Bootstrap Your Flow
- URL: http://arxiv.org/abs/2111.11510v1
- Date: Mon, 22 Nov 2021 20:11:47 GMT
- Title: Bootstrap Your Flow
- Authors: Laurence Illing Midgley, Vincent Stimper, Gregor N. C. Simm, Jos\'e
Miguel Hern\'andez-Lobato
- Abstract summary: We develop a new flow-based training procedure, FAB (Flow AIS Bootstrap), to produce accurate approximations to complex target distributions.
We demonstrate that FAB can be used to produce accurate approximations to complex target distributions, including Boltzmann distributions, in problems where previous flow-based methods fail.
- Score: 4.374837991804085
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Normalising flows are flexible, parameterized distributions that can be used
to approximate expectations from intractable distributions via importance
sampling. However, current flow-based approaches are limited on challenging
targets where they either suffer from mode seeking behaviour or high variance
in the training loss, or rely on samples from the target distribution, which
may not be available. To address these challenges, we combine flows with
annealed importance sampling (AIS), while using the $\alpha$-divergence as our
objective, in a novel training procedure, FAB (Flow AIS Bootstrap). Thereby,
the flow and AIS to improve each other in a bootstrapping manner. We
demonstrate that FAB can be used to produce accurate approximations to complex
target distributions, including Boltzmann distributions, in problems where
previous flow-based methods fail.
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