ed.models.ConditionalTransformedDistribution
ed.models.ConditionalTransformedDistribution
Class ConditionalTransformedDistribution
Inherits From: RandomVariable
A TransformedDistribution that allows intrinsic conditioning.
Properties
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.
Returns:
allow_nan_stats
: Pythonbool
.
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.
Returns:
batch_shape
:TensorShape
, possibly unknown.
bijector
Function transforming x => y.
distribution
Base distribution, p(x).
dtype
The DType
of Tensor
s handled by this Distribution
.
event_shape
Shape of a single sample from a single batch as a TensorShape
.
May be partially defined or unknown.
Returns:
event_shape
:TensorShape
, possibly unknown.
name
Name prepended to all ops created by this Distribution
.
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 instances distributions.FULLY_REPARAMETERIZED
or distributions.NOT_REPARAMETERIZED
.
Returns:
An instance of ReparameterizationType
.
sample_shape
Sample shape of random variable.
shape
Shape of random variable.
validate_args
Python bool
indicating possibly expensive checks are enabled.
Methods
init
__init__(
*args,
**kwargs
)
Construct a Transformed Distribution.
Args:
distribution
: The base distribution instance to transform. Typically an instance ofDistribution
.bijector
: The object responsible for calculating the transformation. Typically an instance ofBijector
.None
meansIdentity()
.batch_shape
:integer
vectorTensor
which overridesdistribution
batch_shape
; valid only ifdistribution.is_scalar_batch()
.event_shape
:integer
vectorTensor
which overridesdistribution
event_shape
; valid only ifdistribution.is_scalar_event()
.validate_args
: Pythonbool
, defaultFalse
. WhenTrue
distribution parameters are checked for validity despite possibly degrading runtime performance. WhenFalse
invalid inputs may silently render incorrect outputs.name
: Pythonstr
name prefixed to Ops created by this class. Default:bijector.name + distribution.name
.
abs
__abs__(
a,
*args
)
Computes the absolute value of a tensor.
Given a tensor x
of complex numbers, this operation returns a tensor of type float32
or float64
that is the absolute value of each element in x
. All elements in x
must be complex numbers of the form (a + bj). The absolute value is computed as ( ). For example:
x = tf.constant([[-2.25 + 4.75j], [-3.25 + 5.75j]])
tf.abs(x) # [5.25594902, 6.60492229]
Args:
x
: ATensor
orSparseTensor
of typefloat32
,float64
,int32
,int64
,complex64
orcomplex128
.name
: A name for the operation (optional).
Returns:
A Tensor
or SparseTensor
the same size and type as x
with absolute values. Note, for complex64
or complex128
input, the returned Tensor
will be of type float32
or float64
, respectively.
add
__add__(
a,
*args
)
Returns x + y element-wise.
NOTE: Add
supports broadcasting. AddN
does not. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:half
,bfloat16
,float32
,float64
,uint8
,int8
,int16
,int32
,int64
,complex64
,complex128
,string
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
. Has the same type as x
.
and
__and__(
a,
*args
)
Returns the truth value of x AND y element-wise.
NOTE: LogicalAnd
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
of typebool
.y
: ATensor
of typebool
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
bool
__bool__()
div
__div__(
a,
*args
)
Divide two values using Python 2 semantics. Used for Tensor.__div__.
Args:
x
:Tensor
numerator of real numeric type.y
:Tensor
denominator of real numeric type.name
: A name for the operation (optional).
Returns:
x / y
returns the quotient of x and y.
eq
__eq__(other)
floordiv
__floordiv__(
a,
*args
)
Divides x / y
elementwise, rounding toward the most negative integer.
The same as tf.div(x,y)
for integers, but uses tf.floor(tf.div(x,y))
for floating point arguments so that the result is always an integer (though possibly an integer represented as floating point). This op is generated by x // y
floor division in Python 3 and in Python 2.7 with from __future__ import division
.
Note that for efficiency, floordiv
uses C semantics for negative numbers (unlike Python and Numpy).
x
and y
must have the same type, and the result will have the same type as well.
Args:
x
:Tensor
numerator of real numeric type.y
:Tensor
denominator of real numeric type.name
: A name for the operation (optional).
Returns:
x / y
rounded down (except possibly towards zero for negative integers).
Raises:
TypeError
: If the inputs are complex.
ge
__ge__(
a,
*args
)
Returns the truth value of (x >= y) element-wise.
NOTE: GreaterEqual
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:float32
,float64
,int32
,uint8
,int16
,int8
,int64
,bfloat16
,uint16
,half
,uint32
,uint64
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
getitem
__getitem__(
a,
*args
)
Overload for Tensor.__getitem__.
This operation extracts the specified region from the tensor. The notation is similar to NumPy with the restriction that currently only support basic indexing. That means that using a non-scalar tensor as input is not currently allowed.
Some useful examples:
# strip leading and trailing 2 elements
foo = tf.constant([1,2,3,4,5,6])
print(foo[2:-2].eval()) # => [3,4]
# skip every row and reverse every column
foo = tf.constant([[1,2,3], [4,5,6], [7,8,9]])
print(foo[::2,::-1].eval()) # => [[3,2,1], [9,8,7]]
# Use scalar tensors as indices on both dimensions
print(foo[tf.constant(0), tf.constant(2)].eval()) # => 3
# Insert another dimension
foo = tf.constant([[1,2,3], [4,5,6], [7,8,9]])
print(foo[tf.newaxis, :, :].eval()) # => [[[1,2,3], [4,5,6], [7,8,9]]]
print(foo[:, tf.newaxis, :].eval()) # => [[[1,2,3]], [[4,5,6]], [[7,8,9]]]
print(foo[:, :, tf.newaxis].eval()) # => [[[1],[2],[3]], [[4],[5],[6]],
[[7],[8],[9]]]
# Ellipses (3 equivalent operations)
foo = tf.constant([[1,2,3], [4,5,6], [7,8,9]])
print(foo[tf.newaxis, :, :].eval()) # => [[[1,2,3], [4,5,6], [7,8,9]]]
print(foo[tf.newaxis, ...].eval()) # => [[[1,2,3], [4,5,6], [7,8,9]]]
print(foo[tf.newaxis].eval()) # => [[[1,2,3], [4,5,6], [7,8,9]]]
Notes: - tf.newaxis
is None
as in NumPy. - An implicit ellipsis is placed at the end of the slice_spec
- NumPy advanced indexing is currently not supported.
Args:
tensor
: An ops.Tensor object.slice_spec
: The arguments to Tensor.__getitem__.var
: In the case of variable slice assignment, the Variable object to slice (i.e. tensor is the read-only view of this variable).
Returns:
The appropriate slice of “tensor”, based on “slice_spec”.
Raises:
ValueError
: If a slice range is negative size.TypeError
: If the slice indices aren’t int, slice, or Ellipsis.
gt
__gt__(
a,
*args
)
Returns the truth value of (x > y) element-wise.
NOTE: Greater
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:float32
,float64
,int32
,uint8
,int16
,int8
,int64
,bfloat16
,uint16
,half
,uint32
,uint64
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
invert
__invert__(
a,
*args
)
Returns the truth value of NOT x element-wise.
Args:
x
: ATensor
of typebool
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
iter
__iter__()
le
__le__(
a,
*args
)
Returns the truth value of (x <= y) element-wise.
NOTE: LessEqual
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:float32
,float64
,int32
,uint8
,int16
,int8
,int64
,bfloat16
,uint16
,half
,uint32
,uint64
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
lt
__lt__(
a,
*args
)
Returns the truth value of (x < y) element-wise.
NOTE: Less
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:float32
,float64
,int32
,uint8
,int16
,int8
,int64
,bfloat16
,uint16
,half
,uint32
,uint64
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
matmul
__matmul__(
a,
*args
)
Multiplies matrix a
by matrix b
, producing a
* b
.
The inputs must, following any transpositions, be tensors of rank >= 2 where the inner 2 dimensions specify valid matrix multiplication arguments, and any further outer dimensions match.
Both matrices must be of the same type. The supported types are: float16
, float32
, float64
, int32
, complex64
, complex128
.
Either matrix can be transposed or adjointed (conjugated and transposed) on the fly by setting one of the corresponding flag to True
. These are False
by default.
If one or both of the matrices contain a lot of zeros, a more efficient multiplication algorithm can be used by setting the corresponding a_is_sparse
or b_is_sparse
flag to True
. These are False
by default. This optimization is only available for plain matrices (rank-2 tensors) with datatypes bfloat16
or float32
.
For example:
# 2-D tensor `a`
# [[1, 2, 3],
# [4, 5, 6]]
a = tf.constant([1, 2, 3, 4, 5, 6], shape=[2, 3])
# 2-D tensor `b`
# [[ 7, 8],
# [ 9, 10],
# [11, 12]]
b = tf.constant([7, 8, 9, 10, 11, 12], shape=[3, 2])
# `a` * `b`
# [[ 58, 64],
# [139, 154]]
c = tf.matmul(a, b)
# 3-D tensor `a`
# [[[ 1, 2, 3],
# [ 4, 5, 6]],
# [[ 7, 8, 9],
# [10, 11, 12]]]
a = tf.constant(np.arange(1, 13, dtype=np.int32),
shape=[2, 2, 3])
# 3-D tensor `b`
# [[[13, 14],
# [15, 16],
# [17, 18]],
# [[19, 20],
# [21, 22],
# [23, 24]]]
b = tf.constant(np.arange(13, 25, dtype=np.int32),
shape=[2, 3, 2])
# `a` * `b`
# [[[ 94, 100],
# [229, 244]],
# [[508, 532],
# [697, 730]]]
c = tf.matmul(a, b)
# Since python >= 3.5 the @ operator is supported (see PEP 465).
# In TensorFlow, it simply calls the `tf.matmul()` function, so the
# following lines are equivalent:
d = a @ b @ [[10.], [11.]]
d = tf.matmul(tf.matmul(a, b), [[10.], [11.]])
Args:
a
:Tensor
of typefloat16
,float32
,float64
,int32
,complex64
,complex128
and rank > 1.b
:Tensor
with same type and rank asa
.transpose_a
: IfTrue
,a
is transposed before multiplication.transpose_b
: IfTrue
,b
is transposed before multiplication.adjoint_a
: IfTrue
,a
is conjugated and transposed before multiplication.adjoint_b
: IfTrue
,b
is conjugated and transposed before multiplication.a_is_sparse
: IfTrue
,a
is treated as a sparse matrix.b_is_sparse
: IfTrue
,b
is treated as a sparse matrix.name
: Name for the operation (optional).
Returns:
A Tensor
of the same type as a
and b
where each inner-most matrix is the product of the corresponding matrices in a
and b
, e.g. if all transpose or adjoint attributes are False
:
output
[…, i, j] = sum_k (a
[…, i, k] * b
[…, k, j]), for all indices i, j.
Note
: This is matrix product, not element-wise product.
Raises:
ValueError
: If transpose_a and adjoint_a, or transpose_b and adjoint_b are both set to True.
mod
__mod__(
a,
*args
)
Returns element-wise remainder of division. When x < 0
xor y < 0
is
true, this follows Python semantics in that the result here is consistent with a flooring divide. E.g. floor(x / y) * y + mod(x, y) = x
.
NOTE: FloorMod
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:int32
,int64
,bfloat16
,float32
,float64
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
. Has the same type as x
.
mul
__mul__(
a,
*args
)
Dispatches cwise mul for “Dense*Dense" and “Dense*Sparse“.
neg
__neg__(
a,
*args
)
Computes numerical negative value element-wise.
I.e., (y = -x).
Args:
x
: ATensor
. Must be one of the following types:half
,bfloat16
,float32
,float64
,int32
,int64
,complex64
,complex128
.name
: A name for the operation (optional).
Returns:
A Tensor
. Has the same type as x
.
nonzero
__nonzero__()
or
__or__(
a,
*args
)
Returns the truth value of x OR y element-wise.
NOTE: LogicalOr
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
of typebool
.y
: ATensor
of typebool
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
pow
__pow__(
a,
*args
)
Computes the power of one value to another.
Given a tensor x
and a tensor y
, this operation computes (x^y) for corresponding elements in x
and y
. For example:
x = tf.constant([[2, 2], [3, 3]])
y = tf.constant([[8, 16], [2, 3]])
tf.pow(x, y) # [[256, 65536], [9, 27]]
Args:
x
: ATensor
of typefloat32
,float64
,int32
,int64
,complex64
, orcomplex128
.y
: ATensor
of typefloat32
,float64
,int32
,int64
,complex64
, orcomplex128
.name
: A name for the operation (optional).
Returns:
A Tensor
.
radd
__radd__(
a,
*args
)
Returns x + y element-wise.
NOTE: Add
supports broadcasting. AddN
does not. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:half
,bfloat16
,float32
,float64
,uint8
,int8
,int16
,int32
,int64
,complex64
,complex128
,string
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
. Has the same type as x
.
rand
__rand__(
a,
*args
)
Returns the truth value of x AND y element-wise.
NOTE: LogicalAnd
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
of typebool
.y
: ATensor
of typebool
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
rdiv
__rdiv__(
a,
*args
)
Divide two values using Python 2 semantics. Used for Tensor.__div__.
Args:
x
:Tensor
numerator of real numeric type.y
:Tensor
denominator of real numeric type.name
: A name for the operation (optional).
Returns:
x / y
returns the quotient of x and y.
rfloordiv
__rfloordiv__(
a,
*args
)
Divides x / y
elementwise, rounding toward the most negative integer.
The same as tf.div(x,y)
for integers, but uses tf.floor(tf.div(x,y))
for floating point arguments so that the result is always an integer (though possibly an integer represented as floating point). This op is generated by x // y
floor division in Python 3 and in Python 2.7 with from __future__ import division
.
Note that for efficiency, floordiv
uses C semantics for negative numbers (unlike Python and Numpy).
x
and y
must have the same type, and the result will have the same type as well.
Args:
x
:Tensor
numerator of real numeric type.y
:Tensor
denominator of real numeric type.name
: A name for the operation (optional).
Returns:
x / y
rounded down (except possibly towards zero for negative integers).
Raises:
TypeError
: If the inputs are complex.
rmatmul
__rmatmul__(
a,
*args
)
Multiplies matrix a
by matrix b
, producing a
* b
.
The inputs must, following any transpositions, be tensors of rank >= 2 where the inner 2 dimensions specify valid matrix multiplication arguments, and any further outer dimensions match.
Both matrices must be of the same type. The supported types are: float16
, float32
, float64
, int32
, complex64
, complex128
.
Either matrix can be transposed or adjointed (conjugated and transposed) on the fly by setting one of the corresponding flag to True
. These are False
by default.
If one or both of the matrices contain a lot of zeros, a more efficient multiplication algorithm can be used by setting the corresponding a_is_sparse
or b_is_sparse
flag to True
. These are False
by default. This optimization is only available for plain matrices (rank-2 tensors) with datatypes bfloat16
or float32
.
For example:
# 2-D tensor `a`
# [[1, 2, 3],
# [4, 5, 6]]
a = tf.constant([1, 2, 3, 4, 5, 6], shape=[2, 3])
# 2-D tensor `b`
# [[ 7, 8],
# [ 9, 10],
# [11, 12]]
b = tf.constant([7, 8, 9, 10, 11, 12], shape=[3, 2])
# `a` * `b`
# [[ 58, 64],
# [139, 154]]
c = tf.matmul(a, b)
# 3-D tensor `a`
# [[[ 1, 2, 3],
# [ 4, 5, 6]],
# [[ 7, 8, 9],
# [10, 11, 12]]]
a = tf.constant(np.arange(1, 13, dtype=np.int32),
shape=[2, 2, 3])
# 3-D tensor `b`
# [[[13, 14],
# [15, 16],
# [17, 18]],
# [[19, 20],
# [21, 22],
# [23, 24]]]
b = tf.constant(np.arange(13, 25, dtype=np.int32),
shape=[2, 3, 2])
# `a` * `b`
# [[[ 94, 100],
# [229, 244]],
# [[508, 532],
# [697, 730]]]
c = tf.matmul(a, b)
# Since python >= 3.5 the @ operator is supported (see PEP 465).
# In TensorFlow, it simply calls the `tf.matmul()` function, so the
# following lines are equivalent:
d = a @ b @ [[10.], [11.]]
d = tf.matmul(tf.matmul(a, b), [[10.], [11.]])
Args:
a
:Tensor
of typefloat16
,float32
,float64
,int32
,complex64
,complex128
and rank > 1.b
:Tensor
with same type and rank asa
.transpose_a
: IfTrue
,a
is transposed before multiplication.transpose_b
: IfTrue
,b
is transposed before multiplication.adjoint_a
: IfTrue
,a
is conjugated and transposed before multiplication.adjoint_b
: IfTrue
,b
is conjugated and transposed before multiplication.a_is_sparse
: IfTrue
,a
is treated as a sparse matrix.b_is_sparse
: IfTrue
,b
is treated as a sparse matrix.name
: Name for the operation (optional).
Returns:
A Tensor
of the same type as a
and b
where each inner-most matrix is the product of the corresponding matrices in a
and b
, e.g. if all transpose or adjoint attributes are False
:
output
[…, i, j] = sum_k (a
[…, i, k] * b
[…, k, j]), for all indices i, j.
Note
: This is matrix product, not element-wise product.
Raises:
ValueError
: If transpose_a and adjoint_a, or transpose_b and adjoint_b are both set to True.
rmod
__rmod__(
a,
*args
)
Returns element-wise remainder of division. When x < 0
xor y < 0
is
true, this follows Python semantics in that the result here is consistent with a flooring divide. E.g. floor(x / y) * y + mod(x, y) = x
.
NOTE: FloorMod
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:int32
,int64
,bfloat16
,float32
,float64
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
. Has the same type as x
.
rmul
__rmul__(
a,
*args
)
Dispatches cwise mul for “Dense*Dense" and “Dense*Sparse“.
ror
__ror__(
a,
*args
)
Returns the truth value of x OR y element-wise.
NOTE: LogicalOr
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
of typebool
.y
: ATensor
of typebool
.name
: A name for the operation (optional).
Returns:
A Tensor
of type bool
.
rpow
__rpow__(
a,
*args
)
Computes the power of one value to another.
Given a tensor x
and a tensor y
, this operation computes (x^y) for corresponding elements in x
and y
. For example:
x = tf.constant([[2, 2], [3, 3]])
y = tf.constant([[8, 16], [2, 3]])
tf.pow(x, y) # [[256, 65536], [9, 27]]
Args:
x
: ATensor
of typefloat32
,float64
,int32
,int64
,complex64
, orcomplex128
.y
: ATensor
of typefloat32
,float64
,int32
,int64
,complex64
, orcomplex128
.name
: A name for the operation (optional).
Returns:
A Tensor
.
rsub
__rsub__(
a,
*args
)
Returns x - y element-wise.
NOTE: Subtract
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:half
,bfloat16
,float32
,float64
,uint8
,int8
,uint16
,int16
,int32
,int64
,complex64
,complex128
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
. Has the same type as x
.
rtruediv
__rtruediv__(
a,
*args
)
rxor
__rxor__(
a,
*args
)
x ^ y = (x | y) & ~(x & y).
sub
__sub__(
a,
*args
)
Returns x - y element-wise.
NOTE: Subtract
supports broadcasting. More about broadcasting here
Args:
x
: ATensor
. Must be one of the following types:half
,bfloat16
,float32
,float64
,uint8
,int8
,uint16
,int16
,int32
,int64
,complex64
,complex128
.y
: ATensor
. Must have the same type asx
.name
: A name for the operation (optional).
Returns:
A Tensor
. Has the same type as x
.
truediv
__truediv__(
a,
*args
)
xor
__xor__(
a,
*args
)
x ^ y = (x | y) & ~(x & y).
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(
*args,
**kwargs
)
Additional documentation from ConditionalTransformedDistribution
:
kwargs
:
bijector_kwargs
: Python dictionary of arg names/values forwarded to the bijector.distribution_kwargs
: Python dictionary of arg names/values forwarded to the distribution.
copy
copy(**override_parameters_kwargs)
Creates a deep copy of the distribution.
Note: the copy distribution may continue to depend on the original initialization arguments.
Args:
**override_parameters_kwargs: String/value dictionary of initialization arguments to override with new values.
Returns:
distribution
: A new instance oftype(self)
initialized from the union of self.parameters and override_parameters_kwargs, i.e.,dict(self.parameters, **override_parameters_kwargs)
.
covariance
covariance(name='covariance')
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
: Pythonstr
prepended to names of ops created by this function.
Returns:
covariance
: Floating-pointTensor
with shape[B1, ..., Bn, k', k']
where the firstn
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 by Q
. Assuming P, Q
are absolutely continuous with respect to one another and permit densities p(x) dr(x)
and q(x) dr(x)
, (Shanon) 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
:tf.distributions.Distribution
instance.name
: Pythonstr
prepended to names of ops created by this function.
Returns:
cross_entropy
:self.dtype
Tensor
with shape[B1, ..., Bn]
representingn
different calculations of (Shanon) cross entropy.
entropy
entropy(name='entropy')
Shannon entropy in nats.
eval
eval(
session=None,
feed_dict=None
)
In a session, computes and returns the value of this random variable.
This is not a graph construction method, it does not add ops to the graph.
This convenience method requires a session where the graph containing this variable has been launched. If no session is passed, the default session is used.
Args:
session
: tf.BaseSession. Thetf.Session
to use to evaluate this random variable. If none, the default session is used.feed_dict
: dict. A dictionary that mapstf.Tensor
objects to feed values. Seetf.Session.run()
for a description of the valid feed values.
Examples
x = Normal(0.0, 1.0)
with tf.Session() as sess:
# Usage passing the session explicitly.
print(x.eval(sess))
# Usage with the default session. The 'with' block
# above makes 'sess' the default session.
print(x.eval())
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
.
get_ancestors
get_ancestors(collection=None)
Get ancestor random variables.
get_blanket
get_blanket(collection=None)
Get the random variable’s Markov blanket.
get_children
get_children(collection=None)
Get child random variables.
get_descendants
get_descendants(collection=None)
Get descendant random variables.
get_parents
get_parents(collection=None)
Get parent random variables.
get_shape
get_shape()
Get shape of random variable.
get_siblings
get_siblings(collection=None)
Get sibling random variables.
get_variables
get_variables(collection=None)
Get TensorFlow variables that the random variable depends on.
is_scalar_batch
is_scalar_batch(name='is_scalar_batch')
Indicates that batch_shape == []
.
Args:
name
: Pythonstr
prepended to names of ops created by this function.
Returns:
is_scalar_batch
:bool
scalarTensor
.
is_scalar_event
is_scalar_event(name='is_scalar_event')
Indicates that event_shape == []
.
Args:
name
: Pythonstr
prepended to names of ops created by this function.
Returns:
is_scalar_event
:bool
scalarTensor
.
kl_divergence
kl_divergence(
other,
name='kl_divergence'
)
Computes the Kullback–Leibler divergence.
Denote this distribution (self
) by p
and the other
distribution by q
. 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 (Shanon) cross entropy, and H[.]
denotes (Shanon) entropy.
Args:
other
:tf.distributions.Distribution
instance.name
: Pythonstr
prepended to names of ops created by this function.
Returns:
kl_divergence
:self.dtype
Tensor
with shape[B1, ..., Bn]
representingn
different calculations of the Kullback-Leibler divergence.
log_cdf
log_cdf(
*args,
**kwargs
)
Additional documentation from ConditionalTransformedDistribution
:
kwargs
:
bijector_kwargs
: Python dictionary of arg names/values forwarded to the bijector.distribution_kwargs
: Python dictionary of arg names/values forwarded to the distribution.
log_prob
log_prob(
*args,
**kwargs
)
Additional documentation from ConditionalTransformedDistribution
:
kwargs
:
bijector_kwargs
: Python dictionary of arg names/values forwarded to the bijector.distribution_kwargs
: Python dictionary of arg names/values forwarded to the distribution.
log_survival_function
log_survival_function(
*args,
**kwargs
)
Additional documentation from ConditionalTransformedDistribution
:
kwargs
:
bijector_kwargs
: Python dictionary of arg names/values forwarded to the bijector.distribution_kwargs
: Python dictionary of arg names/values forwarded to the distribution.
mean
mean(name='mean')
Mean.
mode
mode(name='mode')
Mode.
param_shapes
param_shapes(
cls,
sample_shape,
name='DistributionParamShapes'
)
Shapes of parameters given the desired shape of a call to sample()
.
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
param_static_shapes(
cls,
sample_shape
)
param_shapes with static (i.e. TensorShape
) shapes.
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 tosample()
.
Returns:
dict
of parameter name to TensorShape
.
Raises:
ValueError
: ifsample_shape
is aTensorShape
and is not fully defined.
prob
prob(
*args,
**kwargs
)
Additional documentation from ConditionalTransformedDistribution
:
kwargs
:
bijector_kwargs
: Python dictionary of arg names/values forwarded to the bijector.distribution_kwargs
: Python dictionary of arg names/values forwarded to the distribution.
quantile
quantile(
value,
name='quantile'
)
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
ordouble
Tensor
.name
: Pythonstr
prepended to names of ops created by this function.
Returns:
quantile
: aTensor
of shapesample_shape(x) + self.batch_shape
with values of typeself.dtype
.
sample
sample(
*args,
**kwargs
)
kwargs
:
**condition_kwargs
: Named arguments forwarded to subclass implementation.
stddev
stddev(name='stddev')
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
: Pythonstr
prepended to names of ops created by this function.
Returns:
stddev
: Floating-pointTensor
with shape identical tobatch_shape + event_shape
, i.e., the same shape asself.mean()
.
survival_function
survival_function(
*args,
**kwargs
)
Additional documentation from ConditionalTransformedDistribution
:
kwargs
:
bijector_kwargs
: Python dictionary of arg names/values forwarded to the bijector.distribution_kwargs
: Python dictionary of arg names/values forwarded to the distribution.
value
value()
Get tensor that the random variable corresponds to.
variance
variance(name='variance')
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
: Pythonstr
prepended to names of ops created by this function.
Returns:
variance
: Floating-pointTensor
with shape identical tobatch_shape + event_shape
, i.e., the same shape asself.mean()
.