tfp.substrates.numpy.bijectors.Chain

See Stable See Nightly

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Bijector which applies a sequence of bijectors.

Inherits From: Composition, AutoCompositeTensorBijector

View aliases

Main aliases

tfp.experimental.substrates.numpy.bijectors.Chain

tfp.substrates.numpy.bijectors.Chain(
    bijectors=None, validate_args=False, validate_event_size=True, parameters=None,
    name=None
)

Example Use:

chain = Chain([Exp(), Softplus()], name="one_plus_exp")

Results in:

• Forward:

  exp = Exp()
  softplus = Softplus()
  Chain([exp, softplus]).forward(x)
  = exp.forward(softplus.forward(x))
  = tf.exp(tf.log(1. + tf.exp(x)))
  = 1. + tf.exp(x)
  

• Inverse:

  exp = Exp()
  softplus = Softplus()
  Chain([exp, softplus]).inverse(y)
  = softplus.inverse(exp.inverse(y))
  = tf.log(tf.exp(tf.log(y)) - 1.)
  = tf.log(y - 1.)
  

Keyword arguments can be passed to the inner bijectors by utilizing the inner bijector names, e.g.:

chain = Chain([Bijector1(name='b1'), Bijector2(name='b2')])
y = chain.forward(x, b1={'arg': 1}, b2={'arg': 2})

# Equivalent to:
z = Bijector2().forward(x, arg=1)
y = Bijector1().forward(z, arg=2)

Args
bijectors	Python list of bijector instances. An empty list makes this bijector equivalent to the Identity bijector.
validate_args	Python bool indicating whether arguments should be checked for correctness.
validate_event_size	Checks that bijectors are not applied to inputs with incomplete support (that is, inputs where one or more elements are a deterministic transformation of the others). For example, the following LDJ would be incorrect: Chain([Scale(), SoftmaxCentered()]).forward_log_det_jacobian([1], [1]) The jacobian contribution from Scale applies to a 2-dimensional input, but the output from SoftMaxCentered is a 1-dimensional input embedded in a 2-dimensional space. Setting validate_event_size=True (default) prints warnings in these cases. When validate_args is also True, the warning is promoted to an exception.
parameters	Locals dict captured by subclass constructor, to be used for copy/slice re-instantiation operators.
name	Python str, name given to ops managed by this object. Default: E.g., Chain([Exp(), Softplus()]).name == "chain_of_exp_of_softplus".

Raises
ValueError	if bijectors have different dtypes.

Attributes
bijectors
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.
name	Returns the string name of this Bijector.
parameters	Dictionary of parameters used to instantiate this Bijector.
trainable_variables
validate_args	Returns True if Tensor arguments will be validated.
validate_event_size
variables

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

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

Returns the dtype returned by forward for the provided input.

forward_event_ndims

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forward_event_ndims(
    event_ndims, **kwargs
)

Returns the number of event dimensions produced by forward.

forward_event_shape

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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

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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

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forward_log_det_jacobian(
    x, event_ndims=None, 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	Optional number of dimensions in the probabilistic events being transformed; this must be greater than or equal to self.forward_min_event_ndims. If event_ndims is specified, the log Jacobian determinant is summed to produce a scalar log-determinant for each event. Otherwise (if event_ndims is None), no reduction is performed. Multipart bijectors require structured event_ndims, such that the batch rank rank(y[i]) - event_ndims[i] is the same for all elements i of the structured input. In most cases (with the exception of tfb.JointMap) they further require that event_ndims[i] - self.inverse_min_event_ndims[i] is the same for all elements i of the structured input. Default value: None (equivalent to self.forward_min_event_ndims).
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.
ValueError	if the value of event_ndims is not valid for this bijector.

inverse

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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

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

Returns the dtype returned by inverse for the provided input.

inverse_event_ndims

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inverse_event_ndims(
    event_ndims, **kwargs
)

Returns the number of event dimensions produced by inverse.

inverse_event_shape

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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

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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

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inverse_log_det_jacobian(
    y, event_ndims=None, 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	Optional number of dimensions in the probabilistic events being transformed; this must be greater than or equal to self.inverse_min_event_ndims. If event_ndims is specified, the log Jacobian determinant is summed to produce a scalar log-determinant for each event. Otherwise (if event_ndims is None), no reduction is performed. Multipart bijectors require structured event_ndims, such that the batch rank rank(y[i]) - event_ndims[i] is the same for all elements i of the structured input. In most cases (with the exception of tfb.JointMap) they further require that event_ndims[i] - self.inverse_min_event_ndims[i] is the same for all elements i of the structured input. Default value: None (equivalent to self.inverse_min_event_ndims).
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.
ValueError	if the value of event_ndims is not valid for this bijector.

parameter_properties

View source

@classmethod
parameter_properties(
    dtype=tf.float32
)

Returns a dict mapping constructor arg names to property annotations.

This dict should include an entry for each of the bijector's Tensor-valued constructor arguments.

Args
dtype	Optional float dtype to assume for continuous-valued parameters. Some constraining bijectors require advance knowledge of the dtype because certain constants (e.g., tfb.Softplus.low) must be instantiated with the same dtype as the values to be transformed.

Returns
parameter_properties	A str ->tfp.python.internal.parameter_properties.ParameterPropertiesdict mapping constructor argument names toParameterProperties` instances.

__call__

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__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 (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.