提交 591bfc37 编写于 作者: V Varuna Jayasiri

typosg

上级 cb6f63f2
......@@ -92,8 +92,8 @@ marginal probabilities are $\gamma(x, y)$.</p>
a given joint distribution ($x$ and $y$ are probabilities).</p>
<p>So $W(\mathbb{P}_r, \mathbb{P}g)$ is equal to the least earth mover distance for
any joint distribution between the real distribution $\mathbb{P}_r$ and generated distribution $\mathbb{P}_g$.</p>
<p>The paper shows that Jensen-Shannon (JS) divergence and other measures for difference between two probability
distributions are not smooth. And therefore if we are doing a gradient descent on one of the probability
<p>The paper shows that Jensen-Shannon (JS) divergence and other measures for the difference between two probability
distributions are not smooth. And therefore if we are doing gradient descent on one of the probability
distributions (parameterized) it will not converge.</p>
<p>Based on Kantorovich-Rubinstein duality,
<script type="math/tex; mode=display">
......
......@@ -29,8 +29,8 @@ a given joint distribution ($x$ and $y$ are probabilities).
So $W(\mathbb{P}_r, \mathbb{P}g)$ is equal to the least earth mover distance for
any joint distribution between the real distribution $\mathbb{P}_r$ and generated distribution $\mathbb{P}_g$.
The paper shows that Jensen-Shannon (JS) divergence and other measures for difference between two probability
distributions are not smooth. And therefore if we are doing a gradient descent on one of the probability
The paper shows that Jensen-Shannon (JS) divergence and other measures for the difference between two probability
distributions are not smooth. And therefore if we are doing gradient descent on one of the probability
distributions (parameterized) it will not converge.
Based on Kantorovich-Rubinstein duality,
......
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