论文标题

ot-flow:通过最佳运输快速准确地稳定流动

OT-Flow: Fast and Accurate Continuous Normalizing Flows via Optimal Transport

论文作者

Onken, Derek, Fung, Samy Wu, Li, Xingjian, Ruthotto, Lars

论文摘要

归一化流是任意概率分布与标准正态分布之间的可逆映射。它可用于密度估计和统计推断。计算流量遵循变量公式的变化,因此需要映射的可逆性和一种计算其雅各布式决定因素的有效方法。为了满足这些要求,标准化流量通常由精心选择的组件组成。连续归一化流(CNF)是通过求解神经常规微分方程(ODE)获得的映射。神经颂歌的动力学几乎可以任意选择,同时确保可逆性。此外,可以通过将动力学的雅可比沿流程的轨迹整合到流程中来获得流量的雅各比式的对数数据。我们提出的OT-Flow方法应对两种关键的计算挑战,这些挑战限制了CNF的广泛使用。首先,OT-Flow利用最佳运输理论(OT)理论使CNF正规化并执行易于集成的直轨迹。其次,OT-Flow具有与现有CNF中使用的痕量估计值相等的时间复杂性的精确痕量计算。在五个高维密度估计和生成建模任务上,OT-Flow对最先进的CNF进行了竞争性能,而平均需要在训练时间和24倍加速推理的重加速的重量的四分之一的重量数量。

A normalizing flow is an invertible mapping between an arbitrary probability distribution and a standard normal distribution; it can be used for density estimation and statistical inference. Computing the flow follows the change of variables formula and thus requires invertibility of the mapping and an efficient way to compute the determinant of its Jacobian. To satisfy these requirements, normalizing flows typically consist of carefully chosen components. Continuous normalizing flows (CNFs) are mappings obtained by solving a neural ordinary differential equation (ODE). The neural ODE's dynamics can be chosen almost arbitrarily while ensuring invertibility. Moreover, the log-determinant of the flow's Jacobian can be obtained by integrating the trace of the dynamics' Jacobian along the flow. Our proposed OT-Flow approach tackles two critical computational challenges that limit a more widespread use of CNFs. First, OT-Flow leverages optimal transport (OT) theory to regularize the CNF and enforce straight trajectories that are easier to integrate. Second, OT-Flow features exact trace computation with time complexity equal to trace estimators used in existing CNFs. On five high-dimensional density estimation and generative modeling tasks, OT-Flow performs competitively to state-of-the-art CNFs while on average requiring one-fourth of the number of weights with an 8x speedup in training time and 24x speedup in inference.

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