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Add Bayesian Flows :rocket:

#66Pull Requestvalsdav 创建于 2025-04-23
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valsdavcommented
Bayesian Flows in zuko would be a very useful feature for uncertainty estimation with normalizing flows. This PR introduces Bayesian Flow in zuko with minimal changes: `BayesianLinear` layers are provided as an alternative way of building the MLPs at the base of zuko transformations All flows can be transformed to their Bayesian version by adding `bayesian=True` to the building arguments. An utility function `total_KL_divergence(model)` is added in the `zuko.utils` to compute the total KL divergence from all the bayesian layers in a model to be added to the loss. Let me know if you agree with the design of this feature! I added tests and a tutorial ;) P.S.: CNF flows are not working for the moment but I haven't investigated why yet.
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