Injective flows for star-like manifolds

Marcello Massimo Negri, Jonathan Aellen, Volker Roth

Keywords: Normalizing Flows, Injective Flows, Bayesian Inference, Variational Inference, Objective Bayes

TL;DR: We propose injective flows for star-like manifolds and show that they allow for an exact and efficient Jacobian determinant.

Abstract: Normalizing Flows (NFs) are powerful and efficient models for density estimation. When modeling densities on manifolds, NFs can be generalized to injective flows but the Jacobian determinant becomes computationally prohibitive. Current approaches either consider bounds on the log-likelihood or rely on some approximations of the Jacobian determinant. In contrast, we propose injective flows for star-like manifolds and show that for such manifolds we can compute the Jacobian determinant exactly and efficiently. This aspect is particularly relevant for variational inference settings, where no samples are available and only some unnormalized target is known. Among many, we showcase the relevance of modeling densities on star-like manifolds in two settings. Firstly, we introduce a novel Objective Bayesian approach for penalized likelihood models by interpreting level-sets of the penalty as star-like manifolds. Secondly, we consider probabilistic mixing models and introduce a general method for variational inference by defining the posterior of mixture weights on the probability simplex.

Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)

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Submission Number: 11933