tfp.bijectors.FFJORD

Implements a continuous normalizing flow X->Y defined via an ODE.

Inherits From: Bijector

tfp.bijectors.FFJORD(
    state_time_derivative_fn, ode_solve_fn=None,
    trace_augmentation_fn=trace_jacobian_hutchinson, initial_time=0.0,
    final_time=1.0, validate_args=False, dtype=tf.float32, name='ffjord'
)

This bijector implements a continuous dynamics transformation parameterized by a differential equation, where initial and terminal conditions correspond to domain (X) and image (Y) i.e.

d/dt[state(t)]=state_time_derivative_fn(t, state(t))
state(initial_time) = X
state(final_time) = Y

For this transformation the value of log_det_jacobian follows another differential equation, reducing it to computation of the trace of the jacbian along the trajectory

state_time_derivative = state_time_derivative_fn(t, state(t))
d/dt[log_det_jac(t)] = Tr(jacobian(state_time_derivative, state(t)))

FFJORD constructor takes two functions ode_solve_fn and trace_augmentation_fn arguments that customize integration of the differential equation and trace estimation.

Differential equation integration is performed by a call to ode_solve_fn. Custom ode_solve_fn must accept the following arguments:

ode_fn(time, state): Differential equation to be solved.
initial_time: Scalar float or floating Tensor representing the initial time.
initial_state: Floating Tensor representing the initial state.
solution_times: 1D floating Tensor of solution times.

And return a Tensor of shape [solution_times.shape, initial_state.shape] representing state values evaluated at solution_times. In addition ode_solve_fn must support nested structures. For more details see the interface of tfp.math.ode.Solver.solve().

Trace estimation is computed simultaneously with state_time_derivative using augmented_state_time_derivative_fn that is generated by trace_augmentation_fn. trace_augmentation_fn takes state_time_derivative_fn, state.shape and state.dtype arguments and returns a augmented_state_time_derivative_fn callable that computes both state_time_derivative and unreduced trace_estimation.

Custom `ode_solve_fn` and `trace_augmentation_fn` examples:

# custom_solver_fn: `callable(f, t_initial, t_solutions, y_initial, ...)`
# custom_solver_kwargs: Additional arguments to pass to custom_solver_fn.
def ode_solve_fn(ode_fn, initial_time, initial_state, solution_times):
  results = custom_solver_fn(ode_fn, initial_time, solution_times,
                             initial_state, **custom_solver_kwargs)
  return results

ffjord = tfb.FFJORD(state_time_derivative_fn, ode_solve_fn=ode_solve_fn)

# state_time_derivative_fn: `callable(time, state)`
# trace_jac_fn: `callable(time, state)` unreduced jacobian trace function

def trace_augmentation_fn(ode_fn, state_shape, state_dtype):
  def augmented_ode_fn(time, state):
    return ode_fn(time, state), trace_jac_fn(time, state)
  return augmented_ode_fn

ffjord = tfb.FFJORD(state_time_derivative_fn,
                    trace_augmentation_fn=trace_augmentation_fn)

For more details on FFJORD and continous normalizing flows see [1], [2].

Usage example:

tfd = tfp.distributions
tfb = tfp.bijectors
# state_time_derivative_fn: `Callable(time, state)` -> state_time_derivative
# e.g. Neural network with inputs and outputs of the same shapes and dtypes.

bijector = tfb.FFJORD(state_time_derivative_fn=state_time_derivative_fn)
y = bijector.forward(x)  # forward mapping
x = bijector.inverse(y)  # inverse mapping
base = tfd.Normal(tf.zeros_like(x), tf.ones_like(x))  # Base distribution
transformed_distribution = tfd.TransformedDistribution(base, bijector)

References

[1]: Chen, T. Q., Rubanova, Y., Bettencourt, J., & Duvenaud, D. K. (2018). Neural ordinary differential equations. In Advances in neural information processing systems (pp. 6571-6583)

[2]: Grathwohl, W., Chen, R. T., Betterncourt, J., Sutskever, I., & Duvenaud, D. (2018). Ffjord: Free-form continuous dynamics for scalable reversible generative models. arXiv preprint arXiv:1810.01367. http://arxiv.org.abs/1810.01367

Args
`state_time_derivative_fn`	Python `callable` taking arguments `time` (a scalar representing time) and `state` (a Tensor representing the state at given `time`) returning the time derivative of the `state` at given `time`.
`ode_solve_fn`	Python `callable` taking arguments `ode_fn` (same as `state_time_derivative_fn` above), `initial_time` (a scalar representing the initial time of integration), `initial_state` (a Tensor of floating dtype represents the initial state) and `solution_times` (1D Tensor of floating dtype representing time at which to obtain the solution) returning a Tensor of shape [time_axis, initial_state.shape]. Will take `[final_time]` as the `solution_times` argument and `state_time_derivative_fn` as `ode_fn` argument. For details on providing custom `ode_solve_fn` see class docstring. If `None` a DormandPrince solver from `tfp.math.ode` is used. Default value: None
`trace_augmentation_fn`	Python `callable` taking arguments `ode_fn` ( python `callable` same as `state_time_derivative_fn` above), `state_shape` (TensorShape of a the state), `dtype` (same as dtype of the state) and returning a python `callable` taking arguments `time` (a scalar representing the time at which the function is evaluted), `state` (a Tensor representing the state at given `time`) that computes a tuple (`ode_fn(time, state)`, `jacobian_trace_estimation`). `jacobian_trace_estimation` should represent trace of the jacobian of `ode_fn` with respect to `state`. `state_time_derivative_fn` will be passed as `ode_fn` argument. For details on providing custom `trace_augmentation_fn` see class docstring. Default value: tfp.bijectors.ffjord.trace_jacobian_hutchinson
`initial_time`	Scalar float representing time to which the `x` value of the bijector corresponds to. Passed as `initial_time` to `ode_solve_fn`. For default solver can be Python `float` or floating scalar `Tensor`. Default value: 0.
`final_time`	Scalar float representing time to which the `y` value of the bijector corresponds to. Passed as `solution_times` to `ode_solve_fn`. For default solver can be Python `float` or floating scalar `Tensor`. Default value: 1.
`validate_args`	Python 'bool' indicating whether to validate input. Default value: False
`dtype`	`tf.DType` to prefer when converting args to `Tensor`s. Else, we fall back to a common dtype inferred from the args, finally falling back to float32.
`name`	Python `str` name prefixed to Ops created by this function.

Attributes
`dtype`
`forward_min_event_ndims`	Returns the minimal number of dimensions bijector.forward operates on. Multipart bijectors return structured `ndims`, which indicates the expected structure of their inputs. Some multipart bijectors, notably Composites, may return structures of `None`.
`graph_parents`	Returns this `Bijector`'s graph_parents as a Python list.
`has_static_min_event_ndims`	Returns True if the bijector has statically-known `min_event_ndims`.
`inverse_min_event_ndims`	Returns the minimal number of dimensions bijector.inverse operates on. Multipart bijectors return structured `event_ndims`, which indicates the expected structure of their outputs. Some multipart bijectors, notably Composites, may return structures of `None`.
`is_constant_jacobian`	Returns true iff the Jacobian matrix is not a function of x. Note: Jacobian matrix is either constant for both forward and inverse or neither.
`name`	Returns the string name of this `Bijector`.
`name_scope`	Returns a `tf.name_scope` instance for this class.
`non_trainable_variables`	Sequence of non-trainable variables owned by this module and its submodules. Note: this method uses reflection to find variables on the current instance and submodules. For performance reasons you may wish to cache the result of calling this method if you don't expect the return value to change.
`parameters`	Dictionary of parameters used to instantiate this `Bijector`.
`submodules`	Sequence of all sub-modules. Submodules are modules which are properties of this module, or found as properties of modules which are properties of this module (and so on). `a = tf.Module()` `b = tf.Module()` `c = tf.Module()` `a.b = b` `b.c = c` `list(a.submodules) == [b, c]` `True` `list(b.submodules) == [c]` `True` `list(c.submodules) == []` `True`
`trainable_variables`	Sequence of trainable variables owned by this module and its submodules. Note: this method uses reflection to find variables on the current instance and submodules. For performance reasons you may wish to cache the result of calling this method if you don't expect the return value to change.
`validate_args`	Returns True if Tensor arguments will be validated.
`variables`	Sequence of variables owned by this module and its submodules. Note: this method uses reflection to find variables on the current instance and submodules. For performance reasons you may wish to cache the result of calling this method if you don't expect the return value to change.

Methods

`forward`

View source

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

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

Args
`x`	`Tensor` (structure). The input to the 'forward' evaluation.
`name`	The name to give this op.
`**kwargs`	Named arguments forwarded to subclass implementation.

Returns
`Tensor` (structure).

Raises
`TypeError`	if `self.dtype` is specified and `x.dtype` is not `self.dtype`.
`NotImplementedError`	if `_forward` is not implemented.

`forward_dtype`

View source

forward_dtype(
    dtype=UNSPECIFIED, name='forward_dtype', **kwargs
)

Returns the dtype returned by forward for the provided input.

`forward_event_ndims`

View source

forward_event_ndims(
    event_ndims, **kwargs
)

Returns the number of event dimensions produced by forward.

`forward_event_shape`

View source

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` (structure) indicating event-portion shape passed into `forward` function.

Returns
`forward_event_shape_tensor`	`TensorShape` (structure) indicating event-portion shape after applying `forward`. Possibly unknown.

`forward_event_shape_tensor`

View source

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 (structure) indicating event-portion shape passed into `forward` function.
`name`	name to give to the op

Returns
`forward_event_shape_tensor`	`Tensor`, `int32` vector (structure) indicating event-portion shape after applying `forward`.

`forward_log_det_jacobian`

View source

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

Returns both the forward_log_det_jacobian.

Args
`x`	`Tensor` (structure). 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. Multipart bijectors require structured event_ndims, such that `rank(y[i]) - rank(event_ndims[i])` is the same for all elements `i` of the structured input. Furthermore, the first `event_ndims[i]` of each `x[i].shape` must be the same for all `i` (broadcasting is not allowed).
`name`	The name to give this op.
`**kwargs`	Named arguments forwarded to subclass implementation.

Returns
`Tensor` (structure), if this bijector is injective. If not injective this is not implemented.

Raises
`TypeError`	if `y`'s dtype is incompatible with the expected output dtype.
`NotImplementedError`	if neither `_forward_log_det_jacobian` nor {`_inverse`, `_inverse_log_det_jacobian`} are implemented, or this is a non-injective bijector.

`inverse`

View source

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

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

Args
`y`	`Tensor` (structure). The input to the 'inverse' evaluation.
`name`	The name to give this op.
`**kwargs`	Named arguments forwarded to subclass implementation.

Returns
`Tensor` (structure), 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 `y`'s structured dtype is incompatible with the expected output dtype.
`NotImplementedError`	if `_inverse` is not implemented.

`inverse_dtype`

View source

inverse_dtype(
    dtype=UNSPECIFIED, name='inverse_dtype', **kwargs
)

Returns the dtype returned by inverse for the provided input.

`inverse_event_ndims`

View source

inverse_event_ndims(
    event_ndims, **kwargs
)

Returns the number of event dimensions produced by inverse.

`inverse_event_shape`

View source

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` (structure) indicating event-portion shape passed into `inverse` function.

Returns
`inverse_event_shape_tensor`	`TensorShape` (structure) indicating event-portion shape after applying `inverse`. Possibly unknown.

`inverse_event_shape_tensor`

View source

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 (structure) indicating event-portion shape passed into `inverse` function.
`name`	name to give to the op

Returns
`inverse_event_shape_tensor`	`Tensor`, `int32` vector (structure) indicating event-portion shape after applying `inverse`.

`inverse_log_det_jacobian`

View source

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` (structure). 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. Multipart bijectors require structured event_ndims, such that `rank(y[i]) - rank(event_ndims[i])` is the same for all elements `i` of the structured input. Furthermore, the first `event_ndims[i]` of each `x[i].shape` must be the same for all `i` (broadcasting is not allowed).
`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 `x`'s dtype is incompatible with the expected inverse-dtype.
`NotImplementedError`	if `_inverse_log_det_jacobian` is not implemented.

`with_name_scope`

@classmethod
with_name_scope(
    method
)

Decorator to automatically enter the module name scope.

class MyModule(tf.Module):
  @tf.Module.with_name_scope
  def __call__(self, x):
    if not hasattr(self, 'w'):
      self.w = tf.Variable(tf.random.normal([x.shape[1], 3]))
    return tf.matmul(x, self.w)

Using the above module would produce tf.Variables and tf.Tensors whose names included the module name:

mod = MyModule()
mod(tf.ones([1, 2]))
<tf.Tensor: shape=(1, 3), dtype=float32, numpy=..., dtype=float32)>
mod.w
<tf.Variable 'my_module/Variable:0' shape=(2, 3) dtype=float32,
numpy=..., dtype=float32)>

Args
`method`	The method to wrap.

Returns
The original method wrapped such that it enters the module's name scope.

`call`

View source

__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:

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

Args
`value`	A `tfd.Distribution`, `tfb.Bijector`, or a (structure of) `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 (structure of) `Tensor` computed by `self.forward`.

Examples

sigmoid = tfb.Reciprocal()(
    tfb.Shift(shift=1.)(
      tfb.Exp()(
        tfb.Scale(scale=-1.))))
# ==> `tfb.Chain([
#         tfb.Reciprocal(),
#         tfb.Shift(shift=1.),
#         tfb.Exp(),
#         tfb.Scale(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.])

`eq`

View source

__eq__(
    other
)

Return self==value.

tfp.bijectors.FFJORD

Custom ode_solve_fn and trace_augmentation_fn examples:

Usage example:

References

Args

Attributes

Methods

forward

forward_dtype

forward_event_ndims

forward_event_shape

forward_event_shape_tensor

forward_log_det_jacobian

inverse

inverse_dtype

inverse_event_ndims

inverse_event_shape

inverse_event_shape_tensor

inverse_log_det_jacobian

with_name_scope

__call__

Examples

__eq__

Custom `ode_solve_fn` and `trace_augmentation_fn` examples:

`forward`

`forward_dtype`

`forward_event_ndims`

`forward_event_shape`

`forward_event_shape_tensor`

`forward_log_det_jacobian`

`inverse`

`inverse_dtype`

`inverse_event_ndims`

`inverse_event_shape`

`inverse_event_shape_tensor`

`inverse_log_det_jacobian`

`with_name_scope`

`call`

`eq`