提出新型非阻尼扩散桥模型,高效采样无归一化分布
Underdamped Diffusion Bridges with Applications to Sampling

- 用非阻尼随机过程学习密度演化路径,替代固定噪声流程
- 在多种采样任务中达到顶尖性能,步数少且无需调参
- 理论证明得分匹配等价于似然下界最大化,适用于复杂系统
我们提出一个通用框架,用于学习将先验分布传输至目标分布的扩散桥。该框架涵盖现有的生成建模扩散模型,还包括具有退化扩散矩阵的非阻尼版本,其中噪声仅作用于部分维度。扩展已有结论,我们的框架可严格证明:在非阻尼情况下,得分匹配确实等价于最大化似然的下界。受非阻尼随机过程更优的收敛性及与先进数值积分方法的兼容性启发,我们提出“非阻尼扩散桥”,学习一般密度演化而非由固定加噪过程规定。我们将该方法应用于从无归一化密度中采样的挑战性任务,且无法获取目标分布样本。在多种采样问题上,本方法表现卓越,显著优于其他方法,同时所需离散化步骤极少,且无需超参数调优。
原文摘要 · Abstract (English)
We provide a general framework for learning diffusion bridges that transport prior to target distributions. It includes existing diffusion models for generative modeling, but also underdamped versions with degenerate diffusion matrices, where the noise only acts in certain dimensions. Extending previous findings, our framework allows to rigorously show that score matching in the underdamped case is indeed equivalent to maximizing a lower bound on the likelihood. Motivated by superior convergence properties and compatibility with sophisticated numerical integration schemes of underdamped stochastic processes, we propose \emph{underdamped diffusion bridges}, where a general density evolution is learned rather than prescribed by a fixed noising process. We apply our method to the challenging task of sampling from unnormalized densities without access to samples from the target distribution. Across a diverse range of sampling problems, our approach demonstrates state-of-the-art performance, notably outperforming alternative methods, while requiring significantly fewer discretization steps and no hyperparameter tuning.
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