Markovian Scale Prediction: A New Era of Visual Autoregressive Generation

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Hauptverfasser: Zhang, Yu, Liu, Jingyi, Shi, Yiwei, Zhang, Qi, Miao, Duoqian, Wang, Changwei, Cao, Longbing
Format: Preprint
Veröffentlicht: 2025
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author Zhang, Yu
Liu, Jingyi
Shi, Yiwei
Zhang, Qi
Miao, Duoqian
Wang, Changwei
Cao, Longbing
author_facet Zhang, Yu
Liu, Jingyi
Shi, Yiwei
Zhang, Qi
Miao, Duoqian
Wang, Changwei
Cao, Longbing
contents Visual AutoRegressive modeling (VAR) based on next-scale prediction has revitalized autoregressive visual generation. Although its full-context dependency, i.e., modeling all previous scales for next-scale prediction, facilitates more stable and comprehensive representation learning by leveraging complete information flow, the resulting computational inefficiency and substantial overhead severely hinder VAR's practicality and scalability. This motivates us to develop a new VAR model with better performance and efficiency without full-context dependency. To address this, we reformulate VAR as a non-full-context Markov process, proposing Markov-VAR. It is achieved via Markovian Scale Prediction: we treat each scale as a Markov state and introduce a sliding window that compresses certain previous scales into a compact history vector to compensate for historical information loss owing to non-full-context dependency. Integrating the history vector with the Markov state yields a representative dynamic state that evolves under a Markov process. Extensive experiments demonstrate that Markov-VAR is extremely simple yet highly effective: Compared to VAR on ImageNet, Markov-VAR reduces FID by 10.5% (256 $\times$ 256) and decreases peak memory consumption by 83.8% (1024 $\times$ 1024). We believe that Markov-VAR can serve as a foundation for future research on visual autoregressive generation and other downstream tasks.
format Preprint
id arxiv_https___arxiv_org_abs_2511_23334
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Markovian Scale Prediction: A New Era of Visual Autoregressive Generation
Zhang, Yu
Liu, Jingyi
Shi, Yiwei
Zhang, Qi
Miao, Duoqian
Wang, Changwei
Cao, Longbing
Computer Vision and Pattern Recognition
Visual AutoRegressive modeling (VAR) based on next-scale prediction has revitalized autoregressive visual generation. Although its full-context dependency, i.e., modeling all previous scales for next-scale prediction, facilitates more stable and comprehensive representation learning by leveraging complete information flow, the resulting computational inefficiency and substantial overhead severely hinder VAR's practicality and scalability. This motivates us to develop a new VAR model with better performance and efficiency without full-context dependency. To address this, we reformulate VAR as a non-full-context Markov process, proposing Markov-VAR. It is achieved via Markovian Scale Prediction: we treat each scale as a Markov state and introduce a sliding window that compresses certain previous scales into a compact history vector to compensate for historical information loss owing to non-full-context dependency. Integrating the history vector with the Markov state yields a representative dynamic state that evolves under a Markov process. Extensive experiments demonstrate that Markov-VAR is extremely simple yet highly effective: Compared to VAR on ImageNet, Markov-VAR reduces FID by 10.5% (256 $\times$ 256) and decreases peak memory consumption by 83.8% (1024 $\times$ 1024). We believe that Markov-VAR can serve as a foundation for future research on visual autoregressive generation and other downstream tasks.
title Markovian Scale Prediction: A New Era of Visual Autoregressive Generation
topic Computer Vision and Pattern Recognition
url https://arxiv.org/abs/2511.23334