tfd_continuous_bernoulli: Continuous Bernoulli distribution.

In tfprobability: Interface to 'TensorFlow Probability'

Continuous Bernoulli distribution.

Description

This distribution is parameterized by probs, a (batch of) parameters taking values in (0, 1). Note that, unlike in the Bernoulli case, probs does not correspond to a probability, but the same name is used due to the similarity with the Bernoulli.

Usage

tfd_continuous_bernoulli(
  logits = NULL,
  probs = NULL,
  dtype = tf$float32,
  validate_args = FALSE,
  allow_nan_stats = TRUE,
  name = "ContinuousBernoulli"
)

Arguments

logits	An N-D Tensor. Each entry in the Tensor parameterizes an independent continuous Bernoulli distribution with parameter sigmoid(logits). Only one of logits or probs should be passed in. Note that this does not correspond to the log-odds as in the Bernoulli case.
probs	An N-D Tensor representing the parameter of a continuous Bernoulli. Each entry in the Tensor parameterizes an independent continuous Bernoulli distribution. Only one of logits or probs should be passed in. Note that this also does not correspond to a probability as in the Bernoulli case.
dtype	The type of the event samples. Default: float32.
validate_args	Logical, default FALSE. When TRUE distribution parameters are checked for validity despite possibly degrading runtime performance. When FALSE invalid inputs may silently render incorrect outputs. Default value: FALSE.
allow_nan_stats	Logical, 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	name prefixed to Ops created by this class.

Details

Mathematical Details

The continuous Bernoulli is a distribution over the interval [0, 1], parameterized by probs in (0, 1). The probability density function (pdf) is,

pdf(x; probs) = probs**x * (1 - probs)**(1 - x) * C(probs)
C(probs) = (2 * atanh(1 - 2 * probs) / (1 - 2 * probs) if probs != 0.5 else 2.)

While the normalizing constant C(probs) is a continuous function of probs (even at probs = 0.5), computing it at values close to 0.5 can result in numerical instabilities due to 0/0 errors. A Taylor approximation of C(probs) is thus used for values of probs in a small interval [lims[0], lims[1]] around 0.5. For more details, see Loaiza-Ganem and Cunningham (2019). NOTE: Unlike the Bernoulli, numerical instabilities can happen for probs very close to 0 or 1. Current implementation allows any value in (0, 1), but this could be changed to (1e-6, 1-1e-6) to avoid these issues.

Value

a distribution instance.

References

• Loaiza-Ganem G and Cunningham JP. The continuous Bernoulli: fixing a pervasive error in variational autoencoders. NeurIPS2019. https://arxiv.org/abs/1907.06845

See Also

For usage examples see e.g. tfd_sample(), tfd_log_prob(), tfd_mean().

Other distributions: tfd_autoregressive(), tfd_batch_reshape(), tfd_bates(), tfd_bernoulli(), tfd_beta_binomial(), tfd_beta(), tfd_binomial(), tfd_categorical(), tfd_cauchy(), tfd_chi2(), tfd_chi(), tfd_cholesky_lkj(), tfd_deterministic(), tfd_dirichlet_multinomial(), tfd_dirichlet(), tfd_empirical(), tfd_exp_gamma(), tfd_exp_inverse_gamma(), tfd_exponential(), tfd_gamma_gamma(), tfd_gamma(), tfd_gaussian_process_regression_model(), tfd_gaussian_process(), tfd_generalized_normal(), tfd_geometric(), tfd_gumbel(), tfd_half_cauchy(), tfd_half_normal(), tfd_hidden_markov_model(), tfd_horseshoe(), tfd_independent(), tfd_inverse_gamma(), tfd_inverse_gaussian(), tfd_johnson_s_u(), tfd_joint_distribution_named_auto_batched(), tfd_joint_distribution_named(), tfd_joint_distribution_sequential_auto_batched(), tfd_joint_distribution_sequential(), tfd_kumaraswamy(), tfd_laplace(), tfd_linear_gaussian_state_space_model(), tfd_lkj(), tfd_log_logistic(), tfd_log_normal(), tfd_logistic(), tfd_mixture_same_family(), tfd_mixture(), tfd_multinomial(), tfd_multivariate_normal_diag_plus_low_rank(), tfd_multivariate_normal_diag(), tfd_multivariate_normal_full_covariance(), tfd_multivariate_normal_linear_operator(), tfd_multivariate_normal_tri_l(), tfd_multivariate_student_t_linear_operator(), tfd_negative_binomial(), tfd_normal(), tfd_one_hot_categorical(), tfd_pareto(), tfd_pixel_cnn(), tfd_poisson_log_normal_quadrature_compound(), tfd_poisson(), tfd_power_spherical(), tfd_probit_bernoulli(), tfd_quantized(), tfd_relaxed_bernoulli(), tfd_relaxed_one_hot_categorical(), tfd_sample_distribution(), tfd_sinh_arcsinh(), tfd_skellam(), tfd_spherical_uniform(), tfd_student_t_process(), tfd_student_t(), tfd_transformed_distribution(), tfd_triangular(), tfd_truncated_cauchy(), tfd_truncated_normal(), tfd_uniform(), tfd_variational_gaussian_process(), tfd_vector_diffeomixture(), tfd_vector_exponential_diag(), tfd_vector_exponential_linear_operator(), tfd_vector_laplace_diag(), tfd_vector_laplace_linear_operator(), tfd_vector_sinh_arcsinh_diag(), tfd_von_mises_fisher(), tfd_von_mises(), tfd_weibull(), tfd_wishart_linear_operator(), tfd_wishart_tri_l(), tfd_wishart(), tfd_zipf()

tfprobability documentation built on Sept. 1, 2022, 5:07 p.m.