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Quantitative Finance · Glossary

What is Generative adversarial network, mode collapse?

Also known as: generative adversarial network · mode collapse

Definition 16.3 Machine Learning for Markets · Chapter 16 — Generative Models and Synthetic Data

A generative adversarial network (GAN) trains two networks against each other: a generator that maps noise to samples, and a discriminator that tells generated samples from real ones; the generator is trained to make the discriminator fail (Goodfellow and co-authors, 2014). Mode collapse is the failure in which the generator covers only part of the data’s distribution (a few typical patterns, no extremes) because that is enough to fool the current discriminator.

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