Geometrical Insights for Implicit Generative Modeling

12/21/2017 ∙ by Leon Bottou, et al. ∙ 0

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the Maximum Mean Discrepancy criterion. A careful look at the geometries induced by these distances on the space of probability measures reveals interesting differences. In particular, we can establish surprising approximate global convergence guarantees for the 1-Wasserstein distance,even when the parametric generator has a nonconvex parametrization.



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