Normalizing Flows for Probabilistic Modeling and Inference

Jul 17, 2020 - 3:00 pm to 4:00 pm
Speaker
Sebastian Wagner-Carena (KIPAC) via zoom

 

Join us this Friday, July 17th at 3pm exclusively on zoom for the next meeting of the Stats and ML Journal Club. This week, Sebastian Wagner-Carena will lead a discussion on Normalizing flows, a popular new technique for doing variational inference with NNs. See you then!

Title: Normalizing Flows for Probabilistic Modeling and Inference

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.