PlanarFlow

[stefanwebb]

Implementation of the simple PlanarFlow (from "Variational inference with normalizing flows")

[martinjankowiak]

thanks for the pr!

have you used this in some context to fit some distribution?

[stefanwebb]

Do you mean have I tested it out for learning distributions? Or rather, what would be a motivation for including it in the library? I should test it out for learning a simple distribution, although the Jacobian passes... I think it's important to have PlanarFlow because it's a baseline for other flows in the literature, like Sylvester flow

[martinjankowiak]

@stefanwebb

Do you mean have I tested it out for learning distributions?

yes

[stefanwebb]

Let me test it out before we proceed

[stefanwebb]

Sorry for the delay! I've been able to learn densities from Table 1/Figure 3 of "Variational Inference with Normalizing Flows" so I'm confident that PlanarFlow works. E.g.:

True U1: test_potential.pdf
PlanarFlow U1 with K=32 : learnt_potential.pdf

[stefanwebb]

I've changed this commit to used the new TransformModule class, so I think it's good to go

[fritzo]

Software-wise this looks fine to me. @martinjankowiak can you confirm the math is sane 😄

[martinjankowiak]

thanks @stefanwebb !