Joint distribution parameterized by a distributionmaking generator.
Inherits From: JointDistribution
, Distribution
oryx.distributions.JointDistributionCoroutine(
model,
sample_dtype=None,
batch_ndims=None,
use_vectorized_map=False,
validate_args=False,
experimental_use_kahan_sum=False,
name=None
)
This distribution enables both sampling and joint probability computation from a single model specification.
A joint distribution is a collection of possibly interdependent distributions.
The JointDistributionCoroutine
is specified by a generator that
generates the elements of this collection.
Mathematical Details
The JointDistributionCoroutine
implements the chain rule of probability.
That is, the probability function of a lengthd
vector x
is,
p(x) = prod{ p(x[i]  x[:i]) : i = 0, ..., (d  1) }
The JointDistributionCoroutine
is parameterized by a generator
that yields tfp.distributions.Distribution
like instances.
Each element yielded implements the i
th full conditional distribution,
p(x[i]  x[:i])
. Within the generator, the return value from the yield
is a sample from the distribution that may be used to construct subsequent
yielded Distribution
like instances. This allows later instances
to be conditional on earlier ones.
Name resolution: The names of JointDistributionCoroutine
components
may be specified by passing name
arguments to distribution constructors (
`tfd.Normal(0., 1., name='x')). Components without an explicit name will be
assigned a dummy name.
Vectorized sampling and model evaluation
When a joint distribution's sample
method is called with
a sample_shape
(or the log_prob
method is called on an input with
multiple sample dimensions) the model must be equipped to handle
additional batch dimensions. This may be done manually, or automatically
by passing use_vectorized_map=True
. Manual vectorization has historically
been the default, but we now recommend that most users enable automatic
vectorization unless they are affected by a specific issue; some
known issues are listed below.
When using manuallyvectorized joint distributions, each operation in the
model must account for the possibility of batch dimensions in Distributions
and their samples. By contrast, autovectorized models need only describe
a single sample from the joint distribution; any batch evaluation is
automated as required using tf.vectorized_map
(vmap
in JAX). In many
cases this allows for significant simplications. For example, the following
manuallyvectorized tfd.JointDistributionCoroutine
model:
def model_fn():
x = yield tfd.JointDistributionCoroutine.Root(
tfd.Normal(0., tf.ones([3])))
y = yield tfd.JointDistributionCoroutine.Root(
tfd.Normal(0., 1.))
z = yield tfd.Normal(x[..., :2] + y[..., tf.newaxis], 1.)
can be written in autovectorized form as
```python
def model_fn():
x = yield tfd.Normal(0., tf.ones([3]))
y = yield tfd.Normal(0., 1.)
z = yield tfd.Normal(x[:2] + y, 1.)
in which we were able to drop the specification of Root
nodes and to
avoid explicitly accounting for batch dimensions when indexing and slicing
computed quantities in the third line.
Root annotations: When the sample
method for a manuallyvectorized
JointDistributionCoroutine
is called with a sample_shape
, the sample
method for each of the yielded distributions is called.
The distributions that have been wrapped in the
JointDistributionCoroutine.Root
class will be called with sample_shape
as the sample_shape
argument, and the unwrapped distributions
will be called with ()
as the sample_shape
argument. It is the user's
responsibility to ensure that each of the distributions generates samples
with the specified sample size; generally this means applying Root
wrappers
around any distributions whose parameters are not already a function of other
random variables. The Root
annotation can be omitted if you never intend to
use a sample_shape
other than ()
.
Known limitations of automatic vectorization:
 A small fraction of TensorFlow ops are unsupported; models that use an unsupported op will raise an error and must be manually vectorized.
 Sampling large batches may be slow under automatic vectorization because
TensorFlow's stateless samplers are currently converted using a
nonvectorized
while_loop
. This limitation applies only in TensorFlow; vectorized samplers in JAX should be approximately as fast as manually vectorized code.  Calling
sample_distributions
with nontrivialsample_shape
will raise an error if the model contains any distributions that are not registered as CompositeTensors (TFP's basic distributions are usually fine, but support for wrapper distributions liketfd.Sample
is a work in progress).
Batch semantics and (log)densities
tl;dr: pass batch_ndims=0
unless you have a good reason not to.
Joint distributions now support 'autobatching' semantics, in which
the distribution's batch shape is derived by broadcasting the leftmost
batch_ndims
dimensions of its components' batch shapes. All remaining
dimensions are considered to form a single 'event' of the joint distribution.
If batch_ndims==0
, then the joint distribution has batch shape []
, and all
component dimensions are treated as event shape. For example, the model
def model_fn():
x = yield tfd.Normal(0., tf.ones([3]))
y = yield tfd.Normal(x[..., tf.newaxis], tf.ones([3, 2]))
jd = tfd.JointDistributionCoroutine(model_fn, batch_ndims=0)
creates a joint distribution with batch shape []
and event shape
([3], [3, 2])
. The logdensity of a sample always has shape
batch_shape
, so this guarantees that
jd.log_prob(jd.sample())
will evaluate to a scalar value. We could
alternately construct a joint distribution with batch shape [3]
and event
shape ([], [2])
by setting batch_ndims=1
, in which case
jd.log_prob(jd.sample())
would evaluate to a value of shape [3]
.
Setting batch_ndims=None
recovers the 'classic' batch semantics (currently
still the default for backwardscompatibility reasons), in which the joint
distribution's log_prob
is computed by naively summing log densities from
the component distributions. Since these component densities have shapes equal
to the batch shapes of the individual components, to avoid broadcasting
errors it is usually necessary to construct the components with identical
batch shapes. For example, the component distributions in the model above
have batch shapes of [3]
and [3, 2]
respectively, which would raise an
error if summed directly, but can be aligned by wrapping with
tfd.Independent
, as in this model:
def model_fn():
x = yield tfd.Normal(0., tf.ones([3]))
y = yield tfd.Independent(tfd.Normal(x[..., tf.newaxis], tf.ones([3, 2])),
reinterpreted_batch_ndims=1)
jd = tfd.JointDistributionCoroutine(model_fn, batch_ndims=None)
Here the components both have batch shape [3]
, so
jd.log_prob(jd.sample())
returns a value of shape [3]
, just as in the
batch_ndims=1
case above. In fact, autobatching semantics are equivalent to
implicitly wrapping each component dist
as tfd.Independent(dist,
reinterpreted_batch_ndim=(dist.batch_shape.ndims  jd.batch_ndims))
; the only
vestigial difference is that under autobatching semantics, the joint
distribution has a single batch shape [3]
, while under the classic semantics
the value of jd.batch_shape
is a structure of the component batch shapes
([3], [3])
. Such structured batch shapes will be deprecated in the future,
since they are inconsistent with the definition of batch shapes used
elsewhere in TFP.
Examples
tfd = tfp.distributions
def model():
global_log_rate = yield tfd.Normal(loc=0., scale=1.)
local_log_rates = yield tfd.Normal(loc=0., scale=tf.ones([20]))
observed_counts = yield tfd.Poisson(
rate=tf.exp(global_log_rate + local_log_rates))
joint = tfd.JointDistributionCoroutine(model,
use_vectorized_map=True,
batch_ndims=0)
print(joint.event_shape)
# ==> [[], [20], [20]]
print(joint.batch_shape)
# ==> []
xs = joint.sample()
print([x.shape for x in xs])
# ==> [[], [20], [20]]
lp = joint.log_prob(xs)
print(lp.shape)
# ==> []
Note that the component distributions of this model would, by themselves, return batches of logdensities (because they are constructed with batch shape); the joint model implicitly sums over these to compute the single joint logdensity.
ds, xs = joint.sample_distributions()
print([d.event_shape for d in ds])
# ==> [[], [], []] != model.event_shape
print([d.batch_shape for d in ds])
# ==> [[], [20], [20]] != model.batch_shape
print([d.log_prob(x).shape for (d, x) in zip(ds, xs)])
# ==> [[], [20], [20]]
For improved readability of sampled values, the yielded distributions can also be named:
tfd = tfp.distributions
def model():
global_log_rate = yield tfd.Normal(
loc=0., scale=1., name='global_log_rate')
local_log_rates = yield tfd.Normal(
loc=0., scale=tf.ones([20]), name='local_log_rates')
observed_counts = yield tfd.Poisson(
rate=tf.exp(global_log_rate + local_log_rates), name='observed_counts')
joint = tfd.JointDistributionCoroutine(model,
use_vectorized_map=True,
batch_ndims=0)
print(joint.event_shape)
# ==> StructTuple(global_log_rate=[], local_log_rates=[20],
# observed_counts=[20])
print(joint.batch_shape)
# ==> []
xs = joint.sample()
print(['{}: {}'.format(k, x.shape) for k, x in xs._asdict().items()])
# ==> global_log_scale: []
# local_log_rates: [20]
# observed_counts: [20]
lp = joint.log_prob(xs)
print(lp.shape)
# ==> []
# Passing via `kwargs` also works.
lp = joint.log_prob(**xs._asdict())
# Or:
lp = joint.log_prob(
global_log_scale=...,
local_log_rates=...,
observed_counts=...,
)
If any of the yielded distributions are not explicitly named, they will
automatically be given a name of the form var#
where #
is the index of the
associated distribution. E.g. the first yielded distribution will have a
default name of var0
.
References
[1] Dan Piponi, Dave Moore, and Joshua V. Dillon. Joint distributions for TensorFlow Probability. arXiv preprint arXiv:2001.11819_, 2020. https://arxiv.org/abs/2001.11819
Child Classes
Methods
batch_shape_tensor
batch_shape_tensor(
name='batch_shape_tensor'
)
Shape of a single sample from a single event index as a 1D Tensor
.
The batch dimensions are indexes into independent, nonidentical parameterizations of this distribution.
Args  

name

name to give to the op 
Returns  

batch_shape

Tensor .

cdf
cdf(
value, name='cdf', **kwargs
)
Cumulative distribution function.
Given random variable X
, the cumulative distribution function cdf
is:
cdf(x) := P[X <= x]
Args  

value

float or double Tensor .

name

Python str prepended to names of ops created by this function.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

cdf

a Tensor of shape sample_shape(x) + self.batch_shape with
values of type self.dtype .

copy
copy(
**override_parameters_kwargs
)
Creates a deep copy of the distribution.
Args  

**override_parameters_kwargs

String/value dictionary of initialization arguments to override with new values. 
Returns  

distribution

A new instance of type(self) initialized from the union
of self.parameters and override_parameters_kwargs, i.e.,
dict(self.parameters, **override_parameters_kwargs) .

covariance
covariance(
name='covariance', **kwargs
)
Covariance.
Covariance is (possibly) defined only for nonscalarevent distributions.
For example, for a lengthk
, vectorvalued distribution, it is calculated
as,
Cov[i, j] = Covariance(X_i, X_j) = E[(X_i  E[X_i]) (X_j  E[X_j])]
where Cov
is a (batch of) k x k
matrix, 0 <= (i, j) < k
, and E
denotes expectation.
Alternatively, for nonvector, multivariate distributions (e.g.,
matrixvalued, Wishart), Covariance
shall return a (batch of) matrices
under some vectorization of the events, i.e.,
Cov[i, j] = Covariance(Vec(X)_i, Vec(X)_j) = [as above]
where Cov
is a (batch of) k' x k'
matrices,
0 <= (i, j) < k' = reduce_prod(event_shape)
, and Vec
is some function
mapping indices of this distribution's event dimensions to indices of a
lengthk'
vector.
Args  

name

Python str prepended to names of ops created by this function.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

covariance

Floatingpoint Tensor with shape [B1, ..., Bn, k', k']
where the first n dimensions are batch coordinates and
k' = reduce_prod(self.event_shape) .

cross_entropy
cross_entropy(
other, name='cross_entropy'
)
Computes the (Shannon) cross entropy.
Denote this distribution (self
) by P
and the other
distribution by
Q
. Assuming P, Q
are absolutely continuous with respect to
one another and permit densities p(x) dr(x)
and q(x) dr(x)
, (Shannon)
cross entropy is defined as:
H[P, Q] = E_p[log q(X)] = int_F p(x) log q(x) dr(x)
where F
denotes the support of the random variable X ~ P
.
Args  

other

tfp.distributions.Distribution instance.

name

Python str prepended to names of ops created by this function.

Returns  

cross_entropy

self.dtype Tensor with shape [B1, ..., Bn]
representing n different calculations of (Shannon) cross entropy.

entropy
entropy(
name='entropy', **kwargs
)
Shannon entropy in nats.
event_shape_tensor
event_shape_tensor(
name='event_shape_tensor'
)
Shape of a single sample from a single batch as a 1D int32 Tensor
.
Args  

name

name to give to the op 
Returns  

event_shape

Tensor .

experimental_default_event_space_bijector
experimental_default_event_space_bijector(
*args, **kwargs
)
Bijector mapping the reals (R**n) to the event space of the distribution.
Distributions with continuous support may implement
_default_event_space_bijector
which returns a subclass of
tfp.bijectors.Bijector
that maps R**n to the distribution's event space.
For example, the default bijector for the Beta
distribution
is tfp.bijectors.Sigmoid()
, which maps the real line to [0, 1]
, the
support of the Beta
distribution. The default bijector for the
CholeskyLKJ
distribution is tfp.bijectors.CorrelationCholesky
, which
maps R^(k * (k1) // 2) to the submanifold of k x k lower triangular
matrices with ones along the diagonal.
The purpose of experimental_default_event_space_bijector
is
to enable gradient descent in an unconstrained space for Variational
Inference and Hamiltonian Monte Carlo methods. Some effort has been made to
choose bijectors such that the tails of the distribution in the
unconstrained space are between Gaussian and Exponential.
For distributions with discrete event space, or for which TFP currently
lacks a suitable bijector, this function returns None
.
Args  

*args

Passed to implementation _default_event_space_bijector .

**kwargs

Passed to implementation _default_event_space_bijector .

Returns  

event_space_bijector

Bijector instance or None .

experimental_fit
@classmethod
experimental_fit( value, sample_ndims=1, validate_args=False, **init_kwargs )
Instantiates a distribution that maximizes the likelihood of x
.
Args  

value

a Tensor valid sample from this distribution family.

sample_ndims

Positive int Tensor number of leftmost dimensions of
value that index i.i.d. samples.
Default value: 1 .

validate_args

Python bool , default False . When True , distribution
parameters are checked for validity despite possibly degrading runtime
performance. When False , invalid inputs may silently render incorrect
outputs.
Default value: False .

**init_kwargs

Additional keyword arguments passed through to
cls.__init__ . These take precedence in case of collision with the
fitted parameters; for example,
tfd.Normal.experimental_fit([1., 1.], scale=20.) returns a Normal
distribution with scale=20. rather than the maximum likelihood
parameter scale=0. .

Returns  

maximum_likelihood_instance

instance of cls with parameters that
maximize the likelihood of value .

experimental_local_measure
experimental_local_measure(
value, backward_compat=False, **kwargs
)
Returns a log probability density together with a TangentSpace
.
A TangentSpace
allows us to calculate the correct pushforward
density when we apply a transformation to a Distribution
on
a strict submanifold of R^n (typically via a Bijector
in the
TransformedDistribution
subclass). The density correction uses
the basis of the tangent space.
Args  

value

float or double Tensor .

backward_compat

bool specifying whether to fall back to returning
FullSpace as the tangent space, and representing R^n with the standard
basis.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

log_prob

a Tensor representing the log probability density, of shape
sample_shape(x) + self.batch_shape with values of type self.dtype .

tangent_space

a TangentSpace object (by default FullSpace )
representing the tangent space to the manifold at value .

Raises  

UnspecifiedTangentSpaceError if backward_compat is False and
the _experimental_tangent_space attribute has not been defined.

experimental_pin
experimental_pin(
*args, **kwargs
)
Pins some parts, returning an unnormalized distribution object.
The calling convention is much like other JointDistribution
methods (e.g.
log_prob
), but with the difference that not all parts are required. In
this respect, the behavior is similar to that of the sample
function's
value
argument.
Examples:
# Given the following joint distribution:
jd = tfd.JointDistributionSequential([
tfd.Normal(0., 1., name='z'),
tfd.Normal(0., 1., name='y'),
lambda y, z: tfd.Normal(y + z, 1., name='x')
], validate_args=True)
# The following calls are all permissible and produce
# `JointDistributionPinned` objects behaving identically.
PartialXY = collections.namedtuple('PartialXY', 'x,y')
PartialX = collections.namedtuple('PartialX', 'x')
assert (jd.experimental_pin(x=2.).pins ==
jd.experimental_pin(x=2., z=None).pins ==
jd.experimental_pin(dict(x=2.)).pins ==
jd.experimental_pin(dict(x=2., y=None)).pins ==
jd.experimental_pin(PartialXY(x=2., y=None)).pins ==
jd.experimental_pin(PartialX(x=2.)).pins ==
jd.experimental_pin(None, None, 2.).pins ==
jd.experimental_pin([None, None, 2.]).pins)
Args  

*args

Positional arguments: a value structure or component values (see above). 
**kwargs

Keyword arguments: a value structure or component values (see
above). May also include name , specifying a Python string name for ops
generated by this method.

Returns  

pinned

a tfp.experimental.distributions.JointDistributionPinned with
the given values pinned.

experimental_sample_and_log_prob
experimental_sample_and_log_prob(
sample_shape=(), seed=None, name='sample_and_log_prob', **kwargs
)
Samples from this distribution and returns the log density of the sample.
The default implementation simply calls sample
and log_prob
:
def _sample_and_log_prob(self, sample_shape, seed, **kwargs):
x = self.sample(sample_shape=sample_shape, seed=seed, **kwargs)
return x, self.log_prob(x, **kwargs)
However, some subclasses may provide more efficient and/or numerically stable implementations.
Args  

sample_shape

integer Tensor desired shape of samples to draw.
Default value: () .

seed

PRNG seed; see tfp.random.sanitize_seed for details.
Default value: None .

name

name to give to the op.
Default value: 'sample_and_log_prob' .

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

samples

a Tensor , or structure of Tensor s, with prepended dimensions
sample_shape .

log_prob

a Tensor of shape sample_shape(x) + self.batch_shape with
values of type self.dtype .

is_scalar_batch
is_scalar_batch(
name='is_scalar_batch'
)
Indicates that batch_shape == []
.
Args  

name

Python str prepended to names of ops created by this function.

Returns  

is_scalar_batch

bool scalar Tensor for each distribution in model .

is_scalar_event
is_scalar_event(
name='is_scalar_event'
)
Indicates that event_shape == []
.
Args  

name

Python str prepended to names of ops created by this function.

Returns  

is_scalar_event

bool scalar Tensor for each distribution in model .

kl_divergence
kl_divergence(
other, name='kl_divergence'
)
Computes the KullbackLeibler divergence.
Denote this distribution (self
) by p
and the other
distribution by
q
. Assuming p, q
are absolutely continuous with respect to reference
measure r
, the KL divergence is defined as:
KL[p, q] = E_p[log(p(X)/q(X))]
= int_F p(x) log q(x) dr(x) + int_F p(x) log p(x) dr(x)
= H[p, q]  H[p]
where F
denotes the support of the random variable X ~ p
, H[., .]
denotes (Shannon) cross entropy, and H[.]
denotes (Shannon) entropy.
Args  

other

tfp.distributions.Distribution instance.

name

Python str prepended to names of ops created by this function.

Returns  

kl_divergence

self.dtype Tensor with shape [B1, ..., Bn]
representing n different calculations of the KullbackLeibler
divergence.

log_cdf
log_cdf(
value, name='log_cdf', **kwargs
)
Log cumulative distribution function.
Given random variable X
, the cumulative distribution function cdf
is:
log_cdf(x) := Log[ P[X <= x] ]
Often, a numerical approximation can be used for log_cdf(x)
that yields
a more accurate answer than simply taking the logarithm of the cdf
when
x << 1
.
Args  

value

float or double Tensor .

name

Python str prepended to names of ops created by this function.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

logcdf

a Tensor of shape sample_shape(x) + self.batch_shape with
values of type self.dtype .

log_prob
log_prob(
*args, **kwargs
)
Log probability density/mass function.
The measure methods of JointDistribution
(log_prob
, prob
, etc.)
can be called either by passing a single structure of tensors or by using
named args for each part of the joint distribution state. For example,
jd = tfd.JointDistributionSequential([
tfd.Normal(0., 1.),
lambda z: tfd.Normal(z, 1.)
], validate_args=True)
jd.dtype
# ==> [tf.float32, tf.float32]
z, x = sample = jd.sample()
# The following calling styles are all permissable and produce the exactly
# the same output.
assert (jd.log_prob(sample) ==
jd.log_prob(value=sample) ==
jd.log_prob(z, x) ==
jd.log_prob(z=z, x=x) ==
jd.log_prob(z, x=x))
# These calling possibilities also imply that one can also use `*`
# expansion, if `sample` is a sequence:
jd.log_prob(*sample)
# and similarly, if `sample` is a map, one can use `**` expansion:
jd.log_prob(**sample)
JointDistribution
component distributions names are resolved via
jd._flat_resolve_names()
, which is implemented by each JointDistribution
subclass (see subclass documentation for details). Generally, for components
where a name was provided
either explicitly as the name
argument to a distribution or as a key in a
dictvalued JointDistribution, or implicitly, e.g., by the argument name of
a JointDistributionSequential
distributionmaking functionthe provided
name will be used. Otherwise the component will receive a dummy name; these
may change without warning and should not be relied upon.
trivial_jd = tfd.JointDistributionSequential([tfd.Exponential(1.)])
trivial_jd.dtype # => [tf.float32]
trivial_jd.log_prob([4.])
# ==> Tensor with shape `[]`.
lp = trivial_jd.log_prob(4.)
# ==> Tensor with shape `[]`.
Notice that in the first call, [4.]
is interpreted as a list of one
scalar while in the second call the input is a scalar. Hence both inputs
result in identical scalar outputs. If we wanted to pass an explicit
vector to the Exponential
componentcreating a vectorshaped batch
of log_prob
swe could instead write
trivial_jd.log_prob(np.array([4]))
.
Args  

*args

Positional arguments: a value structure or component values
(see above).

**kwargs

Keyword arguments: a value structure or component values
(see above). May also include name , specifying a Python string name
for ops generated by this method.

Returns  

log_prob

a Tensor of shape sample_shape(x) + self.batch_shape with
values of type self.dtype .

log_prob_parts
log_prob_parts(
value, name='log_prob_parts'
)
Log probability density/mass function.
Args  

value

list of Tensor s in distribution_fn order for which we compute
the log_prob_parts and to parameterize other ("downstream")
distributions.

name

name prepended to ops created by this function.
Default value: "log_prob_parts" .

Returns  

log_prob_parts

a tuple of Tensor s representing the log_prob for
each distribution_fn evaluated at each corresponding value .

log_survival_function
log_survival_function(
value, name='log_survival_function', **kwargs
)
Log survival function.
Given random variable X
, the survival function is defined:
log_survival_function(x) = Log[ P[X > x] ]
= Log[ 1  P[X <= x] ]
= Log[ 1  cdf(x) ]
Typically, different numerical approximations can be used for the log
survival function, which are more accurate than 1  cdf(x)
when x >> 1
.
Args  

value

float or double Tensor .

name

Python str prepended to names of ops created by this function.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

Tensor of shape sample_shape(x) + self.batch_shape with values of type
self.dtype .

mean
mean(
name='mean', **kwargs
)
Mean.
mode
mode(
name='mode', **kwargs
)
Mode.
param_shapes
@classmethod
param_shapes( sample_shape, name='DistributionParamShapes' )
Shapes of parameters given the desired shape of a call to sample()
.
This is a class method that describes what key/value arguments are required
to instantiate the given Distribution
so that a particular shape is
returned for that instance's call to sample()
.
Subclasses should override class method _param_shapes
.
Args  

sample_shape

Tensor or python list/tuple. Desired shape of a call to
sample() .

name

name to prepend ops with. 
Returns  

dict of parameter name to Tensor shapes.

param_static_shapes
@classmethod
param_static_shapes( sample_shape )
param_shapes with static (i.e. TensorShape
) shapes.
This is a class method that describes what key/value arguments are required
to instantiate the given Distribution
so that a particular shape is
returned for that instance's call to sample()
. Assumes that the sample's
shape is known statically.
Subclasses should override class method _param_shapes
to return
constantvalued tensors when constant values are fed.
Args  

sample_shape

TensorShape or python list/tuple. Desired shape of a call
to sample() .

Returns  

dict of parameter name to TensorShape .

Raises  

ValueError

if sample_shape is a TensorShape and is not fully defined.

parameter_properties
@classmethod
parameter_properties( dtype=tf.float32, num_classes=None )
Returns a dict mapping constructor arg names to property annotations.
This dict should include an entry for each of the distribution's
Tensor
valued constructor arguments.
Distribution subclasses are not required to implement
_parameter_properties
, so this method may raise NotImplementedError
.
Providing a _parameter_properties
implementation enables several advanced
features, including:
 Distribution batch slicing (
sliced_distribution = distribution[i:j]
).  Automatic inference of
_batch_shape
and_batch_shape_tensor
, which must otherwise be computed explicitly.  Automatic instantiation of the distribution within TFP's internal property tests.
 Automatic construction of 'trainable' instances of the distribution using appropriate bijectors to avoid violating parameter constraints. This enables the distribution family to be used easily as a surrogate posterior in variational inference.
In the future, parameter property annotations may enable additional
functionality; for example, returning Distribution instances from
tf.vectorized_map
.
Args  

dtype

Optional float dtype to assume for continuousvalued 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.

num_classes

Optional int Tensor number of classes to assume when
inferring the shape of parameters for categoricallike distributions.
Otherwise ignored.

Returns  

parameter_properties

A
str > tfp.python.internal.parameter_properties.ParameterPropertiesdict mapping constructor argument names to ParameterProperties`
instances.

Raises  

NotImplementedError

if the distribution class does not implement
_parameter_properties .

prob
prob(
*args, **kwargs
)
Probability density/mass function.
The measure methods of JointDistribution
(log_prob
, prob
, etc.)
can be called either by passing a single structure of tensors or by using
named args for each part of the joint distribution state. For example,
jd = tfd.JointDistributionSequential([
tfd.Normal(0., 1.),
lambda z: tfd.Normal(z, 1.)
], validate_args=True)
jd.dtype
# ==> [tf.float32, tf.float32]
z, x = sample = jd.sample()
# The following calling styles are all permissable and produce the exactly
# the same output.
assert (jd.prob(sample) ==
jd.prob(value=sample) ==
jd.prob(z, x) ==
jd.prob(z=z, x=x) ==
jd.prob(z, x=x))
# These calling possibilities also imply that one can also use `*`
# expansion, if `sample` is a sequence:
jd.prob(*sample)
# and similarly, if `sample` is a map, one can use `**` expansion:
jd.prob(**sample)
JointDistribution
component distributions names are resolved via
jd._flat_resolve_names()
, which is implemented by each JointDistribution
subclass (see subclass documentation for details). Generally, for components
where a name was provided
either explicitly as the name
argument to a distribution or as a key in a
dictvalued JointDistribution, or implicitly, e.g., by the argument name of
a JointDistributionSequential
distributionmaking functionthe provided
name will be used. Otherwise the component will receive a dummy name; these
may change without warning and should not be relied upon.
trivial_jd = tfd.JointDistributionSequential([tfd.Exponential(1.)])
trivial_jd.dtype # => [tf.float32]
trivial_jd.prob([4.])
# ==> Tensor with shape `[]`.
prob = trivial_jd.prob(4.)
# ==> Tensor with shape `[]`.
Notice that in the first call, [4.]
is interpreted as a list of one
scalar while in the second call the input is a scalar. Hence both inputs
result in identical scalar outputs. If we wanted to pass an explicit
vector to the Exponential
componentcreating a vectorshaped batch
of prob
swe could instead write
trivial_jd.prob(np.array([4]))
.
Args  

*args

Positional arguments: a value structure or component values
(see above).

**kwargs

Keyword arguments: a value structure or component values
(see above). May also include name , specifying a Python string name
for ops generated by this method.

Returns  

prob

a Tensor of shape sample_shape(x) + self.batch_shape with
values of type self.dtype .

prob_parts
prob_parts(
value, name='prob_parts'
)
Probability density/mass function.
Args  

value

list of Tensor s in distribution_fn order for which we compute
the prob_parts and to parameterize other ("downstream") distributions.

name

name prepended to ops created by this function.
Default value: "prob_parts" .

Returns  

prob_parts

a tuple of Tensor s representing the prob for
each distribution_fn evaluated at each corresponding value .

quantile
quantile(
value, name='quantile', **kwargs
)
Quantile function. Aka 'inverse cdf' or 'percent point function'.
Given random variable X
and p in [0, 1]
, the quantile
is:
quantile(p) := x such that P[X <= x] == p
Args  

value

float or double Tensor .

name

Python str prepended to names of ops created by this function.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

quantile

a Tensor of shape sample_shape(x) + self.batch_shape with
values of type self.dtype .

sample
sample(
sample_shape=(), seed=None, name='sample', **kwargs
)
Generate samples of the specified shape.
Note that a call to sample()
without arguments will generate a single
sample.
Additional documentation from JointDistribution
:
kwargs
:
value
:Tensor
s structured liketype(model)
used to parameterize other dependent ("downstream") distributionmaking functions. UsingNone
for any element will trigger a sample from the corresponding distribution. Default value:None
(i.e., draw a sample from each distribution).
Args  

sample_shape

0D or 1D int32 Tensor . Shape of the generated samples.

seed

PRNG seed; see tfp.random.sanitize_seed for details.

name

name to give to the op. 
**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

samples

a Tensor with prepended dimensions sample_shape .

sample_distributions
sample_distributions(
sample_shape=(),
seed=None,
value=None,
name='sample_distributions',
**kwargs
)
Generate samples and the (random) distributions.
Note that a call to sample()
without arguments will generate a single
sample.
Args  

sample_shape

0D or 1D int32 Tensor . Shape of the generated samples.

seed

PRNG seed; see tfp.random.sanitize_seed for details.

value

list of Tensor s in distribution_fn order to use to
parameterize other ("downstream") distribution makers.
Default value: None (i.e., draw a sample from each distribution).

name

name prepended to ops created by this function.
Default value: "sample_distributions" .

**kwargs

This is an alternative to passing a value , and achieves the
same effect. Named arguments will be used to parameterize other
dependent ("downstream") distributionmaking functions. If a value
argument is also provided, raises a ValueError.

Returns  

distributions

a tuple of Distribution instances for each of
distribution_fn .

samples

a tuple of Tensor s with prepended dimensions sample_shape
for each of distribution_fn .

stddev
stddev(
name='stddev', **kwargs
)
Standard deviation.
Standard deviation is defined as,
stddev = E[(X  E[X])**2]**0.5
where X
is the random variable associated with this distribution, E
denotes expectation, and stddev.shape = batch_shape + event_shape
.
Args  

name

Python str prepended to names of ops created by this function.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

stddev

Floatingpoint Tensor with shape identical to
batch_shape + event_shape , i.e., the same shape as self.mean() .

survival_function
survival_function(
value, name='survival_function', **kwargs
)
Survival function.
Given random variable X
, the survival function is defined:
survival_function(x) = P[X > x]
= 1  P[X <= x]
= 1  cdf(x).
Args  

value

float or double Tensor .

name

Python str prepended to names of ops created by this function.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

Tensor of shape sample_shape(x) + self.batch_shape with values of type
self.dtype .

unnormalized_log_prob
unnormalized_log_prob(
*args, **kwargs
)
Unnormalized log probability density/mass function.
The measure methods of JointDistribution
(log_prob
, prob
, etc.)
can be called either by passing a single structure of tensors or by using
named args for each part of the joint distribution state. For example,
jd = tfd.JointDistributionSequential([
tfd.Normal(0., 1.),
lambda z: tfd.Normal(z, 1.)
], validate_args=True)
jd.dtype
# ==> [tf.float32, tf.float32]
z, x = sample = jd.sample()
# The following calling styles are all permissable and produce the exactly
# the same output.
assert (jd.unnormalized_log_prob(sample) ==
jd.unnormalized_log_prob(value=sample) ==
jd.unnormalized_log_prob(z, x) ==
jd.unnormalized_log_prob(z=z, x=x) ==
jd.unnormalized_log_prob(z, x=x))
# These calling possibilities also imply that one can also use `*`
# expansion, if `sample` is a sequence:
jd.unnormalized_log_prob(*sample)
# and similarly, if `sample` is a map, one can use `**` expansion:
jd.unnormalized_log_prob(**sample)
JointDistribution
component distributions names are resolved via
jd._flat_resolve_names()
, which is implemented by each JointDistribution
subclass (see subclass documentation for details). Generally, for components
where a name was provided
either explicitly as the name
argument to a distribution or as a key in a
dictvalued JointDistribution, or implicitly, e.g., by the argument name of
a JointDistributionSequential
distributionmaking functionthe provided
name will be used. Otherwise the component will receive a dummy name; these
may change without warning and should not be relied upon.
trivial_jd = tfd.JointDistributionSequential([tfd.Exponential(1.)])
trivial_jd.dtype # => [tf.float32]
trivial_jd.unnormalized_log_prob([4.])
# ==> Tensor with shape `[]`.
lp = trivial_jd.unnormalized_log_prob(4.)
# ==> Tensor with shape `[]`.
Notice that in the first call, [4.]
is interpreted as a list of one
scalar while in the second call the input is a scalar. Hence both inputs
result in identical scalar outputs. If we wanted to pass an explicit
vector to the Exponential
componentcreating a vectorshaped batch
of unnormalized_log_prob
swe could instead write
trivial_jd.unnormalized_log_prob(np.array([4]))
.
Args  

*args

Positional arguments: a value structure or component values
(see above).

**kwargs

Keyword arguments: a value structure or component values
(see above). May also include name , specifying a Python string name
for ops generated by this method.

Returns  

log_prob

a Tensor of shape sample_shape(x) + self.batch_shape with
values of type self.dtype .

unnormalized_log_prob_parts
unnormalized_log_prob_parts(
value, name='unnormalized_log_prob_parts'
)
Unnormalized log probability density/mass function.
Args  

value

list of Tensor s in distribution_fn order for which
we compute the unnormalized_log_prob_parts and to
parameterize other ("downstream") distributions.

name

name prepended to ops created by this function.
Default value: "unnormalized_log_prob_parts" .

Returns  

unnormalized_log_prob_parts

a tuple of Tensor s representing
the unnormalized_log_prob for each distribution_fn
evaluated at each corresponding value .

unnormalized_prob_parts
unnormalized_prob_parts(
value, name='unnormalized_prob_parts'
)
Unnormalized probability density/mass function.
Args  

value

list of Tensor s in distribution_fn order for which
we compute the unnormalized_prob_parts and to parameterize
other ("downstream") distributions.

name

name prepended to ops created by this function.
Default value: "unnormalized_prob_parts" .

Returns  

unnormalized_prob_parts

a tuple of Tensor s representing the
unnormalized_prob for each distribution_fn evaluated at
each corresponding value .

variance
variance(
name='variance', **kwargs
)
Variance.
Variance is defined as,
Var = E[(X  E[X])**2]
where X
is the random variable associated with this distribution, E
denotes expectation, and Var.shape = batch_shape + event_shape
.
Args  

name

Python str prepended to names of ops created by this function.

**kwargs

Named arguments forwarded to subclass implementation. 
Returns  

variance

Floatingpoint Tensor with shape identical to
batch_shape + event_shape , i.e., the same shape as self.mean() .

__getitem__
__getitem__(
slices
)
Slices the batch axes of this distribution, returning a new instance.
b = tfd.Bernoulli(logits=tf.zeros([3, 5, 7, 9]))
b.batch_shape # => [3, 5, 7, 9]
b2 = b[:, tf.newaxis, ..., 2:, 1::2]
b2.batch_shape # => [3, 1, 5, 2, 4]
x = tf.random.stateless_normal([5, 3, 2, 2])
cov = tf.matmul(x, x, transpose_b=True)
chol = tf.linalg.cholesky(cov)
loc = tf.random.stateless_normal([4, 1, 3, 1])
mvn = tfd.MultivariateNormalTriL(loc, chol)
mvn.batch_shape # => [4, 5, 3]
mvn.event_shape # => [2]
mvn2 = mvn[:, 3:, ..., ::1, tf.newaxis]
mvn2.batch_shape # => [4, 2, 3, 1]
mvn2.event_shape # => [2]
Args  

slices

slices from the [] operator 
Returns  

dist

A new tfd.Distribution instance with sliced parameters.

__iter__
__iter__()