Enable experimental/marginalize for the JAX and Numpy backends.

PiperOrigin-RevId: 579016812

tensorflow_probability/python/experimental/marginalize/BUILD

@@ -15,8 +15,11 @@
 # Description:
 #   Automatic marginalization of latent variables.
 
-# Placeholder: py_library
-# Placeholder: py_test
+load(
+    "//tensorflow_probability/python:build_defs.bzl",
+    "multi_substrate_py_library",
+    "multi_substrate_py_test",
+)
 
 package(
     # default_applicable_licenses
@@ -27,17 +30,18 @@ package(
 
 licenses(["notice"])
 
-py_library(
+multi_substrate_py_library(
     name = "logeinsumexp",
     srcs = ["logeinsumexp.py"],
     deps = [
         # numpy dep,
         # opt_einsum dep,
         # tensorflow dep,
+        "//tensorflow_probability/python/internal:prefer_static",
     ],
 )
 
-py_test(
+multi_substrate_py_test(
     name = "logeinsumexp_test",
     size = "medium",
     srcs = [
@@ -53,7 +57,7 @@ py_test(
     ],
 )
 
-py_library(
+multi_substrate_py_library(
     name = "marginalize",
     srcs = ["__init__.py"],
     deps = [
@@ -62,7 +66,7 @@ py_library(
     ],
 )
 
-py_library(
+multi_substrate_py_library(
     name = "marginalizable",
     srcs = ["marginalizable.py"],
     deps = [
@@ -72,13 +76,17 @@ py_library(
         "//tensorflow_probability/python/distributions:categorical",
         "//tensorflow_probability/python/distributions:joint_distribution_coroutine",
         "//tensorflow_probability/python/distributions:sample",
+        "//tensorflow_probability/python/internal:prefer_static",
+        "//tensorflow_probability/python/internal:samplers",
     ],
 )
 
-py_test(
+multi_substrate_py_test(
     name = "marginalizable_test",
     size = "medium",
     srcs = ["marginalizable_test.py"],
+    jax_tags = ["notap"],
+    numpy_tags = ["notap"],
     deps = [
         ":marginalize",
         # absl/testing:parameterized dep,
@@ -92,6 +100,7 @@ py_test(
         "//tensorflow_probability/python/distributions:normal",
         "//tensorflow_probability/python/distributions:poisson",
         "//tensorflow_probability/python/distributions:sample",
+        "//tensorflow_probability/python/internal:prefer_static",
         "//tensorflow_probability/python/internal:test_util",
     ],
 )

tensorflow_probability/python/experimental/marginalize/logeinsumexp.py

@@ -15,7 +15,8 @@
 """Compute einsums in log space."""
 
 import opt_einsum as oe
-import tensorflow.compat.v1 as tf
+import tensorflow.compat.v2 as tf
+from tensorflow_probability.python.internal import prefer_static as ps
 
 
 # pylint: disable=no-member
@@ -72,8 +73,8 @@ def rearrange(src, dst, t):
     if i not in src:
       new_indices += i
   new_src = src + new_indices
-  new_t = tf.reshape(t, tf.concat(
-      [tf.shape(t), tf.ones(len(new_indices), dtype=tf.int32)], axis=0))
+  new_t = tf.reshape(t, ps.concat(
+      [ps.shape(t), ps.ones(len(new_indices), dtype=tf.int32)], axis=0))
   formula = '{}->{}'.format(new_src, dst)
   # It is safe to use ordinary `einsum` here as no summations
   # are performed.

tensorflow_probability/python/experimental/marginalize/logeinsumexp_test.py

@@ -18,7 +18,7 @@
 from hypothesis.extra import numpy as hpnp
 import hypothesis.strategies as hps
 import numpy as np
-import tensorflow.compat.v1 as tf
+import tensorflow.compat.v2 as tf
 from tensorflow_probability.python.experimental.marginalize.logeinsumexp import _binary_einslogsumexp
 from tensorflow_probability.python.experimental.marginalize.logeinsumexp import logeinsumexp
 from tensorflow_probability.python.internal import test_util
@@ -179,7 +179,6 @@ def test_compare_einsum(self):
     formula = 'abcdcfg,edfcbaa->bd'
     u = tf.math.log(tf.einsum(formula, a, b))
     v = logeinsumexp(formula, tf.math.log(a), tf.math.log(b))
-
     self.assertAllClose(u, v)
 
   def test_zero_zero_multiplication(self):

tensorflow_probability/python/experimental/marginalize/marginalizable.py

@@ -24,6 +24,8 @@
 from tensorflow_probability.python.distributions import joint_distribution_coroutine as jdc_lib
 from tensorflow_probability.python.distributions import sample as sample_lib
 from tensorflow_probability.python.experimental.marginalize.logeinsumexp import logeinsumexp
+from tensorflow_probability.python.internal import prefer_static as ps
+from tensorflow_probability.python.internal import samplers
 
 
 __all__ = [
@@ -117,10 +119,9 @@ def _support(dist):
         dist.sample_shape, 'expand_sample_shape')
     p, rank = _support(dist.distribution)
     product = _power(p, n)
-    new_shape = tf.concat([tf.shape(product)[:-1], sample_shape], axis=-1)
+    new_shape = ps.concat([ps.shape(product)[:-1], sample_shape], axis=-1)
 
-    new_rank = rank + tf.compat.v2.compat.dimension_value(
-        sample_shape.shape[0])
+    new_rank = rank + tf.compat.dimension_value(sample_shape.shape[0])
     return tf.reshape(product, new_shape), new_rank
   else:
     raise ValueError('Unable to find support for distribution ' +
@@ -141,11 +142,11 @@ def _expand_right(a, n, pos):
     Tensor with inserted dimensions.
   """
 
-  axis = tf.rank(a) + pos + 1
-  return tf.reshape(a, tf.concat([
-      tf.shape(a)[:axis],
-      tf.ones([n], dtype=tf.int32),
-      tf.shape(a)[axis:]], axis=0))
+  axis = ps.rank(a) + pos + 1
+  return tf.reshape(a, ps.concat([
+      ps.shape(a)[:axis],
+      ps.ones([n], dtype=tf.int32),
+      ps.shape(a)[axis:]], axis=0))
 
 
 def _letter(i):
@@ -216,7 +217,9 @@ def marginalized_log_prob(self, values, name='marginalized_log_prob',
 
     with tf.name_scope(name):
       ds = self._call_execute_model(
-          sample_and_trace_fn=jd_lib.trace_distributions_only)
+          sample_and_trace_fn=jd_lib.trace_distributions_only,
+          # Only used for tracing so can be fixed.
+          seed=samplers.zeros_seed())
 
       # Both 'marginalize' and 'tabulate' indicate that
       # instead of using samples provided by the user, this method
@@ -229,7 +232,7 @@ def marginalized_log_prob(self, values, name='marginalized_log_prob',
       for value, dist in zip(values, ds):
         if value == 'marginalize':
           supp, rank = _support(dist)
-          r = supp.shape.rank
+          r = ps.rank(supp)
           num_new_variables = r - rank
           # We can think of supp as being a tensor containing tensors,
           # each of which is a draw from the distribution.
@@ -251,7 +254,7 @@ def marginalized_log_prob(self, values, name='marginalized_log_prob',
           formula.append(indices)
         elif value == 'tabulate':
           supp, rank = _support(dist)
-          r = supp.shape.rank
+          r = ps.rank(supp)
           if r is None:
             raise ValueError('Need to be able to statically find rank of'
                              'support of random variable: {}'.format(str(dist)))

tensorflow_probability/python/experimental/marginalize/marginalizable_test.py

@@ -34,6 +34,7 @@
 from tensorflow_probability.python.distributions import poisson
 from tensorflow_probability.python.distributions import sample as sample_dist_lib
 import tensorflow_probability.python.experimental.marginalize as marginalize
+from tensorflow_probability.python.internal import prefer_static as ps
 from tensorflow_probability.python.internal import test_util
 
 
@@ -48,10 +49,6 @@ def _conform(ts):
   return [tf.broadcast_to(a, shape) for a in ts]
 
 
-def _cat(*ts):
-  return tf.concat(ts, axis=0)
-
-
 def _stack(*ts):
   return tf.stack(_conform(ts), axis=-1)
 
@@ -209,7 +206,7 @@ def test_hmm(self):
     n_steps = 4
     infer_step = 2
 
-    observations = [-1.0, 0.0, 1.0, 2.0]
+    observations = np.array([-1.0, 0.0, 1.0, 2.0], np.float32)
 
     initial_prob = tf.constant([0.6, 0.4], dtype=tf.float32)
     transition_matrix = tf.constant([[0.6, 0.4],
@@ -309,7 +306,7 @@ def model():
                0.4 * tf.roll(o, shift=[1, 0], axis=[-2, -1]))
 
           # Reshape just last two dimensions.
-          p = tf.reshape(p, _cat(p.shape[:-2], [-1]))
+          p = tf.reshape(p, ps.concat([ps.shape(p)[:-2], [-1]], axis=0))
           xy = yield categorical.Categorical(probs=p, dtype=tf.int32)
           x[i] = xy // n
           y[i] = xy % n
@@ -342,6 +339,7 @@ def model():
     # order chosen by `tf.einsum` closer matches `_tree_example` above.
     self.assertAllClose(p, q)
 
+  @test_util.numpy_disable_gradient_test
   def test_marginalized_gradient(self):
     n = 10