tfp.substrates.jax.bijectors.KumaraswamyCDF

Compute Y = g(X) = (1 - X**a)**b, X in [0, 1].

Inherits From: AutoCompositeTensorBijector, Bijector

This bijector maps inputs from [0, 1] to [0, 1]. The inverse of the bijector applied to a uniform random variable X ~ U(0, 1) gives back a random variable with the Kumaraswamy distribution:

Y ~ Kumaraswamy(a, b)
pdf(y; a, b, 0 <= y <= 1) = a * b * y ** (a - 1) * (1 - y**a) ** (b - 1)

concentration1Python float scalar indicating the transform power, i.e., Y = g(X) = (1 - (1 - X)**(1 / b))**(1 / a) where a is concentration1.
concentration0Python float scalar indicating the transform power, i.e., Y = g(X) = (1 - (1 - X)**(1 / b))**(1 / a) where b is concentration0.
validate_argsPython bool indicating whether arguments should be checked for correctness.
namePython str name given to ops managed by this object.

concentration0The b in: Y = g(X) = (1 - (1 - X)**(1 / b))**(1 / a).
concentration1The a in: Y = g(X) = (1 - (1 - X)**(1 / b))**(1 / a).
dtype

forward_min_event_ndimsReturns 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_parentsReturns this Bijector's graph_parents as a Python list.
inverse_min_event_ndimsReturns 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_jacobianReturns true iff the Jacobian matrix is not a function of x.

nameReturns the string name of this Bijector.
parametersDictionary of parameters used to instantiate this Bijector.
trainable_variables

validate_argsReturns True if Tensor arguments will be validated.
variables

Methods

copy

View source

Creates a copy of the bijector.

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

Returns
bijectorA 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

View source

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

experimental_batch_shape_tensor

View source

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_ndimsOptional 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_ndimsOptional 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_tensorinteger Tensor batch shape of this bijector for a value with the given event rank.

experimental_compute_density_correction

View source

Density correction for this transformation wrt the tangent space, at x.

Subclasses of Bijector may call the most specific applicable method of TangentSpace, based on whether the transformation is dimension-preserving, coordinate-wise, a projection, or something more general. The backward-compatible assumption is that the transformation is dimension-preserving (goes from R^n to R^n).

Args
xTensor (structure). The point at which to calculate the density.
tangent_spaceTangentSpace or one of its subclasses. The tangent to the support manifold at x.
backward_compatbool specifying whether to assume that the Bijector is dimension-preserving.
**kwargsOptional keyword arguments forwarded to tangent space methods.

Returns
density_correctionTensor representing the density correction---in log space---under the transformation that this Bijector denotes.

Raises
TypeError if backward_compat is False but no method of TangentSpace has been called explicitly.

forward

View source

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

Args
xTensor (structure). The input to the 'forward' evaluation.
nameThe name to give this op.
**kwargsNamed arguments forwarded to subclass implementation.

Returns
Tensor (structure).

Raises
TypeErrorif self.dtype is specified and x.dtype is not self.dtype.
NotImplementedErrorif _forward is not implemented.

forward_dtype

View source

Returns the dtype returned by forward for the provided input.

forward_event_ndims

View source

Returns the number of event dimensions produced by forward.

Args
event_ndimsStructure 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.
**kwargsOptional keyword arguments forwarded to nested bijectors.

Returns
forward_event_ndimsStructure 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

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

Returns
forward_event_shape_tensorTensorShape (structure) 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_shapeTensor, int32 vector (structure) indicating event-portion shape passed into forward function.
namename to give to the op

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

forward_log_det_jacobian

View source

Returns both the forward_log_det_jacobian.

Args
xTensor (structure). The input to the 'forward' Jacobian determinant evaluation.
event_ndimsOptional 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).
nameThe name to give this op.
**kwargsNamed arguments forwarded to subclass implementation.

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

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

inverse

View source

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

Args
yTensor (structure). The input to the 'inverse' evaluation.
nameThe name to give this op.
**kwargsNamed 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
TypeErrorif y's structured dtype is incompatible with the expected output dtype.
NotImplementedErrorif _inverse is not implemented.

inverse_dtype

View source

Returns the dtype returned by inverse for the provided input.

inverse_event_ndims

View source

Returns the number of event dimensions produced by inverse.

Args
event_ndimsStructure 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.
**kwargsOptional keyword arguments forwarded to nested bijectors.

Returns
inverse_event_ndimsStructure 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

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

Returns
inverse_event_shape_tensorTensorShape (structure) 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_shapeTensor, int32 vector (structure) indicating event-portion shape passed into inverse function.
namename to give to the op

Returns
inverse_event_shape_tensorTensor, int32 vector (structure) 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
yTensor (structure). The input to the 'inverse' Jacobian determinant evaluation.
event_ndimsOptional 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).
nameThe name to give this op.
**kwargsNamed arguments forwarded to subclass implementation.

Returns
ildjTensor, 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
TypeErrorif x's dtype is incompatible with the expected inverse-dtype.
NotImplementedErrorif _inverse_log_det_jacobian is not implemented.
ValueErrorif the value of event_ndims is not valid for this bijector.

parameter_properties

View source

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

__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
valueA tfd.Distribution, tfb.Bijector, or a (structure of) Tensor.
namePython str name given to ops created by this function.
**kwargsAdditional keyword arguments passed into the created tfd.TransformedDistribution, tfb.Bijector, or self.forward.

Returns
compositionA 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

Return self==value.

__getitem__

View source

__iter__

View source