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Flow Annealed Importance Sampling Bootstrap
Laurence Midgley · Vincent Stimper · Gregor Simm · Bernhard Schölkopf · José Miguel Hernández-Lobato
Event URL: https://openreview.net/forum?id=OFZ-78-CnO »
Normalizing flows are tractable density models that can approximate complicated target distributions, e.g. Boltzmann distributions of physical systems. However, current methods for training flows either suffer from mode-seeking behavior, use samples from the target generated by expensive MCMC simulations, or use stochastic losses that have high variance. To avoid these problems, we augment flows with annealed importance sampling (AIS) and minimize the mass-covering $\alpha$-divergence with $\alpha=2$, which minimizes importance weight variance. Our method, Flow AIS Bootstrap (FAB), uses AIS to generate samples in regions where the flow is a poor approximation of the target, facilitating the discovery of new modes. We apply FAB to complex multimodal targets and show that we can approximate them accurately where previous methods fail. To the best of our knowledge, we are the first to learn the Boltzmann distribution of the alanine dipeptide molecule using only the unnormalized target density, without access to samples generated via Molecular Dynamics (MD) simulations: FAB produces better results than training via maximum likelihood on MD samples while using 100 times fewer target evaluations. After reweighting samples, we obtain unbiased histograms of dihedral angles that are almost identical to the ground truth.

Author Information

Laurence Midgley (InstaDeep/University of Cambridge)
Vincent Stimper (University of Cambridge)
Gregor Simm (Microsoft Research)
Bernhard Schölkopf (MPI for Intelligent Systems, Tübingen)

Bernhard Scholkopf received degrees in mathematics (London) and physics (Tubingen), and a doctorate in computer science from the Technical University Berlin. He has researched at AT&T Bell Labs, at GMD FIRST, Berlin, at the Australian National University, Canberra, and at Microsoft Research Cambridge (UK). In 2001, he was appointed scientific member of the Max Planck Society and director at the MPI for Biological Cybernetics; in 2010 he founded the Max Planck Institute for Intelligent Systems. For further information, see www.kyb.tuebingen.mpg.de/~bs.

José Miguel Hernández-Lobato (University of Cambridge)

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