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Module: tfp.math

TensorFlow Probability math functions.

Functions

batch_interp_regular_1d_grid(...): Linear 1-D interpolation on a regular (constant spacing) grid.

custom_gradient(...): Embeds a custom gradient into a Tensor.

diag_jacobian(...): Computes diagonal of the Jacobian matrix of ys=fn(xs) wrt xs.

interp_regular_1d_grid(...): Linear 1-D interpolation on a regular (constant spacing) grid.

log1psquare(...): A numerically stable implementation of log(1 + x**2).

lu_matrix_inverse(...): Computes a matrix inverse given the matrix's LU decomposition.

lu_reconstruct(...): The inverse LU decomposition, X == lu_reconstruct(*tf.linalg.lu(X)).

lu_solve(...): Solves systems of linear eqns A X = RHS, given LU factorizations.

pinv(...): Compute the Moore-Penrose pseudo-inverse of a matrix.

random_rademacher(...): Generates Tensor consisting of -1 or +1, chosen uniformly at random.

random_rayleigh(...): Generates Tensor of positive reals drawn from a Rayleigh distributions.

secant_root(...): Finds root(s) of a function of single variable using the secant method.