Abstract: We propose the Wasserstein Auto-Encoder (WAE)—a new algorithm for building a generative model of the data distribution. WAE minimizes a penalized form of the Wasserstein distance between the model distribution and the target distribution, which leads to a different regularizer than the one used by the Variational Auto-Encoder (VAE) [1]. This regularizer encourages the encoded training distribution to match the prior. We compare our algorithm with several other techniques and show that it is a generalization of adversarial auto-encoders(AAE) [2]. Our experiments show that WAE shares many of the properties of VAEs (stable training, encoder-decoder architecture, nice latent manifold structure) while generating samples of better quality, as measured by the FID score.