Papers › Transformation Autoregressive Networks

Transformation Autoregressive Networks

30 Jan 2018ICML 2018 7arXiv:1801.09819archive 2025-07-28

Junier B. Oliva, Avinava Dubey, Manzil Zaheer, Barnabás Póczos, Ruslan Salakhutdinov, Eric P. Xing, Jeff Schneider

The fundamental task of general density estimation p(x) has been of keen interest to machine learning. In this work, we attempt to systematically characterize methods for density estimation. Broadly speaking, most of the existing methods can be categorized into either using: \textit{a}) autoregressive models to estimate the conditional factors of the chain rule, p(xᵢ | xᵢ₋₁, …); or \textit{b}) non-linear transformations of variables of a simple base distribution. Based on the study of the characteristics of these categories, we propose multiple novel methods for each category. For example we proposed RNN based transformations to model non-Markovian dependencies. Further, through a comprehensive study over both real world and synthetic data, we show for that jointly leveraging transformations of variables and autoregressive conditional models, results in a considerable improvement in performance. We illustrate the use of our models in outlier detection and image modeling. Finally we introduce a novel data driven framework for learning a family of distributions.

Code

No code repository is listed for this paper in the archive or in Syntology's graph.

Code Syntology ran Syntology

Not run by Syntology. Nothing on this page verifies that the listed code works.

Tasks

Results from the paper archive 2025-07-28

Ranks are positions in the archive's leaderboards as they stood at the 2025-07-28 snapshot. Results published since then are not among these rows, so a rank here is not a current standing.

Report a problem or propose a change · a person checks every report against the paper or source before anything changes; decisions are listed on /corrections