How does tf.nn.moments calculate variance?

Look at the test example:

import tensorflow as tf
x = tf.constant([[1,2],[3,4],[5,6]])
mean, variance = tf.nn.moments(x, [0])
with tf.Session() as sess: m, v = sess.run([mean, variance]) print(m, v)

The output is:

[3 4]
[2 2]

We want to calculate variance along the axis 0, the first column is [1,3,5], and mean = (1+3+5)/3=3, it is right, the variance = [(1-3)^2+(3-3)^2+(5-3)^2]/3=2.6666, but the output is 2, who can tell me how tf.nn.moments calculates variance?

By the way, view the API DOC, what does shift do?

2 Answers

The problem is that x is an integer tensor and TensorFlow, instead of forcing a conversion, performs the computation as good as it can without changing the type (so the outputs are also integers). You can pass float numbers in the construction of x or specify the dtype parameter of tf.constant:

x = tf.constant([[1,2],[3,4],[5,6]], dtype=tf.float32)

Then you get the expected result:

import tensorflow as tf
x = tf.constant([[1,2],[3,4],[5,6]], dtype=tf.float32)
mean, variance = tf.nn.moments(x, [0])
with tf.Session() as sess: m, v = sess.run([mean, variance]) print(m, v)
>>> [ 3. 4.] [ 2.66666675 2.66666675]

About the shift parameter, it seems to allow you specify a value to, well, "shift" the input. By shift they mean subtract, so if your input is [1., 2., 4.] and you give a shift of, say, 2.5, TensorFlow would first subtract that amount and compute the moments from [-1.5, 0.5, 1.5]. In general, it seems safe to just leave it as None, which will perform a shift by the mean of the input, but I suppose there may be cases where giving a predetermined shift value (e.g. if you know or have an approximate idea of the mean of the input) may yield better numerical stability.

1
# Replace the following line with correct data dtype
x = tf.constant([[1,2],[3,4],[5,6]])
# suppose you don't want tensorflow to trim the decimal then use float data type.
x = tf.constant([[1,2],[3,4],[5,6]], dtype=tf.float32)
Results: array([ 2.66666675, 2.66666675], dtype=float32)

Note: from the original implementation shift is not used

3

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