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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

Commits on Dec 21, 2020

  1. Enforce PY3 for multi-substrate targets. Change PY2AND3 to PY3 throug… 

    …hout.

PiperOrigin-RevId: 346372466
    @brianwa84 @jburnim
    brianwa84 authored and jburnim committed Dec 21, 2020
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  2. Add arg for custom parameter-generating strategy in distribution Hypo… 

    …thesis tests.

PiperOrigin-RevId: 346374625
    @davmre @jburnim
    davmre authored and jburnim committed Dec 21, 2020
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  3. Implement stopping ratio logistic distribution 

    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
    @dirmeier @jburnim
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  4. Add mpmath as a test dependency. 

    PiperOrigin-RevId: 346378914
    @srvasude @jburnim
    srvasude authored and jburnim committed Dec 21, 2020
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  5. Merge pull request tensorflow#1188 from SamuelMarks:args-for-google-s… 

    …tyle-docstrings

PiperOrigin-RevId: 346395749
    @tensorflower-gardener @jburnim
    tensorflower-gardener authored and jburnim committed Dec 21, 2020
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  6. Fix bug in tfp.math.bracket_root for negative roots. 

    PiperOrigin-RevId: 346430469
    @jburnim
    jburnim committed Dec 21, 2020
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  7. Update build_asvi_surrogate_posterior to handle substituted distrib… 

    …utions, some nested distributions, and a mean field option.

PiperOrigin-RevId: 346440980
    @kateslin @jburnim
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  8. Add utilities for batched (transpose) convolutions to `tfp.experiment… 

    …al.nn`.

PiperOrigin-RevId: 346614698
    @emilyfertig @jburnim
    emilyfertig authored and jburnim committed Dec 21, 2020
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  9. [TFP] Do non-lazy loading of symbols if TF is already loaded. 

    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
    @ebrevdo @jburnim
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  10. Fix bug in the batch_shape of JointDistributions transformed by t… 

    …he `Restructure` bijector.

PiperOrigin-RevId: 346669515
    @emilyfertig @jburnim
    emilyfertig authored and jburnim committed Dec 21, 2020
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  11. Enable tfp.experimental.distribute in JAX backend 

    PiperOrigin-RevId: 346676496
    @sharadmv @jburnim
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  12. Add ThinningKernel to experimental.mcmc. 

    This is adapted from `SampleDiscardingKernel`, sans burn-in; it has the advantage of not wrapping `KernelResults`.

PiperOrigin-RevId: 346698326
    @midfield @jburnim
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  13. Small fixes to docs. 

    PiperOrigin-RevId: 346793654
    @brianwa84 @jburnim
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  14. Add experimental_use_kahan_sum to ShardedIndependent + fix its parame… 

    …ters.

PiperOrigin-RevId: 346868095
    @SiegeLordEx @jburnim
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  15. Fix docstring description of default name. 

    PiperOrigin-RevId: 346910502
    @brianwa84 @jburnim
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  16. Fix cast creating Tracer in JAX backend. 

    PiperOrigin-RevId: 347085672
    @sharadmv @jburnim
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  17. Modify auto_composite_tensor to prefer static values for fields annot… 

    …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
    @brianwa84 @jburnim
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  18. Enable build_factored_surrogate_posterior to take a multipart uncon… 

    …straining bijector.

PiperOrigin-RevId: 347448699
    @emilyfertig @jburnim
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  19. Add support for non-list initial variance structures. 

    PiperOrigin-RevId: 347460285
    @brianwa84 @jburnim
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  20. Replace deprecated arg name in surrogate_posteriors_test. 

    PiperOrigin-RevId: 347499168
    @emilyfertig @jburnim
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  21. Update docstring to reflect constraining_bijectors deprecation. 

    PiperOrigin-RevId: 347505196
    @davmre @jburnim
    davmre authored and jburnim committed Dec 21, 2020
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  22. Exclude StoppingRatioLogistic distribution from `testCanConstructAn… 

    …dSampleDistribution`.

PiperOrigin-RevId: 347528419
    @midfield @jburnim
    midfield authored and jburnim committed Dec 21, 2020
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  23. Disable GeneralizedExtremeValue distribution from `jax_transformati… 

    …on_test.testLogProbSample`.

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

PiperOrigin-RevId: 347535479
    @midfield @jburnim
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  24. Remove TFP references to deprecated Affine bijectors. 

    PiperOrigin-RevId: 347638177
    @davmre @jburnim
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  25. Remove support for a long-deprecated trace_fn signature. 

    PiperOrigin-RevId: 343150107
    @davmre @jburnim
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  26. Ensure that all traceable quantities in minimize are actually trace… 

    …able.

PiperOrigin-RevId: 347655640
    @davmre @jburnim
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  27. Update tensor_shape.py for numpy backend. 

    PiperOrigin-RevId: 347660796
    @midfield @jburnim
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  28. Avoid feeding Nones to tf.control_dependencies in mixed eager/graph… 

    … 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
    @csuter @jburnim
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  29. Avoid Shift(None) bug in VectorExponentialLinearOperator. 

    PiperOrigin-RevId: 347710953
    @davmre @jburnim
    davmre authored and jburnim committed Dec 21, 2020
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  30. Adds tfp.experimental.bijectors.inverse_log_det_jacobian_ratio. 

    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 @jburnim
    brianwa84 authored and jburnim committed Dec 21, 2020
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  31. Add a default bijector to the Deterministic distributions. 

    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
    @brianwa84 @jburnim
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  32. Rewrite experimental sample_chain in terms of run_kernel. 

    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
    @axch @jburnim
    axch authored and jburnim committed Dec 21, 2020
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  33. Add float64 support to PHMC. 

    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
    @brianwa84 @jburnim
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  34. Allow 0 concentration in gamma samplers. 

    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
    @axch @jburnim
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  35. internal change 

    PiperOrigin-RevId: 348378916
    @jburnim
    vanderplas authored and jburnim committed Dec 21, 2020
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Commits on Dec 22, 2020

  1. Set the version for the TFP 0.12.0 release.

    @jburnim
    jburnim committed Dec 22, 2020
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