tf.compat.v1.distributions.Beta

Beta distribution.

Inherits From: Distribution

tf.compat.v1.distributions.Beta(
    concentration1=None, concentration0=None, validate_args=False,
    allow_nan_stats=True, name='Beta'
)

The Beta distribution is defined over the (0, 1) interval using parameters concentration1 (aka "alpha") and concentration0 (aka "beta").

Mathematical Details

The probability density function (pdf) is,

pdf(x; alpha, beta) = x**(alpha - 1) (1 - x)**(beta - 1) / Z
Z = Gamma(alpha) Gamma(beta) / Gamma(alpha + beta)

where:

concentration1 = alpha,
concentration0 = beta,
Z is the normalization constant, and,
Gamma is the gamma function.

The concentration parameters represent mean total counts of a 1 or a 0, i.e.,

concentration1 = alpha = mean * total_concentration
concentration0 = beta  = (1. - mean) * total_concentration

where mean in (0, 1) and total_concentration is a positive real number representing a mean total_count = concentration1 + concentration0.

Distribution parameters are automatically broadcast in all functions; see examples for details.

Samples of this distribution are reparameterized (pathwise differentiable). The derivatives are computed using the approach described in (Figurnov et al., 2018).

Examples

import tensorflow_probability as tfp
tfd = tfp.distributions

# Create a batch of three Beta distributions.
alpha = [1, 2, 3]
beta = [1, 2, 3]
dist = tfd.Beta(alpha, beta)

dist.sample([4, 5])  # Shape [4, 5, 3]

# `x` has three batch entries, each with two samples.
x = [[.1, .4, .5],
     [.2, .3, .5]]
# Calculate the probability of each pair of samples under the corresponding
# distribution in `dist`.
dist.prob(x)         # Shape [2, 3]

# Create batch_shape=[2, 3] via parameter broadcast:
alpha = [[1.], [2]]      # Shape [2, 1]
beta = [3., 4, 5]        # Shape [3]
dist = tfd.Beta(alpha, beta)

# alpha broadcast as: [[1., 1, 1,],
#                      [2, 2, 2]]
# beta broadcast as:  [[3., 4, 5],
#                      [3, 4, 5]]
# batch_Shape [2, 3]
dist.sample([4, 5])  # Shape [4, 5, 2, 3]

x = [.2, .3, .5]
# x will be broadcast as [[.2, .3, .5],
#                         [.2, .3, .5]],
# thus matching batch_shape [2, 3].
dist.prob(x)         # Shape [2, 3]

Compute the gradients of samples w.r.t. the parameters:

alpha = tf.constant(1.0)
beta = tf.constant(2.0)
dist = tfd.Beta(alpha, beta)
samples = dist.sample(5)  # Shape [5]
loss = tf.reduce_mean(tf.square(samples))  # Arbitrary loss function
# Unbiased stochastic gradients of the loss function
grads = tf.gradients(loss, [alpha, beta])

References:

Implicit Reparameterization Gradients: Figurnov et al., 2018 (pdf)

Args
`concentration1`	Positive floating-point `Tensor` indicating mean number of successes; aka "alpha". Implies `self.dtype` and `self.batch_shape`, i.e., `concentration1.shape = [N1, N2, ..., Nm] = self.batch_shape`.
`concentration0`	Positive floating-point `Tensor` indicating mean number of failures; aka "beta". Otherwise has same semantics as `concentration1`.
`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.
`allow_nan_stats`	Python `bool`, default `True`. When `True`, statistics (e.g., mean, mode, variance) use the value "`NaN`" to indicate the result is undefined. When `False`, an exception is raised if one or more of the statistic's batch members are undefined.
`name`	Python `str` name prefixed to Ops created by this class.

Attributes
`allow_nan_stats`	Python `bool` describing behavior when a stat is undefined. Stats return +/- infinity when it makes sense. E.g., the variance of a Cauchy distribution is infinity. However, sometimes the statistic is undefined, e.g., if a distribution's pdf does not achieve a maximum within the support of the distribution, the mode is undefined. If the mean is undefined, then by definition the variance is undefined. E.g. the mean for Student's T for df = 1 is undefined (no clear way to say it is either + or - infinity), so the variance = E[(X - mean)**2] is also undefined.
`batch_shape`	Shape of a single sample from a single event index as a `TensorShape`. May be partially defined or unknown. The batch dimensions are indexes into independent, non-identical parameterizations of this distribution.
`concentration0`	Concentration parameter associated with a `0` outcome.
`concentration1`	Concentration parameter associated with a `1` outcome.
`dtype`	The `DType` of `Tensor`s handled by this `Distribution`.
`event_shape`	Shape of a single sample from a single batch as a `TensorShape`. May be partially defined or unknown.
`name`	Name prepended to all ops created by this `Distribution`.
`parameters`	Dictionary of parameters used to instantiate this `Distribution`.
`reparameterization_type`	Describes how samples from the distribution are reparameterized. Currently this is one of the static instances `distributions.FULLY_REPARAMETERIZED` or `distributions.NOT_REPARAMETERIZED`.
`total_concentration`	Sum of concentration parameters.
`validate_args`	Python `bool` indicating possibly expensive checks are enabled.

Methods

`batch_shape_tensor`

View source

batch_shape_tensor(
    name='batch_shape_tensor'
)

Shape of a single sample from a single event index as a 1-D Tensor.

The batch dimensions are indexes into independent, non-identical parameterizations of this distribution.

Args
`name`	name to give to the op

Returns
`batch_shape`	`Tensor`.

`cdf`

View source

cdf(
    value, name='cdf'
)

Cumulative distribution function.

Given random variable X, the cumulative distribution function cdf is:

cdf(x) := P[X <= x]

Additional documentation