layer_kl_divergence_regularizer {tfprobability}

Regularizer that adds a KL divergence penalty to the model loss

Description

When using Monte Carlo approximation (e.g., use_exact = FALSE), it is presumed that the input distribution's concretization (i.e., tf$convert_to_tensor(distribution)) corresponds to a random sample. To override this behavior, set test_points_fn.

Usage

layer_kl_divergence_regularizer(
  object,
  distribution_b,
  use_exact_kl = FALSE,
  test_points_reduce_axis = NULL,
  test_points_fn = tf$convert_to_tensor,
  weight = NULL,
  ...
)

Arguments

object

What to compose the new Layer instance with. Typically a Sequential model or a Tensor (e.g., as returned by layer_input()). The return value depends on object. If object is:

• missing or NULL, the Layer instance is returned.

• a Sequential model, the model with an additional layer is returned.

• a Tensor, the output tensor from layer_instance(object) is returned.

distribution_b

Distribution instance corresponding to b as in KL[a, b]. The previous layer's output is presumed to be a Distribution instance and is a.

use_exact_kl

Logical indicating if KL divergence should be calculated exactly via tfp$distributions$kl_divergence or via Monte Carlo approximation. Default value: FALSE.

test_points_reduce_axis

Integer vector or scalar representing dimensions over which to reduce_mean while calculating the Monte Carlo approximation of the KL divergence. As is with all tf$reduce_* ops, NULL means reduce over all dimensions; () means reduce over none of them. Default value: () (i.e., no reduction).

test_points_fn

A callable taking a tfp$distributions$Distribution instance and returning a tensor used for random test points to approximate the KL divergence. Default value: tf$convert_to_tensor.

weight

Multiplier applied to the calculated KL divergence for each Keras batch member. Default value: NULL (i.e., do not weight each batch member).

...

Additional arguments passed to args of keras::create_layer.

Value

a Keras layer

See Also

For an example how to use in a Keras model, see layer_independent_normal().

Other distribution_layers: layer_categorical_mixture_of_one_hot_categorical(), layer_distribution_lambda(), layer_independent_bernoulli(), layer_independent_logistic(), layer_independent_normal(), layer_independent_poisson(), layer_kl_divergence_add_loss(), layer_mixture_logistic(), layer_mixture_normal(), layer_mixture_same_family(), layer_multivariate_normal_tri_l(), layer_one_hot_categorical()