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Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling (2106.01357v5)

Published 1 Jun 2021 in stat.ML, cs.LG, and math.PR

Abstract: Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE), Song et al. (2021) demonstrate how the time inhomogeneous drift of the associated reverse-time SDE may be estimated using score-matching. A limitation of this approach is that the forward-time SDE must be run for a sufficiently long time for the final distribution to be approximately Gaussian. In contrast, solving the Schr\"odinger Bridge problem (SB), i.e. an entropy-regularized optimal transport problem on path spaces, yields diffusions which generate samples from the data distribution in finite time. We present Diffusion SB (DSB), an original approximation of the Iterative Proportional Fitting (IPF) procedure to solve the SB problem, and provide theoretical analysis along with generative modeling experiments. The first DSB iteration recovers the methodology proposed by Song et al. (2021), with the flexibility of using shorter time intervals, as subsequent DSB iterations reduce the discrepancy between the final-time marginal of the forward (resp. backward) SDE with respect to the prior (resp. data) distribution. Beyond generative modeling, DSB offers a widely applicable computational optimal transport tool as the continuous state-space analogue of the popular Sinkhorn algorithm (Cuturi, 2013).

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Authors (4)
  1. Valentin De Bortoli (50 papers)
  2. James Thornton (15 papers)
  3. Jeremy Heng (17 papers)
  4. Arnaud Doucet (161 papers)
Citations (364)

Summary

Analyzing the Diffusion Schrödinger Bridge for Score-Based Generative Modeling

The paper "Diffusion Schrödinger Bridge with Applications to Score-Based Generative Modeling" presents a novel methodology, namely the Diffusion Schrödinger Bridge (DSB), aimed at solving the entropy-regularized optimal transport problem on path spaces, thus enhancing computational generative modeling techniques. The research introduces a paradigm which allows sampling from complex data distributions by leveraging concepts from stochastic differential equations (SDEs) and optimal transport theory, specifically the Schrödinger Bridge (SB) problem.

Core Contributions and Methodology

  • Reformulation of Generative Modeling: The paper reframes the generative modeling task as a Schrödinger Bridge problem that constitutes finding a minimal Kullback-Leibler (KL) divergence path measure from a given Gaussian prior to the actual data distribution. This reinterpretation enables sample generation with shorter time intervals, which could mitigate the computational burden observed in existing Score-Based Generative Models (SGMs).
  • Algorithmic Innovation: By implementing an iterative algorithm rooted in the Iterative Proportional Fitting (IPF) procedure, DSB iteratively improves the generative model by reducing discrepancies between the forward and backward SDEs associated with the generative processes. It markedly contrasts previous methods by not necessitating a forward SDE run for an extensive duration for prior convergence.
  • Systemic Integration with Optimal Transport: DSB is based on a dynamic perspective of optimal transport which makes use of continuous state-space analogues rather than discrete formulations. This offers a practical computational alternative to the widely utilized Sinkhorn algorithm in discrete settings.

Theoretical Insights

  • Convergence Properties: The paper provides theoretical guarantees on the convergence of DSB, addressing potential concerns regarding poor mixing times by presenting bounds on the total variation distance between distributions. A critical advancement is the determination of quantitative convergence rates for the IPF, a breakthrough considering the dependencies of mixing time on dimensionality in prior approaches.
  • Differential Structure of the Problem: By viewing the noising process as an SDE which becomes approximately Gaussian over time, the authors replicate the generative dynamics while using score-matching techniques for approximations—highlighting both theoretical and computational advancements over homogeneous Langevin counterparts.

Experimental Results and Implications

The authors validate their model through extensive experiments on several benchmark datasets including MNIST and CelebA, demonstrating that DSB iterations steadily enhance generative performance. The improvements are quantified using metrics like the Fréchet Inception Distance (FID), indicating substantial gains over prior SGM methods with a reduced number of diffusion steps. Although the presented results signify strong performance, the computational cost relative to state-of-the-art models could be further assessed.

Future Directions

  • Domain Adaptation and Transport between Arbitrary Data Distributions: While ambitiously extending its applicability, the presented dynamic SB formulation can offer a flexible solution for more complex tasks like multi-marginal transport and Gromov-Wasserstein problems, warranting further exploration.
  • Scalability and Computational Optimization: Future research could aim to refine network architectures or leverage distillation techniques to enhance DSB's scalability without sacrificing performance, expanding its appeal for practical deployment in high-dimensional settings.

In conclusion, the Diffusion Schrödinger Bridge framework proposed by this paper signifies an innovative leap in generative modeling, marrying the power of SDEs with optimal transport methodologies to navigate complex probability distributions effectively.

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