Generalization of the Change of Variables Formula with Applications to Residual Flows

Abstract

Normalizing flows leverage the Change of Variables Formula (CVF) to define flexible density models. Yet, the requirement of smooth transformations (diffeomorphisms) in the CVF poses a significant challenge in the construction of these models. To enlarge the design space of flows, we introduce $\mathcal{L}$-diffeomorphisms as generalized transformations which may violate these requirements on zero Lebesgue-measure sets. This relaxation allows e.g. the use of non-smooth activation functions such as ReLU. Finally, we apply the obtained results to planar, radial, and contractive residual flows.

Cite

Text

Koenen et al. "Generalization of the Change of Variables Formula with Applications to Residual Flows." ICML 2021 Workshops: INNF, 2021.

Markdown

[Koenen et al. "Generalization of the Change of Variables Formula with Applications to Residual Flows." ICML 2021 Workshops: INNF, 2021.](https://mlanthology.org/icmlw/2021/koenen2021icmlw-generalization/)

BibTeX

@inproceedings{koenen2021icmlw-generalization,
  title     = {{Generalization of the Change of Variables Formula with Applications to Residual Flows}},
  author    = {Koenen, Niklas and Wright, Marvin N. and Maass, Peter and Behrmann, Jens},
  booktitle = {ICML 2021 Workshops: INNF},
  year      = {2021},
  url       = {https://mlanthology.org/icmlw/2021/koenen2021icmlw-generalization/}
}