Connections between Support Vector Machines, Wasserstein distance and gradient-penalty GANs

We generalize the concept of maximum-margin classifiers (MMCs) to arbitrary norms and non-linear functions. Support Vector Machines (SVMs) are a special case of MMC. We find that MMCs can be formulated as Integral Probability Metrics (IPMs) or classifiers with some form of gradient norm penalty. This implies a direct link to a class of Generative adversarial networks (GANs) which penalize a gradient norm. We show that the Discriminator in Wasserstein, Standard, Least-Squares, and Hinge GAN with Gradient Penalty is an MMC. We explain why maximizing a margin may be helpful in GANs. We hypothesize and confirm experimentally that $L^\infty$-norm penalties with Hinge loss produce better GANs than $L^2$-norm penalties (based on common evaluation metrics). We derive the margins of Relativistic paired (Rp) and average (Ra) GANs.