Interface to 'TensorFlow Probability'


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Documentation for package ‘tfprobability’ version 0.15.1

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G I L M P S T V

-- G --

glm_families GLM families
glm_fit Runs multiple Fisher scoring steps
glm_fit.tensorflow.tensor Runs multiple Fisher scoring steps
glm_fit_one_step Runs one Fisher scoring step
glm_fit_one_step.tensorflow.tensor Runs one Fisher Scoring step

-- I --

initializer_blockwise Blockwise Initializer
install_tfprobability Installs TensorFlow Probability

-- L --

layer_autoregressive Masked Autoencoder for Distribution Estimation
layer_autoregressive_transform An autoregressive normalizing flow layer, given a 'layer_autoregressive'.
layer_categorical_mixture_of_one_hot_categorical A OneHotCategorical mixture Keras layer from 'k * (1 + d)' params.
layer_conv_1d_flipout 1D convolution layer (e.g. temporal convolution) with Flipout
layer_conv_1d_reparameterization 1D convolution layer (e.g. temporal convolution).
layer_conv_2d_flipout 2D convolution layer (e.g. spatial convolution over images) with Flipout
layer_conv_2d_reparameterization 2D convolution layer (e.g. spatial convolution over images)
layer_conv_3d_flipout 3D convolution layer (e.g. spatial convolution over volumes) with Flipout
layer_conv_3d_reparameterization 3D convolution layer (e.g. spatial convolution over volumes)
layer_dense_flipout Densely-connected layer class with Flipout estimator.
layer_dense_local_reparameterization Densely-connected layer class with local reparameterization estimator.
layer_dense_reparameterization Densely-connected layer class with reparameterization estimator.
layer_dense_variational Dense Variational Layer
layer_distribution_lambda Keras layer enabling plumbing TFP distributions through Keras models
layer_independent_bernoulli An Independent-Bernoulli Keras layer from prod(event_shape) params
layer_independent_logistic An independent Logistic Keras layer.
layer_independent_normal An independent Normal Keras layer.
layer_independent_poisson An independent Poisson Keras layer.
layer_kl_divergence_add_loss Pass-through layer that adds a KL divergence penalty to the model loss
layer_kl_divergence_regularizer Regularizer that adds a KL divergence penalty to the model loss
layer_mixture_logistic A mixture distribution Keras layer, with independent logistic components.
layer_mixture_normal A mixture distribution Keras layer, with independent normal components.
layer_mixture_same_family A mixture (same-family) Keras layer.
layer_multivariate_normal_tri_l A d-variate Multivariate Normal TriL Keras layer from 'd+d*(d+1)/ 2' params
layer_one_hot_categorical A 'd'-variate OneHotCategorical Keras layer from 'd' params.
layer_variable Variable Layer
layer_variational_gaussian_process A Variational Gaussian Process Layer.

-- M --

mcmc_dual_averaging_step_size_adaptation Adapts the inner kernel's 'step_size' based on 'log_accept_prob'.
mcmc_effective_sample_size Estimate a lower bound on effective sample size for each independent chain.
mcmc_hamiltonian_monte_carlo Runs one step of Hamiltonian Monte Carlo.
mcmc_metropolis_adjusted_langevin_algorithm Runs one step of Metropolis-adjusted Langevin algorithm.
mcmc_metropolis_hastings Runs one step of the Metropolis-Hastings algorithm.
mcmc_no_u_turn_sampler Runs one step of the No U-Turn Sampler
mcmc_potential_scale_reduction Gelman and Rubin (1992)'s potential scale reduction for chain convergence.
mcmc_random_walk_metropolis Runs one step of the RWM algorithm with symmetric proposal.
mcmc_replica_exchange_mc Runs one step of the Replica Exchange Monte Carlo
mcmc_sample_annealed_importance_chain Runs annealed importance sampling (AIS) to estimate normalizing constants.
mcmc_sample_chain Implements Markov chain Monte Carlo via repeated 'TransitionKernel' steps.
mcmc_sample_halton_sequence Returns a sample from the 'dim' dimensional Halton sequence.
mcmc_simple_step_size_adaptation Adapts the inner kernel's 'step_size' based on 'log_accept_prob'.
mcmc_slice_sampler Runs one step of the slice sampler using a hit and run approach
mcmc_transformed_transition_kernel Applies a bijector to the MCMC's state space
mcmc_uncalibrated_hamiltonian_monte_carlo Runs one step of Uncalibrated Hamiltonian Monte Carlo
mcmc_uncalibrated_langevin Runs one step of Uncalibrated Langevin discretized diffusion.
mcmc_uncalibrated_random_walk Generate proposal for the Random Walk Metropolis algorithm.

-- P --

params_size_categorical_mixture_of_one_hot_categorical number of 'params' needed to create a CategoricalMixtureOfOneHotCategorical distribution
params_size_independent_bernoulli number of 'params' needed to create an IndependentBernoulli distribution
params_size_independent_logistic number of 'params' needed to create an IndependentLogistic distribution
params_size_independent_normal number of 'params' needed to create an IndependentNormal distribution
params_size_independent_poisson number of 'params' needed to create an IndependentPoisson distribution
params_size_mixture_logistic number of 'params' needed to create a MixtureLogistic distribution
params_size_mixture_normal number of 'params' needed to create a MixtureNormal distribution
params_size_mixture_same_family number of 'params' needed to create a MixtureSameFamily distribution
params_size_multivariate_normal_tri_l number of 'params' needed to create a MultivariateNormalTriL distribution
params_size_one_hot_categorical number of 'params' needed to create a OneHotCategorical distribution

-- S --

sts_additive_state_space_model A state space model representing a sum of component state space models.
sts_autoregressive Formal representation of an autoregressive model.
sts_autoregressive_state_space_model State space model for an autoregressive process.
sts_build_factored_surrogate_posterior Build a variational posterior that factors over model parameters.
sts_build_factored_variational_loss Build a loss function for variational inference in STS models.
sts_constrained_seasonal_state_space_model Seasonal state space model with effects constrained to sum to zero.
sts_decompose_by_component Decompose an observed time series into contributions from each component.
sts_decompose_forecast_by_component Decompose a forecast distribution into contributions from each component.
sts_dynamic_linear_regression Formal representation of a dynamic linear regression model.
sts_dynamic_linear_regression_state_space_model State space model for a dynamic linear regression from provided covariates.
sts_fit_with_hmc Draw posterior samples using Hamiltonian Monte Carlo (HMC)
sts_forecast Construct predictive distribution over future observations
sts_linear_regression Formal representation of a linear regression from provided covariates.
sts_local_level Formal representation of a local level model
sts_local_level_state_space_model State space model for a local level
sts_local_linear_trend Formal representation of a local linear trend model
sts_local_linear_trend_state_space_model State space model for a local linear trend
sts_one_step_predictive Compute one-step-ahead predictive distributions for all timesteps
sts_sample_uniform_initial_state Initialize from a uniform [-2, 2] distribution in unconstrained space.
sts_seasonal Formal representation of a seasonal effect model.
sts_seasonal_state_space_model State space model for a seasonal effect.
sts_semi_local_linear_trend Formal representation of a semi-local linear trend model.
sts_semi_local_linear_trend_state_space_model State space model for a semi-local linear trend.
sts_smooth_seasonal Formal representation of a smooth seasonal effect model
sts_smooth_seasonal_state_space_model State space model for a smooth seasonal effect
sts_sparse_linear_regression Formal representation of a sparse linear regression.
sts_sum Sum of structural time series components.

-- T --

tfb_absolute_value Computes'Y = g(X) = Abs(X)', element-wise
tfb_affine Affine bijector
tfb_affine_linear_operator ComputesY = g(X; shift, scale) = scale @ X + shift
tfb_ascending Maps unconstrained R^n to R^n in ascending order.
tfb_batch_normalization Computes'Y = g(X)' s.t. 'X = g^-1(Y) = (Y - mean(Y)) / std(Y)'
tfb_blockwise Bijector which applies a list of bijectors to blocks of a Tensor
tfb_chain Bijector which applies a sequence of bijectors
tfb_cholesky_outer_product Computes'g(X) = X @ X.T' where 'X' is lower-triangular, positive-diagonal matrix
tfb_cholesky_to_inv_cholesky Maps the Cholesky factor of M to the Cholesky factor of 'M^{-1}'
tfb_correlation_cholesky Maps unconstrained reals to Cholesky-space correlation matrices.
tfb_cumsum Computes the cumulative sum of a tensor along a specified axis.
tfb_discrete_cosine_transform Computes'Y = g(X) = DCT(X)', where DCT type is indicated by the type arg
tfb_exp Computes'Y=g(X)=exp(X)'
tfb_expm1 Computes'Y = g(X) = exp(X) - 1'
tfb_ffjord Implements a continuous normalizing flow X->Y defined via an ODE.
tfb_fill_scale_tri_l Transforms unconstrained vectors to TriL matrices with positive diagonal
tfb_fill_triangular Transforms vectors to triangular
tfb_forward Returns the forward Bijector evaluation, i.e., 'X = g(Y)'.
tfb_forward_log_det_jacobian Returns the result of the forward evaluation of the log determinant of the Jacobian
tfb_glow Implements the Glow Bijector from Kingma & Dhariwal (2018).
tfb_gompertz_cdf Compute Y = g(X) = 1 - exp(-c * (exp(rate * X) - 1), the Gompertz CDF.
tfb_gumbel Computes'Y = g(X) = exp(-exp(-(X - loc) / scale))'
tfb_gumbel_cdf Compute 'Y = g(X) = exp(-exp(-(X - loc) / scale))', the Gumbel CDF.
tfb_identity Computes'Y = g(X) = X'
tfb_inline Bijector constructed from custom functions
tfb_inverse Returns the inverse Bijector evaluation, i.e., 'X = g^{-1}(Y)'.
tfb_inverse_log_det_jacobian Returns the result of the inverse evaluation of the log determinant of the Jacobian
tfb_invert Bijector which inverts another Bijector
tfb_iterated_sigmoid_centered Bijector which applies a Stick Breaking procedure.
tfb_kumaraswamy Computes'Y = g(X) = (1 - (1 - X)**(1 / b))**(1 / a)', with X in [0, 1]
tfb_kumaraswamy_cdf Computes'Y = g(X) = (1 - (1 - X)**(1 / b))**(1 / a)', with X in [0, 1]
tfb_lambert_w_tail LambertWTail transformation for heavy-tail Lambert W x F random variables.
tfb_masked_autoregressive_default_template Masked Autoregressive Density Estimator
tfb_masked_autoregressive_flow Affine MaskedAutoregressiveFlow bijector
tfb_masked_dense Autoregressively masked dense layer
tfb_matrix_inverse_tri_l Computes 'g(L) = inv(L)', where L is a lower-triangular matrix
tfb_matvec_lu Matrix-vector multiply using LU decomposition
tfb_normal_cdf Computes'Y = g(X) = NormalCDF(x)'
tfb_ordered Bijector which maps a tensor x_k that has increasing elements in the last dimension to an unconstrained tensor y_k
tfb_pad Pads a value to the 'event_shape' of a 'Tensor'.
tfb_permute Permutes the rightmost dimension of a Tensor
tfb_power_transform Computes'Y = g(X) = (1 + X * c)**(1 / c)', where 'X >= -1 / c'
tfb_rational_quadratic_spline A piecewise rational quadratic spline, as developed in Conor et al.(2019).
tfb_rayleigh_cdf Compute Y = g(X) = 1 - exp( -(X/scale)**2 / 2 ), X >= 0.
tfb_real_nvp RealNVP affine coupling layer for vector-valued events
tfb_real_nvp_default_template Build a scale-and-shift function using a multi-layer neural network
tfb_reciprocal A Bijector that computes 'b(x) = 1. / x'
tfb_reshape Reshapes the event_shape of a Tensor
tfb_scale Compute Y = g(X; scale) = scale * X.
tfb_scale_matvec_diag Compute Y = g(X; scale) = scale @ X
tfb_scale_matvec_linear_operator Compute Y = g(X; scale) = scale @ X.
tfb_scale_matvec_lu Matrix-vector multiply using LU decomposition.
tfb_scale_matvec_tri_l Compute Y = g(X; scale) = scale @ X.
tfb_scale_tri_l Transforms unconstrained vectors to TriL matrices with positive diagonal
tfb_shift Compute Y = g(X; shift) = X + shift.
tfb_shifted_gompertz_cdf Compute 'Y = g(X) = (1 - exp(-rate * X)) * exp(-c * exp(-rate * X))'
tfb_sigmoid Computes'Y = g(X) = 1 / (1 + exp(-X))'
tfb_sinh Bijector that computes 'Y = sinh(X)'.
tfb_sinh_arcsinh Computes'Y = g(X) = Sinh( (Arcsinh(X) + skewness) * tailweight )'
tfb_softmax_centered Computes Y = g(X) = exp([X 0]) / sum(exp([X 0]))
tfb_softplus Computes 'Y = g(X) = Log[1 + exp(X)]'
tfb_softsign Computes Y = g(X) = X / (1 + |X|)
tfb_split Split a 'Tensor' event along an axis into a list of 'Tensor's.
tfb_square Computes'g(X) = X^2'; X is a positive real number.
tfb_tanh Computes 'Y = tanh(X)'
tfb_transform_diagonal Applies a Bijector to the diagonal of a matrix
tfb_transpose Computes'Y = g(X) = transpose_rightmost_dims(X, rightmost_perm)'
tfb_weibull Computes'Y = g(X) = 1 - exp((-X / scale) ** concentration)' where X >= 0
tfb_weibull_cdf Compute Y = g(X) = 1 - exp((-X / scale) ** concentration), X >= 0.
tfd_autoregressive Autoregressive distribution
tfd_batch_reshape Batch-Reshaping distribution
tfd_bates Bates distribution.
tfd_bernoulli Bernoulli distribution
tfd_beta Beta distribution
tfd_beta_binomial Beta-Binomial compound distribution
tfd_binomial Binomial distribution
tfd_blockwise Blockwise distribution
tfd_categorical Categorical distribution over integers
tfd_cauchy Cauchy distribution with location 'loc' and scale 'scale'
tfd_cdf Cumulative distribution function. Given random variable X, the cumulative distribution function cdf is: 'cdf(x) := P[X <= x]'
tfd_chi Chi distribution
tfd_chi2 Chi Square distribution
tfd_cholesky_lkj The CholeskyLKJ distribution on cholesky factors of correlation matrices
tfd_continuous_bernoulli Continuous Bernoulli distribution.
tfd_covariance Covariance.
tfd_cross_entropy Computes the (Shannon) cross entropy.
tfd_deterministic Scalar 'Deterministic' distribution on the real line
tfd_dirichlet Dirichlet distribution
tfd_dirichlet_multinomial Dirichlet-Multinomial compound distribution
tfd_doublesided_maxwell Double-sided Maxwell distribution.
tfd_empirical Empirical distribution
tfd_entropy Shannon entropy in nats.
tfd_exponential Exponential distribution
tfd_exp_gamma ExpGamma distribution.
tfd_exp_inverse_gamma ExpInverseGamma distribution.
tfd_exp_relaxed_one_hot_categorical ExpRelaxedOneHotCategorical distribution with temperature and logits.
tfd_finite_discrete The finite discrete distribution.
tfd_gamma Gamma distribution
tfd_gamma_gamma Gamma-Gamma distribution
tfd_gaussian_process Marginal distribution of a Gaussian process at finitely many points.
tfd_gaussian_process_regression_model Posterior predictive distribution in a conjugate GP regression model.
tfd_generalized_normal The Generalized Normal distribution.
tfd_generalized_pareto The Generalized Pareto distribution.
tfd_geometric Geometric distribution
tfd_gumbel Scalar Gumbel distribution with location 'loc' and 'scale' parameters
tfd_half_cauchy Half-Cauchy distribution
tfd_half_normal Half-Normal distribution with scale 'scale'
tfd_hidden_markov_model Hidden Markov model distribution
tfd_horseshoe Horseshoe distribution
tfd_independent Independent distribution from batch of distributions
tfd_inverse_gamma InverseGamma distribution
tfd_inverse_gaussian Inverse Gaussian distribution
tfd_johnson_s_u Johnson's SU-distribution.
tfd_joint_distribution_named Joint distribution parameterized by named distribution-making functions.
tfd_joint_distribution_named_auto_batched Joint distribution parameterized by named distribution-making functions.
tfd_joint_distribution_sequential Joint distribution parameterized by distribution-making functions
tfd_joint_distribution_sequential_auto_batched Joint distribution parameterized by distribution-making functions.
tfd_kl_divergence Computes the Kullback-Leibler divergence.
tfd_kumaraswamy Kumaraswamy distribution
tfd_laplace Laplace distribution with location 'loc' and 'scale' parameters
tfd_linear_gaussian_state_space_model Observation distribution from a linear Gaussian state space model
tfd_lkj LKJ distribution on correlation matrices
tfd_logistic Logistic distribution with location 'loc' and 'scale' parameters
tfd_logit_normal The Logit-Normal distribution
tfd_log_cdf Log cumulative distribution function.
tfd_log_logistic The log-logistic distribution.
tfd_log_normal Log-normal distribution
tfd_log_prob Log probability density/mass function.
tfd_log_survival_function Log survival function.
tfd_mean Mean.
tfd_mixture Mixture distribution
tfd_mixture_same_family Mixture (same-family) distribution
tfd_mode Mode.
tfd_multinomial Multinomial distribution
tfd_multivariate_normal_diag Multivariate normal distribution on 'R^k'
tfd_multivariate_normal_diag_plus_low_rank Multivariate normal distribution on 'R^k'
tfd_multivariate_normal_full_covariance Multivariate normal distribution on 'R^k'
tfd_multivariate_normal_linear_operator The multivariate normal distribution on 'R^k'
tfd_multivariate_normal_tri_l The multivariate normal distribution on 'R^k'
tfd_multivariate_student_t_linear_operator Multivariate Student's t-distribution on 'R^k'
tfd_negative_binomial NegativeBinomial distribution
tfd_normal Normal distribution with loc and scale parameters
tfd_one_hot_categorical OneHotCategorical distribution
tfd_pareto Pareto distribution
tfd_pert Modified PERT distribution for modeling expert predictions.
tfd_pixel_cnn The Pixel CNN++ distribution
tfd_plackett_luce Plackett-Luce distribution over permutations.
tfd_poisson Poisson distribution
tfd_poisson_log_normal_quadrature_compound 'PoissonLogNormalQuadratureCompound' distribution
tfd_power_spherical The Power Spherical distribution over unit vectors on 'S^{n-1}'.
tfd_prob Probability density/mass function.
tfd_probit_bernoulli ProbitBernoulli distribution.
tfd_quantile Quantile function. Aka "inverse cdf" or "percent point function".
tfd_quantized Distribution representing the quantization 'Y = ceiling(X)'
tfd_relaxed_bernoulli RelaxedBernoulli distribution with temperature and logits parameters
tfd_relaxed_one_hot_categorical RelaxedOneHotCategorical distribution with temperature and logits
tfd_sample Generate samples of the specified shape.
tfd_sample_distribution Sample distribution via independent draws.
tfd_sinh_arcsinh The SinhArcsinh transformation of a distribution on (-inf, inf)
tfd_skellam Skellam distribution.
tfd_spherical_uniform The uniform distribution over unit vectors on 'S^{n-1}'.
tfd_stddev Standard deviation.
tfd_student_t Student's t-distribution
tfd_student_t_process Marginal distribution of a Student's T process at finitely many points
tfd_survival_function Survival function.
tfd_transformed_distribution A Transformed Distribution
tfd_triangular Triangular distribution with 'low', 'high' and 'peak' parameters
tfd_truncated_cauchy The Truncated Cauchy distribution.
tfd_truncated_normal Truncated Normal distribution
tfd_uniform Uniform distribution with 'low' and 'high' parameters
tfd_variance Variance.
tfd_variational_gaussian_process Posterior predictive of a variational Gaussian process
tfd_vector_deterministic Vector Deterministic Distribution
tfd_vector_diffeomixture VectorDiffeomixture distribution
tfd_vector_exponential_diag The vectorization of the Exponential distribution on 'R^k'
tfd_vector_exponential_linear_operator The vectorization of the Exponential distribution on 'R^k'
tfd_vector_laplace_diag The vectorization of the Laplace distribution on 'R^k'
tfd_vector_laplace_linear_operator The vectorization of the Laplace distribution on 'R^k'
tfd_vector_sinh_arcsinh_diag The (diagonal) SinhArcsinh transformation of a distribution on 'R^k'
tfd_von_mises The von Mises distribution over angles
tfd_von_mises_fisher The von Mises-Fisher distribution over unit vectors on 'S^{n-1}'
tfd_weibull The Weibull distribution with 'concentration' and 'scale' parameters.
tfd_wishart The matrix Wishart distribution on positive definite matrices
tfd_wishart_linear_operator The matrix Wishart distribution on positive definite matrices
tfd_wishart_tri_l The matrix Wishart distribution parameterized with Cholesky factors.
tfd_zipf Zipf distribution
tfp Handle to the 'tensorflow_probability' module
tfp_version TensorFlow Probability Version

-- V --

vi_amari_alpha The Amari-alpha Csiszar-function in log-space
vi_arithmetic_geometric The Arithmetic-Geometric Csiszar-function in log-space
vi_chi_square The chi-square Csiszar-function in log-space
vi_csiszar_vimco Use VIMCO to lower the variance of the gradient of csiszar_function(Avg(logu))
vi_dual_csiszar_function Calculates the dual Csiszar-function in log-space
vi_fit_surrogate_posterior Fit a surrogate posterior to a target (unnormalized) log density
vi_jeffreys The Jeffreys Csiszar-function in log-space
vi_jensen_shannon The Jensen-Shannon Csiszar-function in log-space
vi_kl_forward The forward Kullback-Leibler Csiszar-function in log-space
vi_kl_reverse The reverse Kullback-Leibler Csiszar-function in log-space
vi_log1p_abs The log1p-abs Csiszar-function in log-space
vi_modified_gan The Modified-GAN Csiszar-function in log-space
vi_monte_carlo_variational_loss Monte-Carlo approximation of an f-Divergence variational loss
vi_pearson The Pearson Csiszar-function in log-space
vi_squared_hellinger The Squared-Hellinger Csiszar-function in log-space
vi_symmetrized_csiszar_function Symmetrizes a Csiszar-function in log-space
vi_total_variation The Total Variation Csiszar-function in log-space
vi_triangular The Triangular Csiszar-function in log-space
vi_t_power The T-Power Csiszar-function in log-space