Normalizing flows for density estimation — the idea.
hardAnswer
- Learn invertible neural network f_θ that maps simple base distribution (Gaussian) to complex data distribution.
- Change of variables: log p(x) = log ^(-1)|.
- Requires efficient Jacobian determinants → architectures: RealNVP, Glow, NICE (coupling layers), MAF, NSF.
- Uses: exact density estimation, sampling, anomaly detection.
- Modern: replaced by diffusion models for sampling but still competitive for exact-density needs.
Check yourself — multiple choice
- Random
- Invertible NN maps Gaussian → data; log p(x) = log J|; RealNVP/Glow/MAF; exact density + sampling; superseded by diffusion for generation
- Same as VAE
- Not real
Normalizing flows: invertible NN + change of variables → exact density.
#density#deep-learning
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