Vanilla GANs are connected to Wasserstein distance for better understanding.
arXiv research
A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Trend · papers per month
Generative Adversarial Networks are known for their high quality outputs and versatility. However, they also suffer the mode collapse in their output data distribution. There have been many efforts to revamp GANs model and reduce mode collapse. This paper focuses on two of these models, PacGAN and VEEGAN. This paper ex…
This work investigates image augmentations for GAN training, improving image quality.
A study on -GANs proving convergence and estimation guarantees.
Survey of GANs and autoencoders, addressing mode collapse and likelihood issues.
Improved GANs estimate convergence rate for density estimation.
Improves GAN-based semi-supervised learning with consistency regularization.
Generative adversarial network (GAN) is a minimax game between a generator mimicking the true model and a discriminator distinguishing the samples produced by the generator from the real training samples. Given an unconstrained discriminator able to approximate any function, this game reduces to finding the generative …
TorchGAN is a PyTorch based framework for writing succinct and comprehensible code for training and evaluation of Generative Adversarial Networks. The framework's modular design allows effortless customization of the model architecture, loss functions, training paradigms, and evaluation metrics. The key features of Tor…
We developed a new class of physics-informed generative adversarial networks (PI-GANs) to solve in a unified manner forward, inverse and mixed stochastic problems based on a limited number of scattered measurements. Unlike standard GANs relying only on data for training, here we encoded into the architecture of GANs th…
The paper introduces a new Wasserstein distance for approximating posteriors in inverse problems.
Kernels are powerful and versatile tools in machine learning and statistics. Although the notion of universal kernels and characteristic kernels has been studied, kernel selection still greatly influences the empirical performance. While learning the kernel in a data driven way has been investigated, in this paper we e…
Owing to their connection with generative adversarial networks (GANs), saddle-point problems have recently attracted considerable interest in machine learning and beyond. By necessity, most theoretical guarantees revolve around convex-concave (or even linear) problems; however, making theoretical inroads towards effici…
This paper predicts stock prices using BERT for sentiment analysis and GAN for technical indicators.
New algorithms improve convergence of minimax optimization.
Improved LIME robustness against adversarial manipulation.
Optimal hedging strategies for exotic options using vanilla options.
We present a generative autoencoder that provides fast encoding, faithful reconstructions (eg. retaining the identity of a face), sharp generated/reconstructed samples in high resolutions, and a well-structured latent space that supports semantic manipulation of the inputs. There are no current autoencoder or GAN model…
FELICIA uses a centralized adversary to improve synthetic medical image generation.
Paper uses AI for more efficient hedging of financial options.
This paper uses basket option formulas to price vanilla options with discrete dividends.
DDSME outperforms SME in estimating multimodal distributions.
A new GAN model -GAN with tunable loss function addresses gradient vanishing and mode collapse issues.
GANs can approximate SDEs for large time steps.
Deep vanilla transformers trained without shortcuts achieve similar performance to standard models.
Understanding proper distance measures between distributions is at the core of several learning tasks such as generative models, domain adaptation, clustering, etc. In this work, we focus on mixture distributions that arise naturally in several application domains where the data contains different sub-populations. For …
Vanilla Bayesian optimization performs well in high dimensions.
Generative adversarial networks (GANs) have enjoyed much success in learning high-dimensional distributions. Learning objectives approximately minimize an -divergence (-GANs) or an integral probability metric (Wasserstein GANs) between the model and the data distribution using a discriminator. Wasserstein GANs en…
Prb-GAN uses dropout and variational inference to improve GAN performance.
New method uses neural networks for better financial hedging.
Vanilla SGD learns SIM from anisotropic data without explicit covariance estimation.
We propose Unbalanced GANs, which pre-trains the generator of the generative adversarial network (GAN) using variational autoencoder (VAE). We guarantee the stable training of the generator by preventing the faster convergence of the discriminator at early epochs. Furthermore, we balance between the generator and the d…
Generative Adversarial Networks (GANs) are powerful models for learning complex distributions. Stable training of GANs has been addressed in many recent works which explore different metrics between distributions. In this paper we introduce Fisher GAN which fits within the Integral Probability Metrics (IPM) framework f…
A recent technical breakthrough in the domain of machine learning is the discovery and the multiple applications of Generative Adversarial Networks (GANs). Those generative models are computationally demanding, as a GAN is composed of two deep neural networks, and because it trains on large datasets. A GAN is generally…
We investigate the training and performance of generative adversarial networks using the Maximum Mean Discrepancy (MMD) as critic, termed MMD GANs. As our main theoretical contribution, we clarify the situation with bias in GAN loss functions raised by recent work: we show that gradient estimators used in the optimizat…
Empirical study shows GANs overfit and drop modes when training is deterministic.
GANs analyzed for performance and training issues.
Generative Adversarial Networks (GANs) have been used in several machine learning tasks such as domain transfer, super resolution, and synthetic data generation. State-of-the-art GANs often use tens of millions of parameters, making them expensive to deploy for applications in low SWAP (size, weight, and power) hardwar…
Despite excellent progress in recent years, mode collapse remains a major unsolved problem in generative adversarial networks (GANs).In this paper, we present spectral regularization for GANs (SR-GANs), a new and robust method for combating the mode collapse problem in GANs. Theoretical analysis shows that the optimal …
Several dihedral angles prediction methods were developed for protein structure prediction and their other applications. However, distribution of predicted angles would not be similar to that of real angles. To address this we employed generative adversarial networks (GAN). Generative adversarial networks are composed …
Generative adversarial networks (GAN) have been effective for learning generative models for real-world data. However, existing GANs (GAN and its variants) tend to suffer from training problems such as instability and mode collapse. In this paper, we propose a novel GAN framework called evolutionary generative adversar…
Unified framework compresses GANs up to 47x with minimal quality loss.
This paper uses SDEs to analyze GANs training and long-run behavior.
Generative adversarial networks (GANs) are a hot research topic recently. GANs have been widely studied since 2014, and a large number of algorithms have been proposed. However, there is few comprehensive study explaining the connections among different GANs variants, and how they have evolved. In this paper, we attemp…
Generative Adversarial Networks (GANs) are a revolutionary class of Deep Neural Networks (DNNs) that have been successfully used to generate realistic images, music, text, and other data. However, GAN training presents many challenges, notably it can be very resource-intensive. A potential weakness in GANs is that it r…
Generative Adversarial Networks (GANs) are a powerful class of generative models. Despite their successes, the most appropriate choice of a GAN network architecture is still not well understood. GAN models for image synthesis have adopted a deep convolutional network architecture, which eliminates or minimizes the use …
FE-GAN improves VaR and ES estimation in financial risk management.
Algorithm improves vanilla option pricing accuracy during and before COVID-19.