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The von Mises-Fisher distribution over unit vectors on S^{n-1}.
Inherits From: AutoCompositeTensorDistribution, Distribution, AutoCompositeTensor
tfp.distributions.VonMisesFisher(
    mean_direction,
    concentration,
    validate_args=False,
    allow_nan_stats=True,
    name='VonMisesFisher'
)
The von Mises-Fisher distribution is a directional distribution over vectors
on the unit hypersphere S^{n-1} embedded in n dimensions (R^n).
Mathematical details
The probability density function (pdf) is,
pdf(x; mu, kappa) = C(kappa) exp(kappa * mu^T x)
where,
C(kappa) = (2 pi)^{-n/2} kappa^{n/2-1} / I_{n/2-1}(kappa),
I_v(z) being the modified Bessel function of the first kind of order v
where:
- mean_direction = mu; a unit vector in- R^k,
- concentration = kappa; scalar real >= 0, concentration of samples around- mean_direction, where 0 pertains to the uniform distribution on the hypersphere, and \inf indicates a delta function at- mean_direction.
Examples
A single instance of a vMF distribution is defined by a mean direction (or mode) unit vector and a scalar concentration parameter.
Extra leading dimensions, if provided, allow for batches.
tfd = tfp.distributions
# Initialize a single 3-dimension vMF distribution.
mu = [0., 1, 0]
conc = 1.
vmf = tfd.VonMisesFisher(mean_direction=mu, concentration=conc)
# Evaluate this on an observation in S^2 (in R^3), returning a scalar.
vmf.prob([1., 0, 0])
# Initialize a batch of two 3-variate vMF distributions.
mu = [[0., 1, 0],
      [1., 0, 0]]
conc = [1., 2]
vmf = tfd.VonMisesFisher(mean_direction=mu, concentration=conc)
# Evaluate this on two observations, each in S^2, returning a length two
# tensor.
x = [[0., 0, 1],
     [0., 1, 0]]
vmf.prob(x)
| Attributes | |
|---|---|
| allow_nan_stats | Python booldescribing 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. | 
| concentration | Concentration parameter. | 
| dtype | The DTypeofTensors handled by thisDistribution. | 
| event_shape | Shape of a single sample from a single batch as a TensorShape.May be partially defined or unknown. | 
| experimental_shard_axis_names | The list or structure of lists of active shard axis names. | 
| mean_direction | Mean direction parameter. | 
| name | Name prepended to all ops created by this Distribution. | 
| name_scope | Returns a tf.name_scopeinstance for this class. | 
| non_trainable_variables | Sequence of non-trainable variables owned by this module and its submodules. | 
| 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
 | 
| submodules | Sequence of all sub-modules. Submodules are modules which are properties of this module, or found as properties of modules which are properties of this module (and so on). 
 | 
| trainable_variables | Sequence of trainable variables owned by this module and its submodules. | 
| validate_args | Python boolindicating possibly expensive checks are enabled. | 
| variables | Sequence of variables owned by this module and its submodules. | 
Methods
batch_shape_tensor
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
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 | floatordoubleTensor. | 
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| cdf | a Tensorof shapesample_shape(x) + self.batch_shapewith
values of typeself.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 non-scalar-event distributions.
For example, for a length-k, vector-valued 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 non-vector, multivariate distributions (e.g.,
matrix-valued, 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
length-k' vector.
| Args | |
|---|---|
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| covariance | Floating-point Tensorwith shape[B1, ..., Bn, k', k']where the firstndimensions are batch coordinates andk' = 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.
other types with built-in registrations: SphericalUniform
| Args | |
|---|---|
| other | tfp.distributions.Distributioninstance. | 
| name | Python strprepended to names of ops created by this function. | 
| Returns | |
|---|---|
| cross_entropy | self.dtypeTensorwith shape[B1, ..., Bn]representingndifferent 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 1-D 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 * (k-1) // 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 | Bijectorinstance orNone. | 
experimental_fit
@classmethodexperimental_fit( value, sample_ndims=1, validate_args=False, **init_kwargs )
Instantiates a distribution that maximizes the likelihood of x.
| Args | |
|---|---|
| value | a Tensorvalid sample from this distribution family. | 
| sample_ndims | Positive intTensor number of leftmost dimensions ofvaluethat index i.i.d. samples.
Default value:1. | 
| validate_args | Python bool, defaultFalse. WhenTrue, distribution
parameters are checked for validity despite possibly degrading runtime
performance. WhenFalse, 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 withscale=20.rather than the maximum likelihood
parameterscale=0.. | 
| Returns | |
|---|---|
| maximum_likelihood_instance | instance of clswith parameters that
maximize the likelihood ofvalue. | 
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 push-forward
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 | floatordoubleTensor. | 
| backward_compat | boolspecifying whether to fall back to returningFullSpaceas the tangent space, and representing R^n with the standard
 basis. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| log_prob | a Tensorrepresenting the log probability density, of shapesample_shape(x) + self.batch_shapewith values of typeself.dtype. | 
| tangent_space | a TangentSpaceobject (by defaultFullSpace)
representing the tangent space to the manifold atvalue. | 
| Raises | |
|---|---|
| UnspecifiedTangentSpaceError if backward_compatis False and
the_experimental_tangent_spaceattribute has not been defined. | 
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 Tensordesired shape of samples to draw.
Default value:(). | 
| seed | PRNG seed; see tfp.random.sanitize_seedfor 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 ofTensors, with prepended dimensionssample_shape. | 
| log_prob | a Tensorof shapesample_shape(x) + self.batch_shapewith
values of typeself.dtype. | 
is_scalar_batch
is_scalar_batch(
    name='is_scalar_batch'
)
Indicates that batch_shape == [].
| Args | |
|---|---|
| name | Python strprepended to names of ops created by this function. | 
| Returns | |
|---|---|
| is_scalar_batch | boolscalarTensor. | 
is_scalar_event
is_scalar_event(
    name='is_scalar_event'
)
Indicates that event_shape == [].
| Args | |
|---|---|
| name | Python strprepended to names of ops created by this function. | 
| Returns | |
|---|---|
| is_scalar_event | boolscalarTensor. | 
kl_divergence
kl_divergence(
    other, name='kl_divergence'
)
Computes the Kullback--Leibler 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.
other types with built-in registrations: SphericalUniform
| Args | |
|---|---|
| other | tfp.distributions.Distributioninstance. | 
| name | Python strprepended to names of ops created by this function. | 
| Returns | |
|---|---|
| kl_divergence | self.dtypeTensorwith shape[B1, ..., Bn]representingndifferent calculations of the Kullback-Leibler
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 | floatordoubleTensor. | 
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| logcdf | a Tensorof shapesample_shape(x) + self.batch_shapewith
values of typeself.dtype. | 
log_prob
log_prob(
    value, name='log_prob', **kwargs
)
Log probability density/mass function.
| Args | |
|---|---|
| value | floatordoubleTensor. | 
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| log_prob | a Tensorof shapesample_shape(x) + self.batch_shapewith
values of typeself.dtype. | 
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 | floatordoubleTensor. | 
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| Tensorof shapesample_shape(x) + self.batch_shapewith values of typeself.dtype. | 
mean
mean(
    name='mean', **kwargs
)
Mean.
mode
mode(
    name='mode', **kwargs
)
Mode.
Additional documentation from VonMisesFisher:
The mode of the von Mises-Fisher distribution is the mean direction.
param_shapes
@classmethodparam_shapes( sample_shape, name='DistributionParamShapes' )
Shapes of parameters given the desired shape of a call to sample(). (deprecated)
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 | Tensoror python list/tuple. Desired shape of a call tosample(). | 
| name | name to prepend ops with. | 
| Returns | |
|---|---|
| dictof parameter name toTensorshapes. | 
param_static_shapes
@classmethodparam_static_shapes( sample_shape )
param_shapes with static (i.e. TensorShape) shapes. (deprecated)
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
constant-valued tensors when constant values are fed.
| Args | |
|---|---|
| sample_shape | TensorShapeor python list/tuple. Desired shape of a call
tosample(). | 
| Returns | |
|---|---|
| dictof parameter name toTensorShape. | 
| Raises | |
|---|---|
| ValueError | if sample_shapeis aTensorShapeand is not fully defined. | 
parameter_properties
@classmethodparameter_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_shapeand_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 dtypeto 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. | 
| num_classes | Optional intTensornumber of classes to assume when
inferring the shape of parameters for categorical-like distributions.
Otherwise ignored. | 
| Returns | |
|---|---|
| parameter_properties | A str ->tfp.python.internal.parameter_properties.ParameterPropertiesdict mapping constructor argument names toParameterProperties`
instances. | 
| Raises | |
|---|---|
| NotImplementedError | if the distribution class does not implement _parameter_properties. | 
prob
prob(
    value, name='prob', **kwargs
)
Probability density/mass function.
| Args | |
|---|---|
| value | floatordoubleTensor. | 
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| prob | a Tensorof shapesample_shape(x) + self.batch_shapewith
values of typeself.dtype. | 
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 | floatordoubleTensor. | 
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| quantile | a Tensorof shapesample_shape(x) + self.batch_shapewith
values of typeself.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.
| Args | |
|---|---|
| sample_shape | 0D or 1D int32Tensor. Shape of the generated samples. | 
| seed | PRNG seed; see tfp.random.sanitize_seedfor details. | 
| name | name to give to the op. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| samples | a Tensorwith prepended dimensionssample_shape. | 
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 strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| stddev | Floating-point Tensorwith shape identical tobatch_shape + event_shape, i.e., the same shape asself.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 | floatordoubleTensor. | 
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| Tensorof shapesample_shape(x) + self.batch_shapewith values of typeself.dtype. | 
unnormalized_log_prob
unnormalized_log_prob(
    value, name='unnormalized_log_prob', **kwargs
)
Potentially unnormalized log probability density/mass function.
This function is similar to log_prob, but does not require that the
return value be normalized.  (Normalization here refers to the total
integral of probability being one, as it should be by definition for any
probability distribution.)  This is useful, for example, for distributions
where the normalization constant is difficult or expensive to compute.  By
default, this simply calls log_prob.
| Args | |
|---|---|
| value | floatordoubleTensor. | 
| name | Python strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| unnormalized_log_prob | a Tensorof shapesample_shape(x) + self.batch_shapewith values of typeself.dtype. | 
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 strprepended to names of ops created by this function. | 
| **kwargs | Named arguments forwarded to subclass implementation. | 
| Returns | |
|---|---|
| variance | Floating-point Tensorwith shape identical tobatch_shape + event_shape, i.e., the same shape asself.mean(). | 
with_name_scope
@classmethodwith_name_scope( method )
Decorator to automatically enter the module name scope.
class MyModule(tf.Module):@tf.Module.with_name_scopedef __call__(self, x):if not hasattr(self, 'w'):self.w = tf.Variable(tf.random.normal([x.shape[1], 3]))return tf.matmul(x, self.w)
Using the above module would produce tf.Variables and tf.Tensors whose
names included the module name:
mod = MyModule()mod(tf.ones([1, 2]))<tf.Tensor: shape=(1, 3), dtype=float32, numpy=..., dtype=float32)>mod.w<tf.Variable 'my_module/Variable:0' shape=(2, 3) dtype=float32,numpy=..., dtype=float32)>
| Args | |
|---|---|
| method | The method to wrap. | 
| Returns | |
|---|---|
| The original method wrapped such that it enters the module's name scope. | 
__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.normal([5, 3, 2, 2])
cov = tf.matmul(x, x, transpose_b=True)
chol = tf.linalg.cholesky(cov)
loc = tf.random.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.Distributioninstance with sliced parameters. | 
__iter__
__iter__()