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TensorFlow Distributions (arxiv.org)
3 points by dustintran on Nov 30, 2017 | hide | past | pdf | 1 comment on HN

In plain words: A library of probability building blocks that plug into deep learning's automatic math: distributions for sampling and density calculations, plus reversible transformations that track how volume changes. It lets users build complex high-dimensional distributions, like autoregressive flows, that earlier libraries could not.

Abstract

The TensorFlow Distributions library implements a vision of probability theory adapted to the modern deep-learning paradigm of end-to-end differentiable computation. Building on two basic abstractions, it offers flexible building blocks for probabilistic computation. Distributions provide fast, numerically stable methods for generating samples and computing statistics, e.g., log density. Bijectors provide composable volume-tracking transformations with automatic caching. Together these enable modular construction of high dimensional distributions and transformations not possible with previous libraries (e.g., pixelCNNs, autoregressive flows, and reversible residual networks). They are the workhorse behind deep probabilistic programming systems like Edward and empower fast black-box inference in probabilistic models built on deep-network components. TensorFlow Distributions has proven an important part of the TensorFlow toolkit within Google and in the broader deep learning community.

Joshua V. Dillon, Ian Langmore, Dustin Tran, Eugene Brevdo, Srinivas Vasudevan, Dave Moore, Brian Patton, Alex Alemi, Matt Hoffman, Rif A. Saurous
arXiv:1711.10604 · cs.LG, cs.AI, cs.PL, stat.ML · submitted Nov 28, 2017
abstract · pdf · html

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  "TensorFlow Distributions is widely used in diverse
  applications. It is used by production systems within
  Google and by Google Brain and DeepMind for research
  prototypes. It is the backend for Edward"

  Some docs:
  https://www.tensorflow.org/api_docs/python/tf/distributions
  https://www.tensorflow.org/api_docs/python/tf/distributions/bijectors
Thanks Dustin and the Google team!