Papers › COT-GAN: Generating Sequential Data via Causal Optimal Transport

COT-GAN: Generating Sequential Data via Causal Optimal Transport

15 Jun 2020NeurIPS 2020 12arXiv:2006.08571archive 2025-07-28

Tianlin Xu, Li K. Wenliang, Michael Munn, Beatrice Acciaio

We introduce COT-GAN, an adversarial algorithm to train implicit generative models optimized for producing sequential data. The loss function of this algorithm is formulated using ideas from Causal Optimal Transport (COT), which combines classic optimal transport methods with an additional temporal causality constraint. Remarkably, we find that this causality condition provides a natural framework to parameterize the cost function that is learned by the discriminator as a robust (worst-case) distance, and an ideal mechanism for learning time dependent data distributions. Following Genevay et al.\ (2018), we also include an entropic penalization term which allows for the use of the Sinkhorn algorithm when computing the optimal transport cost. Our experiments show effectiveness and stability of COT-GAN when generating both low- and high-dimensional time series data. The success of the algorithm also relies on a new, improved version of the Sinkhorn divergence which demonstrates less bias in learning.

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