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The compact-space WGAN value is differentiable almost everywhere under choice

Statement

Assume the full Axiom of Choice and all hypotheses of the common-neighborhood integrable-envelope branch of the compact-space WGAN theorem. Then its value function V:Θ→R is Fréchet differentiable outside a Lebesgue-null subset of Θ.

Facts & Assumptions

Given: The full Axiom of Choice, an open Θ⊆Rp with p≥1, and the hypotheses of the common-neighborhood integrable-envelope branch of the WGAN theorem.

[A1]

The Axiom of Choice states that every family of nonempty sets has a choice function. The Axiom of Choice

[F1]

Under its common-neighborhood integrable-envelope hypothesis, the WGAN value V is locally Lipschitz on Θ. Continuity and ideal-critic gradients for compact-space Wasserstein GAN objectives

[F2]

Assuming full AC, every locally Lipschitz map from an open subset of Rp to R is Fréchet differentiable outside a Lebesgue-null subset. Rademacher differentiability in Euclidean space

Proof

1.1givenF1

By [F1], V is a locally Lipschitz real-valued function on the open set Θ⊆Rp.

2.1givenA1F2step 1.1∎

Under [A1], apply [F2] to V on Θ; it is Fréchet differentiable outside a Lebesgue-null subset of Θ.

Depends on

Used by

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