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Prepare branch for the TFP 0.12.0 release #1199

Merged
merged 36 commits into from
Dec 22, 2020
Merged

Prepare branch for the TFP 0.12.0 release #1199

merged 36 commits into from
Dec 22, 2020

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jburnim
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@jburnim jburnim commented Dec 22, 2020

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brianwa84 and others added 30 commits December 21, 2020 10:44
@brianwa84 @jburnim
Enforce PY3 for multi-substrate targets. Change PY2AND3 to PY3 throug…
bbb6071 
…hout.

PiperOrigin-RevId: 346372466
@davmre @jburnim
Add arg for custom parameter-generating strategy in distribution Hypo…
b76652e 
…thesis tests.

PiperOrigin-RevId: 346374625
@dirmeier @jburnim
Implement stopping ratio logistic distribution
aae8cc4 
Hello,

this PR again implements the stopping ratio logistic distribution which was already discussed and reviewed [here](tensorflow#963).

@srvasude , sorry for closing the other PR. I worked in your requested changes other than the transpose that needs to be done when sampling.

Thanks.

Cheers,
Simon

COPYBARA_INTEGRATE_REVIEW=tensorflow#990 from dirmeier:stopping_ratio 0743b54
PiperOrigin-RevId: 346376187
@srvasude @jburnim
Add mpmath as a test dependency.
9d3addd 
PiperOrigin-RevId: 346378914
@tensorflower-gardener @jburnim
Merge pull request tensorflow#1188 from SamuelMarks:args-for-google-s…
44431dd 
…tyle-docstrings

PiperOrigin-RevId: 346395749
@jburnim
Fix bug in tfp.math.bracket_root for negative roots.
6a8bd09 
PiperOrigin-RevId: 346430469
@kateslin @jburnim
Update build_asvi_surrogate_posterior to handle substituted distrib…
13ceab7 
…utions, some nested distributions, and a mean field option.

PiperOrigin-RevId: 346440980
@emilyfertig @jburnim
Add utilities for batched (transpose) convolutions to `tfp.experiment…
30bdacf 
…al.nn`.

PiperOrigin-RevId: 346614698
@ebrevdo @jburnim
[TFP] Do non-lazy loading of symbols if TF is already loaded.
605a1ec 
This means one must only 'import tensorflow_probability' to load saved models
that have serialized TFP keras layers and TFP CompositeTensor specs.

PiperOrigin-RevId: 346639386
@emilyfertig @jburnim
Fix bug in the batch_shape of JointDistributions transformed by t…
a1de748 
…he `Restructure` bijector.

PiperOrigin-RevId: 346669515
@sharadmv @jburnim
Enable tfp.experimental.distribute in JAX backend
cb2ed69 
PiperOrigin-RevId: 346676496
@midfield @jburnim
Add ThinningKernel to experimental.mcmc.
2c190f4 
This is adapted from `SampleDiscardingKernel`, sans burn-in; it has the advantage of not wrapping `KernelResults`.

PiperOrigin-RevId: 346698326
@brianwa84 @jburnim
Small fixes to docs.
d0e533a 
PiperOrigin-RevId: 346793654
@SiegeLordEx @jburnim
Add experimental_use_kahan_sum to ShardedIndependent + fix its parame…
67e6c7b 
…ters.

PiperOrigin-RevId: 346868095
@brianwa84 @jburnim
Fix docstring description of default name.
a46e9d4 
PiperOrigin-RevId: 346910502
@sharadmv @jburnim
Fix cast creating Tracer in JAX backend.
e132aa4 
PiperOrigin-RevId: 347085672
@brianwa84 @jburnim
Modify auto_composite_tensor to prefer static values for fields annot…
8854db0 
…ated as "_composite_tensor_shape_parameters".

Prior to the fix, test fails with "ValueError: Input tensor 'IndependentNormal_2/log_prob/Sum:0' enters the loop with shape (), but has shape <unknown> after one iteration. To allow the shape to vary across iterations, use the `shape_invariants` argument of tf.while_loop to specify a less-specific shape."

PiperOrigin-RevId: 347446310
@emilyfertig @jburnim
Enable build_factored_surrogate_posterior to take a multipart uncon…
5105793 
…straining bijector.

PiperOrigin-RevId: 347448699
@brianwa84 @jburnim
Add support for non-list initial variance structures.
e0ca329 
PiperOrigin-RevId: 347460285
@emilyfertig @jburnim
Replace deprecated arg name in surrogate_posteriors_test.
2dbfdaf 
PiperOrigin-RevId: 347499168
@davmre @jburnim
Update docstring to reflect constraining_bijectors deprecation.
37c9455 
PiperOrigin-RevId: 347505196
@midfield @jburnim
Exclude StoppingRatioLogistic distribution from `testCanConstructAn…
9ce021a 
…dSampleDistribution`.

PiperOrigin-RevId: 347528419
@midfield @jburnim
Disable GeneralizedExtremeValue distribution from `jax_transformati…
a2e2b59 
…on_test.testLogProbSample`.

Re-enable after http://b/175654800 is resolved.

PiperOrigin-RevId: 347535479
@davmre @jburnim
Remove TFP references to deprecated Affine bijectors.
7792a90 
PiperOrigin-RevId: 347638177
@davmre @jburnim
Remove support for a long-deprecated trace_fn signature.
b49a757 
PiperOrigin-RevId: 343150107
@davmre @jburnim
Ensure that all traceable quantities in minimize are actually trace…
2f313b8 
…able.

PiperOrigin-RevId: 347655640
@midfield @jburnim
Update tensor_shape.py for numpy backend.
9d42d9d 
PiperOrigin-RevId: 347660796
@csuter @jburnim
Avoid feeding Nones to tf.control_dependencies in mixed eager/graph…
23d9353 
… contexts.

Add a property-based test that tries to create Distributions in eager mode then
sample from them in graph mode, to exercise the failure mode.

PiperOrigin-RevId: 347692243
@davmre @jburnim
Avoid Shift(None) bug in VectorExponentialLinearOperator.
a06f0d8 
PiperOrigin-RevId: 347710953
@brianwa84 @jburnim
Adds tfp.experimental.bijectors.inverse_log_det_jacobian_ratio.
876d512 
Adds `tfp.experimental.distributions.log_prob_ratio(p, x, q, y) = p(x) - q(y)`.

Custom implementations are registered for `tfd.Independent`, `tfd.Sample`, `tfd.JointDistribution*`, `tfd.TransformedDistribution`, `tfb.Chain`, and `tfb.ScaleMatvecDiag`.

MVNDiag is tested as a proof of concept, in transformed_distribution_test.

PiperOrigin-RevId: 347822296
brianwa84 and others added 6 commits December 21, 2020 12:16
@brianwa84 @jburnim
Add a default bijector to the Deterministic distributions.
e7d64b7 
Also fixes an XLA compilation issue (no StringFormat, PrintV2 ops in XLA) introduced by the logdet degree-of-freedom warning. This was exposed by the new test in deterministic_test.py (Deterministic default bijector uses Chain, which uses composition.py).

PiperOrigin-RevId: 347832464
@axch @jburnim
Rewrite experimental sample_chain in terms of run_kernel.
d3bf5a0 
Implement burn-in by sequencing two calls of run_kernel, and thinning
by inserting a ThinningKernel into the kernel onion.

Also change the default tracing function to account for the fact that
the chain state history is no longer returned separately by default.

Delete tests that no longer make sense.

PiperOrigin-RevId: 347836706
@brianwa84 @jburnim
Add float64 support to PHMC.
5f0dbec 
Previously, had the exception: "TypeError: Tensors in list passed to 'inputs' of 'AddN' Op have types [float64, float64, float32] that don't all match."

PiperOrigin-RevId: 347871205
@axch @jburnim
Allow 0 concentration in gamma samplers.
1cc5c39 
Gamma(concentration=0) always samples 0.
ExpGamma(concentration=0) always samples -inf.
Beta(concentration1=0) always samples 0.
Beta(concentration0=0) always samples 1.
BetaBinomial(concentration1=0) always samples 0.
BetaBinomial(concentration0=0) always samples total_counts.
likewise for Dirichlet and DirichletMultinomial.

Not changing the validation because (i) inertia, and (ii) any of these
distributions is still degenerate with a 0 concentration, so should
arguably be avoided when possible.

PiperOrigin-RevId: 347876446
@jburnim
internal change
ead8501 
PiperOrigin-RevId: 348378916
@jburnim
Set the version for the TFP 0.12.0 release.
90fa3f0
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@googlebot googlebot added the cla: yes Declares that the user has signed CLA label Dec 22, 2020
@jburnim jburnim merged commit dcd59ed into tensorflow:r0.12 Dec 22, 2020
@jburnim jburnim deleted the r0.12 branch December 28, 2020 20:41
This was referenced Mar 16, 2021
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