tensorflow_probability/python/distributions/laplace.py
def _kl_laplace_laplace(a, b, name=None):
  """Calculate the batched KL divergence KL(a || b) with a and b Laplace.

  Args:
    a: instance of a Laplace distribution object.
    b: instance of a Laplace distribution object.
    name: (optional) Name to use for created operations.
      default is "kl_laplace_laplace".

  Returns:
    Batchwise KL(a || b)
  """
  with tf.name_scope(name or "kl_laplace_laplace"):
    # Consistent with
    # http://www.mast.queensu.ca/~communications/Papers/gil-msc11.pdf, page 38
    distance = tf.abs(a.loc - b.loc)
    ratio = a.scale / b.scale

    return (-tf.math.log(ratio) - 1 + distance / b.scale +
            ratio * tf.exp(-distance / a.scale))
def _kl_laplace_laplace(a, b, name=None):
  """Calculate the batched KL divergence KL(a || b) with a and b Laplace.

  Args:
    a: instance of a Laplace distribution object.
    b: instance of a Laplace distribution object.
    name: (optional) Name to use for created operations.
      default is "kl_laplace_laplace".

  Returns:
    Batchwise KL(a || b)
  """
  with tf.name_scope(name or "kl_laplace_laplace"):
    # Consistent with
    # http://www.mast.queensu.ca/~communications/Papers/gil-msc11.pdf, page 38
    distance = tf.abs(a.loc - b.loc)
    ratio = a.scale / b.scale

    return (-tf.math.log(ratio) - 1 + distance / b.scale +
            ratio * tf.exp(-distance / a.scale))
Calculate the batched KL divergence KL(a || b) with a and b Laplace.

  Args:
    a: instance of a Laplace distribution object.
    b: instance of a Laplace distribution object.
    name: (optional) Name to use for created operations.
      default is "kl_laplace_laplace".

  Returns:
    Batchwise KL(a || b)