Rex: A Family of Reversible Exponential (Stochastic) Runge-Kutta Solvers

Fuente: arXiv
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Main Authors: Blasingame, Zander W., Liu, Chen
Format: Preprint
Published: 2025
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author Blasingame, Zander W.
Liu, Chen
author_facet Blasingame, Zander W.
Liu, Chen
contents Deep generative models based on neural differential equations have quickly become the state-of-the-art for numerous generation tasks across many different applications. These models rely on ODE/SDE solvers which integrate from a prior distribution to the data distribution. In many applications it is highly desirable to then integrate in the other direction. The standard solvers, however, accumulate discretization errors which don't align with the forward trajectory, thereby prohibiting an exact inversion. In applications where the precision of the generative model is paramount this inaccuracy in inversion is often unacceptable. Current approaches to solving the inversion of these models results in significant downstream issues with poor stability and low-order of convergence; moreover, they are strictly limited to the ODE domain. In this work, we propose a new family of reversible exponential (stochastic) Runge-Kutta solvers which we refer to as Rex developed by an application of Lawson methods to convert any explicit (stochastic) Runge-Kutta scheme into a reversible one. In addition to a rigorous theoretical analysis of the proposed solvers, we also empirically demonstrate the utility of Rex on improving the sampling of Boltzmann distributions with flow models, and improving image generation and editing capabilities with diffusion models.
format Preprint
id arxiv_https___arxiv_org_abs_2502_08834
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Rex: A Family of Reversible Exponential (Stochastic) Runge-Kutta Solvers
Blasingame, Zander W.
Liu, Chen
Machine Learning
Artificial Intelligence
Deep generative models based on neural differential equations have quickly become the state-of-the-art for numerous generation tasks across many different applications. These models rely on ODE/SDE solvers which integrate from a prior distribution to the data distribution. In many applications it is highly desirable to then integrate in the other direction. The standard solvers, however, accumulate discretization errors which don't align with the forward trajectory, thereby prohibiting an exact inversion. In applications where the precision of the generative model is paramount this inaccuracy in inversion is often unacceptable. Current approaches to solving the inversion of these models results in significant downstream issues with poor stability and low-order of convergence; moreover, they are strictly limited to the ODE domain. In this work, we propose a new family of reversible exponential (stochastic) Runge-Kutta solvers which we refer to as Rex developed by an application of Lawson methods to convert any explicit (stochastic) Runge-Kutta scheme into a reversible one. In addition to a rigorous theoretical analysis of the proposed solvers, we also empirically demonstrate the utility of Rex on improving the sampling of Boltzmann distributions with flow models, and improving image generation and editing capabilities with diffusion models.
title Rex: A Family of Reversible Exponential (Stochastic) Runge-Kutta Solvers
topic Machine Learning
Artificial Intelligence
url https://arxiv.org/abs/2502.08834