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What are Normalizing Flows?

This short tutorial covers the basics of normalizing flows, a technique used in machine learning to build up complex probability distributions by transforming simple ones. Timestamps: 0:00 - Intro 0:33 - Bijective transformation 1:18 - Change of variables formula 2:08 - Jacobian determinant 4:28 - Generative model likelihood 5:49 - Comparison with VAEs & GANs 6:52 - NICE architecture: triangular Jacobian & coupling layers 9:23 - Scaling matrix 10:26 - Extensions Papers to check out: NICE: Non-linear Independent Components Estimation (https://arxiv.org/abs/1410.8516) Density estimation using Real NVP (https://arxiv.org/abs/1605.08803) Glow: Generative Flow with Invertible 1x1 Convolutions (https://arxiv.org/abs/1807.03039) Variational Inference with Normalizing Flows (https://arxiv.org/abs/1505.05770) Improving Variational Inference with Inverse Autoregressive Flow (https://arxiv.org/abs/1606.04934) Masked Autoregressive Flow for Density Estimation (https://arxiv.org/abs/1705.07057) MADE: Masked Autoencoder for Distribution Estimation (https://arxiv.org/abs/1502.03509) Discrete Flows: Invertible Generative Models of Discrete Data (https://arxiv.org/abs/1905.10347) Earlier work on flows: A family of non-parametric density estimation algorithms (https://math.nyu.edu/faculty/tabak/pu...) Additional reading: https://deepgenerativemodels.github.i... https://blog.evjang.com/2018/01/nf1.html https://lilianweng.github.io/lil-log/... http://akosiorek.github.io/ml/2018/04... Special thanks to Alex Beatson, Geoffrey Roeder, Yaniv Ovadia, Sachin Ravi, and Ryan Adams for helpful feedback on this video. Video style inspired by 3Blue1Brown Music: Trinkets by Vincent Rubinetti Links: YouTube:    / ariseffai   Twitter:   / ari_seff   Homepage: https://www.ariseff.com If you'd like to help support the channel (completely optional), you can donate a cup of coffee via the following: Venmo: https://venmo.com/ariseff PayPal: https://www.paypal.me/ariseff