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tfp.substrates.numpy.bijectors.RealNVP

RealNVP 'affine coupling layer' for vector-valued events.

Inherits From: Bijector

tfp.substrates.numpy.bijectors.RealNVP(
    num_masked=None, fraction_masked=None, shift_and_log_scale_fn=None,
    bijector_fn=None, is_constant_jacobian=False, validate_args=False, name=None
)

Real NVP models a normalizing flow on a D-dimensional distribution via a single D-d-dimensional conditional distribution [(Dinh et al., 2017)][1]:

y[d:D] = x[d:D] * tf.exp(log_scale_fn(x[0:d])) + shift_fn(x[0:d]) y[0:d] = x[0:d]

The last D-d units are scaled and shifted based on the first d units only, while the first d units are 'masked' and left unchanged. Real NVP's shift_and_log_scale_fn computes vector-valued quantities. For scale-and-shift transforms that do not depend on any masked units, i.e. d=0, use the tfb.Scale and tfb.Shift bijectors with learned parameters instead.

Masking is currently only supported for base distributions with event_ndims=1. For more sophisticated masking schemes like checkerboard or channel-wise masking [(Papamakarios et al., 2016)[4], use the tfb.Permute bijector to re-order desired masked units into the first d units. For base distributions with event_ndims > 1, use the tfb.Reshape bijector to flatten the event shape.

Recall that the MAF bijector [(Papamakarios et al., 2016)][4] implements a normalizing flow via an autoregressive transformation. MAF and IAF have opposite computational tradeoffs - MAF can train all units in parallel but must sample units sequentially, while IAF must train units sequentially but can sample in parallel. In contrast, Real NVP can compute both forward and inverse computations in parallel. However, the lack of an autoregressive transformations makes it less expressive on a per-bijector basis.

A 'valid' shift_and_log_scale_fn must compute each shift (aka loc or 'mu' in [Papamakarios et al. (2016)][4]) and log(scale) (aka 'alpha' in [Papamakarios et al. (2016)][4]) such that each are broadcastable with the arguments to forward and inverse, i.e., such that the calculations in forward, inverse [below] are possible. For convenience, real_nvp_default_template is offered as a possible shift_and_log_scale_fn function.

NICE [(Dinh et al., 2014)][2] is a special case of the Real NVP bijector which discards the scale transformation, resulting in a constant-time inverse-log-determinant-Jacobian. To use a NICE bijector instead of Real NVP, shift_and_log_scale_fn should return (shift, None), and is_constant_jacobian should be set to True in the RealNVP constructor. Calling real_nvp_default_template with shift_only=True returns one such NICE-compatible shift_and_log_scale_fn.

The bijector_fn argument allows specifying a more general coupling relation, such as the LSTM-inspired activation from [5], or Neural Spline Flow [6].

Caching: the scalar input depth D of the base distribution is not known at construction time. The first call to any of forward(x), inverse(x), inverse_log_det_jacobian(x), or forward_log_det_jacobian(x) memoizes D, which is re-used in subsequent calls. This shape must be known prior to graph execution (which is the case if using tf.layers).

Examples

tfd = tfp.distributions
tfb = tfp.bijectors

# A common choice for a normalizing flow is to use a Gaussian for the base
# distribution. (However, any continuous distribution would work.) E.g.,
nvp = tfd.TransformedDistribution(
    distribution=tfd.MultivariateNormalDiag(loc=[0., 0., 0.]),
    bijector=tfb.RealNVP(
        num_masked=2,
        shift_and_log_scale_fn=tfb.real_nvp_default_template(
            hidden_layers=[512, 512])))

x = nvp.sample()
nvp.log_prob(x)
nvp.log_prob([0.0, 0.0, 0.0])

For more examples, see [Jang (2018)][3].

References

[1]: Laurent Dinh, Jascha Sohl-Dickstein, and Samy Bengio. Density Estimation using Real NVP. In International Conference on Learning Representations, 2017. https://arxiv.org/abs/1605.08803

[2]: Laurent Dinh, David Krueger, and Yoshua Bengio. NICE: Non-linear Independent Components Estimation. arXiv preprint arXiv:1410.8516, 2014. https://arxiv.org/abs/1410.8516

[3]: Eric Jang. Normalizing Flows Tutorial, Part 2: Modern Normalizing Flows. Technical Report, 2018. http://blog.evjang.com/2018/01/nf2.html

[4]: George Papamakarios, Theo Pavlakou, and Iain Murray. Masked Autoregressive Flow for Density Estimation. In Neural Information Processing Systems, 2017. https://arxiv.org/abs/1705.07057

[5]: Diederik P Kingma, Tim Salimans, Max Welling. Improving Variational Inference with Inverse Autoregressive Flow. In Neural Information Processing Systems, 2016. https://arxiv.org/abs/1606.04934

[6]: Conor Durkan, Artur Bekasov, Iain Murray, George Papamakarios. Neural Spline Flows, 2019. http://arxiv.org/abs/1906.04032

num_masked Python int, indicating the number of units of the event that should should be masked. Must be in the closed interval [0, D-1], where D is the event size of the base distribution. If the value is negative, then the last d units of the event are masked instead. Must be None if fraction_masked is defined.
fraction_masked Python float, indicating the number of units of the event that should should be masked. Must be in the closed interval [-1, 1], and the value represents the fraction of the values to be masked. The final number of values to be masked will be the input size times the fraction, rounded to the the nearest integer towards zero. If negative, then the last fraction of units are masked instead. Must be None if num_masked is defined.
shift_and_log_scale_fn Python callable which computes shift and log_scale from both the forward domain (x) and the inverse domain (y). Calculation must respect the 'autoregressive property' (see class docstring). Suggested default masked_autoregressive_default_template(hidden_layers=...). Typically the function contains tf.Variables and is wrapped using tf.make_template. Returning None for either (both) shift, log_scale is equivalent to (but more efficient than) returning zero.
bijector_fn Python callable which returns a tfb.Bijector which transforms the last D-d unit with the signature (masked_units_tensor, output_units, **condition_kwargs) -> bijector. The bijector must operate on scalar or vector events and must not alter the rank of its input.
is_constant_jacobian Python bool. Default: False. When True the implementation assumes log_scale does not depend on the forward domain (x) or inverse domain (y) values. (No validation is made; is_constant_jacobian=False is always safe but possibly computationally inefficient.)
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 both or none of shift_and_log_scale_fn and bijector_fn are specified.

dtype

forward_min_event_ndims Returns the minimal number of dimensions bijector.forward operates on.

Multipart bijectors return structured ndims, which indicates the expected structure of their inputs. Some multipart bijectors, notably Composites, may return structures of None.

graph_parents Returns this Bijector's graph_parents as a Python list.
has_static_min_event_ndims Returns True if the bijector has statically-known min_event_ndims.
inverse_min_event_ndims Returns the minimal number of dimensions bijector.inverse operates on.

Multipart bijectors return structured event_ndims, which indicates the expected structure of their outputs. Some multipart bijectors, notably Composites, may return structures of None.

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

copy

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copy(
    **override_parameters_kwargs
)

Creates a copy of the bijector.

Args
**override_parameters_kwargs String/value dictionary of initialization arguments to override with new values.

Returns
bijector 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).

experimental_batch_shape

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experimental_batch_shape(
    x_event_ndims=None, y_event_ndims=None
)

Returns the batch shape of this bijector for inputs of the given rank.

The batch shape of a bijector decribes the set of distinct transformations it represents on events of a given size. For example: the bijector tfb.Scale([1., 2.]) has batch shape [2] for scalar events (event_ndims = 0), because applying it to a scalar event produces two scalar outputs, the result of two different scaling transformations. The same bijector has batch shape [] for vector events, because applying it to a vector produces (via elementwise multiplication) a single vector output.

Bijectors that operate independently on multiple state parts, such as tfb.JointMap, must broadcast to a coherent batch shape. Some events may not be valid: for example, the bijector tfd.JointMap([tfb.Scale([1., 2.]), tfb.Scale([1., 2., 3.])]) does not produce a valid batch shape when event_ndims = [0, 0], since the batch shapes of the two parts are inconsistent. The same bijector does define valid batch shapes of [], [2], and [3] if event_ndims is [1, 1], [0, 1], or [1, 0], respectively.

Since transforming a single event produces a scalar log-det-Jacobian, the batch shape of a bijector with non-constant Jacobian is expected to equal the shape of forward_log_det_jacobian(x, event_ndims=x_event_ndims) or inverse_log_det_jacobian(y, event_ndims=y_event_ndims), for x or y of the specified ndims.

Args
x_event_ndims Optional Python int (structure) number of dimensions in a probabilistic event passed to forward; this must be greater than or equal to self.forward_min_event_ndims. If None, defaults to self.forward_min_event_ndims. Mutually exclusive with y_event_ndims. Default value: None.
y_event_ndims Optional Python int (structure) number of dimensions in a probabilistic event passed to inverse; this must be greater than or equal to self.inverse_min_event_ndims. Mutually exclusive with x_event_ndims. Default value: None.

Returns
batch_shape TensorShape batch shape of this bijector for a value with the given event rank. May be unknown or partially defined.

experimental_batch_shape_tensor

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experimental_batch_shape_tensor(
    x_event_ndims=None, y_event_ndims=None
)

Returns the batch shape of this bijector for inputs of the given rank.

The batch shape of a bijector decribes the set of distinct transformations it represents on events of a given size. For example: the bijector tfb.Scale([1., 2.]) has batch shape [2] for scalar events (event_ndims = 0), because applying it to a scalar event produces two scalar outputs, the result of two different scaling transformations. The same bijector has batch shape [] for vector events, because applying it to a vector produces (via elementwise multiplication) a single vector output.

Bijectors that operate independently on multiple state parts, such as tfb.JointMap, must broadcast to a coherent batch shape. Some events may not be valid: for example, the bijector tfd.JointMap([tfb.Scale([1., 2.]), tfb.Scale([1., 2., 3.])]) does not produce a valid batch shape when event_ndims = [0, 0], since the batch shapes of the two parts are inconsistent. The same bijector does define valid batch shapes of [], [2], and [3] if event_ndims is [1, 1], [0, 1], or [1, 0], respectively.

Since transforming a single event produces a scalar log-det-Jacobian, the batch shape of a bijector with non-constant Jacobian is expected to equal the shape of forward_log_det_jacobian(x, event_ndims=x_event_ndims) or inverse_log_det_jacobian(y, event_ndims=y_event_ndims), for x or y of the specified ndims.

Args
x_event_ndims Optional Python int (structure) number of dimensions in a probabilistic event passed to forward; this must be greater than or equal to self.forward_min_event_ndims. If None, defaults to self.forward_min_event_ndims. Mutually exclusive with y_event_ndims. Default value: None.
y_event_ndims Optional Python int (structure) number of dimensions in a probabilistic event passed to inverse; this must be greater than or equal to self.inverse_min_event_ndims. Mutually exclusive with x_event_ndims. Default value: None.

Returns
batch_shape_tensor integer Tensor batch shape of this bijector for a value with the given event rank.

forward

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forward(
    x, name='forward', **kwargs
)

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

Args
x Tensor (structure). The input to the 'forward' evaluation.
name The name to give this op.
**kwargs Named arguments forwarded to subclass implementation.

Returns
Tensor (structure).

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

forward_dtype

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forward_dtype(
    dtype=UNSPECIFIED, name='forward_dtype', **kwargs
)

Returns the dtype returned by forward for the provided input.

forward_event_ndims

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forward_event_ndims(
    event_ndims, **kwargs
)

Returns the number of event dimensions produced by forward.

Args
event_ndims Structure of Python and/or Tensor ints, and/or None values. The structure should match that of self.forward_min_event_ndims, and all non-None values must be greater than or equal to the corresponding value in self.forward_min_event_ndims.
**kwargs Optional keyword arguments forwarded to nested bijectors.

Returns
forward_event_ndims Structure of integers and/or None values matching self.inverse_min_event_ndims. These are computed using 'prefer static' semantics: if any inputs are None, some or all of the outputs may be None, indicating that the output dimension could not be inferred (conversely, if all inputs are non-None, all outputs will be non-None). If all input event_ndims are Python ints, all of the (non-None) outputs will be Python ints; otherwise, some or all of the outputs may be Tensor ints.

forward_event_shape

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forward_event_shape(
    input_shape
)

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 (structure) indicating event-portion shape passed into forward function.

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

forward_event_shape_tensor

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forward_event_shape_tensor(
    input_shape, name='forward_event_shape_tensor'
)

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

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

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

forward_log_det_jacobian

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forward_log_det_jacobian(
    x, event_ndims=None, name='forward_log_det_jacobian', **kwargs
)

Returns both the forward_log_det_jacobian.

Args
x Tensor (structure). The input to the 'forward' Jacobian determinant evaluation.
event_ndims Optional number of dimensions in the probabilistic events being transformed; this must be greater than or equal to self.forward_min_event_ndims. If event_ndims is specified, the log Jacobian determinant is summed to produce a scalar log-determinant for each event. Otherwise (if event_ndims is None), no reduction is performed. Multipart bijectors require structured event_ndims, such that the batch rank rank(y[i]) - event_ndims[i] is the same for all elements i of the structured input. In most cases (with the exception of tfb.JointMap) they further require that event_ndims[i] - self.inverse_min_event_ndims[i] is the same for all elements i of the structured input. Default value: None (equivalent to self.forward_min_event_ndims).
name The name to give this op.
**kwargs Named arguments forwarded to subclass implementation.

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

Raises
TypeError if y's dtype is incompatible with the expected output dtype.
NotImplementedError if neither _forward_log_det_jacobian nor {_inverse, _inverse_log_det_jacobian} are implemented, or this is a non-injective bijector.
ValueError if the value of event_ndims is not valid for this bijector.

inverse

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inverse(
    y, name='inverse', **kwargs
)

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

Args
y Tensor (structure). The input to the 'inverse' evaluation.
name The name to give this op.
**kwargs Named arguments forwarded to subclass implementation.

Returns
Tensor (structure), 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 y's structured dtype is incompatible with the expected output dtype.
NotImplementedError if _inverse is not implemented.

inverse_dtype

View source

inverse_dtype(
    dtype=UNSPECIFIED, name='inverse_dtype', **kwargs
)

Returns the dtype returned by inverse for the provided input.

inverse_event_ndims

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inverse_event_ndims(
    event_ndims, **kwargs
)

Returns the number of event dimensions produced by inverse.

Args
event_ndims Structure of Python and/or Tensor ints, and/or None values. The structure should match that of self.inverse_min_event_ndims, and all non-None values must be greater than or equal to the corresponding value in self.inverse_min_event_ndims.
**kwargs Optional keyword arguments forwarded to nested bijectors.

Returns
inverse_event_ndims Structure of integers and/or None values matching self.forward_min_event_ndims. These are computed using 'prefer static' semantics: if any inputs are None, some or all of the outputs may be None, indicating that the output dimension could not be inferred (conversely, if all inputs are non-None, all outputs will be non-None). If all input event_ndims are Python ints, all of the (non-None) outputs will be Python ints; otherwise, some or all of the outputs may be Tensor ints.

inverse_event_shape

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inverse_event_shape(
    output_shape
)

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 (structure) indicating event-portion shape passed into inverse function.

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

inverse_event_shape_tensor

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inverse_event_shape_tensor(
    output_shape, name='inverse_event_shape_tensor'
)

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

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

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

inverse_log_det_jacobian

View source

inverse_log_det_jacobian(
    y, event_ndims=None, name='inverse_log_det_jacobian', **kwargs
)

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 (structure). The input to the 'inverse' Jacobian determinant evaluation.
event_ndims Optional number of dimensions in the probabilistic events being transformed; this must be greater than or equal to self.inverse_min_event_ndims. If event_ndims is specified, the log Jacobian determinant is summed to produce a scalar log-determinant for each event. Otherwise (if event_ndims is None), no reduction is performed. Multipart bijectors require structured event_ndims, such that the batch rank rank(y[i]) - event_ndims[i] is the same for all elements i of the structured input. In most cases (with the exception of tfb.JointMap) they further require that event_ndims[i] - self.inverse_min_event_ndims[i] is the same for all elements i of the structured input. Default value: None (equivalent to self.inverse_min_event_ndims).
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 x's dtype is incompatible with the expected inverse-dtype.
NotImplementedError if _inverse_log_det_jacobian is not implemented.
ValueError if the value of event_ndims is not valid for this bijector.

parameter_properties

View source

@classmethod
parameter_properties(
    dtype=tf.float32
)

Returns a dict mapping constructor arg names to property annotations.

This dict should include an entry for each of the bijector's Tensor-valued constructor arguments.

Args
dtype Optional float dtype to 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.

Returns
parameter_properties A str ->tfp.python.internal.parameter_properties.ParameterPropertiesdict mapping constructor argument names toParameterProperties` instances.

__call__

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__call__(
    value, name=None, **kwargs
)

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 (structure of) 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 (structure of) Tensor computed by self.forward.

Examples

sigmoid = tfb.Reciprocal()(
    tfb.Shift(shift=1.)(
      tfb.Exp()(
        tfb.Scale(scale=-1.))))
# ==> `tfb.Chain([
#         tfb.Reciprocal(),
#         tfb.Shift(shift=1.),
#         tfb.Exp(),
#         tfb.Scale(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.])

__eq__

View source

__eq__(
    other
)

Return self==value.