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arXiv 2002.02862cs.LGstat.ML
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Learning Implicit Generative Models with Theoretical Guarantees

Xi’an Jiaotong University(西安交通大学);University of Iowa(爱荷华大学);Wuhan University(武汉大学);Duke-NUS Medical School(杜克-新加坡国立大学医学院)

Yuan Gao, Jian Huang, Yuling Jiao, Jin Liu

英文摘要:

We propose a \textbf{uni}fied \textbf{f}ramework for \textbf{i}mplicit \textbf{ge}nerative \textbf{m}odeling (UnifiGem) with theoretical guarantees by integrating approaches from optimal transport, numerical ODE, density-ratio (density-difference) estimation and deep neural networks. First, the problem of implicit generative learning is formulated as that of finding the optimal transport map between the reference distribution and the target distribution, which is characterized by a totally nonlinear Monge-Ampère equation. Interpreting the infinitesimal linearization of the Monge-Ampère equation from the perspective of gradient flows in measure spaces leads to the continuity equation or the McKean-Vlasov equation. We then solve the McKean-Vlasov equation numerically using the forward Euler iteration, where the forward Euler map depends on the density ratio (density difference) between the distribution at current iteration and the underlying target distribution. We further estimate the density ratio (density difference) via deep density-ratio (density-difference) fitting and derive explicit upper bounds on the estimation error. Experimental results on both synthetic datasets and real benchmark datasets support our theoretical findings and demonstrate the effectiveness of UnifiGem.

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