Understand the dynamics of GANs via Primal-Dual Optimization
Generative adversarial network (GAN) is one of the best known unsupervised learning techniques these days due to its superior ability to learn data distributions. In spite of its great success in applications, GAN is known to be notoriously hard to train. The tremendous amount of time it takes to run the training algorithm and its sensitivity to hyper-parameter tuning have been haunting researchers in this area. To resolve these issues, we need to first understand how GANs work. Herein, we take a step toward this direction by examining the dynamics of GANs. We relate a large class of GANs including the Wasserstein GANs to max-min optimization problems with the coupling term being linear over the discriminator. By developing new primal-dual optimization tools, we show that, with a proper stepsize choice, the widely used first-order iterative algorithm in training GANs would in fact converge to a stationary solution with a sublinear rate. The same framework also applies to multi-task learning and distributional robust learning problems. We verify our analysis on numerical examples with both synthetic and real data sets. We hope our analysis shed light on future studies on the theoretical properties of relevant machine learning problems.
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MNIST
