Man pages for rstudio/tfprobability
Interface to 'TensorFlow Probability'

glm_familiesGLM families
glm_fitRuns multiple Fisher scoring steps
glm_fit_one_stepRuns one Fisher scoring step
glm_fit_one_step.tensorflow.tensorRuns one Fisher Scoring step
glm_fit.tensorflow.tensorRuns multiple Fisher scoring steps
initializer_blockwiseBlockwise Initializer
install_tfprobabilityInstalls TensorFlow Probability
layer_autoregressiveMasked Autoencoder for Distribution Estimation
layer_autoregressive_transformAn autoregressive normalizing flow layer, given a...
layer_categorical_mixture_of_one_hot_categoricalA OneHotCategorical mixture Keras layer from 'k * (1 + d)'...
layer_conv_1d_flipout1D convolution layer (e.g. temporal convolution) with Flipout
layer_conv_1d_reparameterization1D convolution layer (e.g. temporal convolution).
layer_conv_2d_flipout2D convolution layer (e.g. spatial convolution over images)...
layer_conv_2d_reparameterization2D convolution layer (e.g. spatial convolution over images)
layer_conv_3d_flipout3D convolution layer (e.g. spatial convolution over volumes)...
layer_conv_3d_reparameterization3D convolution layer (e.g. spatial convolution over volumes)
layer_dense_flipoutDensely-connected layer class with Flipout estimator.
layer_dense_local_reparameterizationDensely-connected layer class with local reparameterization...
layer_dense_reparameterizationDensely-connected layer class with reparameterization...
layer_dense_variationalDense Variational Layer
layer_distribution_lambdaKeras layer enabling plumbing TFP distributions through Keras...
layer_independent_bernoulliAn Independent-Bernoulli Keras layer from prod(event_shape)...
layer_independent_logisticAn independent Logistic Keras layer.
layer_independent_normalAn independent Normal Keras layer.
layer_independent_poissonAn independent Poisson Keras layer.
layer_kl_divergence_add_lossPass-through layer that adds a KL divergence penalty to the...
layer_kl_divergence_regularizerRegularizer that adds a KL divergence penalty to the model...
layer_mixture_logisticA mixture distribution Keras layer, with independent logistic...
layer_mixture_normalA mixture distribution Keras layer, with independent normal...
layer_mixture_same_familyA mixture (same-family) Keras layer.
layer_multivariate_normal_tri_lA d-variate Multivariate Normal TriL Keras layer from...
layer_one_hot_categoricalA 'd'-variate OneHotCategorical Keras layer from 'd' params.
layer_variableVariable Layer
layer_variational_gaussian_processA Variational Gaussian Process Layer.
mcmc_dual_averaging_step_size_adaptationAdapts the inner kernel's 'step_size' based on...
mcmc_effective_sample_sizeEstimate a lower bound on effective sample size for each...
mcmc_hamiltonian_monte_carloRuns one step of Hamiltonian Monte Carlo.
mcmc_metropolis_adjusted_langevin_algorithmRuns one step of Metropolis-adjusted Langevin algorithm.
mcmc_metropolis_hastingsRuns one step of the Metropolis-Hastings algorithm.
mcmc_no_u_turn_samplerRuns one step of the No U-Turn Sampler
mcmc_potential_scale_reductionGelman and Rubin (1992)'s potential scale reduction for chain...
mcmc_random_walk_metropolisRuns one step of the RWM algorithm with symmetric proposal.
mcmc_replica_exchange_mcRuns one step of the Replica Exchange Monte Carlo
mcmc_sample_annealed_importance_chainRuns annealed importance sampling (AIS) to estimate...
mcmc_sample_chainImplements Markov chain Monte Carlo via repeated...
mcmc_sample_halton_sequenceReturns a sample from the 'dim' dimensional Halton sequence.
mcmc_simple_step_size_adaptationAdapts the inner kernel's 'step_size' based on...
mcmc_slice_samplerRuns one step of the slice sampler using a hit and run...
mcmc_transformed_transition_kernelApplies a bijector to the MCMC's state space
mcmc_uncalibrated_hamiltonian_monte_carloRuns one step of Uncalibrated Hamiltonian Monte Carlo
mcmc_uncalibrated_langevinRuns one step of Uncalibrated Langevin discretized diffusion.
mcmc_uncalibrated_random_walkGenerate proposal for the Random Walk Metropolis algorithm.
params_size_categorical_mixture_of_one_hot_categoricalnumber of 'params' needed to create a...
params_size_independent_bernoullinumber of 'params' needed to create an IndependentBernoulli...
params_size_independent_logisticnumber of 'params' needed to create an IndependentLogistic...
params_size_independent_normalnumber of 'params' needed to create an IndependentNormal...
params_size_independent_poissonnumber of 'params' needed to create an IndependentPoisson...
params_size_mixture_logisticnumber of 'params' needed to create a MixtureLogistic...
params_size_mixture_normalnumber of 'params' needed to create a MixtureNormal...
params_size_mixture_same_familynumber of 'params' needed to create a MixtureSameFamily...
params_size_multivariate_normal_tri_lnumber of 'params' needed to create a MultivariateNormalTriL...
params_size_one_hot_categoricalnumber of 'params' needed to create a OneHotCategorical...
reexportsObjects exported from other packages
sts_additive_state_space_modelA state space model representing a sum of component state...
sts_autoregressiveFormal representation of an autoregressive model.
sts_autoregressive_state_space_modelState space model for an autoregressive process.
sts_build_factored_surrogate_posteriorBuild a variational posterior that factors over model...
sts_build_factored_variational_lossBuild a loss function for variational inference in STS...
sts_constrained_seasonal_state_space_modelSeasonal state space model with effects constrained to sum to...
sts_decompose_by_componentDecompose an observed time series into contributions from...
sts_decompose_forecast_by_componentDecompose a forecast distribution into contributions from...
sts_dynamic_linear_regressionFormal representation of a dynamic linear regression model.
sts_dynamic_linear_regression_state_space_modelState space model for a dynamic linear regression from...
sts_fit_with_hmcDraw posterior samples using Hamiltonian Monte Carlo (HMC)
sts_forecastConstruct predictive distribution over future observations
sts_linear_regressionFormal representation of a linear regression from provided...
sts_local_levelFormal representation of a local level model
sts_local_level_state_space_modelState space model for a local level
sts_local_linear_trendFormal representation of a local linear trend model
sts_local_linear_trend_state_space_modelState space model for a local linear trend
sts_one_step_predictiveCompute one-step-ahead predictive distributions for all...
sts_sample_uniform_initial_stateInitialize from a uniform [-2, 2] distribution in...
sts_seasonalFormal representation of a seasonal effect model.
sts_seasonal_state_space_modelState space model for a seasonal effect.
sts_semi_local_linear_trendFormal representation of a semi-local linear trend model.
sts_semi_local_linear_trend_state_space_modelState space model for a semi-local linear trend.
sts_smooth_seasonalFormal representation of a smooth seasonal effect model
sts_smooth_seasonal_state_space_modelState space model for a smooth seasonal effect
sts_sparse_linear_regressionFormal representation of a sparse linear regression.
sts_sumSum of structural time series components.
tfb_absolute_valueComputes'Y = g(X) = Abs(X)', element-wise
tfb_affineAffine bijector
tfb_affine_linear_operatorComputesY = g(X; shift, scale) = scale @ X + shift
tfb_affine_scalarAffineScalar bijector (Deprecated)
tfb_ascendingMaps unconstrained R^n to R^n in ascending order.
tfb_batch_normalizationComputes'Y = g(X)' s.t. 'X = g^-1(Y) = (Y - mean(Y)) /...
tfb_blockwiseBijector which applies a list of bijectors to blocks of a...
tfb_chainBijector which applies a sequence of bijectors
tfb_cholesky_outer_productComputes'g(X) = X @ X.T' where 'X' is lower-triangular,...
tfb_cholesky_to_inv_choleskyMaps the Cholesky factor of M to the Cholesky factor of...
tfb_correlation_choleskyMaps unconstrained reals to Cholesky-space correlation...
tfb_cumsumComputes the cumulative sum of a tensor along a specified...
tfb_discrete_cosine_transformComputes'Y = g(X) = DCT(X)', where DCT type is indicated by...
tfb_expComputes'Y=g(X)=exp(X)'
tfb_expm1Computes'Y = g(X) = exp(X) - 1'
tfb_ffjordImplements a continuous normalizing flow X->Y defined via an...
tfb_fill_scale_tri_lTransforms unconstrained vectors to TriL matrices with...
tfb_fill_triangularTransforms vectors to triangular
tfb_forwardReturns the forward Bijector evaluation, i.e., 'X = g(Y)'.
tfb_forward_log_det_jacobianReturns the result of the forward evaluation of the log...
tfb_glowImplements the Glow Bijector from Kingma & Dhariwal (2018).
tfb_gompertz_cdfCompute Y = g(X) = 1 - exp(-c * (exp(rate * X) - 1), the...
tfb_gumbelComputes'Y = g(X) = exp(-exp(-(X - loc) / scale))'
tfb_gumbel_cdfCompute 'Y = g(X) = exp(-exp(-(X - loc) / scale))', the...
tfb_identityComputes'Y = g(X) = X'
tfb_inlineBijector constructed from custom functions
tfb_inverseReturns the inverse Bijector evaluation, i.e., 'X =...
tfb_inverse_log_det_jacobianReturns the result of the inverse evaluation of the log...
tfb_invertBijector which inverts another Bijector
tfb_iterated_sigmoid_centeredBijector which applies a Stick Breaking procedure.
tfb_kumaraswamyComputes'Y = g(X) = (1 - (1 - X)**(1 / b))**(1 / a)', with X...
tfb_kumaraswamy_cdfComputes'Y = g(X) = (1 - (1 - X)**(1 / b))**(1 / a)', with X...
tfb_lambert_w_tailLambertWTail transformation for heavy-tail Lambert W x F...
tfb_masked_autoregressive_default_templateMasked Autoregressive Density Estimator
tfb_masked_autoregressive_flowAffine MaskedAutoregressiveFlow bijector
tfb_masked_denseAutoregressively masked dense layer
tfb_matrix_inverse_tri_lComputes 'g(L) = inv(L)', where L is a lower-triangular...
tfb_matvec_luMatrix-vector multiply using LU decomposition
tfb_normal_cdfComputes'Y = g(X) = NormalCDF(x)'
tfb_orderedBijector which maps a tensor x_k that has increasing elements...
tfb_padPads a value to the 'event_shape' of a 'Tensor'.
tfb_permutePermutes the rightmost dimension of a Tensor
tfb_power_transformComputes'Y = g(X) = (1 + X * c)**(1 / c)', where 'X >= -1 /...
tfb_rational_quadratic_splineA piecewise rational quadratic spline, as developed in Conor...
tfb_rayleigh_cdfCompute Y = g(X) = 1 - exp( -(X/scale)**2 / 2 ), X >= 0.
tfb_real_nvpRealNVP affine coupling layer for vector-valued events
tfb_real_nvp_default_templateBuild a scale-and-shift function using a multi-layer neural...
tfb_reciprocalA Bijector that computes 'b(x) = 1. / x'
tfb_reshapeReshapes the event_shape of a Tensor
tfb_scaleCompute Y = g(X; scale) = scale * X.
tfb_scale_matvec_diagCompute Y = g(X; scale) = scale @ X
tfb_scale_matvec_linear_operatorCompute Y = g(X; scale) = scale @ X.
tfb_scale_matvec_luMatrix-vector multiply using LU decomposition.
tfb_scale_matvec_tri_lCompute Y = g(X; scale) = scale @ X.
tfb_scale_tri_lTransforms unconstrained vectors to TriL matrices with...
tfb_shiftCompute Y = g(X; shift) = X + shift.
tfb_shifted_gompertz_cdfCompute 'Y = g(X) = (1 - exp(-rate * X)) * exp(-c * exp(-rate...
tfb_sigmoidComputes'Y = g(X) = 1 / (1 + exp(-X))'
tfb_sinhBijector that computes 'Y = sinh(X)'.
tfb_sinh_arcsinhComputes'Y = g(X) = Sinh( (Arcsinh(X) + skewness) *...
tfb_softmax_centeredComputes Y = g(X) = exp([X 0]) / sum(exp([X 0]))
tfb_softplusComputes 'Y = g(X) = Log[1 + exp(X)]'
tfb_softsignComputes Y = g(X) = X / (1 + |X|)
tfb_splitSplit a 'Tensor' event along an axis into a list of...
tfb_squareComputes'g(X) = X^2'; X is a positive real number.
tfb_tanhComputes 'Y = tanh(X)'
tfb_transform_diagonalApplies a Bijector to the diagonal of a matrix
tfb_transposeComputes'Y = g(X) = transpose_rightmost_dims(X,...
tfb_weibullComputes'Y = g(X) = 1 - exp((-X / scale) ** concentration)'...
tfb_weibull_cdfCompute Y = g(X) = 1 - exp((-X / scale) ** concentration), X...
tfd_autoregressiveAutoregressive distribution
tfd_batch_reshapeBatch-Reshaping distribution
tfd_batesBates distribution.
tfd_bernoulliBernoulli distribution
tfd_betaBeta distribution
tfd_beta_binomialBeta-Binomial compound distribution
tfd_binomialBinomial distribution
tfd_blockwiseBlockwise distribution
tfd_categoricalCategorical distribution over integers
tfd_cauchyCauchy distribution with location 'loc' and scale 'scale'
tfd_cdfCumulative distribution function. Given random variable X,...
tfd_chiChi distribution
tfd_chi2Chi Square distribution
tfd_cholesky_lkjThe CholeskyLKJ distribution on cholesky factors of...
tfd_continuous_bernoulliContinuous Bernoulli distribution.
tfd_covarianceCovariance.
tfd_cross_entropyComputes the (Shannon) cross entropy.
tfd_deterministicScalar 'Deterministic' distribution on the real line
tfd_dirichletDirichlet distribution
tfd_dirichlet_multinomialDirichlet-Multinomial compound distribution
tfd_doublesided_maxwellDouble-sided Maxwell distribution.
tfd_empiricalEmpirical distribution
tfd_entropyShannon entropy in nats.
tfd_exp_gammaExpGamma distribution.
tfd_exp_inverse_gammaExpInverseGamma distribution.
tfd_exponentialExponential distribution
tfd_exp_relaxed_one_hot_categoricalExpRelaxedOneHotCategorical distribution with temperature and...
tfd_finite_discreteThe finite discrete distribution.
tfd_gammaGamma distribution
tfd_gamma_gammaGamma-Gamma distribution
tfd_gaussian_processMarginal distribution of a Gaussian process at finitely many...
tfd_gaussian_process_regression_modelPosterior predictive distribution in a conjugate GP...
tfd_generalized_normalThe Generalized Normal distribution.
tfd_generalized_paretoThe Generalized Pareto distribution.
tfd_geometricGeometric distribution
tfd_gumbelScalar Gumbel distribution with location 'loc' and 'scale'...
tfd_half_cauchyHalf-Cauchy distribution
tfd_half_normalHalf-Normal distribution with scale 'scale'
tfd_hidden_markov_modelHidden Markov model distribution
tfd_horseshoeHorseshoe distribution
tfd_independentIndependent distribution from batch of distributions
tfd_inverse_gammaInverseGamma distribution
tfd_inverse_gaussianInverse Gaussian distribution
tfd_johnson_s_uJohnson's SU-distribution.
tfd_joint_distribution_namedJoint distribution parameterized by named distribution-making...
tfd_joint_distribution_named_auto_batchedJoint distribution parameterized by named distribution-making...
tfd_joint_distribution_sequentialJoint distribution parameterized by distribution-making...
tfd_joint_distribution_sequential_auto_batchedJoint distribution parameterized by distribution-making...
tfd_kl_divergenceComputes the Kullback-Leibler divergence.
tfd_kumaraswamyKumaraswamy distribution
tfd_laplaceLaplace distribution with location 'loc' and 'scale'...
tfd_linear_gaussian_state_space_modelObservation distribution from a linear Gaussian state space...
tfd_lkjLKJ distribution on correlation matrices
tfd_log_cdfLog cumulative distribution function.
tfd_logisticLogistic distribution with location 'loc' and 'scale'...
tfd_logit_normalThe Logit-Normal distribution
tfd_log_logisticThe log-logistic distribution.
tfd_log_normalLog-normal distribution
tfd_log_probLog probability density/mass function.
tfd_log_survival_functionLog survival function.
tfd_meanMean.
tfd_mixtureMixture distribution
tfd_mixture_same_familyMixture (same-family) distribution
tfd_modeMode.
tfd_multinomialMultinomial distribution
tfd_multivariate_normal_diagMultivariate normal distribution on 'R^k'
tfd_multivariate_normal_diag_plus_low_rankMultivariate normal distribution on 'R^k'
tfd_multivariate_normal_full_covarianceMultivariate normal distribution on 'R^k'
tfd_multivariate_normal_linear_operatorThe multivariate normal distribution on 'R^k'
tfd_multivariate_normal_tri_lThe multivariate normal distribution on 'R^k'
tfd_multivariate_student_t_linear_operatorMultivariate Student's t-distribution on 'R^k'
tfd_negative_binomialNegativeBinomial distribution
tfd_normalNormal distribution with loc and scale parameters
tfd_one_hot_categoricalOneHotCategorical distribution
tfd_paretoPareto distribution
tfd_pertModified PERT distribution for modeling expert predictions.
tfd_pixel_cnnThe Pixel CNN++ distribution
tfd_plackett_lucePlackett-Luce distribution over permutations.
tfd_poissonPoisson distribution
tfd_poisson_log_normal_quadrature_compound'PoissonLogNormalQuadratureCompound' distribution
tfd_power_sphericalThe Power Spherical distribution over unit vectors on...
tfd_probProbability density/mass function.
tfd_probit_bernoulliProbitBernoulli distribution.
tfd_quantileQuantile function. Aka "inverse cdf" or "percent point...
tfd_quantizedDistribution representing the quantization 'Y = ceiling(X)'
tfd_relaxed_bernoulliRelaxedBernoulli distribution with temperature and logits...
tfd_relaxed_one_hot_categoricalRelaxedOneHotCategorical distribution with temperature and...
tfd_sampleGenerate samples of the specified shape.
tfd_sample_distributionSample distribution via independent draws.
tfd_sinh_arcsinhThe SinhArcsinh transformation of a distribution on (-inf,...
tfd_skellamSkellam distribution.
tfd_spherical_uniformThe uniform distribution over unit vectors on 'S^{n-1}'.
tfd_stddevStandard deviation.
tfd_student_tStudent's t-distribution
tfd_student_t_processMarginal distribution of a Student's T process at finitely...
tfd_survival_functionSurvival function.
tfd_transformed_distributionA Transformed Distribution
tfd_triangularTriangular distribution with 'low', 'high' and 'peak'...
tfd_truncated_cauchyThe Truncated Cauchy distribution.
tfd_truncated_normalTruncated Normal distribution
tfd_uniformUniform distribution with 'low' and 'high' parameters
tfd_varianceVariance.
tfd_variational_gaussian_processPosterior predictive of a variational Gaussian process
tfd_vector_deterministicVector Deterministic Distribution
tfd_vector_diffeomixtureVectorDiffeomixture distribution
tfd_vector_exponential_diagThe vectorization of the Exponential distribution on 'R^k'
tfd_vector_exponential_linear_operatorThe vectorization of the Exponential distribution on 'R^k'
tfd_vector_laplace_diagThe vectorization of the Laplace distribution on 'R^k'
tfd_vector_laplace_linear_operatorThe vectorization of the Laplace distribution on 'R^k'
tfd_vector_sinh_arcsinh_diagThe (diagonal) SinhArcsinh transformation of a distribution...
tfd_von_misesThe von Mises distribution over angles
tfd_von_mises_fisherThe von Mises-Fisher distribution over unit vectors on...
tfd_weibullThe Weibull distribution with 'concentration' and 'scale'...
tfd_wishartThe matrix Wishart distribution on positive definite matrices
tfd_wishart_linear_operatorThe matrix Wishart distribution on positive definite matrices
tfd_wishart_tri_lThe matrix Wishart distribution parameterized with Cholesky...
tfd_zipfZipf distribution
tfpHandle to the 'tensorflow_probability' module
tfp_versionTensorFlow Probability Version
vi_amari_alphaThe Amari-alpha Csiszar-function in log-space
vi_arithmetic_geometricThe Arithmetic-Geometric Csiszar-function in log-space
vi_chi_squareThe chi-square Csiszar-function in log-space
vi_csiszar_vimcoUse VIMCO to lower the variance of the gradient of...
vi_dual_csiszar_functionCalculates the dual Csiszar-function in log-space
vi_fit_surrogate_posteriorFit a surrogate posterior to a target (unnormalized) log...
vi_jeffreysThe Jeffreys Csiszar-function in log-space
vi_jensen_shannonThe Jensen-Shannon Csiszar-function in log-space
vi_kl_forwardThe forward Kullback-Leibler Csiszar-function in log-space
vi_kl_reverseThe reverse Kullback-Leibler Csiszar-function in log-space
vi_log1p_absThe log1p-abs Csiszar-function in log-space
vi_modified_ganThe Modified-GAN Csiszar-function in log-space
vi_monte_carlo_variational_lossMonte-Carlo approximation of an f-Divergence variational loss
vi_pearsonThe Pearson Csiszar-function in log-space
vi_squared_hellingerThe Squared-Hellinger Csiszar-function in log-space
vi_symmetrized_csiszar_functionSymmetrizes a Csiszar-function in log-space
vi_total_variationThe Total Variation Csiszar-function in log-space
vi_t_powerThe T-Power Csiszar-function in log-space
vi_triangularThe Triangular Csiszar-function in log-space
rstudio/tfprobability documentation built on Sept. 11, 2022, 4:32 a.m.