TensorFlow Probability 0.19.0
Release notes
This is the 0.19.0 release of TensorFlow Probability. It is tested and stable against TensorFlow version 2.11 and JAX 0.3.25 .
Change notes
-
Bijectors
- Added
UnitVector
bijector to map to the unit sphere.
- Added
-
Distributions
- Added noncentral Chi2 distribution to TFP.
- Added differentiable quantile and cdf function approximation to NC2 distribution.
- Added quantiles to Student-T, Beta and SigmoidBeta, with efficient
implementations for Student-T quantile/cdf. - Allow structured index points to
GaussianProcess*
classes. - Improved efficiency of
GaussianProcess*
gradients through custom gradients
onlog_prob
.
-
Linear Algebra
- Added functions (with custom gradients) to handle Hermitian Symmetric Positive-definite matrices:
tfp.math.hspd_logdet
tfp.math.hpsd_quadratic_form_solve
andtfp.math.hpsd_quadratic_form_solvevec
tfp.math.hpsd_solve
andtfp.math.hpsd_solvevec
- Added functions (with custom gradients) to handle Hermitian Symmetric Positive-definite matrices:
-
Optimizer
- BUGFIX: Prevent Hager-Zhang linesearch from terminating early.
-
PSD Kernels
- Added support for structured inputs in PSD Kernel.
-
STS
- Added seasonality support to STS Gibbs Sampler.
-
Other
- BUGFIX: Allow jnp.bfloat16 arrays to be correctly recognized as floats.
Huge thanks to all the contributors to this release!
- Brian Patton
- Chen Qian
- Christopher Suter
- Colin Carrol
- Emily Fertig
- Francois Chollet
- Ian Langmore
- Jacob Burnim
- Jonas Eschle
- Kyle Loveless
- Leandro Campos
- Du Phan
- Pavel Sountsov
- Sebastian Nowozin
- Srinivas Vasudevan
- Thomas Colthurst
- Umer Javed
- Urs Koster
- Yash Katariya