Generalized Regression with Conditional GANs

TL;DR

This paper introduces a novel regression method using conditional GANs that learns to produce outputs indistinguishable from real data, offering better flexibility and performance especially on complex, heavy-tailed datasets.

Contribution

It proposes a new GAN-based regression framework that extends generalized linear models to neural networks, improving data representation and regression accuracy.

Findings

Outperforms standard regression on synthetic datasets.

Shows superior results on real-world heavy-tailed datasets.

Provides a reproducible implementation with open-source code.

Abstract

Regression is typically treated as a curve-fitting process where the goal is to fit a prediction function to data. With the help of conditional generative adversarial networks, we propose to solve this age-old problem in a different way; we aim to learn a prediction function whose outputs, when paired with the corresponding inputs, are indistinguishable from feature-label pairs in the training dataset. We show that this approach to regression makes fewer assumptions on the distribution of the data we are fitting to and, therefore, has better representation capabilities. We draw parallels with generalized linear models in statistics and show how our proposal serves as an extension of them to neural networks. We demonstrate the superiority of this new approach to standard regression with experiments on multiple synthetic and publicly available real-world datasets, finding encouraging results, especially with real-world heavy-tailed regression datasets. To make our work more reproducible, we release our source code. Link to repository: https://anonymous.4open.science/r/regressGAN-7B71/