With the abundance of nice libraries, in R, for statistical computing, why would you be excited by TensorFlow Likelihood (*TFP*, for brief)? Effectively – let’s take a look at an inventory of its parts:

- Distributions and bijectors (bijectors are reversible, composable maps)
- Probabilistic modeling (Edward2 and probabilistic community layers)
- Probabilistic inference (by way of MCMC or variational inference)

Now think about all these working seamlessly with the TensorFlow framework – core, Keras, contributed modules – and in addition, working distributed and on GPU. The sphere of doable purposes is huge – and much too numerous to cowl as an entire in an introductory weblog put up.

As an alternative, our goal right here is to supply a primary introduction to *TFP*, specializing in direct applicability to and interoperability with deep studying.

We’ll shortly present how you can get began with one of many fundamental constructing blocks: `distributions`

. Then, we’ll construct a variational autoencoder just like that in Illustration studying with MMD-VAE. This time although, we’ll make use of *TFP* to pattern from the prior and approximate posterior distributions.

We’ll regard this put up as a “proof on idea” for utilizing *TFP* with Keras – from R – and plan to comply with up with extra elaborate examples from the world of semi-supervised illustration studying.

To put in *TFP* along with TensorFlow, merely append `tensorflow-probability`

to the default record of additional packages:

```
library(tensorflow)
install_tensorflow(
extra_packages = c("keras", "tensorflow-hub", "tensorflow-probability"),
model = "1.12"
)
```

Now to make use of *TFP*, all we have to do is import it and create some helpful handles.

And right here we go, sampling from an ordinary regular distribution.

```
n <- tfd$Regular(loc = 0, scale = 1)
n$pattern(6L)
```

```
tf.Tensor(
"Normal_1/pattern/Reshape:0", form=(6,), dtype=float32
)
```

Now that’s good, nevertheless it’s 2019, we don’t wish to should create a session to guage these tensors anymore. Within the variational autoencoder instance beneath, we’re going to see how *TFP* and TF *keen execution* are the proper match, so why not begin utilizing it now.

To make use of keen execution, now we have to execute the next strains in a contemporary (R) session:

… and import *TFP*, similar as above.

```
tfp <- import("tensorflow_probability")
tfd <- tfp$distributions
```

Now let’s shortly take a look at *TFP* distributions.

## Utilizing distributions

Right here’s that customary regular once more.

`n <- tfd$Regular(loc = 0, scale = 1)`

Issues generally accomplished with a distribution embrace sampling:

```
# simply as in low-level tensorflow, we have to append L to point integer arguments
n$pattern(6L)
```

```
tf.Tensor(
[-0.34403768 -0.14122334 -1.3832929 1.618252 1.364448 -1.1299014 ],
form=(6,),
dtype=float32
)
```

In addition to getting the log chance. Right here we do this concurrently for 3 values.

```
tf.Tensor(
[-1.4189385 -0.9189385 -1.4189385], form=(3,), dtype=float32
)
```

We will do the identical issues with numerous different distributions, e.g., the Bernoulli:

```
b <- tfd$Bernoulli(0.9)
b$pattern(10L)
```

```
tf.Tensor(
[1 1 1 0 1 1 0 1 0 1], form=(10,), dtype=int32
)
```

```
tf.Tensor(
[-1.2411538 -0.3411539 -1.2411538 -1.2411538], form=(4,), dtype=float32
)
```

Observe that within the final chunk, we’re asking for the log chances of 4 unbiased attracts.

## Batch shapes and occasion shapes

In *TFP*, we are able to do the next.

```
tfp.distributions.Regular(
"Regular/", batch_shape=(3,), event_shape=(), dtype=float32
)
```

Opposite to what it’d seem like, this isn’t a multivariate regular. As indicated by `batch_shape=(3,)`

, this can be a “batch” of unbiased univariate distributions. The truth that these are univariate is seen in `event_shape=()`

: Every of them lives in one-dimensional *occasion house*.

If as an alternative we create a single, two-dimensional multivariate regular:

```
tfp.distributions.MultivariateNormalDiag(
"MultivariateNormalDiag/", batch_shape=(), event_shape=(2,), dtype=float32
)
```

we see `batch_shape=(), event_shape=(2,)`

, as anticipated.

After all, we are able to mix each, creating batches of multivariate distributions:

This instance defines a batch of three two-dimensional multivariate regular distributions.

## Changing between batch shapes and occasion shapes

Unusual as it could sound, conditions come up the place we wish to rework distribution shapes between these varieties – in reality, we’ll see such a case very quickly.

`tfd$Unbiased`

is used to transform dimensions in `batch_shape`

to dimensions in `event_shape`

.

Here’s a batch of three unbiased Bernoulli distributions.

```
bs <- tfd$Bernoulli(probs=c(.3,.5,.7))
bs
```

```
tfp.distributions.Bernoulli(
"Bernoulli/", batch_shape=(3,), event_shape=(), dtype=int32
)
```

We will convert this to a digital “three-dimensional” Bernoulli like this:

```
b <- tfd$Unbiased(bs, reinterpreted_batch_ndims = 1L)
b
```

```
tfp.distributions.Unbiased(
"IndependentBernoulli/", batch_shape=(), event_shape=(3,), dtype=int32
)
```

Right here `reinterpreted_batch_ndims`

tells *TFP* how lots of the batch dimensions are getting used for the occasion house, beginning to depend from the best of the form record.

With this fundamental understanding of *TFP* distributions, we’re able to see them utilized in a VAE.

We’ll take the (not so) deep convolutional structure from Illustration studying with MMD-VAE and use `distributions`

for sampling and computing chances. Optionally, our new VAE will have the ability to *study the prior distribution*.

Concretely, the next exposition will include three elements.

First, we current widespread code relevant to each a VAE with a static prior, and one which learns the parameters of the prior distribution.

Then, now we have the coaching loop for the primary (static-prior) VAE. Lastly, we talk about the coaching loop and extra mannequin concerned within the second (prior-learning) VAE.

Presenting each variations one after the opposite results in code duplications, however avoids scattering complicated if-else branches all through the code.

The second VAE is offered as a part of the Keras examples so that you don’t have to repeat out code snippets. The code additionally accommodates further performance not mentioned and replicated right here, similar to for saving mannequin weights.

So, let’s begin with the widespread half.

On the danger of repeating ourselves, right here once more are the preparatory steps (together with just a few further library masses).

### Dataset

For a change from MNIST and Vogue-MNIST, we’ll use the model new Kuzushiji-MNIST(Clanuwat et al. 2018).

As in that different put up, we stream the info by way of tfdatasets:

```
buffer_size <- 60000
batch_size <- 256
batches_per_epoch <- buffer_size / batch_size
train_dataset <- tensor_slices_dataset(train_images) %>%
dataset_shuffle(buffer_size) %>%
dataset_batch(batch_size)
```

Now let’s see what adjustments within the encoder and decoder fashions.

### Encoder

The encoder differs from what we had with out *TFP* in that it doesn’t return the approximate posterior means and variances instantly as tensors. As an alternative, it returns a batch of multivariate regular distributions:

```
# you would possibly wish to change this relying on the dataset
latent_dim <- 2
encoder_model <- perform(identify = NULL) {
keras_model_custom(identify = identify, perform(self) {
self$conv1 <-
layer_conv_2d(
filters = 32,
kernel_size = 3,
strides = 2,
activation = "relu"
)
self$conv2 <-
layer_conv_2d(
filters = 64,
kernel_size = 3,
strides = 2,
activation = "relu"
)
self$flatten <- layer_flatten()
self$dense <- layer_dense(items = 2 * latent_dim)
perform (x, masks = NULL) {
x <- x %>%
self$conv1() %>%
self$conv2() %>%
self$flatten() %>%
self$dense()
tfd$MultivariateNormalDiag(
loc = x[, 1:latent_dim],
scale_diag = tf$nn$softplus(x[, (latent_dim + 1):(2 * latent_dim)] + 1e-5)
)
}
})
}
```

Let’s do this out.

```
encoder <- encoder_model()
iter <- make_iterator_one_shot(train_dataset)
x <- iterator_get_next(iter)
approx_posterior <- encoder(x)
approx_posterior
```

```
tfp.distributions.MultivariateNormalDiag(
"MultivariateNormalDiag/", batch_shape=(256,), event_shape=(2,), dtype=float32
)
```

`approx_posterior$pattern()`

```
tf.Tensor(
[[ 5.77791929e-01 -1.64988488e-02]
[ 7.93901443e-01 -1.00042784e+00]
[-1.56279251e-01 -4.06365871e-01]
...
...
[-6.47531569e-01 2.10889503e-02]], form=(256, 2), dtype=float32)
```

We don’t find out about you, however we nonetheless benefit from the ease of inspecting values with *keen execution* – quite a bit.

Now, on to the decoder, which too returns a distribution as an alternative of a tensor.

### Decoder

Within the decoder, we see why transformations between batch form and occasion form are helpful.

The output of `self$deconv3`

is four-dimensional. What we’d like is an on-off-probability for each pixel.

Previously, this was completed by feeding the tensor right into a dense layer and making use of a sigmoid activation.

Right here, we use `tfd$Unbiased`

to successfully tranform the tensor right into a chance distribution over three-dimensional pictures (width, peak, channel(s)).

```
decoder_model <- perform(identify = NULL) {
keras_model_custom(identify = identify, perform(self) {
self$dense <- layer_dense(items = 7 * 7 * 32, activation = "relu")
self$reshape <- layer_reshape(target_shape = c(7, 7, 32))
self$deconv1 <-
layer_conv_2d_transpose(
filters = 64,
kernel_size = 3,
strides = 2,
padding = "similar",
activation = "relu"
)
self$deconv2 <-
layer_conv_2d_transpose(
filters = 32,
kernel_size = 3,
strides = 2,
padding = "similar",
activation = "relu"
)
self$deconv3 <-
layer_conv_2d_transpose(
filters = 1,
kernel_size = 3,
strides = 1,
padding = "similar"
)
perform (x, masks = NULL) {
x <- x %>%
self$dense() %>%
self$reshape() %>%
self$deconv1() %>%
self$deconv2() %>%
self$deconv3()
tfd$Unbiased(tfd$Bernoulli(logits = x),
reinterpreted_batch_ndims = 3L)
}
})
}
```

Let’s do this out too.

```
decoder <- decoder_model()
decoder_likelihood <- decoder(approx_posterior_sample)
```

```
tfp.distributions.Unbiased(
"IndependentBernoulli/", batch_shape=(256,), event_shape=(28, 28, 1), dtype=int32
)
```

This distribution can be used to generate the “reconstructions,” in addition to decide the loglikelihood of the unique samples.

### KL loss and optimizer

Each VAEs mentioned beneath will want an optimizer …

`optimizer <- tf$practice$AdamOptimizer(1e-4)`

… and each will delegate to `compute_kl_loss`

to compute the KL a part of the loss.

This helper perform merely subtracts the log probability of the samples below the prior from their loglikelihood below the approximate posterior.

```
compute_kl_loss <- perform(
latent_prior,
approx_posterior,
approx_posterior_sample) {
kl_div <- approx_posterior$log_prob(approx_posterior_sample) -
latent_prior$log_prob(approx_posterior_sample)
avg_kl_div <- tf$reduce_mean(kl_div)
avg_kl_div
}
```

Now that we’ve seemed on the widespread elements, we first talk about how you can practice a VAE with a static prior.

On this VAE, we use *TFP* to create the same old isotropic Gaussian prior.

We then instantly pattern from this distribution within the coaching loop.

```
latent_prior <- tfd$MultivariateNormalDiag(
loc = tf$zeros(record(latent_dim)),
scale_identity_multiplier = 1
)
```

And right here is the entire coaching loop. We’ll level out the essential *TFP*-related steps beneath.

```
for (epoch in seq_len(num_epochs)) {
iter <- make_iterator_one_shot(train_dataset)
total_loss <- 0
total_loss_nll <- 0
total_loss_kl <- 0
until_out_of_range({
x <- iterator_get_next(iter)
with(tf$GradientTape(persistent = TRUE) %as% tape, {
approx_posterior <- encoder(x)
approx_posterior_sample <- approx_posterior$pattern()
decoder_likelihood <- decoder(approx_posterior_sample)
nll <- -decoder_likelihood$log_prob(x)
avg_nll <- tf$reduce_mean(nll)
kl_loss <- compute_kl_loss(
latent_prior,
approx_posterior,
approx_posterior_sample
)
loss <- kl_loss + avg_nll
})
total_loss <- total_loss + loss
total_loss_nll <- total_loss_nll + avg_nll
total_loss_kl <- total_loss_kl + kl_loss
encoder_gradients <- tape$gradient(loss, encoder$variables)
decoder_gradients <- tape$gradient(loss, decoder$variables)
optimizer$apply_gradients(purrr::transpose(record(
encoder_gradients, encoder$variables
)),
global_step = tf$practice$get_or_create_global_step())
optimizer$apply_gradients(purrr::transpose(record(
decoder_gradients, decoder$variables
)),
global_step = tf$practice$get_or_create_global_step())
})
cat(
glue(
"Losses (epoch): {epoch}:",
" {(as.numeric(total_loss_nll)/batches_per_epoch) %>% spherical(4)} nll",
" {(as.numeric(total_loss_kl)/batches_per_epoch) %>% spherical(4)} kl",
" {(as.numeric(total_loss)/batches_per_epoch) %>% spherical(4)} complete"
),
"n"
)
}
```

Above, enjoying round with the encoder and the decoder, we’ve already seen how

`approx_posterior <- encoder(x)`

provides us a distribution we are able to pattern from. We use it to acquire samples from the approximate posterior:

`approx_posterior_sample <- approx_posterior$pattern()`

These samples, we take them and feed them to the decoder, who provides us on-off-likelihoods for picture pixels.

`decoder_likelihood <- decoder(approx_posterior_sample)`

Now the loss consists of the same old ELBO parts: reconstruction loss and KL divergence.

The reconstruction loss we instantly receive from *TFP*, utilizing the discovered decoder distribution to evaluate the probability of the unique enter.

```
nll <- -decoder_likelihood$log_prob(x)
avg_nll <- tf$reduce_mean(nll)
```

The KL loss we get from `compute_kl_loss`

, the helper perform we noticed above:

```
kl_loss <- compute_kl_loss(
latent_prior,
approx_posterior,
approx_posterior_sample
)
```

We add each and arrive on the general VAE loss:

`loss <- kl_loss + avg_nll`

Aside from these adjustments attributable to utilizing *TFP*, the coaching course of is simply regular backprop, the way in which it appears utilizing *keen execution*.

Now let’s see how as an alternative of utilizing the usual isotropic Gaussian, we might study a combination of Gaussians.

The selection of variety of distributions right here is fairly arbitrary. Simply as with `latent_dim`

, you would possibly wish to experiment and discover out what works greatest in your dataset.

```
mixture_components <- 16
learnable_prior_model <- perform(identify = NULL, latent_dim, mixture_components) {
keras_model_custom(identify = identify, perform(self) {
self$loc <-
tf$get_variable(
identify = "loc",
form = record(mixture_components, latent_dim),
dtype = tf$float32
)
self$raw_scale_diag <- tf$get_variable(
identify = "raw_scale_diag",
form = c(mixture_components, latent_dim),
dtype = tf$float32
)
self$mixture_logits <-
tf$get_variable(
identify = "mixture_logits",
form = c(mixture_components),
dtype = tf$float32
)
perform (x, masks = NULL) {
tfd$MixtureSameFamily(
components_distribution = tfd$MultivariateNormalDiag(
loc = self$loc,
scale_diag = tf$nn$softplus(self$raw_scale_diag)
),
mixture_distribution = tfd$Categorical(logits = self$mixture_logits)
)
}
})
}
```

In *TFP* terminology, `components_distribution`

is the underlying distribution kind, and `mixture_distribution`

holds the chances that particular person parts are chosen.

Observe how `self$loc`

, `self$raw_scale_diag`

and `self$mixture_logits`

are TensorFlow `Variables`

and thus, persistent and updatable by backprop.

Now we create the mannequin.

```
latent_prior_model <- learnable_prior_model(
latent_dim = latent_dim,
mixture_components = mixture_components
)
```

How can we receive a latent prior distribution we are able to pattern from? A bit unusually, this mannequin can be referred to as with out an enter:

```
latent_prior <- latent_prior_model(NULL)
latent_prior
```

```
tfp.distributions.MixtureSameFamily(
"MixtureSameFamily/", batch_shape=(), event_shape=(2,), dtype=float32
)
```

Right here now’s the entire coaching loop. Observe how now we have a 3rd mannequin to backprop by means of.

```
for (epoch in seq_len(num_epochs)) {
iter <- make_iterator_one_shot(train_dataset)
total_loss <- 0
total_loss_nll <- 0
total_loss_kl <- 0
until_out_of_range({
x <- iterator_get_next(iter)
with(tf$GradientTape(persistent = TRUE) %as% tape, {
approx_posterior <- encoder(x)
approx_posterior_sample <- approx_posterior$pattern()
decoder_likelihood <- decoder(approx_posterior_sample)
nll <- -decoder_likelihood$log_prob(x)
avg_nll <- tf$reduce_mean(nll)
latent_prior <- latent_prior_model(NULL)
kl_loss <- compute_kl_loss(
latent_prior,
approx_posterior,
approx_posterior_sample
)
loss <- kl_loss + avg_nll
})
total_loss <- total_loss + loss
total_loss_nll <- total_loss_nll + avg_nll
total_loss_kl <- total_loss_kl + kl_loss
encoder_gradients <- tape$gradient(loss, encoder$variables)
decoder_gradients <- tape$gradient(loss, decoder$variables)
prior_gradients <-
tape$gradient(loss, latent_prior_model$variables)
optimizer$apply_gradients(purrr::transpose(record(
encoder_gradients, encoder$variables
)),
global_step = tf$practice$get_or_create_global_step())
optimizer$apply_gradients(purrr::transpose(record(
decoder_gradients, decoder$variables
)),
global_step = tf$practice$get_or_create_global_step())
optimizer$apply_gradients(purrr::transpose(record(
prior_gradients, latent_prior_model$variables
)),
global_step = tf$practice$get_or_create_global_step())
})
checkpoint$save(file_prefix = checkpoint_prefix)
cat(
glue(
"Losses (epoch): {epoch}:",
" {(as.numeric(total_loss_nll)/batches_per_epoch) %>% spherical(4)} nll",
" {(as.numeric(total_loss_kl)/batches_per_epoch) %>% spherical(4)} kl",
" {(as.numeric(total_loss)/batches_per_epoch) %>% spherical(4)} complete"
),
"n"
)
}
```

And that’s it! For us, each VAEs yielded related outcomes, and we didn’t expertise nice variations from experimenting with latent dimensionality and the variety of combination distributions. However once more, we wouldn’t wish to generalize to different datasets, architectures, and so on.

Talking of outcomes, how do they appear? Right here we see letters generated after 40 epochs of coaching. On the left are random letters, on the best, the same old VAE grid show of latent house.

Hopefully, we’ve succeeded in displaying that TensorFlow Likelihood, keen execution, and Keras make for a lovely mixture! Should you relate complete quantity of code required to the complexity of the duty, in addition to depth of the ideas concerned, this could seem as a fairly concise implementation.

Within the nearer future, we plan to comply with up with extra concerned purposes of TensorFlow Likelihood, largely from the world of illustration studying. Keep tuned!