Release notes

This is the 0.10 release of TensorFlow Probability. It is tested and stable against TensorFlow version 2.2.0.

Change notes

• Distributions

  • Beta-Binomial distribution.
  • Add new AutoBatched joint distribution variants that treat a joint sample as a single probabilistic event.
  • XLA-able Python TF Gamma sampler.
  • XLA-able binomial sampler. Replaces the existing sampler, which implements binomial using one-hot categoricals via multinomial, with a batched rejection sampler. The new sampler is 4-6 times slower for very small problems, but an unbounded amount faster on large problems, since it removes a linear dependency on total_count. Additionally, since the previous solver required memory proportional to total_count*num_samples, many problems which OOM'd before are now feasible.
  • Enable use of joint bijectors in TransformedDistribution.
  • Remove unused get_logits_and_probs from internal/distribution_util.
  • Batched rejection sampling utilities.
  • Update batched_rejection_sampler to use prefer_static.shape to handle possibly-dynamic shape.

• Bijectors

  • Add Lambert W transform bijectors.

• MCMC

  • EllipticalSliceSampler in tfp.experimental.mcmc
  • Add cross-chain ESS, following Vehtari et al. 2019.

• Optimizer

  • Add convergence criteria for optimizations.

• Stats

  • Add tfp.stats.expected_calibration_error_quantiles.

• Math

  • Add a 'special' module to tfp.math - a TF version of scipy.special.
  • Add scan_associative function, implementing parallel prefix scan of tensors with a user-provided binary operation.

• Breaking change: Removed a number of functions, methods, and classes that were deprecated in TensorFlow Probability 0.9.0 or earlier.

  • Removed deprecated tfb.Weibull -- use tfb.WeibullCDF.
  • Remove VectorLaplaceLinearOperator
  • Remove deprecated method tfp.sts.build_factored_variational_loss.
  • Remove deprecated tfb.Kumaraswamy -- use tfb.Invert(tfb.KumaraswamyCDF).
  • Remove deprecated tfd.VectorSinhArcsinhDiag, tfd.VectorLaplaceDiag.
  • Remove deprecated tfb.Gumbel -- use tfb.GumbelCDF.

• Other

  • Python 3.8 compatibility.
  • TensorFlow now requires gast version 0.3.2 and is no longer compatible with 0.2.2.
  • Moving TF Session C++ to Python code and functionality from swig to pybind11.
  • Update TFP examples to Python 3.

Huge thanks to all the contributors to this release!

• Alexander Ivanov
• Alexey Radul
• Amanda
• Amelio Vazquez-Reina
• Amit Patankar
• Anudhyan Boral
• Artem Belevich
• Brian Patton
• Christopher Suter
• Colin Carroll
• Dan Moldovan
• Dave Moore
• Demetri Pananos
• Dmitrii Kochkov
• Emily Fertig
• gameshamilton
• Georg M. Goerg
• Ian Langmore
• Jacob Burnim
• jeffpollock9
• Joshua V. Dillon
• Junpeng Lao
• kovak1
• Kristian Hartikainen
• Liam
• Martin Jul
• Matt Hoffman
• nbro
• Olli Huotari
• Pavel Sountsov
• Pyrsos
• Rif A. Saurous
• Rushabh Vasani
• Sayam753
• Sharad Vikram
• Spyros
• Srinivas Vasudevan
• Taylor Robie
• Xiaojing Wang
• Zichun Ye