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Zuko#

Zuko is a Python package that implements normalizing flows in PyTorch. It relies as much as possible on distributions and transformations already provided by PyTorch. Unfortunately, the Distribution and Transform classes of torch are not sub-classes of torch.nn.Module, which means you cannot send their internal tensors to GPU with .to('cuda') or retrieve their parameters with .parameters().

To solve this problem, zuko defines two abstract classes: zuko.flows.DistributionModule and zuko.flows.TransformModule. The former is any Module whose forward pass returns a Distribution and the latter is any Module whose forward pass returns a Transform. Then, a normalizing flow is the composition of a list of TransformModule and a base DistributionModule. This design allows for flows that behave like distributions while retaining the benefits of Module. It also makes the implementations easy to understand and extend.

Installation#

The zuko package is available on PyPI, which means it is installable via pip.

pip install zuko

Alternatively, if you need the latest features, you can install it from the repository.

pip install git+https://github.com/francois-rozet/zuko

Getting started#

Normalizing flows are provided in the zuko.flows module. To build one, supply the number of sample and context features as well as the transformations’ hyperparameters. Then, feeding a context \(y\) to the flow returns a conditional distribution \(p(x | y)\) which can be evaluated and sampled from.

import torch
import zuko

# Neural spline flow (NSF) with 3 sample features and 5 context features
flow = zuko.flows.NSF(3, 5, transforms=3, hidden_features=[128] * 3)

# Train to maximize the log-likelihood
optimizer = torch.optim.AdamW(flow.parameters(), lr=1e-3)

for x, y in trainset:
    loss = -flow(y).log_prob(x)  # -log p(x | y)
    loss = loss.mean()

    optimizer.zero_grad()
    loss.backward()
    optimizer.step()

# Sample 64 points x ~ p(x | y*)
x = flow(y_star).sample((64,))

References#

Variational Inference with Normalizing Flows (Rezende et al., 2015)
Masked Autoregressive Flow for Density Estimation (Papamakarios et al., 2017)
Neural Spline Flows (Durkan et al., 2019)
Neural Autoregressive Flows (Huang et al., 2018)