GLMs in TFP on JAX

Damian Ndiwago

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Apr 12, 2023, 4:50:21 PM4/12/23

to TensorFlow Probability

Hello, are GLMs (Generalized Linear Models) available in TFP (TensorFlow Probability) on JAX? Thank you in advance.

Regards,

Damian

Brian Patton 🚀

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Apr 12, 2023, 5:56:07 PM4/12/23

to Damian Ndiwago, TensorFlow Probability

I believe they should be, under tfp.glm.

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Damian Ndiwago

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Apr 13, 2023, 3:44:56 AM4/13/23

to Brian Patton 🚀, TensorFlow Probability

Thank you for the response, but I get this error when I use the help function.

import jax.numpy as jnp
from tensorflow_probability.python.internal.backend.jax.compat import v2 as tf
import tensorflow_probability.substrates.jax as tfp

help(tfp.glm)
# %%
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
in line 6
      96 from tensorflow_probability.python.internal.backend.jax.compat import v2 as tf
      97 import tensorflow_probability.substrates.jax as tfp
----> 99 help(tfp.glm)

Regards,

Damian

Brian Patton 🚀

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Apr 13, 2023, 10:39:20 AM4/13/23

to Damian Ndiwago, TensorFlow Probability

I guess we never ported glm to JAX. I can take a look, it's probably not very hard to do.

Brian Patton | Software Engineer | b...@google.com

Damian Ndiwago

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Apr 14, 2023, 11:55:45 AM4/14/23

to Brian Patton 🚀, TensorFlow Probability

Thank you for the response.

Degards,

Damian

Brian Patton 🚀

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Apr 14, 2023, 5:26:50 PM4/14/23

to Damian Ndiwago, TensorFlow Probability

Added in https://github.com/tensorflow/probability/commit/e32e3311f4757bef3a68271371b87bfdfad2834c - should be in tomorrow's `pip install -U tfp-nightly[jax]`.

Brian Patton | Software Engineer | b...@google.com

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Damian Ndiwago

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Apr 16, 2023, 4:20:01 PM4/16/23

to Brian Patton 🚀, TensorFlow Probability

Thank you so much.

Regards,

Damian

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