Minimax Optimality of Score-based Diffusion Models: Beyond the Density Lower Bound Assumptions

Fuente: arXiv
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Main Authors: Zhang, Kaihong, Yin, Caitlyn H., Liang, Feng, Liu, Jingbo
Format: Preprint
Published: 2024
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author Zhang, Kaihong
Yin, Caitlyn H.
Liang, Feng
Liu, Jingbo
author_facet Zhang, Kaihong
Yin, Caitlyn H.
Liang, Feng
Liu, Jingbo
contents We study the asymptotic error of score-based diffusion model sampling in large-sample scenarios from a non-parametric statistics perspective. We show that a kernel-based score estimator achieves an optimal mean square error of $\widetilde{O}\left(n^{-1} t^{-\frac{d+2}{2}}(t^{\frac{d}{2}} \vee 1)\right)$ for the score function of $p_0*\mathcal{N}(0,t\boldsymbol{I}_d)$, where $n$ and $d$ represent the sample size and the dimension, $t$ is bounded above and below by polynomials of $n$, and $p_0$ is an arbitrary sub-Gaussian distribution. As a consequence, this yields an $\widetilde{O}\left(n^{-1/2} t^{-\frac{d}{4}}\right)$ upper bound for the total variation error of the distribution of the sample generated by the diffusion model under a mere sub-Gaussian assumption. If in addition, $p_0$ belongs to the nonparametric family of the $β$-Sobolev space with $β\le 2$, by adopting an early stopping strategy, we obtain that the diffusion model is nearly (up to log factors) minimax optimal. This removes the crucial lower bound assumption on $p_0$ in previous proofs of the minimax optimality of the diffusion model for nonparametric families.
format Preprint
id arxiv_https___arxiv_org_abs_2402_15602
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Minimax Optimality of Score-based Diffusion Models: Beyond the Density Lower Bound Assumptions
Zhang, Kaihong
Yin, Caitlyn H.
Liang, Feng
Liu, Jingbo
Statistics Theory
Information Theory
Machine Learning
We study the asymptotic error of score-based diffusion model sampling in large-sample scenarios from a non-parametric statistics perspective. We show that a kernel-based score estimator achieves an optimal mean square error of $\widetilde{O}\left(n^{-1} t^{-\frac{d+2}{2}}(t^{\frac{d}{2}} \vee 1)\right)$ for the score function of $p_0*\mathcal{N}(0,t\boldsymbol{I}_d)$, where $n$ and $d$ represent the sample size and the dimension, $t$ is bounded above and below by polynomials of $n$, and $p_0$ is an arbitrary sub-Gaussian distribution. As a consequence, this yields an $\widetilde{O}\left(n^{-1/2} t^{-\frac{d}{4}}\right)$ upper bound for the total variation error of the distribution of the sample generated by the diffusion model under a mere sub-Gaussian assumption. If in addition, $p_0$ belongs to the nonparametric family of the $β$-Sobolev space with $β\le 2$, by adopting an early stopping strategy, we obtain that the diffusion model is nearly (up to log factors) minimax optimal. This removes the crucial lower bound assumption on $p_0$ in previous proofs of the minimax optimality of the diffusion model for nonparametric families.
title Minimax Optimality of Score-based Diffusion Models: Beyond the Density Lower Bound Assumptions
topic Statistics Theory
Information Theory
Machine Learning
url https://arxiv.org/abs/2402.15602