Wavelet transformation stands as a cornerstone in modern data analysis and signal processing. Its mathematical essence is an invertible transformation that discerns slow patterns from fast ones in the frequency domain. Such an invertible transformation can be learned by a designed normalizing flow model. With a generalized lifting scheme as coupling layers, a factor-out layer resembling the downsampling, and parameter sharing at different levels of the model, one can train the normalizing flow to filter high-frequency elements at different levels, thus extending traditional linear wavelet transformations to learnable non-linear deep learning models. In this paper, a way of building such flow is proposed, along with a numerical analysis of the learned transformation. Then, we demonstrate the model's ability in image lossless compression, show it can achieve SOTA compression scores while achieving a small model size, substantial generalization ability, and the ability to handle high-dimensional data.
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