TensorFlow Probability 0.17.0

Release notes

This is the 0.17.0 release of TensorFlow Probability. It is tested and stable against TensorFlow version 2.9.1 and JAX 0.3.13 .

Change notes

• Distributions

  • Discrete distributions transform correctly when a bijector is applied.
  • Fix bug in Taylor approximation of log-normalizing constant for the
    ContinuousBernoulli.
  • Add TwoPieceNormal distribution and reparameterize it's samples.
  • Make IncrementLogProb a proper tfd.Distribution.
  • Add quantiles to Empirical distribution.
  • Add tfp.experimental.distributions.MultiTaskGaussianProcessRegressionModel
  • Improve efficiency of MultiTaskGaussian Processes in the presence of
    observation noise: Reduce complexity from O((NT)^3) to O(N^3 + T^3) where N
    is the number of data points and T is the number of tasks.
  • Improve efficiency of VariationalGaussianProcess.
  • Add tfd.LognNormal.experimental_from_mean_variance.

• Bijectors

  • Fix Softfloor bijector to act as the identity at high temperature, and floor
    at low temperature.
  • Remove tfb.Ordered bijector and finite_nondiscrete flags in Distributions.

• Math

  • Add tfp.math.betainc and gradients with respect to all parameters.

• STS

  • Several bug fixes and performance improvements to
    tfp.experimental.sts_gibbs for Gibbs sampling Bayesian structural time
    series models with sparse linear regression.
  • Enable tfp.experimental.sts_gibbs under JAX

• Experimental

  • Ensemble Kalman filter is now efficient in the case of ensemble size << observation size and an "easy to invert" modeled observation covariance.
  • Add a perturbed_observations option to
    ensemble_kalman_filter_log_marginal_likelihood.
  • Add Experimental support for custom JAX PRNGs.

• Other

  • Add assertAllMeansClose to tfp.TestCase for testing sampling code.

Huge thanks to all the contributors to this release!

• Adam Sorrenti
• Alexey Radul
• Christopher Suter
• Colin Carroll
• Du Phan
• Emily Fertig
• Fabien Hertschuh
• Faizan Muhammad
• Francois Chollet
• Ian Langmore
• Jacob Burnim
• Jake VanderPlas
• Kathy Wu
• Kristian Hartikainen
• Kyle Loveless
• Leandro Campos
• Xinle Sheila Liu
• ltsaprounis
• Matt Hoffman
• Manas Mohanty
• Max Jiang
• Pavel Sountsov
• Peter Hawkins
• Praveen Narayan
• Renu Patel
• Ryan Russell
• Scott Zhu
• Sergey Lebedev
• Sharad Vikram
• Srinivas Vasudevan
• tagoma
• Urs Koster
• Vaidotas Simkus
• Vishnuvardhan Janapati
• Yilei Yang