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Stochastic gradient-based optimisation for discrete latent variable models is challenging due to the high variance of gradients. We introduce a variance reduction technique for score function estimators that makes use of double control…

Machine Learning · Statistics 2022-06-07 Michalis K. Titsias , Jiaxin Shi

In this work we develop a scalable computational framework for the solution of PDE-constrained optimal control under high-dimensional uncertainty. Specifically, we consider a mean-variance formulation of the control objective and employ a…

Optimization and Control · Mathematics 2019-03-27 Peng Chen , Umberto Villa , Omar Ghattas

Flexible variational distributions improve variational inference but are harder to optimize. In this work we present a control variate that is applicable for any reparameterizable distribution with known mean and covariance matrix, e.g.…

Machine Learning · Computer Science 2020-10-26 Tomas Geffner , Justin Domke

In statistics and machine learning, approximation of an intractable integration is often achieved by using the unbiased Monte Carlo estimator, but the variances of the estimation are generally high in many applications. Control variates…

Machine Learning · Statistics 2019-10-16 Ruosi Wan , Mingjun Zhong , Haoyi Xiong , Zhanxing Zhu

Diffusion models have demonstrated empirical successes in various applications and can be adapted to task-specific needs via guidance. This paper studies a form of gradient guidance for adapting a pre-trained diffusion model towards…

Machine Learning · Statistics 2024-10-17 Yingqing Guo , Hui Yuan , Yukang Yang , Minshuo Chen , Mengdi Wang

How diffusion models generalize beyond their training set is not known, and is somewhat mysterious given two facts: the optimum of the denoising score matching (DSM) objective usually used to train diffusion models is the score function of…

Machine Learning · Computer Science 2025-04-18 John J. Vastola

Score-based diffusion models provide a powerful way to model images using the gradient of the data distribution. Leveraging the learned score function as a prior, here we introduce a way to sample data from a conditional distribution given…

Image and Video Processing · Electrical Eng. & Systems 2022-07-19 Hyungjin Chung , Jong Chul Ye

Denoising Score Matching estimates the score of a noised version of a target distribution by minimizing a regression loss and is widely used to train the popular class of Denoising Diffusion Models. A well known limitation of Denoising…

Machine Learning · Computer Science 2024-02-14 Valentin De Bortoli , Michael Hutchinson , Peter Wirnsberger , Arnaud Doucet

We study the problem of training diffusion and flow generative models to sample from target distributions defined by an exponential tilting of a base density; a formulation that subsumes both sampling from unnormalized densities and reward…

Machine Learning · Statistics 2026-05-04 Carles Domingo-Enrich , Yuanqi Du , Michael S. Albergo

Diffusion models offer a robust framework for sampling from unnormalized probability densities, which requires accurately estimating the score of the noise-perturbed target distribution. While the standard Denoising Score Identity (DSI)…

Machine Learning · Computer Science 2025-12-24 Khaled Kahouli , Romuald Elie , Klaus-Robert Müller , Quentin Berthet , Oliver T. Unke , Arnaud Doucet

Variational inference in Bayesian deep learning often involves computing the gradient of an expectation that lacks a closed-form solution. In these cases, pathwise and score-function gradient estimators are the most common approaches. The…

Machine Learning · Statistics 2024-10-10 Kenyon Ng , Susan Wei

Score-based diffusion models are a highly effective method for generating samples from a distribution of images. We consider scenarios where the training data comes from a noisy version of the target distribution, and present an efficiently…

Machine Learning · Statistics 2025-09-30 Dennis Elbrächter , Giovanni S. Alberti , Matteo Santacesaria

Diffusion models generate samples by reversing a fixed forward diffusion process. Despite already providing impressive empirical results, these diffusion models algorithms can be further improved by reducing the variance of the training…

Machine Learning · Computer Science 2023-02-20 Yilun Xu , Shangyuan Tong , Tommi Jaakkola

We present a mechanism to steer the sampling diversity of denoising diffusion and flow matching models, allowing users to sample from a sharper or broader distribution than the training distribution. We build on the observation that these…

Machine Learning · Computer Science 2026-05-26 Yanbo Xu , Yu Wu , Sungjae Park , Zhizhuo Zhou , Shubham Tulsiani

Score matching enables the estimation of the gradient of a data distribution, a key component in denoising diffusion models used to recover clean data from corrupted inputs. In prior work, a heuristic weighting function has been used for…

Machine Learning · Computer Science 2025-08-05 Juyan Zhang , Rhys Newbury , Xinyang Zhang , Tin Tran , Dana Kulic , Michael Burke

Gradient-based methods for optimisation of objectives in stochastic settings with unknown or intractable dynamics require estimators of derivatives. We derive an objective that, under automatic differentiation, produces low-variance…

Machine Learning · Computer Science 2019-09-25 Gregory Farquhar , Shimon Whiteson , Jakob Foerster

Training a diffusion model approximates a map from a data distribution $\rho$ to the optimal score function $s_t$ for that distribution. Can we differentiate this map? If we could, then we could predict how the score, and ultimately the…

Machine Learning · Computer Science 2025-09-30 Christopher Scarvelis , Justin Solomon

In most lattice field theories, correlators are plagued by a signal-to-noise problem of exponential difficulty in the time separation. We propose a method for improving the signal-to-noise ratio, in which control variates are systematically…

High Energy Physics - Lattice · Physics 2023-07-28 Tanmoy Bhattacharya , Scott Lawrence , Jun-Sik Yoo

We propose a general variance reduction strategy for diffusion processes. Our approach does not require the knowledge of the measure that is sampled, which may indeed be unknown as for nonequilibrium dynamics in statistical physics. We show…

Numerical Analysis · Mathematics 2019-01-29 Julien Roussel , Gabriel Stoltz

We propose a new way of training neural networks, with the goal of reducing training cost. Our method uses approximate predicted gradients instead of the full gradients that require an expensive backward pass. We derive a…

Machine Learning · Computer Science 2025-11-10 Kamil Ciosek , Nicolò Felicioni , Juan Elenter Litwin
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