Module: tfp.math  |  TensorFlow Probability (original) (raw)

TensorFlow Probability math functions.

Modules

hypergeometric module: Implements hypergeometric functions in TensorFlow.

ode module: TensorFlow Probability ODE solvers.

psd_kernels module: Positive-semidefinite kernels package.

Classes

class MinimizeTraceableQuantities: Namedtuple of quantities that may be traced from tfp.math.minimize.

Functions

atan_difference(...): Difference of arctan(x) and arctan(y).

batch_interp_rectilinear_nd_grid(...): Multi-linear interpolation on a rectilinear grid.

batch_interp_regular_1d_grid(...): Linear 1-D interpolation on a regular (constant spacing) grid.

batch_interp_regular_nd_grid(...): Multi-linear interpolation on a regular (constant spacing) grid.

bessel_iv_ratio(...): Computes I_{v} (z) / I_{v - 1} (z) in a numerically stable way.

bessel_ive(...): Computes exponentially scaled modified Bessel function of the first kind.

bessel_kve(...): Computes exponentially scaled modified Bessel function of the 2nd kind.

betainc(...): Computes the regularized incomplete beta function element-wise.

betaincinv(...): Computes the inverse of tfp.math.betainc with respect to x.

bracket_root(...): Finds bounds that bracket a root of the objective function.

cholesky_concat(...): Concatenates chol @ chol.T with additional rows and columns.

cholesky_update(...): Returns cholesky of chol @ chol.T + multiplier * u @ u.T.

clip_by_value_preserve_gradient(...): Clips values to a specified min and max while leaving gradient unaltered.

custom_gradient(...): Embeds a custom gradient into a Tensor.

dawsn(...): Computes Dawson's integral element-wise.

dense_to_sparse(...): Converts dense Tensor to SparseTensor, dropping ignore_value cells.

diag_jacobian(...): Computes diagonal of the Jacobian matrix of ys=fn(xs) wrt xs.

erfcinv(...): Computes the inverse of tf.math.erfc of z element-wise.

erfcx(...): Computes the scaled complementary error function exp(x**) * erfc(x).

fill_triangular(...): Creates a (batch of) triangular matrix from a vector of inputs.

fill_triangular_inverse(...): Creates a vector from a (batch of) triangular matrix.

find_root_chandrupatla(...): Finds root(s) of a scalar function using Chandrupatla's method.

find_root_secant(...): Finds root(s) of a function of single variable using the secant method.

gram_schmidt(...): Implementation of the modified Gram-Schmidt orthonormalization algorithm.

hpsd_logdet(...): Computes log|det(matrix)|, where matrix is a HPSD matrix.

hpsd_quadratic_form_solve(...): Computes rhs^T matrix^-1 rhs, where matrix is HPSD.

hpsd_quadratic_form_solvevec(...): Computes rhs^T matrix^-1 rhs, where matrix is HPSD.

hpsd_solve(...): Computes matrix^-1 rhs, where matrix is HPSD.

hpsd_solvevec(...): Computes matrix^-1 rhs, where matrix is HPSD.

igammacinv(...): Computes the inverse to tf.math.igammac with respect to p.

igammainv(...): Computes the inverse to tf.math.igamma with respect to p.

interp_regular_1d_grid(...): Linear 1-D interpolation on a regular (constant spacing) grid.

lambertw(...): Computes Lambert W of z element-wise.

lambertw_winitzki_approx(...): Computes Winitzki approximation to Lambert W function at z >= -1/exp(1).

lbeta(...): Returns log(Beta(x, y)).

log1mexp(...): Compute log(1 - exp(-|x|)) elementwise in a numerically stable way.

log1psquare(...): Numerically stable calculation of log(1 + x**2) for small or large |x|.

log_add_exp(...): Computes log(exp(x) + exp(y)) in a numerically stable way.

log_bessel_ive(...): Computes log(tfp.math.bessel_ive(v, z)).

log_bessel_kve(...): Computes log(tfp.math.bessel_kve(v, z)).

log_combinations(...): Log multinomial coefficient.

log_cosh(...): Compute log(cosh(x)) in a numerically stable way.

log_cumsum_exp(...): Computes log(cumsum(exp(x))). (deprecated)

log_gamma_correction(...): Returns the error of the Stirling approximation to lgamma(x) for x >= 8.

log_gamma_difference(...): Returns lgamma(y) - lgamma(x + y), accurately.

log_sub_exp(...): Compute log(exp(max(x, y)) - exp(min(x, y))) in a numerically stable way.

logerfc(...): Computes the logarithm of tf.math.erfc of x element-wise.

logerfcx(...): Computes the logarithm of tfp.math.erfcx of x element-wise.

low_rank_cholesky(...): Computes a low-rank approximation to the Cholesky decomposition.

lu_matrix_inverse(...): Computes a matrix inverse given the matrix's LU decomposition.

lu_reconstruct(...): The inverse LU decomposition, X == lu_reconstruct(*tf.linalg.lu(X)).

lu_solve(...): Solves systems of linear eqns A X = RHS, given LU factorizations.

minimize(...): Minimize a loss function using a provided optimizer.

minimize_stateless(...): Minimize a loss expressed as a pure function of its parameters.

owens_t(...): Computes Owen's T function of h and a element-wise.

pivoted_cholesky(...): Computes the (partial) pivoted cholesky decomposition of matrix.

reduce_kahan_sum(...): Reduces the input tensor along the given axis using Kahan summation.

reduce_log_harmonic_mean_exp(...): Computes log(1 / mean(1 / exp(input_tensor))).

reduce_logmeanexp(...): Computes log(mean(exp(input_tensor))).

reduce_weighted_logsumexp(...): Computes log(abs(sum(weight * exp(elements across tensor dimensions)))).

round_exponential_bump_function(...): Function supported on [-1, 1], smooth on the real line, with a round top.

scan_associative(...): Perform a scan with an associative binary operation, in parallel.

secant_root(...): Finds root(s) of a function of single variable using the secant method. (deprecated)

smootherstep(...): Computes a sigmoid-like interpolation function on the unit-interval.

soft_sorting_matrix(...): Computes a matrix representing a continuous relaxation of sorting.

soft_threshold(...): Soft Thresholding operator.

softplus_inverse(...): Computes the inverse softplus, i.e., x = softplus_inverse(softplus(x)).

sparse_or_dense_matmul(...): Returns (batched) matmul of a SparseTensor (or Tensor) with a Tensor.

sparse_or_dense_matvecmul(...): Returns (batched) matmul of a (sparse) matrix with a column vector.

sqrt1pm1(...): Compute sqrt(x + 1) - 1 elementwise in a numerically stable way.

trapz(...): Integrate y(x) on the specified axis using the trapezoidal rule.

value_and_gradient(...): Computes f(*args, **kwargs) and its gradients wrt to args, kwargs.