arXiv · 2307.01198
Improved sampling via learned diffusions
Abstract
Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on previous work, we identify these approaches as special cases of a generalized Schr\"odinger bridge problem, seeking a stochastic evolution between a given prior distribution and the specified target. We further generalize this framework by introducing a variational formulation based on divergences between path space measures of time-reversed diffusion processes. This abstract perspective leads to practical losses that can be optimized by gradient-based algorithms and includes previous objectives as special cases. At the same time, it allows us to consider divergences other than the reverse Kullback-Leibler divergence that is known to suffer from mode collapse. In particular, we propose the so-called log-variance loss, which exhibits favorable numerical properties and leads to significantly improved performance across all considered approaches.
Explore related subjects
Keep this discovery
Lorenz Richter, Julius Berner. 2023-07-03. Improved sampling via learned diffusions. https://arxiv.org/abs/2307.01198
Cite the original work for its findings. Save a collection to share your selection of sources.