tensorflow / tensorflow/probability
TruncatedCauchy 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
TruncatedCauchy quantile gives NaN for some parameter combinations. Similar to #1788
Numerical stability should be reinforced or it severely limits to usefulness of the distribution.
MVCE
import jax
import jax.numpy as jnp
import pytest
import tensorflow_probability.substrates.jax as tfp
tfpd = tfp.distributions
@pytest.mark.parametrize("scale", [0.1, 1.])
@pytest.mark.parametrize("low", [0.0])
@pytest.mark.parametrize("high", [1e6])
def test_truncated_cauchy(low, high, scale):
dist = tfpd.TruncatedCauchy(1.0, scale, low=low, high=high)
u = jnp.linspace(0., 1., 100)
samples = jax.vmap(dist.quantile)(u)
assert jnp.all(jnp.isfinite(samples))
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
Start by running the MVCE for TruncatedCauchy.quantile with the listed low, high, scale, and parameterized inputs. Reproduce the NaN results, then inspect the quantile implementation for numerical stability; done means all mapped samples are finite and remain between low and high.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python, tensorflow
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 3/5
- Estimated time
- 1-2 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 48/100