Generative adversarial networks are a class of generative algorithms that have been widely used to produce state-of-the-art samples. In this paper, we investigate GAN to perform anomaly detection on time series dataset. In order to achieve this goal, a bibliography is made focusing on theoretical properties of GAN and GAN used for anomaly detection. A Wasserstein GAN has been chosen to learn the representation of normal data distribution and a stacked encoder with the generator performs the anomaly detection. W-GAN with encoder seems to produce state of the art anomaly detection scores on MNIST dataset and we investigate its usage on multi-variate time series.
Anomaly detection is a significant problem faced in several research areas. Detecting and correctly classifying something unseen as anomalous is a challenging problem that has been tackled in many different manners over the years. Generative Adversarial Networks (GANs) and the adversarial training process have been recently employed to face this task yielding remarkable results. In this paper we survey the principal GAN-based anomaly detection methods, highlighting their pros and cons. Our contributions are the empirical validation of the main GAN models for anomaly detection, the increase of …
Bioinformatics Institute, Agency for Science, Technology and Research (A*STAR)（新加坡科技研究局生物信息学研究所）；School of Computing, National University of Singapore（新加坡国立大学计算机学院）；Hwa Chong Institution (College Section)（华侨中学（高中部））
Anomaly detection is a classical problem where the aim is to detect anomalous data that do not belong to the normal data distribution. Current state-of-the-art methods for anomaly detection on complex high-dimensional data are based on the generative adversarial network (GAN). However, the traditional GAN loss is not directly aligned with the anomaly detection objective: it encourages the distribution of the generated samples to overlap with the real data and so the resulting discriminator has been found to be ineffective as an anomaly detector. In this paper, we propose simple modifications t…
CentraleSupélec（中央理工-高等电力学院）；Institute for Infocomm Research（资讯通信研究所）；Télécom ParisTech（巴黎高等电信学院）；Carnegie Mellon University（卡内基梅隆大学）；Nanyang Technological University（南洋理工大学）
Generative adversarial networks (GANs) are able to model the complex highdimensional distributions of real-world data, which suggests they could be effective for anomaly detection. However, few works have explored the use of GANs for the anomaly detection task. We leverage recently developed GAN models for anomaly detection, and achieve state-of-the-art performance on image and network intrusion datasets, while being several hundred-fold faster at test time than the only published GAN-based method.
North Carolina State University（北卡罗来纳州立大学）；Intuit Inc.（财捷公司）
Robust anomaly detection is a requirement for monitoring complex modern systems with applications such as cyber-security, fraud prevention, and maintenance. These systems generate multiple correlated time series that are highly seasonal and noisy. This paper presents a novel unsupervised deep learning architecture for multivariate time series anomaly detection, called Robust Seasonal Multivariate Generative Adversarial Network (RSM-GAN). It extends recent advancements in GANs with adoption of convolutional-LSTM layers and an attention mechanism to produce state-of-the-art performance. We condu…
Google DeepMind（谷歌DeepMind）；CoMPLEX, Computer Science, UCL（伦敦大学学院计算生命科学中心，计算机科学系）；Google（谷歌）
The Wasserstein probability metric has received much attention from the machine learning community. Unlike the Kullback-Leibler divergence, which strictly measures change in probability, the Wasserstein metric reflects the underlying geometry between outcomes. The value of being sensitive to this geometry has been demonstrated, among others, in ordinal regression and generative modelling. In this paper we describe three natural properties of probability divergences that reflect requirements from machine learning: sum invariance, scale sensitivity, and unbiased sample gradients. The Wasserstein…
University of Colorado at Boulder（科罗拉多大学博尔德分校）；University of Maryland, College Park（马里兰大学帕克分校）；IUPUI（印第安纳大学与普渡大学印第安纳波利斯联合分校）
Detecting anomalous activity in human mobility data has a number of applications including road hazard sensing, telematic based insurance, and fraud detection in taxi services and ride sharing. In this paper we address two challenges that arise in the study of anomalous human trajectories: 1) a lack of ground truth data on what defines an anomaly and 2) the dependence of existing methods on significant pre-processing and feature engineering. While generative adversarial networks seem like a natural fit for addressing these challenges, we find that existing GAN based anomaly detection algorithm…
Zurich University of Applied Sciences（苏黎世应用科技大学）；University of Twente（特文特大学）
Modeling financial time series is challenging due to their high volatility and unexpected happenings on the market. Most financial models and algorithms trying to fill the lack of historical financial time series struggle to perform and are highly vulnerable to overfitting. As an alternative, we introduce in this paper a deep neural network called the WGAN-GP, a data-driven model that focuses on sample generation. The WGAN-GP consists of a generator and discriminator function which utilize an LSTM architecture. The WGAN-GP is supposed to learn the underlying structure of the input data, which …
We provide statistical theory for conditional and unconditional Wasserstein generative adversarial networks (WGANs) in the framework of dependent observations. We prove upper bounds for the excess Bayes risk of the WGAN estimators with respect to a modified Wasserstein-type distance. Furthermore, we formalize and derive statements on the weak convergence of the estimators and use them to develop confidence intervals for new observations. The theory is applied to the special case of high-dimensional time series forecasting. We analyze the behavior of the estimators in simulations based on synth…
National University of Singapore（新加坡国立大学）；University of California, Berkeley（加州大学伯克利分校）；ST Electronics (Info Security) Pte Ltd（新科电子（信息安全）私人有限公司）
The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor data can be continuously monitored for intrusion events through anomaly detection. However, conventional threshold-based anomaly detection methods are inadequate due to the dynamic complexities of these systems, while supervised machine learning methods are unable to exploit the large amounts of data due to the lack of labeled data. On the other hand, curre…
CentraleSupélec（中央理工-高等电力学院）；École Polytechnique（巴黎综合理工学院）；Télécom ParisTech（巴黎电信学院）；Institute for Infocomm Research, A*STAR（新加坡科技研究局资讯通信研究院）
Anomaly detection is a significant and hence well-studied problem. However, developing effective anomaly detection methods for complex and high-dimensional data remains a challenge. As Generative Adversarial Networks (GANs) are able to model the complex high-dimensional distributions of real-world data, they offer a promising approach to address this challenge. In this work, we propose an anomaly detection method, Adversarially Learned Anomaly Detection (ALAD) based on bi-directional GANs, that derives adversarially learned features for the anomaly detection task. ALAD then uses reconstruction…
Sun Yat-sen University（中山大学）；Guangdong Key Laboratory of Big Data Analysis and Processing（广东省大数据分析与处理重点实验室）
The goal of anomaly detection is to identify anomalous samples from normal ones. In this paper, a small number of anomalies are assumed to be available at the training stage, but they are assumed to be collected only from several anomaly types, leaving the majority of anomaly types not represented in the collected anomaly dataset at all. To effectively leverage this kind of incomplete anomalous knowledge represented by the collected anomalies, we propose to learn a probability distribution that can not only model the normal samples, but also guarantee to assign low density values for the colle…
ST Electronics - SUTD Cyber Security Laboratory（ST电子—新加坡科技设计大学网络安全实验室）；Singapore University of Technology and Design（新加坡科技设计大学）
Recently, the introduction of the generative adversarial network (GAN) and its variants has enabled the generation of realistic synthetic samples, which has been used for enlarging training sets. Previous work primarily focused on data augmentation for semi-supervised and supervised tasks. In this paper, we instead focus on unsupervised anomaly detection and propose a novel generative data augmentation framework optimized for this task. In particular, we propose to oversample infrequent normal samples - normal samples that occur with small probability, e.g., rare normal events. We show that th…
In recent studies, Lots of work has been done to solve time series anomaly detection by applying Variational Auto-Encoders (VAEs). Time series anomaly detection is a very common but challenging task in many industries, which plays an important role in network monitoring, facility maintenance, information security, and so on. However, it is very difficult to detect anomalies in time series with high accuracy, due to noisy data collected from real world, and complicated abnormal patterns. From recent studies, we are inspired by Nouveau VAE (NVAE) and propose our anomaly detection model: Time ser…
When formulated as an unsupervised learning problem, anomaly detection often requires a model to learn the distribution of normal data. Previous works apply Generative Adversarial Networks (GANs) to anomaly detection tasks and show good performances from these models. Motivated by the observation that GAN ensembles often outperform single GANs in generation tasks, we propose to construct GAN ensembles for anomaly detection. In the proposed method, a group of generators and a group of discriminators are trained together, so every generator gets feedback from multiple discriminators, and vice ve…
MIM-GAN-based Anomaly Detection for Multivariate Time Series Data
Tibet University（西藏大学）；Jinan University（暨南大学）；Western University（韦仕敦大学）；Tibet Autonomous Region Plateau Complex Environmental Information Transmission and Processing Engineering Research Center（西藏自治区高原复杂环境信息传输与处理工程研究中心）；Advanced Technology Research Center of Tibet University（西藏大学先进技术研究中心）
Anomaly detection is the process of finding data points that deviate from a baseline. In a real-life setting, anomalies are usually unknown or extremely rare. Moreover, the detection must be accomplished in a timely manner or the risk of corrupting the system might grow exponentially. In this work, we propose a two level framework for detecting anomalies in sequences of discrete elements. First, we assess whether we can obtain enough information from the statistics collected from the discriminator's layers to discriminate between out of distribution and in distribution samples. We then build a…
Insight Centre for Data Analytics（洞察数据分析中心）；Dublin City University（都柏林城市大学）
In the recent years Generative Adversarial Networks (GANs) have demonstrated significant progress in generating authentic looking data. In this work we introduce our simple method to exploit the advancements in well established image-based GANs to synthesise single channel time series data. We implement Wasserstein GANs (WGANs) with gradient penalty due to their stability in training to synthesise three different types of data; sinusoidal data, photoplethysmograph (PPG) data and electrocardiograph (ECG) data. The length of the returned time series data is limited only by the image resolution, …
Generative adversarial networks (GANs) are recently highly successful in generative applications involving images and start being applied to time series data. Here we describe EEG-GAN as a framework to generate electroencephalographic (EEG) brain signals. We introduce a modification to the improved training of Wasserstein GANs to stabilize training and investigate a range of architectural choices critical for time series generation (most notably up- and down-sampling). For evaluation we consider and compare different metrics such as Inception score, Frechet inception distance and sliced Wasser…
Anomaly detection incurs certain sampling and sensing costs and therefore it is of great importance to strike a balance between the detection accuracy and these costs. In this work, we study anomaly detection by considering the detection of threshold crossings in a stochastic time series without the knowledge of its statistics. To reduce the sampling cost in this detection process, we propose the use of hierarchical generative adversarial networks (GANs) to perform nonuniform sampling. In order to improve the detection accuracy and reduce the delay in detection, we introduce a buffer zone in t…
Department of Mathematics（数学系）；Computer Vision Laboratory（计算机视觉实验室）；Department of Information Technology and Electrical Engineering（信息技术与电气工程系）
The extension of image generation to video generation turns out to be a very difficult task, since the temporal dimension of videos introduces an extra challenge during the generation process. Besides, due to the limitation of memory and training stability, the generation becomes increasingly challenging with the increase of the resolution/duration of videos. In this work, we exploit the idea of progressive growing of Generative Adversarial Networks (GANs) for higher resolution video generation. In particular, we begin to produce video samples of low-resolution and short-duration, and then pro…
Information Science and Technology Institute (ISTI) of CNR（意大利国家研究委员会信息科学与技术研究所（ISTI））
In this work, we propose CBiGAN -- a novel method for anomaly detection in images, where a consistency constraint is introduced as a regularization term in both the encoder and decoder of a BiGAN. Our model exhibits fairly good modeling power and reconstruction consistency capability. We evaluate the proposed method on MVTec AD -- a real-world benchmark for unsupervised anomaly detection on high-resolution images -- and compare against standard baselines and state-of-the-art approaches. Experiments show that the proposed method improves the performance of BiGAN formulations by a large margin a…
Machine learning (ML) algorithms are optimized for the distribution represented by the training data. For outlier data, they often deliver predictions with equal confidence, even though these should not be trusted. In order to deploy ML-based digital pathology solutions in clinical practice, effective methods for detecting anomalous data are crucial to avoid incorrect decisions in the outlier scenario. We propose a new unsupervised learning approach for anomaly detection in histopathology data based on generative adversarial networks (GANs). Compared to the existing GAN-based methods that have…
Universitat Autònoma de Barcelona（巴塞罗那自治大学）；Universitat de Barcelona（巴塞罗那大学）
(Conditional) Generative Adversarial Networks (GANs) have found great success in recent years, due to their ability to approximate (conditional) distributions over extremely high dimensional spaces. However, they are highly unstable and computationally expensive to train, especially in the time series setting. Recently, it has been proposed the use of a key object in rough path theory, called the signature of a path, which is able to convert the min-max formulation given by the (conditional) GAN framework into a classical minimization problem. However, this method is extremely expensive in ter…
IE–FING, UDELAR（乌拉圭共和国大学工程学院信息工程系）；AIT Austrian Institute of Technology（奥地利技术研究院）
Despite the many attempts and approaches for anomaly detection explored over the years, the automatic detection of rare events in data communication networks remains a complex problem. In this paper we introduce Net-GAN, a novel approach to network anomaly detection in time-series, using recurrent neural networks (RNNs) and generative adversarial networks (GAN). Different from the state of the art, which traditionally focuses on univariate measurements, Net-GAN detects anomalies in multivariate time-series, exploiting temporal dependencies through RNNs. Net-GAN discovers the underlying distrib…
University of Copenhagen（哥本哈根大学）；IT University of Copenhagen（哥本哈根信息技术大学）
Generative Adversial Networks (GANs) have made a major impact in computer vision and machine learning as generative models. Wasserstein GANs (WGANs) brought Optimal Transport (OT) theory into GANs, by minimizing the $1$-Wasserstein distance between model and data distributions as their objective function. Since then, WGANs have gained considerable interest due to their stability and theoretical framework. We contribute to the WGAN literature by introducing the family of $(q,p)$-Wasserstein GANs, which allow the use of more general $p$-Wasserstein metrics for $p\geq 1$ in the GAN learning proce…
Generative adversarial networks (GANs) have enjoyed much success in learning high-dimensional distributions. Learning objectives approximately minimize an $f$-divergence ($f$-GANs) or an integral probability metric (Wasserstein GANs) between the model and the data distribution using a discriminator. Wasserstein GANs enjoy superior empirical performance, but in $f$-GANs the discriminator can be interpreted as a density ratio estimator which is necessary in some GAN applications. In this paper, we bridge the gap between $f$-GANs and Wasserstein GANs (WGANs). First, we list two constraints over v…
Quantum enhanced ensemble GANs for anomaly detection in continuous biomanufacturing
Department of Chemical and Biochemical Engineering, Technical University of Denmark（化学与生物化学工程系，丹麦技术大学）；ORCA Computing（ORCA计算公司）；Novo Nordisk（诺和制药）；Novo Nordisk Foundation Centre for Biosustainability, Technical University of Denmark（诺和制药可持续发展基金会，丹麦技术大学）
Generative adversarial networks (GANs) have received a tremendous amount of attention in the past few years, and have inspired applications addressing a wide range of problems. Despite its great potential, GANs are difficult to train. Recently, a series of papers (Arjovsky & Bottou, 2017a; Arjovsky et al. 2017b; and Gulrajani et al. 2017) proposed using Wasserstein distance as the training objective and promised easy, stable GAN training across architectures with minimal hyperparameter tuning. In this paper, we compare the performance of Wasserstein distance with other training objectives on a…
Anomaly detection in time series data is a significant problem faced in many application areas such as manufacturing, medical imaging and cyber-security. Recently, Generative Adversarial Networks (GAN) have gained attention for generation and anomaly detection in image domain. In this paper, we propose a novel GAN-based unsupervised method called TAnoGan for detecting anomalies in time series when a small number of data points are available. We evaluate TAnoGan with 46 real-world time series datasets that cover a variety of domains. Extensive experimental results show that TAnoGan performs bet…
Purdue University（普渡大学）；California Institute of Technology（加州理工学院）；NVIDIA Corporation（英伟达公司）
We propose the generative adversarial neural operator (GANO), a generative model paradigm for learning probabilities on infinite-dimensional function spaces. The natural sciences and engineering are known to have many types of data that are sampled from infinite-dimensional function spaces, where classical finite-dimensional deep generative adversarial networks (GANs) may not be directly applicable. GANO generalizes the GAN framework and allows for the sampling of functions by learning push-forward operator maps in infinite-dimensional spaces. GANO consists of two main components, a generator …
Enhancing Network Anomaly Detection with Quantum GANs and Successive Data Injection for Multivariate Time Series
Department of Computer Engineering（计算机工程系）；Polytechnique Montreal（蒙特利尔理工学院）；Department of Compute Engineering（计算机工程系）；Department of Computer Science（计算机科学系）；Université de Sherbrooke（谢布鲁克大学）
A Wasserstein GAN-based climate scenario generator for risk management and insurance: the case of soil subsidence
Biostatistiques et Processus Spatiaux (BioSP), INRAE, Avignon, France（生物统计与空间过程（BioSP），法国国家农业食品与环境研究委员会（INRAE），法国阿维尼昂）；CREST, CNRS, Ecole polytechnique, Groupe ENSAE-ENSAI, ENSAE Paris, Institut Polytechnique de Paris, Palaiseau, France（法国国家科学研究中心（CNRS）、巴黎高等理工学院（École polytechnique）、ENSAE-ENSAI小组、巴黎ENSAE、巴黎理工学院（Institut Polytechnique de Paris）、法国帕莱索）；Fondation du Risque, Institut Louis Bachelier, Paris, France（风险基金会、路易·巴舍利尔研究所（Institut Louis Bachelier）、法国巴黎）
Despite inherent ill-definition, anomaly detection is a research endeavor of great interest within machine learning and visual scene understanding alike. Most commonly, anomaly detection is considered as the detection of outliers within a given data distribution based on some measure of normality. The most significant challenge in real-world anomaly detection problems is that available data is highly imbalanced towards normality (i.e. non-anomalous) and contains a most a subset of all possible anomalous samples - hence limiting the use of well-established supervised learning methods. By contra…
Courant Institute of Mathematical Sciences（库朗数学科学研究所）；Facebook AI Research（Facebook 人工智能研究院）
We introduce a new algorithm named WGAN, an alternative to traditional GAN training. In this new model, we show that we can improve the stability of learning, get rid of problems like mode collapse, and provide meaningful learning curves useful for debugging and hyperparameter searches. Furthermore, we show that the corresponding optimization problem is sound, and provide extensive theoretical work highlighting the deep connections to other distances between distributions.
Montreal Institute for Learning Algorithms（蒙特利尔学习算法研究所）；Courant Institute of Mathematical Sciences（库朗数学科学研究所）；Google Brain（谷歌大脑）
Generative Adversarial Networks (GANs) are powerful generative models, but suffer from training instability. The recently proposed Wasserstein GAN (WGAN) makes progress toward stable training of GANs, but sometimes can still generate only low-quality samples or fail to converge. We find that these problems are often due to the use of weight clipping in WGAN to enforce a Lipschitz constraint on the critic, which can lead to undesired behavior. We propose an alternative to clipping weights: penalize the norm of gradient of the critic with respect to its input. Our proposed method performs better…
Wasserstein GAN(WGAN) is a model that minimizes the Wasserstein distance between a data distribution and sample distribution. Recent studies have proposed stabilizing the training process for the WGAN and implementing the Lipschitz constraint. In this study, we prove the local stability of optimizing the simple gradient penalty $μ$-WGAN(SGP $μ$-WGAN) under suitable assumptions regarding the equilibrium and penalty measure $μ$. The measure valued differentiation concept is employed to deal with the derivative of the penalty terms, which is helpful for handling abstract singular measures with lo…
Generative-adversarial networks (GANs) have been used to produce data closely resembling example data in a compressed, latent space that is close to sufficient for reconstruction in the original vector space. The Wasserstein metric has been used as an alternative to binary cross-entropy, producing more numerically stable GANs with greater mode covering behavior. Here, a generalization of the Wasserstein distance, using higher-order moments than the mean, is derived. Training a GAN with this higher-order Wasserstein metric is demonstrated to exhibit superior performance, even when adjusted for …
South China University of Technology（华南理工大学）；The University of Adelaide（阿德莱德大学）；Peng Cheng Laboratory（鹏城实验室）
Multiple marginal matching problem aims at learning mappings to match a source domain to multiple target domains and it has attracted great attention in many applications, such as multi-domain image translation. However, addressing this problem has two critical challenges: (i) Measuring the multi-marginal distance among different domains is very intractable; (ii) It is very difficult to exploit cross-domain correlations to match the target domain distributions. In this paper, we propose a novel Multi-marginal Wasserstein GAN (MWGAN) to minimize Wasserstein distance among domains. Specifically,…
We introduce Primal-Dual Wasserstein GAN, a new learning algorithm for building latent variable models of the data distribution based on the primal and the dual formulations of the optimal transport (OT) problem. We utilize the primal formulation to learn a flexible inference mechanism and to create an optimal approximate coupling between the data distribution and the generative model. In order to learn the generative model, we use the dual formulation and train the decoder adversarially through a critic network that is regularized by the approximate coupling obtained from the primal. Unlike p…
Graz University of Technology（格拉茨工业大学）；Austrian Institute of Technology（奥地利技术研究所）
Generative Adversarial Networks (GANs) have been used to model the underlying probability distribution of sample based datasets. GANs are notoriuos for training difficulties and their dependence on arbitrary hyperparameters. One recent improvement in GAN literature is to use the Wasserstein distance as loss function leading to Wasserstein Generative Adversarial Networks (WGANs). Using this as a basis, we show various ways in which the Wasserstein distance is estimated for the task of generative modelling. Additionally, the secrets in training such models are shown and summarized at the end of …
Generative Adversarial Networks (GANs) have been impactful on many problems and applications but suffer from unstable training. The Wasserstein GAN (WGAN) leverages the Wasserstein distance to avoid the caveats in the minmax two-player training of GANs but has other defects such as mode collapse and lack of metric to detect the convergence. We introduce a novel inferential Wasserstein GAN (iWGAN) model, which is a principled framework to fuse auto-encoders and WGANs. The iWGAN model jointly learns an encoder network and a generator network motivated by the iterative primal dual optimization pr…
Imperial College London（帝国理工学院）；University College London（伦敦大学学院）
We investigate the training and performance of generative adversarial networks using the Maximum Mean Discrepancy (MMD) as critic, termed MMD GANs. As our main theoretical contribution, we clarify the situation with bias in GAN loss functions raised by recent work: we show that gradient estimators used in the optimization process for both MMD GANs and Wasserstein GANs are unbiased, but learning a discriminator based on samples leads to biased gradients for the generator parameters. We also discuss the issue of kernel choice for the MMD critic, and characterize the kernel corresponding to the e…
Korea Advanced Institute of Science and Technology（韩国科学技术院）
Generative Adversarial Networks (GANs) have become a powerful framework to learn generative models that arise across a wide variety of domains. While there has been a recent surge in the development of numerous GAN architectures with distinct optimization metrics, we are still lacking in our understanding on how far away such GANs are from optimality. In this paper, we make progress on a theoretical understanding of the GANs under a simple linear-generator Gaussian-data setting where the optimal maximum-likelihood generator is known to perform Principal Component Analysis (PCA). We find that t…
Simulation of Multivariate Extremes: a Wasserstein-Aitchison GAN approach
Institute of Statistics, Biostatistics and Actuarial Sciences, LIDAM, UCLouvain（统计、生物统计与精算科学研究所，LIDAM，UCLouvain）；CREST, ENSAE Paris（ENSAE巴黎CREST）；Department of Mathematical Sciences, Chalmers University of Technology and University of Gothenburg（数学科学系，查尔姆斯理工大学和哥德堡大学）；Department of Mathematics, KU Leuven（数学系，KU莱顿）
University of Michigan（密歇根大学）；Beihang University（北京航空航天大学）；Brown University（布朗大学）
Generative adversarial networks (GANs) are an exciting alternative to algorithms for solving density estimation problems---using data to assess how likely samples are to be drawn from the same distribution. Instead of explicitly computing these probabilities, GANs learn a generator that can match the given probabilistic source. This paper looks particularly at this matching capability in the context of problems with one-dimensional outputs. We identify a class of function decompositions with properties that make them well suited to the critic role in a leading approach to GANs known as Wassers…
The analysis of parametric and non-parametric uncertainties of very large dynamical systems requires the construction of a stochastic model of said system. Linear approaches relying on random matrix theory and principal componant analysis can be used when systems undergo low-frequency vibrations. In the case of fast dynamics and wave propagation, we investigate a random generator of boundary conditions for fast submodels by using machine learning. We show that the use of non-linear techniques in machine learning and data-driven methods is highly relevant. Physics-informed neural networks is a …
This paper explains the math behind a generative adversarial network (GAN) model and why it is hard to be trained. Wasserstein GAN is intended to improve GANs' training by adopting a smooth metric for measuring the distance between two probability distributions.
University of Wisconsin-Madison（威斯康星大学麦迪逊分校）；University of Cambridge（剑桥大学）
Robust estimation is an important problem in statistics which aims at providing a reasonable estimator when the data-generating distribution lies within an appropriately defined ball around an uncontaminated distribution. Although minimax rates of estimation have been established in recent years, many existing robust estimators with provably optimal convergence rates are also computationally intractable. In this paper, we study several estimation problems under a Wasserstein contamination model and present computationally tractable estimators motivated by generative adversarial networks (GANs)…
University of South Brittany（南布列塔尼大学）；CNRS（法国国家科学研究中心）；IRISA（雷恩第一大学计算机科学与应用数学研究所）
Adversarial examples are a hot topic due to their abilities to fool a classifier's prediction. There are two strategies to create such examples, one uses the attacked classifier's gradients, while the other only requires access to the clas-sifier's prediction. This is particularly appealing when the classifier is not full known (black box model). In this paper, we present a new method which is able to generate natural adversarial examples from the true data following the second paradigm. Based on Generative Adversarial Networks (GANs) [5], it reweights the true data empirical distribution to e…
Extended Wasserstein-GAN Approach to Causal Distribution Learning: Density-Free Estimation and Minimax Optimality
The University of Tokyo（东京大学）；Japan Institute for Health Security（日本健康安全研究所）；RIKEN Center for Advanced Intelligence Project（理化学研究所先进情报项目）；Kyoto University（京都大学）
Generative Adversarial Networks (GANs) are commonly used for modeling complex distributions of data. Both the generators and discriminators of GANs are often modeled by neural networks, posing a non-transparent optimization problem which is non-convex and non-concave over the generator and discriminator, respectively. Such networks are often heuristically optimized with gradient descent-ascent (GDA), but it is unclear whether the optimization problem contains any saddle points, or whether heuristic methods can find them in practice. In this work, we analyze the training of Wasserstein GANs wit…
