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Add SkewGeneralizedNormal distribution (generalized normal v2) #2025

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Add SkewGeneralizedNormal distribution (generalized normal v2) #2025

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38 changes: 38 additions & 0 deletions tensorflow_probability/python/distributions/BUILD
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Original file line number Diff line number Diff line change
Expand Up @@ -2109,6 +2109,29 @@ multi_substrate_py_library(
],
)

multi_substrate_py_library(
name = "skew_generalized_normal",
srcs = ["skew_generalized_normal.py"],
deps = [
":distribution",
# numpy dep,
# tensorflow dep,
"//tensorflow_probability/python/bijectors:chain",
"//tensorflow_probability/python/bijectors:exp",
"//tensorflow_probability/python/bijectors:scale",
"//tensorflow_probability/python/bijectors:shift",
"//tensorflow_probability/python/bijectors:softplus",
"//tensorflow_probability/python/internal:assert_util",
"//tensorflow_probability/python/internal:dtype_util",
"//tensorflow_probability/python/internal:parameter_properties",
"//tensorflow_probability/python/internal:prefer_static",
"//tensorflow_probability/python/internal:reparameterization",
"//tensorflow_probability/python/internal:samplers",
"//tensorflow_probability/python/internal:special_math",
"//tensorflow_probability/python/internal:tensor_util",
],
)

multi_substrate_py_library(
name = "stopping_ratio_logistic",
srcs = ["stopping_ratio_logistic.py"],
Expand Down Expand Up @@ -4458,6 +4481,21 @@ multi_substrate_py_test(
],
)

multi_substrate_py_test(
name = "skew_generalized_normal_test",
size = "medium",
srcs = ["skew_generalized_normal_test.py"],
shard_count = 3,
deps = [
":skew_generalized_normal",
# numpy dep,
# scipy dep,
# tensorflow dep,
"//tensorflow_probability/python/internal:test_util",
"//tensorflow_probability/python/math:gradient",
],
)

multi_substrate_py_test(
name = "stopping_ratio_logistic_test",
srcs = ["stopping_ratio_logistic_test.py"],
Expand Down
2 changes: 2 additions & 0 deletions tensorflow_probability/python/distributions/__init__.py
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Expand Up @@ -122,6 +122,7 @@
from tensorflow_probability.python.distributions.sigmoid_beta import SigmoidBeta
from tensorflow_probability.python.distributions.sinh_arcsinh import SinhArcsinh
from tensorflow_probability.python.distributions.skellam import Skellam
from tensorflow_probability.python.distributions.skew_generalized_normal import SkewGeneralizedNormal
from tensorflow_probability.python.distributions.spherical_uniform import SphericalUniform
from tensorflow_probability.python.distributions.stopping_ratio_logistic import StoppingRatioLogistic
from tensorflow_probability.python.distributions.student_t import StudentT
Expand Down Expand Up @@ -282,6 +283,7 @@
'SigmoidBeta',
'SinhArcsinh',
'Skellam',
'SkewGeneralizedNormal',
'SphericalUniform',
'StoppingRatioLogistic',
'StudentT',
Expand Down
1 change: 1 addition & 0 deletions tensorflow_probability/python/distributions/hypothesis_testlib.py
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Expand Up @@ -317,6 +317,7 @@ def fix_bates(d):
'Zipf': lambda d: dict(d, dtype=tf.float32),
'FiniteDiscrete': fix_finite_discrete,
'GeneralizedNormal.power': tfp_hps.softplus_plus_eps(),
'SkewGeneralizedNormal.peak': tfp_hps.softplus_plus_eps(1e-1),
'TwoPieceNormal.skewness': tfp_hps.softplus_plus_eps(),
'TwoPieceStudentT.skewness': tfp_hps.softplus_plus_eps(),
'NoncentralChi2.noncentrality': tf.math.softplus,
Expand Down
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