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Normalizing flows is a density estimation method that provides efficient exact likelihood estimation and sampling (Dinh et al., 2014) from high-dimensional distributions. This method depends on the use of the change of variables formula, which requires an invertible transform. Thus normalizing flow architectures are built to be invertible by design (Dinh et al., 2014). In theory, the invertibility of architectures constrains the expressiveness, but the use of coupling layers allows normalizing flows to exploit the power of arbitrary neural networks, which do not need to be invertible, (Dinh et al., 2016) and layer invertibility means that, if properly implemented, many layers can be stacked to increase expressiveness without creating a training memory bottleneck. The package we present, InvertibleNetworks.jl, is a pure Julia (Bezanson et al., 2017) imple- mentation of normalizing flows. We have implemented many relevant neural network layers, including GLOW 1x1 invertible convolutions (Kingma & Dhariwal, 2018), affine/additive coupling layers (Dinh et al., 2014), Haar wavelet multiscale transforms (Haar, 1909), and Hierarchical invertible neural transport (HINT) (Kruse et al., 2021), among others. These modular layers can be easily composed and modified to create different types of normalizing flows. As starting points, we have implemented RealNVP, GLOW, HINT, Hyperbolic networks (Lensink et al., 2022) and their conditional counterparts for users to quickly implement their individual applications.more » « less
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Grady, Thomas J.; Khan, Rishi; Louboutin, Mathias; Yin, Ziyi; Witte, Philipp A.; Chandra, Ranveer; Hewett, Russell J.; Herrmann, Felix J. (, Computers & Geosciences)
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Louboutin, Mathias; Yin, Ziyi; Orozco, Rafael; Grady, Thomas J.; Siahkoohi, Ali; Rizzuti, Gabrio; Witte, Philipp A.; Møyner, Olav; Gorman, Gerard J.; Herrmann, Felix J. (, The Leading Edge)We present the Seismic Laboratory for Imaging and Modeling/Monitoring open-source software framework for computational geophysics and, more generally, inverse problems involving the wave equation (e.g., seismic and medical ultrasound), regularization with learned priors, and learned neural surrogates for multiphase flow simulations. By integrating multiple layers of abstraction, the software is designed to be both readable and scalable, allowing researchers to easily formulate problems in an abstract fashion while exploiting the latest developments in high-performance computing. The design principles and their benefits are illustrated and demonstrated by means of building a scalable prototype for permeability inversion from time-lapse crosswell seismic data, which, aside from coupling of wave physics and multiphase flow, involves machine learning.more » « less
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