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Improving Sequential Latent Variable Models with Autoregressive Flows

Machine Learning 2022-03-09 v2

Abstract

We propose an approach for improving sequence modeling based on autoregressive normalizing flows. Each autoregressive transform, acting across time, serves as a moving frame of reference, removing temporal correlations, and simplifying the modeling of higher-level dynamics. This technique provides a simple, general-purpose method for improving sequence modeling, with connections to existing and classical techniques. We demonstrate the proposed approach both with standalone flow-based models and as a component within sequential latent variable models. Results are presented on three benchmark video datasets, where autoregressive flow-based dynamics improve log-likelihood performance over baseline models. Finally, we illustrate the decorrelation and improved generalization properties of using flow-based dynamics.

Keywords

Cite

@article{arxiv.2010.03172,
  title  = {Improving Sequential Latent Variable Models with Autoregressive Flows},
  author = {Joseph Marino and Lei Chen and Jiawei He and Stephan Mandt},
  journal= {arXiv preprint arXiv:2010.03172},
  year   = {2022}
}

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Published at Machine Learning Journal