Theoretical guarantees in KL for Diffusion Flow Matching

Fuente: arXiv
Enregistré dans:
Détails bibliographiques
Auteurs principaux: Silveri, Marta Gentiloni, Conforti, Giovanni, Durmus, Alain
Format: Preprint
Publié: 2024
Sujets:
Accès en ligne:
Tags: Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
_version_ 1866916391696728064
author Silveri, Marta Gentiloni
Conforti, Giovanni
Durmus, Alain
author_facet Silveri, Marta Gentiloni
Conforti, Giovanni
Durmus, Alain
contents Flow Matching (FM) (also referred to as stochastic interpolants or rectified flows) stands out as a class of generative models that aims to bridge in finite time the target distribution $ν^\star$ with an auxiliary distribution $μ$, leveraging a fixed coupling $π$ and a bridge which can either be deterministic or stochastic. These two ingredients define a path measure which can then be approximated by learning the drift of its Markovian projection. The main contribution of this paper is to provide relatively mild assumptions on $ν^\star$, $μ$ and $π$ to obtain non-asymptotics guarantees for Diffusion Flow Matching (DFM) models using as bridge the conditional distribution associated with the Brownian motion. More precisely, we establish bounds on the Kullback-Leibler divergence between the target distribution and the one generated by such DFM models under moment conditions on the score of $ν^\star$, $μ$ and $π$, and a standard $L^2$-drift-approximation error assumption.
format Preprint
id arxiv_https___arxiv_org_abs_2409_08311
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Theoretical guarantees in KL for Diffusion Flow Matching
Silveri, Marta Gentiloni
Conforti, Giovanni
Durmus, Alain
Machine Learning
Probability
Flow Matching (FM) (also referred to as stochastic interpolants or rectified flows) stands out as a class of generative models that aims to bridge in finite time the target distribution $ν^\star$ with an auxiliary distribution $μ$, leveraging a fixed coupling $π$ and a bridge which can either be deterministic or stochastic. These two ingredients define a path measure which can then be approximated by learning the drift of its Markovian projection. The main contribution of this paper is to provide relatively mild assumptions on $ν^\star$, $μ$ and $π$ to obtain non-asymptotics guarantees for Diffusion Flow Matching (DFM) models using as bridge the conditional distribution associated with the Brownian motion. More precisely, we establish bounds on the Kullback-Leibler divergence between the target distribution and the one generated by such DFM models under moment conditions on the score of $ν^\star$, $μ$ and $π$, and a standard $L^2$-drift-approximation error assumption.
title Theoretical guarantees in KL for Diffusion Flow Matching
topic Machine Learning
Probability
url https://arxiv.org/abs/2409.08311