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Main Authors: Marion, Pierre, Korba, Anna, Bartlett, Peter, Blondel, Mathieu, De Bortoli, Valentin, Doucet, Arnaud, Llinares-López, Felipe, Paquette, Courtney, Berthet, Quentin
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2402.05468
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author Marion, Pierre
Korba, Anna
Bartlett, Peter
Blondel, Mathieu
De Bortoli, Valentin
Doucet, Arnaud
Llinares-López, Felipe
Paquette, Courtney
Berthet, Quentin
author_facet Marion, Pierre
Korba, Anna
Bartlett, Peter
Blondel, Mathieu
De Bortoli, Valentin
Doucet, Arnaud
Llinares-López, Felipe
Paquette, Courtney
Berthet, Quentin
contents We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a general framework for first-order optimization of these processes, that performs jointly, in a single loop, optimization and sampling steps. This approach is inspired by recent advances in bilevel optimization and automatic implicit differentiation, leveraging the point of view of sampling as optimization over the space of probability distributions. We provide theoretical guarantees on the performance of our method, as well as experimental results demonstrating its effectiveness. We apply it to training energy-based models and finetuning denoising diffusions.
format Preprint
id arxiv_https___arxiv_org_abs_2402_05468
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Implicit Diffusion: Efficient Optimization through Stochastic Sampling
Marion, Pierre
Korba, Anna
Bartlett, Peter
Blondel, Mathieu
De Bortoli, Valentin
Doucet, Arnaud
Llinares-López, Felipe
Paquette, Courtney
Berthet, Quentin
Machine Learning
We present a new algorithm to optimize distributions defined implicitly by parameterized stochastic diffusions. Doing so allows us to modify the outcome distribution of sampling processes by optimizing over their parameters. We introduce a general framework for first-order optimization of these processes, that performs jointly, in a single loop, optimization and sampling steps. This approach is inspired by recent advances in bilevel optimization and automatic implicit differentiation, leveraging the point of view of sampling as optimization over the space of probability distributions. We provide theoretical guarantees on the performance of our method, as well as experimental results demonstrating its effectiveness. We apply it to training energy-based models and finetuning denoising diffusions.
title Implicit Diffusion: Efficient Optimization through Stochastic Sampling
topic Machine Learning
url https://arxiv.org/abs/2402.05468