Maximum Entropy Flow NetworksDownload PDF

Published: 21 Jul 2022, Last Modified: 22 Oct 2023ICLR 2017 PosterReaders: Everyone
Abstract: Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth and invertible transformation that maps a simple distribution to the desired maximum entropy distribution. Doing so is nontrivial in that the objective being maximized (entropy) is a function of the density itself. By exploiting recent developments in normalizing flow networks, we cast the maximum entropy problem into a finite-dimensional constrained optimization, and solve the problem by combining stochastic optimization with the augmented Lagrangian method. Simulation results demonstrate the effectiveness of our method, and applications to finance and computer vision show the flexibility and accuracy of using maximum entropy flow networks.
Conflicts: columbia.edu
Community Implementations: [![CatalyzeX](/images/catalyzex_icon.svg) 2 code implementations](https://www.catalyzex.com/paper/arxiv:1701.03504/code)
13 Replies

Loading