Name
Abstract | ||
|---|---|---|
Normalizing flows are popular generative learning methods that train an invertible function to transform a simple prior distribution into a complicated target distribution. Here we generalize the framework by introducing Stochastic Normalizing Flows (SNF) - an arbitrary sequence of deterministic invertible functions and stochastic processes such as Markov Chain Monte Carlo (MCMC) or Langevin Dynamics. This combination can be powerful as adding stochasticity to a flow helps overcoming expressiveness limitations of a chosen deterministic invertible function, while the trainable flow transformations can improve the sampling efficiency over pure MCMC. Key to our approach is that we can match a marginal target density without having to marginalize out the stochasticity of traversed paths. Invoking ideas from nonequilibrium statistical mechanics, we introduce a training method that only uses conditional path probabilities. We can turn an SNF into a Boltzmann Generator that samples asymptotically unbiased from a given target density by importance sampling of these paths. We illustrate the representational power, sampling efficiency and asymptotic correctness of SNFs on several benchmarks. |
Year | Venue | DocType |
|---|---|---|
2020 | NIPS 2020 | Conference |
Citations | PageRank | References |
0 | 0.34 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hao Wu | 1 | 14 | 4.12 |
| Jonas Köhler | 2 | 3 | 2.07 |
| Frank Noé | 3 | 58 | 12.57 |