Neural Autoregressive Distribution Estimation

We present Neural Autoregressive Distribution Estimation (NADE) models, which are neural network architectures applied to the problem of unsupervised distribution and density estimation. They leverage the probability product rule and a weight sharing scheme inspired from restricted Boltzmann machines, to yield an estimator that is both tractable and has good generalization performance. We discuss how they achieve competitive performance in modeling both binary and real-valued observations. We also present how deep NADE models can be trained to be agnostic to the ordering of input dimensions used by the autoregressive product rule decomposition. Finally, we also show how to exploit the topological structure of pixels in images using a deep convolutional architecture for NADE

HCNAF: Hyper-Conditioned Neural Autoregressive Flow and its Application for Probabilistic Occupancy Map Forecasting

We introduce Hyper-Conditioned Neural Autoregressive Flow (HCNAF); a powerful universal distribution approximator designed to model arbitrarily complex conditional probability density functions. HCNAF consists of a neural-net based conditional autoregressive flow (AF) and a hyper-network that can take large conditions in non-autoregressive fashion and outputs the network parameters of the AF. Like other flow models, HCNAF performs exact likelihood inference. We conduct a number of density estimation tasks on toy experiments and MNIST to demonstrate the effectiveness and attributes of HCNAF, including its generalization capability over unseen conditions and expressivity. Finally, we show that HCNAF scales up to complex high-dimensional prediction problems of the magnitude of self-driving and that HCNAF yields a state-of-the-art performance in a public self-driving dataset.Comment: CVPR 202