## Deep Learning and Probabilistic Models

The objective of discriminative models is to output an estimate of the class conditional probabilities for given inputs. To see why, let's restate Bayes rule for a given input:

$$p(y \vert x) = \frac{p(x \vert y) p(y)}{p(x)} = \frac{p(x,y)}{p(x)}$$

Discriminative classifiers jump directly to estimating $p(y \vert x)$ without modeling its component parts $p(x,y)$ and $p(x)$.

The objective of generative models is to learn a model $p(x)$. This model can be used for several purposes, but we are specially interested in models we can sample from.

To this end we have several possible strategies when considering deep learning tools:

• Fully-observed models. To model obsered data directly, without introducing any new unobserved local variables.

• Transformation models. Model data as a transformation of an unobserved noise source using a parameterised function.

• Latent-variable models. Introduce an unobserved random variable for every observed data point to explain hidden causes.

### Fully-observed models.

The most succesful models are PixelCNN (https://arxiv.org/pdf/1606.05328v2.pdf) and WaveNet (https://arxiv.org/pdf/1609.03499.pdf)).(See http://ruotianluo.github.io/2017/01/11/pixelcnn-wavenet/)

Both cases are based on autoregressive models that models the conditional distribution of every individual data feature (pixels,etc.) given previous features:

$$p(x) = \prod_{i=1}^{N} p(x_i \vert x_1, \dots ,x_{i-1})$$

PixelCNN predict pixels sequentially rather than predicting the whole image at once. All conditional probabilities are described by deep networks.

• Parameter learning is simple: Log-likelihood is directly computable, no approximation needed.
• Easy to scale-up to large models, many optimisation tools available.

But generation can be slow: we must iterate through all elements sequentially!

### Transformation Models

Transformation models model $p(x,z)$ instead of $p(x)$, where $z$ is an unobserved noise source.

In the simplest case, they transform an unobserved noise source $z \sim \mathcal{N}(0,I)$ using a parameterised function. The transformation function is parameterised by a linear or deep network $f_\lambda(z)$.

For example, for producing $x \sim \mathcal{N}(\mu, \Sigma)$ we can sample $z \sim \mathcal{N}(0,I)$ and then apply $x = \mu + \Sigma z$.

The main drawbacks of this strategy are the difficulty to extend to generic data types and the difficulty to account for noise in observed data.

### Latent variable models

Latent variable models solve this problems by introducing unobserved local random variables that represents hidden causes and which can be easily sampled.

Variational autoencoders are a good example of this strategy that propose a specific probability model of data $x$ and latent variables $z$.

## Variational Autoencoders Recap

We are aiming to maximize the probability of each $x$ in the dataset according to $p(x) = \int p(x \vert z) p(z) dz$.

In VAE $p(x \vert z)$ can be defined to be Bernoulli or to be Gaussian, i.e. $p(x \vert z) = \mathcal{N}(f(z), \sigma^2 \times I)$ where $f$ is a deterministic function parametrized by $\lambda$. Then, our objective is to find the best parameters to represent $p(x)$, i.e. to maximize this integral with respect to $\lambda$.

Given $f$, the generative process can be written as follows. For each datapoint $i$:

• Draw latent variables $z_i \sim p(z)$.
• Draw datapoint $x_i \sim p(x\vert z)$

To solve our problem we must deal with:

• how to define the latent variables $z$.
• how to deal with the integral.

Regarding $z$, VAE assume that there are no easy interpretations of the dimensions of $z$ and chooses a simple distribution from which samples can be easily drawn: $\mathcal{N}(0,I)$. This choice is based on the well-known fact that any distribution in $d$ dimensions can be generated by taking a set of $d$ variables that are normally distributed and mapping them through a sufficient complicated function.

Now all that remains is to optimize the integral, where $p(z) = \mathcal{N}(0,I)$.

If we can find a computable formula for $p(x)$ and we can take the gradient of the formula, then we can optimize the model.

The naive approach for computing an approximate $p(X)$ is straighforward: we can sample a large number of $z$ values and compute $p(x) \approx \frac{1}{n} \sum_i p(x \vert z_i)$. But if we are dealing with a high dimensional space, this option is not feasible.

Is there a shortcut we can take when using sampling to compute the integral?

The key idea in VAE is to attempt to sample values of $z$ that are likely to have produced $x$. This means we need a new function $q(z \vert x)$ which can take a value of $x$ and give us a distribution over $z$ values that are likely to produce $x$.

Let's consider the (similarity) KL divergence between some arbitrary $q_\lambda (z \vert x)$ and $p(z \vert x)$.

$$KL(q_\lambda(z \vert x) \| p(z \vert x)) = \sum_z p(z) \mathop{{}log} \frac{q_\lambda(z \vert x)}{p(z \vert x)} = \mathop{{}\mathbb{E}} \left[ \mathop{{}log} \frac{q_\lambda(z \vert x)}{p(z \vert x)} \right] = \mathop{{}\mathbb{E}} (\mathop{{}log} q_\lambda(z \vert x) - \mathop{{}log} p(z \vert x))$$

Now, by using the Bayes rule:

$$KL(q_\lambda(z \vert x) \| p(z \vert x))= \mathop{{}\mathbb{E}} (\mathop{{}log} q_\lambda(z \vert x) - \mathop{{}log} \frac{p(x \vert z)p(z)}{p(x)} ) = \mathop{{}\mathbb{E}} (\mathop{{}log} q_\lambda(z \vert x) - \mathop{{}log} p(x \vert z) - \mathop{{}log} p(z) + \mathop{{}log} p(x) )$$

Note that the expection is over $z$ and $p(x)$ and does not depend on $z$, so $p(x)$ can be moved outside the expectation:

$$KL(q_\lambda(z \vert x) \| p(z \vert x))= \mathop{{}\mathbb{E}} [\mathop{{}log} q_\lambda(z \vert x) - \mathop{{}log} p(x \vert z) - \mathop{{}log} p(z))] + \mathop{{}log} p(x)$$$$KL(q_\lambda(z \vert x)\| p(z \vert x)) - \mathop{{}log} p(x)= \mathop{{}\mathbb{E}} [\mathop{{}log} q_\lambda(z \vert x) - \mathop{{}log} p(x \vert z) - \mathop{{}log} p(z))]$$

Now we observe that the right hand-side of the equation can be written as another KL divergence:

$$KL(q_\lambda(z \vert x) \| p(z \vert x)) - \mathop{{}log} p(x)= \mathop{{}\mathbb{E}} [\mathop{{}log} q(z \vert x) - \mathop{{}log} p(x \vert z) - \mathop{{}log} p(z))]$$$$\mathop{{}log} p(x) - KL(q_\lambda(z \vert x) \| p(z \vert x)) = \mathop{{}\mathbb{E}} [\mathop{{}log} p(x \vert z) - ( \mathop{{}log} q(z \vert x) - \mathop{{}log} p(z)))]$$$$= \mathop{{}\mathbb{E}} [\mathop{{}log} p(x \vert z)] - \mathop{{}\mathbb{E} ( \mathop{{}log} q(z \vert x) - \mathop{{}log} p(z)]}$$$$= \mathop{{}\mathbb{E}}[\mathop{{}log} p(x \vert z)] - KL[q_\lambda(z \vert x) \| p(z )]$$

The left hand side has the quantity we want to maximize ($\mathop{{}log} p(x)$) (plus an error term that will be small for a good $q$) and the right hand side is something we can optimize via SGD (albeit is not still obvious).

The first term in the right hand side is the probability density of generated output $x$ given the inferred latent distribution over $z$. In the case of MNIST, data can be modeled as as Bernoulli trials, and the first term is the binary cross-entropy: $-p \mathop{{}log_2} p - (1-p) \mathop{{}log_2} (1-p)$.

Regarding the KL divergence, we are in a very special case: we are dealing with a certain conjugate prior (spherical Gaussian) over $z$ that let us analytically integrate the KL divergence, yielding a closed-form equation:

$$KL[q(z \vert x) \| p(z )] = \frac{1}{2} \sum (1 + \mathop{{}log} (\sigma^2) - \mu^2 - \sigma^2)$$

## ELBO and $\text{KL}(q(z \vert x) \| p(z \vert x))$ minimization.

What can we do if we cannot solve the dependence on $p(z \vert x)$?

To tackle this, consider the property:

\begin{aligned} \log p(\mathbf{x}) &= \text{KL}( q(z \mid x) \| p(z \mid x) )\\ &\quad+\; \mathbb{E}_{q(z,x)} \big[ \log p(x, z) - \log q(z,x) \big] \end{aligned}

where the left hand side is the logarithm of the marginal likelihood $p(x) = \int p(x, z) \text{d}z$, also known as the model evidence. (Try deriving this using Bayes’ rule!).

The evidence is a constant with respect to the variational parameters $\lambda$ of $q$, so we can minimize $\text{KL}(q\|p)$ by instead maximizing the Evidence Lower BOund:

\begin{aligned} \text{ELBO}(\lambda) &=\; \mathbb{E}_{q(z,x)} \big[ \log p(x, z) - \log q(z, x) \big]. \end{aligned}

In the ELBO, both $p(x, z)$ and $q(z,x)$ are tractable. The optimization problem we seek to solve becomes

\begin{aligned} \lambda^* &= \arg \max_\lambda \text{ELBO}(\lambda). \end{aligned}

We can maximize ELBO by using automatic gradient ascent. Some libraries calculate ELBO gradients automatically:

Python Package
Tensor Library
Variational Inference Algorithm(s)
Edward
TensorFlow
Black Box Variational Inference (BBVI)
PyMC3
Theano

The strategy is based on:

• Monte Carlo estimate of the ELBO gradient
• Minibatch estimates of the joint distribution

BBVI and ADVI arise from different ways of calculating the ELBO gradient.

GAN are an alternative to model $p(x)$.

The basic idea of GANs is to set up a game between two players.

One of them is called the generator. The generator creates samples that are intended to come from the same distribution as the training data.

The other player is the discriminator. The discriminator examines samples to determine whether they are real or fake.

The discriminator learns using traditional supervised learning techniques, dividing inputs into two classes (real or fake). The generator is trained to fool the discriminator.

(Source: https://arxiv.org/pdf/1701.00160.pdf)

The two players in the game are represented by two functions, each of which is differentiable both with respect to its inputs and with respect to its parameters.

The discriminator is a function $D$ that takes $x_{real}$ and $x_{fake}$ as input and uses $\theta^D$ as parameters.

The generator is defined by a function $G$ that takes $z$ as input and uses $\theta^G$ as parameters.

Both players have cost functions that are defined in terms of both players’ parameters.

The discriminator wishes to minimize $J^D = (\theta^D, \theta^G)$ and must do so while controlling only $\theta^D$.

The generator wishes to minimize $J^G = (\theta^D, \theta^G)$ and must do so while controlling only $\theta^G$.

Because each player’s cost depends on the other player’s parameters, but each player cannot control the other player’s parameters, this scenario is most straightforward to describe as a game rather than as an optimization problem.

The solution to an optimization problem is a (local) minimum, a point in parameter space where all neighboring points have greater or equal cost. The solution to a game is a Nash equilibrium. In this context, a Nash equilibrium is a tuple $(\theta^D, \theta^G)$ that is a local minimum of $J^D$ with respect to $\theta^D$ and a local minimum of $J^G$ with respect to $\theta^G$.

### The generator

The generator is simply a differentiable function $G$. When $z$ is sampled from some simple prior distribution, $G(z)$ yields a sample of $x$. Typically, a deep neural network is used to represent $G$.

### The training process

The training process consists of simultaneous SGD. On each step, two minibatches are sampled: a minibatch of $x$ values from the dataset and a minibatch of $z$ values drawn from the model’s prior over latent variables. Then two gradient steps are made simultaneously: one updating $\theta^D$ to reduce $J^D$ and one updating $\theta^G$ to reduce $J^G$.

In both cases, it is possible to use the gradient-based optimization algorithm of your choice. Adam is usually a good choice.

### The discriminator’s cost

The cost used for the discriminator is:

$$J^D = - \frac{1}{2} \mathop{{}\mathbb{E}}_x \mathop{{}log} D(x) - \frac{1}{2} \mathop{{}\mathbb{E}}_z \mathop{{}log} (1 - D(G(z)))$$

This is just the standard cross-entropy cost that is minimized when training a standard binary classifier with a sigmoid output. The only difference is that the classifier is trained on two minibatches of data; one coming from the dataset, where the label is 1 for all examples, and one coming from the generator, where the label is 0 for all examples.

### The generator’s cost

The simplest version of the game is a zero-sum game, in which the sum of all player’s costs is always zero. In this version of the game:

$$J^G = - J^D$$

## Example



In [1]:

import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sns # for pretty plots
from scipy.stats import norm
%matplotlib inline



This will be our target distribution:



In [2]:

# target distribution

mu,sigma=-1,1
xs=np.linspace(-5,5,1000)
plt.plot(xs, norm.pdf(xs,loc=mu,scale=sigma))




Out[2]:

[<matplotlib.lines.Line2D at 0x7f26c1ec7e90>]



The horizontal axis represents the domain of $x$. The generator network will map random values to this domain.

Our discriminator and generator networks will be MLP:



In [3]:

TRAIN_ITERS=50000
M=200 # minibatch size

# MLP - used for D_pre, D1, D2, G networks
def mlp(input, output_dim):
# construct learnable parameters within local scope
w1=tf.get_variable("w0", [input.get_shape()[1], 6], initializer=tf.random_normal_initializer())
b1=tf.get_variable("b0", [6], initializer=tf.constant_initializer(0.0))
w2=tf.get_variable("w1", [6, 5], initializer=tf.random_normal_initializer())
b2=tf.get_variable("b1", [5], initializer=tf.constant_initializer(0.0))
w3=tf.get_variable("w2", [5,output_dim], initializer=tf.random_normal_initializer())
b3=tf.get_variable("b2", [output_dim], initializer=tf.constant_initializer(0.0))
# nn operators
fc1=tf.nn.tanh(tf.matmul(input,w1)+b1)
fc2=tf.nn.tanh(tf.matmul(fc1,w2)+b2)
fc3=tf.nn.tanh(tf.matmul(fc2,w3)+b3)
return fc3, [w1,b1,w2,b2,w3,b3]




In [4]:

# re-used for optimizing all networks
def momentum_optimizer(loss,var_list):
batch = tf.Variable(0)
learning_rate = tf.train.exponential_decay(
0.001,               # Base learning rate.
batch,               # Current index into the dataset.
TRAIN_ITERS // 4,    # Decay step - this decays 4 times throughout training process.
0.95,                # Decay rate.
staircase=True)
optimizer=tf.train.MomentumOptimizer(learning_rate,0.6).minimize(loss,
global_step=batch,
var_list=var_list)
return optimizer



Pre-train discriminator



In [5]:

with tf.variable_scope("D_pre"):
input_node=tf.placeholder(tf.float32, shape=(M,1))
train_labels=tf.placeholder(tf.float32,shape=(M,1))
D,theta=mlp(input_node,1)
loss=tf.reduce_mean(tf.square(D-train_labels))

optimizer=momentum_optimizer(loss,None)

sess=tf.InteractiveSession()
tf.initialize_all_variables().run()

# plot decision surface
def plot_d0(D,input_node):
f,ax=plt.subplots(1)
# p_data
xs=np.linspace(-5,5,1000)
ax.plot(xs, norm.pdf(xs,loc=mu,scale=sigma), label='p_data')
# decision boundary
r=1000 # resolution (number of points)
xs=np.linspace(-5,5,r)
ds=np.zeros((r,1)) # decision surface

# process multiple points in parallel in a minibatch
for i in range(r/M):
x=np.reshape(xs[M*i:M*(i+1)],(M,1))
ds[M*i:M*(i+1)]=sess.run(D,{input_node: x})

ax.plot(xs, ds, label='decision boundary')
ax.set_ylim(0,1.1)
plt.legend()

#plot_d0(D,input_node)
#plt.title('Initial Decision Boundary')




In [6]:

lh=np.zeros(1000)
for i in range(1000):
d=(np.random.random(M)-0.5) * 10.0
labels=norm.pdf(d,loc=mu,scale=sigma)
lh[i],_=sess.run([loss,optimizer],
{input_node: np.reshape(d,(M,1)),
train_labels: np.reshape(labels,(M,1))})




In [7]:

# training loss
plt.plot(lh)
plt.title('Training Loss')




Out[7]:

<matplotlib.text.Text at 0x7f26c1c53b90>




In [8]:

plot_d0(D,input_node)







In [9]:

# copy the learned weights over into a tmp array
weightsD=sess.run(theta)

# close the pre-training session
sess.close()



Now to build the actual generative adversarial network



In [10]:

with tf.variable_scope("G"):
z_node=tf.placeholder(tf.float32, shape=(M,1)) # M uniform01 floats
G,theta_g=mlp(z_node,1) # generate normal transformation of Z
G=tf.mul(5.0,G) # scale up by 5 to match range

with tf.variable_scope("D") as scope:
# D(x)
x_node=tf.placeholder(tf.float32, shape=(M,1)) # input M normally distributed floats
fc,theta_d=mlp(x_node,1) # output likelihood of being normally distributed
D1=tf.maximum(tf.minimum(fc,.99), 0.01) # clamp as a probability
# make a copy of D that uses the same variables, but takes in G as input
scope.reuse_variables()
fc,theta_d=mlp(G,1)
D2=tf.maximum(tf.minimum(fc,.99), 0.01)

obj_d=tf.reduce_mean(tf.log(D1)+tf.log(1-D2))
obj_g=tf.reduce_mean(tf.log(D2))

# set up optimizer for G,D
opt_d=momentum_optimizer(1-obj_d, theta_d)
opt_g=momentum_optimizer(1-obj_g, theta_g) # maximize log(D(G(z)))




In [11]:

sess=tf.InteractiveSession()
tf.initialize_all_variables().run()




In [12]:

# copy weights from pre-training over to new D network
for i,v in enumerate(theta_d):
sess.run(v.assign(weightsD[i]))




In [13]:

def plot_fig():
# plots pg, pdata, decision boundary
f,ax=plt.subplots(1)
# p_data
xs=np.linspace(-5,5,1000)
ax.plot(xs, norm.pdf(xs,loc=mu,scale=sigma), label='p_data')

# decision boundary
r=5000 # resolution (number of points)
xs=np.linspace(-5,5,r)
ds=np.zeros((r,1)) # decision surface
# process multiple points in parallel in same minibatch
for i in range(r/M):
x=np.reshape(xs[M*i:M*(i+1)],(M,1))
ds[M*i:M*(i+1)]=sess.run(D1,{x_node: x})

ax.plot(xs, ds, label='decision boundary')

# distribution of inverse-mapped points
zs=np.linspace(-5,5,r)
gs=np.zeros((r,1)) # generator function
for i in range(r/M):
z=np.reshape(zs[M*i:M*(i+1)],(M,1))
gs[M*i:M*(i+1)]=sess.run(G,{z_node: z})
histc, edges = np.histogram(gs, bins = 10)
ax.plot(np.linspace(-5,5,10), histc/float(r), label='p_g')

# ylim, legend
ax.set_ylim(0,1.1)
plt.legend()

# initial conditions
plot_fig()
plt.title('Before Training')




Out[13]:

<matplotlib.text.Text at 0x7f26bb24cc90>




In [14]:

# Algorithm 1 of Goodfellow et al 2014
k=1
histd, histg= np.zeros(TRAIN_ITERS), np.zeros(TRAIN_ITERS)
for i in range(TRAIN_ITERS):
for j in range(k):
x= np.random.normal(mu,sigma,M) # sampled m-batch from p_data
x.sort()
z= np.linspace(-5.0,5.0,M)+np.random.random(M)*0.01  # sample m-batch from noise prior
histd[i],_=sess.run([obj_d,opt_d], {x_node: np.reshape(x,(M,1)), z_node: np.reshape(z,(M,1))})
z= np.linspace(-5.0,5.0,M)+np.random.random(M)*0.01 # sample noise prior
histg[i],_=sess.run([obj_g,opt_g], {z_node: np.reshape(z,(M,1))}) # update generator
if i % (TRAIN_ITERS//10) == 0:
print(float(i)/float(TRAIN_ITERS))




0.0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9




In [15]:

plt.plot(range(TRAIN_ITERS),histd, label='obj_d')
plt.plot(range(TRAIN_ITERS), 1-histg, label='obj_g')
plt.legend()




Out[15]:

<matplotlib.legend.Legend at 0x7f26bb3261d0>




In [16]:

plot_fig()






## Implementation: MNIST GAN



In [17]:

import tensorflow as tf
from tensorflow.examples.tutorials.mnist import input_data
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.gridspec as gridspec
import os

def xavier_init(size):
in_dim = size[0]
xavier_stddev = 1. / tf.sqrt(in_dim / 2.)
return tf.random_normal(shape=size, stddev=xavier_stddev)

# discriminator network

X = tf.placeholder(tf.float32, shape=[None, 784])

D_W1 = tf.Variable(xavier_init([784, 128]))
D_b1 = tf.Variable(tf.zeros(shape=[128]))

D_W2 = tf.Variable(xavier_init([128, 1]))
D_b2 = tf.Variable(tf.zeros(shape=[1]))

# discriminator network parameters

theta_D = [D_W1, D_W2, D_b1, D_b2]

# generator network

Z = tf.placeholder(tf.float32, shape=[None, 100])

G_W1 = tf.Variable(xavier_init([100, 128]))
G_b1 = tf.Variable(tf.zeros(shape=[128]))

G_W2 = tf.Variable(xavier_init([128, 784]))
G_b2 = tf.Variable(tf.zeros(shape=[784]))

# generator network parameters

theta_G = [G_W1, G_W2, G_b1, G_b2]




In [18]:

def sample_Z(m, n):
return np.random.uniform(-1., 1., size=[m, n])

def generator(z):
G_h1 = tf.nn.relu(tf.matmul(z, G_W1) + G_b1)
G_log_prob = tf.matmul(G_h1, G_W2) + G_b2
G_prob = tf.nn.sigmoid(G_log_prob)
return G_prob

def discriminator(x):
D_h1 = tf.nn.relu(tf.matmul(x, D_W1) + D_b1)
D_logit = tf.matmul(D_h1, D_W2) + D_b2
D_prob = tf.nn.sigmoid(D_logit)
return D_prob, D_logit

def plot(samples):
fig = plt.figure(figsize=(4, 4))
gs = gridspec.GridSpec(4, 4)
gs.update(wspace=0.05, hspace=0.05)

for i, sample in enumerate(samples):
ax = plt.subplot(gs[i])
plt.axis('off')
ax.set_xticklabels([])
ax.set_yticklabels([])
ax.set_aspect('equal')
plt.imshow(sample.reshape(28, 28), cmap='Greys_r')

return fig




In [ ]:

G_sample = generator(Z)
D_real, D_logit_real = discriminator(X)
D_fake, D_logit_fake = discriminator(G_sample)

# Losses:
D_loss_real = tf.reduce_mean(tf.nn.sigmoid_cross_entropy_with_logits(D_logit_real, tf.ones_like(D_logit_real)))
D_loss_fake = tf.reduce_mean(tf.nn.sigmoid_cross_entropy_with_logits(D_logit_fake, tf.zeros_like(D_logit_fake)))
D_loss = D_loss_real + D_loss_fake
G_loss = tf.reduce_mean(tf.nn.sigmoid_cross_entropy_with_logits(D_logit_fake, tf.ones_like(D_logit_fake)))

mb_size = 128
Z_dim = 100

sess = tf.Session()
sess.run(tf.initialize_all_variables())

if not os.path.exists('out/'):
os.makedirs('out/')

i = 0
for it in range(1000000):
if it % 1000 == 0:
samples = sess.run(G_sample, feed_dict={Z: sample_Z(16, Z_dim)})

fig = plot(samples)
plt.savefig('out/{}.png'.format(str(i).zfill(3)), bbox_inches='tight')
i += 1
plt.close(fig)

X_mb, _ = mnist.train.next_batch(mb_size)

_, D_loss_curr = sess.run([D_solver, D_loss], feed_dict={X: X_mb, Z: sample_Z(mb_size, Z_dim)})
_, G_loss_curr = sess.run([G_solver, G_loss], feed_dict={Z: sample_Z(mb_size, Z_dim)})

if it % 1000 == 0:
print('Iter: {}'.format(it))
print('D loss: {:.4}'. format(D_loss_curr))
print('G_loss: {:.4}'.format(G_loss_curr))
print()



### DGAN Architecture

Most GANs today are at least loosely based on the DCGAN architecture (Radford et al., 2015). DCGAN stands for “deep, convolution GAN.”

Some of the key insights of the DCGAN architecture were to:

• Use batch normalization layers in most layers of both the discriminator and the generator, with the two minibatches for the discriminator normalized separately.

• The overall network structure is mostly borrowed from the all-convolutional net.

• The use of the Adam optimizer rather than SGD with momentum.

(Source: https://arxiv.org/pdf/1511.06434.pdf)

Generated bedrooms after one training pass through the dataset:

(Source: https://github.com/Newmu/dcgan_code)

Faces:

(Source: https://github.com/Newmu/dcgan_code)