Release notes

This is the 0.9 release of TensorFlow Probability. It is tested and stable against TensorFlow version 2.1.0.

NOTE: The 0.9 releases of TensorFlow Probability will be the last to support Python 2. Future versions of TensorFlow Probability will require Python 3.5 or later.

Change notes

• Distributions

  • Add Pixel CNN++ distribution.
  • Breaking change: Remove deprecated behavior of Poisson.rate and Poisson.log_rate.
  • Breaking change: Remove deprecated behavior of logits, probs properties.
  • Add _default_event_space_bijector to distributions.
  • Add validation that samples are within the support of the distribution.
  • Support positional and keyword args to JointDistribution.prob and JointDistribution.log_prob.
  • Support OrderedDict dtype in JointDistributionNamed.
  • tfd.BatchReshape is tape-safe
  • More accurate survival function and CDF for the generalized Pareto distribution.
  • Added Plackett-Luce distribution over permutations.
  • Fix long-standing bug with cdf, survival_function, and quantile for TransformedDistributions having decreasing bijectors.
  • Export the DoubleMaxwell distribution.
  • Add method for analytic Bayesian linear regression with LinearOperators.

• Bijectors

  • Breaking change: Scalar bijectors must implement _is_increasing if using cdf/survival_function/quantile on TransformedDistribution. This supports resolution of a long-standing bug, e.g. tfb.Scale(scale=-1.)(tfd.HalfNormal(0,1)).cdf was incorrect.
  • Deprecate tfb.masked_autoregressive_default_template.
  • Fixed inverse numerical stability bug in tfb.Softfloor
  • Tape-safe Reshape bijector.

• MCMC

  • Optimize tfp.mcmc.ReplicaExchangeMonteCarlo by replacing TF control flow and
  • ReplicaExchangeMC now can trace exchange proposals/acceptances.
  • Correct implementation of log_accept_ratio in NUTS
  • Return non-cumulated leapfrogs_taken in nuts kernel_result.
  • Make unrolled NUTS reproducible.
  • Bug fix of Generalized U-turn in NUTS.
  • Reduce NUTS test flakiness.
  • Fix convergence test for NUTS.
  • Switch back to original U turn criteria in Hoffman & Gelman 2014.
  • Make autobatched NUTS reproducible.

• STS

  • Update example "Structural Time Series Modeling Case Studies" to TF2.0 API.
  • Add fast path for sampling STS LocalLevel models.
  • Support posterior sampling in linear Gaussian state space models.
  • Add a fast path for Kalman smoothing with scalar latents.
  • Add option to disallow drift in STS Seasonal models.

• Breaking change: Removed a number of functions, methods, and classes that were deprecated in TensorFlow Probability 0.8.0 or earlier.

  • Remove deprecated trainable_distributions_lib.
  • Remove deprecated property Dirichlet.total_concentration.
  • Remove deprecated tfb.AutoregressiveLayer -- use tfb.AutoregressiveNetwork.
  • Remove deprecated tfp.distributions.* methods.
  • Remove deprecated tfp.distributions.moving_mean_variance.
  • Remove two deprecated tfp.vi functions.
  • Remove deprecated tfp.distributions.SeedStream -- use tfp.util.SeedStream.
  • Remove deprecated properties of tfd.Categorical.

• Other

  • Add make_rank_polymorphic utility, which lifts a callable to a vectorized callable.
  • Dormand-Prince solver supports nested structures. Implemented adjoint sensitivity method for Dormand-Prince solver gradients.
  • Run Travis tests against latest tf-estimator-nightly.
  • Supporting gast 0.3 +
  • Add tfp.vi.build_factored_surrogate_posterior utility for automatic black-box variational inference.

Huge thanks to all the contributors to this release!

• Aditya Grover
• Alexey Radul
• Anudhyan Boral
• Arthur Lui
• Billy Lamberta
• Brian Patton
• Christopher Suter
• Colemak
• Dan Moldovan
• Dave Moore
• Dmitrii Kochkov
• Edward Loper
• Emily Fertig
• Ian Langmore
• Jacob Burnim
• Joshua V. Dillon
• Junpeng Lao
• Katherine Wu
• Kibeom Kim
• Kristian Hartikainen
• Mark Daoust
• Pavel Sountsov
• Peter Hawkins
• refraction-ray
• RJ Skerry-Ryan
• Sanket Kamthe
• Sergei Lebedev
• Sharad Vikram
• Srinivas Vasudevan
• Yanhua Sun
• Yash Katariya
• Zachary Nado