At NIPS 2017, Ali Rahimi was invited on stage to give a keynote after a paper he was on received the “Test of Time” award. While there, in front of several thousand researchers, he gave an impassioned argument for more rigor: more small problems to validate our assumptions, more visibility into why our optimization algorithms work the way they do. The now-famous catchphrase of the talk was “alchemy”; he argued that the machine learning community has been effective at finding things that work, but less effective at understanding why the techniques we use work. A central example he used in his talk is that of Batch Normalization: a now nearly-universal step in optimizing deep nets, but one where our accepted explanation of “reducing internal covariate shift” is less rigorous than one might hope. 

With apologies for the long preamble, this is the context in which today’s paper is such a welcome push in the direction of what Rahimi was advocating for - small, focused experimentation that tries to build up knowledge from principles, and, specifically, asks the question: “Does Batch Norm really work via reducing covariate shift”. 

To answer the question of whether internal covariate shift is a likely mechanism of the - empirically very solid - improved performance of Batch Norm, the authors do a few simple experience. First, and most straightforwardly, they train a basic convolutional net with and without BatchNorm, pick a layer, and visualize the activation distribution of that layer over time, both in the Batch Norm and non-Batch Norm case. While they saw the expected performance boost, the Batch Norm case didn’t seem to be meaningfully more stable over time, relative to the normal case. Second, the authors tested what would happen if they added non-zero-mean random noise *after* Batch Norm in the network. The upshot of this was that they were explicitly engineering internal covariate shift, and, if control thereof was the primary useful purpose of Batch Norm, you would expect that to neutralize BN’s good performance. In this experiment, while the authors did indeed see noisier, less stable activation distributions in the noise + BN case (in particular: look at layer 13 activations in the attached image), but noisy BN performed nearly as well as non-noisy, and meaningfully better than the standard model without noise, but also without BN. 

As a final test, they approached the idea of “internal covariate shift” from a different definitional standpoint. Maybe a better way of thinking about it is in terms of stability of your gradients, in the face of updates made by lower layers of the network. That is to say: each parameter of the network pushes itself in the direction of lower loss all else held equal, but in practice, you change lower-level parameters simultaneously, which could cause the directional change the higher-layer parameter thought it needed to be off. So, the authors calculated the “gradient delta” between the gradient the model trains on, and what the gradient would be if you estimated it *after* all of the lower layers of the model had updated, such that the distribution of inputs to that layer has changed. Although the expectation would be that this gradient delta is smaller for batch norm, in fact, the authors found that, if anything, the opposite was true. 

So, in the face of none of these ideas panning out, the authors then introduce the best idea they’ve found for what motivates BN’s improved performance: a smoothing out of the loss function that SGD is optimizing. A smoother curve means, generally speaking, that the magnitudes of your gradients will be smaller, and also that the value of the gradient will change more slowly (i.e. low second derivative). As support for this idea, they show really different results for BN vs standard models in terms of, for example, how predictive a gradient at one point is of a gradient taken after you take a step in the direction of the first gradient. BN has meaningfully more predictive gradients, tied to lower variance in the values of the loss function in the direction of the gradient. The logic for why the mechanism of BN would cause this outcome is a bit tied up in math that’s hard to explain without LaTeX visuals, but basically comes from the idea that Batch Norm decreases the magnitude of the gradient of each layer output with respect to individual weight parameters, by averaging out those magnitudes over the batch. 

As Rahimi said in his initial talk, a lot of modern modeling is “applying brittle optimization techniques to loss surfaces we don’t understand.” And, by and large, that is in fact true: it’s devilishly difficult to get a good handle on what loss surfaces are doing when they’re doing it in several-million-dimensional space. But, it being hard doesn’t mean we should just give up on searching for principles we can build our understanding on, and I think this paper is a really fantastic example of how that can be done well. 

Mask RCNN takes off from where Faster RCNN left, with some augmentations aimed at bettering instance segmentation (which was out of scope for FRCNN). Instance segmentation was achieved remarkably well in *DeepMask* , *SharpMask* and later *Feature Pyramid Networks* (FPN).

Faster RCNN was not designed for pixel-to-pixel alignment between network inputs and outputs. This is most evident in how RoIPool , the de facto core operation for attending to instances, performs coarse spatial quantization for feature extraction. Mask RCNN fixes that by introducing RoIAlign in place of RoIPool.

#### Methodology

Mask RCNN retains most of the architecture of Faster RCNN. It adds the a third branch for segmentation. The third branch takes the output from RoIAlign layer and predicts binary class masks for each class.

##### Major Changes and intutions

**Mask prediction**

Mask prediction segmentation predicts a binary mask for each RoI using fully convolution - and the stark difference being usage of *sigmoid* activation for predicting final mask instead of *softmax*, implies masks don't compete with each other. This *decouples* segmentation from classification. The class prediction branch is used for class prediction and for calculating loss, the mask of predicted loss is used calculating Lmask.

Also, they show that a single class agnostic mask prediction works almost as effective as separate mask for each class, thereby supporting their method of decoupling classification from segmentation

**RoIAlign**

RoIPool first quantizes a floating-number RoI to the discrete granularity of the feature map, this quantized RoI is then subdivided into spatial bins which are themselves quantized, and finally feature values covered by each bin are aggregated (usually by max pooling). Instead of  quantization of the RoI boundaries
or bin bilinear interpolation is used to compute the exact values of the input features at four regularly sampled locations in each RoI bin, and aggregate the result (using max or average).

**Backbone architecture**

Faster RCNN uses a VGG like structure for extracting features from image, weights of which were shared among RPN and region detection layers. Herein, authors experiment with 2 backbone architectures - ResNet based VGG like in FRCNN and ResNet based [FPN](http://www.shortscience.org/paper?bibtexKey=journals/corr/LinDGHHB16) based. FPN uses convolution feature maps from previous layers and recombining them to produce pyramid of feature maps to be used for prediction instead of single-scale feature layer (final output of conv layer before connecting to fc layers was used in Faster RCNN) 

**Training Objective**

The training objective looks like this 
![](https://i.imgur.com/snUq73Q.png)

Lmask is the addition from Faster RCNN. The method to calculate was mentioned above

#### Observation

Mask RCNN performs significantly better than COCO instance segmentation winners *without any bells and whiskers*. Detailed results are available in the paper

This is follow-up work to the ResNets paper. It studies the propagation formulations behind the connections of deep residual networks and performs ablation experiments. A residual block can be represented with the equations $y_l = h(x_l) + F(x_l, W_l); x_{l+1} = f(y_l)$. $x_l$ is the input to the l-th unit and $x_{l+1}$ is the output of the l-th unit. In the original ResNets paper, $h(x_l) = x_l$, $f$ is ReLu, and F consists of 2-3 convolutional layers (bottleneck architecture) with BN and ReLU in between. In this paper, they propose a residual block with both $h(x)$ and $f(x)$ as identity mappings, which trains faster and performs better than their earlier baseline. Main contributions:

- Identity skip connections work much better than other multiplicative interactions that they experiment with:
    - Scaling $(h(x) = \lambda x)$: Gradients can explode or vanish depending on whether modulating scalar \lambda > 1 or < 1.
    - Gating ($1-g(x)$ for skip connection and $g(x)$ for function F):
    For gradients to propagate freely, $g(x)$ should approach 1, but
    F gets suppressed, hence suboptimal. This is similar to highway
    networks. $g(x)$ is a 1x1 convolutional layer.
    - Gating (shortcut-only): Setting high biases pushes initial $g(x)$
    towards identity mapping, and test error is much closer to baseline.
    - 1x1 convolutional shortcut: These work well for shallower networks
    (~34 layers), but training error becomes high for deeper networks,
    probably because they impede gradient propagation.

- Experiments on activations.
    - BN after addition messes up information flow, and performs considerably
    worse.
    - ReLU before addition forces the signal to be non-negative, so the signal is monotonically increasing, while ideally a residual function should be free to take values in (-inf, inf).
    - BN + ReLU pre-activation works best. This also prevents overfitting, due
    to BN's regularizing effect. Input signals to all weight layers are normalized.

## Strengths

- Thorough set of experiments to show that identity shortcut connections
are easiest for the network to learn. Activation of any deeper unit can
be written as the sum of the activation of a shallower unit and a residual
function. This also implies that gradients can be directly propagated to
shallower units. This is in contrast to usual feedforward networks, where
gradients are essentially a series of matrix-vector products, that may vanish, as networks grow deeper.

- Improved accuracies than their previous ResNets paper.

## Weaknesses / Notes

- Residual units are useful and share the same core idea that worked in
LSTM units. Even though stacked non-linear layers are capable of asymptotically
approximating any arbitrary function, it is clear from recent work that
residual functions are much easier to approximate than the complete function.
The [latest Inception paper](http://arxiv.org/abs/1602.07261) also reports
that training is accelerated and performance is improved by using identity
skip connections across Inception modules.

- It seems like the degradation problem, which serves as motivation for
residual units, exists in the first place for non-idempotent activation
functions such as sigmoid, hyperbolic tan. This merits further
investigation, especially with recent work on function-preserving transformations such as [Network Morphism](http://arxiv.org/abs/1603.01670), which expands the Net2Net idea to sigmoid, tanh, by using parameterized activations, initialized to identity mappings.

## General stuff about face recognition

Face recognition has 4 main tasks:

* **Face detection**: Given an image, draw a rectangle around every face
* **Face alignment**: Transform a face to be in a canonical pose
* **Face representation**: Find a representation of a face which is suitable for follow-up tasks (small size, computationally cheap to compare, invariant to irrelevant changes)
* **Face verification**: Images of two faces are given. Decide if it is the same person or not.

The face verification task is sometimes (more simply) a face classification task (given a face, decide which of a fixed set of people it is).

Datasets being used are:

* **LFW** (Labeled Faces in the Wild): 97.35% accuracy; 13 323 web photos of 5 749 celebrities
* **YTF** (YouTube Faces): 3425 YouTube videos of 1 595 subjects
* **SFC** (Social Face Classification): 4.4 million labeled faces from 4030 people, each 800 to 1200 faces
* **USF** (Human-ID database): 3D scans of faces

## Ideas in this paper

This paper deals with face alignment and face representation.

**Face Alignment**

They made an average face with the USF dataset. Then, for each new face, they apply the following procedure:

* Find 6 points in a face (2 eyes, 1 nose tip, 2 corners of the lip, 1 middle point of the bottom lip)
* Crop according to those
* Find 67 points in the face / apply them to a normalized 3D model of a face
* Transform (=align) face to a normalized position

**Representation**

Train a neural network on 152x152 images of faces to classify 4030 celebrities. Remove the softmax output layer and use the output of the second-last layer as the transformed representation.

The network is:

* C1 (convolution): 32 filters of size $11 \times 11 \times 3$ (RGB-channels) (returns $142\times 142$ "images")
* M2 (max pooling): $3 \times 3$, stride of 2  (returns $71\times 71$ "images")
* C3 (convolution): 16 filters of size $9 \times 9 \times 16$ (returns $63\times 63$ "images")
* L4 (locally connected): $16\times9\times9\times16$ (returns $55\times 55$ "images")
* L5 (locally connected): $16\times7\times7\times16$ (returns $25\times 25$ "images")
* L6 (locally connected): $16\times5\times5\times16$ (returns $21\times 21$ "images")
* F7 (fully connected): ReLU, 4096 units
* F8 (fully connected): softmax layer with 4030 output neurons

The training was done with:

* Stochastic Gradient Descent (SGD)
* Momentum of 0.9
* Performance scheduling (LR starting at 0.01, ending at 0.0001)
* Weight initialization: $w \sim \mathcal{N}(\mu=0, \sigma=0.01)$, $b = 0.5$
* ~15 epochs ($\approx$ 3 days) of training


## Evaluation results

* **Quality**:
  * 97.35% accuracy (or mean accuracy?) with an Ensemble of DNNs for LFW
  * 91.4% accuracy with a single network on YTF
* **Speed**: DeepFace runs in 0.33 seconds per image (I'm not sure which size). This includes image decoding, face detection and alignment, **the** feed forward network (why only one? wasn't this the best performing Ensemble?) and final classification output

## See also

* Andrew Ng: [C4W4L03 Siamese Network](https://www.youtube.com/watch?v=6jfw8MuKwpI)

They start with the neural machine translation model using alignment, by Bahdanau et al. (2014), and add an extra variational component.

https://i.imgur.com/6yIEbDf.png

The authors use two neural variational components to model a distribution over latent variables z that captures the semantics of a sentence being translated. First, they model the posterior probability of z, conditioned on both input and output. Then they also model the prior of z, conditioned only on the input. During training, these two distributions are optimised to be similar using Kullback-Leibler distance, and during testing the prior is used. They report improvements on Chinese-English and English-German translation, compared to using the original encoder-decoder NMT framework.

# Object detection system overview.

https://i.imgur.com/vd2YUy3.png
 
1.	takes an input image,
2.	extracts around 2000 bottom-up region proposals, 
3.	computes features for each proposal using a large convolutional neural network (CNN), and then
4.	classifies each region using class-specific linear SVMs.
* R-CNN achieves a mean average precision (mAP) of 53.7% on PASCAL VOC 2010.
* On the 200-class ILSVRC2013 detection dataset, R-CNN’s mAP is 31.4%, a large improvement over OverFeat , which had the previous best result at 24.3%.

## There is a 2 challenges faced in object detection 
1.	localization problem
2.	labeling the data

1 localization problem :
*  One approach frames localization as a regression problem.  they report a mAP of 30.5% on VOC 2007 compared to the 58.5% achieved by our method.
* An alternative is to build a sliding-window detector.  considered adopting a sliding-window approach increases the number of convolutional layers to 5, have very large receptive fields (195 x 195 pixels) and strides (32x32 pixels) in the input image, which makes precise localization within the sliding-window paradigm.

2 labeling the data:
* The conventional solution to this problem is to use unsupervised pre-training, followed by supervise fine-tuning 
* supervised pre-training on a large auxiliary dataset (ILSVRC), followed by domain specific fine-tuning on a small dataset (PASCAL),
* fine-tuning for detection improves mAP performance by 8 percentage points. 
* Stochastic gradient descent via back propagation was used to  effective for training convolutional neural networks (CNNs)
 
##  Object detection with R-CNN
This  system consists of three modules
* The first generates category-independent region proposals. These proposals define the set of candidate detections available to our detector.
*  The second module is a large convolutional neural network that extracts a fixed-length feature vector from each region.
* The third module is a set of class specific linear SVMs.

Module design

1 Region proposals 
* which detect mitotic cells by applying a CNN to regularly-spaced square crops.
* use selective search method in fast mode (Capture All Scales, Diversification, Fast to Compute).
* the time spent computing region proposals and features (13s/image on a GPU or 53s/image on a CPU)

2 Feature extraction.
* extract a 4096-dimensional feature vector from each region proposal using the Caffe  implementation of the CNN 
* Features are computed by forward propagating a mean-subtracted 227x227 RGB image through five convolutional layers and two fully connected layers.
* warp all pixels in a tight bounding box around it to the required size
* The feature matrix is typically 2000x4096 

3 Test time detection
* At test time, run selective search on the test image to extract around 2000 region proposals (we use selective search’s “fast mode” in all experiments).
*  warp each proposal and forward propagate it through the CNN in order to compute features. Then, for each class, we score each extracted feature vector using the SVM trained for that class.
* Given all scored regions in an image, we apply a greedy non-maximum suppression (for each class independently) that rejects a region if it has an intersection-over union (IoU) overlap with a higher scoring selected region larger than a learned threshold.
## Training

1 Supervised pre-training:
 * pre-trained the CNN on a large auxiliary dataset (ILSVRC2012 classification)  using image-level annotations only (bounding box labels are not available for this data)

2  Domain-specific fine-tuning.
* use the stochastic gradient descent (SGD) training of the CNN parameters using only warped region proposals with  learning rate of 0.001.

3  Object category classifiers.
*   use intersection-over union (IoU) overlap threshold method  to label a region with The overlap threshold of 0.3.
* Once features are extracted and training labels are applied, we optimize one linear SVM per class.
* adopt the standard hard negative mining method to fit large training data in memory.

### Results on PASCAL VOC 201012

1  VOC 2010
* compared against four strong baselines including SegDPM, DPM, UVA, Regionlets. 
* Achieve a large improvement in mAP, from 35.1% to 53.7% mAP,  while also being much faster
 https://i.imgur.com/0dGX9b7.png
2 ILSVRC2013 detection.
* ran R-CNN on the 200-class ILSVRC2013 detection dataset
* R-CNN achieves a mAP of 31.4%
https://i.imgur.com/GFbULx3.png
#### Performance layer-by-layer, without fine-tuning
1 pool5 layer 
* which is the max pooled output of the network’s fifth and final convolutional layer.
*The pool5 feature map is 6 x6 x 256 = 9216 dimensional
* each pool5 unit has a receptive field of 195x195 pixels in the original 227x227 pixel input

2 Layer fc6
* fully connected to pool5
*  it multiplies a 4096x9216 weight matrix by the pool5 feature map (reshaped as a 9216-dimensional vector) and then adds a vector of biases

3 Layer fc7
* It is implemented by multiplying the features computed by fc6 by a 4096 x 4096 weight matrix, and similarly adding a vector of biases and applying half-wave rectification
#### Performance layer-by-layer, with fine-tuning
* CNN’s parameters  fine-tuned on PASCAL.
* fine-tuning increases mAP by 8.0 % points to 54.2%

### Network architectures
* 16-layer deep network, consisting of 13 layers of 3 _ 3 convolution kernels, with five max pooling layers interspersed, and topped with three fully-connected layers. We refer to this network as “O-Net” for OxfordNet and the baseline as “T-Net” for TorontoNet.
* RCNN with O-Net substantially outperforms R-CNN with TNet, increasing mAP from 58.5% to 66.0%
* drawback in terms of compute time, with in terms of compute time, with than T-Net.

1 The ILSVRC2013 detection dataset
* dataset is split into three sets: train (395,918), val (20,121), and test (40,152) 

#### CNN features for segmentation.
* full R-CNN: The first strategy (full) ignores the re region’s shape and computes CNN features directly on the warped window. Two regions might have very similar bounding boxes while having very little overlap. 
* fg R-CNN: the second strategy (fg) computes CNN features only on a region’s foreground mask. We replace the background with the mean input so that background regions are zero after mean subtraction.
* full+fg R-CNN: The third strategy (full+fg) simply concatenates the full and fg features
 https://i.imgur.com/n1bhmKo.png

The main contribution of [Understanding the difficulty of training deep feedforward neural networks](http://jmlr.org/proceedings/papers/v9/glorot10a/glorot10a.pdf) by Glorot et al. is a **normalized weight initialization**

$$W \sim U \left [  - \frac{\sqrt{6}}{\sqrt{n_j + n_{j+1}}}, \frac{\sqrt{6}}{\sqrt{n_j + n_{j+1}}} \right ]$$

where $n_j \in \mathbb{N}^+$ is the number of neurons in the layer $j$.

Showing some ways **how to debug neural networks** might be another reason to read the paper.

The paper analyzed standard multilayer perceptrons (MLPs) on a artificial dataset of $32 \text{px} \times 32 \text{px}$ images with either one or two of the 3 shapes: triangle, parallelogram and ellipse. The MLPs varied in the activation function which was used (either sigmoid, tanh or softsign).

However, no regularization was used and many mini-batch epochs were learned. It might be that batch normalization / dropout might change the influence of initialization very much.

Questions that remain open for me:

* [How is weight initialization done today?](https://www.reddit.com/r/MLQuestions/comments/4jsge9)
* Figure 4: Why is this plot not simply completely dependent on the data?
* Is softsign still used? Why not?
* If the only advantage of softsign is that is has the plateau later, why doesn't anybody use $\frac{1}{1+e^{-0.1 \cdot x}}$ or something similar instead of the standard sigmoid activation function?

# Deep Convolutional Generative Adversarial Nets

## Introduction

* The paper presents Deep Convolutional Generative Adversarial Nets (DCGAN) - a topologically constrained variant of conditional GAN.
* [Link to the paper](https://arxiv.org/abs/1511.06434)

## Benefits

* Stable to train
* Very useful to learn unsupervised image representations.

## Model

* GANs difficult to scale using CNNs.
* Paper proposes following changes to GANs:
    * Replace any pooling layers with strided convolutions (for discriminator) and fractional strided convolutions (for generators).
    * Remove fully connected hidden layers.
    * Use batch normalisation in both generator (all layers except output layer) and discriminator (all layers except input layer).
    * Use LeakyReLU in all layers of the discriminator.
    * Use ReLU activation in all layers of the generator (except output layer which uses Tanh).

## Datasets
    
* Large-Scale Scene Understanding.
* Imagenet-1K.
* Faces dataset.

## Hyperparameters

* Minibatch SGD with minibatch size of 128.
* Weights initialized with 0 centered Normal distribution with standard deviation = 0.02
* Adam    Optimizer
* Slope of leak = 0.2 for LeakyReLU.
* Learning rate = 0.0002, β1 = 0.5

## Observations

* Large-Scale Scene Understanding data
    * Demonstrates that model scales with more data and higher resolution generation.
    * Even though it is unlikely that model would have memorized images (due to low learning rate of minibatch SGD).
* Classifying CIFAR-10 dataset
    * Features
        * Train in Imagenet-1K and test on CIFAR-10.
        * Max pool discriminator's convolutional features (from all layers) to get 4x4 spatial grids.
        * Flatten and concatenate to get a 28672-dimensional vector.
        * Linear L2-SVM classifier trained over the feature vector.
    * 82.8% accuracy, outperforms K-means (80.6%)
* Street View House Number Classifier
    * Similar pipeline as CIFAR-10
    * 22.48% test error.
* The paper contains many examples of images generated by final and intermediate layers of the network.
* Images in the latent space do not show sharp transitions indicating that network did not memorize images.
* DCGAN can learn an interesting hierarchy of features.
* Networks seems to have some success in disentangling image representation from object representation.
* Vector arithmetic can be performed on the Z vectors corresponding to the face samples to get results like `smiling woman - normal woman + normal man = smiling man` visually.

This paper describes how to find local interpretable model-agnostic explanations (LIME) why a black-box model $m_B$ came to a classification decision for one sample $x$. The key idea is to evaluate many more samples around $x$ (local) and fit an interpretable model $m_I$ to it. The way of sampling and the kind of interpretable model depends on the problem domain.

For computer vision / image classification, the image $x$ is divided into superpixels. Single super-pixels are made black, the new image $x'$ is evaluated $p' = m_B(x')$. This is done multiple times. 

The paper is also explained in [this YouTube video](https://www.youtube.com/watch?v=KP7-JtFMLo4) by Marco Tulio Ribeiro.

A very similar idea is already in the [Zeiler & Fergus paper](http://www.shortscience.org/paper?bibtexKey=journals/corr/ZeilerF13#martinthoma).

## Follow-up Paper

* June 2016: [Model-Agnostic Interpretability of Machine Learning](https://arxiv.org/abs/1606.05386)
* November 2016:
  * [Nothing Else Matters: Model-Agnostic Explanations By Identifying Prediction Invariance](https://arxiv.org/abs/1611.05817)
  * [An unexpected unity among methods for interpreting
model predictions](https://arxiv.org/abs/1611.07478)

This paper presents a novel neural network approach (though see [here](https://www.facebook.com/hugo.larochelle.35/posts/172841743130126?pnref=story) for a discussion on prior work) to density estimation, with a focus on image modeling. At its core, it exploits the following property on the densities of random variables. Let $x$ and $z$ be two random variables of equal dimensionality such that $x = g(z)$, where $g$ is some bijective and deterministic function (we'll note its inverse as $f = g^{-1}$). Then the change of variable formula gives us this relationship between the densities of $x$ and $z$:

$p_X(x) = p_Z(z) \left|{\rm det}\left(\frac{\partial g(z)}{\partial z}\right)\right|^{-1}$

Moreover, since the determinant of the Jacobian matrix of the inverse $f$ of a function $g$ is simply the inverse of the Jacobian of the function $g$, we can also write:

$p_X(x) = p_Z(f(x)) \left|{\rm det}\left(\frac{\partial f(x)}{\partial x}\right)\right|$

where we've replaced $z$ by its deterministically inferred value $f(x)$ from $x$.

So, the core of the proposed model is in proposing a design for bijective functions $g$ (actually, they design its inverse $f$, from which $g$ can be derived by inversion), that have the properties of being easily invertible and having an easy-to-compute determinant of Jacobian. Specifically, the authors propose to construct $f$ from various modules that all preserve these properties and allows to construct highly non-linear $f$ functions. Then, assuming a simple choice for the density $p_Z$ (they use a multidimensional Gaussian), it becomes possible to both compute $p_X(x)$ tractably and to sample from that density, by first samples $z\sim p_Z$ and then computing $x=g(z)$.

The building blocks for constructing $f$ are the following:

**Coupling layers**: This is perhaps the most important piece. It simply computes as its output $b\odot x + (1-b) \odot (x \odot \exp(l(b\odot x)) + m(b\odot x))$, where $b$ is a binary mask (with half of its values set to 0 and the others to 1) over the input of the layer $x$, while $l$ and $m$ are arbitrarily complex neural networks with input and output layers of equal dimensionality. 

In brief, for dimensions for which $b_i = 1$ it simply copies the input value into the output. As for the other dimensions (for which $b_i = 0$) it linearly transforms them as $x_i * \exp(l(b\odot x)_i) + m(b\odot x)_i$. Crucially, the bias ($m(b\odot x)_i$) and coefficient ($\exp(l(b\odot x)_i)$) of the linear transformation are non-linear transformations (i.e. the output of neural networks) that only have access to the masked input (i.e. the non-transformed dimensions). While this layer might seem odd, it has the important property that it is invertible and the determinant of its Jacobian is simply $\exp(\sum_i (1-b_i) l(b\odot x)_i)$. See Section 3.3 for more details on that.

**Alternating masks**: One important property of coupling layers is that they can be stacked (i.e. composed), and the resulting composition is still a bijection and is invertible (since each layer is individually a bijection) and has a tractable determinant for its Jacobian (since the Jacobian of the composition of functions is simply the multiplication of each function's Jacobian matrix, and the determinant of the product of square matrices is the product of the determinant of each matrix). This is also true, even if the mask $b$ of each layer is different. Thus, the authors propose using masks that alternate across layer, by masking a different subset of (half of) the dimensions. For images, they propose using masks with a checkerboard pattern (see Figure 3). Intuitively, alternating masks are better because then after at least 2 layers, all dimensions have been transformed at least once.

**Squeezing operations**: Squeezing operations corresponds to a reorganization of a 2D spatial layout of dimensions into 4 sets of features maps with spatial resolutions reduced by half (see Figure 3). This allows to expose multiple scales of resolutions to the model. Moreover, after a squeezing operation, instead of using a checkerboard pattern for masking, the authors propose to use a per channel masking pattern, so that "the resulting partitioning is not redundant with the previous checkerboard masking". See Figure 3 for an illustration.

Overall, the models used in the experiments usually stack a few of the following "chunks" of layers: 1) a few coupling layers with alternating checkboard masks, 2) followed by squeezing, 3) followed by a few coupling layers with alternating channel-wise masks. Since the output of each layers-chunk must technically be of the same size as the input image, this could become expensive in terms of computations and space when using a lot of layers. Thus, the authors propose to explicitly pass on (copy) to the very last layer ($z$) half of the dimensions after each layers-chunk, adding another chunk of layers only on the other half. This is illustrated in Figure 4b.

Experiments on CIFAR-10, and 32x32 and 64x64 versions of ImageNet show that the proposed model (coined the real-valued non-volume preserving or Real NVP) has competitive performance (in bits per dimension), though slightly worse than the Pixel RNN.

**My Two Cents**

The proposed approach is quite unique and thought provoking. Most interestingly, it is the only powerful generative model I know that combines A) a tractable likelihood, B) an efficient / one-pass sampling procedure and C) the explicit learning of a latent representation. While achieving this required a model definition that is somewhat unintuitive, it is nonetheless mathematically really beautiful!

I wonder to what extent Real NVP is penalized in its results by the fact that it models pixels as real-valued observations. First, it implies that its estimate of bits/dimensions is an upper bound on what it could be if the uniform sub-pixel noise was integrated out (see Equations 3-4-5 of [this paper](http://arxiv.org/pdf/1511.01844v3.pdf)). Moreover, the authors had to apply a non-linear transformation (${\rm logit}(\alpha + (1-\alpha)\odot x)$) to the pixels, to spread the $[0,255]$ interval further over the reals. Since the Pixel RNN models pixels as discrete observations directly, the Real NVP might be at a disadvantage.

I'm also curious to know how easy it would be to do conditional inference with the Real NVP. One could imagine doing approximate MAP conditional inference, by clamping the observed dimensions and doing gradient descent on the log-likelihood with respect to the value of remaining dimensions. This could be interesting for image completion, or for structured output prediction with real-valued outputs in general. I also wonder how expensive that would be.

In all cases, I'm looking forward to saying interesting applications and variations of this model in the future!