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Learning models with discrete latent variables using stochastic gradient descent remains a challenge due to the high variance of gradient estimates. Modern variance reduction techniques mostly consider categorical distributions and have…

Machine Learning · Computer Science 2019-11-25 Artyom Gadetsky , Kirill Struminsky , Christopher Robinson , Novi Quadrianto , Dmitry Vetrov

Diffusion models have recently achieved remarkable success in generative modeling, yet their training dynamics across different noise levels remain highly imbalanced, which can lead to inefficient optimization and unstable learning…

Machine Learning · Computer Science 2026-03-12 Nanlong Sun , Lei Shi

Reversing a diffusion process by learning its score forms the heart of diffusion-based generative modeling and for estimating properties of scientific systems. The diffusion processes that are tractable center on linear processes with a…

Machine Learning · Computer Science 2024-07-12 Raghav Singhal , Mark Goldstein , Rajesh Ranganath

Control variates are a well-established tool to reduce the variance of Monte Carlo estimators. However, for large-scale problems including high-dimensional and large-sample settings, their advantages can be outweighed by a substantial…

Machine Learning · Statistics 2021-07-22 Shijing Si , Chris. J. Oates , Andrew B. Duncan , Lawrence Carin , François-Xavier Briol

Policy gradient methods have achieved remarkable successes in solving challenging reinforcement learning problems. However, it still often suffers from the large variance issue on policy gradient estimation, which leads to poor sample…

Machine Learning · Statistics 2018-02-26 Hao Liu , Yihao Feng , Yi Mao , Dengyong Zhou , Jian Peng , Qiang Liu

Bayesian model comparison relies upon the model evidence, yet for many models of interest the model evidence is unavailable in closed form and must be approximated. Many of the estimators for evidence that have been proposed in the Monte…

Methodology · Statistics 2014-05-02 Chris J. Oates , Theodore Papamarkou , Mark Girolami

Diffusion models exhibit excellent sample quality, but existing guidance methods often require additional model training or are limited to specific tasks. We revisit guidance in diffusion models from the perspective of variational inference…

Machine Learning · Computer Science 2025-05-27 Kushagra Pandey , Farrin Marouf Sofian , Felix Draxler , Theofanis Karaletsos , Stephan Mandt

In this paper we present a novel approach towards variance reduction for discretised diffusion processes. The proposed approach involves specially constructed control variates and allows for a significant reduction in the variance for the…

Probability · Mathematics 2017-09-19 Denis Belomestny , Stefan Häfner , Tigran Nagapetyan , Mikhail Urusov

Recently, a series of papers proposed deep learning-based approaches to sample from target distributions using controlled diffusion processes, being trained only on the unnormalized target densities without access to samples. Building on…

Machine Learning · Computer Science 2024-05-24 Lorenz Richter , Julius Berner

The control variates (CV) method is widely used in policy gradient estimation to reduce the variance of the gradient estimators in practice. A control variate is applied by subtracting a baseline function from the state-action value…

Machine Learning · Computer Science 2021-08-12 Yuanyi Zhong , Yuan Zhou , Jian Peng

Transformer-based diffusion models have demonstrated remarkable performance at generating high-quality samples. However, our theoretical understanding of the reasons for this success remains limited. For instance, existing models are…

Machine Learning · Computer Science 2026-04-14 Hongkang Li , Hancheng Min , Rene Vidal

Policy gradient methods are very attractive in reinforcement learning due to their model-free nature and convergence guarantees. These methods, however, suffer from high variance in gradient estimation, resulting in poor sample efficiency.…

Machine Learning · Computer Science 2018-11-16 Sergey Pankov

Recently, we and several other authors have written about the possibilities of using stochastic approximation techniques for fitting variational approximations to intractable Bayesian posterior distributions. Naive implementations of…

Computation · Statistics 2014-01-14 Tim Salimans , David A. Knowles

Score-based diffusion models are a powerful class of generative models, but their practical use often depends on training neural networks to approximate the score function. Training-free diffusion models provide an attractive alternative by…

Numerical Analysis · Mathematics 2026-01-28 Pengjun Wang , Zezhong Zhang , Minglei Yang , Feng Bao , Yanzhao Cao , Guannan Zhang

Diffusion-based methods represented as stochastic differential equations on a continuous-time domain have recently proven successful as a non-adversarial generative model. Training such models relies on denoising score matching, which can…

Machine Learning · Computer Science 2024-11-05 Sarthak Mittal , Korbinian Abstreiter , Stefan Bauer , Bernhard Schölkopf , Arash Mehrjou

Aligning diffusion models to downstream tasks often requires finetuning new models or gradient-based guidance at inference time to enable sampling from the reward-tilted posterior. In this work, we explore a simple inference-time…

Computer Vision and Pattern Recognition · Computer Science 2025-05-06 Anuj Singh , Sayak Mukherjee , Ahmad Beirami , Hadi Jamali-Rad

In this paper we present an enhancement of the regression-based variance reduction approaches recently proposed in Belomestny et al. This enhancement is based on a truncation of the control variate and allows for a significant reduction of…

Probability · Mathematics 2017-11-10 Denis Belomestny , Stefan Häfner , Mikhail Urusov

The proposed method, Discriminator Guidance, aims to improve sample generation of pre-trained diffusion models. The approach introduces a discriminator that gives explicit supervision to a denoising sample path whether it is realistic or…

Computer Vision and Pattern Recognition · Computer Science 2023-06-06 Dongjun Kim , Yeongmin Kim , Se Jung Kwon , Wanmo Kang , Il-Chul Moon

We study the problem of learning the optimal control policy for fine-tuning a given diffusion process, using general value function approximation. We develop a new class of algorithms by solving a variational inequality problem based on the…

Machine Learning · Computer Science 2025-09-03 Wenlong Mou

Training neural samplers directly from unnormalized densities without access to target distribution samples presents a significant challenge. A critical desideratum in these settings is achieving comprehensive mode coverage, ensuring the…

Machine Learning · Computer Science 2025-05-27 Chenguang Wang , Xiaoyu Zhang , Kaiyuan Cui , Weichen Zhao , Yongtao Guan , Tianshu Yu