No Arabic abstract
Sliced-Wasserstein distance (SW) and its variant, Max Sliced-Wasserstein distance (Max-SW), have been used widely in the recent years due to their fast computation and scalability even when the probability measures lie in a very high dimensional space. However, SW requires many unnecessary projection samples to approximate its value while Max-SW only uses the most important projection, which ignores the information of other useful directions. In order to account for these weaknesses, we propose a novel distance, named Distributional Sliced-Wasserstein distance (DSW), that finds an optimal distribution over projections that can balance between exploring distinctive projecting directions and the informativeness of projections themselves. We show that the DSW is a generalization of Max-SW, and it can be computed efficiently by searching for the optimal push-forward measure over a set of probability measures over the unit sphere satisfying certain regularizing constraints that favor distinct directions. Finally, we conduct extensive experiments with large-scale datasets to demonstrate the favorable performances of the proposed distances over the previous sliced-based distances in generative modeling applications.
Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE), Song et al. (2021) demonstrate how the time inhomogeneous drift of the associated reverse-time SDE may be estimated using score-matching. A limitation of this approach is that the forward-time SDE must be run for a sufficiently long time for the final distribution to be approximately Gaussian. In contrast, solving the Schrodinger Bridge problem (SB), i.e. an entropy-regularized optimal transport problem on path spaces, yields diffusions which generate samples from the data distribution in finite time. We present Diffusion SB (DSB), an original approximation of the Iterative Proportional Fitting (IPF) procedure to solve the SB problem, and provide theoretical analysis along with generative modeling experiments. The first DSB iteration recovers the methodology proposed by Song et al. (2021), with the flexibility of using shorter time intervals, as subsequent DSB iterations reduce the discrepancy between the final-time marginal of the forward (resp. backward) SDE with respect to the prior (resp. data) distribution. Beyond generative modeling, DSB offers a widely applicable computational optimal transport tool as the continuous state-space analogue of the popular Sinkhorn algorithm (Cuturi, 2013).
Relational regularized autoencoder (RAE) is a framework to learn the distribution of data by minimizing a reconstruction loss together with a relational regularization on the latent space. A recent attempt to reduce the inner discrepancy between the prior and aggregated posterior distributions is to incorporate sliced fused Gromov-Wasserstein (SFG) between these distributions. That approach has a weakness since it treats every slicing direction similarly, meanwhile several directions are not useful for the discriminative task. To improve the discrepancy and consequently the relational regularization, we propose a new relational discrepancy, named spherical sliced fused Gromov Wasserstein (SSFG), that can find an important area of projections characterized by a von Mises-Fisher distribution. Then, we introduce two variants of SSFG to improve its performance. The first variant, named mixture spherical sliced fused Gromov Wasserstein (MSSFG), replaces the vMF distribution by a mixture of von Mises-Fisher distributions to capture multiple important areas of directions that are far from each other. The second variant, named power spherical sliced fused Gromov Wasserstein (PSSFG), replaces the vMF distribution by a power spherical distribution to improve the sampling time in high dimension settings. We then apply the new discrepancies to the RAE framework to achieve its new variants. Finally, we conduct extensive experiments to show that the new proposed autoencoders have favorable performance in learning latent manifold structure, image generation, and reconstruction.
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 process. The encoder network maps the observed samples to the latent space and the generator network maps the samples from the latent space to the data space. We establish the generalization error bound of the iWGAN to theoretically justify its performance. We further provide a rigorous probabilistic interpretation of our model under the framework of maximum likelihood estimation. The iWGAN, with a clear stopping criteria, has many advantages over other autoencoder GANs. The empirical experiments show that the iWGAN greatly mitigates the symptom of mode collapse, speeds up the convergence, and is able to provide a measurement of quality check for each individual sample. We illustrate the ability of the iWGAN by obtaining competitive and stable performances for benchmark datasets.
In this paper we study generative modeling via autoencoders while using the elegant geometric properties of the optimal transport (OT) problem and the Wasserstein distances. We introduce Sliced-Wasserstein Autoencoders (SWAE), which are generative models that enable one to shape the distribution of the latent space into any samplable probability distribution without the need for training an adversarial network or defining a closed-form for the distribution. In short, we regularize the autoencoder loss with the sliced-Wasserstein distance between the distribution of the encoded training samples and a predefined samplable distribution. We show that the proposed formulation has an efficient numerical solution that provides similar capabilities to Wasserstein Autoencoders (WAE) and Variational Autoencoders (VAE), while benefiting from an embarrassingly simple implementation.
We investigate under and overfitting in Generative Adversarial Networks (GANs), using discriminators unseen by the generator to measure generalization. We find that the model capacity of the discriminator has a significant effect on the generators model quality, and that the generators poor performance coincides with the discriminator underfitting. Contrary to our expectations, we find that generators with large model capacities relative to the discriminator do not show evidence of overfitting on CIFAR10, CIFAR100, and CelebA.