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## Pseudorandom Numbers
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### Rejection Sampling
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There are several alagorithms to generate *random* numbers on computers. These
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techniques are to have randomness over inputs to make experiments, but
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are still deterministic algorithms.
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Instead of sampling directly over the **complex distribution**, we sample over a **simpler one**
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In fact, they take a seed that in turn generates the whole sequence. Now, if
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this seed is either truly random or not is not the goal. However the important
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thing is that **for each seed** there exists **only one sequence** of *random*
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values for an algorithm.
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$$
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random_{seed = 12}(k) = random_{seed = 12}(k)
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$$
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> [!CAUTION]
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> Never use these generators for crypthographical related tasks. There are
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> ways to leak both the seed and the whole sequence, making any encryption
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> or signature useless.
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>
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> Cryptographically secure algorithms need a source of entropy, input that
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> is truly random, that is external to the system (since computers are
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> deterministic)
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## Pseudorandom Algorithms
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### [Rejection Sampling (aka Acceptance-Rejection Method)](https://en.wikipedia.org/wiki/Rejection_sampling)
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Instead of sampling directly over the **complex distribution**, we sample over
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a **simpler one**, usually a uniform distribution,
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and accept or reject values according to some conditions.
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If these conditions are crafted in a specific way, our samples will resemble those of the **complex distribution**
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### Metropolis-Hasting
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However we need to know the real probability distribution before being able
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to accept and reject samples.
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### [Metropolis-Hasting](https://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_algorithm)
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The idea is of **constructing a stationary Markov Chain** along the possible values we can sample.
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Then we take a long path and see where we end up and sample that point
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Then we take a long journey and see where we end up. then we sample that point
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### Inverse Transform
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### [Inverse Transform (aka Smirnov Transform)](https://en.wikipedia.org/wiki/Inverse_transform_sampling)
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The idea is of sampling directly from a **well known distribution** and then return a number from the **complex distribution** such
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that its probability function is higher than our **simple sample**
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$$
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u \in \mathcal{U}[0, 1] \\
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\text{take } x \text{ so that } u \leq F(x) \text{ where } \\
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F(x) \text{ is the the cumulative distribution funcion of } x
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\text{take } x \text{ so that } F(x) \geq u \text{ where } \\
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F(x) \text{ is the the desired cumulative distribution function }
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$$
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As proof we have that
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@ -33,13 +63,24 @@ F_{X}(x) \in [0, 1] = X \rightarrow F_{X}^{-1}(X) = x \in \R \\
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\text{Let's define } Y = F_{X}^{-1}(U) \\
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F_{Y}(y) =
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P(Y \leq y) =
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P(F_{X}^{-1}(U) \leq y) \rightarrow \\
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\rightarrow P(F_{X}(F_{X}^{-1}(U)) \leq F_{X}(y)) =
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P(F_{X}^{-1}(U) \leq y) = P(F_{X}(F_{X}^{-1}(U)) \leq F_{X}(y)) =
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P(U \leq F_{X}(y)) = F_{X}(y)
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$$
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In particular, we demonstrated that by crafting a variable such as that,
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makes it possible to sample $X$ and $Y$ by sampling $U$
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In particular, we demonstrated that $X$ and $Y$ have the same distribution,
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so they are the same random variable. We also demonstrated that it is possible
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to define a random variable of a desired distribution, starting from another.
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> [!TIP]
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> Another way to view this is by thinking of the uniform sample as the
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> probability that we want from our target distribution.
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>
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> When we find the smallest number that gives the same probability, it's
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> like sampling from the real distribution (especially because we discretize).
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>
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> 
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>
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> By <a href="//commons.wikimedia.org/w/index.php?title=User:Davidjessop&action=edit&redlink=1" class="new" title="User:Davidjessop (page does not exist)">Davidjessop</a> - <span class="int-own-work" lang="en">Own work</span>, <a href="https://creativecommons.org/licenses/by-sa/4.0" title="Creative Commons Attribution-Share Alike 4.0">CC BY-SA 4.0</a>, <a href="https://commons.wikimedia.org/w/index.php?curid=100369573">Link</a>
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> [!NOTE]
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> The last passage says that a uniform variable is less than a value, that
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@ -51,22 +92,26 @@ makes it possible to sample $X$ and $Y$ by sampling $U$
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## Generative Models
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The idea is that, given a $n \times n$ vector $N$, made of stacked pixels,
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not all vectors will be a dog photo, so we must find the probability
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distribution associated with dog images
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Let's suppose for now that all similar things are ruled by a
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hidden probability distribution. This means that similar
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things live close together, but we don't know the actual
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distribution.
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However we have little to no information about the **actual distribution**
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of dog images.
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Let's say that we need to generate flower photos. To do so,
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we would collect several pictures of them. This allows us
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to infer a probability distribution that, while being different
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from the real one, it is still useful for our goal.
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Our solution is to **sample from a simple distribution, transform** it
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into our target distribution and then **compare with** a **sampled subset** of
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the **complex distribution**
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We then train our network to make better transformations
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Now, to generate flower photos, we only need to sample from
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this distribution. However if none of the above methods are
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feasible (which is usually the case), we need to
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train a network capable of learning this distribution.
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### Direct Learning
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We see the MMD distance between our generated set and the real one
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This method consisits in comparing the generated
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distribution with the real one, e.g. see the MMD distance between them.
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However this is usually cumbersome.
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### Indirect Learning
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@ -80,9 +125,14 @@ We then update our model based on the grade achieved by the **discriminator**
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If we use the **indirect learning** approach, we need a `Network` capable of
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classificating generated and genuine content according to their labels.
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However, for the same reasons of the **generative models**, we don't have such
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However, for the same reasons of **generative models**, we don't have such
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a `Network` readily available, but rather we have to **learn** it.
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The idea is that **the discriminator learns to classify images** (meaning that
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it will learn the goal distribution) and **the generator learns to fool
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the discriminator** (meaning that it will learn to generate according to
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the goal distribution)
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## Training Phases
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We can train both the **generator an discriminator** together. They will
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@ -99,6 +149,26 @@ perfect outcome is **when the discriminator matches tags 50% of times**
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Assuming that $G(\vec{z})$ is the result of the `generator`, $D(\vec{a})$ is the result of the `discriminator`, $y = 0$ is the generated content and $y = 1$ is the real one
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- **Loss Function**:\
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This is the actual loss for the `Discriminator`, however we use the ones
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below to explain the antagonist goal of both networks. Here $\vec{x}$ may
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be both.
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$$
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\min_{D} \{
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\underbrace{
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-y \log{(D(\vec{x}))}
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}_{\text{Loss over Real Data}}
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\underbrace{
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- (1 -y)\log{(1-D(\vec{x}))}
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}_{\text{Loss over Generated Data}}
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\}
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$$
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> [!NOTE]
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> Notice that our generator can only control the loss over generated data.
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> This will be its objective.
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- **`Generator`**:\
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We want to maximize the error of the `Discriminator` $D(\vec{a})$ when $y = 0$
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\max_{G}\{- \log(1 - D(G(\vec{z})))\}
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$$
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- **`Discriminator`**: \
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We want to minimize its error when $y = 1$. However, if the `Generator` is good at its job
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$D(G(\vec{z})) \approx 1$ the above equation
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$D(G(\vec{z})) \approx 1$ the equation above
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will be near 0, so we use these instead:
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$$
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@ -129,4 +196,12 @@ $$
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\min_{D} \max_{G} \{
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- E_{x \sim Data} \log(D(\vec{x})) - E_{z \sim Noise} \log(1 - D(G(\vec{z})))
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\}
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$$
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$$
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In this case we want both scores balanced, so a value near 0.5 is our goal,
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meaning that both are performing at their best.
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> [!NOTE]
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> Performing at their best means that the **`Discriminator` is always able
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> to classify correctly real data** and the **`Generator` is always able to
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> fool the `Discriminator`.**
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