TensorFlow Probability
TensorFlow Probability (TFP), a part of the TensorFlow ecosystem, is a library that provides tools for developing probabilistic models. It can be used to perform probabilistic reasoning and statistical analysis. It is built over TensorFlow and provides the same computational advantage.
Figure 12.1 shows the major components constituting TensorFlow Probability:
Figure 12.1: Different components of TensorFlow Probability
At the root, we have all numerical operations supported by TensorFlow, specifically the LinearOperator class (part of tf.linalg) – it contains all the methods that can be performed on a matrix, without the need to actually materialize the matrix. This provides computationally efficient matrix-free computations. TFP includes a large collection of probability distributions and their related statistical computations. It also has tfp.bijectors, which offers a wide range of transformed distributions.
Bijectors encapsulate...
