Many mathematical optimization algorithms fail to sufficiently explore the solution space of high-dimensional nonlinear optimization problems due to the curse of dimensionality. This paper proposes generative models as a complement to optimization algorithms to improve performance in problems with high dimensionality. To demonstrate this method, a conditional generative adversarial network (C-GAN) is used to augment the solutions produced by a genetic algorithm (GA) for a 311-dimensional nonconvex multi-objective mixed-integer nonlinear optimization. The C-GAN, composed of two networks with three fully connected hidden layers, is trained on solutions generated by GA, and then given sets of desired labels (i.e., objective function values), generates complementary solutions corresponding to those labels. Six experiments are conducted to evaluate the capabilities of the proposed method. The generated complementary solutions are compared to the original solutions in terms of optimality and diversity. The generative model generates solutions with objective functions up to 100% better, and with hypervolumes up to 100% higher, than the original solutions. These findings show that a C-GAN with even a simple training approach and architecture can, with a much shorter runtime, highly improve the diversity and optimality of solutions found by an optimization algorithm for a high-dimensional nonlinear optimization problem. [Link to GitHub repository: https://github.com/PouyaREZ/GAN_GA]
École Polytechnique Fédérale de Lausanne（洛桑联邦理工学院）
Conditionality has become a core component for Generative Adversarial Networks (GANs) for generating synthetic images. GANs are usually using latent conditionality to control the generation process. However, tabular data only contains manifest variables. Thus, latent conditionality either restricts the generated data or does not produce sufficiently good results. Therefore, we propose a new methodology to include conditionality in tabular GANs inspired by image completion methods. This article presents ciDATGAN, an evolution of the Directed Acyclic Tabular GAN (DATGAN) that has already been sh…
New York University（纽约大学）；IT University of Copenhagen（哥本哈根信息技术大学）
Generative Adversarial Networks (GANs) have shown im-pressive results for image generation. However, GANs facechallenges in generating contents with certain types of con-straints, such as game levels. Specifically, it is difficult togenerate levels that have aesthetic appeal and are playable atthe same time. Additionally, because training data usually islimited, it is challenging to generate unique levels with cur-rent GANs. In this paper, we propose a new GAN architec-ture namedConditional Embedding Self-Attention Genera-tive Adversarial Network(CESAGAN) and a new bootstrap-ping training proc…
We propose a simple but effective modification of the discriminators, namely measure-conditional discriminators, as a plug-and-play module for different GANs. By taking the generated distributions as part of input so that the target optimum for the discriminator is stationary, the proposed discriminator is more robust than the vanilla one. A variant of the measure-conditional discriminator can also handle multiple target distributions, or act as a surrogate model of statistical distances such as KL divergence with applications to transfer learning.
Generative Adversarial Networks (GANs) are an arrange of two neural networks -- the generator and the discriminator -- that are jointly trained to generate artificial data, such as images, from random inputs. The quality of these generated images has recently reached such levels that can often lead both machines and humans into mistaking fake for real examples. However, the process performed by the generator of the GAN has some limitations when we want to condition the network to generate images from subcategories of a specific class. Some recent approaches tackle this \textit{conditional gene…
Generative adversarial networks (GANs) have been remarkably successful in learning complex high dimensional real word distributions and generating realistic samples. However, they provide limited control over the generation process. Conditional GANs (cGANs) provide a mechanism to control the generation process by conditioning the output on a user defined input. Although training GANs requires only unsupervised data, training cGANs requires labelled data which can be very expensive to obtain. We propose a framework for semi-supervised training of cGANs which utilizes sparse labels to learn the …
Palo Alto Research Center（帕洛阿尔托研究中心）；Verizon Labs（威瑞森实验室）
We introduce a new model for building conditional generative models in a semi-supervised setting to conditionally generate data given attributes by adapting the GAN framework. The proposed semi-supervised GAN (SS-GAN) model uses a pair of stacked discriminators to learn the marginal distribution of the data, and the conditional distribution of the attributes given the data respectively. In the semi-supervised setting, the marginal distribution (which is often harder to learn) is learned from the labeled + unlabeled data, and the conditional distribution is learned purely from the labeled data.…
Maxwell Institute for Mathematical Sciences（麦克斯韦数学科学研究所）
We consider the filtering and prediction problem for a diffusion process. The signal and observation are modeled by stochastic differential equations (SDEs) driven by correlated Wiener processes. In classical estimation theory, measure-valued stochastic partial differential equations (SPDEs) are derived for the filtering and prediction measures. These equations can be hard to solve numerically. We provide an approximation algorithm using conditional generative adversarial networks (GANs) in combination with signatures, an object from rough path theory. The signature of a sufficiently smooth pa…
Recently, subsampling or refining images generated from unconditional GANs has been actively studied to improve the overall image quality. Unfortunately, these methods are often observed less effective or inefficient in handling conditional GANs (cGANs) -- conditioning on a class (aka class-conditional GANs) or a continuous variable (aka continuous cGANs or CcGANs). In this work, we introduce an effective and efficient subsampling scheme, named conditional density ratio-guided rejection sampling (cDR-RS), to sample high-quality images from cGANs. Specifically, we first develop a novel conditio…
The University of Adelaide（阿德莱德大学）；Queensland University of Technology（昆士兰科技大学）；CMU（卡内基梅隆大学）
Traditional GANs use a deterministic generator function (typically a neural network) to transform a random noise input $z$ to a sample $\mathbf{x}$ that the discriminator seeks to distinguish. We propose a new GAN called Bayesian Conditional Generative Adversarial Networks (BC-GANs) that use a random generator function to transform a deterministic input $y'$ to a sample $\mathbf{x}$. Our BC-GANs extend traditional GANs to a Bayesian framework, and naturally handle unsupervised learning, supervised learning, and semi-supervised learning problems. Experiments show that the proposed BC-GANs outpe…
In cases where a Wasserstein GAN depends on a condition the latter is usually handled via an expectation within the loss function. Depending on the way this is motivated, the discriminator is either required to be Lipschitz-1 in both or in only one of its arguments. For the weaker requirement to become usable one needs to exchange a supremum and an expectation. This is a mathematically perilous operation, which is, so far, only partially justified in the literature. This short mathematical note intends to fill this gap and provides the mathematical rationale for discriminators that are only pa…
We present a new method for synthesizing high-resolution photo-realistic images from semantic label maps using conditional generative adversarial networks (conditional GANs). Conditional GANs have enabled a variety of applications, but the results are often limited to low-resolution and still far from realistic. In this work, we generate 2048x1024 visually appealing results with a novel adversarial loss, as well as new multi-scale generator and discriminator architectures. Furthermore, we extend our framework to interactive visual manipulation with two additional features. First, we incorporat…
Invasive ductal carcinoma (IDC) comprises nearly 80% of all breast cancers. The detection of IDC is a necessary preprocessing step in determining the aggressiveness of the cancer, determining treatment protocols, and predicting patient outcomes, and is usually performed manually by an expert pathologist. Here, we describe a novel algorithm for automatically detecting IDC using semi-supervised conditional generative adversarial networks (cGANs). The framework is simple and effective at improving scores on a range of metrics over a baseline CNN.
Harvard University（哈佛大学）；Massachusetts Institute of Technology（麻省理工学院）
We introduce the decision-aware time-series conditional generative adversarial network (DAT-CGAN) as a method for time-series generation. The framework adopts a multi-Wasserstein loss on structured decision-related quantities, capturing the heterogeneity of decision-related data and providing new effectiveness in supporting the decision processes of end users. We improve sample efficiency through an overlapped block-sampling method, and provide a theoretical characterization of the generalization properties of DAT-CGAN. The framework is demonstrated on financial time series for a multi-time-st…
University of Southern California（南加州大学）；Stanford University（斯坦福大学）
In this work, we train conditional Wasserstein generative adversarial networks to effectively sample from the posterior of physics-based Bayesian inference problems. The generator is constructed using a U-Net architecture, with the latent information injected using conditional instance normalization. The former facilitates a multiscale inverse map, while the latter enables the decoupling of the latent space dimension from the dimension of the measurement, and introduces stochasticity at all scales of the U-Net. We solve PDE-based inverse problems to demonstrate the performance of our approach …
In recent years, unsupervised/weakly-supervised conditional generative adversarial networks (GANs) have achieved many successes on the task of modeling and generating data. However, one of their weaknesses lies in their poor ability to separate, or disentangle, the different factors that characterize the representation encoded in their latent space. To address this issue, we propose a novel structure for unsupervised conditional GANs powered by a novel Information Compensation Connection (IC-Connection). The proposed IC-Connection enables GANs to compensate for information loss incurred during…
University of Maryland, College Park（马里兰大学学院公园分校）；Massachusetts Institute of Technology（麻省理工学院）
Generative Adversarial Networks (GANs) are modern methods to learn the underlying distribution of a data set. GANs have been widely used in sample synthesis, de-noising, domain transfer, etc. GANs, however, are designed in a model-free fashion where no additional information about the underlying distribution is available. In many applications, however, practitioners have access to the underlying independence graph of the variables, either as a Bayesian network or a Markov Random Field (MRF). We ask: how can one use this additional information in designing model-based GANs? In this paper, we pr…
Institute of Computing Technology, Chinese Academy of Sciences（中国科学院计算技术研究所）；University of Chinese Academy of Sciences（中国科学院大学）；Shanghai Jiao Tong University（上海交通大学）
Conditional generative models aim to learn the underlying joint distribution of data and labels to achieve conditional data generation. Among them, the auxiliary classifier generative adversarial network (AC-GAN) has been widely used, but suffers from the problem of low intra-class diversity of the generated samples. The fundamental reason pointed out in this paper is that the classifier of AC-GAN is generator-agnostic, which therefore cannot provide informative guidance for the generator to approach the joint distribution, resulting in a minimization of the conditional entropy that decreases …
Recent advances in conditional image generation tasks, such as image-to-image translation and image inpainting, are largely accounted to the success of conditional GAN models, which are often optimized by the joint use of the GAN loss with the reconstruction loss. However, we reveal that this training recipe shared by almost all existing methods causes one critical side effect: lack of diversity in output samples. In order to accomplish both training stability and multimodal output generation, we propose novel training schemes with a new set of losses named moment reconstruction losses that si…
We examined the use of modern Generative Adversarial Nets to generate novel images of oil paintings using the Painter By Numbers dataset. We implemented Spectral Normalization GAN (SN-GAN) and Spectral Normalization GAN with Gradient Penalty, and compared their outputs to a Deep Convolutional GAN. Visually, and quantitatively according to the Sliced Wasserstein Distance metric, we determined that the SN-GAN produced paintings that were most comparable to our training dataset. We then performed a series of experiments to add supervised conditioning to SN-GAN, the culmination of which is what we…
We use Generative Adversarial Networks (GANs) to design a class conditional label noise (CCN) robust scheme for binary classification. It first generates a set of correctly labelled data points from noisy labelled data and 0.1% or 1% clean labels such that the generated and true (clean) labelled data distributions are close; generated labelled data is used to learn a good classifier. The mode collapse problem while generating correct feature-label pairs and the problem of skewed feature-label dimension ratio ($\sim$ 784:1) are avoided by using Wasserstein GAN and a simple data representation c…
Conditional generative adversarial networks (cGANs) have gained a considerable attention in recent years due to its class-wise controllability and superior quality for complex generation tasks. We introduce a simple yet effective approach to improving cGANs by measuring the discrepancy between the data distribution and the model distribution on given samples. The proposed measure, coined the gap of log-densities (GOLD), provides an effective self-diagnosis for cGANs while being efficienty computed from the discriminator. We propose three applications of the GOLD: example re-weighting, rejectio…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；University of Washington, Seattle（西雅图华盛顿大学）；Amazon（亚马逊）
Matching the performance of conditional Generative Adversarial Networks with little supervision is an important task, especially in venturing into new domains. We design a new training algorithm, which is robust to missing or ambiguous labels. The main idea is to intentionally corrupt the labels of generated examples to match the statistics of the real data, and have a discriminator process the real and generated examples with corrupted labels. We showcase the robustness of this proposed approach both theoretically and empirically. We show that minimizing the proposed loss is equivalent to min…
This study proposes the use of generative models (GANs) for augmenting the EuroSAT dataset for the Land Use and Land Cover (LULC) Classification task. We used DCGAN and WGAN-GP to generate images for each class in the dataset. We then explored the effect of augmenting the original dataset by about 10% in each case on model performance. The choice of GAN architecture seems to have no apparent effect on the model performance. However, a combination of geometric augmentation and GAN-generated images improved baseline results. Our study shows that GANs augmentation can improve the generalizability…
Purdue University（普渡大学）；Novartis（诺华）；Oxford Big Data Institute（牛津大数据研究所）
Sharing data from clinical studies can facilitate innovative data-driven research and ultimately lead to better public health. However, sharing biomedical data can put sensitive personal information at risk. This is usually solved by anonymization, which is a slow and expensive process. An alternative to anonymization is sharing a synthetic dataset that bears a behaviour similar to the real data but preserves privacy. As part of the collaboration between Novartis and the Oxford Big Data Institute, we generate a synthetic dataset based on COSENTYX (secukinumab) Ankylosing Spondylitis clinical s…
University of Illinois at Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）；Carnegie Mellon University（卡内基梅隆大学）
We study the problem of learning conditional generators from noisy labeled samples, where the labels are corrupted by random noise. A standard training of conditional GANs will not only produce samples with wrong labels, but also generate poor quality samples. We consider two scenarios, depending on whether the noise model is known or not. When the distribution of the noise is known, we introduce a novel architecture which we call Robust Conditional GAN (RCGAN). The main idea is to corrupt the label of the generated sample before feeding to the adversarial discriminator, forcing the generator …
Existing approaches and datasets for face aging produce results skewed towards the mean, with individual variations and expression wrinkles often invisible or overlooked in favor of global patterns such as the fattening of the face. Moreover, they offer little to no control over the way the faces are aged and can difficultly be scaled to large images, thus preventing their usage in many real-world applications. To address these limitations, we present an approach to change the appearance of a high-resolution image using ethnicity-specific aging information and weak spatial supervision to guide…
ETH Zurich（苏黎世联邦理工学院）；Tri-Institutional Training Program in Computational Biology and Medicine, Weill Cornell Medical（威尔康奈尔医学院计算生物学与医学三机构联合培养项目）
Generative Adversarial Networks (GANs) have shown remarkable success as a framework for training models to produce realistic-looking data. In this work, we propose a Recurrent GAN (RGAN) and Recurrent Conditional GAN (RCGAN) to produce realistic real-valued multi-dimensional time series, with an emphasis on their application to medical data. RGANs make use of recurrent neural networks in the generator and the discriminator. In the case of RCGANs, both of these RNNs are conditioned on auxiliary information. We demonstrate our models in a set of toy datasets, where we show visually and quantitat…
University of California, Los Angeles（加州大学洛杉矶分校）；Google Brain（谷歌大脑）
Conditional GANs are at the forefront of natural image synthesis. The main drawback of such models is the necessity for labeled data. In this work we exploit two popular unsupervised learning techniques, adversarial training and self-supervision, and take a step towards bridging the gap between conditional and unconditional GANs. In particular, we allow the networks to collaborate on the task of representation learning, while being adversarial with respect to the classic GAN game. The role of self-supervision is to encourage the discriminator to learn meaningful feature representations which a…
Generative Adversarial Networks (GANs) are able to learn mappings between simple, relatively low-dimensional, random distributions and points on the manifold of realistic images in image-space. The semantics of this mapping, however, are typically entangled such that meaningful image properties cannot be controlled independently of one another. Conditional GANs (cGANs) provide a potential solution to this problem, allowing specific semantics to be enforced during training. This solution, however, depends on the availability of precise labels, which are sometimes difficult or near impossible to…
Automatic analysis of spatio-temporal microscopy images is inevitable for state-of-the-art research in the life sciences. Recent developments in deep learning provide powerful tools for automatic analyses of such image data, but heavily depend on the amount and quality of provided training data to perform well. To this end, we developed a new method for realistic generation of synthetic 2D+t microscopy image data of fluorescently labeled cellular nuclei. The method combines spatiotemporal statistical shape models of different cell cycle stages with a conditional GAN to generate time series of …
Centrum Wiskunde en Informatica (CWI)（荷兰国家数学与计算机科学研究中心）；Utrecht University（乌得勒支大学）；Delft University of Technology（代尔夫特理工大学）；Rabobank（荷兰合作银行）
Generative adversarial networks (GANs) have shown promising results when applied on partial differential equations and financial time series generation. We investigate if GANs can also be used to approximate one-dimensional Ito stochastic differential equations (SDEs). We propose a scheme that approximates the path-wise conditional distribution of SDEs for large time steps. Standard GANs are only able to approximate processes in distribution, yielding a weak approximation to the SDE. A conditional GAN architecture is proposed that enables strong approximation. We inform the discriminator of th…
Generative Adversarial Networks (GANs) are a well-known technique that is trained on samples (e.g. pictures of fruits) and which after training is able to generate realistic new samples. Conditional GANs (CGANs) additionally provide label information for subclasses (e.g. apple, orange, pear) which enables the GAN to learn more easily and increase the quality of its output samples. We use GANs to learn architectural features of major cities and to generate images of buildings which do not exist. We show that currently available GAN and CGAN architectures are unsuited for this task and propose a…
University of Guelph（圭尔夫大学）；Vector Institute（向量研究所）；Facebook AI Research（Facebook人工智能研究）
Conditional Generative Adversarial Networks (cGANs) are finding increasingly widespread use in many application domains. Despite outstanding progress, quantitative evaluation of such models often involves multiple distinct metrics to assess different desirable properties, such as image quality, conditional consistency, and intra-conditioning diversity. In this setting, model benchmarking becomes a challenge, as each metric may indicate a different "best" model. In this paper, we propose the Frechet Joint Distance (FJD), which is defined as the Frechet distance between joint distributions of im…
Structural topology optimization, which aims to find the optimal physical structure that maximizes mechanical performance, is vital in engineering design applications in aerospace, mechanical, and civil engineering. Generative adversarial networks (GANs) have recently emerged as a popular alternative to traditional iterative topology optimization methods. However, these models are often difficult to train, have limited generalizability, and due to their goal of mimicking optimal structures, neglect manufacturability and performance objectives like mechanical compliance. We propose TopoDiff - a…
Purdue University（普渡大学）；Politecnico di Milano（米兰理工大学）
The widespread availability of image editing tools and improvements in image processing techniques allow image manipulation to be very easy. Oftentimes, easy-to-use yet sophisticated image manipulation tools yields distortions/changes imperceptible to the human observer. Distribution of forged images can have drastic ramifications, especially when coupled with the speed and vastness of the Internet. Therefore, verifying image integrity poses an immense and important challenge to the digital forensic community. Satellite images specifically can be modified in a number of ways, including the ins…
University of Trento（特伦托大学）；Department of Information Engineering and Computer Science (DISI)（信息工程与计算机科学系（DISI））
Batch Normalization (BN) is a common technique used to speed-up and stabilize training. On the other hand, the learnable parameters of BN are commonly used in conditional Generative Adversarial Networks (cGANs) for representing class-specific information using conditional Batch Normalization (cBN). In this paper we propose to generalize both BN and cBN using a Whitening and Coloring based batch normalization. We show that our conditional Coloring can represent categorical conditioning information which largely helps the cGAN qualitative results. Moreover, we show that full-feature whitening is…
Latent-Constrained Conditional VAEs for Augmenting Large-Scale Climate Ensembles
Hong Kong Polytechnic University（香港理工大学）；Georgia Institute of Technology（佐治亚理工学院）；Los Alamos National Laboratory（洛斯阿拉莫斯国家实验室）；TomTom North America Inc.（TomTom北美公司）
Advances in computational cognitive neuroimaging research are related to the availability of large amounts of labeled brain imaging data, but such data are scarce and expensive to generate. While powerful data generation mechanisms, such as Generative Adversarial Networks (GANs), have been designed in the last decade for computer vision, such improvements have not yet carried over to brain imaging. A likely reason is that GANs training is ill-suited to the noisy, high-dimensional and small-sample data available in functional neuroimaging. In this paper, we introduce Conditional Independent Com…
Synthesizing tabular data is attracting much attention these days for various purposes. With sophisticate synthetic data, for instance, one can augment its training data. For the past couple of years, tabular data synthesis techniques have been greatly improved. Recent work made progress to address many problems in synthesizing tabular data, such as the imbalanced distribution and multimodality problems. However, the data utility of state-of-the-art methods is not satisfactory yet. In this work, we significantly improve the utility by designing our generator and discriminator based on neural o…
FloGAN: Scenario-Based Urban Mobility Flow Generation via Conditional GANs and Dynamic Region Decoupling
Future Cities Laboratory Global（未来城市实验室全球）；Singapore-ETH Centre（新加坡-ETH中心）；College of Computing and Data Science（计算与数据科学学院）；Nanyang Technological University（南洋理工大学）；Department of Civil Engineering and Engineering Mechanics（土木工程与工程力学系）；Columbia University（哥伦比亚大学）
Imbalance-Robust and Sampling-Efficient Continuous Conditional GANs via Adaptive Vicinal Learning and Auxiliary Regularization
School of Artificial Intelligence/School of Future Technology, Nanjing University of Information Science & Technology, Nanjing, China（人工智能学院/未来技术学院，南京信息科学技术大学）；Perceptual and Generative AI Lab, Nanjing University of Information Science & Technology, Nanjing, China（感知与生成人工智能实验室，南京信息科学技术大学）；College of Media, Zhejiang University, Hangzhou, China（传媒学院，浙江大学）；College of Computer Science and Technology, Zhejiang University, Hangzhou, China（计算机科学与技术学院，浙江大学）
MIT CSAIL（麻省理工学院计算机科学与人工智能实验室）；Adobe Research（Adobe研究）
We introduce a simple but effective unsupervised method for generating realistic and diverse images. We train a class-conditional GAN model without using manually annotated class labels. Instead, our model is conditional on labels automatically derived from clustering in the discriminator's feature space. Our clustering step automatically discovers diverse modes, and explicitly requires the generator to cover them. Experiments on standard mode collapse benchmarks show that our method outperforms several competing methods when addressing mode collapse. Our method also performs well on large-sca…
Recent work has shown generative adversarial networks (GANs) can generate highly realistic images, that are often indistinguishable (by humans) from real images. Most images so generated are not contained in the training dataset, suggesting potential for augmenting training sets with GAN-generated data. While this scenario is of particular relevance when there are limited data available, there is still the issue of training the GAN itself based on that limited data. To facilitate this, we leverage existing GAN models pretrained on large-scale datasets (like ImageNet) to introduce additional kn…
TU Dresden（德累斯顿工业大学）；GE Global Research（通用电气全球研究中心）
Microstructure reconstruction is an important and emerging field of research and an essential foundation to improving inverse computational materials engineering (ICME). Much of the recent progress in the field is made based on generative adversarial networks (GANs). Although excellent results have been achieved throughout a variety of materials, challenges remain regarding the interpretability of the model's latent space as well as the applicability to extremely small data sets. The present work addresses these issues by introducing DA-VEGAN, a model with two central innovations. First, a $β$…
Japan Advanced Institute of Science and Technology（日本北陆先端科学技术大学院大学）；The University of Edinburgh（爱丁堡大学）
In this study, we employ Generative Adversarial Networks as an oversampling method to generate artificial data to assist with the classification of credit card fraudulent transactions. GANs is a generative model based on the idea of game theory, in which a generator G and a discriminator D are trying to outsmart each other. The objective of the generator is to confuse the discriminator. The objective of the discriminator is to distinguish the instances coming from the generator and the instances coming from the original dataset. By training GANs on a set of credit card fraudulent transactions,…
University of California, Los Angeles（加州大学洛杉矶分校）；Google Brain（谷歌大脑）
GANs involve training two networks in an adversarial game, where each network's task depends on its adversary. Recently, several works have framed GAN training as an online or continual learning problem. We focus on the discriminator, which must perform classification under an (adversarially) shifting data distribution. When trained on sequential tasks, neural networks exhibit \emph{forgetting}. For GANs, discriminator forgetting leads to training instability. To counter forgetting, we encourage the discriminator to maintain useful representations by adding a self-supervision. Conditional GANs…
Peng Cheng Laboratory（鹏城实验室）；Southern University of Science and Technology（南方科技大学）
Uncertainty is ubiquitous with flow in subsurface rocks because of their inherent heterogeneity and lack of in-situ measurements. To complete uncertainty analysis in a multi-scale manner, it is a prerequisite to provide sufficient rock samples. Even though the advent of digital rock technology offers opportunities to reproduce rocks, it still cannot be utilized to provide massive samples due to its high cost, thus leading to the development of diversified mathematical methods. Among them, two-point statistics (TPS) and multi-point statistics (MPS) are commonly utilized, which feature incorpora…
Generative adversarial networks (GANs) with clustered latent spaces can perform conditional generation in a completely unsupervised manner. In the real world, the salient attributes of unlabeled data can be imbalanced. However, most of existing unsupervised conditional GANs cannot cluster attributes of these data in their latent spaces properly because they assume uniform distributions of the attributes. To address this problem, we theoretically derive Stein latent optimization that provides reparameterizable gradient estimations of the latent distribution parameters assuming a Gaussian mixtur…
University of Oxford（牛津大学）；Oxford-Man Institute of Quantitative Finance（牛津-曼量化金融研究所）
Generative Adversarial Networks (GANs) have gained significant attention in recent years, with impressive applications highlighted in computer vision in particular. Compared to such examples, however, there have been more limited applications of GANs to time series modelling, including forecasting. In this work, we present the Mixture Density Conditional Generative Adversarial Model (MD-CGAN), with a focus on time series forecasting. We show that our model is capable of estimating a probabilistic posterior distribution over forecasts and that, in comparison to a set of benchmark methods, the M…
