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Normalizing flows

Attempting to implement the potential function experiments from:

Danilo Jimenez Rezende and Shakir Mohamed. Variational inference with normalizing
flows. In Proceedings of the 32nd International Conference on Machine Learning, pages
1530–1538, 2015.

Other reference:

Papamakarios, George, et al. Normalizing Flows for Probabilistic Modeling and Inference. Dec. 2019. arxiv.org, https://arxiv.org/abs/1912.02762v1.

To reproduce plots run exp/run_2d_potential_exp.sh or take a look at src/fit_flows.py.

Target densities, corresponding to the 4 potentials from the paper:

target densities

Samples from a 2-D diagonal gaussian passed through 32 learned Planar flows:

potential 1 potential 2 potential 3 potential 4

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Normalizing flows with pytorch

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