WhatAreNormalizingFlows

Title: What are Normalizing Flows? Sources: https://www.youtube.com/watch?v=i7LjDvsLWCg

• Bi-jecttion from known sample (Usually Gaussian) to complicated thing your trying to model.
• Bi-jection is a composition of many other bijections (each of which is invertable)
• Trick is setting up a bijections that is by construction invertable and has many pramaters that can be learned.

• Done with Coupling Layers. split data at that layer into two contiguous regions. (A and B) y^A = x^A y^B = h(x^B; Theta(x^A))

  Results in bijections that with a Jacobian that is triangular => |Det| is production of diagonals (These preserve area)

• Separate scaling matrix to change area
• Trick to reduce the diminionsality of latent space (above has the same as the input data) Can enforce smaller latent dim. with something called "Real NVP"

NormalizingFlows