# Gradient estimators for normalising flows

arXiv: https://arxiv.org/abs/2202.01314 · HTML: https://mlsanity.com/paper/2202.01314/

## Key facts

- Cited by 2 papers in the map (data through 14 Oct 2026).
- Builds on 9 of its 19 references that are in the map.
- First posted on arXiv 2 Feb 2022.

## Builds on (most cited first, 9 of 9)

- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Density estimation using Real NVP](https://mlsanity.com/paper/1605.08803/) (2016)
- [Pixel Recurrent Neural Networks](https://mlsanity.com/paper/1601.06759/) (2016)
- [MADE: Masked Autoencoder for Distribution Estimation](https://mlsanity.com/paper/1502.03509/) (2015)
- [Flow-based generative models for Markov chain Monte Carlo in lattice field theory](https://mlsanity.com/paper/1904.12072/) (2019)
- [Solving Statistical Mechanics Using Variational Autoregressive Networks](https://mlsanity.com/paper/1809.10606/) (2018)
- [Neural Autoregressive Distribution Estimation](https://mlsanity.com/paper/1605.02226/) (2016)
- [Introduction to Normalizing Flows for Lattice Field Theory](https://mlsanity.com/paper/2101.08176/) (2021)
- [Analysis of autocorrelation times in Neural Markov Chain Monte Carlo simulations](https://mlsanity.com/paper/2111.10189/) (2021)

## Built on by (most cited first, 2 of 2)

- [Mutual information of spin systems from autoregressive neural networks](https://mlsanity.com/paper/2304.13412/) (2023)
- [Training normalizing flows with computationally intensive target probability distributions](https://mlsanity.com/paper/2308.13294/) (2023)

## Abstract (arXiv)

Recently a machine learning approach to Monte-Carlo simulations called Neural Markov Chain Monte-Carlo (NMCMC) is gaining traction. In its most popular form it uses neural networks to construct normalizing flows which are then trained to approximate the desired target distribution. In this contribution we present new gradient estimator for Stochastic Gradient Descent algorithm (and the corresponding textttPyTorch implementation) and show that it leads to better training results for φ4 model. For this model our estimator achieves the same precision in approximately half of the time needed in standard approach and ultimately provides better estimates of the free energy. We attribute this effect to the lower variance of the new estimator. In contrary to the standard learning algorithm our approach does not require estimation of the action gradient with respect to the fields, thus has potential of further speeding up the training for models with more complicated actions.
