Bayesian Generative Adversarial Networks via Gaussian Approximation for Tabular Data Synthesis
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Abstract (arXiv)
Generative Adversarial Networks (GAN) have been used in many studies to synthesise mixed tabular data. Conditional tabular GAN (CTGAN) have been the most popular variant but struggle to effectively navigate the risk-utility trade-off. Bayesian GAN have received less attention for tabular data, but have been explored with unstructured data such as images and text. The most used technique employed in Bayesian GAN is Markov Chain Monte Carlo (MCMC), but it is computationally intensive, particularly in terms of weight storage. In this paper, we introduce Gaussian Approximation of CTGAN (GACTGAN), an integration of the Bayesian posterior approximation technique using Stochastic Weight Averaging-Gaussian (SWAG) within the CTGAN generator to synthesise tabular data, reducing computational overhead after the training phase. We demonstrate that GACTGAN yields better synthetic data compared to CTGAN, achieving better preservation of tabular structure and inferential statistics with less privacy risk. These results highlight GACTGAN as a simpler, effective implementation of Bayesian tabular synthesis.
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References · 25
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- 2017Noisy Natural Gradient as Variational Inferencecited by 94
- 2020VAEM: a Deep Generative Model for Heterogeneous Mixed Type Datacited by 66
- 2018Metropolis-Hastings Generative Adversarial Networkscited by 40
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