Flow Away your Differences: Conditional Normalizing Flows as an
Improvement to Reweighting
- URL: http://arxiv.org/abs/2304.14963v1
- Date: Fri, 28 Apr 2023 16:33:50 GMT
- Title: Flow Away your Differences: Conditional Normalizing Flows as an
Improvement to Reweighting
- Authors: Malte Algren, Tobias Golling, Manuel Guth, Chris Pollard, John Andrew
Raine
- Abstract summary: We present an alternative to reweighting techniques for modifying distributions to account for a desired change in an underlying conditional distribution.
We employ conditional normalizing flows to learn the full conditional probability distribution.
In our examples, this leads to a statistical precision up to three times greater than using reweighting techniques with identical sample sizes for the source and target distributions.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: We present an alternative to reweighting techniques for modifying
distributions to account for a desired change in an underlying conditional
distribution, as is often needed to correct for mis-modelling in a simulated
sample. We employ conditional normalizing flows to learn the full conditional
probability distribution from which we sample new events for conditional values
drawn from the target distribution to produce the desired, altered
distribution. In contrast to common reweighting techniques, this procedure is
independent of binning choice and does not rely on an estimate of the density
ratio between two distributions.
In several toy examples we show that normalizing flows outperform reweighting
approaches to match the distribution of the target.We demonstrate that the
corrected distribution closes well with the ground truth, and a statistical
uncertainty on the training dataset can be ascertained with bootstrapping. In
our examples, this leads to a statistical precision up to three times greater
than using reweighting techniques with identical sample sizes for the source
and target distributions. We also explore an application in the context of high
energy particle physics.
Related papers
- Theory on Score-Mismatched Diffusion Models and Zero-Shot Conditional Samplers [49.97755400231656]
We present the first performance guarantee with explicit dimensional general score-mismatched diffusion samplers.
We show that score mismatches result in an distributional bias between the target and sampling distributions, proportional to the accumulated mismatch between the target and training distributions.
This result can be directly applied to zero-shot conditional samplers for any conditional model, irrespective of measurement noise.
arXiv Detail & Related papers (2024-10-17T16:42:12Z) - Constrained Diffusion Models via Dual Training [80.03953599062365]
We develop constrained diffusion models based on desired distributions informed by requirements.
We show that our constrained diffusion models generate new data from a mixture data distribution that achieves the optimal trade-off among objective and constraints.
arXiv Detail & Related papers (2024-08-27T14:25:42Z) - Rejection via Learning Density Ratios [50.91522897152437]
Classification with rejection emerges as a learning paradigm which allows models to abstain from making predictions.
We propose a different distributional perspective, where we seek to find an idealized data distribution which maximizes a pretrained model's performance.
Our framework is tested empirically over clean and noisy datasets.
arXiv Detail & Related papers (2024-05-29T01:32:17Z) - Deep conditional distribution learning via conditional Föllmer flow [3.227277661633986]
We introduce an ordinary differential equation (ODE) based deep generative method for learning conditional distributions, named Conditional F"ollmer Flow.
For effective implementation, we discretize the flow with Euler's method where we estimate the velocity field nonparametrically using a deep neural network.
arXiv Detail & Related papers (2024-02-02T14:52:10Z) - Reliable amortized variational inference with physics-based latent
distribution correction [0.4588028371034407]
A neural network is trained to approximate the posterior distribution over existing pairs of model and data.
The accuracy of this approach relies on the availability of high-fidelity training data.
We show that our correction step improves the robustness of amortized variational inference with respect to changes in number of source experiments, noise variance, and shifts in the prior distribution.
arXiv Detail & Related papers (2022-07-24T02:38:54Z) - Robust Calibration with Multi-domain Temperature Scaling [86.07299013396059]
We develop a systematic calibration model to handle distribution shifts by leveraging data from multiple domains.
Our proposed method -- multi-domain temperature scaling -- uses the robustness in the domains to improve calibration under distribution shift.
arXiv Detail & Related papers (2022-06-06T17:32:12Z) - Efficient CDF Approximations for Normalizing Flows [64.60846767084877]
We build upon the diffeomorphic properties of normalizing flows to estimate the cumulative distribution function (CDF) over a closed region.
Our experiments on popular flow architectures and UCI datasets show a marked improvement in sample efficiency as compared to traditional estimators.
arXiv Detail & Related papers (2022-02-23T06:11:49Z) - Wasserstein Generative Learning of Conditional Distribution [6.051520664893158]
We propose a Wasserstein generative approach to learning a conditional distribution.
We establish non-asymptotic error bound of the conditional sampling distribution generated by the proposed method.
arXiv Detail & Related papers (2021-12-19T01:55:01Z) - Adversarial sampling of unknown and high-dimensional conditional
distributions [0.0]
In this paper the sampling method, as well as the inference of the underlying distribution, are handled with a data-driven method known as generative adversarial networks (GAN)
GAN trains two competing neural networks to produce a network that can effectively generate samples from the training set distribution.
It is shown that all the versions of the proposed algorithm effectively sample the target conditional distribution with minimal impact on the quality of the samples.
arXiv Detail & Related papers (2021-11-08T12:23:38Z) - A One-step Approach to Covariate Shift Adaptation [82.01909503235385]
A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution.
We propose a novel one-step approach that jointly learns the predictive model and the associated weights in one optimization.
arXiv Detail & Related papers (2020-07-08T11:35:47Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.