Score-based Generative Modeling through Stochastic Evolution Equations in Hilbert Spaces
Continuous-time score-based generative models consist of a pair of stochastic differential equations (SDEs)—a forward SDE that smoothly transitions data into a noise space and a reverse SDE that incrementally eliminates noise from a Gaussian prior distribution to generate data distribution samples—are intrinsically connected by the time-reversal theory on diffusion processes. In this paper, we investigate the use of stochastic evolution equations in Hilbert spaces, which expand the applicability of SDEs in two aspects: sample space and evolution operator, so they enable encompassing recent variations of diffusion models, such as generating functional data or replacing drift coefficients with image transformation. To this end, we derive a generalized time-reversal formula to build a bridge between probabilistic diffusion models and stochastic evolution equations and propose a score-based generative model called Hilbert Diffusion Model (HDM). Combining with Fourier neural operator, we verify the superiority of HDM for sampling functions from functional datasets with a power of kernel two-sample test of 4.2 on Quadratic, 0.2 on Melbourne, and 3.6 on Gridwatch, which outperforms existing diffusion models formulated in function spaces. Furthermore, the proposed method shows its strength in motion synthesis tasks by utilizing the Wiener process with values in Hilbert space. Finally, our empirical results on image datasets also validate a connection between HDM and diffusion models using heat dissipation, revealing the potential for exploring evolution operators and sample spaces.
Code (0)
등록된 구현이 없습니다.
Methods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Deterministic Decomposition of Stochastic Generative Dynamics
Modern generative models can be understood as probability transport from a simple base distribution to a target data distribution. Deterministic transport models offer tractable velocity-field parameterizations, whereas …
Score-Based Generative Modeling through Stochastic Differential Equations
Creating noise from data is easy; creating data from noise is generative modeling. We present a stochastic differential equation (SDE) that smoothly transforms a complex data distribution to a known prior distribution by…
ColorizationDensity EstimationImage GenerationImage Inpainting+1Modeling Score Approximation Errors in Diffusion Models via Forward SPDEs
This study investigates the dynamics of Score-based Generative Models (SGMs) by treating the score estimation error as a stochastic source driving the Fokker-Planck equation. Departing from particle-centric SDE analyses,…
Computational EfficiencyIntroduction to Stochastic Differential Equations for Generative Machine Learning: A Variational Perspective
The use of ordinary and stochastic differential equations has led to substantial progress in generative machine learning with applications to, for example, image, video and biomolecule generation. This paper provides a s…
Score-based Generative Modeling Through Backward Stochastic Differential Equations: Inversion and Generation
The proposed BSDE-based diffusion model represents a novel approach to diffusion modeling, which extends the application of stochastic differential equations (SDEs) in machine learning. Unlike traditional SDE-based diffu…
Uncertainty Quantification