Implicit Normalizing Flows

By Cheng Lu, Jianfei Chen, Chongxuan Li, Qiuhao Wang, Jun Zhu. 2021

38 citations recorded by the source corpus.

Normalizing flows define a probability distribution by an explicit invertible transformation $\boldsymbol{\mathbf{z}}=f(\boldsymbol{\mathbf{x}})$. In this work, we present implicit normalizing flows (ImpFlows), which generalize normalizing flows by allowing the mapping to be implicitly defined by the roots of an equation $F(\boldsymbol{\mathbf{z}}, \boldsymbol{\mathbf{x}})= \boldsymbol{\mathbf{0}}$. ImpFlows build on residual flows (ResFlows) with a proper balance between expressiveness and tractability. Through theoretical analysis, we show that the function space of ImpFlow is strictly richer than that of ResFlows. Furthermore, for any ResFlow with a fixed number of blocks, there exists some function that ResFlow has a non-negligible approximation error. However, the function is exactly representable by a single-block ImpFlow. We propose a scalable algorithm to train and draw samples from ImpFlows. Empirically, we evaluate ImpFlow on several classification and density modeling tasks, and ImpFlow outperforms ResFlow with a comparable amount of parameters on all the benchmarks.

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  1. Jun Zhu
  2. Chongxuan Li
  3. Jianfei Chen
  4. Siyu Wang
  5. Liyuan Wang
  6. Yinpeng Dong
  7. Arash Vahdat
  8. Yunchen Pu

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