TransitionKernel`-like object.
      num_adaptation_steps: Scalar `int` `Tensor` number of initial steps to
        during which to adjust the step size. This may be greater, less than, or
        equal to the number of burnin steps.
      use_halton_sequence_jitter: Python bool. Whether to use a Halton sequence
        for jittering the trajectory length. This makes the procedure more
        stable than sampling trajectory lengths from a uniform distribution.
      adaptation_rate: Floating point scalar `Tensor`. How rapidly to adapt the
        trajectory length.
      jitter_amount: Floating point scalar `Tensor`. How much to jitter the
        trajectory on the next step. The trajectory length is sampled from `[(1
        - jitter_amount) * max_trajectory_length, max_trajectory_length]`.
      criterion_fn: Callable with `(previous_state, proposed_state, accept_prob)
        -> criterion`. Computes the criterion value.
      max_leapfrog_steps: Int32 scalar `Tensor`. Clips the number of leapfrog
        steps to this value.
      num_leapfrog_steps_getter_fn: A callable with the signature
        `(kernel_results) -> num_leapfrog_steps` where `kernel_results` are the
        results of the `inner_kernel`, and `num_leapfrog_steps` is a floating
        point `Tensor`.
      num_leapfrog_steps_setter_fn: A callable with the signature
        `(kernel_results, new_num_leapfrog_steps) -> new_kernel_results` where
        `kernel_results` are the results of the `inner_kernel`,
        `new_num_leapfrog_steps` is a scalar tensor `Tensor`, and
        `new_kernel_results` are a copy of `kernel_results` with the number of
        leapfrog steps set.
      step_size_getter_fn: A callable with the signature `(kernel_results) ->
        step_size` where `kernel_results` are the results of the `inner_kernel`,
        and `step_size` is a floating point `Tensor`.
      proposed_velocity_getter_fn: A callable with the signature
        `(kernel_results) -> proposed_velocity` where `kernel_results` are the
        results of the `inner_kernel`, and `proposed_velocity` is a (possibly
        nested) floating point `Tensor`. Velocity is derivative of state with
        respect to trajectory length.
      log_accept_prob_getter_fn: A callable with the signature `(kernel_results)
        -> log_accept_prob` where `kernel_results` are the results of the
        `inner_kernel`, and `log_accept_prob` is a floating point `Tensor`.
        `log_accept_prob` has shape `[C0, ...., Cb]` with `b > 0`.
      proposed_state_getter_fn: A callable with the signature `(kernel_results)
        -> proposed_state` where `kernel_results` are the results of the
        `inner_kernel`, and `proposed_state` is a (possibly nested) floating
        point `Tensor`.
      validate_args: Python `bool`. When `True` kernel parameters are checked
        for validity. When `False` invalid inputs may silently render incorrect
        outputs.
      name: Python `str` name prefixed to Ops created by this class. Default:
        'simple_step_size_adaptation'.

    Raises:
      ValueError: If `inner_kernel` contains a `TransformedTransitionKernel` in
        its hierarchy. If you need to use the `TransformedTransitionKernel`,
        place it above this kernel in the hierarchy (see the example in the
        class docstring).
    """
    inner_kernel = mcmc_util.enable_store_parameters_in_results(inner_kernel)
    _forbid_inner_transformed_kernel(inner_kernel)

    with tf.name_scope(
        mcmc_util.make_name(name, 'gradient_based_trajectory_length_adaptation',
                            '__init__')) as name:
      num_adaptation_steps = tf.convert_to_tensor(
          num_adaptation_steps, dtype=tf.int32, name='num_adaptation_steps')
      max_leapfrog_steps = tf.convert_to_tensor(
          max_leapfrog_steps, dtype=tf.int32, name='max_leapfrog_steps')

    self._parameters = dict(
        inner_kernel=inner_kernel,
        num_adaptation_steps=num_adaptation_steps,
        use_halton_sequence_jitter=use_halton_sequence_jitter,
        adaptation_rate=adaptation_rate,
        jitter_amount=jitter_amount,
        criterion_fn=criterion_fn,
        max_leapfrog_steps=max_leapfrog_steps,
        num_leapfrog_steps_getter_fn=num_leapfrog_steps_getter_fn,
        num_leapfrog_steps_setter_fn=num_leapfrog_steps_setter_fn,
        step_size_getter_fn=step_size_getter_fn,
        proposed_velocity_getter_fn=proposed_velocity_getter_fn,
        log_accept_prob_getter_fn=log_accept_prob_getter_fn,
        proposed_state_getter_fn=hmc_like_proposed_state_getter_fn,
        validate_args=validate_args,
        name=name,
    )

  @property
  def inner_kernel(self):
    return self._parameters['inner_kernel']

  @property
  def use_halton_sequence_jitter(self):
    return self._parameters['use_halton_sequence_jitter']

  @property
  def num_adaptation_steps(self):
    return self._parameters['num_adaptation_steps']

  def criterion_fn(self, previous_state, proposed_state, accept_prob):
    return self._parameters['criterion_fn'](previous_state, proposed_state,
                                            accept_prob)

  @property
  def max_leapfrog_steps(self):
    return self._parameters['max_leapfrog_steps']

  def num_leapfrog_steps_getter_fn(self, kernel_results):
    return self._parameters['num_leapfrog_steps_getter_fn'](kernel_results)

  def num_leapfrog_steps_setter_fn(self, kernel_results,
                                   new_num_leapfrog_steps):
    return self._parameters['num_leapfrog_steps_setter_fn'](
        kernel_results, new_num_leapfrog_steps)

  def step_size_getter_fn(self, kernel_results):
    return self._parameters['step_size_getter_fn'](kernel_results)

  def proposed_velocity_getter_fn(self, kernel_results):
    return self._parameters['proposed_velocity_getter_fn'](kernel_results)

  def log_accept_prob_getter_fn(self, kernel_results):
    return self._parameters['log_accept_prob_getter_fn'](kernel_results)

  def proposed_state_getter_fn(self, kernel_results):
    return self._parameters['proposed_state_getter_fn'](kernel_results)

  @property
  def validate_args(self):
    return self._parameters['validate_args']

  @property
  def name(self):
    return self._parameters['name']

  @property
  def parameters(self):
    """Return `dict` of ``__init__`` arguments and their values."""
    return self._parameters

  def one_step(self, current_state, previous_kernel_results, seed=None):
    with tf.name_scope(
        mcmc_util.make_name(self.name,
                            'gradient_based_trajectory_length_adaptation',
                            'one_step')):

      jitter_seed, inner_seed = samplers.split_seed(seed)

      dtype = previous_kernel_results.adaptation_rate.dtype
      current_state = tf.nest.map_structure(
          lambda x: tf.convert_to_tensor(x, dtype=dtype), current_state)
      step_f = tf.cast(previous_kernel_results.step, dtype)
      if self.use_halton_sequence_jitter:
        trajectory_jitter = _halton_sequence(step_f)
      else:
        trajectory_jitter = samplers.uniform((), seed=jitter_seed, dtype=dtype)

      jitter_amount = previous_kernel_results.jitter_amount
      trajectory_jitter = (
          trajectory_jitter * jitter_amount + (1. - jitter_amount))

      adapting = previous_kernel_results.step < self.num_adaptation_steps
      max_trajectory_length = tf.where(
          adapting, previous_kernel_results.max_trajectory_length,
          previous_kernel_results.averaged_max_trajectory_length)
      jittered_trajectory_length = (max_trajectory_length * trajectory_jitter)

      step_size = _ensure_step_size_is_scalar(
          self.step_size_getter_fn(previous_kernel_results), self.validate_args)
      num_leapfrog_steps = tf.cast(
          tf.maximum(
              tf.ones([], dtype),
              tf.math.ceil(jittered_trajectory_length / step_size)), tf.int32)

      previous_kernel_results_with_jitter = self.num_leapfrog_steps_setter_fn(
          previous_kernel_results, num_leapfrog_steps)

      new_state, new_inner_results = self.inner_kernel.one_step(
          current_state, previous_kernel_results_with_jitter.inner_results,
          inner_seed)

      proposed_state = self.proposed_state_getter_fn(new_inner_results)
      proposed_velocity = self.proposed_velocity_getter_fn(new_inner_results)
      accept_prob = tf.exp(self.log_accept_prob_getter_fn(new_inner_results))

      new_kernel_results = _update_trajectory_grad(
          previous_kernel_results_with_jitter,
          previous_state=current_state,
          proposed_state=proposed_state,
          proposed_velocity=proposed_velocity,
          trajectory_jitter=trajectory_jitter,
          accept_prob=accept_prob,
          step_size=step_size,
          criterion_fn=self.criterion_fn,
          max_leapfrog_steps=self.max_leapfrog_steps)

      # Undo the effect of adaptation if we're not in the burnin phase. We keep
      # the criterion, however, as that's a diagnostic. We also keep the
      # leapfrog steps setting, as that's an effect of jitter (and also doubles
      # as a diagnostic).
      criterion = new_kernel_results.criterion
      new_kernel_results = mcmc_util.choose(
          adapting, new_kernel_results, previous_kernel_results_with_jitter)

      new_kernel_results = new_kernel_results._replace(
          inner_results=new_inner_results,
          step=previous_kernel_results.step + 1,
          criterion=criterion)

      return new_state, new_kernel_results

  def bootstrap_results(self, init_state):
    with tf.name_scope(
        mcmc_util.make_name(self.name,
                            'gradient_based_trajectory_length_adaptation',
                            'bootstrap_results')):
      inner_results = self.inner_kernel.bootstrap_results(init_state)
      dtype = self.log_accept_prob_getter_fn(inner_results).dtype
      init_state = tf.nest.map_structure(
          lambda x: tf.convert_to_tensor(x, dtype=dtype), init_state)
      step_size = _ensure_step_size_is_scalar(
          self.step_size_getter_fn(inner_results), self.validate_args)
      init_max_trajectory_length = (
          step_size *
          tf.cast(self.num_leapfrog_steps_getter_fn(inner_results), dtype))
      results = GradientBasedTrajectoryLengthAdaptationResults(
          inner_results=inner_results,
          max_trajectory_length=init_max_trajectory_length,
          step=tf.zeros([], tf.int32),
          adaptation_rate=tf.convert_to_tensor(
              self.parameters['adaptation_rate'], dtype,
              name='adaptation_rate'),
          jitter_amount=tf.convert_to_tensor(
              self.parameters['jitter_amount'], dtype, name='jitter_amount'),
          averaged_sq_grad=tf.zeros([], dtype),
          averaged_max_trajectory_length=tf.zeros([], dtype),
          criterion=tf.zeros_like(
              self.log_accept_prob_getter_fn(inner_results)),
          seed=samplers.zeros_seed(),
      )
      return results

  @property
  def is_calibrated(self):
    return self.inner_kernel.is_calibrated


def _forbid_inner_transformed_kernel(inner_kernel):
  """Forbids inner kernel from containing `TransformedTransitionKernel`."""
  # TODO(b/169898277): The issue is that the proposed_velocity must be in the
  # same space as the chain state, and TransformedTransitionKernel breaks that
  # invariant.
  while hasattr(inner_kernel,
                'parameters') and 'inner_kernel' in inner_kernel.parameters:
    if isinstance(inner_kernel, transformed_kernel.TransformedTransitionKernel):
      raise ValueError(
          'The inner kernel cannot contain a `TransformedTransitionKernel`. '
          'Please place the `TransformedTransitionKernel` above this kernel '
          'in the hierarchy (see the docstring example of '
          '`GradientBasedTrajectoryLengthAdaptation` kernel.)')
    inner_kernel = inner_kernel.parameters['inner_kernel']


def _ensure_step_size_is_scalar(step_size, validate_args):
  """Ensures that the step size is a scalar `Tensor`."""
  if tf.nest.is_nested(step_size):
    raise ValueError('Step size must be a scalar. Got: {}'.format(step_size))
  rank = ps.rank(step_size)
  rank_ = tf.get_static_value(rank)
  if rank_ is not None:
    if rank_ != 0:
      raise ValueError('Step size must be a scalar. Got: {}'.format(step_size))
  elif validate_args:
    with tf.control_dependencies(
        [assert_util.assert_rank(step_size, 0, 'Step size must be a scalar.')]):
      return tf.identity(step_size)
  return step_size


def _halton_sequence(i, max_bits=MAX_HALTON_SEQUENCE_BITS):
  bit_masks = 2**tf.range(max_bits, dtype=i.dtype)
  return tf.einsum('i,i->', tf.math.mod((i + 1) // bit_masks, 2),
                   0.5 / bit_masks)


def _update_trajectory_grad(previous_kernel_results, previous_state,
                            proposed_state, proposed_velocity,
                            trajectory_jitter, accept_prob, step_size,
                            criterion_fn, max_leapfrog_steps):
  """Updates the trajectory length."""
  # Compute criterion grads.
  def leapfrog_action(dt):
    # This represents the effect on the criterion value as the state follows the
    # proposed velocity. This implicitly assumes an identity mass matrix.
    return criterion_fn(
        previous_state,
        tf.nest.map_structure(
            lambda x, v:  # pylint: disable=g-long-lambda
            (x + mcmc_util.left_justified_expand_dims_like(dt, v) * v),
            proposed_state,
            proposed_velocity),
        accept_prob)

  criterion, trajectory_grad = gradient.value_and_gradient(
      leapfrog_action, tf.zeros_like(accept_prob))
  trajectory_grad *= trajectory_jitter

  # Weight by acceptance probability.
  trajectory_grad = tf.where(accept_prob > 1e-4, trajectory_grad, 0.)
  trajectory_grad = tf.where(
      tf.math.is_finite(trajectory_grad), trajectory_grad, 0.)
  trajectory_grad = (
      tf.reduce_sum(trajectory_grad * accept_prob) /
      tf.reduce_sum(accept_prob + 1e-20))

  # Compute Adam/RMSProp step size.
  dtype = previous_kernel_results.adaptation_rate.dtype
  iteration_f = tf.cast(previous_kernel_results.step, dtype) + 1.
  msg_adaptation_rate = 0.05
  new_averaged_sq_grad = (
      (1 - msg_adaptation_rate) * previous_kernel_results.averaged_sq_grad +
      msg_adaptation_rate * trajectory_grad**2)
  adjusted_averaged_sq_grad = new_averaged_sq_grad / (
      1. - (1 - msg_adaptation_rate)**iteration_f)
  trajectory_step_size = (
      previous_kernel_results.adaptation_rate /
      tf.sqrt(adjusted_averaged_sq_grad + 1e-20))

  # Apply the gradient. Clip absolute value to ~log(2)/2.
  log_update = tf.clip_by_value(trajectory_step_size * trajectory_grad, -0.35,
                                0.35)
  new_max_trajectory_length = previous_kernel_results.max_trajectory_length * tf.exp(
      log_update)

  # Iterate averaging.
  average_weight = iteration_f**(-0.5)
  new_averaged_max_trajectory_length = tf.exp(
      average_weight * tf.math.log(new_max_trajectory_length) +
      (1 - average_weight) *
      tf.math.log(1e-10 +
                  previous_kernel_results.averaged_max_trajectory_length))

  # Clip the maximum trajectory length.
  new_max_trajectory_length = _clip_max_trajectory_length(
      new_max_trajectory_length, step_size,
      previous_kernel_results.adaptation_rate, max_leapfrog_steps)

  return previous_kernel_results._replace(
      criterion=criterion,
      max_trajectory_length=new_max_trajectory_length,
      averaged_sq_grad=new_averaged_sq_grad,
      averaged_max_trajectory_length=new_averaged_max_trajectory_length)


def _clip_max_trajectory_length(max_trajectory_length, step_size,
                                trajectory_adaptation_rate, max_leapfrog_steps):
  return tf.where(
      trajectory_adaptation_rate > 0,
      tf.clip_by_value(
          max_trajectory_length, 0.,
          step_size * tf.cast(max_leapfrog_steps, max_trajectory_length.dtype)),
      max_trajectory_length)

# @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@
# This file is auto-generated by substrates/meta/rewrite.py
# It will be surfaced by the build system as a symlink at:
#   `tensorflow_probability/substrates/numpy/experimental/mcmc/gradient_based_trajectory_length_adaptation.py`
# For more info, see substrate_runfiles_symlinks in build_defs.bzl
# @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@

# (This notice adds 10 to line numbering.)


