This paper introduces a unified theoretical perspective that views deep generative models as probability transformation functions. Despite the apparent differences in architecture and training methodologies among various types of generative models – autoencoders, autoregressive models, generative adversarial networks, normalizing flows, diffusion models, and flow matching – we demonstrate that they all fundamentally operate by transforming simple predefined distributions into complex target data distributions. This unifying perspective facilitates the transfer of methodological improvements between model architectures and provides a foundation for developing universal theoretical approaches, potentially leading to more efficient and effective generative modeling techniques.