Resampling Base Distributions of Normalizing Flows

Normalizing flows are a popular class of models for approximating probability distributions. However, their invertible nature limits their ability to model target distributions with a complex topological structure, such as Boltzmann distributions. Several procedures have been proposed to solve this problem but many of them sacrifice invertibility and, thereby, tractability of the log-likelihood as well as other desirable properties. To address these limitations, we introduce a base distribution for normalizing flows based on learned rejection sampling, allowing the resulting normalizing flow to model complex topologies without giving up bijectivity. Furthermore, we develop suitable learning algorithms using both maximizing the log-likelihood and the optimization of the reverse Kullback-Leibler divergence, and apply them to various sample problems, i.e.\ approximating 2D densities, density estimation of tabular data, image generation, and modeling Boltzmann distributions. In these experiments our method is competitive with or outperforms the baselines.