Spread Divergences

11/21/2018

∙

by   David Barber, et al.

∙

0

∙

share

For distributions p and q with different support, the divergence generally will not exist. We define a spread divergence on modified p and q and describe sufficient conditions for the existence of such a divergence. We give examples of using a spread divergence to train implicit generative models, including linear models (Principal Components Analysis and Independent Components Analysis) and non-linear models (Deep Generative Networks).