Understanding GANs in the LQG Setting: Formulation, Generalization and Stability
Generative Adversarial Networks (GANs) have become a popular method to learn a probability model from data. In this paper, we provide an understanding of basic issues surrounding GANs including their formulation, generalization and stability on a simple LQG benchmark where the generator is Linear, the discriminator is Quadratic and the data has a high-dimensional Gaussian distribution.