Alireza DaeiJavad

2papers

2 Papers

21.3ITJun 2
Local and Global Contraction Principles for MCMC Mixing

Alireza Daeijavad, Shahab Asoodeh

We develop a contraction-based framework for proving mixing-time bounds for Markov chain Monte Carlo algorithms. The framework is built around global and local contraction coefficients of Markov kernels under the $\mathsf E_γ$-divergence with $γ\ge1$. For projected Langevin Monte Carlo on a compact convex domain, we show that Gaussian smoothing yields an explicit global contraction coefficient for the $\mathsf E_γ$-divergence. This gives a direct proof of exponential convergence to the discretized stationary distribution for general smooth, possibly non-convex potentials. The rate is explicit, accommodates arbitrary random-batch sampling schemes, and yields convergence guarantees for several divergences, including KL, $χ^2$, and Rényi divergences. For independent Metropolis--Hastings with target $π$, proposal $q$, and unbounded importance weight $w=dπ/dq$, global contraction coefficients are typically trivial. We therefore introduce a local contraction coefficient on the core $C_R=\{w\le R\}$ and prove that it controls the rejection profile on the core. This yields warm-start convergence bounds governed by the local contraction coefficient and the tail profile $H_R=π(w>R)$, recovering sharp existing moment-based convergence rates when $\mathbb E_q[w^p]<\infty$ for some $p>1$, while remaining effective in heavy-tailed regimes where no finite moment of order $p>1$ exists.

LGJun 13, 2021
Game of GANs: Game-Theoretical Models for Generative Adversarial Networks

Monireh Mohebbi Moghadam, Bahar Boroomand, Mohammad Jalali et al.

Generative Adversarial Networks (GANs) have recently attracted considerable attention in the AI community due to its ability to generate high-quality data of significant statistical resemblance to real data. Fundamentally, GAN is a game between two neural networks trained in an adversarial manner to reach a zero-sum Nash equilibrium profile. Despite the improvement accomplished in GANs in the last few years, several issues remain to be solved. This paper reviews the literature on the game theoretic aspects of GANs and addresses how game theory models can address specific challenges of generative model and improve the GAN's performance. We first present some preliminaries, including the basic GAN model and some game theory background. We then present taxonomy to classify state-of-the-art solutions into three main categories: modified game models, modified architectures, and modified learning methods. The classification is based on modifications made to the basic GAN model by proposed game-theoretic approaches in the literature. We then explore the objectives of each category and discuss recent works in each category. Finally, we discuss the remaining challenges in this field and present future research directions.