Sawtooth Sampling for Time Series Denoising Diffusion Implicit Models

Abstract: Denoising Diffusion Probabilistic Models (DDPMs) can generate synthetic timeseries data to help improve the performance of a classifier, but their sampling process is computationally expensive. We address this by combining implicit diffusion models with a novel Sawtooth Sampler that accelerates the reverse process and can be applied to any pretrained diffusion model. Our approach achieves a 30 times speed-up over the standard baseline while also enhancing the quality of the generated sequences for classification tasks.