  Generative neural samplers are probabilistic models that implement sampling
using feedforward neural networks: they take a random input vector and produce
a sample from a probability distribution defined by the network weights. These
models are expressive and allow efficient computation of samples and
derivatives, but cannot be used for computing likelihoods or for
marginalization. The generative-adversarial training method allows to train
such models through the use of an auxiliary discriminative neural network. We
show that the generative-adversarial approach is a special case of an existing
more general variational divergence estimation approach. We show that any
f-divergence can be used for training generative neural samplers. We discuss
the benefits of various choices of divergence functions on training complexity
and the quality of the obtained generative models.
