tensorflow / tensorflow/probability
TurncatedNormal gives wrong results sometimes
Open
Nobody has claimed this yet.
- Dominant language
- Jupyter Notebook
- Stars
- 4.4k
- Forks
- 1.1k
- PR merge metrics
- No merged PRs in 30d
Description
Truncated normal gives wrong values sometimes. Seems to be when the scale is relatively small, but in surprising situations where you'd expect it to work like TruncatedNormal(1, 0.1, 0, 10).
MVCE
import jax
import jax.numpy as jnp
import pytest
import tensorflow_probability.substrates.jax as tfp
tfpd = tfp.distributions
@pytest.mark.parametrize("scale", [0.01, 0.1])
@pytest.mark.parametrize("low", [0.0, 0.])
@pytest.mark.parametrize("high", [10, jnp.inf])
def test_truncated_normal(low, high, scale):
dist = tfpd.TruncatedNormal(1.0, scale, low=low, high=high)
u = jnp.linspace(0., 1., 100)
samples = jax.vmap(dist.quantile)(u)
assert jnp.all(samples >= low)
assert jnp.all(samples <= high)
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
Reproduce the MVCE with the parametrized scale, low, and high values, then trace the tfpd.TruncatedNormal quantile path for the small-scale cases. Compare the returned samples with the bounds and establish a regression test that captures the correct behavior for these inputs.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100