Learning High-Dimensional Distributions with Latent Neural Fokker-Planck Kernels

Learning high-dimensional distributions is an important yet challenging problem in machine learning with applications in various domains. In this paper, we introduce new techniques to formulate the problem as solving Fokker-Planck equation in a lower-dimensional latent space, aiming to mitigate challenges in high-dimensional data space. Our proposed model consists of latent-distribution morphing, a generator and a parameterized Fokker-Planck kernel function. One fascinating property of our model is that it can be trained with arbitrary steps of latent distribution morphing or even without morphing, which makes it flexible and as efficient as Generative Adversarial Networks (GANs). Furthermore, this property also makes our latent-distribution morphing an efficient plug-and-play scheme, thus can be used to improve arbitrary GANs, and more interestingly, can effectively correct failure cases of the GAN models. Extensive experiments illustrate the advantages of our proposed method over existing models.