Stochastic Normalizing Flows

Stochastic Normalizing Flows

We introduce stochasticity in Boltzmann-generating flows. Normalizing flows are exact-probability generative models that can efficiently sample x and compute the generation probability p(x), so that probability-based methods can be used to train the generator. Boltzmann-generating flows combine flows and reweighting in order to learn to generate unbiased samples with respect to some target density exp(-u(x)) that is approximated by p(x) and then reweighted. Here we introduce sochasticity in Boltzmann-generating flows. The key methodological advance is that we avoid to compute p(x) point-wise, which would require an intractable integration over all paths mapping to the same x, and show how both training of the flow and reweighting of p(x) to exp(-u(x)) can be done via path sampling and without requiring p(x) explicitly.

Publication

Please find the arxiv preprint here: https://arxiv.org/abs/2002.06707

Stochastic Normalizing Flows is in press in NeurIPS 2020, citation update is coming up...

@article{snf,
  title={Stochastic Normalizing Flows},
  author={H. Wu and J. K{\"o}hler and F. {\'e}},
  journal = {arxiv:2002.06707},
  year = {2020}
}

Installation and running experiments

System requirements All experiments were run with Python 3.7 and PyTorch 1.5 on MacOS. They are expected to work on MacOS and Linux systems with these or newer Python and PyTorch versions

Installation Install the bgtorch flow package

cd bgtorch
python setup.py develop
cd ..

Install snf_code package (specialized code for this paper)

cd snf_code
python setup.py develop
cd ..

Optional: install OpenMM for running experiment 3

conda install -c omnia openmm 
conda install -c omnia openmmtools 

Run Experiments

• To run experiments 1-3, open and run the respective notebooks with jupyter
• To run experiment 4, run the respective Python file directly