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Generative Adversarial Networks Stefano Ermon, Aditya Grover Stanford University Lecture 9 Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 1 / 23

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Page 1: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Generative Adversarial Networks

Stefano Ermon, Aditya Grover

Stanford University

Lecture 9

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 1 / 23

Page 2: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Recap

Model families

Autoregressive Models: pθ(x) =∏n

i=1 pθ(xi |x<i )Variational Autoencoders: pθ(x) =

∫pθ(x, z)dz

Normalizing Flow Models: pX (x; θ) = pZ(f−1θ (x)

) ∣∣∣det(∂f−1θ (x)∂x

)∣∣∣All the above families are based on maximizing likelihoods (orapproximations)

Is the likelihood a good indicator of the quality of samples generatedby the model?

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 2 / 23

Page 3: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Towards likelihood-free learning

Case 1: Optimal generative model will give best sample quality andhighest test log-likelihood

For imperfect models, achieving high log-likelihoods might not alwaysimply good sample quality, and vice-versa (Theis et al., 2016)

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 3 / 23

Page 4: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Towards likelihood-free learning

Case 2: Great test log-likelihoods, poor samples. E.g., For a discretenoise mixture model pθ(x) = 0.01pdata(x) + 0.99pnoise(x)

99% of the samples are just noiseTaking logs, we get a lower bound

log pθ(x) = log[0.01pdata(x) + 0.99pnoise(x)]

≥ log 0.01pdata(x) = log pdata(x)− log 100

For expected likelihoods, we know that

Lower bound

Epdata [log pθ(x)] ≥ Epdata [log pdata(x)]− log 100

Upper bound (via non-negativity of KL)

Epdata [log pdata(x))] ≥ Epdata [log pθ(x)]As we increase the dimension of x, absolute value of log pdata(x)increases proportionally but log 100 remains constant. Hence,Epdata

[log pθ(x)] ≈ Epdata[log pdata(x)] in very high dimensions

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 4 / 23

Page 5: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Towards likelihood-free learning

Case 3: Great samples, poor test log-likelihoods. E.g., Memorizingtraining set

Samples look exactly like the training set (cannot do better!)Test set will have zero probability assigned (cannot do worse!)

The above cases suggest that it might be useful to disentanglelikelihoods and samples

Likelihood-free learning consider objectives that do not dependdirectly on a likelihood function

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 5 / 23

Page 6: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Comparing distributions via samples

Given a finite set of samples from two distributions S1 = {x ∼ P} andS2 = {x ∼ Q}, how can we tell if these samples are from the samedistribution? (i.e., P = Q?)

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 6 / 23

Page 7: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Two-sample tests

Given S1 = {x ∼ P} and S2 = {x ∼ Q}, a two-sample testconsiders the following hypotheses

Null hypothesis H0: P = QAlternate hypothesis H1: P 6= Q

Test statistic T compares S1 and S2 e.g., difference in means,variances of the two sets of samples

If T is less than a threshold α, then accept H0 else reject it

Key observation: Test statistic is likelihood-free since it does notinvolve P or Q (only samples)

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 7 / 23

Page 8: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Generative modeling and two-sample tests

Apriori we assume direct access to S1 = D = {x ∼ pdata}In addition, we have a model distribution pθ

Assume that the model distribution permits efficient sampling (e.g.,directed models). Let S2 = {x ∼ pθ}Alternate notion of distance between distributions: Train thegenerative model to minimize a two-sample test objective between S1and S2

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 8 / 23

Page 9: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Two-Sample Test via a Discriminator

Finding a two-sample test objective in high dimensions is hard

In the generative model setup, we know that S1 and S2 come fromdifferent distributions pdata and pθ respectively

Key idea: Learn a statistic that maximizes a suitable notion ofdistance between the two sets of samples S1 and S2

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 9 / 23

Page 10: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Generative Adversarial Networks

A two player minimax game between a generator and adiscriminator

x

z

Gθ

GeneratorDirected, latent variable model with a deterministic mapping between zand x given by GθMinimizes a two-sample test objective (in support of the nullhypothesis pdata = pθ)

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 10 / 23

Page 11: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Generative Adversarial Networks

A two player minimax game between a generator and a discriminator

x

y

Dφ

DiscriminatorAny function (e.g., neural network) which tries to distinguish “real”samples from the dataset and “fake” samples generated from the modelMaximizes the two-sample test objective (in support of the alternatehypothesis pdata 6= pθ)

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 11 / 23

Page 12: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Example of GAN objective

Training objective for discriminator:

maxD

V (G ,D) = Ex∼pdata [logD(x)] + Ex∼pG [log(1− D(x))]

For a fixed generator G , the discriminator is performing binaryclassification with the cross entropy objective

Assign probability 1 to true data points x ∼ pdataAssing probability 0 to fake samples x ∼ pG

Optimal discriminator

D∗G (x) =

pdata(x)

pdata(x) + pG (x)

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 12 / 23

Page 13: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Example of GAN objective

Training objective for generator:

minG

V (G ,D) = Ex∼pdata [logD(x)] + Ex∼pG [log(1− D(x))]

For the optimal discriminator D∗G (·), we have

V (G ,D∗G (x))

= Ex∼pdata

[log pdata(x)

pdata(x)+pG (x)

]+ Ex∼pG

[log pG (x)

pdata(x)+pG (x)

]= Ex∼pdata

[log pdata(x)

pdata(x)+pG (x)

2

]+ Ex∼pG

[log pG (x)

pdata(x)+pG (x)

2

]− log 4

= DKL

[pdata,

pdata + pG2

]+ DKL

[pG ,

pdata + pG2

]︸ ︷︷ ︸

2×Jenson-Shannon Divergence (JSD)

− log 4

= 2DJSD [pdata, pG ]− log 4

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 13 / 23

Page 14: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Jenson-Shannon Divergence

Also called as the symmetric KL divergence

DJSD [p, q] =1

2

(DKL

[p,

p + q

2

]+ DKL

[q,

p + q

2

])Properties

DJSD [p, q] ≥ 0DJSD [p, q] = 0 iff p = qDJSD [p, q] = DJSD [q, p]√DJSD [p, q] satisfies triangle inequality → Jenson-Shannon Distance

Optimal generator for the JSD/Negative Cross Entropy GAN

pG = pdata

For the optimal discriminator D∗G∗(·) and generator G ∗(·), we have

V (G ∗,D∗G∗(x)) = − log 4

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 14 / 23

Page 15: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

The GAN training algorithm

Sample minibatch of m training points x(1), x(2), . . . , x(m) from DSample minibatch of m noise vectors z(1), z(2), . . . , z(m) from pz

Update the generator parameters θ by stochastic gradient descent

∇θV (Gθ,Dφ) =1

m∇θ

m∑i=1

log(1− Dφ(Gθ(z(i))))

Update the discriminator parameters φ by stochastic gradient ascent

∇φV (Gθ,Dφ) =1

m∇φ

m∑i=1

[logDφ(x(i)) + log(1− Dφ(Gθ(z(i))))]

Repeat for fixed number of epochs

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 15 / 23

Page 16: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Alternating optimization in GANs

minθ

maxφ

V (Gθ,Dφ) = Ex∼pdata [logDφ(x)] + Ez∼p(z)[log(1− Dφ(Gθ(z)))]

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 16 / 23

Page 17: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Which one is real?

Both images are generated via GANs!

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 17 / 23

Page 18: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Frontiers in GAN research

GANs have been successfully applied to several domains and tasks

However, working with GANs can be very challenging in practice

Unstable optimizationMode collapseEvaluation

Many bag of tricks applied to train GANs successfully

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 18 / 23

Page 19: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Optimization challenges

Theorem (informal): If the generator updates are made in functionspace and discriminator is optimal at every step, then the generator isguaranteed to converge to the data distribution

Unrealistic assumptions!

In practice, the generator and discriminator loss keeps oscillatingduring GAN training

No robust stopping criteria in practice (unlike likelihood basedlearning)

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 19 / 23

Page 20: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Mode Collapse

GANs are notorious for suffering from mode collapse

Intuitively, this refers to the phenomena where the generator of aGAN collapses to one or few samples (dubbed as “modes”)

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 20 / 23

Page 21: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Mode Collapse

True distribution is a mixture of Gaussians

The generator distribution keeps oscillating between different modes

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 21 / 23

Page 22: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Mode Collapse

Fixes to mode collapse are mostly empirically driven: alternatearchitectures, adding regularization terms, injecting small noiseperturbations etc.

https://github.com/soumith/ganhacks

How to Train a GAN? Tips and tricks to make GANs work bySoumith Chintala

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 22 / 23

https://github.com/soumith/ganhacks
Page 23: Generative Adversarial NetworksGenerative Adversarial Networks A two player minimax game between a generator and a discriminator x y D ˚ Discriminator Any function (e.g., neural network)

Beauty lies in the eyes of the discriminator

GAN generated art auctioned at Christie’s.

Stefano Ermon, Aditya Grover (AI Lab) Deep Generative Models Lecture 9 23 / 23


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