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Register a new userNormalizing Flows on Tori and Spheres
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Normalizing flows are a powerful tool for building expressive distributions in high dimensions. So far, most of the literature has concentrated on learning flows on Euclidean spaces. Some problems however, such as those involving angles, are defined on spaces with more complex geometries, such as tori or spheres. In this paper, we propose and compare expressive and numerically stable flows on such spaces. Our flows are built recursively on the dimension of the space, starting from flows on circles, closed intervals or spheres.
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Normalizing flows have shown great promise for modelling flexible probability distributions in a computationally tractable way. However, whilst data is often naturally described on Riemannian manifolds such as spheres, torii, and hyperbolic spaces, most normalizing flows implicitly assume a flat geometry, making them either misspecified or ill-suited in these situations. To overcome this problem, we introduce Riemannian continuous normalizing flows, a model which admits the parametrization of flexible probability measures on smooth manifolds by defining flows as the solution to ordinary differential equations. We show that this approach can lead to substantial improvements on both synthetic and real-world data when compared to standard flows or previously introduced projected flows.
Real-world data with underlying structure, such as pictures of faces, are hypothesized to lie on a low-dimensional manifold. This manifold hypothesis has motivated state-of-the-art generative algorithms that learn low-dimensional data representations. Unfortunately, a popular generative model, normalizing flows, cannot take advantage of this. Normalizing flows are based on successive variable transformations that are, by design, incapable of learning lower-dimensional representations. In this paper we introduce noisy injective flows (NIF), a generalization of normalizing flows that can go across dimensions. NIF explicitly map the latent space to a learnable manifold in a high-dimensional data space using injective transformations. We further employ an additive noise model to account for deviations from the manifold and identify a stochastic inverse of the generative process. Empirically, we demonstrate that a simple application of our method to existing flow architectures can significantly improve sample quality and yield separable data embeddings.
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.
Continuously-indexed flows (CIFs) have recently achieved improvements over baseline normalizing flows on a variety of density estimation tasks. CIFs do not possess a closed-form marginal density, and so, unlike standard flows, cannot be plugged in directly to a variational inference (VI) scheme in order to produce a more expressive family of approximate posteriors. However, we show here how CIFs can be used as part of an auxiliary VI scheme to formulate and train expressive posterior approximations in a natural way. We exploit the conditional independence structure of multi-layer CIFs to build the required auxiliary inference models, which we show empirically yield low-variance estimators of the model evidence. We then demonstrate the advantages of CIFs over baseline flows in VI problems when the posterior distribution of interest possesses a complicated topology, obtaining improved results in both the Bayesian inference and surrogate maximum likelihood settings.
The goal of controlled feature selection is to discover the features a response depends on while limiting the proportion of false discoveries to a predefined level. Recently, multiple methods have been proposed that use deep learning to generate knockoffs for controlled feature selection through the Model-X knockoff framework. We demonstrate, however, that these methods often fail to control the false discovery rate (FDR). There are two reasons for this shortcoming. First, these methods often learn inaccurate models of features. Second, the swap property, which is required for knockoffs to be valid, is often not well enforced. We propose a new procedure called FlowSelect that remedies both of these problems. To more accurately model the features, FlowSelect uses normalizing flows, the state-of-the-art method for density estimation. To circumvent the need to enforce the swap property, FlowSelect uses a novel MCMC-based procedure to directly compute p-values for each feature. Asymptotically, FlowSelect controls the FDR exactly. Empirically, FlowSelect controls the FDR well on both synthetic and semi-synthetic benchmarks, whereas competing knockoff-based approaches fail to do so. FlowSelect also demonstrates greater power on these benchmarks. Additionally, using data from a genome-wide association study of soybeans, FlowSelect correctly infers the genetic variants associated with specific soybean traits.
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