Learning in Implicit Generative Models

TL;DR

This paper provides a comprehensive theoretical framework for understanding GANs as implicit generative models, connecting them to statistical inference, density ratio estimation, and related fields, and exploring new inference methods.

Contribution

It develops a unifying view of GANs within the broader context of likelihood-free inference and density ratio estimation, linking diverse approaches and suggesting future research directions.

Findings

GANs can be derived from hypothesis testing principles.

Multiple methods for density ratio estimation are related and can be unified.

The paper highlights new likelihood-free inference techniques for implicit models.

Abstract

Generative adversarial networks (GANs) provide an algorithmic framework for constructing generative models with several appealing properties: they do not require a likelihood function to be specified, only a generating procedure; they provide samples that are sharp and compelling; and they allow us to harness our knowledge of building highly accurate neural network classifiers. Here, we develop our understanding of GANs with the aim of forming a rich view of this growing area of machine learning---to build connections to the diverse set of statistical thinking on this topic, of which much can be gained by a mutual exchange of ideas. We frame GANs within the wider landscape of algorithms for learning in implicit generative models--models that only specify a stochastic procedure with which to generate data--and relate these ideas to modelling problems in related fields, such as econometrics and approximate Bayesian computation. We develop likelihood-free inference methods and highlight hypothesis testing as a principle for learning in implicit generative models, using which we are able to derive the objective function used by GANs, and many other related objectives. The testing viewpoint directs our focus to the general problem of density ratio estimation. There are four approaches for density ratio estimation, one of which is a solution using classifiers to distinguish real from generated data. Other approaches such as divergence minimisation and moment matching have also been explored in the GAN literature, and we synthesise these views to form an understanding in terms of the relationships between them and the wider literature, highlighting avenues for future exploration and cross-pollination.