Time series forecasting is one of the challenging problems for humankind. Traditional forecasting methods using mean regression models have severe shortcomings in reflecting real-world fluctuations. While new probabilistic methods rush to rescue, they fight with technical difficulties like quantile crossing or selecting a prior distribution. To meld the different strengths of these fields while avoiding their weaknesses as well as to push the boundary of the state-of-the-art, we introduce ForGAN - one step ahead probabilistic forecasting with generative adversarial networks. ForGAN utilizes the power of the conditional generative adversarial network to learn the data generating distribution and compute probabilistic forecasts from it. We argue how to evaluate ForGAN in opposition to regression methods. To investigate probabilistic forecasting of ForGAN, we create a new dataset and demonstrate our method abilities on it. This dataset will be made publicly available for comparison. Furthermore, we test ForGAN on two publicly available datasets, namely Mackey-Glass dataset and Internet traffic dataset (A5M) where the impressive performance of ForGAN demonstrate its high capability in forecasting future values.
Most research regarding applying GAN on sequential data is concerned with discrete problems, e.g. text generation task. Since the discrete space of words cannot be differentiated in mathematics, modifying a GAN to work with discrete data is a challenging task. Many papers have been published to address this problem and they have reported remarkable results @cite_26 @cite_55 @cite_59 @cite_66 . However, we are interested in the (quasi) continues regime. Therefore, these techniques are not directly applicable here.
@cite_55 @cite_26 @cite_66 @cite_59
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In this paper, drawing intuition from the Turing test, we propose using adversarial training for open-domain dialogue generation: the system is trained to produce sequences that are indistinguishable from human-generated dialogue utterances. We cast the task as a reinforcement learning (RL) problem where we jointly train two systems, a generative model to produce response sequences, and a discriminator---analagous to the human evaluator in the Turing test--- to distinguish between the human-generated dialogues and the machine-generated ones. The outputs from the discriminator are then used as rewards for the generative model, pushing the system to generate dialogues that mostly resemble human dialogues. In addition to adversarial training we describe a model for adversarial evaluation that uses success in fooling an adversary as a dialogue evaluation metric, while avoiding a number of potential pitfalls. Experimental results on several metrics, including adversarial evaluation, demonstrate that the adversarially-trained system generates higher-quality responses than previous baselines. Generative Adversarial Networks (GANs) have shown great promise recently in image generation. Training GANs for language generation has proven to be more difficult, because of the non-differentiable nature of generating text with recurrent neural networks. Consequently, past work has either resorted to pre-training with maximum-likelihood or used convolutional networks for generation. In this work, we show that recurrent neural networks can be trained to generate text with GANs from scratch using curriculum learning, by slowly teaching the model to generate sequences of increasing and variable length. We empirically show that our approach vastly improves the quality of generated sequences compared to a convolutional baseline. As a new way of training generative models, Generative Adversarial Net (GAN) that uses a discriminative model to guide the training of the generative model has enjoyed considerable success in generating real-valued data. However, it has limitations when the goal is for generating sequences of discrete tokens. A major reason lies in that the discrete outputs from the generative model make it difficult to pass the gradient update from the discriminative model to the generative model. Also, the discriminative model can only assess a complete sequence, while for a partially generated sequence, it is nontrivial to balance its current score and the future one once the entire sequence has been generated. In this paper, we propose a sequence generation framework, called SeqGAN, to solve the problems. Modeling the data generator as a stochastic policy in reinforcement learning (RL), SeqGAN bypasses the generator differentiation problem by directly performing gradient policy update. The RL reward signal comes from the GAN discriminator judged on a complete sequence, and is passed back to the intermediate state-action steps using Monte Carlo search. Extensive experiments on synthetic data and real-world tasks demonstrate significant improvements over strong baselines.