No Arabic abstract
Normalizing flows and generative adversarial networks (GANs) are both approaches to density estimation that use deep neural networks to transform samples from an uninformative prior distribution to an approximation of the data distribution. There is great interest in both for general-purpose statistical modeling, but the two approaches have seldom been compared to each other for modeling non-image data. The difficulty of computing likelihoods with GANs, which are implicit models, makes conducting such a comparison challenging. We work around this difficulty by considering several low-dimensional synthetic datasets. An extensive grid search over GAN architectures, hyperparameters, and training procedures suggests that no GAN is capable of modeling our simple low-dimensional data well, a task we view as a prerequisite for an approach to be considered suitable for general-purpose statistical modeling. Several normalizing flows, on the other hand, excelled at these tasks, even substantially outperforming WGAN in terms of Wasserstein distance---the metric that WGAN alone targets. Overall, normalizing flows appear to be more reliable tools for statistical inference than GANs.
A recent series of theoretical works showed that the dynamics of neural networks with a certain initialisation are well-captured by kernel methods. Concurrent empirical work demonstrated that kernel methods can come close to the performance of neural networks on some image classification tasks. These results raise the question of whether neural networks only learn successfully if kernels also learn successfully, despite neural networks being more expressive. Here, we show theoretically that two-layer neural networks (2LNN) with only a few hidden neurons can beat the performance of kernel learning on a simple Gaussian mixture classification task. We study the high-dimensional limit where the number of samples is linearly proportional to the input dimension, and show that while small 2LNN achieve near-optimal performance on this task, lazy training approaches such as random features and kernel methods do not. Our analysis is based on the derivation of a closed set of equations that track the learning dynamics of the 2LNN and thus allow to extract the asymptotic performance of the network as a function of signal-to-noise ratio and other hyperparameters. We finally illustrate how over-parametrising the neural network leads to faster convergence, but does not improve its final performance.
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-step portfolio choice problem. We demonstrate better generative quality in regard to underlying data and different decision-related quantities than strong, GAN-based baselines.
In this work, we describe practical lessons we have learned from successfully using contextual bandits (CBs) to improve key business metrics of the Microsoft Virtual Agent for customer support. While our current use cases focus on single step einforcement learning (RL) and mostly in the domain of natural language processing and information retrieval we believe many of our findings are generally applicable. Through this article, we highlight certain issues that RL practitioners may encounter in similar types of applications as well as offer practical solutions to these challenges.
Generative adversarial networks (GANs) have attracted intense interest in the field of generative models. However, few investigations focusing either on the theoretical analysis or on algorithm design for the approximation ability of the generator of GANs have been reported. This paper will first theoretically analyze GANs approximation property. Similar to the universal approximation property of the fully connected neural networks with one hidden layer, we prove that the generator with the input latent variable in GANs can universally approximate the potential data distribution given the increasing hidden neurons. Furthermore, we propose an approach named stochastic data generation (SDG) to enhance GANsapproximation ability. Our approach is based on the simple idea of imposing randomness through data generation in GANs by a prior distribution on the conditional probability between the layers. SDG approach can be easily implemented by using the reparameterization trick. The experimental results on synthetic dataset verify the improved approximation ability obtained by this SDG approach. In the practical dataset, four GANs using SDG can also outperform the corresponding traditional GANs when the model architectures are smaller.
Generative Adversarial Networks (GANs) have made releasing of synthetic images a viable approach to share data without releasing the original dataset. It has been shown that such synthetic data can be used for a variety of downstream tasks such as training classifiers that would otherwise require the original dataset to be shared. However, recent work has shown that the GAN models and their synthetically generated data can be used to infer the training set membership by an adversary who has access to the entire dataset and some auxiliary information. Current approaches to mitigate this problem (such as DPGAN) lead to dramatically poorer generated sample quality than the original non--private GANs. Here we develop a new GAN architecture (privGAN), where the generator is trained not only to cheat the discriminator but also to defend membership inference attacks. The new mechanism provides protection against this mode of attack while leading to negligible loss in downstream performances. In addition, our algorithm has been shown to explicitly prevent overfitting to the training set, which explains why our protection is so effective. The main contributions of this paper are: i) we propose a novel GAN architecture that can generate synthetic data in a privacy preserving manner without additional hyperparameter tuning and architecture selection, ii) we provide a theoretical understanding of the optimal solution of the privGAN loss function, iii) we demonstrate the effectiveness of our model against several white and black--box attacks on several benchmark datasets, iv) we demonstrate on three common benchmark datasets that synthetic images generated by privGAN lead to negligible loss in downstream performance when compared against non--private GANs.