OneHotCategorical
Inherits From: Distribution
Defined in tensorflow/contrib/distributions/python/ops/onehot_categorical.py
.
OneHotCategorical distribution.
The categorical distribution is parameterized by the log-probabilities of a set of classes. The difference between OneHotCategorical and Categorical distributions is that OneHotCategorical is a discrete distribution over one-hot bit vectors whereas Categorical is a discrete distribution over positive integers. OneHotCategorical is equivalent to Categorical except Categorical has event_dim=() while OneHotCategorical has event_dim=K, where K is the number of classes.
This class provides methods to create indexed batches of OneHotCategorical distributions. If the provided logits
or probs
is rank 2 or higher, for every fixed set of leading dimensions, the last dimension represents one single OneHotCategorical distribution. When calling distribution functions (e.g. dist.prob(x)
), logits
and x
are broadcast to the same shape (if possible). In all cases, the last dimension of logits,x
represents single OneHotCategorical distributions.
Creates a 3-class distribution, with the 2nd class, the most likely to be drawn from.
p = [0.1, 0.5, 0.4] dist = OneHotCategorical(probs=p)
Creates a 3-class distribution, with the 2nd class the most likely to be drawn from, using logits.
logits = [-2, 2, 0] dist = OneHotCategorical(logits=logits)
Creates a 3-class distribution, with the 3rd class is most likely to be drawn.
# counts is a scalar. p = [0.1, 0.4, 0.5] dist = OneHotCategorical(probs=p) dist.prob([0,1,0]) # Shape [] # p will be broadcast to [[0.1, 0.4, 0.5], [0.1, 0.4, 0.5]] to match. samples = [[0,1,0], [1,0,0]] dist.prob(samples) # Shape [2]
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.
allow_nan_stats
: Python bool
.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.
batch_shape
: TensorShape
, possibly unknown.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_shape
: TensorShape
, possibly 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 distributions.FULLY_REPARAMETERIZED
or distributions.NOT_REPARAMETERIZED
.
An instance of ReparameterizationType
.
validate_args
Python bool
indicating possibly expensive checks are enabled.
__init__
__init__( logits=None, probs=None, dtype=tf.int32, validate_args=False, allow_nan_stats=True, name='OneHotCategorical' )
Initialize OneHotCategorical distributions using class log-probabilities.
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.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.
name
: name to give to the opbatch_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]
value
: float
or double
Tensor
.name
: Python str
prepended to names of ops created by this function.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.
**override_parameters_kwargs
: String/value dictionary of initialization arguments to override with new values.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.
name
: Python str
prepended to names of ops created by this function.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
.
other
: tf.distributions.Distribution
instance.name
: Python str
prepended to names of ops created by this function.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
.
name
: name to give to the opevent_shape
: Tensor
.is_scalar_batch
is_scalar_batch(name='is_scalar_batch')
Indicates that batch_shape == []
.
name
: Python str
prepended to names of ops created by this function.is_scalar_batch
: bool
scalar Tensor
.is_scalar_event
is_scalar_event(name='is_scalar_event')
Indicates that event_shape == []
.
name
: Python str
prepended to names of ops created by this function.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.
other
: tf.distributions.Distribution
instance.name
: Python str
prepended to names of ops created by this function.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
.
value
: float
or double
Tensor
.name
: Python str
prepended to names of ops created by this function.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.
value
: float
or double
Tensor
.name
: Python str
prepended to names of ops created by this function.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
.
value
: float
or double
Tensor
.name
: Python str
prepended to names of ops created by this function.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
param_shapes( cls, 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
.
sample_shape
: Tensor
or python list/tuple. Desired shape of a call to sample()
.name
: name to prepend ops with.dict
of parameter name to Tensor
shapes.
param_static_shapes
param_static_shapes( cls, 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.
sample_shape
: TensorShape
or python list/tuple. Desired shape of a call to sample()
.dict
of parameter name to TensorShape
.
ValueError
: if sample_shape
is a TensorShape
and is not fully defined.prob
prob( value, name='prob' )
Probability density/mass function.
value
: float
or double
Tensor
.name
: Python str
prepended to names of ops created by this function.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
value
: float
or double
Tensor
.name
: Python str
prepended to names of ops created by this function.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.
sample_shape
: 0D or 1D int32
Tensor
. Shape of the generated samples.seed
: Python integer seed for RNGname
: name to give to the op.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
.
name
: Python str
prepended to names of ops created by this function.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).
value
: float
or double
Tensor
.name
: Python str
prepended to names of ops created by this function.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
.
name
: Python str
prepended to names of ops created by this function.variance
: Floating-point Tensor
with shape identical to batch_shape + event_shape
, i.e., the same shape as self.mean()
.
© 2018 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/api_docs/python/tf/contrib/distributions/OneHotCategorical