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Commits on Nov 24, 2022

• Add hspd_solve, hspd_solvevec, and hspd_quadratic_form_solve.

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  srvasude

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• Update seaborn call in colab notebook to explicitly use kwargs.

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  srvasude

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Commits on Nov 23, 2022

• sns.barplot is now more picky when called with x and y inputs.

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Commits on Nov 22, 2022

• Add custom gradient to retrying_cholesky.

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  srvasude

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• Deprecate always_yield_multivariate_normal=False arg value to GaussianProcess and GaussianProcessRegressionModel.

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• Move test bijectors and PSD kernels out of test_util.

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Commits on Nov 21, 2022

• Merge pull request tensorflow#1639 from leandrolcampos:student_t

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• Update numpy rewrite rules

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• Fix docstring so the Example is rendered properly.

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Commits on Nov 18, 2022

• Update TFP/python/internal/backedn/numpy/gen for LinearOperator

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• Add a JAX version of the Structural Time Series Modeling Case Studies.

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• Make build_asvi_surrogate_posterior[_stateless] work with 64 bits.

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• Fix bug in BatchConcat._split_sample for scalar event shapes

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Commits on Nov 17, 2022

• Ensure MTGPRM.mean and MTGPRM.variance are JIT compatible.

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  srvasude

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• Update example for STS VI in JAX in the documentation build_factored_surrogate_posterior_stateless.

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Commits on Nov 15, 2022

• Update generated TF/linalg/cholesky_registrations.py

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Commits on Nov 12, 2022

• Fixed bug in the quantile_approx method of the NC2 distribution that would cause an infinite loop when calling the function with values close to 0. Fixed a bug in tfp.math.find_root_secant that…

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Commits on Nov 9, 2022

• Override GaussianProcess log_prob to have more efficient gradients

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  srvasude

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• Add numpy/jax rewrite for cumulative_logsumexp.

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Commits on Nov 8, 2022

• Remove extra matrix_transposes in SchurComplement kernel.

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  srvasude

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• Avoid back propagating in batched_las_vegas_algorithm.

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Commits on Nov 7, 2022

• Draw independent MC samples per x event when computing the log-weights of non-chosen proposals in ImportanceResample.

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• Expose tfp.experimental.distributions.ImportanceResample.

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• Add tests to GaussianProcess and GaussianProcessRegresionModel that ensure that index points that are iterables of Tensors are interpreted as single Tensors when the kernel is not structured.

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Commits on Nov 3, 2022

• Pass allow_packing=True when converting input points to nested tensors in GP, GPRM, and SchurComplement.

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  emilyfertig

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• Allow structured index points in tfd.GaussianProcess, tfpk.SchurComplement, and tfd.GaussianProcessRegressionModel.

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• Fix gradient issue in tfpk.Matern when input points are equal.

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Commits on Oct 31, 2022

• dtype_util.common_dtype interprets nested structures of Tensors as having structured dtype, when dtype_hint is structured.

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  emilyfertig

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• Change the default of thin_every to be a less surprising option (i.e. no pruning, since it's unclear what a reasonable non-default pruning option should be).

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Commits on Oct 28, 2022

• Adaptive MALT: Don't use functools.cache, it's too new.

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Commits on Oct 27, 2022

• Replace tensorflow.python.keras with keras. tensorflow.python.keras is an old copy and is deprecated.

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• Add tfp.math.hpsd_logdet and tfp.math.hpsd_quadratic_form_solvevec which have overriden JVP / VJPs.

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  srvasude

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Commits on Oct 26, 2022

• Remove reshaping / transposes in Wishart log_prob and sample.

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  srvasude

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Commits on Oct 25, 2022

• Add differentiable quantile function approximation to NC2 distribution.

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• Adaptive MALT: Add the final set of experiments.

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