no code implementations • 23 Mar 2024 • Lorenz Vaitl, Ludwig Winkler, Lorenz Richter, Pan Kessel
Recent work shows that path gradient estimators for normalizing flows have lower variance compared to standard estimators for variational inference, resulting in improved training.
no code implementations • 17 Jul 2022 • Lorenz Vaitl, Kim A. Nicoli, Shinichi Nakajima, Pan Kessel
We propose an algorithm to estimate the path-gradient of both the reverse and forward Kullback-Leibler divergence for an arbitrary manifestly invertible normalizing flow.
1 code implementation • 17 Jun 2022 • Lorenz Vaitl, Kim A. Nicoli, Shinichi Nakajima, Pan Kessel
Recent work has established a path-gradient estimator for simple variational Gaussian distributions and has argued that the path-gradient is particularly beneficial in the regime in which the variational distribution approaches the exact target distribution.