Alphabeta MathIntegral probability metrics and Wasserstein GANs
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1 · Prerequisites
Abstract Algebra
- Binary Operations, Monoids, Groups and Subgroups
- Cosets, Index and Lagrange's Theorem
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Group Actions, Orbits, Stabilisers and Cayley's Theorem
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Normal Subgroups and Quotient Groups
- Polynomial Rings, the Division Algorithm and Roots
- Rings, Subrings, Integral Domains and Fields
- Simple Field Extensions and the Construction of the Complex Numbers
Functional Analysis
Information Theory
Linear Algebra
- Complexification, Realification and Real Structures
- Determinants of Matrices over a Commutative Ring
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Gaussian Elimination, Elementary Matrices and Reduced Row Echelon Form
- Inner Product Spaces, Gram-Schmidt, Projections and Adjoints
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
Machine Learning Algorithms
Measure Theory
- Absolute Continuity and the Sharp Fundamental Theorem of Calculus
- Complex Lp Spaces and Test-Function Conventions
- Density Separability and Convolution in Lᵖ
- Differentiation of Monotone Functions and the Vitali Covering Theorem
- Lebesgue Measure on Euclidean Space
- Measurable Functions and Simple Approximation
- Measures and Their Basic Properties
- Modes of Convergence Egorov and Lusin
- Outer Measure and the Caratheodory Extension Theorem
- Pointwise Extended-Real Function Products
- Product Measures and the Fubini Tonelli Theorems
- Radon Measures and the Riesz Markov Kakutani Theorem
- Sigma Algebras and Borel Sets
- Signed and Complex Measures Hahn and Jordan
- The Lebesgue Integral and the Convergence Theorems
- The Lᵖ Spaces Holder Minkowski and Riesz Fischer
- The Maximal Function and Lebesgue Differentiation
- The Radon Nikodym Theorem and Lebesgue Decomposition
Numerical Pdes and Spatial Discretization
Partial Differential Equations
Real Analysis
- Absolute and Conditional Convergence; Rearrangement; Products
- Areas of Elementary Plane Figures
- Bounded Variation and the Riemann–Stieltjes Integral
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Convex and Semicontinuous Functions on Rⁿ
- Convexity
- Countability and Uncountability
- Foundations of the Real Numbers for Analysis
- Fubini and Change of Variables
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Mixed Partials, Taylor Formulae, and Extrema
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Power Series and Real-Analytic Functions
- Properties of the Integral and the Working FTC
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Suprema and Infima
- The Cantor Set, Baire Category, and Measure Zero in ℝ
- The Derivative and the Mean Value Theorems
- The Exponential Function
- The Inverse and Implicit Function Theorems
- The Logarithm and General Powers
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The Total Derivative in ℝᵐ → ℝⁿ
- Topology of ℝ
Set Theory
Statistical Models and Experiments
Topology
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Countability Axioms and Cardinal Functions
- Function Space Topologies and the Exponential Law
- Hausdorff via the Diagonal
- Metric Spaces
- Separation Axioms: the Hierarchy
- Subspaces, Products, and Quotients
- The Topology of Euclidean Space
- Topological Spaces and Continuity
2 · Logical flowchart
3 · Items
Definition
Integral probability metrics
Theorem
Continuity and ideal-critic gradients for compact-space Wasserstein GAN objectives
Corollary
The compact-space WGAN value is differentiable almost everywhere under choice
Sources
- Martin Arjovsky, Soumith Chintala and Léon Bottou, Wasserstein GAN, §3, equation (2), PDF pp. 5–6
- Filippo Santambrogio, Introduction to Optimal Transport Theory, §§1.1–1.3, PDF pp. 3–7
- Martin Arjovsky, Soumith Chintala and Léon Bottou, Wasserstein GAN, §§2–3, Theorems 1 and 3, Assumption 1, Appendix C, physical PDF pp. 3–7, 20–21 and 24–25
- Martin Arjovsky, Soumith Chintala and Léon Bottou, Wasserstein GAN, Theorem 1 and Appendix C, physical PDF pp. 5 and 20–21