The sensitivity of many physics analyses can be enhanced by constructing discriminants that preferentially select signal events. Such discriminants become much more useful if they are uncorrelated with a set of protected attributes. In this paper we show that a normalizing flow conditioned on the protected attributes can be used to find a decorrelated representation for any discriminant. As a normalizing flow is invertible the separation power of the resulting discriminant will be unchanged at any fixed value of the protected attributes. We demonstrate the efficacy of our approach by building supervised jet taggers that produce almost no sculpting in the mass distribution of the background.
Department of Electrical and Computer Engineering（电气与计算机工程系）；Duke University（杜克大学）
We introduce Projected Latent Markov Chain Monte Carlo (PL-MCMC), a technique for sampling from the high-dimensional conditional distributions learned by a normalizing flow. We prove that a Metropolis-Hastings implementation of PL-MCMC asymptotically samples from the exact conditional distributions associated with a normalizing flow. As a conditional sampling method, PL-MCMC enables Monte Carlo Expectation Maximization (MC-EM) training of normalizing flows from incomplete data. Through experimental tests applying normalizing flows to missing data tasks for a variety of data sets, we demonstrat…
Differentiable particle filters provide a flexible mechanism to adaptively train dynamic and measurement models by learning from observed data. However, most existing differentiable particle filters are within the bootstrap particle filtering framework and fail to incorporate the information from latest observations to construct better proposals. In this paper, we utilize conditional normalizing flows to construct proposal distributions for differentiable particle filters, enriching the distribution families that the proposal distributions can represent. In addition, normalizing flows are inco…
Yandex（扬德克斯）；National Research University Higher School of Economics（国立研究型大学高等经济学院）
Normalizing flows are a powerful class of generative models demonstrating strong performance in several speech and vision problems. In contrast to other generative models, normalizing flows are latent variable models with tractable likelihoods and allow for stable training. However, they have to be carefully designed to represent invertible functions with efficient Jacobian determinant calculation. In practice, these requirements lead to overparameterized and sophisticated architectures that are inferior to alternative feed-forward models in terms of inference time and memory consumption. In t…
Survival analysis, or time-to-event modelling, is a classical statistical problem that has garnered a lot of interest for its practical use in epidemiology, demographics or actuarial sciences. Recent advances on the subject from the point of view of machine learning have been concerned with precise per-individual predictions instead of population studies, driven by the rise of individualized medicine. We introduce here a conditional normalizing flow based estimate of the time-to-event density as a way to model highly flexible and individualized conditional survival distributions. We use a nove…
National Research University Higher School of Economics（国家研究型高等经济大学）；Skolkovo Institute of Science and Technology（斯科尔科沃科学技术研究院）；Moscow Institute of Physics and Technology（莫斯科物理技术学院）；Yandex School of Data Analysis（Yandex数据分析学院）；Samsung AI Center Moscow（三星莫斯科人工智能中心）；University of Amsterdam（阿姆斯特丹大学）
This paper proposes a semi-conditional normalizing flow model for semi-supervised learning. The model uses both labelled and unlabeled data to learn an explicit model of joint distribution over objects and labels. Semi-conditional architecture of the model allows us to efficiently compute a value and gradients of the marginal likelihood for unlabeled objects. The conditional part of the model is based on a proposed conditional coupling layer. We demonstrate performance of the model for semi-supervised classification problem on different datasets. The model outperforms the baseline approach bas…
In this work, we investigate the use of normalizing flows to model conditional distributions. In particular, we use our proposed method to analyze inverse problems with invertible neural networks by maximizing the posterior likelihood. Our method uses only a single loss and is easy to train. This is an improvement on the previous method that solves similar inverse problems with invertible neural networks but which involves a combination of several loss terms with ad-hoc weighting. In addition, our method provides a natural framework to incorporate conditioning in normalizing flows, and therefo…
Some real-world decision-making problems require making probabilistic forecasts over multiple steps at once. However, methods for probabilistic forecasting may fail to capture correlations in the underlying time-series that exist over long time horizons as errors accumulate. One such application is with resource scheduling under uncertainty in a grid environment, which requires forecasting electricity demand that is inherently noisy, but often cyclic. In this paper, we introduce the conditional approximate normalizing flow (CANF) to make probabilistic multi-step time-series forecasts when corr…
Huawei R&D UK（华为英国研发中心）；University College London（伦敦大学学院）
We present a method for conditional sampling for pre-trained normalizing flows when only part of an observation is available. We derive a lower bound to the conditioning variable log-probability using Schur complement properties in the spirit of Gaussian conditional sampling. Our derivation relies on partitioning flow's domain in such a way that the flow restrictions to subdomains remain bijective, which is crucial for the Schur complement application. Simulation from the variational conditional flow then amends to solving an equality constraint. Our contribution is three-fold: a) we provide d…
National Yang Ming Chiao Tung University（国立阳明交通大学）；CNIT（意大利国家电信联盟）；University of Brescia（布雷西亚大学）
This paper presents an end-to-end learning-based video compression system, termed CANF-VC, based on conditional augmented normalizing flows (CANF). Most learned video compression systems adopt the same hybrid-based coding architecture as the traditional codecs. Recent research on conditional coding has shown the sub-optimality of the hybrid-based coding and opens up opportunities for deep generative models to take a key role in creating new coding frameworks. CANF-VC represents a new attempt that leverages the conditional ANF to learn a video generative model for conditional inter-frame coding…
Shanghai Jiao Tong University（上海交通大学）；Technical University of Denmark（丹麦技术大学）
We present a data-driven approach for probabilistic wind power forecasting based on conditional normalizing flow (CNF). In contrast with the existing, this approach is distribution-free (as for non-parametric and quantile-based approaches) and can directly yield continuous probability densities, hence avoiding quantile crossing. It relies on a base distribution and a set of bijective mappings. Both the shape parameters of the base distribution and the bijective mappings are approximated with neural networks. Spline-based conditional normalizing flow is considered owing to its non-affine charac…
York University（约克大学）；Borealis AI（Borealis人工智能公司）；Samsung AI Center（三星人工智能中心）
Modeling and synthesizing image noise is an important aspect in many computer vision applications. The long-standing additive white Gaussian and heteroscedastic (signal-dependent) noise models widely used in the literature provide only a coarse approximation of real sensor noise. This paper introduces Noise Flow, a powerful and accurate noise model based on recent normalizing flow architectures. Noise Flow combines well-established basic parametric noise models (e.g., signal-dependent noise) with the flexibility and expressiveness of normalizing flow networks. The result is a single, comprehen…
Normalizing flows are constructed from a base distribution with a known density and a diffeomorphism with a tractable Jacobian. The base density of a normalizing flow can be parameterised by a different normalizing flow, thus allowing maps to be found between arbitrary distributions. We demonstrate and explore the utility of this approach and show it is particularly interesting in the case of conditional normalizing flows and for introducing optimal transport constraints on maps that are constructed using normalizing flows.
Conditional Normalizing Flows for Forward and Backward Joint State and Parameter Estimation
Department of Computer Science and Engineering University of Notre Dame（计算机科学与工程系诺特达姆大学）；Department of Pediatrics Stanford University（儿科系斯坦福大学）；Department of Applied and Computational Mathematics and Statistics University of Notre Dame（应用与计算数学与统计系诺特达姆大学）
How to generate conditional synthetic data for a domain without utilizing information about its labels/attributes? Our work presents a solution to the above question. We propose a transfer learning-based framework utilizing normalizing flows, coupled with both maximum-likelihood and adversarial training. We model a source domain (labels available) and a target domain (labels unavailable) with individual normalizing flows, and perform domain alignment to a common latent space using adversarial discriminators. Due to the invertible property of flow models, the mapping has exact cycle consistency…
Rice University（莱斯大学）；NVIDIA（英伟达）；University of Toronto（多伦多大学）；California Institute of Technology（加州理工学院）
Continuous Normalizing Flows (CNFs) have emerged as promising deep generative models for a wide range of tasks thanks to their invertibility and exact likelihood estimation. However, conditioning CNFs on signals of interest for conditional image generation and downstream predictive tasks is inefficient due to the high-dimensional latent code generated by the model, which needs to be of the same size as the input data. In this paper, we propose InfoCNF, an efficient conditional CNF that partitions the latent space into a class-specific supervised code and an unsupervised code that shared among …
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…
We propose an algorithm for learning a conditional generative model of a molecule given a target. Specifically, given a receptor molecule that one wishes to bind to, the conditional model generates candidate ligand molecules that may bind to it. The distribution should be invariant to rigid body transformations that act $\textit{jointly}$ on the ligand and the receptor; it should also be invariant to permutations of either the ligand or receptor atoms. Our learning algorithm is based on a continuous normalizing flow. We establish semi-equivariance conditions on the flow which guarantee the afo…
The University of Texas at Austin（德克萨斯大学奥斯汀分校）；Aurora Innovation（奥罗拉创新公司）
A popular way to plan trajectories in dynamic urban scenarios for Autonomous Vehicles is to rely on explicitly specified and hand crafted cost functions, coupled with random sampling in the trajectory space to find the minimum cost trajectory. Such methods require a high number of samples to find a low-cost trajectory and might end up with a highly suboptimal trajectory given the planning time budget. We explore the application of normalizing flows for improving the performance of trajectory planning for autonomous vehicles (AVs). Our key insight is to learn a sampling policy in a low-dimensio…
Panasonic AI Lab（松下人工智能实验室）；Panasonic Technology Division（松下技术事业部）
Unsupervised anomaly detection with localization has many practical applications when labeling is infeasible and, moreover, when anomaly examples are completely missing in the train data. While recently proposed models for such data setup achieve high accuracy metrics, their complexity is a limiting factor for real-time processing. In this paper, we propose a real-time model and analytically derive its relationship to prior methods. Our CFLOW-AD model is based on a conditional normalizing flow framework adopted for anomaly detection with localization. In particular, CFLOW-AD consists of a disc…
School of Computer Science and Technology, East China Normal University（华东师范大学计算机科学与技术学院）；State Key Laboratory of Submarine Geoscience, School of Automation and Intelligent Sensing, Shanghai Jiao Tong University（上海交通大学海洋地质国家重点实验室、自动化与智能传感学院）
Anomaly detection in time-series via inductive biases in the latent space of conditional normalizing flows
Department of Computer Science Norwegian University of Science and Technology（挪威科学技术大学计算机科学系）；BCAM – Basque Center for Applied Mathematics University of Coimbra, CISUC/LASI, DEI（巴斯克应用数学中心，科英布拉大学，CISUC/LASI，DEI）；IKERBASQUE — Basque Foundation for Science（巴斯克科学基金会）
Conditional Normalizing Flows for Active Learning of Coarse-Grained Molecular Representations
Institute of Nanotechnology, Karlsruhe Institute of Technology（卡尔斯鲁厄理工学院纳米技术研究所）；Institute of Theoretical Informatics, Karlsruhe Institute of Technology（卡尔斯鲁厄理工学院理论信息学研究所）
Forschungszentrum Jülich GmbH（于利希研究中心）；RWTH Aachen University（亚琛工业大学）；Technical University of Berlin（柏林工业大学）；JARA-ENERGY（于利希-亚琛研究联盟能源部）
We present a specialized scenario generation method that utilizes forecast information to generate scenarios for day-ahead scheduling problems. In particular, we use normalizing flows to generate wind power scenarios by sampling from a conditional distribution that uses wind speed forecasts to tailor the scenarios to a specific day. We apply the generated scenarios in a stochastic day-ahead bidding problem of a wind electricity producer and analyze whether the scenarios yield profitable decisions. Compared to Gaussian copulas and Wasserstein-generative adversarial networks, the normalizing flo…
Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained unconditional flow model. We first establish that this is computationally hard for a large class of flow models. Motivated by this, we propose a framework for approximate inference that estimates the target conditional as a composition of two flow models. This formulation leads to a stable variational inference training procedure that avoids adversarial training. Our …
Medical image segmentation is inherently an ambiguous task due to factors such as partial volumes and variations in anatomical definitions. While in most cases the segmentation uncertainty is around the border of structures of interest, there can also be considerable inter-rater differences. The class of conditional variational autoencoders (cVAE) offers a principled approach to inferring distributions over plausible segmentations that are conditioned on input images. Segmentation uncertainty estimated from samples of such distributions can be more informative than using pixel level probabilit…
To overcome topological constraints and improve the expressiveness of normalizing flow architectures, Wu, Köhler and Noé introduced stochastic normalizing flows which combine deterministic, learnable flow transformations with stochastic sampling methods. In this paper, we consider stochastic normalizing flows from a Markov chain point of view. In particular, we replace transition densities by general Markov kernels and establish proofs via Radon-Nikodym derivatives which allows to incorporate distributions without densities in a sound way. Further, we generalize the results for sampling from p…
In this work, we propose a novel generative model for mapping inputs to structured, high-dimensional outputs using structured conditional normalizing flows and Gaussian process regression. The model is motivated by the need to characterize uncertainty in the input/output relationship when making inferences on new data. In particular, in the physical sciences, limited training data may not adequately characterize future observed data; it is critical that models adequately indicate uncertainty, particularly when they may be asked to extrapolate. In our proposed model, structured conditional norm…
Amortized Filtering and Smoothing with Conditional Normalizing Flows
School of Mathematics and Statistics（数学与统计学学院）；The University of Sydney（悉尼大学）；Faculty of Science and Technology（科学与技术学院）；Beijing Normal-Hong Kong Baptist University（北京师范大学-香港 Baptist大学）；Institute of Computational Mathematics and Scientific/Engineering Computing（计算数学与科学/工程计算研究所）；Academy of Mathematics and Systems Science（数学与系统科学学院）；Chinese Academy of Sciences（中国科学院）；Department of Mathematics and Center for Computation and Technology（数学系与计算技术中心）；Louisiana State University（路易斯安那州立大学）
BEACON: Bayesian Experimental design Acceleration with Conditional Normalizing flows $-$ a case study in optimal monitor well placement for CO$_2$ sequestration
Georgia Institute of Technology（佐治亚理工学院）；Microsoft Research（微软研究院）
In inverse problems, we often have access to data consisting of paired samples $(x,y)\sim p_{X,Y}(x,y)$ where $y$ are partial observations of a physical system, and $x$ represents the unknowns of the problem. Under these circumstances, we can employ supervised training to learn a solution $x$ and its uncertainty from the observations $y$. We refer to this problem as the "supervised" case. However, the data $y\sim p_{Y}(y)$ collected at one point could be distributed differently than observations $y'\sim p_{Y}'(y')$, relevant for a current set of problems. In the context of Bayesian inference, …
University of Basel（巴塞尔大学）；Sharif University of Technology（谢里夫理工大学）；University of Zagreb（萨格勒布大学）
Inverse medium scattering solvers generally reconstruct a single solution without an associated measure of uncertainty. This is true both for the classical iterative solvers and for the emerging deep learning methods. But ill-posedness and noise can make this single estimate inaccurate or misleading. While deep networks such as conditional normalizing flows can be used to sample posteriors in inverse problems, they often yield low-quality samples and uncertainty estimates. In this paper, we propose U-Flow, a Bayesian U-Net based on conditional normalizing flows, which generates high-quality po…
Utrecht University（乌得勒支大学）；Georgia Institute of Technology（佐治亚理工学院）；Microsoft（微软）
Obtaining samples from the posterior distribution of inverse problems with expensive forward operators is challenging especially when the unknowns involve the strongly heterogeneous Earth. To meet these challenges, we propose a preconditioning scheme involving a conditional normalizing flow (NF) capable of sampling from a low-fidelity posterior distribution directly. This conditional NF is used to speed up the training of the high-fidelity objective involving minimization of the Kullback-Leibler divergence between the predicted and the desired high-fidelity posterior density for indirect measu…
Verisk Analytics（Verisk分析公司）；University of Maryland, College Park（马里兰大学帕克分校）；Motive Technologies, Inc.（Motive科技公司）
Normalizing flows provide an elegant approach to generative modeling that allows for efficient sampling and exact density evaluation of unknown data distributions. However, current techniques have significant limitations in their expressivity when the data distribution is supported on a low-dimensional manifold or has a non-trivial topology. We introduce a novel statistical framework for learning a mixture of local normalizing flows as "chart maps" over the data manifold. Our framework augments the expressivity of recent approaches while preserving the signature property of normalizing flows, …
Mila（米拉）；Université de Montréal（蒙特利尔大学）；McGill University（麦吉尔大学）；Deep Render（深度渲染公司）；Polytechnique Montréal（蒙特利尔综合理工学院）
Recent work has shown that Neural Ordinary Differential Equations (ODEs) can serve as generative models of images using the perspective of Continuous Normalizing Flows (CNFs). Such models offer exact likelihood calculation, and invertible generation/density estimation. In this work we introduce a Multi-Resolution variant of such models (MRCNF), by characterizing the conditional distribution over the additional information required to generate a fine image that is consistent with the coarse image. We introduce a transformation between resolutions that allows for no change in the log likelihood.…
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…
