Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

tfd_probit_bernoulli

ProbitBernoulli distribution.


Description

The ProbitBernoulli distribution with probs parameter, i.e., the probability of a 1 outcome (vs a 0 outcome). Unlike a regular Bernoulli distribution, which uses the logistic (aka 'sigmoid') function to go from the un-constrained parameters to probabilities, this distribution uses the CDF of the standard normal distribution:

p(x=1; probits) = 0.5 * (1 + erf(probits / sqrt(2)))
p(x=0; probits) = 1 - p(x=1; probits)

Where erf is the error function. A typical application of this distribution is in probit regression.

Usage

tfd_probit_bernoulli(
  probits = NULL,
  probs = NULL,
  dtype = tf$int32,
  validate_args = FALSE,
  allow_nan_stats = TRUE,
  name = "ProbitBernoulli"
)

Arguments

probits

An N-D Tensor representing the probit-odds of a 1 event. Each entry in the Tensor parameterizes an independent ProbitBernoulli distribution where the probability of an event is normal_cdf(probits). Only one of probits or probs should be passed in.

probs

An N-D Tensor representing the probability of a 1 event. Each entry in the Tensor parameterizes an independent ProbitBernoulli distribution. Only one of probits or probs should be passed in.

dtype

The type of the event samples. Default: int32.

validate_args

Logical, default FALSE. When TRUE distribution parameters are checked for validity despite possibly degrading runtime performance. When FALSE invalid inputs may silently render incorrect outputs. Default value: FALSE.

allow_nan_stats

Logical, default TRUE. When TRUE, statistics (e.g., mean, mode, variance) use the value NaN to indicate the result is undefined. When FALSE, an exception is raised if one or more of the statistic's batch members are undefined.

name

name prefixed to Ops created by this class.

Value

a distribution instance.

See Also

For usage examples see e.g. tfd_sample(), tfd_log_prob(), tfd_mean().

Other distributions: tfd_autoregressive(), tfd_batch_reshape(), tfd_bates(), tfd_bernoulli(), tfd_beta_binomial(), tfd_beta(), tfd_binomial(), tfd_categorical(), tfd_cauchy(), tfd_chi2(), tfd_chi(), tfd_cholesky_lkj(), tfd_continuous_bernoulli(), tfd_deterministic(), tfd_dirichlet_multinomial(), tfd_dirichlet(), tfd_empirical(), tfd_exponential(), tfd_gamma_gamma(), tfd_gamma(), tfd_gaussian_process_regression_model(), tfd_gaussian_process(), tfd_generalized_normal(), tfd_geometric(), tfd_gumbel(), tfd_half_cauchy(), tfd_half_normal(), tfd_hidden_markov_model(), tfd_horseshoe(), tfd_independent(), tfd_inverse_gamma(), tfd_inverse_gaussian(), tfd_johnson_s_u(), tfd_joint_distribution_named_auto_batched(), tfd_joint_distribution_named(), tfd_joint_distribution_sequential_auto_batched(), tfd_joint_distribution_sequential(), tfd_kumaraswamy(), tfd_laplace(), tfd_linear_gaussian_state_space_model(), tfd_lkj(), tfd_log_logistic(), tfd_log_normal(), tfd_logistic(), tfd_mixture_same_family(), tfd_mixture(), tfd_multinomial(), tfd_multivariate_normal_diag_plus_low_rank(), tfd_multivariate_normal_diag(), tfd_multivariate_normal_full_covariance(), tfd_multivariate_normal_linear_operator(), tfd_multivariate_normal_tri_l(), tfd_multivariate_student_t_linear_operator(), tfd_negative_binomial(), tfd_normal(), tfd_one_hot_categorical(), tfd_pareto(), tfd_pixel_cnn(), tfd_poisson_log_normal_quadrature_compound(), tfd_poisson(), tfd_power_spherical(), tfd_quantized(), tfd_relaxed_bernoulli(), tfd_relaxed_one_hot_categorical(), tfd_sample_distribution(), tfd_sinh_arcsinh(), tfd_spherical_uniform(), tfd_student_t_process(), tfd_student_t(), tfd_transformed_distribution(), tfd_triangular(), tfd_truncated_cauchy(), tfd_truncated_normal(), tfd_uniform(), tfd_variational_gaussian_process(), tfd_vector_diffeomixture(), tfd_vector_exponential_diag(), tfd_vector_exponential_linear_operator(), tfd_vector_laplace_diag(), tfd_vector_laplace_linear_operator(), tfd_vector_sinh_arcsinh_diag(), tfd_von_mises_fisher(), tfd_von_mises(), tfd_weibull(), tfd_wishart_linear_operator(), tfd_wishart_tri_l(), tfd_wishart(), tfd_zipf()


tfprobability

Interface to 'TensorFlow Probability'

v0.11.0.0
Apache License (>= 2.0)
Authors
Sigrid Keydana [aut, cre], Daniel Falbel [ctb], Kevin Kuo [ctb] (<https://orcid.org/0000-0001-7803-7901>), RStudio [cph]
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.