Available here.
Training a flow can be done in a few lines of code:
from flowjax.flows import block_neural_autoregressive_flow
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, sample_key = random.split(random.PRNGKey(0), 4)
x = random.uniform(data_key, (5000, 2)) # Toy data
base_dist = Normal(jnp.zeros(x.shape[1]))
flow = block_neural_autoregressive_flow(flow_key, base_dist=base_dist)
flow, losses = fit_to_data(
key=train_key,
dist=flow,
x=x,
learning_rate=5e-3,
max_epochs=200,
)
# We can now evaluate the log-probability of arbitrary points
log_probs = flow.log_prob(x)
# And sample the distribution
samples = flow.sample(sample_key, (1000, ))
The package currently includes:
coupling_flow
(Dinh et al., 2017) and masked_autoregressive_flow
(Kingma et al., 2016, Papamakarios et al., 2017) normalizing flow architectures.
Affine
or RationalQuadraticSpline
(the latter used in neural spline flows; Durkan et al., 2019). block_neural_autoregressive_flow
, as introduced by De Cao et al., 2019.planar_flow
, as introduced by Rezende and Mohamed, 2015.triangular_spline_flow
, introduced here.pip install flowjax
This package is in its early stages of development and may undergo significant changes, including breaking changes, between major releases. Whilst ideally we should be on version 0.y.z to indicate its state, we have already progressed beyond that stage.
We can install a version for development as follows
git clone https://github.com/danielward27/flowjax.git
cd flowjax
pip install -e .[dev]
sudo apt-get install pandoc # Required for building documentation
We make use of the Equinox package, which facilitates defining models using a PyTorch-like syntax with Jax.
If you found this package useful in academic work, please consider citing it using the
template below, filling in [version number]
and [release year of version]
to the
appropriate values. Version specific DOIs
can be obtained from zenodo if desired.
@software{ward2023flowjax,
title = {FlowJax: Distributions and Normalizing Flows in Jax},
author = {Daniel Ward},
url = {https://github.com/danielward27/flowjax},
version = {[version number]},
year = {[release year of version]},
doi = {10.5281/zenodo.10402073},
}