Score-Based Deterministic Density Sampling

Abstract: We propose a deterministic sampling framework using Score-Based Transport Modeling for sampling an unnormalized target density $\pi$ given only its score $\nabla \log \pi$. Our method approximates the Wasserstein gradient flow on $\mathrm{KL}(f_t|\pi)$ by learning the time-varying score $\nabla \log f_t$ on the fly using score matching. While having the same marginal distribution as Langevin dynamics, our method produces smooth deterministic trajectories, resulting in monotone noise-free convergence. We prove that our method dissipates relative entropy at the same rate as the exact gradient flow, provided sufficient training. Numerical experiments validate our theoretical findings: our method converges at the optimal rate, has smooth trajectories, and is usually more sample efficient than its stochastic counterpart. Experiments on high dimensional image data show that our method produces high quality generations in as few as 15 steps and exhibits natural exploratory behavior. The memory and runtime scale linearly in the sample size.