Hi @dibgerge 
The reason "num_events" is required is that we cannot call `logit.shape` or 
`prob.shape` in the symbolic mode, as you can see, TF would use a very 
complicated subroutine to get num_events in the symbol mode: 
https://github.com/tensorflow/probability/blob/v0.11.1/tensorflow_probability/python/distributions/categorical.py#L352
while torch does not have such issue : 
https://github.com/pytorch/pytorch/blob/master/torch/distributions/categorical.py#L57



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