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Returns log(Beta(x, y)).
tfp.math.lbeta(
x, y, name=None
)
This is semantically equal to lgamma(x) + lgamma(y) - lgamma(x + y) but the method is more accurate for arguments above 8.
The reason for accuracy loss in the naive computation is catastrophic
cancellation between the lgammas. This method avoids the numeric cancellation
by explicitly decomposing lgamma into the Stirling approximation and an
explicit log_gamma_correction
, and cancelling the large terms from the
Stirling analytically.
The computed gradients are the same as for the naive forward computation, because (i) digamma grows much slower than lgamma, so cancellations aren't as bad, and (ii) it's simpler and faster than trying to be more accurate.
References:
[1] DiDonato and Morris, "Significant Digit Computation of the Incomplete Beta Function Ratios", 1988. Technical report NSWC TR 88-365, Naval Surface Warfare Center (K33), Dahlgren, VA 22448-5000. Section IV, Auxiliary Functions. https://apps.dtic.mil/dtic/tr/fulltext/u2/a210118.pdf
Args | |
---|---|
x
|
Floating-point Tensor. |
y
|
Floating-point Tensor. |
name
|
Optional Python str naming the operation.
|
Returns | |
---|---|
lbeta
|
Tensor of elementwise log beta(x, y). |