flowjax 9.0.0

Normalizing flow implementations in jax.

FlowJax: Normalising Flows in Jax

Documentation

Available here.

Short example

Training a flow can be done in a few lines of code:

from flowjax.flows import BlockNeuralAutoregressiveFlow
from flowjax.train import fit_to_data
from flowjax.distributions import Normal
from jax import random
import jax.numpy as jnp

data_key, flow_key, train_key = random.split(random.PRNGKey(0), 3)

x = random.uniform(data_key, (10000, 3))  # Toy data
base_dist = Normal(jnp.zeros(x.shape[1]))
flow = BlockNeuralAutoregressiveFlow(flow_key, base_dist)
flow, losses = fit_to_data(train_key, flow, x, learning_rate=0.05)

# We can now evaluate the log-probability of arbitrary points
flow.log_prob(x)

The package currently supports the following:

• CouplingFlow (Dinh et al., 2017)
• MaskedAutoregressiveFlow (Papamakarios et al., 2017).
• Common "transformers", such as Affine and RationalQuadraticSpline (the latter used in neural spline flows; Durkan et al., 2019)
• BlockNeuralAutoregressiveFlow, as introduced by De Cao et al., 2019
• TriangularSplineFlow, introduced here.

Installation

pip install flowjax

Warning

This package is new and may have substantial breaking changes between major releases.

TODO

A few limitations / things that could be worth including in the future:

• Add ability to "reshape" bijections.
• Ability to "stack" bijections on a given (or new) axis.

Related

We make use of the Equinox package, which facilitates object-oriented programming with Jax.

Authors

flowjax was written by Daniel Ward <[e-mail]>.