tf.contrib.distributions.ExponentialWithSoftplusRate

Exponential with softplus transform on rate.

Inherits From: Exponential

tf.contrib.distributions.ExponentialWithSoftplusRate(
    rate, validate_args=False, allow_nan_stats=True,
    name='ExponentialWithSoftplusRate'
)

Attributes
allow_nan_stats	Python bool describing behavior when a stat is undefined. Stats return +/- infinity when it makes sense. E.g., the variance of a Cauchy distribution is infinity. However, sometimes the statistic is undefined, e.g., if a distribution's pdf does not achieve a maximum within the support of the distribution, the mode is undefined. If the mean is undefined, then by definition the variance is undefined. E.g. the mean for Student's T for df = 1 is undefined (no clear way to say it is either + or - infinity), so the variance = E[(X - mean)**2] is also undefined.
batch_shape	Shape of a single sample from a single event index as a TensorShape. May be partially defined or unknown. The batch dimensions are indexes into independent, non-identical parameterizations of this distribution.
concentration	Concentration parameter.
dtype	The DType of Tensors handled by this Distribution.
event_shape	Shape of a single sample from a single batch as a TensorShape. May be partially defined or unknown.
name	Name prepended to all ops created by this Distribution.
parameters	Dictionary of parameters used to instantiate this Distribution.
rate	Rate parameter.
reparameterization_type	Describes how samples from the distribution are reparameterized. Currently this is one of the static instances distributions.FULLY_REPARAMETERIZED or distributions.NOT_REPARAMETERIZED.
validate_args	Python bool indicating possibly expensive checks are enabled.

Methods

batch_shape_tensor

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batch_shape_tensor(
    name='batch_shape_tensor'
)

Shape of a single sample from a single event index as a 1-D Tensor.

The batch dimensions are indexes into independent, non-identical parameterizations of this distribution.

Args
name	name to give to the op

Returns
batch_shape	Tensor.

cdf

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cdf(
    value, name='cdf'
)

Cumulative distribution function.

Given random variable X, the cumulative distribution function cdf is:

cdf(x) := P[X <= x]

Args
value	float or double Tensor.
name	Python str prepended to names of ops created by this function.

Returns
cdf	a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype.

copy

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copy(
    **override_parameters_kwargs
)

Creates a deep copy of the distribution.

Note: the copy distribution may continue to depend on the original initialization arguments.

Args
**override_parameters_kwargs	String/value dictionary of initialization arguments to override with new values.

Returns
distribution	A new instance of type(self) initialized from the union of self.parameters and override_parameters_kwargs, i.e., dict(self.parameters, **override_parameters_kwargs).

covariance

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covariance(
    name='covariance'
)

Covariance.

Covariance is (possibly) defined only for non-scalar-event distributions.

For example, for a length-k, vector-valued distribution, it is calculated as,

Cov[i, j] = Covariance(X_i, X_j) = E[(X_i - E[X_i]) (X_j - E[X_j])]

where Cov is a (batch of) k x k matrix, 0 <= (i, j) < k, and E denotes expectation.

Alternatively, for non-vector, multivariate distributions (e.g., matrix-valued, Wishart), Covariance shall return a (batch of) matrices under some vectorization of the events, i.e.,

Cov[i, j] = Covariance(Vec(X)_i, Vec(X)_j) = [as above]

where Cov is a (batch of) k' x k' matrices, 0 <= (i, j) < k' = reduce_prod(event_shape), and Vec is some function mapping indices of this distribution's event dimensions to indices of a length-k' vector.

Args
name	Python str prepended to names of ops created by this function.

Returns
covariance	Floating-point Tensor with shape [B1, ..., Bn, k', k'] where the first n dimensions are batch coordinates and k' = reduce_prod(self.event_shape).

cross_entropy

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cross_entropy(
    other, name='cross_entropy'
)

Computes the (Shannon) cross entropy.

Denote this distribution (self) by P and the other distribution by Q. Assuming P, Q are absolutely continuous with respect to one another and permit densities p(x) dr(x) and q(x) dr(x), (Shanon) cross entropy is defined as:

H[P, Q] = E_p[-log q(X)] = -int_F p(x) log q(x) dr(x)

where F denotes the support of the random variable X ~ P.

Args
other	tfp.distributions.Distribution instance.
name	Python str prepended to names of ops created by this function.

Returns
cross_entropy	self.dtype Tensor with shape [B1, ..., Bn] representing n different calculations of (Shanon) cross entropy.

entropy

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entropy(
    name='entropy'
)

Shannon entropy in nats.

event_shape_tensor

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event_shape_tensor(
    name='event_shape_tensor'
)

Shape of a single sample from a single batch as a 1-D int32 Tensor.

Args
name	name to give to the op

Returns
event_shape	Tensor.

is_scalar_batch

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is_scalar_batch(
    name='is_scalar_batch'
)

Indicates that batch_shape == [].

Args
name	Python str prepended to names of ops created by this function.

Returns
is_scalar_batch	bool scalar Tensor.

is_scalar_event

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is_scalar_event(
    name='is_scalar_event'
)

Indicates that event_shape == [].

Args
name	Python str prepended to names of ops created by this function.

Returns
is_scalar_event	bool scalar Tensor.

kl_divergence

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kl_divergence(
    other, name='kl_divergence'
)

Computes the Kullback--Leibler divergence.

Denote this distribution (self) by p and the other distribution by q. Assuming p, q are absolutely continuous with respect to reference measure r, the KL divergence is defined as:

KL[p, q] = E_p[log(p(X)/q(X))]
         = -int_F p(x) log q(x) dr(x) + int_F p(x) log p(x) dr(x)
         = H[p, q] - H[p]

where F denotes the support of the random variable X ~ p, H[., .] denotes (Shanon) cross entropy, and H[.] denotes (Shanon) entropy.

Args
other	tfp.distributions.Distribution instance.
name	Python str prepended to names of ops created by this function.

Returns
kl_divergence	self.dtype Tensor with shape [B1, ..., Bn] representing n different calculations of the Kullback-Leibler divergence.

log_cdf

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log_cdf(
    value, name='log_cdf'
)

Log cumulative distribution function.

Given random variable X, the cumulative distribution function cdf is:

log_cdf(x) := Log[ P[X <= x] ]

Often, a numerical approximation can be used for log_cdf(x) that yields a more accurate answer than simply taking the logarithm of the cdf when x << -1.

Args
value	float or double Tensor.
name	Python str prepended to names of ops created by this function.

Returns
logcdf	a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype.

log_prob

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log_prob(
    value, name='log_prob'
)

Log probability density/mass function.

Args
value	float or double Tensor.
name	Python str prepended to names of ops created by this function.

Returns
log_prob	a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype.

log_survival_function

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log_survival_function(
    value, name='log_survival_function'
)

Log survival function.

Given random variable X, the survival function is defined:

log_survival_function(x) = Log[ P[X > x] ]
                         = Log[ 1 - P[X <= x] ]
                         = Log[ 1 - cdf(x) ]

Typically, different numerical approximations can be used for the log survival function, which are more accurate than 1 - cdf(x) when x >> 1.

Args
value	float or double Tensor.
name	Python str prepended to names of ops created by this function.

Returns
Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype.

mean

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mean(
    name='mean'
)

Mean.

mode

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mode(
    name='mode'
)

Mode.

Additional documentation from Gamma:

The mode of a gamma distribution is (shape - 1) / rate when shape > 1, and NaN otherwise. If self.allow_nan_stats is False, an exception will be raised rather than returning NaN.

param_shapes

View source

@classmethod
param_shapes(
    sample_shape, name='DistributionParamShapes'
)

Shapes of parameters given the desired shape of a call to sample().

This is a class method that describes what key/value arguments are required to instantiate the given Distribution so that a particular shape is returned for that instance's call to sample().

Subclasses should override class method _param_shapes.

Args
sample_shape	Tensor or python list/tuple. Desired shape of a call to sample().
name	name to prepend ops with.

Returns
dict of parameter name to Tensor shapes.

param_static_shapes

View source

@classmethod
param_static_shapes(
    sample_shape
)

param_shapes with static (i.e. TensorShape) shapes.

This is a class method that describes what key/value arguments are required to instantiate the given Distribution so that a particular shape is returned for that instance's call to sample(). Assumes that the sample's shape is known statically.

Subclasses should override class method _param_shapes to return constant-valued tensors when constant values are fed.

Args
sample_shape	TensorShape or python list/tuple. Desired shape of a call to sample().

Returns
dict of parameter name to TensorShape.

Raises
ValueError	if sample_shape is a TensorShape and is not fully defined.

prob

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prob(
    value, name='prob'
)

Probability density/mass function.

Args
value	float or double Tensor.
name	Python str prepended to names of ops created by this function.

Returns
prob	a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype.

quantile

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quantile(
    value, name='quantile'
)

Quantile function. Aka "inverse cdf" or "percent point function".

Given random variable X and p in [0, 1], the quantile is:

quantile(p) := x such that P[X <= x] == p

Args
value	float or double Tensor.
name	Python str prepended to names of ops created by this function.

Returns
quantile	a Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype.

sample

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sample(
    sample_shape=(), seed=None, name='sample'
)

Generate samples of the specified shape.

Note that a call to sample() without arguments will generate a single sample.

Args
sample_shape	0D or 1D int32 Tensor. Shape of the generated samples.
seed	Python integer seed for RNG
name	name to give to the op.

Returns
samples	a Tensor with prepended dimensions sample_shape.

stddev

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stddev(
    name='stddev'
)

Standard deviation.

Standard deviation is defined as,

stddev = E[(X - E[X])**2]**0.5

where X is the random variable associated with this distribution, E denotes expectation, and stddev.shape = batch_shape + event_shape.

Args
name	Python str prepended to names of ops created by this function.

Returns
stddev	Floating-point Tensor with shape identical to batch_shape + event_shape, i.e., the same shape as self.mean().

survival_function

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survival_function(
    value, name='survival_function'
)

Survival function.

Given random variable X, the survival function is defined:

survival_function(x) = P[X > x]
                     = 1 - P[X <= x]
                     = 1 - cdf(x).

Args
value	float or double Tensor.
name	Python str prepended to names of ops created by this function.

Returns
Tensor of shape sample_shape(x) + self.batch_shape with values of type self.dtype.

variance

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variance(
    name='variance'
)

Variance.

Variance is defined as,

Var = E[(X - E[X])**2]

where X is the random variable associated with this distribution, E denotes expectation, and Var.shape = batch_shape + event_shape.

Args
name	Python str prepended to names of ops created by this function.

Returns
variance	Floating-point Tensor with shape identical to batch_shape + event_shape, i.e., the same shape as self.mean().