美文网首页
McGan: Mean and Covariance Featu

McGan: Mean and Covariance Featu

作者: 馒头and花卷 | 来源:发表于2020-04-16 21:08 被阅读0次

Mroueh Y, Sercu T, Goel V, et al. McGan: Mean and Covariance Feature Matching GAN[J]. arXiv: Learning, 2017.

@article{mroueh2017mcgan:,
title={McGan: Mean and Covariance Feature Matching GAN},
author={Mroueh, Youssef and Sercu, Tom and Goel, Vaibhava},
journal={arXiv: Learning},
year={2017}}

利用均值和协方差构建IPM, 获得相应的mean GAN 和 covariance gan.

主要内容

IPM:
d_{\mathscr{F}} (\mathbb{P}, \mathbb{Q}) = \sup_{f \in \mathscr{F}} |\mathbb{E}_{x \sim \mathbb{P}} f(x) - \mathbb{E}_{x \sim \mathbb{Q}} f(x)|.
\mathscr{F}是对称空间, 即f\in \mathscr{F} \rightarrow -f \in \mathscr{F},可得
d_{\mathscr{F}} (\mathbb{P}, \mathbb{Q}) = \sup_{f \in \mathscr{F}} \big \{\mathbb{E}_{x \sim \mathbb{P}} f(x) - \mathbb{E}_{x \sim \mathbb{Q}} f(x) \big\}.

Mean Matching IPM

\mathscr{F}_{v,w,p}:= \{f(x)=\langle v, \Phi_w(x) \rangle | v\in \mathbb{R}^m, \|v\|_p \le 1, \Phi_w:\mathcal{X} \rightarrow \mathbb{R}^m, w \in \Omega\},
其中\|\cdot \|_p表示\ell_p范数, \Phi_w往往用网络来表示, 我们可通过截断w来使得\mathscr{F}_{v,w,p}为有界线性函数空间(有界从而使得后面推导中\sup成为\max).

在这里插入图片描述
其中

最后一个等式的成立是因为:
\|x\|_* = \max \{\langle v, x \rangle | \|v\| \le 1\},
\| \cdot \|_p的对偶范数是\|\cdot\|_q, \frac{1}{p}+\frac{1}{q}=1.

prime

整个GAN的训练过程即为
\tag{3} \min_{g_\theta} \max_{w \in \Omega} \max_{v, \|v\|_p \le 1} \mathscr{L}_{\mu} (v,w,\theta),
其中
\mathscr{L}_{\mu} (v,w,\theta) = \langle v, \mathbb{E}_{x \in \mathbb{P}_r} \Phi_w(x) - \mathbb{E}_{z \sim p(z)} \Phi_w(g_{\theta} (z)) \rangle.

估计形式为


在这里插入图片描述

dual

也有对应的dual形态
\tag{4} \min_{g_\theta} \max_{w \in \Omega} \|\mu_w(\mathbb{P}_r) - \mu_w (\mathbb{P}_{\theta})\|_q.

在这里插入图片描述

Covariance Feature Matching IPM

\mathscr{F}_{U, V,w} := \{f(x)= \sum_{j=1}^k \langle u_j, \Phi_w(x) \rangle \langle v_j, \Phi_w(x)\rangle, \langle u_i, u_j \rangle = \langle v_i, v_j \rangle =0, i \not = j, else \:1 \},
等价于
\mathscr{F}_{U, V,w} := \{f(x)= \langle U^T \Phi_w(x), V^T\Phi_w(x) \rangle, U^TU=I_k, V^TV=I_k, w \in \Omega \}.

并有


在这里插入图片描述

其中[A]_k表示Ak阶近似, 如果A = \sum_i \sigma_iu_iv_i^T, \sigma_1\ge \sigma_2,\ldots, 则[A]_k=\sum_{i=1}^k \sigma_i u_iv_i^T. \mathcal{O}_{m,k} := \{M \in \mathbb{R}^{m \times k} | M^TM = I_k \}, \|A\|_*=\sum_i \sigma_i表示算子范数.

prime

\tag{6} \min_{g_\theta} \max_{w \in \Omega} \max_{U,V \in \mathcal{P}_{m, k}} \mathscr{L}_{\sigma} (U, V,w,\theta),
其中
\mathscr{L}_{\sigma} (U,V,w,\theta) = \mathbb{E}_{x \sim \mathbb{P}_r} \langle U^T \Phi_w(x), V^T\Phi_w(x) \rangle- \mathbb{E}_{z \sim p_z} \langle U^T \Phi_w(g_{\theta}(z)), V^T\Phi_w(g_{\theta}(z)) \rangle.

采用下式估计

在这里插入图片描述

dual

\tag{7} \min_{g_{\theta}} \max_{w \in \Omega} \| [\Sigma_w(\mathbb{P}_r) - \Sigma_w(\mathbb{P}_{\theta})]_k\|_*.

注: 既然\Sigma_w(\mathbb{P}_r) - \Sigma_w(\mathbb{P}_{\theta})是对称的, 为什么U \not =V? 因为虽然其对称, 但是并不(半)正定, 所以v_i=-u_i也是有可能的.

算法

在这里插入图片描述
在这里插入图片描述 在这里插入图片描述

代码

未经测试.



import torch
import torch.nn as nn
from torch.nn.functional import relu
from collections.abc import Callable



def preset(**kwargs):
    def decorator(func):
        def wrapper(*args, **nkwargs):
            nkwargs.update(kwargs)
            return func(*args, **nkwargs)
        wrapper.__doc__ = func.__doc__
        wrapper.__name__ = func.__name__
        return wrapper
    return decorator


class Meanmatch(nn.Module):

    def __init__(self, p, dim, dual=False, prj='l2'):
        super(Meanmatch, self).__init__()
        self.norm = p
        self.dual = dual
        if dual:
            self.dualnorm = self.norm
        else:
            self.init_weights(dim)
            self.projection = self.proj(prj)


    @property
    def dualnorm(self):
        return self.__dualnorm

    @dualnorm.setter
    def dualnorm(self, norm):
        if norm == 'inf':
            norm = float('inf')
        elif not isinstance(norm, float):
            raise ValueError("Invalid norm")

        p = 1 / (1 - 1 / norm)
        self.__dualnorm = preset(p=p, dim=1)(torch.norm)


    def init_weights(self, dim):
        self.weights = nn.Parameter(torch.rand((1, dim)),
                                    requires_grad=True)

    @staticmethod
    def _proj1(x):
        u = x.max()
        if u <= 1.:
            return x
        l = 0.
        c = (u + l) / 2
        while (u - l) > 1e-4:
            r = relu(x - c).sum()
            if r > 1.:
                l = c
            else:
                u = c
            c = (u + l) / 2
        return relu(x - c)

    @staticmethod
    def _proj2(x):
        return x / torch.norm(x)

    @staticmethod
    def _proj3(x):
        return x / torch.max(x)

    def proj(self, prj):
        if prj == "l1":
            return self._proj1
        elif prj == "l2":
            return self._proj2
        elif prj == "linf":
            return self._proj3
        else:
            assert isinstance(prj, Callable), "Invalid prj"
            return prj



    def forward(self, real, fake):
        temp = (real - fake).mean(dim=1)
        if self.dual:
            return self.dualnorm(temp)
        elif not self.training and self.dual:
            raise TypeError("just for training...")
        else:
            self.weights.data = self.projection(self.weights.data) #some diff here!!!!!!!!!!
            return self.weights @ temp



class Covmatch(nn.Module):

    def __init__(self, dim, k):
        super(Covmatch, self).__init__()
        self.init_weights(dim, k)

    def init_weights(self, dim, k):
        temp1 = torch.rand((dim, k))
        temp2 = torch.rand((dim, k))
        self.U = nn.Parameter(temp1, requires_grad=True)
        self.V = nn.Parameter(temp2, requires_grad=True)

    def qr(self, w):
        q, r = torch.qr(w)
        sign = r.diag().sign()
        return q * sign

    def update_weights(self):
        self.U.data = self.qr(self.U.data)
        self.V.data = self.qr(self.V.data)

    def forward(self, real, fake):
        self.update_weights()
        temp1 = real @ self.U
        temp2 = real @ self.V
        temp3 = fake @ self.U
        temp4 = fake @ self.V
        part1 = torch.trace(temp1 @ temp2.t()).mean()
        part2 = torch.trace(temp3 @ temp4.t()).mean()
        return part1 - part2


相关文章

  • McGan: Mean and Covariance Featu

    Mroueh Y, Sercu T, Goel V, et al. McGan: Mean and Covaria...

  • covariance

    协方差矩阵刻画了随机变量间的关系(即两向量之间的夹角,注意因为是随机变量/向量,因此这个是期望意义上的),其几何意...

  • Covariance

    协方差分析是建立在方差分析和回归分析基础之上的一种统计分析方法。在概率论和统计学中,协方差用于衡量两个变量的总体误...

  • “数据融合”总结2

    Feature fusion with covariance matrix regularization in f...

  • 2019-01-27[Stay Sharp] Covarianc

    Covariance is a measure of the joint variability of two r...

  • 谱分析

    ①Eddy covariance systems, like all measuring instruments,...

  • Covariance Matrix

    定义见中文维基协方差矩阵。 从熟悉的标量随机变量开始, 1. 方差随机变量的方差用于描述它的离散程度,也就是该变量...

  • 4.6 Covariance

  • UC Berkeley Machine Learning 189

    ---- Sept.2: -Inverse Covariance Matrix Inverse Covarianc...

  • Best Practices for Feature Engin

    Feature engineering, the process creating new input featu...

网友评论

      本文标题:McGan: Mean and Covariance Featu

      本文链接:https://www.haomeiwen.com/subject/ukcjvhtx.html