Asymptotic guarantees for generative modeling based on the smooth wasserstein distance

Ziv Goldfeld, Kristjan Greenewald, Kengo Kato

Research output: Contribution to journalConference articlepeer-review

10 Scopus citations

Abstract

Minimum distance estimation (MDE) gained recent attention as a formulation of (implicit) generative modeling. It considers minimizing, over model parameters, a statistical distance between the empirical data distribution and the model. This formulation lends itself well to theoretical analysis, but typical results are hindered by the curse of dimensionality. To overcome this and devise a scalable finite-sample statistical MDE theory, we adopt the framework of smooth 1-Wasserstein distance (SWD) W1(σ). The SWD was recently shown to preserve the metric and topological structure of classic Wasserstein distances, while enjoying dimension-free empirical convergence rates. In this work, we conduct a thorough statistical study of the minimum smooth Wasserstein estimators (MSWEs), first proving the estimator’s measurability and asymptotic consistency. We then characterize the limit distribution of the optimal model parameters and their associated minimal SWD. These results imply an O(n-1/2) generalization bound for generative modeling based on MSWE, which holds in arbitrary dimension. Our main technical tool is a novel high-dimensional limit distribution result for empirical W1(σ). The characterization of a nondegenerate limit stands in sharp contrast with the classic empirical 1-Wasserstein distance, for which a similar result is known only in the one-dimensional case. The validity of our theory is supported by empirical results, posing the SWD as a potent tool for learning and inference in high dimensions.

Original languageEnglish
JournalAdvances in Neural Information Processing Systems
Volume2020-December
StatePublished - 1 Jan 2020
Externally publishedYes
Event34th Conference on Neural Information Processing Systems, NeurIPS 2020 - Virtual, Online
Duration: 6 Dec 202012 Dec 2020

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Information Systems
  • Signal Processing

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