How Discrete and Continuous Diffusion Meet: Comprehensive Analysis of Discrete Diffusion Models via a Stochastic Integral Framework

Fuente: arXiv
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Autores principales: Ren, Yinuo, Chen, Haoxuan, Rotskoff, Grant M., Ying, Lexing
Formato: Preprint
Publicado: 2024
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author Ren, Yinuo
Chen, Haoxuan
Rotskoff, Grant M.
Ying, Lexing
author_facet Ren, Yinuo
Chen, Haoxuan
Rotskoff, Grant M.
Ying, Lexing
contents Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In this work, we propose a comprehensive framework for the error analysis of discrete diffusion models based on Lévy-type stochastic integrals. By generalizing the Poisson random measure to that with a time-independent and state-dependent intensity, we rigorously establish a stochastic integral formulation of discrete diffusion models and provide the corresponding change of measure theorems that are intriguingly analogous to Itô integrals and Girsanov's theorem for their continuous counterparts. Our framework unifies and strengthens the current theoretical results on discrete diffusion models and obtains the first error bound for the $τ$-leaping scheme in KL divergence. With error sources clearly identified, our analysis gives new insight into the mathematical properties of discrete diffusion models and offers guidance for the design of efficient and accurate algorithms for real-world discrete diffusion model applications.
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id arxiv_https___arxiv_org_abs_2410_03601
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle How Discrete and Continuous Diffusion Meet: Comprehensive Analysis of Discrete Diffusion Models via a Stochastic Integral Framework
Ren, Yinuo
Chen, Haoxuan
Rotskoff, Grant M.
Ying, Lexing
Machine Learning
Numerical Analysis
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In this work, we propose a comprehensive framework for the error analysis of discrete diffusion models based on Lévy-type stochastic integrals. By generalizing the Poisson random measure to that with a time-independent and state-dependent intensity, we rigorously establish a stochastic integral formulation of discrete diffusion models and provide the corresponding change of measure theorems that are intriguingly analogous to Itô integrals and Girsanov's theorem for their continuous counterparts. Our framework unifies and strengthens the current theoretical results on discrete diffusion models and obtains the first error bound for the $τ$-leaping scheme in KL divergence. With error sources clearly identified, our analysis gives new insight into the mathematical properties of discrete diffusion models and offers guidance for the design of efficient and accurate algorithms for real-world discrete diffusion model applications.
title How Discrete and Continuous Diffusion Meet: Comprehensive Analysis of Discrete Diffusion Models via a Stochastic Integral Framework
topic Machine Learning
Numerical Analysis
url https://arxiv.org/abs/2410.03601