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Register a new userVEEGAN: Reducing Mode Collapse in GANs using Implicit Variational Learning
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Added by
Akash Srivastava
Publication date
2017
fields
Mathematical Statistics
and research's language is
English
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Deep generative models provide powerful tools for distributions over complicated manifolds, such as those of natural images. But many of these methods, including generative adversarial networks (GANs), can be difficult to train, in part because they are prone to mode collapse, which means that they characterize only a few modes of the true distribution. To address this, we introduce VEEGAN, which features a reconstructor network, reversing the action of the generator by mapping from data to noise. Our training objective retains the original asymptotic consistency guarantee of GANs, and can be interpreted as a novel autoencoder loss over the noise. In sharp contrast to a traditional autoencoder over data points, VEEGAN does not require specifying a loss function over the data, but rather only over the representations, which are standard normal by assumption. On an extensive set of synthetic and real world image datasets, VEEGAN indeed resists mode collapsing to a far greater extent than other recent GAN variants, and produces more realistic samples.
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Despite excellent progress in recent years, mode collapse remains a major unsolved problem in generative adversarial networks (GANs).In this paper, we present spectral regularization for GANs (SR-GANs), a new and robust method for combating the mode collapse problem in GANs. Theoretical analysis shows that the optimal solution to the discriminator has a strong relationship to the spectral distributions of the weight matrix.Therefore, we monitor the spectral distribution in the discriminator of spectral normalized GANs (SN-GANs), and discover a phenomenon which we refer to as spectral collapse, where a large number of singular values of the weight matrices drop dramatically when mode collapse occurs. We show that there are strong evidence linking mode collapse to spectral collapse; and based on this link, we set out to tackle spectral collapse as a surrogate of mode collapse. We have developed a spectral regularization method where we compensate the spectral distributions of the weight matrices to prevent them from collapsing, which in turn successfully prevents mode collapse in GANs. We provide theoretical explanations for why SR-GANs are more stable and can provide better performances than SN-GANs. We also present extensive experimental results and analysis to show that SR-GANs not only always outperform SN-GANs but also always succeed in combating mode collapse where SN-GANs fail. The code is available at https://github.com/max-liu-112/SRGANs-Spectral-Regularization-GANs-.
Recently, there has been a growing interest in the problem of learning rich implicit models - those from which we can sample, but can not evaluate their density. These models apply some parametric function, such as a deep network, to a base measure, and are learned end-to-end using stochastic optimization. One strategy of devising a loss function is through the statistics of two sample tests - if we can fool a statistical test, the learned distribution should be a good model of the true data. However, not all tests can easily fit into this framework, as they might not be differentiable with respect to the data points, and hence with respect to the parameters of the implicit model. Motivated by this problem, in this paper we show how two such classical tests, the Friedman-Rafsky and k-nearest neighbour tests, can be effectively smoothed using ideas from undirected graphical models - the matrix tree theorem and cardinality potentials. Moreover, as we show experimentally, smoothing can significantly increase the power of the test, which might of of independent interest. Finally, we apply our method to learn implicit models.
Modern applications of Bayesian inference involve models that are sufficiently complex that the corresponding posterior distributions are intractable and must be approximated. The most common approximation is based on Markov chain Monte Carlo, but these can be expensive when the data set is large and/or the model is complex, so more efficient variational approximations have recently received considerable attention. The traditional variational methods, that seek to minimize the Kullback--Leibler divergence between the posterior and a relatively simple parametric family, provide accurate and efficient estimation of the posterior mean, but often does not capture other moments, and have limitations in terms of the models to which they can be applied. Here we propose the construction of variational approximations based on minimizing the Fisher divergence, and develop an efficient computational algorithm that can be applied to a wide range of models without conjugacy or potentially unrealistic mean-field assumptions. We demonstrate the superior performance of the proposed method for the benchmark case of logistic regression.
Many computationally-efficient methods for Bayesian deep learning rely on continuous optimization algorithms, but the implementation of these methods requires significant changes to existing code-bases. In this paper, we propose Vprop, a method for Gaussian variational inference that can be implemented with two minor changes to the off-the-shelf RMSprop optimizer. Vprop also reduces the memory requirements of Black-Box Variational Inference by half. We derive Vprop using the conjugate-computation variational inference method, and establish its connections to Newtons method, natural-gradient methods, and extended Kalman filters. Overall, this paper presents Vprop as a principled, computationally-efficient, and easy-to-implement method for Bayesian deep learning.
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