GLMs in TFP on JAX

[Damian Ndiwago]

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

Regards, 

Damian

[Brian Patton 🚀]

I believe they should be, under tfp.glm.

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[Damian Ndiwago]

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 🚀]

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]

Thank you for the response.

Degards,

Damian

[Brian Patton 🚀]

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]

Thank you so much.

Regards,

Damian