probability

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Is reparameterization not available for Mixture MultivariateNormalDiag using MixtureSameFamily?

1

Trying to sample from a mixture multivariate normal distribution using reparameterization trick, however errors return. ``` import tensorflow_probability as tfp tfd = tfp.distributions gm = tfd.MixtureSameFamily( mixture_distribution=tfd.Categorical( probs=[0.3, 0.7]), components_distribution=tfd.MultivariateNormalDiag(...

moonmoondog

Functionality for composite distributions

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I am trying to write up a TensorFlow distribution for the composite lognormal-Pareto model introduced here: https://www.tandfonline.com/doi/abs/10.1080/03461230601110447?journalCode=sact20 Is there a general recipe for writing up new distributions? In particular, I'm...

jtbuch

Sequential Model Save/Load Problems

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I have a Tensorflow 2.x model which is using the TF preprocessing layer (tf.keras.layers.DenseFeatures) and the distributional layer from TF probability (DistributionLambda) ```python def regression_deep1_proba2(preprocessing_layer, feature_layer_inputs, model_name='test_model'): model = tf.keras.Sequential([...

piotrlaczkowski

Implemention of Mean Method in distributions.Categorical

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## Proposition for correcting issue #685 Error with Implementation of Mean Method in distributions.Categorical > NotImplementedError: mean is not implemented: Categorical ```py import tensorflow_probability as tfp prob_dist = tfp.distributions.Categorical(probs=[1.0]) print(prob_dist.mean())...

PavanKishore21

Plans for a Hypergeometric distribution implementation?

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Hi All, Just wondering if there are any plans to introduce a (Hypergeometric distribution)[https://en.wikipedia.org/wiki/Hypergeometric_distribution] into TFP? Seems a slight hole in the otherwise comprehensive arsenal. I'd be happy to co-create.......

chrism0dwk

Feature addition: Backtracking Line Search for optimization

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NeelGhoshal

Update Learnable_Distributions_Zoo.ipynb

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Fixed a small typo in the spelling of multivariate

nipunbatra

VI: Discrete + Continuous RVs inference: gradient estimation ?

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```bash tensorflow==2.7.0 tensorflow-probability==0.14.1 ``` ## TLDR To perform VI on discrete RVs, should I use: - A- the REINFORCE gradient estimator - B- the Gumbel-Softmax reparametrization - C- another solution...

LouisRouillard

Generalized Pareto Supported Below `loc`?

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Relatively new to TF/TFP so perhaps there is some obvious answer here. The pdf for the Generalized Pareto is typically defined as having support for `x >= loc` for `shape...

rjskene

[Jit compile error] unsupported operation: MatrixDeterminant

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While testing different momentum distributions for the `PreconditionedHamiltonianMonteCarlo` kernel, it appeared that it is impossible to run with XLA a chain with the momentum distribution `MultivariateNormalDiagPlusLowRank`. Here is a simple...

anvvalade