tensorflow / tensorflow/probability
Feature Request: Efficient Poisson Binomial PMF/CDF in tfp
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Description
Poisson Binomial distributions (and the more general Poisson Multinomial) crop up all over the place in the social sciences, particularly ecological inference, and linguistics. Having such a distribution in tensorflow would be very valuable to those communities. Efficient implementations exist in R: https://cran.r-project.org/web/packages/PoissonBinomial/PoissonBinomial.pdf
And descriptions for implementing the most recent algorithm can be found here: https://www.sciencedirect.com/science/article/pii/S0167947318300082?via%3Dihub
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by reading the linked PoissonBinomial R package documentation and the cited algorithm paper, then inspect TensorFlow Probability's existing distribution conventions. No repository files or tests are named; done would require an agreed, efficient Poisson Binomial PMF/CDF implementation, with scope for the Poisson Multinomial case clarified.
Written by the indexing model from the issue text.
Assessment
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Quiet
- Clarity
- Needs clarification
- Newbie friendliness
- 35/100