Two apparently unrelated fields -- normalizing flows and causality -- have recently received considerable attention in the machine learning community. In this work, we highlight an intrinsic correspondence between a simple family of autoregressive normalizing flows and identifiable causal models. We exploit the fact that autoregressive flow architectures define an ordering over variables, analogous to a causal ordering, to show that they are well-suited to performing a range of causal inference tasks, ranging from causal discovery to making interventional and counterfactual predictions. First, we show that causal models derived from both affine and additive autoregressive flows with fixed orderings over variables are identifiable, i.e. the true direction of causal influence can be recovered. This provides a generalization of the additive noise model well-known in causal discovery. Second, we derive a bivariate measure of causal direction based on likelihood ratios, leveraging the fact that flow models can estimate normalized log-densities of data. Third, we demonstrate that flows naturally allow for direct evaluation of both interventional and counterfactual queries, the latter case being possible due to the invertible nature of flows. Finally, throughout a series of experiments on synthetic and real data, the proposed method is shown to outperform current approaches for causal discovery as well as making accurate interventional and counterfactual predictions.
Gatsby Computational Neuroscience Unit, UCL（伦敦大学学院盖茨比计算神经科学单元）；University of Helsinki（赫尔辛基大学）
We posit that autoregressive flow models are well-suited to performing a range of causal inference tasks - ranging from causal discovery to making interventional and counterfactual predictions. In particular, we exploit the fact that autoregressive architectures define an ordering over variables, analogous to a causal ordering, in order to propose a single flow architecture to perform all three aforementioned tasks. We first leverage the fact that flow models estimate normalized log-densities of data to derive a bivariate measure of causal direction based on likelihood ratios. Whilst tradition…
Estimation of causal effects is fundamental in situations were the underlying system will be subject to active interventions. Part of building a causal inference engine is defining how variables relate to each other, that is, defining the functional relationship between variables given conditional dependencies. In this paper, we deviate from the common assumption of linear relationships in causal models by making use of neural autoregressive density estimators and use them to estimate causal effects within the Pearl's do-calculus framework. Using synthetic data, we show that the approach can r…
Autoregressive models are among the best performing neural density estimators. We describe an approach for increasing the flexibility of an autoregressive model, based on modelling the random numbers that the model uses internally when generating data. By constructing a stack of autoregressive models, each modelling the random numbers of the next model in the stack, we obtain a type of normalizing flow suitable for density estimation, which we call Masked Autoregressive Flow. This type of flow is closely related to Inverse Autoregressive Flow and is a generalization of Real NVP. Masked Autoreg…
A widely applied approach to causal inference from a non-experimental time series $X$, often referred to as "(linear) Granger causal analysis", is to regress present on past and interpret the regression matrix $\hat{B}$ causally. However, if there is an unmeasured time series $Z$ that influences $X$, then this approach can lead to wrong causal conclusions, i.e., distinct from those one would draw if one had additional information such as $Z$. In this paper we take a different approach: We assume that $X$ together with some hidden $Z$ forms a first order vector autoregressive (VAR) process with…
MILA（蒙特利尔学习算法研究所）；University of Montreal（蒙特利尔大学）；Element AI（元素人工智能公司）
Normalizing flows and autoregressive models have been successfully combined to produce state-of-the-art results in density estimation, via Masked Autoregressive Flows (MAF), and to accelerate state-of-the-art WaveNet-based speech synthesis to 20x faster than real-time, via Inverse Autoregressive Flows (IAF). We unify and generalize these approaches, replacing the (conditionally) affine univariate transformations of MAF/IAF with a more general class of invertible univariate transformations expressed as monotonic neural networks. We demonstrate that the proposed neural autoregressive flows (NAF)…
OpenAI；University of Amsterdam（阿姆斯特丹大学）；University of California Irvine（加利福尼亚大学尔湾分校）；Canadian Institute for Advanced Research（加拿大高等研究院）
The framework of normalizing flows provides a general strategy for flexible variational inference of posteriors over latent variables. We propose a new type of normalizing flow, inverse autoregressive flow (IAF), that, in contrast to earlier published flows, scales well to high-dimensional latent spaces. The proposed flow consists of a chain of invertible transformations, where each transformation is based on an autoregressive neural network. In experiments, we show that IAF significantly improves upon diagonal Gaussian approximate posteriors. In addition, we demonstrate that a novel type of v…
Normalizing Flows are a powerful technique for learning and modeling probability distributions given samples from those distributions. The current state of the art results are built upon residual flows as these can model a larger hypothesis space than coupling layers. However, residual flows are extremely computationally expensive both to train and to use, which limits their applicability in practice. In this paper, we introduce a simplification to residual flows using a Quasi-Autoregressive (QuAR) approach. Compared to the standard residual flow approach, this simplification retains many of t…
While normalizing flows have led to significant advances in modeling high-dimensional continuous distributions, their applicability to discrete distributions remains unknown. In this paper, we show that flows can in fact be extended to discrete events---and under a simple change-of-variables formula not requiring log-determinant-Jacobian computations. Discrete flows have numerous applications. We consider two flow architectures: discrete autoregressive flows that enable bidirectionality, allowing, for example, tokens in text to depend on both left-to-right and right-to-left contexts in an exac…
Stanford University（斯坦福大学）；MIT Lincoln Laboratory（麻省理工学院林肯实验室）
Stochastic processes generated by non-stationary distributions are difficult to represent with conventional models such as Gaussian processes. This work presents Recurrent Autoregressive Flows as a method toward general stochastic process modeling with normalizing flows. The proposed method defines a conditional distribution for each variable in a sequential process by conditioning the parameters of a normalizing flow with recurrent neural connections. Complex conditional relationships are learned through the recurrent network parameters. In this work, we present an initial design for a recurr…
A normalizing flow models a complex probability density as an invertible transformation of a simple density. The invertibility means that we can evaluate densities and generate samples from a flow. In practice, autoregressive flow-based models are slow to invert, making either density estimation or sample generation slow. Flows based on coupling transforms are fast for both tasks, but have previously performed less well at density estimation than autoregressive flows. We stack a new coupling transform, based on monotonic cubic splines, with LU-decomposed linear layers. The resulting cubic-spli…
California Institute of Technology（加州理工学院）；Simon Fraser University（西蒙弗雷泽大学）；University of California Irvine（加州大学欧文分校）
We propose an approach for improving sequence modeling based on autoregressive normalizing flows. Each autoregressive transform, acting across time, serves as a moving frame of reference, removing temporal correlations, and simplifying the modeling of higher-level dynamics. This technique provides a simple, general-purpose method for improving sequence modeling, with connections to existing and classical techniques. We demonstrate the proposed approach both with standalone flow-based models and as a component within sequential latent variable models. Results are presented on three benchmark vi…
CISPA Helmholtz Center for Information Security（CISPA亥姆霍兹信息安全中心）；Max Planck Institute for Informatics（马克斯·普朗克信息学研究所）；TU Darmstadt（达姆施塔特工业大学）
Flow-based generative models are an important class of exact inference models that admit efficient inference and sampling for image synthesis. Owing to the efficiency constraints on the design of the flow layers, e.g. split coupling flow layers in which approximately half the pixels do not undergo further transformations, they have limited expressiveness for modeling long-range data dependencies compared to autoregressive models that rely on conditional pixel-wise generation. In this work, we improve the representational power of flow-based models by introducing channel-wise dependencies in th…
Granger causality, a popular method for determining causal influence between stochastic processes, is most commonly estimated via linear autoregressive modeling. However, this approach has a serious drawback: if the process being modeled has a moving average component, then the autoregressive model order is theoretically infinite, and in finite sample large empirical model orders may be necessary, resulting in weak Granger-causal inference. This is particularly relevant when the process has been filtered, downsampled, or observed with (additive) noise - all of which induce a moving average com…
Deep generative models are a class of techniques that train deep neural networks to model the distribution of training samples. Research has fragmented into various interconnected approaches, each of which make trade-offs including run-time, diversity, and architectural restrictions. In particular, this compendium covers energy-based models, variational autoencoders, generative adversarial networks, autoregressive models, normalizing flows, in addition to numerous hybrid approaches. These techniques are compared and contrasted, explaining the premises behind each and how they are interrelated,…
Normalizing flows are a powerful class of generative models for continuous random variables, showing both strong model flexibility and the potential for non-autoregressive generation. These benefits are also desired when modeling discrete random variables such as text, but directly applying normalizing flows to discrete sequences poses significant additional challenges. We propose a VAE-based generative model which jointly learns a normalizing flow-based distribution in the latent space and a stochastic mapping to an observed discrete space. In this setting, we find that it is crucial for the …
We introduce CAFLOW, a new diverse image-to-image translation model that simultaneously leverages the power of auto-regressive modeling and the modeling efficiency of conditional normalizing flows. We transform the conditioning image into a sequence of latent encodings using a multi-scale normalizing flow and repeat the process for the conditioned image. We model the conditional distribution of the latent encodings by modeling the auto-regressive distributions with an efficient multi-scale normalizing flow, where each conditioning factor affects image synthesis at its respective resolution sca…
Max Planck Institute for Gravitational Physics (Albert Einstein Institute)（马克斯·普朗克引力物理研究所（阿尔伯特·爱因斯坦研究所））；University of Edinburgh（爱丁堡大学）
We introduce the use of autoregressive normalizing flows for rapid likelihood-free inference of binary black hole system parameters from gravitational-wave data with deep neural networks. A normalizing flow is an invertible mapping on a sample space that can be used to induce a transformation from a simple probability distribution to a more complex one: if the simple distribution can be rapidly sampled and its density evaluated, then so can the complex distribution. Our first application to gravitational waves uses an autoregressive flow, conditioned on detector strain data, to map a multivari…
Max Planck Institute for Informatics（马克斯·普朗克信息学研究所）；Bosch Center for Artificial Intelligence（博世人工智能中心）；CISPA Helmholtz Center for Information Security（亥姆霍兹信息安全中心）
Prediction of trajectories such as that of pedestrians is crucial to the performance of autonomous agents. While previous works have leveraged conditional generative models like GANs and VAEs for learning the likely future trajectories, accurately modeling the dependency structure of these multimodal distributions, particularly over long time horizons remains challenging. Normalizing flow based generative models can model complex distributions admitting exact inference. These include variants with split coupling invertible transformations that are easier to parallelize compared to their autore…
Probabilistic Prediction of Neural Dynamics via Autoregressive Flow Matching
Department of Machine Learning and Neural Computing, Donders Institute for Brain, Cognition and Behaviour, Radboud University, Nijmegen, the Netherlands（荷兰奈梅亨拉德堡德大学唐德斯脑、认知与行为研究所机器学习和神经计算系）；Department of Cognitive Neuroscience, Maastricht University, Maastricht, the Netherlands（荷兰马斯特里赫特大学认知神经科学系）；Maastricht Brain Imaging Center, Maastricht University, Maastricht, the Netherlands（荷兰马斯特里赫特大学马斯特里赫特脑成像中心）
University of Adelaide（阿德莱德大学）；School of Computer Science（计算机科学学院）
In this paper, we propose a score-based normalizing flow method called DAG-NF to learn dependencies of input observation data. Inspired by Grad-CAM in computer vision, we use jacobian matrix of output on input as causal relationships and this method can be generalized to any neural networks especially for flow-based generative neural networks such as Masked Autoregressive Flow(MAF) and Continuous Normalizing Flow(CNF) which compute the log likelihood loss and divergence of distribution of input data and target distribution. This method extends NOTEARS which enforces a important acylicity const…
Uni-Flow: a unified autoregressive-diffusion model for complex multiscale flows
Centre for Computational Science, University College London, London, UK；Department of Earth Science；Engineering, Imperial College London, London, UK；Department of Chemical Engineering, University College London, London, UK；Department of Physics, Eindhoven University of Technology, Eindhoven, Netherlands；School of Civil \& Environmental Engineering, Queensland University of Technology, Brisbane, Australia；Australian Centre for Water；Environmental Biotechnology, The University of Queensland, Brisbane, Australia；Institute for Mechanics, Computational Mechanics Group, Technical University of Darmstadt, Germany；Centre for Advanced Research Computing, University College London, London, UK
Recently, autoregressive neural vocoders have provided remarkable performance in generating high-fidelity speech and have been able to produce synthetic speech in real-time. However, autoregressive neural vocoders such as WaveFlow are capable of modeling waveform signals from mel-spectrogram, its number of parameters is significant to deploy on edge devices. Though NanoFlow, which has a small number of parameters, is a state-of-the-art autoregressive neural vocoder, the performance of NanoFlow is marginally lower than WaveFlow. Therefore, we propose a new type of autoregressive neural vocoder …
University of Tübingen（图宾根大学）；Amazon Research（亚马逊研究院）；Technical University of Munich（慕尼黑工业大学）
Despite the increasing relevance of forecasting methods, causal implications of these algorithms remain largely unexplored. This is concerning considering that, even under simplifying assumptions such as causal sufficiency, the statistical risk of a model can differ significantly from its \textit{causal risk}. Here, we study the problem of \textit{causal generalization} -- generalizing from the observational to interventional distributions -- in forecasting. Our goal is to find answers to the question: How does the efficacy of an autoregressive (VAR) model in predicting statistical association…
Evaluation of Large Language Models via Coupled Token Generation
Max Planck Institute of Biochemistry（马克斯·普朗克生物化学研究所）；Hasso Plattner Institute（哈索·platzer研究所）；Max Planck Institute for Software Systems（马克斯·普朗克软件系统研究所）；Aalto University（阿尔托大学）
University of Edinburgh（爱丁堡大学）；University of Amsterdam（阿姆斯特丹大学）
Normalising flows (NFS) map two density functions via a differentiable bijection whose Jacobian determinant can be computed efficiently. Recently, as an alternative to hand-crafted bijections, Huang et al. (2018) proposed neural autoregressive flow (NAF) which is a universal approximator for density functions. Their flow is a neural network (NN) whose parameters are predicted by another NN. The latter grows quadratically with the size of the former and thus an efficient technique for parametrization is needed. We propose block neural autoregressive flow (B-NAF), a much more compact universal a…
We present Sequential Neural Likelihood (SNL), a new method for Bayesian inference in simulator models, where the likelihood is intractable but simulating data from the model is possible. SNL trains an autoregressive flow on simulated data in order to learn a model of the likelihood in the region of high posterior density. A sequential training procedure guides simulations and reduces simulation cost by orders of magnitude. We show that SNL is more robust, more accurate and requires less tuning than related neural-based methods, and we discuss diagnostics for assessing calibration, convergence…
Jilin University（吉林大学）；Zhuhai College of Jilin University（吉林大学珠海学院）
Flow-based generative models are a family of exact log-likelihood models with tractable sampling and latent-variable inference, hence conceptually attractive for modeling complex distributions. However, flow-based models are limited by density estimation performance issues as compared to state-of-the-art autoregressive models. Autoregressive models, which also belong to the family of likelihood-based methods, however suffer from limited parallelizability. In this paper, we propose Dynamic Linear Flow (DLF), a new family of invertible transformations with partially autoregressive structure. Our…
We introduce Hyper-Conditioned Neural Autoregressive Flow (HCNAF); a powerful universal distribution approximator designed to model arbitrarily complex conditional probability density functions. HCNAF consists of a neural-net based conditional autoregressive flow (AF) and a hyper-network that can take large conditions in non-autoregressive fashion and outputs the network parameters of the AF. Like other flow models, HCNAF performs exact likelihood inference. We conduct a number of density estimation tasks on toy experiments and MNIST to demonstrate the effectiveness and attributes of HCNAF, in…
Department of Computer Science, Peking University（北京大学计算机科学系）；Shanghai Jiao Tong University（上海交通大学）；Mila - Québec AI Institute（Mila - 魁北克人工智能研究所）；Université de Montréal（蒙特利尔大学）；HEC Montréal（蒙特利尔高等商学院）；CIFAR AI Research Chair（CIFAR人工智能研究主席（注：该机构名称为职位头衔，非机构））
Molecular graph generation is a fundamental problem for drug discovery and has been attracting growing attention. The problem is challenging since it requires not only generating chemically valid molecular structures but also optimizing their chemical properties in the meantime. Inspired by the recent progress in deep generative models, in this paper we propose a flow-based autoregressive model for graph generation called GraphAF. GraphAF combines the advantages of both autoregressive and flow-based approaches and enjoys: (1) high model flexibility for data density estimation; (2) efficient pa…
In this paper, we propose a new volume-preserving flow and show that it performs similarly to the linear general normalizing flow. The idea is to enrich a linear Inverse Autoregressive Flow by introducing multiple lower-triangular matrices with ones on the diagonal and combining them using a convex combination. In the experimental studies on MNIST and Histopathology data we show that the proposed approach outperforms other volume-preserving flows and is competitive with current state-of-the-art linear normalizing flow.
Flow-based generative models are powerful exact likelihood models with efficient sampling and inference. Despite their computational efficiency, flow-based models generally have much worse density modeling performance compared to state-of-the-art autoregressive models. In this paper, we investigate and improve upon three limiting design choices employed by flow-based models in prior work: the use of uniform noise for dequantization, the use of inexpressive affine flows, and the use of purely convolutional conditioning networks in coupling layers. Based on our findings, we propose Flow++, a new…
