Categorical distribution.
Inherits From: Distribution
tf.compat.v1.distributions.Categorical( logits=None, probs=None, dtype=tf.dtypes.int32, validate_args=False, allow_nan_stats=True, name='Categorical' )
The Categorical distribution is parameterized by either probabilities or log-probabilities of a set of K
classes. It is defined over the integers {0, 1, ..., K}
.
The Categorical distribution is closely related to the OneHotCategorical
and Multinomial
distributions. The Categorical distribution can be intuited as generating samples according to argmax{ OneHotCategorical(probs) }
itself being identical to argmax{ Multinomial(probs, total_count=1) }
.
The probability mass function (pmf) is,
pmf(k; pi) = prod_j pi_j**[k == j]
The number of classes, K
, must not exceed:
self.dtype
, i.e., 2**(mantissa_bits+1)
(IEEE 754),Tensor
index, i.e., 2**31-1
.In other words,
K <= min(2**31-1, { tf.float16: 2**11, tf.float32: 2**24, tf.float64: 2**53 }[param.dtype])
Note: This condition is validated only when self.validate_args = True
.
Creates a 3-class distribution with the 2nd class being most likely.
dist = Categorical(probs=[0.1, 0.5, 0.4]) n = 1e4 empirical_prob = tf.cast( tf.histogram_fixed_width( dist.sample(int(n)), [0., 2], nbins=3), dtype=tf.float32) / n # ==> array([ 0.1005, 0.5037, 0.3958], dtype=float32)
Creates a 3-class distribution with the 2nd class being most likely. Parameterized by logits rather than probabilities.
dist = Categorical(logits=np.log([0.1, 0.5, 0.4]) n = 1e4 empirical_prob = tf.cast( tf.histogram_fixed_width( dist.sample(int(n)), [0., 2], nbins=3), dtype=tf.float32) / n # ==> array([0.1045, 0.5047, 0.3908], dtype=float32)
Creates a 3-class distribution with the 3rd class being most likely. The distribution functions can be evaluated on counts.
# counts is a scalar. p = [0.1, 0.4, 0.5] dist = Categorical(probs=p) dist.prob(0) # Shape [] # p will be broadcast to [[0.1, 0.4, 0.5], [0.1, 0.4, 0.5]] to match counts. counts = [1, 0] dist.prob(counts) # Shape [2] # p will be broadcast to shape [3, 5, 7, 3] to match counts. counts = [[...]] # Shape [5, 7, 3] dist.prob(counts) # Shape [5, 7, 3]
Args | |
---|---|
logits | An N-D Tensor , N >= 1 , representing the log probabilities of a set of Categorical distributions. The first N - 1 dimensions index into a batch of independent distributions and the last dimension represents a vector of logits for each class. Only one of logits or probs should be passed in. |
probs | An N-D Tensor , N >= 1 , representing the probabilities of a set of Categorical distributions. The first N - 1 dimensions index into a batch of independent distributions and the last dimension represents a vector of probabilities for each class. Only one of logits or probs should be passed in. |
dtype | The type of the event samples (default: int32). |
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. |
allow_nan_stats | Python bool , 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 | Python str name prefixed to Ops created by this class. |
Attributes | |
---|---|
allow_nan_stats | Python bool describing behavior when a stat is undefined. Stats return +/- infinity when it makes sense. E.g., the variance of a Cauchy distribution is infinity. However, sometimes the statistic is undefined, e.g., if a distribution's pdf does not achieve a maximum within the support of the distribution, the mode is undefined. If the mean is undefined, then by definition the variance is undefined. E.g. the mean for Student's T for df = 1 is undefined (no clear way to say it is either + or - infinity), so the variance = E[(X - mean)**2] is also undefined. |
batch_shape | Shape of a single sample from a single event index as a TensorShape . May be partially defined or unknown. The batch dimensions are indexes into independent, non-identical parameterizations of this distribution. |
dtype | The DType of Tensor s handled by this Distribution . |
event_shape | Shape of a single sample from a single batch as a TensorShape . May be partially defined or unknown. |
event_size | Scalar int32 tensor: the number of classes. |
logits | Vector of coordinatewise logits. |
name | Name prepended to all ops created by this Distribution . |
parameters | Dictionary of parameters used to instantiate this Distribution . |
probs | Vector of coordinatewise probabilities. |
reparameterization_type | Describes how samples from the distribution are reparameterized. Currently this is one of the static instances |
validate_args | Python bool indicating possibly expensive checks are enabled. |
batch_shape_tensor
batch_shape_tensor( name='batch_shape_tensor' )
Shape of a single sample from a single event index as a 1-D Tensor
.
The batch dimensions are indexes into independent, non-identical parameterizations of this distribution.
Args | |
---|---|
name | name to give to the op |
Returns | |
---|---|
batch_shape | Tensor . |
cdf
cdf( value, name='cdf' )
Cumulative distribution function.
Given random variable X
, the cumulative distribution function cdf
is:
cdf(x) := P[X <= x]
Args | |
---|---|
value | float or double Tensor . |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
cdf | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype . |
copy
copy( **override_parameters_kwargs )
Creates a deep copy of the distribution.
Note: the copy distribution may continue to depend on the original initialization arguments.
Args | |
---|---|
**override_parameters_kwargs | String/value dictionary of initialization arguments to override with new values. |
Returns | |
---|---|
distribution | A new instance of type(self) initialized from the union of self.parameters and override_parameters_kwargs, i.e., dict(self.parameters, **override_parameters_kwargs) . |
covariance
covariance( name='covariance' )
Covariance.
Covariance is (possibly) defined only for non-scalar-event distributions.
For example, for a length-k
, vector-valued distribution, it is calculated as,
Cov[i, j] = Covariance(X_i, X_j) = E[(X_i - E[X_i]) (X_j - E[X_j])]
where Cov
is a (batch of) k x k
matrix, 0 <= (i, j) < k
, and E
denotes expectation.
Alternatively, for non-vector, multivariate distributions (e.g., matrix-valued, Wishart), Covariance
shall return a (batch of) matrices under some vectorization of the events, i.e.,
Cov[i, j] = Covariance(Vec(X)_i, Vec(X)_j) = [as above]
where Cov
is a (batch of) k' x k'
matrices, 0 <= (i, j) < k' = reduce_prod(event_shape)
, and Vec
is some function mapping indices of this distribution's event dimensions to indices of a length-k'
vector.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
covariance | Floating-point Tensor with shape [B1, ..., Bn, k', k'] where the first n dimensions are batch coordinates and k' = reduce_prod(self.event_shape) . |
cross_entropy
cross_entropy( other, name='cross_entropy' )
Computes the (Shannon) cross entropy.
Denote this distribution (self
) by P
and the other
distribution by Q
. Assuming P, Q
are absolutely continuous with respect to one another and permit densities p(x) dr(x)
and q(x) dr(x)
, (Shanon) cross entropy is defined as:
H[P, Q] = E_p[-log q(X)] = -int_F p(x) log q(x) dr(x)
where F
denotes the support of the random variable X ~ P
.
Args | |
---|---|
other | tfp.distributions.Distribution instance. |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
cross_entropy | self.dtype Tensor with shape [B1, ..., Bn] representing n different calculations of (Shanon) cross entropy. |
entropy
entropy( name='entropy' )
Shannon entropy in nats.
event_shape_tensor
event_shape_tensor( name='event_shape_tensor' )
Shape of a single sample from a single batch as a 1-D int32 Tensor
.
Args | |
---|---|
name | name to give to the op |
Returns | |
---|---|
event_shape | Tensor . |
is_scalar_batch
is_scalar_batch( name='is_scalar_batch' )
Indicates that batch_shape == []
.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
is_scalar_batch | bool scalar Tensor . |
is_scalar_event
is_scalar_event( name='is_scalar_event' )
Indicates that event_shape == []
.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
is_scalar_event | bool scalar Tensor . |
kl_divergence
kl_divergence( other, name='kl_divergence' )
Computes the Kullback--Leibler divergence.
Denote this distribution (self
) by p
and the other
distribution by q
. Assuming p, q
are absolutely continuous with respect to reference measure r
, the KL divergence is defined as:
KL[p, q] = E_p[log(p(X)/q(X))] = -int_F p(x) log q(x) dr(x) + int_F p(x) log p(x) dr(x) = H[p, q] - H[p]
where F
denotes the support of the random variable X ~ p
, H[., .]
denotes (Shanon) cross entropy, and H[.]
denotes (Shanon) entropy.
Args | |
---|---|
other | tfp.distributions.Distribution instance. |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
kl_divergence | self.dtype Tensor with shape [B1, ..., Bn] representing n different calculations of the Kullback-Leibler divergence. |
log_cdf
log_cdf( value, name='log_cdf' )
Log cumulative distribution function.
Given random variable X
, the cumulative distribution function cdf
is:
log_cdf(x) := Log[ P[X <= x] ]
Often, a numerical approximation can be used for log_cdf(x)
that yields a more accurate answer than simply taking the logarithm of the cdf
when x << -1
.
Args | |
---|---|
value | float or double Tensor . |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
logcdf | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype . |
log_prob
log_prob( value, name='log_prob' )
Log probability density/mass function.
Args | |
---|---|
value | float or double Tensor . |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
log_prob | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype . |
log_survival_function
log_survival_function( value, name='log_survival_function' )
Log survival function.
Given random variable X
, the survival function is defined:
log_survival_function(x) = Log[ P[X > x] ] = Log[ 1 - P[X <= x] ] = Log[ 1 - cdf(x) ]
Typically, different numerical approximations can be used for the log survival function, which are more accurate than 1 - cdf(x)
when x >> 1
.
Args | |
---|---|
value | float or double Tensor . |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype . |
mean
mean( name='mean' )
Mean.
mode
mode( name='mode' )
Mode.
param_shapes
@classmethod param_shapes( sample_shape, name='DistributionParamShapes' )
Shapes of parameters given the desired shape of a call to sample()
.
This is a class method that describes what key/value arguments are required to instantiate the given Distribution
so that a particular shape is returned for that instance's call to sample()
.
Subclasses should override class method _param_shapes
.
Args | |
---|---|
sample_shape | Tensor or python list/tuple. Desired shape of a call to sample() . |
name | name to prepend ops with. |
Returns | |
---|---|
dict of parameter name to Tensor shapes. |
param_static_shapes
@classmethod param_static_shapes( sample_shape )
param_shapes with static (i.e. TensorShape
) shapes.
This is a class method that describes what key/value arguments are required to instantiate the given Distribution
so that a particular shape is returned for that instance's call to sample()
. Assumes that the sample's shape is known statically.
Subclasses should override class method _param_shapes
to return constant-valued tensors when constant values are fed.
Args | |
---|---|
sample_shape | TensorShape or python list/tuple. Desired shape of a call to sample() . |
Returns | |
---|---|
dict of parameter name to TensorShape . |
Raises | |
---|---|
ValueError | if sample_shape is a TensorShape and is not fully defined. |
prob
prob( value, name='prob' )
Probability density/mass function.
Args | |
---|---|
value | float or double Tensor . |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
prob | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype . |
quantile
quantile( value, name='quantile' )
Quantile function. Aka "inverse cdf" or "percent point function".
Given random variable X
and p in [0, 1]
, the quantile
is:
quantile(p) := x such that P[X <= x] == p
Args | |
---|---|
value | float or double Tensor . |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
quantile | a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype . |
sample
sample( sample_shape=(), seed=None, name='sample' )
Generate samples of the specified shape.
Note that a call to sample()
without arguments will generate a single sample.
Args | |
---|---|
sample_shape | 0D or 1D int32 Tensor . Shape of the generated samples. |
seed | Python integer seed for RNG |
name | name to give to the op. |
Returns | |
---|---|
samples | a Tensor with prepended dimensions sample_shape . |
stddev
stddev( name='stddev' )
Standard deviation.
Standard deviation is defined as,
stddev = E[(X - E[X])**2]**0.5
where X
is the random variable associated with this distribution, E
denotes expectation, and stddev.shape = batch_shape + event_shape
.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
stddev | Floating-point Tensor with shape identical to batch_shape + event_shape , i.e., the same shape as self.mean() . |
survival_function
survival_function( value, name='survival_function' )
Survival function.
Given random variable X
, the survival function is defined:
survival_function(x) = P[X > x] = 1 - P[X <= x] = 1 - cdf(x).
Args | |
---|---|
value | float or double Tensor . |
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype . |
variance
variance( name='variance' )
Variance.
Variance is defined as,
Var = E[(X - E[X])**2]
where X
is the random variable associated with this distribution, E
denotes expectation, and Var.shape = batch_shape + event_shape
.
Args | |
---|---|
name | Python str prepended to names of ops created by this function. |
Returns | |
---|---|
variance | Floating-point Tensor with shape identical to batch_shape + event_shape , i.e., the same shape as self.mean() . |
© 2020 The TensorFlow Authors. All rights reserved.
Licensed under the Creative Commons Attribution License 3.0.
Code samples licensed under the Apache 2.0 License.
https://www.tensorflow.org/versions/r2.4/api_docs/python/tf/compat/v1/distributions/Categorical