tfp.bijectors.AffineScalar

Class AffineScalar

Compute Y = g(X; shift, scale) = scale * X + shift.

Inherits From: Bijector

Defined in python/bijectors/affine_scalar.py.

Examples:

# Y = X
b = AffineScalar()

# Y = X + shift
b = AffineScalar(shift=[1., 2, 3])

# Y = 2 * X + shift
b = AffineScalar(
  shift=[1., 2, 3],
  scale=2.)

__init__

__init__(
    shift=None,
    scale=None,
    validate_args=False,
    name='affine_scalar'
)

Instantiates the AffineScalar bijector.

This Bijector is initialized with shift Tensor and scale arguments, giving the forward operation:

Y = g(X) = scale * X + shift

if scale is not specified, then the bijector has the semantics of scale = 1.. Similarly, if shift is not specified, then the bijector has the semantics of shift = 0..

Args:

• shift: Floating-point Tensor. If this is set to None, no shift is applied.
• scale: Floating-point Tensor. If this is set to None, no scale is applied.
• validate_args: Python bool indicating whether arguments should be checked for correctness.
• name: Python str name given to ops managed by this object.

Properties

dtype

dtype of Tensors transformable by this distribution.

forward_min_event_ndims

Returns the minimal number of dimensions bijector.forward operates on.

graph_parents

Returns this Bijector's graph_parents as a Python list.

inverse_min_event_ndims

Returns the minimal number of dimensions bijector.inverse operates on.

is_constant_jacobian

Returns true iff the Jacobian matrix is not a function of x.

Returns:

• is_constant_jacobian: Python bool.

name

Returns the string name of this Bijector.

scale

The scale LinearOperator in Y = scale @ X + shift.

shift

The shift Tensor in Y = scale @ X + shift.

validate_args

Returns True if Tensor arguments will be validated.

Methods

__call__

__call__(
    value,
    name=None,
    **kwargs
)

Applies or composes the Bijector, depending on input type.

This is a convenience function which applies the Bijector instance in three different ways, depending on the input:

1. If the input is a tfd.Distribution instance, return tfd.TransformedDistribution(distribution=input, bijector=self).
2. If the input is a tfb.Bijector instance, return tfb.Chain([self, input]).
3. Otherwise, return self.forward(input)

Args:

• value: A tfd.Distribution, tfb.Bijector, or a Tensor.
• name: Python str name given to ops created by this function.
• **kwargs: Additional keyword arguments passed into the created tfd.TransformedDistribution, tfb.Bijector, or self.forward.

Returns:

• composition: A tfd.TransformedDistribution if the input was a tfd.Distribution, a tfb.Chain if the input was a tfb.Bijector, or a Tensor computed by self.forward.

Examples

sigmoid = tfb.Reciprocal()(
    tfb.AffineScalar(shift=1.)(
      tfb.Exp()(
        tfb.AffineScalar(scale=-1.))))
# ==> `tfb.Chain([
#         tfb.Reciprocal(),
#         tfb.AffineScalar(shift=1.),
#         tfb.Exp(),
#         tfb.AffineScalar(scale=-1.),
#      ])`  # ie, `tfb.Sigmoid()`

log_normal = tfb.Exp()(tfd.Normal(0, 1))
# ==> `tfd.TransformedDistribution(tfd.Normal(0, 1), tfb.Exp())`

tfb.Exp()([-1., 0., 1.])
# ==> tf.exp([-1., 0., 1.])

forward

forward(
    x,
    name='forward',
    **kwargs
)

Returns the forward Bijector evaluation, i.e., X = g(Y).

Args:

• x: Tensor. The input to the "forward" evaluation.
• name: The name to give this op.
• **kwargs: Named arguments forwarded to subclass implementation.

Returns:

Tensor.

Raises:

• TypeError: if self.dtype is specified and x.dtype is not self.dtype.
• NotImplementedError: if _forward is not implemented.

forward_event_shape

forward_event_shape(input_shape)

Shape of a single sample from a single batch as a TensorShape.

Same meaning as forward_event_shape_tensor. May be only partially defined.

Args:

• input_shape: TensorShape indicating event-portion shape passed into forward function.

Returns:

• forward_event_shape_tensor: TensorShape indicating event-portion shape after applying forward. Possibly unknown.

forward_event_shape_tensor

forward_event_shape_tensor(
    input_shape,
    name='forward_event_shape_tensor'
)

Shape of a single sample from a single batch as an int32 1D Tensor.

Args:

• input_shape: Tensor, int32 vector indicating event-portion shape passed into forward function.
• name: name to give to the op

Returns:

• forward_event_shape_tensor: Tensor, int32 vector indicating event-portion shape after applying forward.

forward_log_det_jacobian

forward_log_det_jacobian(
    x,
    event_ndims,
    name='forward_log_det_jacobian',
    **kwargs
)

Returns both the forward_log_det_jacobian.

Args:

• x: Tensor. The input to the "forward" Jacobian determinant evaluation.
• event_ndims: Number of dimensions in the probabilistic events being transformed. Must be greater than or equal to self.forward_min_event_ndims. The result is summed over the final dimensions to produce a scalar Jacobian determinant for each event, i.e. it has shape rank(x) - event_ndims dimensions.
• name: The name to give this op.
• **kwargs: Named arguments forwarded to subclass implementation.

Returns:

Tensor, if this bijector is injective. If not injective this is not implemented.

Raises:

• TypeError: if self.dtype is specified and y.dtype is not self.dtype.
• NotImplementedError: if neither _forward_log_det_jacobian nor {_inverse, _inverse_log_det_jacobian} are implemented, or this is a non-injective bijector.

inverse

inverse(
    y,
    name='inverse',
    **kwargs
)

Returns the inverse Bijector evaluation, i.e., X = g^{-1}(Y).

Args:

• y: Tensor. The input to the "inverse" evaluation.
• name: The name to give this op.
• **kwargs: Named arguments forwarded to subclass implementation.

Returns:

Tensor, if this bijector is injective. If not injective, returns the k-tuple containing the unique k points (x1, ..., xk) such that g(xi) = y.

Raises:

• TypeError: if self.dtype is specified and y.dtype is not self.dtype.
• NotImplementedError: if _inverse is not implemented.

inverse_event_shape

inverse_event_shape(output_shape)

Shape of a single sample from a single batch as a TensorShape.

Same meaning as inverse_event_shape_tensor. May be only partially defined.

Args:

• output_shape: TensorShape indicating event-portion shape passed into inverse function.

Returns:

• inverse_event_shape_tensor: TensorShape indicating event-portion shape after applying inverse. Possibly unknown.

inverse_event_shape_tensor

inverse_event_shape_tensor(
    output_shape,
    name='inverse_event_shape_tensor'
)

Shape of a single sample from a single batch as an int32 1D Tensor.

Args:

• output_shape: Tensor, int32 vector indicating event-portion shape passed into inverse function.
• name: name to give to the op

Returns:

• inverse_event_shape_tensor: Tensor, int32 vector indicating event-portion shape after applying inverse.

inverse_log_det_jacobian

inverse_log_det_jacobian(
    y,
    event_ndims,
    name='inverse_log_det_jacobian',
    **kwargs
)

Returns the (log o det o Jacobian o inverse)(y).

Mathematically, returns: log(det(dX/dY))(Y). (Recall that: X=g^{-1}(Y).)

Note that forward_log_det_jacobian is the negative of this function, evaluated at g^{-1}(y).

Args:

• y: Tensor. The input to the "inverse" Jacobian determinant evaluation.
• event_ndims: Number of dimensions in the probabilistic events being transformed. Must be greater than or equal to self.inverse_min_event_ndims. The result is summed over the final dimensions to produce a scalar Jacobian determinant for each event, i.e. it has shape rank(y) - event_ndims dimensions.
• name: The name to give this op.
• **kwargs: Named arguments forwarded to subclass implementation.

Returns:

• ildj: Tensor, if this bijector is injective. If not injective, returns the tuple of local log det Jacobians, log(det(Dg_i^{-1}(y))), where g_i is the restriction of g to the ith partition Di.

Raises:

• TypeError: if self.dtype is specified and y.dtype is not self.dtype.
• NotImplementedError: if _inverse_log_det_jacobian is not implemented.