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Implement TFP's base measure interface for distrax dists and bijectors. #104

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merged 1 commit into from Feb 28, 2022

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Implement TFP's base measure interface for distrax dists and bijectors.

The interface needs two new methods: an experimental_local_measure on Distributions,
and an experimental_density_correction on Bijectors. We implement these methods
using the default assumptions already made by TFP: that the tangent space to a manifold
has the standard basis on R^n, and that the transformations on this manifold are
dimension-preserving. In the future, TFP will define more appropriate bases and
density corrections for subclasses of Distribution and Bijector; distrax is not expected
to follow this protocol.

See:

  • tfp.python.experimental.tangent_spaces
  • tfp.distributions.experimental_local_measure
  • tfp.bijectors.experimental_compute_density_correction
  • Radul and Alexeev, AISTATS 2021, “The Base Measure Problem and its Solution”, https://arxiv.org/abs/2010.09647.

@copybara-service copybara-service bot force-pushed the test_427808598 branch 3 times, most recently from 069a056 to d864f08 Compare February 10, 2022 23:49
@copybara-service copybara-service bot force-pushed the test_427808598 branch 2 times, most recently from 6c0f52f to 52dfd83 Compare February 22, 2022 19:33
@copybara-service copybara-service bot force-pushed the test_427808598 branch 2 times, most recently from d48c4de to 3c15ce1 Compare February 28, 2022 21:17
The interface needs two new methods: an `experimental_local_measure` on `Distribution`s,
and an `experimental_density_correction` on `Bijector`s. We implement these methods
using the default assumptions already made by TFP: that the tangent space to a manifold
has the standard basis on R^n, and that the transformations on this manifold are
dimension-preserving. In the future, TFP will define more appropriate bases and
density corrections for subclasses of `Distribution` and `Bijector`; distrax is not expected
to follow this protocol.

See:
- `tfp.python.experimental.tangent_spaces`
- `tfp.distributions.experimental_local_measure`
- `tfp.bijectors.experimental_compute_density_correction`
- Radul and Alexeev, AISTATS 2021, “The Base Measure Problem and its Solution”, https://arxiv.org/abs/2010.09647.
PiperOrigin-RevId: 431515351
@copybara-service copybara-service bot merged commit 5fa52d1 into master Feb 28, 2022
@copybara-service copybara-service bot deleted the test_427808598 branch February 28, 2022 21:40
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