tensorflow_probability/python/distributions/poisson_lognormal.py
def quadrature_scheme_lognormal_quantiles(
    loc, scale, quadrature_size,
    validate_args=False, name=None):
  """Use LogNormal quantiles to form quadrature on positive-reals.

  Args:
    loc: `float`-like (batch of) scalar `Tensor`; the location parameter of
      the LogNormal prior.
    scale: `float`-like (batch of) scalar `Tensor`; the scale parameter of
      the LogNormal prior.
    quadrature_size: Python `int` scalar representing the number of quadrature
      points.
    validate_args: Python `bool`, default `False`. When `True` distribution
      parameters are checked for validity despite possibly degrading runtime
      performance. When `False` invalid inputs may silently render incorrect
      outputs.
    name: Python `str` name prefixed to Ops created by this class.

  Returns:
    grid: (Batch of) length-`quadrature_size` vectors representing the
      `log_rate` parameters of a `Poisson`.
    probs: (Batch of) length-`quadrature_size` vectors representing the
      weight associate with each `grid` value.
  """
  with tf.name_scope(name or "quadrature_scheme_lognormal_quantiles"):
    # Create a LogNormal distribution.
    dist = transformed_distribution.TransformedDistribution(
        distribution=normal.Normal(loc=loc, scale=scale),
        bijector=exp_bijector.Exp(),
        validate_args=validate_args)
    batch_ndims = tensorshape_util.rank(dist.batch_shape)
    if batch_ndims is None:
      batch_ndims = tf.shape(input=dist.batch_shape_tensor())[0]

    def _compute_quantiles():
      """Helper to build quantiles."""
      # Omit {0, 1} since they might lead to Inf/NaN.
      zero = tf.zeros([], dtype=dist.dtype)
      edges = tf.linspace(zero, 1., quadrature_size + 3)[1:-1]
      # Expand edges so its broadcast across batch dims.
      edges = tf.reshape(
          edges,
          shape=tf.concat(
              [[-1], tf.ones([batch_ndims], dtype=tf.int32)], axis=0))
      quantiles = dist.quantile(edges)
      # Cyclically permute left by one.
      perm = tf.concat([tf.range(1, 1 + batch_ndims), [0]], axis=0)
      quantiles = tf.transpose(a=quantiles, perm=perm)
      return quantiles
    quantiles = _compute_quantiles()

    # Compute grid as quantile midpoints.
    grid = (quantiles[..., :-1] + quantiles[..., 1:]) / 2.
    # Set shape hints.
    new_shape = tensorshape_util.concatenate(dist.batch_shape,
                                             [quadrature_size])
    tensorshape_util.set_shape(grid, new_shape)

    # By construction probs is constant, i.e., `1 / quadrature_size`. This is
    # important, because non-constant probs leads to non-reparameterizable
    # samples.
    probs = tf.fill(
        dims=[quadrature_size], value=1. / tf.cast(quadrature_size, dist.dtype))

    return grid, probs
def quadrature_scheme_lognormal_quantiles(
    loc, scale, quadrature_size,
    validate_args=False, name=None):
  with tf.name_scope(name or "quadrature_scheme_lognormal_quantiles"):
    # Create a LogNormal distribution.
    dist = transformed_distribution.TransformedDistribution(
        distribution=normal.Normal(loc=loc, scale=scale),
        bijector=exp_bijector.Exp(),
        validate_args=validate_args)
    batch_ndims = tensorshape_util.rank(dist.batch_shape)
    if batch_ndims is None:
      batch_ndims = tf.shape(input=dist.batch_shape_tensor())[0]

    def _compute_quantiles():
      """Helper to build quantiles."""
      # Omit {0, 1} since they might lead to Inf/NaN.
      zero = tf.zeros([], dtype=dist.dtype)
      edges = tf.linspace(zero, 1., quadrature_size + 3)[1:-1]
      # Expand edges so its broadcast across batch dims.
      edges = tf.reshape(
          edges,
          shape=tf.concat(
              [[-1], tf.ones([batch_ndims], dtype=tf.int32)], axis=0))
      quantiles = dist.quantile(edges)
      # Cyclically permute left by one.
      perm = tf.concat([tf.range(1, 1 + batch_ndims), [0]], axis=0)
      quantiles = tf.transpose(a=quantiles, perm=perm)
      return quantiles
    quantiles = _compute_quantiles()

    # Compute grid as quantile midpoints.
    grid = (quantiles[..., :-1] + quantiles[..., 1:]) / 2.
    # Set shape hints.
    new_shape = tensorshape_util.concatenate(dist.batch_shape,
                                             [quadrature_size])
    tensorshape_util.set_shape(grid, new_shape)

    # By construction probs is constant, i.e., `1 / quadrature_size`. This is
    # important, because non-constant probs leads to non-reparameterizable
    # samples.
    probs = tf.fill(
        dims=[quadrature_size], value=1. / tf.cast(quadrature_size, dist.dtype))

    return grid, probs
def quadrature_scheme_lognormal_quantiles ( loc , scale , quadrature_size , validate_args = False , name = None ) : with tf . name_scope ( name or "quadrature_scheme_lognormal_quantiles" ) : # Create a LogNormal distribution. dist = transformed_distribution . TransformedDistribution ( distribution = normal . Normal ( loc = loc , scale = scale ) , bijector = exp_bijector . Exp ( ) , validate_args = validate_args ) batch_ndims = tensorshape_util . rank ( dist . batch_shape ) if batch_ndims is None : batch_ndims = tf . shape ( input = dist . batch_shape_tensor ( ) ) [ 0 ] def _compute_quantiles ( ) : """Helper to build quantiles.""" # Omit {0, 1} since they might lead to Inf/NaN. zero = tf . zeros ( [ ] , dtype = dist . dtype ) edges = tf . linspace ( zero , 1. , quadrature_size + 3 ) [ 1 : - 1 ] # Expand edges so its broadcast across batch dims. edges = tf . reshape ( edges , shape = tf . concat ( [ [ - 1 ] , tf . ones ( [ batch_ndims ] , dtype = tf . int32 ) ] , axis = 0 ) ) quantiles = dist . quantile ( edges ) # Cyclically permute left by one. perm = tf . concat ( [ tf . range ( 1 , 1 + batch_ndims ) , [ 0 ] ] , axis = 0 ) quantiles = tf . transpose ( a = quantiles , perm = perm ) return quantiles quantiles = _compute_quantiles ( ) # Compute grid as quantile midpoints. grid = ( quantiles [ ... , : - 1 ] + quantiles [ ... , 1 : ] ) / 2. # Set shape hints. new_shape = tensorshape_util . concatenate ( dist . batch_shape , [ quadrature_size ] ) tensorshape_util . set_shape ( grid , new_shape ) # By construction probs is constant, i.e., `1 / quadrature_size`. This is # important, because non-constant probs leads to non-reparameterizable # samples. probs = tf . fill ( dims = [ quadrature_size ] , value = 1. / tf . cast ( quadrature_size , dist . dtype ) ) return grid , probs
Use LogNormal quantiles to form quadrature on positive-reals.

  Args:
    loc: `float`-like (batch of) scalar `Tensor`; the location parameter of
      the LogNormal prior.
    scale: `float`-like (batch of) scalar `Tensor`; the scale parameter of
      the LogNormal prior.
    quadrature_size: Python `int` scalar representing the number of quadrature
      points.
    validate_args: Python `bool`, default `False`. When `True` distribution
      parameters are checked for validity despite possibly degrading runtime
      performance. When `False` invalid inputs may silently render incorrect
      outputs.
    name: Python `str` name prefixed to Ops created by this class.

  Returns:
    grid: (Batch of) length-`quadrature_size` vectors representing the
      `log_rate` parameters of a `Poisson`.
    probs: (Batch of) length-`quadrature_size` vectors representing the
      weight associate with each `grid` value.
Use LogNormal quantiles to form quadrature on positive - reals .