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TensorFlow Probability 0.17.0

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@jburnim jburnim released this 07 Jun 18:01

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