Path-Gradient Estimators for Continuous Normalizing Flows

• URL: http://arxiv.org/abs/2206.09016v1
• Date: Fri, 17 Jun 2022 21:25:06 GMT
• Title: Path-Gradient Estimators for Continuous Normalizing Flows
• Authors: Lorenz Vaitl, Kim A. Nicoli, Shinichi Nakajima, Pan Kessel
• Abstract summary: Recent work has established a path-gradient estimator for simple variational Gaussian distributions. We propose a path-gradient estimator for the considerably more expressive variational family of continuous normalizing flows.
• Score: 4.830811539001643
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Recent work has established a path-gradient estimator for simple variational Gaussian distributions and has argued that the path-gradient is particularly beneficial in the regime in which the variational distribution approaches the exact target distribution. In many applications, this regime can however not be reached by a simple Gaussian variational distribution. In this work, we overcome this crucial limitation by proposing a path-gradient estimator for the considerably more expressive variational family of continuous normalizing flows. We outline an efficient algorithm to calculate this estimator and establish its superior performance empirically.

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