tfp.distributions.QuantizedDistribution | TensorFlow Probability (original) (raw)
Distribution representing the quantization Y = ceiling(X)
.
Inherits From: AutoCompositeTensorDistribution, Distribution, AutoCompositeTensor
tfp.distributions.QuantizedDistribution(
distribution,
low=None,
high=None,
validate_args=False,
name='QuantizedDistribution'
)
#### Definition in Terms of Sampling
1. Draw X
2. Set Y <-- ceiling(X)
3. If Y < low, reset Y <-- low
4. If Y > high, reset Y <-- high
5. Return Y
#### Definition in Terms of the Probability Mass Function
Given scalar random variable X
, we define a discrete random variable Y
supported on the integers as follows:
P[Y = j] := P[X <= low], if j == low,
:= P[X > high - 1], j == high,
:= 0, if j < low or j > high,
:= P[j - 1 < X <= j], all other j.
Conceptually, without cutoffs, the quantization process partitions the real line R
into half open intervals, and identifies an integer j
with the right endpoints:
R = ... (-2, -1](-1, 0](0, 1](1, 2](2, 3](3, 4] ...
j = ... -1 0 1 2 3 4 ...
P[Y = j]
is the mass of X
within the jth
interval. If low = 0
, and high = 2
, then the intervals are redrawn and j
is re-assigned:
R = (-infty, 0](0, 1](1, infty)
j = 0 1 2
P[Y = j]
is still the mass of X
within the jth
interval.
#### Examples
We illustrate a mixture of discretized logistic distributions [(Salimans et al., 2017)][1]. This is used, for example, for capturing 16-bit audio in WaveNet [(van den Oord et al., 2017)][2]. The values range in a 1-D integer domain of [0, 2**16-1]
, and the discretization capturesP(x - 0.5 < X <= x + 0.5)
for all x
in the domain excluding the endpoints. The lowest value has probability P(X <= 0.5)
and the highest value has probability P(2**16 - 1.5 < X)
.
Below we assume a wavenet
function. It takes as input
right-shifted audio samples of shape [..., sequence_length]
. It returns a real-valued tensor of shape [..., num_mixtures * 3]
, i.e., each mixture component has a loc
andscale
parameter belonging to the logistic distribution, and a logits
parameter determining the unnormalized probability of that component.
tfd = tfp.distributions
tfb = tfp.bijectors
net = wavenet(inputs)
loc, unconstrained_scale, logits = tf.split(net,
num_or_size_splits=3,
axis=-1)
scale = tf.math.softplus(unconstrained_scale)
# Form mixture of discretized logistic distributions. Note we shift the
# logistic distribution by -0.5. This lets the quantization capture 'rounding'
# intervals, `(x-0.5, x+0.5]`, and not 'ceiling' intervals, `(x-1, x]`.
discretized_logistic_dist = tfd.QuantizedDistribution(
distribution=tfd.TransformedDistribution(
distribution=tfd.Logistic(loc=loc, scale=scale),
bijector=tfb.Shift(shift=-0.5)),
low=0.,
high=2**16 - 1.)
mixture_dist = tfd.MixtureSameFamily(
mixture_distribution=tfd.Categorical(logits=logits),
components_distribution=discretized_logistic_dist)
neg_log_likelihood = -tf.reduce_sum(mixture_dist.log_prob(targets))
train_op = tf.train.AdamOptimizer().minimize(neg_log_likelihood)
After instantiating mixture_dist
, we illustrate maximum likelihood by calculating its log-probability of audio samples as target
and optimizing.
#### References
[1]: Tim Salimans, Andrej Karpathy, Xi Chen, and Diederik P. Kingma. PixelCNN++: Improving the PixelCNN with discretized logistic mixture likelihood and other modifications.International Conference on Learning Representations, 2017.https://arxiv.org/abs/1701.05517 [2]: Aaron van den Oord et al. Parallel WaveNet: Fast High-Fidelity Speech Synthesis. arXiv preprint arXiv:1711.10433, 2017.https://arxiv.org/abs/1711.10433
If distribution
is a CompositeTensor
, then the resulting QuantizedDistribution
instance is a CompositeTensor
as well. Otherwise, a non-CompositeTensor
_QuantizedDistribution
instance is created instead. Distribution subclasses that inherit from QuantizedDistribution
will also inherit from CompositeTensor
.
Args | |
---|---|
distribution | The base distribution class to transform. Typically an instance of Distribution. |
low | Tensor with same dtype as this distribution and shape that broadcasts to that of samples but does not result in additional batch dimensions after broadcasting. Should be a whole number. DefaultNone. If provided, base distribution's prob should be defined atlow. |
high | Tensor with same dtype as this distribution and shape that broadcasts to that of samples but does not result in additional batch dimensions after broadcasting. Should be a whole number. DefaultNone. If provided, base distribution's prob should be defined athigh - 1. high must be strictly greater than low. |
validate_args | Python bool, default False. When True distribution parameters are checked for validity despite possibly degrading runtime performance. When False invalid inputs may silently render incorrect outputs. |
name | Python str name prefixed to Ops created by this class. |
Raises | |
---|---|
TypeError | If dist_cls is not a subclass ofDistribution or continuous. |
NotImplementedError | If the base distribution does not implement cdf. |
Attributes | |
---|---|
allow_nan_stats | Python bool describing behavior when a stat is undefined.Stats return +/- infinity when it makes sense. E.g., the variance of a Cauchy distribution is infinity. However, sometimes the statistic is undefined, e.g., if a distribution's pdf does not achieve a maximum within the support of the distribution, the mode is undefined. If the mean is undefined, then by definition the variance is undefined. E.g. the mean for Student's T for df = 1 is undefined (no clear way to say it is either + or - infinity), so the variance = E[(X - mean)**2] is also undefined. |
batch_shape | Shape of a single sample from a single event index as a TensorShape.May be partially defined or unknown. The batch dimensions are indexes into independent, non-identical parameterizations of this distribution. |
distribution | Base distribution, p(x). |
dtype | The DType of Tensors handled by this Distribution. |
event_shape | Shape of a single sample from a single batch as a TensorShape.May be partially defined or unknown. |
experimental_shard_axis_names | The list or structure of lists of active shard axis names. |
high | Highest value that quantization returns. |
low | Lowest value that quantization returns. |
name | Name prepended to all ops created by this Distribution. |
name_scope | Returns a tf.name_scope instance for this class. |
non_trainable_variables | Sequence of non-trainable variables owned by this module and its submodules. |
parameters | Dictionary of parameters used to instantiate this Distribution. |
reparameterization_type | Describes how samples from the distribution are reparameterized.Currently this is one of the static instancestfd.FULLY_REPARAMETERIZED or tfd.NOT_REPARAMETERIZED. |
submodules | Sequence of all sub-modules.Submodules are modules which are properties of this module, or found as properties of modules which are properties of this module (and so on). a = tf.Module() b = tf.Module() c = tf.Module() a.b = b b.c = c list(a.submodules) == [b, c] True list(b.submodules) == [c] True list(c.submodules) == [] True |
trainable_variables | Sequence of trainable variables owned by this module and its submodules. |
validate_args | Python bool indicating possibly expensive checks are enabled. |
variables | Sequence of variables owned by this module and its submodules. |
Methods
batch_shape_tensor
batch_shape_tensor(
name='batch_shape_tensor'
)
Shape of a single sample from a single event index as a 1-D Tensor
.
The batch dimensions are indexes into independent, non-identical parameterizations of this distribution.
Args | |
---|---|
name | name to give to the op |
Returns | |
---|---|
batch_shape | Tensor. |
cdf
cdf(
value, name='cdf', **kwargs
)
Cumulative distribution function.
Given random variable X
, the cumulative distribution function cdf
is:
cdf(x) := P[X <= x]
Additional documentation from _QuantizedDistribution
:
For whole numbers y
,
cdf(y) := P[Y <= y]
= 1, if y >= high,
= 0, if y < low,
= P[X <= y], otherwise.
Since Y
only has mass at whole numbers, P[Y <= y] = P[Y <= floor(y)]
. This dictates that fractional y
are first floored to a whole number, and then above definition applies.
The base distribution's cdf
method must be defined on y - 1
.
Args | |
---|---|
value | float or double Tensor. |
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
cdf | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype. |
copy
copy(
**override_parameters_kwargs
)
Creates a deep copy of the distribution.
Args | |
---|---|
**override_parameters_kwargs | String/value dictionary of initialization arguments to override with new values. |
Returns | |
---|---|
distribution | A new instance of type(self) initialized from the union of self.parameters and override_parameters_kwargs, i.e.,dict(self.parameters, **override_parameters_kwargs). |
covariance
covariance(
name='covariance', **kwargs
)
Covariance.
Covariance is (possibly) defined only for non-scalar-event distributions.
For example, for a length-k
, vector-valued distribution, it is calculated as,
Cov[i, j] = Covariance(X_i, X_j) = E[(X_i - E[X_i]) (X_j - E[X_j])]
where Cov
is a (batch of) k x k
matrix, 0 <= (i, j) < k
, and E
denotes expectation.
Alternatively, for non-vector, multivariate distributions (e.g., matrix-valued, Wishart), Covariance
shall return a (batch of) matrices under some vectorization of the events, i.e.,
Cov[i, j] = Covariance(Vec(X)_i, Vec(X)_j) = [as above]
where Cov
is a (batch of) k' x k'
matrices,0 <= (i, j) < k' = reduce_prod(event_shape)
, and Vec
is some function mapping indices of this distribution's event dimensions to indices of a length-k'
vector.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
covariance | Floating-point Tensor with shape [B1, ..., Bn, k', k']where the first n dimensions are batch coordinates andk' = reduce_prod(self.event_shape). |
cross_entropy
cross_entropy(
other, name='cross_entropy'
)
Computes the (Shannon) cross entropy.
Denote this distribution (self
) by P
and the other
distribution byQ
. Assuming P, Q
are absolutely continuous with respect to one another and permit densities p(x) dr(x)
and q(x) dr(x)
, (Shannon) cross entropy is defined as:
H[P, Q] = E_p[-log q(X)] = -int_F p(x) log q(x) dr(x)
where F
denotes the support of the random variable X ~ P
.
Args | |
---|---|
other | tfp.distributions.Distribution instance. |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
cross_entropy | self.dtype Tensor with shape [B1, ..., Bn]representing n different calculations of (Shannon) cross entropy. |
entropy
entropy(
name='entropy', **kwargs
)
Shannon entropy in nats.
event_shape_tensor
event_shape_tensor(
name='event_shape_tensor'
)
Shape of a single sample from a single batch as a 1-D int32 Tensor
.
Args | |
---|---|
name | name to give to the op |
Returns | |
---|---|
event_shape | Tensor. |
experimental_default_event_space_bijector
experimental_default_event_space_bijector(
*args, **kwargs
)
Bijector mapping the reals (R**n) to the event space of the distribution.
Distributions with continuous support may implement_default_event_space_bijector
which returns a subclass oftfp.bijectors.Bijector that maps R**n to the distribution's event space. For example, the default bijector for the Beta
distribution is tfp.bijectors.Sigmoid(), which maps the real line to [0, 1]
, the support of the Beta
distribution. The default bijector for theCholeskyLKJ
distribution is tfp.bijectors.CorrelationCholesky, which maps R^(k * (k-1) // 2) to the submanifold of k x k lower triangular matrices with ones along the diagonal.
The purpose of experimental_default_event_space_bijector
is to enable gradient descent in an unconstrained space for Variational Inference and Hamiltonian Monte Carlo methods. Some effort has been made to choose bijectors such that the tails of the distribution in the unconstrained space are between Gaussian and Exponential.
For distributions with discrete event space, or for which TFP currently lacks a suitable bijector, this function returns None
.
Args | |
---|---|
*args | Passed to implementation _default_event_space_bijector. |
**kwargs | Passed to implementation _default_event_space_bijector. |
Returns | |
---|---|
event_space_bijector | Bijector instance or None. |
experimental_fit
@classmethod
experimental_fit( value, sample_ndims=1, validate_args=False, **init_kwargs )
Instantiates a distribution that maximizes the likelihood of x
.
Args | |
---|---|
value | a Tensor valid sample from this distribution family. |
sample_ndims | Positive int Tensor number of leftmost dimensions ofvalue that index i.i.d. samples. Default value: 1. |
validate_args | Python bool, default False. When True, distribution parameters are checked for validity despite possibly degrading runtime performance. When False, invalid inputs may silently render incorrect outputs. Default value: False. |
**init_kwargs | Additional keyword arguments passed through tocls.__init__. These take precedence in case of collision with the fitted parameters; for example,tfd.Normal.experimental_fit([1., 1.], scale=20.) returns a Normal distribution with scale=20. rather than the maximum likelihood parameter scale=0.. |
Returns | |
---|---|
maximum_likelihood_instance | instance of cls with parameters that maximize the likelihood of value. |
experimental_local_measure
experimental_local_measure(
value, backward_compat=False, **kwargs
)
Returns a log probability density together with a TangentSpace
.
A TangentSpace
allows us to calculate the correct push-forward density when we apply a transformation to a Distribution
on a strict submanifold of R^n (typically via a Bijector
in theTransformedDistribution
subclass). The density correction uses the basis of the tangent space.
Args | |
---|---|
value | float or double Tensor. |
backward_compat | bool specifying whether to fall back to returningFullSpace as the tangent space, and representing R^n with the standard basis. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
log_prob | a Tensor representing the log probability density, of shapesample_shape(x) + self.batch_shape with values of type self.dtype. |
tangent_space | a TangentSpace object (by default FullSpace) representing the tangent space to the manifold at value. |
Raises |
---|
UnspecifiedTangentSpaceError if backward_compat is False and the _experimental_tangent_space attribute has not been defined. |
experimental_sample_and_log_prob
experimental_sample_and_log_prob(
sample_shape=(), seed=None, name='sample_and_log_prob', **kwargs
)
Samples from this distribution and returns the log density of the sample.
The default implementation simply calls sample
and log_prob
:
def _sample_and_log_prob(self, sample_shape, seed, **kwargs):
x = self.sample(sample_shape=sample_shape, seed=seed, **kwargs)
return x, self.log_prob(x, **kwargs)
However, some subclasses may provide more efficient and/or numerically stable implementations.
Args | |
---|---|
sample_shape | integer Tensor desired shape of samples to draw. Default value: (). |
seed | PRNG seed; see tfp.random.sanitize_seed for details. Default value: None. |
name | name to give to the op. Default value: 'sample_and_log_prob'. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
samples | a Tensor, or structure of Tensors, with prepended dimensionssample_shape. |
log_prob | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype. |
is_scalar_batch
is_scalar_batch(
name='is_scalar_batch'
)
Indicates that batch_shape == []
.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
is_scalar_batch | bool scalar Tensor. |
is_scalar_event
is_scalar_event(
name='is_scalar_event'
)
Indicates that event_shape == []
.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
is_scalar_event | bool scalar Tensor. |
kl_divergence
kl_divergence(
other, name='kl_divergence'
)
Computes the Kullback--Leibler divergence.
Denote this distribution (self
) by p
and the other
distribution byq
. Assuming p, q
are absolutely continuous with respect to reference measure r
, the KL divergence is defined as:
KL[p, q] = E_p[log(p(X)/q(X))]
= -int_F p(x) log q(x) dr(x) + int_F p(x) log p(x) dr(x)
= H[p, q] - H[p]
where F
denotes the support of the random variable X ~ p
, H[., .]
denotes (Shannon) cross entropy, and H[.]
denotes (Shannon) entropy.
Args | |
---|---|
other | tfp.distributions.Distribution instance. |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
kl_divergence | self.dtype Tensor with shape [B1, ..., Bn]representing n different calculations of the Kullback-Leibler divergence. |
log_cdf
log_cdf(
value, name='log_cdf', **kwargs
)
Log cumulative distribution function.
Given random variable X
, the cumulative distribution function cdf
is:
log_cdf(x) := Log[ P[X <= x] ]
Often, a numerical approximation can be used for log_cdf(x)
that yields a more accurate answer than simply taking the logarithm of the cdf
whenx << -1
.
Additional documentation from _QuantizedDistribution
:
For whole numbers y
,
cdf(y) := P[Y <= y]
= 1, if y >= high,
= 0, if y < low,
= P[X <= y], otherwise.
Since Y
only has mass at whole numbers, P[Y <= y] = P[Y <= floor(y)]
. This dictates that fractional y
are first floored to a whole number, and then above definition applies.
The base distribution's log_cdf
method must be defined on y - 1
.
Args | |
---|---|
value | float or double Tensor. |
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
logcdf | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype. |
log_prob
log_prob(
value, name='log_prob', **kwargs
)
Log probability density/mass function.
Additional documentation from _QuantizedDistribution
:
For whole numbers y
,
P[Y = y] := P[X <= low], if y == low,
:= P[X > high - 1], y == high,
:= 0, if j < low or y > high,
:= P[y - 1 < X <= y], all other y.
The base distribution's log_cdf
method must be defined on y - 1
. If the base distribution has a log_survival_function
method results will be more accurate for large values of y
, and in this case the log_survival_function
must also be defined on y - 1
.
Args | |
---|---|
value | float or double Tensor. |
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
log_prob | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype. |
log_survival_function
log_survival_function(
value, name='log_survival_function', **kwargs
)
Log survival function.
Given random variable X
, the survival function is defined:
log_survival_function(x) = Log[ P[X > x] ]
= Log[ 1 - P[X <= x] ]
= Log[ 1 - cdf(x) ]
Typically, different numerical approximations can be used for the log survival function, which are more accurate than 1 - cdf(x)
when x >> 1
.
Additional documentation from _QuantizedDistribution
:
For whole numbers y
,
survival_function(y) := P[Y > y]
= 0, if y >= high,
= 1, if y < low,
= P[X <= y], otherwise.
Since Y
only has mass at whole numbers, P[Y <= y] = P[Y <= floor(y)]
. This dictates that fractional y
are first floored to a whole number, and then above definition applies.
The base distribution's log_cdf
method must be defined on y - 1
.
Args | |
---|---|
value | float or double Tensor. |
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns |
---|
Tensor of shape sample_shape(x) + self.batch_shape with values of typeself.dtype. |
mean
mean(
name='mean', **kwargs
)
Mean.
mode
mode(
name='mode', **kwargs
)
Mode.
param_shapes
@classmethod
param_shapes( sample_shape, name='DistributionParamShapes' )
Shapes of parameters given the desired shape of a call to sample()
. (deprecated)
This is a class method that describes what key/value arguments are required to instantiate the given Distribution
so that a particular shape is returned for that instance's call to sample()
.
Subclasses should override class method _param_shapes
.
Args | |
---|---|
sample_shape | Tensor or python list/tuple. Desired shape of a call tosample(). |
name | name to prepend ops with. |
Returns |
---|
dict of parameter name to Tensor shapes. |
param_static_shapes
@classmethod
param_static_shapes( sample_shape )
param_shapes with static (i.e. TensorShape
) shapes. (deprecated)
This is a class method that describes what key/value arguments are required to instantiate the given Distribution
so that a particular shape is returned for that instance's call to sample()
. Assumes that the sample's shape is known statically.
Subclasses should override class method _param_shapes
to return constant-valued tensors when constant values are fed.
Args | |
---|---|
sample_shape | TensorShape or python list/tuple. Desired shape of a call to sample(). |
Returns |
---|
dict of parameter name to TensorShape. |
Raises | |
---|---|
ValueError | if sample_shape is a TensorShape and is not fully defined. |
parameter_properties
@classmethod
parameter_properties( dtype=tf.float32, num_classes=None )
Returns a dict mapping constructor arg names to property annotations.
This dict should include an entry for each of the distribution'sTensor
-valued constructor arguments.
Distribution subclasses are not required to implement_parameter_properties
, so this method may raise NotImplementedError
. Providing a _parameter_properties
implementation enables several advanced features, including:
- Distribution batch slicing (
sliced_distribution = distribution[i:j]
). - Automatic inference of
_batch_shape
and_batch_shape_tensor
, which must otherwise be computed explicitly. - Automatic instantiation of the distribution within TFP's internal property tests.
- Automatic construction of 'trainable' instances of the distribution using appropriate bijectors to avoid violating parameter constraints. This enables the distribution family to be used easily as a surrogate posterior in variational inference.
In the future, parameter property annotations may enable additional functionality; for example, returning Distribution instances fromtf.vectorized_map.
Args | |
---|---|
dtype | Optional float dtype to assume for continuous-valued parameters. Some constraining bijectors require advance knowledge of the dtype because certain constants (e.g., tfb.Softplus.low) must be instantiated with the same dtype as the values to be transformed. |
num_classes | Optional int Tensor number of classes to assume when inferring the shape of parameters for categorical-like distributions. Otherwise ignored. |
Returns | |
---|---|
parameter_properties | Astr ->tfp.python.internal.parameter_properties.ParameterPropertiesdict mapping constructor argument names toParameterProperties` instances. |
Raises | |
---|---|
NotImplementedError | if the distribution class does not implement_parameter_properties. |
prob
prob(
value, name='prob', **kwargs
)
Probability density/mass function.
Additional documentation from _QuantizedDistribution
:
For whole numbers y
,
P[Y = y] := P[X <= low], if y == low,
:= P[X > high - 1], y == high,
:= 0, if j < low or y > high,
:= P[y - 1 < X <= y], all other y.
The base distribution's cdf
method must be defined on y - 1
. If the base distribution has a survival_function
method, results will be more accurate for large values of y
, and in this case the survival_function
must also be defined on y - 1
.
Args | |
---|---|
value | float or double Tensor. |
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
prob | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype. |
quantile
quantile(
value, name='quantile', **kwargs
)
Quantile function. Aka 'inverse cdf' or 'percent point function'.
Given random variable X
and p in [0, 1]
, the quantile
is:
quantile(p) := x such that P[X <= x] == p
Args | |
---|---|
value | float or double Tensor. |
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
quantile | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype. |
sample
sample(
sample_shape=(), seed=None, name='sample', **kwargs
)
Generate samples of the specified shape.
Note that a call to sample()
without arguments will generate a single sample.
Args | |
---|---|
sample_shape | 0D or 1D int32 Tensor. Shape of the generated samples. |
seed | PRNG seed; see tfp.random.sanitize_seed for details. |
name | name to give to the op. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
samples | a Tensor with prepended dimensions sample_shape. |
stddev
stddev(
name='stddev', **kwargs
)
Standard deviation.
Standard deviation is defined as,
stddev = E[(X - E[X])**2]**0.5
where X
is the random variable associated with this distribution, E
denotes expectation, and stddev.shape = batch_shape + event_shape
.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
stddev | Floating-point Tensor with shape identical tobatch_shape + event_shape, i.e., the same shape as self.mean(). |
survival_function
survival_function(
value, name='survival_function', **kwargs
)
Survival function.
Given random variable X
, the survival function is defined:
survival_function(x) = P[X > x]
= 1 - P[X <= x]
= 1 - cdf(x).
Additional documentation from _QuantizedDistribution
:
For whole numbers y
,
survival_function(y) := P[Y > y]
= 0, if y >= high,
= 1, if y < low,
= P[X <= y], otherwise.
Since Y
only has mass at whole numbers, P[Y <= y] = P[Y <= floor(y)]
. This dictates that fractional y
are first floored to a whole number, and then above definition applies.
The base distribution's cdf
method must be defined on y - 1
.
Args | |
---|---|
value | float or double Tensor. |
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns |
---|
Tensor of shape sample_shape(x) + self.batch_shape with values of typeself.dtype. |
unnormalized_log_prob
unnormalized_log_prob(
value, name='unnormalized_log_prob', **kwargs
)
Potentially unnormalized log probability density/mass function.
This function is similar to log_prob
, but does not require that the return value be normalized. (Normalization here refers to the total integral of probability being one, as it should be by definition for any probability distribution.) This is useful, for example, for distributions where the normalization constant is difficult or expensive to compute. By default, this simply calls log_prob
.
Args | |
---|---|
value | float or double Tensor. |
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
unnormalized_log_prob | a Tensor of shapesample_shape(x) + self.batch_shape with values of type self.dtype. |
variance
variance(
name='variance', **kwargs
)
Variance.
Variance is defined as,
Var = E[(X - E[X])**2]
where X
is the random variable associated with this distribution, E
denotes expectation, and Var.shape = batch_shape + event_shape
.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
**kwargs | Named arguments forwarded to subclass implementation. |
Returns | |
---|---|
variance | Floating-point Tensor with shape identical tobatch_shape + event_shape, i.e., the same shape as self.mean(). |
with_name_scope
@classmethod
with_name_scope( method )
Decorator to automatically enter the module name scope.
class MyModule(tf.Module):
@tf.Module.with_name_scope
def __call__(self, x):
if not hasattr(self, 'w'):
self.w = tf.Variable(tf.random.normal([x.shape[1], 3]))
return tf.matmul(x, self.w)
Using the above module would produce tf.Variables and tf.Tensors whose names included the module name:
mod = MyModule()
mod(tf.ones([1, 2]))
<tf.Tensor: shape=(1, 3), dtype=float32, numpy=..., dtype=float32)>
mod.w
<tf.Variable 'my_module/Variable:0' shape=(2, 3) dtype=float32,
numpy=..., dtype=float32)>
Args | |
---|---|
method | The method to wrap. |
Returns |
---|
The original method wrapped such that it enters the module's name scope. |
__getitem__
__getitem__(
slices
)
Slices the batch axes of this distribution, returning a new instance.
b = tfd.Bernoulli(logits=tf.zeros([3, 5, 7, 9]))
b.batch_shape # => [3, 5, 7, 9]
b2 = b[:, tf.newaxis, ..., -2:, 1::2]
b2.batch_shape # => [3, 1, 5, 2, 4]
x = tf.random.normal([5, 3, 2, 2])
cov = tf.matmul(x, x, transpose_b=True)
chol = tf.linalg.cholesky(cov)
loc = tf.random.normal([4, 1, 3, 1])
mvn = tfd.MultivariateNormalTriL(loc, chol)
mvn.batch_shape # => [4, 5, 3]
mvn.event_shape # => [2]
mvn2 = mvn[:, 3:, ..., ::-1, tf.newaxis]
mvn2.batch_shape # => [4, 2, 3, 1]
mvn2.event_shape # => [2]
Args | |
---|---|
slices | slices from the [] operator |
Returns | |
---|---|
dist | A new tfd.Distribution instance with sliced parameters. |
__iter__
__iter__()