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Neural Spline Flows
Conor Durkan · Artur Bekasov · Iain Murray · George Papamakarios

Wed Dec 11 10:45 AM -- 12:45 PM (PST) @ East Exhibition Hall B + C #117

A normalizing flow models a complex probability density as an invertible transformation of a simple base density. Flows based on either coupling or autoregressive transforms both offer exact density evaluation and sampling, but rely on the parameterization of an easily invertible elementwise transformation, whose choice determines the flexibility of these models. Building upon recent work, we propose a fully-differentiable module based on monotonic rational-quadratic splines, which enhances the flexibility of both coupling and autoregressive transforms while retaining analytic invertibility. We demonstrate that neural spline flows improve density estimation, variational inference, and generative modeling of images.

Author Information

Conor Durkan (University of Edinburgh)
Artur Bekasov (University of Edinburgh)
Iain Murray (University of Edinburgh)

Iain Murray is a SICSA Lecturer in Machine Learning at the University of Edinburgh. Iain was introduced to machine learning by David MacKay and Zoubin Ghahramani, both previous NIPS tutorial speakers. He obtained his PhD in 2007 from the Gatsby Computational Neuroscience Unit at UCL. His thesis on Monte Carlo methods received an honourable mention for the ISBA Savage Award. He was a commonwealth fellow in Machine Learning at the University of Toronto, before moving to Edinburgh in 2010. Iain's research interests include building flexible probabilistic models of data, and probabilistic inference from indirect and uncertain observations. Iain is passionate about teaching. He has lectured at several Summer schools, is listed in the top 15 authors on videolectures.net, and was awarded the EUSA Van Heyningen Award for Teaching in Science and Engineering in 2015.

George Papamakarios (DeepMind)

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