Release Notes
This is the 0.3.0 release of TensorFlow Probability. It's tested and stable against TensorFlow 1.10.
Distributions & Bijectors
* Add the LKJ distribution on correlation matrices.
* Add GammaGamma distribution.
* Adds the VonMisesFisher distribution over points on the unit hypersphere.
* Add CholeskyToInvCholesky bijector.
* Added reparametrizable TruncatedNormal
* Add `tfp.bijectors.Transpose`.
* Add tanh bijection.
* Introduce GaussianProcessRegressionModel
* Introduce GaussianProcess distribution
* Gamma distribution and the derived distributions (Beta, Dirichlet, Student's t, inverse Gamma) are fully reparameterized.
* Add low and high as properties to quantized distribution.
* Collapse WishartCholesky and WishartFull into a single Wishart distribution that takes either a scale or a scale_cholesky argument.
* Add `adjoint` arg to `tfp.bijectors.Affine`.
Sampling & Inference
* Enable nested interceptors in Edward2.
* Provide interface for controlling the number of HMC iterations during which to adapt the step size.
* Added support for dynamic shapes in the slice sampler.
* Make HMC more efficient and usable for MCEM.
- Allow stop_gradient to be applied as new state is built (thus enabling recycling `kernel_results.accepted.target_log_prob`).
- Add hook for user defined adaptive step size code and provide default implementation.
* Added implementation of the Nelder Mead derivative free optimization method.
* Add `tfp.math.random_rayleigh`.
Documentation & Examples
* Add Edward2 README.md.
* Add migration guide from Edward to TFP.
* Add documentation matching tfp-0.2 release.
* Add colab example which compares fitting HLM's between TF distributions, Stan, and R. Colab was written in collaboration with safyan.
* Added a preliminary version of a Probabilistic PCA Edward 2 example, and changed the BUILD file accordingly.
* Latent Dirichlet Allocation for 20 newsgroups dataset.
* A detailed case study in using TensorFlow Probability for estimating a covariance matrix.
Huge thanks to all the contributors to this release!
* Akshay Agrawal
* Billy Lamberta
* Brian Patton
* Christopher Suter
* cyrilchimisov
* davmre
* Dustin Tran
* Ian Langmore
* jjhunt
* Joshua V. Dillon
* Kousuke Ariga
* Michael Figurnov
* Michele Colombo
* rif
* saxeas
* srvasude
* William D. Irons
* Yuan Huang