Flow-based Generative Model

Generative models
  • Auto-regressive Model(Component-by-Component)
    • What is the best order for the component?
    • Slow generation
  • Variational Auto-encoder
    • Optimizing the lower bound.
  • Generative Adversasial Nerwork
    • Unstable training
  • Flow-based Generative Model
Flow-based Generative Model

A generator G is a network.The network defines a probability distribution p G p_G pG

z ∼ π ( z ) z \sim \pi(z) zπ(z)

x = G ( z ) ∼ p G ( x ) x = G(z) \sim p_G(x) x=G(z)pG(x)

p G ( x ) = π ( z ) ∣ d e t ( J G − 1 ) ∣ p_G(x) = \pi(z)|det(J_{G^{-1}})| pG(x)=π(z)det(JG1)

G ∗ = a r g m a x G ∑ i = 1 m l o g p G ( x i ) ,   { x 1 , x 2 , . . . , x m } f r o m   p d a t a ( x ) G^* = arg max_G\sum_{i=1}^mlogp_G(x^i),\space \{x^1,x^2,...,x^m\}from\space p_{data}(x) G=argmaxGi=1mlogpG(xi), {x1,x2,...,xm}from pdata(x)

= a r g m a x G ∑ i = 1 m ( l o g π ( z ) + l o g ∣ d e t ( J f − 1 ) ∣ ) =argmax_G\sum_{i=1}^m(log\pi(z) + log|det(J_{f^{-1}})|) =argmaxGi=1m(logπ(z)+logdet(Jf1))

= a r g m a x G ∑ i = 1 m ( l o g π ( G − 1 ( x i ) ) + l o g ∣ d e t ( J G − 1 ) ∣ ) =argmax_G\sum_{i=1}^m(log\pi(G^{-1}(x_i))+log|det(J_{G^{-1}})|) =argmaxGi=1m(logπ(G1(xi))+logdet(JG1))

≈ a r g m i n G K L ( p d a t a ∣ ∣ p G ) \approx argmin_{G}KL(p_{data}||p_G) argminGKL(pdatapG)

Chain of generator G h , h = 1 , . . . , K G_h,h= 1,...,K Gh,h=1,...,K:

l o g p ( x i ) = l o g π ( z i ) + ∑ h = 1 K l o g ( d e t ( J G h − 1 ) ) logp(x_i) = log\pi(z_i) + \sum_{h=1}^Klog(det(J_{G_h^{-1}})) logp(xi)=logπ(zi)+h=1Klog(det(JGh1))

to be continued…

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