Dimension-free error estimate for diffusion model and optimal scheduling
Valentin de Bortoli, Romuald Elie, Anna Kazeykina, Zhenjie Ren, Jiacheng Zhang

TL;DR
This paper establishes a dimension-free error bound for diffusion models using a functional metric, and derives an optimal scheduling strategy for the reverse diffusion process, improving understanding and performance in high-dimensional data generation.
Contribution
It introduces a novel, dimension-independent error bound for diffusion models based on a weaker functional metric, and provides a new theoretical justification for an existing optimal scheduling strategy.
Findings
Derived a dimension-free discrepancy bound for diffusion models.
Proposed an optimal time-scheduling strategy minimizing discretization error.
Validated the scheduling strategy's optimality through theoretical analysis.
Abstract
Diffusion generative models have emerged as powerful tools for producing synthetic data from an empirically observed distribution. A common approach involves simulating the time-reversal of an Ornstein-Uhlenbeck (OU) process initialized at the true data distribution. Since the score function associated with the OU process is typically unknown, it is approximated using a trained neural network. This approximation, along with finite time simulation, time discretization and statistical approximation, introduce several sources of error whose impact on the generated samples must be carefully understood. Previous analyses have quantified the error between the generated and the true data distributions in terms of Wasserstein distance or Kullback-Leibler (KL) divergence. However, both metrics present limitations: KL divergence requires absolute continuity between distributions, while…
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods · Model Reduction and Neural Networks · Stochastic processes and financial applications
