Radon–Sobolev Variational Auto-Encoders

Abstract

The quality of generative models (such as Generative adversarial networks and Variational Auto-Encoders) depends heavily on the choice of a good probability distance. However some popular metrics like the Wasserstein or the Sliced Wasserstein distances, the Jensen–Shannon divergence, the Kullback–Leibler divergence, lack convenient properties such as (geodesic) convexity, fast evaluation and so on. To address these shortcomings, we introduce a class of distances that have built-in convexity. We investigate the relationship with some known paradigms (sliced distances – a synonym for Radon distances – reproducing kernel Hilbert spaces, energy distances). The distances are shown to possess fast implementations and are included in an adapted Variational Auto-Encoder termed Radon–Sobolev Variational Auto-Encoder (RS-VAE) which produces high quality results on standard generative datasets.