Flow-based Variational Mutual Information: Fast and Flexible Approximations
Mutual Information;Variational Methods;Normalizing Flows;Bayesian Optimal Experimental Design
Yes
No
No ethics review needed.
Can the author(s) clarify how their proposed methods can handle scenarios where the data distribution resides on a lower-dimensional manifold?
* The introduction of normalizing flow greatly enhanced the flexibility of Gaussian variational MI estimator 
* To mitigate the stability issues observed for the original JVF estimator, author(s) proposed an alternative formulation where the Jacobian of both flows appear in the objective
* The proposed estimators also give distribution approximation of p(x,y), where people can easily draw samples (for prediction or other simulation-based tasks).
* Adequate coverage of relevant literature
This paper introduces two new classes of variational estimators, Joint Variational Flow (JVF) and Neural Variational Flow (NVF) via combining normalizing flows with moment-matching based joint Gaussian estimators. The inclusion of flow has significantly increased the flexibility of the estimator, enabling more accurate approximation for complex interactions. And moment matching strategy allows efficient computation. The author(s) compared the proposed JVF and NVF with popular MI estimator on multiple synthetic datasets and discussed their pros and cons.
* [Minor] Classification of MI estimators. In the introduction, the author(s) discussed critic-based MI-estimators and variational MI-estimators. However, many of those “critic-based” estimators (e.g., DV, NWJ, InfoNCE, etc.) actually belong to the variational family, see [B. Poole 2019]. These “variational” estimators described by the author(s) should be considered as parametric estimations. 
* [Major] Practical value of the proposed estimators. In practical applications, people often seek to optimize the MI, instead of just estimating its value. For example, one major application of MI optimization is representation learning, where the MI between two related data views are optimized — it is the learned representation that matters, not the estimated MI. “Critic-based” MI estimators are heavily used in such scenarios, given their simple formulation and strong performance for real world complex data. To the best of my knowledge, normalizing flow based approaches rarely moved beyond academic settings. This paper also did not provide any empirical/theoretical evidence that proposed flow-based estimator can deliver competitive performance with popular alternatives such as InfoNCE in representation learning scenario — given ICLR is the International Conference on Learning Representations, the author(s) have to check this box. 
* [Major] Experiments. The experiment section needs to be strengthened. Currently all the experiments are synthetic data, which is inadequate to demonstrate the robustness of the proposed methods to complex real world data. Also while the author(s) mentioned two variants of JVF, there is not empirical comparison between the two. For the location finding experiment, the author(s) should show the comparison posterior distribution of source points after all ten observations.
Yes
No ethics review needed.
I would be happy to increase my score if the authors can improve the experiments section by 1.) Testing on at least one more benchmark setting used in the prior works. 2.) Add ablations focusing on the impact of number of sequential decisions (with error bars please).
Originality:
The paper creatively combines normalising flows with existing variational MI estimators (JVG and NVG).
The approach to stabilising training through the modified bound in Lemma 3.3 is interesting

Significance:
The approach shows robustness to model mismatch which can be important for real-world applications.
Contributions can extend beyond MI estimation to general flow-based density estimation

Quality:
The paper provides thorough theoretical development with clear proofs and lemmas.
Honest discussion of limitations and failure cases

Clarity:
Experiments section has a clear motivation for each of the toy test
This paper introduces a new approach to estimate Mutual Information (MI) using flow-based variational methods. Existing methods like variational and critic-based approaches use restrictive Gaussian approximations and struggle with large MI values.
The paper proposes two main methods:
Joint Variational Flow (JVF): Extends the Joint Variational Gaussian (JVG) estimator by using normalising flows while maintaining efficient moment-matching updates
Neural Variational Flow (NVF): Builds on the Neural Variational Gaussian (NVG) estimator to provide a more expressive distribution.
The experiments although quite interesting, fail to provide sufficient evidence for practical benefits of the proposed approach. The argument for practical benefits hinges on the BOED application. Unfortunately the paper fails to provide convincing experimental evidence for the BOED application. More specifically, the only test is on a location-finding scenario while previous works like Foster et al. (2021) and Ivanova et al. (2021) evaluate on multiple BOED benchmarks:

The presentation of the experiments is a bit sloppy as there are no error bars or ablation studies on key parameters such as the dimensionality of the problem and the impact of number of sequential decisions

In my view these type of experiments are more suited for AISTATS than ICLR. For ICLR, I would encourage the authors to provide more realistic benchmarks similar to those used in Foster et al. (2021) and Ivanova et al. (2021).
Yes
No ethics review needed.
How do the proposed estimators perform under different levels of model misspecification or with datasets characterized by heavy-tailed noise? Are there particular settings or types of data where the performance of these estimators might degrade significantly? For example, 4th moment bounded heavy tails or 2nd moment bounded heavy tails.
Theoretical Innovation: The introduction of flow-based variational estimators represents a theoretical enhancement over traditional Gaussian-based methods. The authors effectively integrate normalizing flows, which are known for their flexibility in modeling complex distributions.

Comprehensive Validation: The paper presents a robust set of experiments that not only compare the proposed methods against existing estimators but also demonstrate their superiority in scenarios where others fail, particularly in large MI estimation problems.
The paper introduces two classes of variational estimators for mutual information that utilize normalizing flows to extend Gaussian-based methods. These estimators are shown to maintain guarantees while improving the flexibility of the variational distribution. Experimental validations demonstrate the efficacy of these methods on mutual information (MI) problems and in applications like Bayesian Optimal Experimental Design (BOED).
Assumptions Limitation: The estimators assume the availability of a joint distribution, which might not be practical or accurate in all real-world scenarios. Although one of the proposed estimators, NVF, relaxes this assumption, the general applicability of the method under different conditions remains underexplored.

Robustness Concerns: The discussion on the robustness of the models, particularly under model misspecifications and with non-Gaussian noise (e.g., Student-T distributions), is not thoroughly addressed. The capability of handling Non-Gaussian (especially heavy-tailed distributions) is not comprehensively validated.
Yes
No ethics review needed.
I enjoyed reading this paper. It was generally well done and well motivated. I have some suggestions for possible improvements.

1. For such a well thought through concept, I think aspects of the writing could be improved. My concern is where to use upper case X (or similar) for a random variable, and lower case x for an instantiation of that random variable. Just below Eq. 19, you write C=2H_p(p(X,Y)). And you use similar uppercase variables in Eq (18) for q_{Z,V}(Z,V). But, in many (most) other places you use lowercase variables, such as in (1), (2) and many other places you use H_p(p(x)) and h_p(p(x|y)).

At minimum you need to be consistent, and this use of notation is not consistent. I think the notation in (18) and below Eq (19) is better.

If we take Cover and Thomas, "Elements of Information Theory," (2nd Edition),  as a guide -- as this is a "bible" of information theory:

Mutual information is I(X;Y) : importantly, (X,Y) are uppercase, because these are RVs, not instantiations of RVs. 
Entropy is H(X): Importantly, X is upper case.

I know that sometimes you may wish to emphasize what distribution you use for these measures, so (like under Eq 19) I suggest you use H(p(X,Y)), but most importantly: use uppercase (X,Y)

As an example, your Eq 1 should (in my opinion) be H_p(p(X))-H_p(p(X|Y)). This notation is consistent with Cover & Thomas.

In (2), you do have I(X,Y). But you have H_p(q_{marg}(x)), for example. I think this should be H_q(q_{marg}(X))

This issue with notation is everywhere in the paper. Usually it is not consistent with Cover & Thomas, and sometimes (rarely) it is.

In my view, this is a very nice paper. However, the above is very distracting for readers who have a background in information theory (largely your readership). I think you want to write this such that it is consistent with the information theory literature. I suggest you carefully go through and revise. As examples:

q_{marg}(x) -> q_{marg}(X)
H_p(p(x|y)) -> H_p(p(X|Y))
q(x,y) -> q(X,Y)

etc etc. Above are just a tiny subset.

2. Your bibliography is extensive. However, you missed

Pengyu Cheng, Weituo Hao, Shuyang Dai, Jiachang Liu, Zhe Gan, Lawrence Carin, "CLUB: A Contrastive Log-ratio Upper Bound of Mutual Information," ICML 2020 

That paper also uses sophisticated NNs and addresses a similar problem. Please discuss how your approach relates and compares to this approach.

3. In the Abstract, you write "In this paper, we introduce two new classes of variational estimators
that extend the previous Gaussian-based variational estimators with Normalizing
Flows." This is ambiguous -- did the previous Gaussian-based methods use normalizing flows? No, your method uses normalizing flows. Please consider changing this to: "In this paper, we introduce new classes of variational estimators based on 
Normalizing Flows that extend the previous Gaussian-based variational estimators."

4. Eq (5) is basically the same idea as employed in Gaussian processes to model the distribution of x based on observed y. Maybe you should note this (minor). It could help the reader, particularly GP experts, understand this.
The paper develops a sophisticated and well-grounded formulation for flexibly estimating the mutual information based on observed samples, and impressive experiments are performed.
This paper focuses on developing a variational bound for the error between a model for mutual information and the true (unknown) mutual information. Through this bound the framework can be used to estimate the mutual information as well as to draw samples from the underlying distribution. A key element employed for achieving model flexibility in modeling the distribution (or samples therefrom) is the use of normalizing flows. This setup is coupled with multiple forms of moment matching, as applied to the approximated first and second order moments of the data, estimated from samples. Neural networks are employed in multiple ways: They are employed within the normalizing flows, and they (for one of the models) are used to model the mean and covariance within conditional distributions (employed within the NVF estimator). An interesting application of this technology is employed within adaptive Bayesian experimental design. Extensive and encouraging experimentation is shown.
Generally the paper is well written, but there are places it could be improved. Additionally, while the bibliography is comprehensive, there is some recent work that should be referenced and compared to (theoretically at least, while additional experiments are unnecessary).
We introduce two new flow-based variational Mutual Information estimations that are comparable in expressiveness to critic-based methods, such as MINE or InfoNCE, but can also approximate large MI
@inproceedings{
anonymous2024flowbased,
title={Flow-based Variational Mutual Information: Fast and Flexible Approximations},
author={Anonymous},
booktitle={Submitted to The Thirteenth International Conference on Learning Representations},
year={2024},
url={https://openreview.net/forum?id=spDUv05cEq},
note={under review}
}
Mutual Information (MI) is a fundamental measure of dependence between random variables, but its practical application is limited because it is difficult to calculate in many circumstances. Variational methods offer one approach by introducing an approximate distribution to create various bounds on MI, which in turn is an easier optimization problem to solve. In practice, the variational distribution chosen is often a Gaussian, which is convenient but lacks flexibility in modeling complicated distributions. In this paper, we introduce two new classes of variational estimators that extend the previous Gaussian-based variational estimators with Normalizing Flows. Our new estimators maintain many of the same theoretical guarantees while simultaneously enhancing the expressivity of the variational distribution. We experimentally verify that our new methods are effective on large MI problems where critic-based estimators, such as MINE and InfoNCE, are fundamentally limited. Furthermore, we compare against a diverse set of benchmarking tests to show that the flow-based estimators often perform as well, if not better, than the critic-based counterparts. Finally, we demonstrate how these estimators can be effectively utilized in the Bayesian Optimal Experimental Design setting for online sequential decision making.
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Mutual Information Variational Methods Normalizing Flows Bayesian Optimal Experimental Design
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probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)
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Flow-based Variational Mutual Information: Fast and Flexible Approximations
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