tfc.distributions.estimate_tails
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Estimates approximate tail quantiles.
tfc.distributions.estimate_tails(
func, target, shape, dtype
)
This runs a simple Adam iteration to determine tail quantiles. The
objective is to find an x
such that:
func(x) == target
For instance, if func
is a CDF and the target is a quantile value, this
would find the approximate location of that quantile. Note that func
is
assumed to be monotonic. When each tail estimate has passed the optimal value
of x
, the algorithm does 100 additional iterations and then stops.
This operation is vectorized. The tensor shape of x
is given by shape
, and
target
must have a shape that is broadcastable to the output of func(x)
.
Args |
func
|
A callable that computes cumulative distribution function, survival
function, or similar.
|
target
|
The desired target value.
|
shape
|
The shape of the tf.Tensor representing x .
|
dtype
|
The tf.dtypes.Dtype of the computation (and the return value).
|
Returns |
A tf.Tensor representing the solution (x ).
|
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Last updated 2024-04-26 UTC.
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