Adversarial Learning of a Sampler Based on an Unnormalized Distribution

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Chunyuan Li, Ke Bai, Jianqiao Li, Guoyin Wang, Changyou Chen, Lawrence Carin ;
Proceedings of Machine Learning Research, PMLR 89:3302-3311, 2019.

Abstract

Fundamental aspects of adversarial learning are investigated, with learning based on samples from the target distribution (conventional GAN setup). With insights so garnered, adversarial learning is extended to the case for which one has access to an unnormalized form $u(x)$ of the target density function, but no samples. Further, new concepts in GAN regularization are developed, based on learning from samples or from $u(x)$. The proposed method is compared to alternative approaches, with encouraging results demonstrated across a range of applications, including deep soft Q-learning.

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