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This study proposes a new generative adversarial network (GAN) for generating realistic orders in financial markets. In some previous works, GANs for financial markets generated fake orders in continuous spaces because of GAN architectures'…

Machine Learning · Computer Science 2022-04-29 Masanori Hirano , Hiroki Sakaji , Kiyoshi Izumi

Despite remarkable empirical success, the training dynamics of generative adversarial networks (GAN), which involves solving a minimax game using stochastic gradients, is still poorly understood. In this work, we analyze last-iterate…

Machine Learning · Computer Science 2020-10-13 Ernest K. Ryu , Kun Yuan , Wotao Yin

This work presents the first statistical performance guarantees for group-invariant generative models. Many real data, such as images and molecules, are invariant to certain group symmetries, which can be taken advantage of to learn more…

Machine Learning · Statistics 2025-03-12 Ziyu Chen , Markos A. Katsoulakis , Luc Rey-Bellet , Wei Zhu

Generative adversarial networks (GANs) are a learning framework that rely on training a discriminator to estimate a measure of difference between a target and generated distributions. GANs, as normally formulated, rely on the generated…

Machine Learning · Statistics 2018-02-23 R Devon Hjelm , Athul Paul Jacob , Tong Che , Adam Trischler , Kyunghyun Cho , Yoshua Bengio

The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…

Machine Learning · Computer Science 2023-02-17 Nicholas M. Boffi , Eric Vanden-Eijnden

Generative adversarial networks (GANs) are a class of machine-learning models that use adversarial training to generate new samples with the same (potentially very complex) statistics as the training samples. One major form of training…

Disordered Systems and Neural Networks · Physics 2022-12-12 Steven Durr , Youssef Mroueh , Yuhai Tu , Shenshen Wang

The $L^2$ gradient flow of the Ginzburg-Landau free energy functional leads to the Allen Cahn equation that is widely used for modeling phase separation. Machine learning methods for solving the Allen-Cahn equation in its strong form suffer…

Machine Learning · Computer Science 2025-03-27 Revanth Mattey , Susanta Ghosh

The scarcity of labeled data is a long-standing challenge for many machine learning tasks. We propose our gradient flow method to leverage the existing dataset (i.e., source) to generate new samples that are close to the dataset of interest…

Machine Learning · Computer Science 2023-11-06 Xinru Hua , Truyen Nguyen , Tam Le , Jose Blanchet , Viet Anh Nguyen

Though generative adversarial networks (GANs) areprominent models to generate realistic and crisp images,they often encounter the mode collapse problems and arehard to train, which comes from approximating the intrinsicdiscontinuous…

Computer Vision and Pattern Recognition · Computer Science 2020-01-28 Dongsheng An , Yang Guo , Min Zhang , Xin Qi , Na Lei , Shing-Tung Yau , Xianfeng Gu

We propose a general framework to learn deep generative models via \textbf{V}ariational \textbf{Gr}adient Fl\textbf{ow} (VGrow) on probability spaces. The evolving distribution that asymptotically converges to the target distribution is…

Machine Learning · Computer Science 2019-05-07 Yuan Gao , Yuling Jiao , Yang Wang , Yao Wang , Can Yang , Shunkang Zhang

Physics-informed deep learning have recently emerged as an effective tool for leveraging both observational data and available physical laws. Physics-informed neural networks (PINNs) and deep operator networks (DeepONets) are two such…

Numerical Analysis · Mathematics 2023-02-22 Xuhui Meng

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

Flow matching has emerged as a simulation-free alternative to diffusion-based generative modeling, producing samples by solving an ODE whose time-dependent velocity field is learned along an interpolation between a simple source…

Machine Learning · Statistics 2026-04-10 Shivam Kumar , Yixin Wang , Lizhen Lin

Drawing from the theory of stochastic differential equations, we introduce a novel sampling method for known distributions and a new algorithm for diffusion generative models with unknown distributions. Our approach is inspired by the…

Statistics Theory · Mathematics 2024-07-12 Xicheng Zhang

We propose a discrete latent distribution for Generative Adversarial Networks (GANs). Instead of drawing latent vectors from a continuous prior, we sample from a finite set of learnable latents. However, a direct parametrization of such a…

Computer Vision and Pattern Recognition · Computer Science 2023-05-02 Evangelos Ntavelis , Mohamad Shahbazi , Iason Kastanis , Radu Timofte , Martin Danelljan , Luc Van Gool

Generative adversarial networks (GANs) learn a target probability distribution by optimizing a generator and a discriminator with minimax objectives. This paper addresses the question of whether such optimization actually provides the…

Machine Learning · Computer Science 2024-04-11 Yuhta Takida , Masaaki Imaizumi , Takashi Shibuya , Chieh-Hsin Lai , Toshimitsu Uesaka , Naoki Murata , Yuki Mitsufuji

Generative adversarial networks are a novel method for statistical inference that have achieved much empirical success; however, the factors contributing to this success remain ill-understood. In this work, we attempt to analyze generative…

Machine Learning · Computer Science 2018-09-13 Shuang Liu , Kamalika Chaudhuri

Parameter inference in ordinary differential equations is an important problem in many applied sciences and in engineering, especially in a data-scarce setting. In this work, we introduce a novel generative modeling approach based on…

Machine Learning · Computer Science 2019-12-06 Philippe Wenk , Gabriele Abbati , Michael A Osborne , Bernhard Schölkopf , Andreas Krause , Stefan Bauer

In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…

Machine Learning · Computer Science 2016-01-06 John Schulman , Nicolas Heess , Theophane Weber , Pieter Abbeel

Generative Adversarial Networks (GANs) have proven to be a powerful framework for learning to draw samples from complex distributions. However, GANs are also notoriously difficult to train, with mode collapse and oscillations a common…

Machine Learning · Statistics 2018-11-28 Kevin J Liang , Chunyuan Li , Guoyin Wang , Lawrence Carin