No Arabic abstract
In this article, we consider the problem of high-dimensional conditional independence testing, which is a key building block in statistics and machine learning. We propose a double generative adversarial networks (GANs)-based inference procedure. We first introduce a double GANs framework to learn two generators, and integrate the two generators to construct a doubly-robust test statistic. We next consider multiple generalized covariance measures, and take their maximum as our test statistic. Finally, we obtain the empirical distribution of our test statistic through multiplier bootstrap. We show that our test controls type-I error, while the power approaches one asymptotically. More importantly, these theoretical guarantees are obtained under much weaker and practically more feasible conditions compared to existing tests. We demonstrate the efficacy of our test through both synthetic and real datasets.
We consider the hypothesis testing problem of detecting conditional dependence, with a focus on high-dimensional feature spaces. Our contribution is a new test statistic based on samples from a generative adversarial network designed to approximate directly a conditional distribution that encodes the null hypothesis, in a manner that maximizes power (the rate of true negatives). We show that such an approach requires only that density approximation be viable in order to ensure that we control type I error (the rate of false positives); in particular, no assumptions need to be made on the form of the distributions or feature dependencies. Using synthetic simulations with high-dimensional data we demonstrate significant gains in power over competing methods. In addition, we illustrate the use of our test to discover causal markers of disease in genetic data.
Recently, sampling methods have been successfully applied to enhance the sample quality of Generative Adversarial Networks (GANs). However, in practice, they typically have poor sample efficiency because of the independent proposal sampling from the generator. In this work, we propose REP-GAN, a novel sampling method that allows general dependent proposals by REParameterizing the Markov chains into the latent space of the generator. Theoretically, we show that our reparameterized proposal admits a closed-form Metropolis-Hastings acceptance ratio. Empirically, extensive experiments on synthetic and real datasets demonstrate that our REP-GAN largely improves the sample efficiency and obtains better sample quality simultaneously.
We develop a novel method for training of GANs for unsupervised and class conditional generation of images, called Linear Discriminant GAN (LD-GAN). The discriminator of an LD-GAN is trained to maximize the linear separability between distributions of hidden representations of generated and targeted samples, while the generator is updated based on the decision hyper-planes computed by performing LDA over the hidden representations. LD-GAN provides a concrete metric of separation capacity for the discriminator, and we experimentally show that it is possible to stabilize the training of LD-GAN simply by calibrating the update frequencies between generators and discriminators in the unsupervised case, without employment of normalization methods and constraints on weights. In the class conditional generation tasks, the proposed method shows improved training stability together with better generalization performance compared to WGAN that employs an auxiliary classifier.
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.
A conditional Generative Adversarial Network allows for generating samples conditioned on certain external information. Being able to recover latent and conditional vectors from a condi- tional GAN can be potentially valuable in various applications, ranging from image manipulation for entertaining purposes to diagnosis of the neural networks for security purposes. In this work, we show that it is possible to recover both latent and conditional vectors from generated images given the generator of a conditional generative adversarial network. Such a recovery is not trivial due to the often multi-layered non-linearity of deep neural networks. Furthermore, the effect of such recovery applied on real natural images are investigated. We discovered that there exists a gap between the recovery performance on generated and real images, which we believe comes from the difference between generated data distribution and real data distribution. Experiments are conducted to evaluate the recovered conditional vectors and the reconstructed images from these recovered vectors quantitatively and qualitatively, showing promising results.