LGFeb 9, 2024
On the Universality of Volume-Preserving and Coupling-Based Normalizing FlowsFelix Draxler, Stefan Wahl, Christoph Schnörr et al.
We present a novel theoretical framework for understanding the expressive power of normalizing flows. Despite their prevalence in scientific applications, a comprehensive understanding of flows remains elusive due to their restricted architectures. Existing theorems fall short as they require the use of arbitrarily ill-conditioned neural networks, limiting practical applicability. We propose a distributional universality theorem for well-conditioned coupling-based normalizing flows such as RealNVP. In addition, we show that volume-preserving normalizing flows are not universal, what distribution they learn instead, and how to fix their expressivity. Our results support the general wisdom that affine and related couplings are expressive and in general outperform volume-preserving flows, bridging a gap between empirical results and theoretical understanding.
LGOct 25, 2024
TRADE: Transfer of Distributions between External Conditions with Normalizing FlowsStefan Wahl, Armand Rousselot, Felix Draxler et al.
Modeling distributions that depend on external control parameters is a common scenario in diverse applications like molecular simulations, where system properties like temperature affect molecular configurations. Despite the relevance of these applications, existing solutions are unsatisfactory as they require severely restricted model architectures or rely on energy-based training, which is prone to instability. We introduce TRADE, which overcomes these limitations by formulating the learning process as a boundary value problem. By initially training the model for a specific condition using either i.i.d.~samples or backward KL training, we establish a boundary distribution. We then propagate this information across other conditions using the gradient of the unnormalized density with respect to the external parameter. This formulation, akin to the principles of physics-informed neural networks, allows us to efficiently learn parameter-dependent distributions without restrictive assumptions. Experimentally, we demonstrate that TRADE achieves excellent results in a wide range of applications, ranging from Bayesian inference and molecular simulations to physical lattice models.
LGFeb 20
A Probabilistic Framework for LLM-Based Model DiscoveryStefan Wahl, Raphaela Schenk, Ali Farnoud et al.
Automated methods for discovering mechanistic simulator models from observational data offer a promising path toward accelerating scientific progress. Such methods often take the form of agentic-style iterative workflows that repeatedly propose and revise candidate models by imitating human discovery processes. However, existing LLM-based approaches typically implement such workflows via hand-crafted heuristic procedures, without an explicit probabilistic formulation. We recast model discovery as probabilistic inference, i.e., as sampling from an unknown distribution over mechanistic models capable of explaining the data. This perspective provides a unified way to reason about model proposal, refinement, and selection within a single inference framework. As a concrete instantiation of this view, we introduce ModelSMC, an algorithm based on Sequential Monte Carlo sampling. ModelSMC represents candidate models as particles which are iteratively proposed and refined by an LLM, and weighted using likelihood-based criteria. Experiments on real-world scientific systems illustrate that this formulation discovers models with interpretable mechanisms and improves posterior predictive checks. More broadly, this perspective provides a probabilistic lens for understanding and developing LLM-based approaches to model discovery.