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Normalizing Flows for Probabilistic Modeling and Inference (arxiv.org)
4 points by ArtWomb on Dec 8, 2019 | hide | past | pdf | discuss on HN

In plain words: Normalizing flows build complex probability distributions by starting with a simple one and warping it through a chain of reversible steps. This review organizes the research into one framework, laying out how to design flows and where they help with generation, inference, and prediction.

Abstract

Normalizing flows provide a general mechanism for defining expressive probability distributions, only requiring the specification of a (usually simple) base distribution and a series of bijective transformations. There has been much recent work on normalizing flows, ranging from improving their expressive power to expanding their application. We believe the field has now matured and is in need of a unified perspective. In this review, we attempt to provide such a perspective by describing flows through the lens of probabilistic modeling and inference. We place special emphasis on the fundamental principles of flow design, and discuss foundational topics such as expressive power and computational trade-offs. We also broaden the conceptual framing of flows by relating them to more general probability transformations. Lastly, we summarize the use of flows for tasks such as generative modeling, approximate inference, and supervised learning.

George Papamakarios, Eric Nalisnick, Danilo Jimenez Rezende, Shakir Mohamed, Balaji Lakshminarayanan
arXiv:1912.02762 · stat.ML, cs.LG · submitted Dec 5, 2019 · updated Apr 8, 2021
abstract · pdf · html · Review article, 64 pages, 9 figures. Published in the Journal of Machine Learning Research (see https://jmlr.org/papers/v22/19-1028.html)

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