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1 results

  • Stochastic differential equation approximations of generative adversarial network training and its long-run behavior

  • Part of
  • Haoyang Cao, Xin Guo
  • Journal:
    Journal of Applied Probability / Volume 61 / Issue 2 / June 2024
    Published online by Cambridge University Press:
    02 October 2023, pp. 465-489
    Print publication:
    June 2024
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  • This paper analyzes the training process of generative adversarial networks (GANs) via stochastic differential equations (SDEs). It first establishes SDE approximations for the training of GANs under stochastic gradient algorithms, with precise error bound analysis. It then describes the long-run behavior of GAN training via the invariant measures of its SDE approximations under proper conditions. This work builds a theoretical foundation for GAN training and provides analytical tools to study its evolution and stability.