# TFP 版本说明笔记本 (0.12.1)

## 双射器

### Glow

Kingma 和 Dhariwal 的论文 Glow: Generative Flow with Invertible 1x1 Convolutions 中的一个双射函数。

image_shape = (32, 32, 4)  # 32 x 32 RGBA image

glow = tfb.Glow(output_shape=image_shape,
coupling_bijector_fn=tfb.GlowDefaultNetwork,
exit_bijector_fn=tfb.GlowDefaultExitNetwork)

pz = tfd.Sample(tfd.Normal(0., 1.), tf.reduce_prod(image_shape))

# Calling glow on distribution p(z) creates our glow distribution over images.
px = glow(pz)

# Take samples from the distribution to get images from your dataset.
image = px.sample(1)[0].numpy()

# Rescale to [0, 1].
image = (image - image.min()) / (image.max() - image.min())
plt.imshow(image);


### RayleighCDF

bij = tfb.RayleighCDF()
uniforms = tfd.Uniform().sample(10_000)
plt.hist(bij.inverse(uniforms), bins='auto');


### Ascending() 取代 Invert(Ordered())

x = tfd.Normal(0., 1.).sample(5)
print(tfb.Ascending()(x))
print(tfb.Invert(tfb.Ordered())(x))

tf.Tensor([1.9363368 2.650928  3.4936204 4.1817293 5.6920815], shape=(5,), dtype=float32)
WARNING:tensorflow:From <ipython-input-5-1406b9939c00>:3: Ordered.__init__ (from tensorflow_probability.python.bijectors.ordered) is deprecated and will be removed after 2021-01-09.
Instructions for updating:
Ordered bijector is deprecated; please use tfb.Invert(tfb.Ascending()) instead.
tf.Tensor([1.9363368 2.650928  3.4936204 4.1817293 5.6920815], shape=(5,), dtype=float32)


### 添加 low 参数：Softplus(low=2.)

x = tf.linspace(-4., 4., 100)

for low in (-1., 0., 1.):
bij = tfb.Softplus(low=low)
plt.plot(x, bij(x));


### tfb.ScaleMatvecLinearOperatorBlock 支持分块 LinearOperator，多部分参数

op_1 = tf.linalg.LinearOperatorDiag(diag=[1., -1., 3.])
op_2 = tf.linalg.LinearOperatorFullMatrix([[12., 5.], [-1., 3.]])
scale = tf.linalg.LinearOperatorBlockDiag([op_1, op_2], is_non_singular=True)

bij = tfb.ScaleMatvecLinearOperatorBlock(scale)
bij([[1., 2., 3.], [0., 1.]])

WARNING:tensorflow:From /usr/local/lib/python3.6/dist-packages/tensorflow/python/ops/linalg/linear_operator_block_diag.py:223: LinearOperator.graph_parents (from tensorflow.python.ops.linalg.linear_operator) is deprecated and will be removed in a future version.
Instructions for updating:
Do not call graph_parents.
[<tf.Tensor: shape=(3,), dtype=float32, numpy=array([ 1., -2.,  9.], dtype=float32)>,
<tf.Tensor: shape=(2,), dtype=float32, numpy=array([5., 3.], dtype=float32)>]


## 分布

### Skellam

x = tf.linspace(-5., 10., 10 - -5 + 1)

rates = (4, 2)
for i, rate in enumerate(rates):
plt.bar(x - .3 * (1 - i), tfd.Poisson(rate).prob(x), label=f'Poisson({rate})', alpha=0.5, width=.3)
plt.bar(x.numpy() + .3, tfd.Skellam(*rates).prob(x).numpy(), color='k', alpha=0.25, width=.3,
label=f'Skellam{rates}')

plt.legend();


### JointDistributionCoroutine[AutoBatched] 产生类似 namedtuple 的样本

@tfd.JointDistributionCoroutineAutoBatched
def model():
x = yield tfd.Normal(0., 1., name='x')
y = x + 4.
yield tfd.Normal(y, 1., name='y')

draw = model.sample(10_000)

plt.hist(draw.x, bins='auto', alpha=0.5)
plt.hist(draw.y, bins='auto', alpha=0.5);

WARNING:tensorflow:Note that RandomStandardNormal inside pfor op may not give same output as inside a sequential loop.
WARNING:tensorflow:Note that RandomStandardNormal inside pfor op may not give same output as inside a sequential loop.


### VonMisesFisher 支持 dim > 5，entropy()

von Mises-Fisher 分布是 $$\mathbb{R}^n$$ 中的 $$n-1$$ 维球体上的分布。

dist = tfd.VonMisesFisher([0., 1, 0, 1, 0, 1], concentration=1.)
draws = dist.sample(3)

print(dist.entropy())
tf.reduce_sum(draws ** 2, axis=1)  # each draw has length 1

tf.Tensor(3.3533673, shape=(), dtype=float32)
<tf.Tensor: shape=(3,), dtype=float32, numpy=array([1.0000002 , 0.99999994, 1.0000001 ], dtype=float32)>


### ExpGamma，ExpInverseGamma

Gamma 添加 log_rate 参数。对低集中度 BetaDirichlet 及类似分布采样时，数值有所改善。在所有情况下都隐式重新参数化梯度。

plt.figure(figsize=(10, 3))
plt.subplot(121)
plt.hist(tfd.Beta(.02, .02).sample(10_000), bins='auto')
plt.title('Beta(.02, .02)')
plt.subplot(122)
plt.title('GamX/(GamX+GamY) [the old way]')
g = tfd.Gamma(.02, 1); s0, s1 = g.sample(10_000), g.sample(10_000)
plt.hist(s0 / (s0 + s1), bins='auto')
plt.show()

plt.figure(figsize=(10, 3))
plt.subplot(121)
plt.hist(tfd.ExpGamma(.02, 1.).sample(10_000), bins='auto')
plt.title('ExpGamma(.02, 1)')
plt.subplot(122)
plt.hist(tfb.Log()(tfd.Gamma(.02, 1.)).sample(10_000), bins='auto')
plt.title('tfb.Log()(Gamma(.02, 1)) [the old way]');


### JointDistribution*AutoBatched 支持可重复采样（使用长度为 2 的元组/张量种子）

@tfd.JointDistributionCoroutineAutoBatched
def model():
x = yield tfd.Normal(0, 1, name='x')
y = yield tfd.Normal(x + 4, 1, name='y')

print(model.sample(seed=(1, 2)))
print(model.sample(seed=(1, 2)))

StructTuple(
x=<tf.Tensor: shape=(), dtype=float32, numpy=-0.59835213>,
y=<tf.Tensor: shape=(), dtype=float32, numpy=6.2380724>
)
StructTuple(
x=<tf.Tensor: shape=(), dtype=float32, numpy=-0.59835213>,
y=<tf.Tensor: shape=(), dtype=float32, numpy=6.2380724>
)


### KL(VonMisesFisher || SphericalUniform)

# Build vMFs with the same mean direction, batch of increasing concentrations.
vmf = tfd.VonMisesFisher(tf.math.l2_normalize(tf.random.normal([10])),
concentration=[0., .1, 1., 10.])
# KL increases with concentration, since vMF(conc=0) == SphericalUniform.
print(tfd.kl_divergence(vmf, tfd.SphericalUniform(10)))

tf.Tensor([4.7683716e-07 4.9877167e-04 4.9384594e-02 2.4844694e+00], shape=(4,), dtype=float32)


### parameter_properties

print('Gamma:', tfd.Gamma.parameter_properties())
print('Categorical:', tfd.Categorical.parameter_properties(dtype=tf.float64, num_classes=7))

Gamma: {'concentration': ParameterProperties(event_ndims=0, shape_fn=<function ParameterProperties.<lambda> at 0x7ff6bbfcdd90>, default_constraining_bijector_fn=<function Gamma._parameter_properties.<locals>.<lambda> at 0x7ff6afd95510>, is_preferred=True), 'rate': ParameterProperties(event_ndims=0, shape_fn=<function ParameterProperties.<lambda> at 0x7ff6bbfcdd90>, default_constraining_bijector_fn=<function Gamma._parameter_properties.<locals>.<lambda> at 0x7ff6afd95ea0>, is_preferred=False), 'log_rate': ParameterProperties(event_ndims=0, shape_fn=<function ParameterProperties.<lambda> at 0x7ff6bbfcdd90>, default_constraining_bijector_fn=<class 'tensorflow_probability.python.bijectors.identity.Identity'>, is_preferred=True)}
Categorical: {'logits': ParameterProperties(event_ndims=1, shape_fn=<function Categorical._parameter_properties.<locals>.<lambda> at 0x7ff6afd95510>, default_constraining_bijector_fn=<class 'tensorflow_probability.python.bijectors.identity.Identity'>, is_preferred=True), 'probs': ParameterProperties(event_ndims=1, shape_fn=<function Categorical._parameter_properties.<locals>.<lambda> at 0x7ff6afdc91e0>, default_constraining_bijector_fn=<class 'tensorflow_probability.python.bijectors.softmax_centered.SoftmaxCentered'>, is_preferred=False)}


### experimental_default_event_space_bijector

@tfd.JointDistributionCoroutineAutoBatched
def model():
scale = yield tfd.Gamma(1, 1, name='scale')
obs = yield tfd.Normal(0, scale, name='obs')

model.experimental_default_event_space_bijector(obs=.2).forward(
[tf.random.uniform([3], -2, 2.)])

StructTuple(
scale=<tf.Tensor: shape=(3,), dtype=float32, numpy=array([0.6630705, 1.5401832, 1.0777743], dtype=float32)>
)


### JointDistribution.experimental_pin

dist = tfd.JointDistributionSequential([
tfd.HalfNormal(1.),
lambda scale: tfd.Normal(0., scale, name='observed')])

@tf.function
def sample():
bij = dist.experimental_default_event_space_bijector(observed=1.)
target_log_prob = dist.experimental_pin(observed=1.).unnormalized_log_prob

kernel = tfp.mcmc.TransformedTransitionKernel(
tfp.mcmc.HamiltonianMonteCarlo(target_log_prob,
step_size=0.6,
num_leapfrog_steps=16),
bijector=bij)
return tfp.mcmc.sample_chain(500,
current_state=tf.ones([8]),  # multiple chains
kernel=kernel,
trace_fn=None)

draws = sample()

fig, (hist, trace) = plt.subplots(ncols=2, figsize=(16, 3))
trace.plot(draws, alpha=0.5)
for col in tf.transpose(draws):
sns.kdeplot(col, ax=hist);


### tfd.NegativeBinomial.experimental_from_mean_dispersion

nb = tfd.NegativeBinomial.experimental_from_mean_dispersion(30., .01)
plt.hist(nb.sample(10_000), bins='auto');


### tfp.experimental.distribute

DistributionStrategy 感知联合分布，允许跨设备似然计算。分片的 IndependentSample 分布。

# Note: 2-logical devices are configured in the install/import cell at top.
strategy = tf.distribute.MirroredStrategy()
assert strategy.num_replicas_in_sync == 2

@tfp.experimental.distribute.JointDistributionCoroutine
def model():
root = tfp.experimental.distribute.JointDistributionCoroutine.Root
group_scale = yield root(tfd.Sample(tfd.Exponential(1), 3, name='group_scale'))
_ = yield tfp.experimental.distribute.ShardedSample(tfd.Independent(tfd.Normal(0, group_scale), 1),
sample_shape=[4], name='x')

seed1, seed2 = tfp.random.split_seed((1, 2))

@tf.function
def sample(seed):
return model.sample(seed=seed)
xs = strategy.run(sample, (seed1,))
print("""
Note that the global latent group_scale is shared across devices, whereas
the local x is sampled independently on each device.
""")
print('sample:', xs)
print('another sample:', strategy.run(sample, (seed2,)))

@tf.function
def log_prob(x):
return model.log_prob(x)
print("""
Note that each device observes the same log_prob (local latent log_probs are
summed across devices).
""")
print('log_prob:', strategy.run(log_prob, (xs,)))

@tf.function

print("""
Note that each device observes the same log_prob gradient (local latents have
""")

WARNING:tensorflow:There are non-GPU devices in tf.distribute.Strategy, not using nccl allreduce.

Note that the global latent group_scale is shared across devices, whereas
the local x is sampled independently on each device.

sample: StructTuple(
group_scale=PerReplica:{
0: <tf.Tensor: shape=(3,), dtype=float32, numpy=array([2.6355493, 1.1805456, 1.245112 ], dtype=float32)>,
1: <tf.Tensor: shape=(3,), dtype=float32, numpy=array([2.6355493, 1.1805456, 1.245112 ], dtype=float32)>
},
x=PerReplica:{
0: <tf.Tensor: shape=(2, 3), dtype=float32, numpy=
array([[-0.90548456,  0.7675636 ,  0.27627748],
[-0.3475989 ,  2.0194046 , -1.2531326 ]], dtype=float32)>,
1: <tf.Tensor: shape=(2, 3), dtype=float32, numpy=
array([[ 3.251305  , -0.5790973 ,  0.42745453],
[-1.562331  ,  0.3006323 ,  0.635732  ]], dtype=float32)>
}
)
another sample: StructTuple(
group_scale=PerReplica:{
0: <tf.Tensor: shape=(3,), dtype=float32, numpy=array([2.41133   , 0.10307606, 0.5236566 ], dtype=float32)>,
1: <tf.Tensor: shape=(3,), dtype=float32, numpy=array([2.41133   , 0.10307606, 0.5236566 ], dtype=float32)>
},
x=PerReplica:{
0: <tf.Tensor: shape=(2, 3), dtype=float32, numpy=
array([[-3.2476294 ,  0.07213175, -0.39536062],
[-1.2319602 , -0.05505352,  0.06356457]], dtype=float32)>,
1: <tf.Tensor: shape=(2, 3), dtype=float32, numpy=
array([[ 5.6028705 ,  0.11919801, -0.48446828],
[-1.5938259 ,  0.21123725,  0.28979057]], dtype=float32)>
}
)

Note that each device observes the same log_prob (local latent log_probs are
summed across devices).

log_prob: PerReplica:{
0: tf.Tensor(-25.05747, shape=(), dtype=float32),
1: tf.Tensor(-25.05747, shape=(), dtype=float32)
}

Note that each device observes the same log_prob gradient (local latents have
independent gradients, global latents are aggregated across devices).

group_scale=PerReplica:{
0: <tf.Tensor: shape=(3,), dtype=float32, numpy=array([-1.7555585, -1.2928739, -3.0554674], dtype=float32)>,
1: <tf.Tensor: shape=(3,), dtype=float32, numpy=array([-1.7555585, -1.2928739, -3.0554674], dtype=float32)>
},
x=PerReplica:{
0: <tf.Tensor: shape=(2, 3), dtype=float32, numpy=
array([[ 0.13035832, -0.5507428 , -0.17820862],
[ 0.05004217, -1.4489648 ,  0.80831426]], dtype=float32)>,
1: <tf.Tensor: shape=(2, 3), dtype=float32, numpy=
array([[-0.46807498,  0.41551432, -0.27572307],
[ 0.22492138, -0.21570992, -0.41006932]], dtype=float32)>
}
)


## PSD 内核

### GeneralizedMatern

GeneralizedMatern 半正定内核会泛化 MaternOneHalfMAterhThreeHalvesMaternFiveHalves

gm = tfpk.GeneralizedMatern(df=[0.5, 1.5, 2.5], length_scale=1., amplitude=0.5)
m1 = tfpk.MaternOneHalf(length_scale=1., amplitude=0.5)
m2 = tfpk.MaternThreeHalves(length_scale=1., amplitude=0.5)
m3 = tfpk.MaternFiveHalves(length_scale=1., amplitude=0.5)
xs = tf.linspace(-1.5, 1.5, 100)

gm_matrix = gm.matrix([[0.]], xs[..., tf.newaxis])
plt.plot(xs, gm_matrix[0][0])
plt.plot(xs, m1.matrix([[0.]], xs[..., tf.newaxis])[0])
plt.show()
plt.plot(xs, gm_matrix[1][0])
plt.plot(xs, m2.matrix([[0.]], xs[..., tf.newaxis])[0])
plt.show()
plt.plot(xs, gm_matrix[2][0])
plt.plot(xs, m3.matrix([[0.]], xs[..., tf.newaxis])[0])
plt.show()


### Parabolic (Epanechnikov)

epa = tfpk.Parabolic()
xs = tf.linspace(-1.05, 1.05, 100)
plt.plot(xs, epa.matrix([[0.]], xs[..., tf.newaxis])[0]);


## VI

### build_asvi_surrogate_posterior

# Import a Brownian Motion model from TFP's inference gym.
model = gym.targets.BrownianMotionMissingMiddleObservations()
prior = model.prior_distribution()
ground_truth = ground_truth = model.sample_transformations['identity'].ground_truth_mean
target_log_prob = lambda *values: model.log_likelihood(values) + prior.log_prob(values)


locs[0] ~ Normal(loc=0, scale=innovation_noise_scale)
for t in range(1, num_timesteps):
locs[t] ~ Normal(loc=locs[t - 1], scale=innovation_noise_scale)

for t in range(num_timesteps):
observed_locs[t] ~ Normal(loc=locs[t], scale=observation_noise_scale)


# The observed loc values in the Brownian Motion inference gym model
OBSERVED_LOC = np.array([
0.21592641, 0.118771404, -0.07945447, 0.037677474, -0.27885845, -0.1484156,
-0.3250906, -0.22957903, -0.44110894, -0.09830782, np.nan, np.nan, np.nan,
np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, np.nan, -0.8786016,
-0.83736074, -0.7384849, -0.8939254, -0.7774566, -0.70238715, -0.87771565,
-0.51853573, -0.6948214, -0.6202789
]).astype(dtype=np.float32)

# Plot the prior and the likelihood observations
plt.figure()
plt.title('Brownian Motion Prior Samples and Observations')

num_samples = 15
prior_samples = prior.sample(num_samples)

plt.plot(prior_samples, c='blue', alpha=0.1)
plt.plot(prior_samples[0][0], label="Prior Samples", c='blue', alpha=0.1)

plt.scatter(x=range(30),y=OBSERVED_LOC, c='black', alpha=0.5, label="Observations")



logging.getLogger('tensorflow').setLevel(logging.ERROR)  # suppress pfor warnings

# Construct and train an ASVI Surrogate Posterior.
asvi_surrogate_posterior = tfp.experimental.vi.build_asvi_surrogate_posterior(prior)

asvi_losses = tfp.vi.fit_surrogate_posterior(target_log_prob,
asvi_surrogate_posterior,
num_steps=500)
logging.getLogger('tensorflow').setLevel(logging.NOTSET)

# Construct and train a Mean-Field Surrogate Posterior.
factored_surrogate_posterior = tfp.experimental.vi.build_factored_surrogate_posterior(event_shape=prior.event_shape)

factored_losses = tfp.vi.fit_surrogate_posterior(target_log_prob,
factored_surrogate_posterior,
num_steps=500)

logging.getLogger('tensorflow').setLevel(logging.ERROR)  # suppress pfor warnings

# Sample from the posteriors.
asvi_posterior_samples = asvi_surrogate_posterior.sample(num_samples)
factored_posterior_samples = factored_surrogate_posterior.sample(num_samples)

logging.getLogger('tensorflow').setLevel(logging.NOTSET)


ASVI 和平均场替代后验分布均已收敛，并且 ASVI 替代后验具有较低的最终损失（负 ELBO 值）。

# Plot the loss curves.
plt.figure()
plt.title('Loss Curves for ASVI vs Mean-Field Surrogate Posteriors')

plt.plot(asvi_losses, c='orange', label='ASVI', alpha = 0.4)
plt.plot(factored_losses, c='green', label='Mean-Field', alpha = 0.4)
plt.ylim(-50, 300)



# Plot samples from the ASVI and Mean-Field Surrogate Posteriors.
plt.figure()
plt.title('Posterior Samples from ASVI vs Mean-Field Surrogate Posterior')

plt.plot(asvi_posterior_samples, c='orange', alpha = 0.25)
plt.plot(asvi_posterior_samples[0][0], label='ASVI Surrogate Posterior', c='orange', alpha = 0.25)

plt.plot(factored_posterior_samples, c='green', alpha = 0.25)
plt.plot(factored_posterior_samples[0][0], label='Mean-Field Surrogate Posterior', c='green', alpha = 0.25)

plt.scatter(x=range(30),y=OBSERVED_LOC, c='black', alpha=0.5, label='Observations')

plt.plot(ground_truth, c='black', label='Ground Truth')



## 马尔科夫链蒙特卡洛法

### ProgressBarReducer

kernel = tfp.mcmc.HamiltonianMonteCarlo(lambda x: -x**2 / 2, .05, 20)
pbar = tfp.experimental.mcmc.ProgressBarReducer(100)
kernel = tfp.experimental.mcmc.WithReductions(kernel, pbar)
plt.hist(tf.reshape(tfp.mcmc.sample_chain(100, current_state=tf.ones([128]), kernel=kernel, trace_fn=None), [-1]), bins='auto')
pbar.bar.close()

99%|█████████▉| 99/100 [00:03<00:00, 27.37it/s]


### sample_sequential_monte_carlo支持可重复采样

initial_state = tf.random.uniform([4096], -2., 2.)
def smc(seed):
return tfp.experimental.mcmc.sample_sequential_monte_carlo(
prior_log_prob_fn=lambda x: -x**2 / 2,
likelihood_log_prob_fn=lambda x: -(x-1.)**2 / 2,
current_state=initial_state,
seed=seed)[1]
plt.hist(smc(seed=(12, 34)), bins='auto');plt.show()

print(smc(seed=(12, 34))[:10])
print('different:', smc(seed=(10, 20))[:10])
print('same:', smc(seed=(12, 34))[:10])


tf.Tensor(
[ 0.665834    0.9892149   0.7961128   1.0016634  -1.000767   -0.19461267
1.3070581   1.127177    0.9940303   0.58239716], shape=(10,), dtype=float32)
different: tf.Tensor(
[ 1.3284367   0.4374407   1.1349089   0.4557473   0.06510283 -0.08954388
1.1735026   0.8170528   0.12443061  0.34413314], shape=(10,), dtype=float32)
same: tf.Tensor(
[ 0.665834    0.9892149   0.7961128   1.0016634  -1.000767   -0.19461267
1.3070581   1.127177    0.9940303   0.58239716], shape=(10,), dtype=float32)


### 添加了方差、协方差、Rhat 的流式计算

def cov_to_ellipse(t, cov, mean):
"""Draw a one standard deviation ellipse from the mean, according to cov."""
diag = tf.linalg.diag_part(cov)
a = 0.5 * tf.reduce_sum(diag)
b = tf.sqrt(0.25 * (diag[0] - diag[1])**2 + cov[0, 1]**2)
major = a + b
minor = a - b
theta = tf.math.atan2(major - cov[0, 0], cov[0, 1])
x = (tf.sqrt(major) * tf.cos(theta) * tf.cos(t) -
tf.sqrt(minor) * tf.sin(theta) * tf.sin(t))
y = (tf.sqrt(major) * tf.sin(theta) * tf.cos(t) +
tf.sqrt(minor) * tf.cos(theta) * tf.sin(t))
return x + mean[0], y + mean[1]

fig, axes = plt.subplots(nrows=4, ncols=5, figsize=(14, 8),
sharex=True, sharey=True, constrained_layout=True)
t = tf.linspace(0., 2 * np.pi, 200)
tot = 10
cov = 0.1 * tf.eye(2) + 0.9 * tf.ones([2, 2])
mvn = tfd.MultivariateNormalTriL(loc=[1., 2.],
scale_tril=tf.linalg.cholesky(cov))

for ax in axes.ravel():
rv = tfp.experimental.stats.RunningCovariance(
num_samples=0., mean=tf.zeros(2), sum_squared_residuals=tf.zeros((2, 2)),
event_ndims=1)

for idx, x in enumerate(mvn.sample(tot)):
rv = rv.update(x)
ax.plot(*cov_to_ellipse(t, rv.covariance(), rv.mean),
color='k', alpha=(idx + 1) / tot)
ax.plot(*cov_to_ellipse(t, mvn.covariance(), mvn.mean()), 'r')
fig.suptitle("Twenty tries to approximate the red covariance with 10 draws");


## 数学，统计

### 贝塞尔函数：ive、kve、log-ive

xs = tf.linspace(0.5, 20., 100)
ys = tfp.math.bessel_ive([[0.5], [1.], [np.pi], [4.]], xs)
zs = tfp.math.bessel_kve([[0.5], [1.], [2.], [np.pi]], xs)

for i in range(4):
plt.plot(xs, ys[i])
plt.show()

for i in range(4):
plt.plot(xs, zs[i])
plt.show()


### tfp.stats.histogram 的可选 weights 参数

edges = tf.linspace(-4., 4, 31)
samps = tfd.TruncatedNormal(0, 1, -4, 4).sample(100_000, seed=(123, 456))
_, (ax1, ax2) = plt.subplots(1, 2, figsize=(10, 3))
ax1.bar(edges[:-1], tfp.stats.histogram(samps, edges))
ax1.set_title('samples histogram')
ax2.bar(edges[:-1], tfp.stats.histogram(samps, edges, weights=1 / tfd.Normal(0, 1).prob(samps)))
ax2.set_title('samples, weighted by inverse p(sample)');


### tfp.math.erfcinv

x = tf.linspace(-3., 3., 10)
y = tf.math.erfc(x)
z = tfp.math.erfcinv(y)
print(x)
print(z)

tf.Tensor(
[-3.         -2.3333333  -1.6666666  -1.         -0.33333325  0.3333335

1.          1.666667    2.3333335   3.        ], shape=(10,), dtype=float32)
tf.Tensor(
[-3.0002644  -2.3333426  -1.6666666  -0.9999997  -0.3333332   0.33333346
0.9999999   1.6666667   2.3333335   3.0000002 ], shape=(10,), dtype=float32)

[{ "type": "thumb-down", "id": "missingTheInformationINeed", "label":"没有我需要的信息" },{ "type": "thumb-down", "id": "tooComplicatedTooManySteps", "label":"太复杂/步骤太多" },{ "type": "thumb-down", "id": "outOfDate", "label":"内容需要更新" },{ "type": "thumb-down", "id": "translationIssue", "label":"翻译问题" },{ "type": "thumb-down", "id": "samplesCodeIssue", "label":"示例/代码问题" },{ "type": "thumb-down", "id": "otherDown", "label":"其他" }]
[{ "type": "thumb-up", "id": "easyToUnderstand", "label":"易于理解" },{ "type": "thumb-up", "id": "solvedMyProblem", "label":"解决了我的问题" },{ "type": "thumb-up", "id": "otherUp", "label":"其他" }]