def testUniformUniformKLFinite(self):
batch_size = 6
a_low = -1.0 * np.arange(1, batch_size + 1)
a_high = np.array([1.0] * batch_size)
b_low = -2.0 * np.arange(1, batch_size + 1)
b_high = np.array([2.0] * batch_size)
a = tfd.Uniform(low=a_low, high=a_high, validate_args=True)
b = tfd.Uniform(low=b_low, high=b_high, validate_args=True)
true_kl = np.log(b_high - b_low) - np.log(a_high - a_low)
kl = tfd.kl_divergence(a, b)
# This is essentially an approximated integral from the direct definition
# of KL divergence.
x = a.sample(int(1e4), seed=test_util.test_seed())
kl_sample = tf.reduce_mean(a.log_prob(x) - b.log_prob(x), axis=0)
kl_, kl_sample_ = self.evaluate([kl, kl_sample])
self.assertAllClose(true_kl, kl_, atol=2e-15)
self.assertAllClose(true_kl, kl_sample_, atol=0.0, rtol=1e-1)
zero_kl = tfd.kl_divergence(a, a)
true_zero_kl_, zero_kl_ = self.evaluate(
[tf.zeros_like(true_kl), zero_kl])
self.assertAllEqual(true_zero_kl_, zero_kl_)
def testUniformAssertMaxGtMin(self):
a_v = np.array([1.0, 1.0, 1.0], dtype=np.float32)
b_v = np.array([1.0, 2.0, 3.0], dtype=np.float32)
with self.assertRaisesOpError('not defined when `low` >= `high`'):
uniform = tfd.Uniform(low=a_v, high=b_v, validate_args=True)
self.evaluate(uniform.mean())
def _testUniformSampleMultiDimensional(self):
# DISABLED: Please enable this test once b/issues/30149644 is resolved.
batch_size = 2
a_v = [3.0, 22.0]
b_v = [13.0, 35.0]
a = tf.constant([a_v] * batch_size)
b = tf.constant([b_v] * batch_size)
uniform = tfd.Uniform(low=a, high=b, validate_args=True)
n_v = 100000
n = tf.constant(n_v)
samples = uniform.sample(n, seed=test_util.test_seed())
self.assertEqual(samples.shape, (n_v, batch_size, 2))
sample_values = self.evaluate(samples)
self.assertFalse(
np.any(sample_values[:, 0, 0] < a_v[0])
or np.any(sample_values[:, 0, 0] >= b_v[0]))
self.assertFalse(
np.any(sample_values[:, 0, 1] < a_v[1])
or np.any(sample_values[:, 0, 1] >= b_v[1]))
self.assertAllClose(sample_values[:, 0, 0].mean(),
(a_v[0] + b_v[0]) / 2,
atol=1e-2)
self.assertAllClose(sample_values[:, 0, 1].mean(),
(a_v[1] + b_v[1]) / 2,
atol=1e-2)
def make_dataset(self, n, d, link, offset=None, scale=1.):
seed = tfd.SeedStream(seed=213356351,
salt='tfp.glm.fisher_scoring_test')
model_coefficients = tfd.Uniform(low=np.array(-0.5, self.dtype),
high=np.array(0.5,
self.dtype)).sample(
d, seed=seed())
radius = np.sqrt(2.)
model_coefficients *= radius / tf.linalg.norm(
tensor=model_coefficients)
model_matrix = tfd.Normal(loc=np.array(0, self.dtype),
scale=np.array(1, self.dtype)).sample(
[n, d], seed=seed())
scale = tf.convert_to_tensor(value=scale, dtype=self.dtype)
linear_response = tf.tensordot(model_matrix,
model_coefficients,
axes=[[1], [0]])
if offset is not None:
linear_response += offset
if link == 'linear':
response = tfd.Normal(loc=linear_response,
scale=scale).sample(seed=seed())
elif link == 'probit':
response = tf.cast(
tfd.Normal(loc=linear_response,
scale=scale).sample(seed=seed()) > 0, self.dtype)
elif link == 'logit':
response = tfd.Bernoulli(logits=linear_response).sample(
seed=seed())
else:
raise ValueError('unrecognized true link: {}'.format(link))
return model_matrix, response, model_coefficients, linear_response
def testUniformRange(self):
a = 3.0
b = 10.0
uniform = tfd.Uniform(low=a, high=b, validate_args=True)
self.assertAllClose(a, self.evaluate(uniform.low))
self.assertAllClose(b, self.evaluate(uniform.high))
self.assertAllClose(b - a, self.evaluate(uniform.range()))
def testAssertValidSample(self):
dist = tfd.Uniform(low=2., high=5., validate_args=True)
with self.assertRaisesOpError(
'must be greater than or equal to `low`'):
self.evaluate(dist.cdf([2.3, 1.7, 4.]))
with self.assertRaisesOpError('must be less than or equal to `high`'):
self.evaluate(dist.survival_function([2.3, 5.2, 4.]))
def testUniformEntropy(self):
a_v = np.array([1.0, 1.0, 1.0])
b_v = np.array([[1.5, 2.0, 3.0]])
uniform = tfd.Uniform(low=a_v, high=b_v, validate_args=True)
expected_entropy = np.log(b_v - a_v)
self.assertAllClose(expected_entropy, self.evaluate(uniform.entropy()))
def test_multipart_bijector(self):
seed_stream = test_util.test_seed_stream()
prior = tfd.JointDistributionSequential([
tfd.Gamma(1., 1.),
lambda scale: tfd.Uniform(0., scale),
lambda concentration: tfd.CholeskyLKJ(4, concentration),
], validate_args=True)
likelihood = lambda corr: tfd.MultivariateNormalTriL(scale_tril=corr)
obs = self.evaluate(
likelihood(
prior.sample(seed=seed_stream())[-1]).sample(seed=seed_stream()))
bij = prior.experimental_default_event_space_bijector()
def target_log_prob(scale, conc, corr):
return prior.log_prob(scale, conc, corr) + likelihood(corr).log_prob(obs)
kernel = tfp.mcmc.HamiltonianMonteCarlo(target_log_prob,
num_leapfrog_steps=3, step_size=.5)
kernel = tfp.mcmc.TransformedTransitionKernel(kernel, bij)
init = self.evaluate(
tuple(tf.random.uniform(s, -2., 2., seed=seed_stream())
for s in bij.inverse_event_shape(prior.event_shape)))
state = bij.forward(init)
kr = kernel.bootstrap_results(state)
next_state, next_kr = kernel.one_step(state, kr, seed=seed_stream())
self.evaluate((state, kr, next_state, next_kr))
expected = (target_log_prob(*state) -
bij.inverse_log_det_jacobian(state, [0, 0, 2]))
actual = kernel._inner_kernel.target_log_prob_fn(*init) # pylint: disable=protected-access
self.assertAllClose(expected, actual)
def testUniformBroadcasting(self):
a = 10.0
b = [11.0, 20.0]
uniform = tfd.Uniform(a, b, validate_args=False)
pdf = uniform.prob([[10.5, 11.5], [9.0, 19.0], [10.5, 21.0]])
expected_pdf = np.array([[1.0, 0.1], [0.0, 0.1], [1.0, 0.0]])
self.assertAllClose(expected_pdf, self.evaluate(pdf))
def testModifiedVariableAssertionSingleVar(self):
low = tf.Variable(0.)
high = 1.
self.evaluate(low.initializer)
uniform = tfd.Uniform(low=low, high=high, validate_args=True)
with self.assertRaisesOpError('not defined when `low` >= `high`'):
with tf.control_dependencies([low.assign(2.)]):
self.evaluate(uniform.mean())
def testModifiedVariableAssertion(self):
low = tf.Variable(0.)
high = tf.Variable(1.)
self.evaluate([low.initializer, high.initializer])
uniform = tfd.Uniform(low=low, high=high, validate_args=True)
with self.assertRaisesOpError('not defined when low >= high'):
with tf.control_dependencies([low.assign(2.)]):
self.evaluate(uniform.mean())
def testFullyReparameterized(self):
a = tf.constant(0.1)
b = tf.constant(0.8)
_, [grad_a, grad_b] = tfp.math.value_and_gradient(
lambda a_, b_: ( # pylint: disable=g-long-lambda
tfd.Uniform(a_, b_).sample(100, seed=test_util.test_seed())),
[a, b])
self.assertIsNotNone(grad_a)
self.assertIsNotNone(grad_b)
def testUniformShape(self):
a = tf.constant([-3.0] * 5)
b = tf.constant(11.0)
uniform = tfd.Uniform(low=a, high=b, validate_args=True)
self.assertEqual(self.evaluate(uniform.batch_shape_tensor()), (5, ))
self.assertEqual(uniform.batch_shape, tf.TensorShape([5]))
self.assertAllEqual(self.evaluate(uniform.event_shape_tensor()), [])
self.assertEqual(uniform.event_shape, tf.TensorShape([]))
def testUniformQuantile(self):
low = tf.reshape(tf.linspace(0., 1., 6), [2, 1, 3])
high = tf.reshape(tf.linspace(1.5, 2.5, 6), [1, 2, 3])
uniform = tfd.Uniform(low=low, high=high, validate_args=True)
expected_quantiles = tf.reshape(tf.linspace(1.01, 1.49, 24), [2, 2, 2, 3])
cumulative_densities = uniform.cdf(expected_quantiles)
actual_quantiles = uniform.quantile(cumulative_densities)
self.assertAllClose(self.evaluate(expected_quantiles),
self.evaluate(actual_quantiles))
def testSupportBijectorOutsideRange(self):
low = np.array([1., 2., 3., -5.])
high = np.array([6., 7., 6., 1.])
dist = tfd.Uniform(low=low, high=high, validate_args=False)
eps = 1e-6
x = np.array([1. - eps, 1.5, 6. + eps, -5. - eps])
bijector_inverse_x = dist.experimental_default_event_space_bijector(
).inverse(x)
self.assertAllNan(self.evaluate(bijector_inverse_x))
def testReproducible(self):
u = dtc._TensorCoercible(tfd.Uniform(low=-100., high=100),
tfd.Distribution.sample)
# Small scale means only the mean really matters.
x = tfd.Normal(loc=u, scale=0.0001)
[u_, x1_, x2_] = self.evaluate([
tf.convert_to_tensor(x.loc), x.sample(), x.sample()])
self.assertNear(u_, x1_, err=0.01)
self.assertNear(u_, x2_, err=0.01)
def testUniformPDFWithScalarEndpoint(self):
a = tf.constant([0.0, 5.0])
b = tf.constant(10.0)
uniform = tfd.Uniform(low=a, high=b, validate_args=True)
x = np.array([0.0, 8.0], dtype=np.float32)
expected_pdf = np.array([1.0 / (10.0 - 0.0), 1.0 / (10.0 - 5.0)])
pdf = uniform.prob(x)
self.assertAllClose(expected_pdf, self.evaluate(pdf))
def test_docstring_shapes(self):
d = tfd.BatchBroadcast(tfd.Normal(tf.range(3.), 1.), [2, 3])
self.assertEqual([2, 3], d.batch_shape)
self.assertEqual([3], d.distribution.batch_shape)
self.assertEqual([], d.event_shape)
df = tfd.Uniform(4., 5.).sample([10, 1], seed=test_util.test_seed())
d = tfd.BatchBroadcast(tfd.WishartTriL(df=df, scale_tril=tf.eye(3)), [2])
self.assertEqual([10, 2], d.batch_shape)
self.assertEqual([10, 1], d.distribution.batch_shape)
self.assertEqual([3, 3], d.event_shape)
def testUniformUniformKLInfinite(self):
# This covers three cases:
# - a.low < b.low,
# - a.high > b.high, and
# - both.
a_low = np.array([-1.0, 0.0, -1.0])
a_high = np.array([1.0, 2.0, 2.0])
b_low = np.array([0.0] * 3)
b_high = np.array([1.0] * 3)
a = tfd.Uniform(low=a_low, high=a_high, validate_args=True)
b = tfd.Uniform(low=b_low, high=b_high, validate_args=True)
# Since 'a' can be sampled to give points outside the support of 'b',
# the KL Divergence is infinite.
true_kl = tf.convert_to_tensor(value=np.array([np.inf] * 3))
kl = tfd.kl_divergence(a, b)
true_kl_, kl_ = self.evaluate([true_kl, kl])
self.assertAllEqual(true_kl_, kl_)
def test_default_event_space_bijector_shape(self):
dist = tfd.Uniform(low=[1., 2., 3., 6.], high=10., validate_args=True)
batch_shape = [2, 2, 1]
reshape_dist = tfd.BatchReshape(dist,
batch_shape=batch_shape,
validate_args=True)
x = self.evaluate(dist._experimental_default_event_space_bijector()(
10. * tf.ones(dist.batch_shape)))
x_reshape = self.evaluate(
reshape_dist._experimental_default_event_space_bijector()(
10. * tf.ones(reshape_dist.batch_shape)))
self.assertAllEqual(tf.reshape(x, batch_shape), x_reshape)
def testDeferredBijectorParameters(self):
low = tf.Variable(2.)
high = tf.Variable(7.)
dist = tfd.Uniform(low, high, validate_args=True)
shift = dist._experimental_default_event_space_bijector(
).bijectors[0].shift
scale = dist._experimental_default_event_space_bijector(
).bijectors[1].scale
self.evaluate([low.initializer, high.initializer])
self.assertIsNone(tf.get_static_value(shift))
self.assertIsNone(tf.get_static_value(scale))
self.assertEqual(self.evaluate(tf.convert_to_tensor(scale)), 5.)
self.assertEqual(self.evaluate(tf.convert_to_tensor(shift)), 2.)
def testUniformFloat64(self):
uniform = tfd.Uniform(low=np.float64(0.), high=np.float64(1.))
self.assertAllClose(
[1., 1.],
self.evaluate(uniform.prob(np.array([0.5, 0.6],
dtype=np.float64))))
self.assertAllClose(
[0.5, 0.6],
self.evaluate(uniform.cdf(np.array([0.5, 0.6], dtype=np.float64))))
self.assertAllClose(0.5, self.evaluate(uniform.mean()))
self.assertAllClose(1 / 12., self.evaluate(uniform.variance()))
self.assertAllClose(0., self.evaluate(uniform.entropy()))
def one_term(event_shape, event_shape_tensor, batch_shape,
batch_shape_tensor, dtype):
if not tensorshape_util.is_fully_defined(event_shape):
event_shape = event_shape_tensor
result = tfd.Sample(tfd.Uniform(low=tf.constant(-2., dtype=dtype),
high=tf.constant(2., dtype=dtype)),
sample_shape=event_shape)
if not tensorshape_util.is_fully_defined(batch_shape):
batch_shape = batch_shape_tensor
needs_bcast = True
else: # Only batch broadcast when batch ndims > 0.
needs_bcast = bool(tensorshape_util.as_list(batch_shape))
if needs_bcast:
result = tfd.BatchBroadcast(result, batch_shape)
return result
def testUniformNans(self):
a = 10.0
b = [11.0, 100.0]
uniform = tfd.Uniform(low=a, high=b, validate_args=False)
no_nans = tf.constant(1.0)
nans = tf.constant(0.0) / tf.constant(0.0)
self.assertTrue(self.evaluate(tf.math.is_nan(nans)))
with_nans = tf.stack([no_nans, nans])
pdf = uniform.prob(with_nans)
is_nan = self.evaluate(tf.math.is_nan(pdf))
self.assertFalse(is_nan[0])
self.assertTrue(is_nan[1])
def _make_dataset(self,
n,
d,
link,
scale=1.,
batch_shape=None,
dtype=np.float32,
seed=42):
seed = tfd.SeedStream(seed=seed, salt='tfp.glm.proximal_hessian_test')
if batch_shape is None:
batch_shape = []
model_coefficients = tfd.Uniform(low=np.array(-1, dtype),
high=np.array(1, dtype)).sample(
batch_shape + [d], seed=seed())
radius = np.sqrt(2.)
model_coefficients *= (radius / tf.linalg.norm(
tensor=model_coefficients, axis=-1)[..., tf.newaxis])
mask = tfd.Bernoulli(probs=0.5,
dtype=tf.bool).sample(batch_shape + [d])
model_coefficients = tf1.where(mask, model_coefficients,
tf.zeros_like(model_coefficients))
model_matrix = tfd.Normal(loc=np.array(0, dtype),
scale=np.array(1, dtype)).sample(
batch_shape + [n, d], seed=seed())
scale = tf.convert_to_tensor(value=scale, dtype=dtype)
linear_response = tf.matmul(model_matrix,
model_coefficients[..., tf.newaxis])[...,
0]
if link == 'linear':
response = tfd.Normal(loc=linear_response,
scale=scale).sample(seed=seed())
elif link == 'probit':
response = tf.cast(
tfd.Normal(loc=linear_response,
scale=scale).sample(seed=seed()) > 0, dtype)
elif link == 'logit':
response = tfd.Bernoulli(logits=linear_response).sample(
seed=seed())
else:
raise ValueError('unrecognized true link: {}'.format(link))
return self.evaluate(
[model_matrix, response, model_coefficients, mask])
def testUniformSampleWithShape(self):
a = 10.0
b = [11.0, 20.0]
uniform = tfd.Uniform(a, b, validate_args=True)
pdf = uniform.prob(uniform.sample((2, 3), seed=test_util.test_seed()))
# pylint: disable=bad-continuation
expected_pdf = [
[[1.0, 0.1], [1.0, 0.1], [1.0, 0.1]],
[[1.0, 0.1], [1.0, 0.1], [1.0, 0.1]],
]
# pylint: enable=bad-continuation
self.assertAllClose(expected_pdf, self.evaluate(pdf))
pdf = uniform.prob(uniform.sample(seed=test_util.test_seed()))
expected_pdf = [1.0, 0.1]
self.assertAllClose(expected_pdf, self.evaluate(pdf))
def test_bijector_shapes(self):
d = tfd.Sample(tfd.Uniform(tf.zeros([5]), 1.), 2)
b = d.experimental_default_event_space_bijector()
self.assertEqual((2,), d.event_shape)
self.assertEqual((2,), b.inverse_event_shape((2,)))
self.assertEqual((2,), b.forward_event_shape((2,)))
self.assertEqual((5, 2), b.forward_event_shape((5, 2)))
self.assertEqual((5, 2), b.inverse_event_shape((5, 2)))
self.assertEqual((3, 5, 2), b.inverse_event_shape((3, 5, 2)))
self.assertEqual((3, 5, 2), b.forward_event_shape((3, 5, 2)))
d = tfd.Sample(tfd.CholeskyLKJ(4, concentration=tf.ones([5])), 2)
b = d.experimental_default_event_space_bijector()
self.assertEqual((2, 4, 4), d.event_shape)
dim = (4 * 3) // 2
self.assertEqual((5, 2, dim), b.inverse_event_shape((5, 2, 4, 4)))
self.assertEqual((5, 2, 4, 4), b.forward_event_shape((5, 2, dim)))
self.assertEqual((3, 5, 2, dim), b.inverse_event_shape((3, 5, 2, 4, 4)))
self.assertEqual((3, 5, 2, 4, 4), b.forward_event_shape((3, 5, 2, dim)))
def testUniformSample(self):
a = tf.constant([3.0, 4.0])
b = tf.constant(13.0)
a1_v = 3.0
a2_v = 4.0
b_v = 13.0
n = tf.constant(100000)
uniform = tfd.Uniform(low=a, high=b, validate_args=True)
samples = uniform.sample(n, seed=test_util.test_seed())
sample_values = self.evaluate(samples)
self.assertEqual(sample_values.shape, (100000, 2))
self.assertAllClose(
sample_values[::, 0].mean(), (b_v + a1_v) / 2, atol=1e-1, rtol=0.)
self.assertAllClose(
sample_values[::, 1].mean(), (b_v + a2_v) / 2, atol=1e-1, rtol=0.)
self.assertFalse(
np.any(sample_values[::, 0] < a1_v) or np.any(sample_values >= b_v))
self.assertFalse(
np.any(sample_values[::, 1] < a2_v) or np.any(sample_values >= b_v))
def testUniformCDF(self):
batch_size = 6
a = tf.constant([1.0] * batch_size)
b = tf.constant([11.0] * batch_size)
a_v = 1.0
b_v = 11.0
x = np.array([-2.5, 2.5, 4.0, 0.0, 10.99, 12.0], dtype=np.float32)
uniform = tfd.Uniform(low=a, high=b, validate_args=False)
def _expected_cdf():
cdf = (x - a_v) / (b_v - a_v)
cdf[x >= b_v] = 1
cdf[x < a_v] = 0
return cdf
cdf = uniform.cdf(x)
self.assertAllClose(_expected_cdf(), self.evaluate(cdf))
log_cdf = uniform.log_cdf(x)
self.assertAllClose(np.log(_expected_cdf()), self.evaluate(log_cdf))
def test_default_event_space_bijector_bijective_and_finite(self):
batch_shape = [5, 1, 4]
batch_size = np.prod(batch_shape)
low = tf.Variable(
np.linspace(-5., 5., batch_size).astype(self.dtype),
shape=(batch_size, ) if self.is_static_shape else None)
dist = tfd.Uniform(low=low, high=30., validate_args=True)
reshape_dist = tfd.BatchReshape(dist,
batch_shape=batch_shape,
validate_args=True)
x = np.linspace(-10., 10.,
batch_size).astype(self.dtype).reshape(batch_shape)
y = np.linspace(5., 30 - 1e-4,
batch_size).astype(self.dtype).reshape(batch_shape)
self.evaluate(low.initializer)
bijector_test_util.assert_bijective_and_finite(
reshape_dist._experimental_default_event_space_bijector(),
x,
y,
eval_func=self.evaluate,
event_ndims=0,
rtol=1e-4)
