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Main Authors: Sjöberg, Anders, Lindqvist, Jakob, Önnheim, Magnus, Jirstrand, Mats, Svensson, Lennart
Format: Preprint
Published: 2023
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Online Access:https://arxiv.org/abs/2307.14012
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author Sjöberg, Anders
Lindqvist, Jakob
Önnheim, Magnus
Jirstrand, Mats
Svensson, Lennart
author_facet Sjöberg, Anders
Lindqvist, Jakob
Önnheim, Magnus
Jirstrand, Mats
Svensson, Lennart
contents Diffusion models can be parameterized in terms of either score or energy function. The energy parameterization is attractive as it enables sampling procedures such as Markov Chain Monte Carlo (MCMC) that incorporates a Metropolis--Hastings (MH) correction step based on energy differences between proposed samples. Such corrections can significantly improve sampling quality, particularly in the context of model composition, where pre-trained models are combined to generate samples from novel distributions. Score-based diffusion models, on the other hand, are more widely adopted and come with a rich ecosystem of pre-trained models. However, they do not, in general, define an underlying energy function, making MH-based sampling inapplicable. In this work, we address this limitation by retaining score parameterization and introducing a novel MH-like acceptance rule based on line integration of the score function. This allows the reuse of existing diffusion models while still combining the reverse process with various MCMC techniques, viewed as an instance of annealed MCMC. Through experiments on synthetic and real-world data, we show that our MH-like samplers {yield relative improvements of similar magnitude to those observed} with energy-based models, without requiring explicit energy parameterization.
format Preprint
id arxiv_https___arxiv_org_abs_2307_14012
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle MCMC-Correction of Score-Based Diffusion Models for Model Composition
Sjöberg, Anders
Lindqvist, Jakob
Önnheim, Magnus
Jirstrand, Mats
Svensson, Lennart
Machine Learning
Diffusion models can be parameterized in terms of either score or energy function. The energy parameterization is attractive as it enables sampling procedures such as Markov Chain Monte Carlo (MCMC) that incorporates a Metropolis--Hastings (MH) correction step based on energy differences between proposed samples. Such corrections can significantly improve sampling quality, particularly in the context of model composition, where pre-trained models are combined to generate samples from novel distributions. Score-based diffusion models, on the other hand, are more widely adopted and come with a rich ecosystem of pre-trained models. However, they do not, in general, define an underlying energy function, making MH-based sampling inapplicable. In this work, we address this limitation by retaining score parameterization and introducing a novel MH-like acceptance rule based on line integration of the score function. This allows the reuse of existing diffusion models while still combining the reverse process with various MCMC techniques, viewed as an instance of annealed MCMC. Through experiments on synthetic and real-world data, we show that our MH-like samplers {yield relative improvements of similar magnitude to those observed} with energy-based models, without requiring explicit energy parameterization.
title MCMC-Correction of Score-Based Diffusion Models for Model Composition
topic Machine Learning
url https://arxiv.org/abs/2307.14012