A primer on mixture density network (MDN)

Author: gnthibault

NormalizingFlows.ipynb

@@ -706,6 +706,18 @@
     "\n"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "### Another similar idea with multiple modes: mixture density network\n",
+    "\n",
+    "Great sample demonstrating mixture density network for probabilistic regression [here](https://deep-and-shallow.com/2021/03/20/mixture-density-networks-probabilistic-regression-for-uncertainty-estimation).\n",
+    "The sample uses [pytorch tabular](https://pytorch-tabular.readthedocs.io/en/latest/) for its implementation, and interestingly, tackles the small tricks used to reduce the chance of mode collapse such as l1/l2 regularization of [Gumbel softmax](https://towardsdatascience.com/what-is-gumbel-softmax-7f6d9cdcb90e)\n",
+    "See code [here](https://github.com/manujosephv/pytorch_tabular/tree/main/src/pytorch_tabular/models/mixture_density)\n",
+    "and documentatton [here](https://pytorch-tabular.readthedocs.io/en/latest/tutorials/07-Probabilistic%20Regression%20with%20MDN)"
+   ]
+  },
   {
    "cell_type": "markdown",
    "metadata": {},