Resampling Base Distributions of Normalizing Flows
Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions whose support have a complex topological structure, such as Boltzmann distributions. Several procedures have been proposed to solve this problem but many of them sacrifice invertibility and, thereby, tractability of the log-likelihood as well as other desirable properties. To address these limitations, we introduce a base distribution for normalizing flows based on learned rejection sampling, allowing the resulting normalizing flow to model complicated distributions without giving up bijectivity. Furthermore, we develop suitable learning algorithms using both maximizing the log-likelihood and the optimization of the Kullback-Leibler divergence, and apply them to various sample problems, i.e. approximating 2D densities, density estimation of tabular data, image generation, and modeling Boltzmann distributions. In these experiments our method is competitive with or outperforms the baselines.
Code (1)
Tasks
Density EstimationImage GenerationMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Flows for Flows: Training Normalizing Flows Between Arbitrary Distributions with Maximum Likelihood Estimation
Normalizing flows are constructed from a base distribution with a known density and a diffeomorphism with a tractable Jacobian. The base density of a normalizing flow can be parameterised by a different normalizing flow,…
normflows: A PyTorch Package for Normalizing Flows
Normalizing flows model probability distributions through an expressive tractable density. They transform a simple base distribution, such as a Gaussian, through a sequence of invertible functions, which are referred to …
Image GenerationVariational InferenceProjected Latent Markov Chain Monte Carlo: Conditional Sampling of Normalizing Flows
We introduce Projected Latent Markov Chain Monte Carlo (PL-MCMC), a technique for sampling from the high-dimensional conditional distributions learned by a normalizing flow. We prove that a Metropolis-Hastings implementa…
Annealed Flow Transport Monte Carlo
Annealed Importance Sampling (AIS) and its Sequential Monte Carlo (SMC) extensions are state-of-the-art methods for estimating normalizing constants of probability distributions. We propose here a novel Monte Carlo algor…
On the expressivity of bi-Lipschitz normalizing flows
An invertible function is bi-Lipschitz if both the function and its inverse have bounded Lipschitz constants. Nowadays, most Normalizing Flows are bi-Lipschitz by design or by training to limit numerical errors (among ot…