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tf.contrib.distributions.bijectors.Affine

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Compute Y = g(X; shift, scale) = scale @ X + shift.

Inherits From: Bijector

Here scale = c * I + diag(D1) + tril(L) + V @ diag(D2) @ V.T.

In TF parlance, the scale term is logically equivalent to:

scale = (
  scale_identity_multiplier * tf.linalg.tensor_diag(tf.ones(d)) +
  tf.linalg.tensor_diag(scale_diag) +
  scale_tril +
  scale_perturb_factor @ diag(scale_perturb_diag) @
    tf.transpose([scale_perturb_factor])
)

The scale term is applied without necessarily materializing constituent matrices, i.e., the matmul is matrix-free when possible.

Examples

# Y = X
b = Affine()

# Y = X + shift
b = Affine(shift=[1., 2, 3])

# Y = 2 * I @ X.T + shift
b = Affine(shift=[1., 2, 3],
           scale_identity_multiplier=2.)

# Y = tf.linalg.tensor_diag(d1) @ X.T + shift
b = Affine(shift=[1., 2, 3],
           scale_diag=[-1., 2, 1])         # Implicitly 3x3.

# Y = (I + v * v.T) @ X.T + shift
b = Affine(shift=[1., 2, 3],
           scale_perturb_factor=[[1., 0],
                                 [0, 1],
                                 [1, 1]])

# Y = (diag(d1) + v * diag(d2) * v.T) @ X.T + shift
b = Affine(shift=[1., 2, 3],
           scale_diag=[1., 3, 3],          # Implicitly 3x3.
           scale_perturb_diag=[2., 1],     # Implicitly 2x2.
           scale_perturb_factor=[[1., 0],
                                 [0, 1],
                                 [1, 1]])

shift Floating-point Tensor. If this is set to None, no shift is applied.
scale_identity_multiplier floating point rank 0 Tensor representing a scaling done to the identity matrix. When scale_identity_multiplier = scale_diag = scale_tril = None then scale += IdentityMatrix. Otherwise no scaled-identity-matrix is added to scale.
scale_diag Floating-point Tensor representing the diagonal matrix. scale_diag has shape [N1, N2, ... k], which represents a k x k diagonal matrix. When None no diagonal term is added to scale.
scale_tril Floating-point Tensor representing the diagonal matrix. scale_diag has shape [N1, N2, ... k, k], which represents a k x k lower triangular matrix. When None no scale_tril term is added to scale. The upper triangular elements above the diagonal are ignored.
scale_perturb_factor Floating-point Tensor representing factor matrix with last two dimensions of shape (k, r). When None, no rank-r update is added to scale.
scale_perturb_diag Floating-point Tensor representing the diagonal matrix. scale_perturb_diag has shape [N1, N2, ... r], which represents an r x r diagonal matrix. When None low rank updates will take the form scale_perturb_factor * scale_perturb_factor.T.
validate_args Python bool indicating whether arguments should be checked for correctness.
name Python str name given to ops managed by this object.

ValueError if perturb_diag is specified but not perturb_factor.
TypeError if shift has different dtype from scale arguments.

dtype dtype of Tensors transformable by this distribution.
forward_min_event_ndims Returns the minimal number of dimensions bijector.forward operates on.
graph_parents Returns this Bijector's graph_parents as a Python list.
inverse_min_event_ndims Returns the minimal number of dimensions bijector.inverse operates on.
is_constant_jacobian Returns true iff the Jacobian matrix is not a function of x.

name Returns the string name of this Bijector.
scale The scale LinearOperator in Y = scale @ X + shift.
shift The shift Tensor in Y = scale @ X + shift.
validate_args Returns True if Tensor arguments will be validated.

Methods

forward

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Returns the forward Bijector evaluation, i.e., X = g(Y).

Args
x Tensor. The input to the "forward" evaluation.
name The name to give this op.

Returns
Tensor.

Raises
TypeError if self.dtype is specified and x.dtype is not self.dtype.
NotImplementedError if _forward is not implemented.

forward_event_shape

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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 indicating event-portion shape passed into forward function.

Returns
forward_event_shape_tensor TensorShape indicating event-portion shape after applying forward. Possibly unknown.

forward_event_shape_tensor

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Shape of a single sample from a single batch as an int32 1D Tensor.

Args
input_shape Tensor, int32 vector indicating event-portion shape passed into forward function.
name name to give to the op

Returns
forward_event_shape_tensor Tensor, int32 vector indicating event-portion shape after applying forward.

forward_log_det_jacobian

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Returns both the forward_log_det_jacobian.

Args
x Tensor. The input to the "forward" Jacobian determinant evaluation.
event_ndims Number of dimensions in the probabilistic events being transformed. Must be greater than or equal to self.forward_min_event_ndims. The result is summed over the final dimensions to produce a scalar Jacobian determinant for each event, i.e. it has shape x.shape.ndims - event_ndims dimensions.
name The name to give this op.

Returns
Tensor, if this bijector is injective. If not injective this is not implemented.

Raises
TypeError if self.dtype is specified and y.dtype is not self.dtype.
NotImplementedError if neither _forward_log_det_jacobian nor {_inverse, _inverse_log_det_jacobian} are implemented, or this is a non-injective bijector.

inverse

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Returns the inverse Bijector evaluation, i.e., X = g^{-1}(Y).

Args
y Tensor. The input to the "inverse" evaluation.
name The name to give this op.

Returns
Tensor, 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 self.dtype is specified and y.dtype is not self.dtype.
NotImplementedError if _inverse is not implemented.

inverse_event_shape

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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 indicating event-portion shape passed into inverse function.

Returns
inverse_event_shape_tensor TensorShape indicating event-portion shape after applying inverse. Possibly unknown.

inverse_event_shape_tensor

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Shape of a single sample from a single batch as an int32 1D Tensor.

Args
output_shape Tensor, int32 vector indicating event-portion shape passed into inverse function.
name name to give to the op

Returns
inverse_event_shape_tensor Tensor, int32 vector indicating event-portion shape after applying inverse.

inverse_log_det_jacobian

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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. The input to the "inverse" Jacobian determinant evaluation.
event_ndims Number of dimensions in the probabilistic events being transformed. Must be greater than or equal to self.inverse_min_event_ndims. The result is summed over the final dimensions to produce a scalar Jacobian determinant for each event, i.e. it has shape y.shape.ndims - event_ndims dimensions.
name The name to give this op.

Returns
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 self.dtype is specified and y.dtype is not self.dtype.
NotImplementedError if _inverse_log_det_jacobian is not implemented.