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Learning to generate via MMD optimization
Proceedings of the 31st Conference on Uncertainty in Artificial Intelligence, PMLR R13:702-711, 2015.
Abstract
We consider learning to generate samples from an unknown distribution given i.i.d. data. In particular, learning is cast as optimizing a transport function to minimize a two-sample test statistic—informally speaking, a good transport function produces samples that cause a two-sample test to fail to reject the null hypothesis. As our objective function, we use an unbiased estimator of the maximum mean discrepancy that is the test statistic underlying the kernel two-sample test proposed by Gretton et al. (2012). We compare to recent proposals for learning generative models and give bounds on the generalization error incurred from optimizing the empirical MMD.