Learning Distributions by Generative Adversarial Networks: Approximation
and Generalization
- URL: http://arxiv.org/abs/2205.12601v1
- Date: Wed, 25 May 2022 09:26:17 GMT
- Title: Learning Distributions by Generative Adversarial Networks: Approximation
and Generalization
- Authors: Yunfei Yang
- Abstract summary: We study how well generative adversarial networks learn from finite samples by analyzing the convergence rates of these models.
Our analysis is based on a new inequality oracle that decomposes the estimation error of GAN into the discriminator and generator approximation errors.
For generator approximation error, we show that neural network can approximately transform a low-dimensional source distribution to a high-dimensional target distribution.
- Score: 0.6768558752130311
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We study how well generative adversarial networks (GAN) learn probability
distributions from finite samples by analyzing the convergence rates of these
models. Our analysis is based on a new oracle inequality that decomposes the
estimation error of GAN into the discriminator and generator approximation
errors, generalization error and optimization error. To estimate the
discriminator approximation error, we establish error bounds on approximating
H\"older functions by ReLU neural networks, with explicit upper bounds on the
Lipschitz constant of the network or norm constraint on the weights. For
generator approximation error, we show that neural network can approximately
transform a low-dimensional source distribution to a high-dimensional target
distribution and bound such approximation error by the width and depth of
neural network. Combining the approximation results with generalization bounds
of neural networks from statistical learning theory, we establish the
convergence rates of GANs in various settings, when the error is measured by a
collection of integral probability metrics defined through H\"older classes,
including the Wasserstein distance as a special case. In particular, for
distributions concentrated around a low-dimensional set, we show that the
convergence rates of GANs do not depend on the high ambient dimension, but on
the lower intrinsic dimension.
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