Connecting GANs and MFGs

02/10/2020

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by   Haoyang Cao, et al.

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Generative Adversarial Networks (GANs), introduced in 2014 [12], have celebrated great empirical success, especially in image generation and processing. Meanwhile, Mean-Field Games (MFGs), established in [17] and [16] as analytically feasible approximations for N-player games, have experienced rapid growth in theoretical studies. In this paper, we establish theoretical connections between GANs and MFGs. Interpreting MFGs as GANs, on one hand, allows us to devise GANs-based algorithm to solve MFGs. Interpreting GANs as MFGs, on the other hand, provides a new and probabilistic foundation for GANs. Moreover, this interpretation helps establish an analytical connection between GANs and Optimal Transport (OT) problems.