affine coupling
Universal Approximation Using Well-Conditioned Normalizing Flows
Normalizing flows are a widely used class of latent-variable generative models with a tractable likelihood. Affine-coupling models [Dinh et al., 2014, 2016] are a particularly common type of normalizing flows, for which the Jacobian of the latent-to-observable-variable transformation is triangular, allowing the likelihood to be computed in linear time. Despite the widespread usage of affine couplings, the special structure of the architecture makes understanding their representational power challenging. The question of universal approximation was only recently resolved by three parallel papers [Huang et al., 2020, Zhang et al., 2020, Koehler et al., 2020] - who showed reasonably regular distributions can be approximated arbitrarily well using affine couplings - albeit with networks with a nearly-singular Jacobian. As ill-conditioned Jacobians are an obstacle for likelihood-based training, the fundamental question remains: which distributions can be approximated using well-conditioned affine coupling flows? In this paper, we show that any log-concave distribution can be approximated using well-conditioned affine-coupling flows. In terms of proof techniques, we uncover and leverage deep connections between affine coupling architectures, underdamped Langevin dynamics (a stochastic differential equation often used to sample from Gibbs measures) and Hénon maps (a structured dynamical system that appears in the study of symplectic diffeomorphisms). In terms of informing practice, we approximate a padded version of the input distribution with iid Gaussians - a strategy which Koehler et al. [2020] empirically observed to result in better-conditioned flows, but had hitherto no theoretical grounding. Our proof can thus be seen as providing theoretical evidence for the benefits of Gaussian padding when training normalizing flows.
Coupling-based Invertible Neural Networks Are Universal Diffeomorphism Approximators
Invertible neural networks based on coupling flows (CF-INNs) have various machine learning applications such as image synthesis and representation learning. However, their desirable characteristics such as analytic invertibility come at the cost of restricting the functional forms. This poses a question on their representation power: are CF-INNs universal approximators for invertible functions? Without a universality, there could be a well-behaved invertible transformation that the CF-INN can never approximate, hence it would render the model class unreliable. We answer this question by showing a convenient criterion: a CF-INN is universal if its layers contain affine coupling and invertible linear functions as special cases. As its corollary, we can affirmatively resolve a previously unsolved problem: whether normalizing flow models based on affine coupling can be universal distributional approximators. In the course of proving the universality, we prove a general theorem to show the equivalence of the universality for certain diffeomorphism classes, a theoretical insight that is of interest by itself.
Coupling-based Invertible Neural Networks Are Universal Diffeomorphism Approximators
Invertible neural networks based on coupling flows (CF-INNs) have various machine learning applications such as image synthesis and representation learning. However, their desirable characteristics such as analytic invertibility come at the cost of restricting the functional forms. This poses a question on their representation power: are CF-INNs universal approximators for invertible functions? Without a universality, there could be a well-behaved invertible transformation that the CF-INN can never approximate, hence it would render the model class unreliable. We answer this question by showing a convenient criterion: a CF-INN is universal if its layers contain affine coupling and invertible linear functions as special cases.
On the Universality of Coupling-based Normalizing Flows
Draxler, Felix, Wahl, Stefan, Schnörr, Christoph, Köthe, Ullrich
We present a novel theoretical framework for understanding the expressive power of coupling-based normalizing flows such as RealNVP. Despite their prevalence in scientific applications, a comprehensive understanding of coupling flows remains elusive due to their restricted architectures. Existing theorems fall short as they require the use of arbitrarily ill-conditioned neural networks, limiting practical applicability. Additionally, we demonstrate that these constructions inherently lead to volume-preserving flows, a property which we show to be a fundamental constraint for expressivity. We propose a new distributional universality theorem for coupling-based normalizing flows, which overcomes several limitations of prior work. Our results support the general wisdom that the coupling architecture is expressive and provide a nuanced view for choosing the expressivity of coupling functions, bridging a gap between empirical results and theoretical understanding.
Representational aspects of depth and conditioning in normalizing flows
The promise of unsupervised learning lies in its potential to take advantage of cheap and plentiful unlabeled data to learn useful representations or generate high-quality samples. For the latter task, neural network-based generative models have recently enjoyed a lot of success in producing realistic images and text. Two major paradigms in deep generative modeling are generative adversarial networks (GANs) and normalizing flows. When successfully scaled up and trained, both can generate high-quality and diverse samples from high-dimensional distributions. The training procedure for GANs involves min-max (saddle-point) optimization, which is considerably more difficult than standard loss minimization, leading to problems like mode dropping.