生成对抗网络的判别器_生成对抗网络的随机天气发生器

生成对抗网络的判别器

Generative models have been used in a myriad of applications across different domains — starting from quantitative finance to model and minimize tail risk to hydro-climate research to study the joint effects of extreme weather. The power of generative models lies in its ability to encapsulate the entire dependence structure and the underlying probability distribution of the datasets. This is very useful because, using generative models we can not only create future representations of datasets, but also sample new realistic data points that preserves the cross correlation across the original training dataset.

摹 enerative车型已经在跨越不同领域无数的应用中使用-开始从量变到财务模型，并尽量减少尾部风险水文气候研究，研究极端天气的共同作用。 生成模型的能力在于它能够封装整个依存结构和数据集的潜在概率分布。 这非常有用，因为使用生成模型，我们不仅可以创建数据集的将来表示形式，还可以采样新的现实数据点，从而保留原始训练数据集之间的互相关性。

Generative Adversarial Networks (GANs) are a new class of generative models that was first introduced by Goodfellow et al. (2014). Since then, GANs have found widespread adoption within the machine learning community to solve unsupervised machine learning problems including image/text generation and translation. In this article, let us explore how we can use GANs to model discrete-time stochastic processes, and on-demand create plausible samples to construct synthetic time series of weather data.

生成对抗网络(GAN)是一类新的生成模型，最早由Goodfellow等人引入。 (2014年) 。 从那时起，GAN已在机器学习社区中得到广泛采用，以解决无监督的机器学习问题，包括图像/文本生成和翻译。 在本文中，让我们探索如何使用GAN来建模离散时间随机过程，并按需创建合理的样本来构建天气数据的合成时间序列。

GAN的简要回顾： (Brief Review of GAN’s:)

Schematic Architecture of Generative Adversarial Networks (Image by Author) 生成对抗网络的示意性架构 (作者提供)

GANs architecture comprise of two sub-modes called Generator (G) and Discriminator (D), that compete with each other with the goal of achieving Nash equilibrium through the training process. The Generator learns to map the latent space (e.g. Noise ~ N(0,1)) to the data space over which the given data samples are distributed, and the Discriminator evaluates the mapping done by the Generator. The principle role of the Generator is to generate synthetic data that mimics the training dataset to an extent where the Discriminator cannot distinguish the synthetic data from the real data.

GAN架构包含两个子模式，分别称为Generator(G)和Discriminator(D) ，它们相互竞争，目的是通过训练过程达到Nash平衡 。 生成器学习将潜在空间(例如，噪声〜N (0,1) )映射到在其上分发给定数据样本的数据空间，鉴别器评估生成器完成的映射。 生成器的主要作用是生成模仿训练数据集的合成数据，以使鉴别器无法将合成数据与真实数据区分开。

The input to the Generator is a random noise vector x’ (usually a uniform or normal distribution). The noise vector is mapped to a new data