tfp.experimental.substrates.jax.bijectors.FillScaleTriL

Transforms unconstrained vectors to TriL matrices with positive diagonal.

Inherits From: `Chain`, `Bijector`

This is implemented as a simple `tfb.Chain` of `tfb.FillTriangular` followed by `tfb.TransformDiagonal`, and provided mostly as a convenience. The default setup is somewhat opinionated, using a Softplus transformation followed by a small shift (`1e-5`) which attempts to avoid numerical issues from zeros on the diagonal.

Examples

``````tfb = tfp.distributions.bijectors
b = tfb.FillScaleTriL(
diag_bijector=tfb.Exp(),
diag_shift=None)
b.forward(x=[0., 0., 0.])
# Result: [[1., 0.],
#          [0., 1.]]
b.inverse(y=[[1., 0],
[.5, 2]])
# Result: [log(2), .5, log(1)]

# Define a distribution over PSD matrices of shape `[3, 3]`,
# with `1 + 2 + 3 = 6` degrees of freedom.
dist = tfd.TransformedDistribution(
tfd.Normal(tf.zeros(6), tf.ones(6)),
tfb.Chain([tfb.CholeskyOuterProduct(), tfb.FillScaleTriL()]))

# Using an identity transformation, FillScaleTriL is equivalent to
# tfb.FillTriangular.
b = tfb.FillScaleTriL(
diag_bijector=tfb.Identity(),
diag_shift=None)

# For greater control over initialization, one can manually encode
# pre- and post- shifts inside of `diag_bijector`.
b = tfb.FillScaleTriL(
diag_bijector=tfb.Chain([
tfb.Shift(1e-3),
tfb.Softplus(),
tfb.Shift(0.5413)]),  # tfp.math.softplus_inverse(1.)
#  = log(expm1(1.)) = 0.5413
diag_shift=None)
``````

`diag_bijector` `Bijector` instance, used to transform the output diagonal to be positive. Default value: `None` (i.e., `tfb.Softplus()`).
`diag_shift` Float value broadcastable and added to all diagonal entries after applying the `diag_bijector`. Setting a positive value forces the output diagonal entries to be positive, but prevents inverting the transformation for matrices with diagonal entries less than this value. Default value: `1e-5`.
`validate_args` Python `bool` indicating whether arguments should be checked for correctness. Default value: `False` (i.e., arguments are not validated).
`name` Python `str` name given to ops managed by this object. Default value: `fill_scale_tril`.

`bijectors`

`dtype` dtype of `Tensor`s 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`.
`parameters` Dictionary of parameters used to instantiate this `Bijector`.
`trainable_variables`

`validate_args` Returns True if Tensor arguments will be validated.
`variables`

Methods

`forward`

View source

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.
`**kwargs` Named arguments forwarded to subclass implementation.

Returns
`Tensor`.

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

`forward_dtype`

View source

Returns the dtype of the output of the forward transformation.

Args
`dtype` `tf.dtype`, or nested structure of `tf.dtype`s, of the input to `forward`.
`name` The name to give this op.
`**kwargs` Named arguments forwarded to subclass implementation.

Returns
`tf.dtype` or nested structure of `tf.dtype`s of the output of `forward`.

`forward_event_shape`

View source

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`

View source

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`

View source

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 `rank(x) - event_ndims` dimensions.
`name` The name to give this op.
`**kwargs` Named arguments forwarded to subclass implementation.

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`

View source

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.
`**kwargs` Named arguments forwarded to subclass implementation.

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_dtype`

View source

Returns the dtype of the output of the inverse transformation.

Args
`dtype` `tf.dtype`, or nested structure of `tf.dtype`s, of the input to `inverse`.
`name` The name to give this op.
`**kwargs` Named arguments forwarded to subclass implementation.

Returns
`tf.dtype` or nested structure of `tf.dtype`s of the output of `inverse`.

`inverse_event_shape`

View source

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`

View source

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`

View source

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 `rank(y) - event_ndims` dimensions.
`name` The name to give this op.
`**kwargs` Named arguments forwarded to subclass implementation.

Returns
`ildj` `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.

`__call__`

View source

Applies or composes the `Bijector`, depending on input type.

This is a convenience function which applies the `Bijector` instance in three different ways, depending on the input:

1. If the input is a `tfd.Distribution` instance, return `tfd.TransformedDistribution(distribution=input, bijector=self)`.
2. If the input is a `tfb.Bijector` instance, return `tfb.Chain([self, input])`.
3. Otherwise, return `self.forward(input)`

Args
`value` A `tfd.Distribution`, `tfb.Bijector`, or a `Tensor`.
`name` Python `str` name given to ops created by this function.
`**kwargs` Additional keyword arguments passed into the created `tfd.TransformedDistribution`, `tfb.Bijector`, or `self.forward`.

Returns
`composition` A `tfd.TransformedDistribution` if the input was a `tfd.Distribution`, a `tfb.Chain` if the input was a `tfb.Bijector`, or a `Tensor` computed by `self.forward`.

Examples

``````sigmoid = tfb.Reciprocal()(
tfb.AffineScalar(shift=1.)(
tfb.Exp()(
tfb.AffineScalar(scale=-1.))))
# ==> `tfb.Chain([
#         tfb.Reciprocal(),
#         tfb.AffineScalar(shift=1.),
#         tfb.Exp(),
#         tfb.AffineScalar(scale=-1.),
#      ])`  # ie, `tfb.Sigmoid()`

log_normal = tfb.Exp()(tfd.Normal(0, 1))
# ==> `tfd.TransformedDistribution(tfd.Normal(0, 1), tfb.Exp())`

tfb.Exp()([-1., 0., 1.])
# ==> tf.exp([-1., 0., 1.])
``````