tfd_plackett_luce: Plackett-Luce distribution over permutations.

In rstudio/tfprobability: Interface to 'TensorFlow Probability'

Plackett-Luce distribution over permutations.

Description

The Plackett-Luce distribution is defined over permutations of fixed length. It is parameterized by a positive score vector of same length. This class provides methods to create indexed batches of PlackettLuce distributions. If the provided scores is rank 2 or higher, for every fixed set of leading dimensions, the last dimension represents one single PlackettLuce distribution. When calling distribution functions (e.g. dist.log_prob(x)), scores and x are broadcast to the same shape (if possible). In all cases, the last dimension of scores, x represents single PlackettLuce distributions.

Usage

tfd_plackett_luce(
  scores,
  dtype = tf$int32,
  validate_args = FALSE,
  allow_nan_stats = FALSE,
  name = "PlackettLuce"
)

Arguments

scores	An N-D Tensor, N >= 1, representing the scores of a set of elements to be permuted. The first N - 1 dimensions index into a batch of independent distributions and the last dimension represents a vector of scores for the elements.
dtype	The type of the event samples (default: int32).
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 Plackett-Luce is a distribution over permutation vectors p of length k where the permutation p is an arbitrary ordering of k indices {0, 1, ..., k-1}.

The probability mass function (pmf) is,

pmf(p; s) = prod_i s_{p_i} / (Z - Z_i)
Z = sum_{j=0}^{k-1} s_j
Z_i = sum_{j=0}^{i-1} s_{p_j} for i>0 and 0 for i=0

where scores = s = [s_0, ..., s_{k-1}], s_i >= 0.

Samples from Plackett-Luce distribution are generated sequentially as follows.

Initialize normalization `N_0 = Z`
For `i` in `{0, 1, ..., k-1}`
  1. Sample i-th element of permutation
     `p_i ~ Categorical(probs=[s_0/N_i, ..., s_{k-1}/N_i])`
  2. Update normalization
     `N_{i+1} = N_i-s_{p_i}`
  3. Mask out sampled index for subsequent rounds
     `s_{p_i} = 0`
Return p

Alternately, an equivalent way to sample from this distribution is to sort Gumbel perturbed log-scores (Aditya et al. 2019)

p = argsort(log s + g) ~ PlackettLuce(s)
g = [g_0, ..., g_{k-1}], g_i~ Gumbel(0, 1)

Value

a distribution instance.

References

• Aditya Grover, Eric Wang, Aaron Zweig, Stefano Ermon. Stochastic Optimization of Sorting Networks via Continuous Relaxations. ICLR 2019.

See Also

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

rstudio/tfprobability documentation built on Sept. 11, 2022, 4:32 a.m.