论文标题
甘斯可能没有纳什平衡
GANs May Have No Nash Equilibria
论文作者
论文摘要
生成对手网络(GAN)代表两个机器玩家(生成器和一个歧视器)之间的零和游戏,旨在学习数据的分布。尽管GAN在几项基准学习任务中取得了最新的表现,但GAN Minimax优化仍然带来了巨大的理论和经验挑战。使用一阶优化方法训练的gan通常无法收敛到稳定的解决方案,在该解决方案中,玩家无法改善其目标,即基础游戏的NASH平衡。这些问题提出了一个问题,即GAN零和游戏中NASH平衡解决方案的存在。在这项工作中,我们通过几个理论和数值结果表明,Gan零和游戏可能没有任何局部NASH均衡。为了表征适用于gan的平衡概念,我们考虑了一个新的零和游戏的平衡,其目标函数由应用于原始目标的近端运算符给出,这是我们称之为近端平衡的解决方案。与NASH平衡不同,近端平衡捕获了GAN的顺序性质,其中发电机首先移动了歧视器。我们证明Wasserstein Gan问题中的最佳生成模型提供了近端平衡。受这些结果的启发,我们提出了一种新方法,我们称之为近端培训,以解决GAN问题。我们讨论了几个数值实验,证明了GAN minimax问题中近端平衡溶液的存在。
Generative adversarial networks (GANs) represent a zero-sum game between two machine players, a generator and a discriminator, designed to learn the distribution of data. While GANs have achieved state-of-the-art performance in several benchmark learning tasks, GAN minimax optimization still poses great theoretical and empirical challenges. GANs trained using first-order optimization methods commonly fail to converge to a stable solution where the players cannot improve their objective, i.e., the Nash equilibrium of the underlying game. Such issues raise the question of the existence of Nash equilibrium solutions in the GAN zero-sum game. In this work, we show through several theoretical and numerical results that indeed GAN zero-sum games may not have any local Nash equilibria. To characterize an equilibrium notion applicable to GANs, we consider the equilibrium of a new zero-sum game with an objective function given by a proximal operator applied to the original objective, a solution we call the proximal equilibrium. Unlike the Nash equilibrium, the proximal equilibrium captures the sequential nature of GANs, in which the generator moves first followed by the discriminator. We prove that the optimal generative model in Wasserstein GAN problems provides a proximal equilibrium. Inspired by these results, we propose a new approach, which we call proximal training, for solving GAN problems. We discuss several numerical experiments demonstrating the existence of proximal equilibrium solutions in GAN minimax problems.