TensorFlow Probability

TensorFlow Probability is a library for probabilistic reasoning and statistical
analysis in TensorFlow. As part of the TensorFlow ecosystem, TensorFlow
Probability provides integration of probabilistic methods with deep networks,
gradient-based inference via automatic differentiation, and scalability to
large datasets and models via hardware acceleration (e.g., GPUs) and distributed

Our probabilistic machine learning tools are structured as follows.

Layer 0: TensorFlow. Numerical operations. In particular, the LinearOperator
class enables matrix-free implementations that can exploit special structure
(diagonal, low-rank, etc.) for efficient computation. It is built and maintained
by the TensorFlow Probability team and is now part of
in core TF.

Layer 1: Statistical Building Blocks

Layer 2: Model Building

  • Joint Distributions (e.g., tfp.distributions.JointDistributionSequential):
    Joint distributions over one or more possibly-interdependent distributions.
    For an introduction to modeling with TFP's JointDistributions, check out
    this colab
  • Probabilistic Layers (tfp.layers):
    Neural network layers with uncertainty over the functions they represent,
    extending TensorFlow Layers.

Layer 3: Probabilistic Inference

  • Markov chain Monte Carlo (tfp.mcmc):
    Algorithms for approximating integrals via sampling. Includes
    Hamiltonian Monte Carlo,
    random-walk Metropolis-Hastings, and the ability to build custom transition
  • Variational Inference (tfp.vi):
    Algorithms for approximating integrals via optimization.
  • Optimizers (tfp.optimizer):
    Stochastic optimization methods, extending TensorFlow Optimizers. Includes
    Stochastic Gradient Langevin Dynamics.
  • Monte Carlo (tfp.monte_carlo):
    Tools for computing Monte Carlo expectations.

TensorFlow Probability is under active development. Interfaces may change at any


See tensorflow_probability/examples/
for end-to-end examples. It includes tutorial notebooks such as:

It also includes example scripts such as:


For additional details on installing TensorFlow, guidance installing
prerequisites, and (optionally) setting up virtual environments, see the
TensorFlow installation guide.

Stable Builds

To install the latest stable version, run the following:

# Notes:

# - The `--upgrade` flag ensures you'll get the latest version.
# - The `--user` flag ensures the packages are installed to your user directory
#   rather than the system directory.
# - TensorFlow 2 packages require a pip >= 19.0
python -m pip install --upgrade --user pip
python -m pip install --upgrade --user tensorflow tensorflow_probability

For CPU-only usage (and a smaller install), install with tensorflow-cpu.

To use a pre-2.0 version of TensorFlow, run:

python -m pip install --upgrade --user "tensorflow<2" "tensorflow_probability<0.9"

Note: Since TensorFlow is not included
as a dependency of the TensorFlow Probability package (in setup.py), you must
explicitly install the TensorFlow package (tensorflow or tensorflow-cpu).
This allows us to maintain one package instead of separate packages for CPU and
GPU-enabled TensorFlow. See the
TFP release notes for more
details about dependencies between TensorFlow and TensorFlow Probability.

Nightly Builds

There are also nightly builds of TensorFlow Probability under the pip package
tfp-nightly, which depends on one of tf-nightly or tf-nightly-cpu.
Nightly builds include newer features, but may be less stable than the
versioned releases. Both stable and nightly docs are available

python -m pip install --upgrade --user tf-nightly tfp-nightly

Installing from Source

You can also install from source. This requires the Bazel build system. It is highly recommended that you install
the nightly build of TensorFlow (tf-nightly) before trying to build
TensorFlow Probability from source.

# sudo apt-get install bazel git python-pip  # Ubuntu; others, see above links.
python -m pip install --upgrade --user tf-nightly
git clone https://github.com/tensorflow/probability.git
cd probability
bazel build --copt=-O3 --copt=-march=native :pip_pkg
PKGDIR=$(mktemp -d)
./bazel-bin/pip_pkg $PKGDIR
python -m pip install --upgrade --user $PKGDIR/*.whl


As part of TensorFlow, we're committed to fostering an open and welcoming

See the TensorFlow Community page for
more details. Check out our latest publicity here: