Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows

Thejani Gamage, Hyemin Gu, Zhizhen Zhang +3

We propose CVaR-penalized Generative Particle Algorithm (CVaR-GPA), a robust, tail-agnostic algorithm for fine-tuning generative models to learn heavy-tailed distributions and capt…