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Two updates:
flowjax.train.data_fit
import location forfit_to_data
.bisect_check_expand
. I will admit the approach is somewhat speculative (likely better methods exist). However I have found it to perform well on 3 different datasets up to 200 dimensionality for inverting block neural autoregressive flows, neural spline flows and affine masked autoregressive flows, and is much faster than the elementwise approach (and similar to Newton if we restrict to the case Newton converges)