Daily Papers

Diffusion models have found widespread adoption in various areas. However, their sampling process is slow because it requires hundreds to thousands of network evaluations to emulate a continuous process defined by differential equations. In this work, we use neural operators, an efficient method to solve the probability flow differential equations, to accelerate the sampling process of diffusion models. Compared to other fast sampling methods that have a sequential nature, we are the first to propose parallel decoding method that generates images with only one model forward pass. We propose diffusion model sampling with neural operator (DSNO) that maps the initial condition, i.e., Gaussian distribution, to the continuous-time solution trajectory of the reverse diffusion process. To model the temporal correlations along the trajectory, we introduce temporal convolution layers that are parameterized in the Fourier space into the given diffusion model backbone. We show our method achieves state-of-the-art FID of 4.12 for CIFAR-10 and 8.35 for ImageNet-64 in the one-model-evaluation setting.

Score-based generative modeling with probability flow ordinary differential equations (ODEs) has achieved remarkable success in a variety of applications. While various fast ODE-based samplers have been proposed in the literature and employed in practice, the theoretical understandings about convergence properties of the probability flow ODE are still quite limited. In this paper, we provide the first non-asymptotic convergence analysis for a general class of probability flow ODE samplers in 2-Wasserstein distance, assuming accurate score estimates. We then consider various examples and establish results on the iteration complexity of the corresponding ODE-based samplers.

The development of video diffusion models unveils a significant challenge: the substantial computational demands. To mitigate this challenge, we note that the reverse process of diffusion exhibits an inherent entropy-reducing nature. Given the inter-frame redundancy in video modality, maintaining full frame rates in high-entropy stages is unnecessary. Based on this insight, we propose TPDiff, a unified framework to enhance training and inference efficiency. By dividing diffusion into several stages, our framework progressively increases frame rate along the diffusion process with only the last stage operating on full frame rate, thereby optimizing computational efficiency. To train the multi-stage diffusion model, we introduce a dedicated training framework: stage-wise diffusion. By solving the partitioned probability flow ordinary differential equations (ODE) of diffusion under aligned data and noise, our training strategy is applicable to various diffusion forms and further enhances training efficiency. Comprehensive experimental evaluations validate the generality of our method, demonstrating 50% reduction in training cost and 1.5x improvement in inference efficiency.

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo & Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called `stochastic interpolants' to bridge any two arbitrary probability density functions exactly in finite time. These interpolants are built by combining data from the two prescribed densities with an additional latent variable that shapes the bridge in a flexible way. The time-dependent probability density function of the stochastic interpolant is shown to satisfy a first-order transport equation as well as a family of forward and backward Fokker-Planck equations with tunable diffusion coefficient. Upon consideration of the time evolution of an individual sample, this viewpoint immediately leads to both deterministic and stochastic generative models based on probability flow equations or stochastic differential equations with an adjustable level of noise. The drift coefficients entering these models are time-dependent velocity fields characterized as the unique minimizers of simple quadratic objective functions, one of which is a new objective for the score of the interpolant density. We show that minimization of these quadratic objectives leads to control of the likelihood for generative models built upon stochastic dynamics, while likelihood control for deterministic dynamics is more stringent. We also discuss connections with other methods such as score-based diffusion models, stochastic localization processes, probabilistic denoising techniques, and rectifying flows. In addition, we demonstrate that stochastic interpolants recover the Schr\"odinger bridge between the two target densities when explicitly optimizing over the interpolant. Finally, algorithmic aspects are discussed and the approach is illustrated on numerical examples.

Flow matching (FM) is a general framework for defining probability paths via Ordinary Differential Equations (ODEs) to transform between noise and data samples. Recent approaches attempt to straighten these flow trajectories to generate high-quality samples with fewer function evaluations, typically through iterative rectification methods or optimal transport solutions. In this paper, we introduce Consistency Flow Matching (Consistency-FM), a novel FM method that explicitly enforces self-consistency in the velocity field. Consistency-FM directly defines straight flows starting from different times to the same endpoint, imposing constraints on their velocity values. Additionally, we propose a multi-segment training approach for Consistency-FM to enhance expressiveness, achieving a better trade-off between sampling quality and speed. Preliminary experiments demonstrate that our Consistency-FM significantly improves training efficiency by converging 4.4x faster than consistency models and 1.7x faster than rectified flow models while achieving better generation quality. Our code is available at: https://github.com/YangLing0818/consistency_flow_matching

Diffusion-based imitation learning improves Behavioral Cloning (BC) on multi-modal decision-making, but comes at the cost of significantly slower inference due to the recursion in the diffusion process. It urges us to design efficient policy generators while keeping the ability to generate diverse actions. To address this challenge, we propose AdaFlow, an imitation learning framework based on flow-based generative modeling. AdaFlow represents the policy with state-conditioned ordinary differential equations (ODEs), which are known as probability flows. We reveal an intriguing connection between the conditional variance of their training loss and the discretization error of the ODEs. With this insight, we propose a variance-adaptive ODE solver that can adjust its step size in the inference stage, making AdaFlow an adaptive decision-maker, offering rapid inference without sacrificing diversity. Interestingly, it automatically reduces to a one-step generator when the action distribution is uni-modal. Our comprehensive empirical evaluation shows that AdaFlow achieves high performance with fast inference speed.

Consistency Models (CM) (Song et al., 2023) accelerate score-based diffusion model sampling at the cost of sample quality but lack a natural way to trade-off quality for speed. To address this limitation, we propose Consistency Trajectory Model (CTM), a generalization encompassing CM and score-based models as special cases. CTM trains a single neural network that can -- in a single forward pass -- output scores (i.e., gradients of log-density) and enables unrestricted traversal between any initial and final time along the Probability Flow Ordinary Differential Equation (ODE) in a diffusion process. CTM enables the efficient combination of adversarial training and denoising score matching loss to enhance performance and achieves new state-of-the-art FIDs for single-step diffusion model sampling on CIFAR-10 (FID 1.73) and ImageNet at 64x64 resolution (FID 1.92). CTM also enables a new family of sampling schemes, both deterministic and stochastic, involving long jumps along the ODE solution trajectories. It consistently improves sample quality as computational budgets increase, avoiding the degradation seen in CM. Furthermore, unlike CM, CTM's access to the score function can streamline the adoption of established controllable/conditional generation methods from the diffusion community. This access also enables the computation of likelihood. The code is available at https://github.com/sony/ctm.

Conditioning image generation facilitates seamless editing and the creation of photorealistic images. However, conditioning on noisy or Out-of-Distribution (OoD) images poses significant challenges, particularly in balancing fidelity to the input and realism of the output. We introduce Confident Ordinary Differential Editing (CODE), a novel approach for image synthesis that effectively handles OoD guidance images. Utilizing a diffusion model as a generative prior, CODE enhances images through score-based updates along the probability-flow Ordinary Differential Equation (ODE) trajectory. This method requires no task-specific training, no handcrafted modules, and no assumptions regarding the corruptions affecting the conditioning image. Our method is compatible with any diffusion model. Positioned at the intersection of conditional image generation and blind image restoration, CODE operates in a fully blind manner, relying solely on a pre-trained generative model. Our method introduces an alternative approach to blind restoration: instead of targeting a specific ground truth image based on assumptions about the underlying corruption, CODE aims to increase the likelihood of the input image while maintaining fidelity. This results in the most probable in-distribution image around the input. Our contributions are twofold. First, CODE introduces a novel editing method based on ODE, providing enhanced control, realism, and fidelity compared to its SDE-based counterpart. Second, we introduce a confidence interval-based clipping method, which improves CODE's effectiveness by allowing it to disregard certain pixels or information, thus enhancing the restoration process in a blind manner. Experimental results demonstrate CODE's effectiveness over existing methods, particularly in scenarios involving severe degradation or OoD inputs.

Diffusion models have exhibited excellent performance in various domains. The probability flow ordinary differential equation (ODE) of diffusion models (i.e., diffusion ODEs) is a particular case of continuous normalizing flows (CNFs), which enables deterministic inference and exact likelihood evaluation. However, the likelihood estimation results by diffusion ODEs are still far from those of the state-of-the-art likelihood-based generative models. In this work, we propose several improved techniques for maximum likelihood estimation for diffusion ODEs, including both training and evaluation perspectives. For training, we propose velocity parameterization and explore variance reduction techniques for faster convergence. We also derive an error-bounded high-order flow matching objective for finetuning, which improves the ODE likelihood and smooths its trajectory. For evaluation, we propose a novel training-free truncated-normal dequantization to fill the training-evaluation gap commonly existing in diffusion ODEs. Building upon these techniques, we achieve state-of-the-art likelihood estimation results on image datasets (2.56 on CIFAR-10, 3.43/3.69 on ImageNet-32) without variational dequantization or data augmentation.

Although diffusion models can generate remarkably high-quality samples, they are intrinsically bottlenecked by their expensive iterative sampling procedure. Consistency models (CMs) have recently emerged as a promising diffusion model distillation method, reducing the cost of sampling by generating high-fidelity samples in just a few iterations. Consistency model distillation aims to solve the probability flow ordinary differential equation (ODE) defined by an existing diffusion model. CMs are not directly trained to minimize error against an ODE solver, rather they use a more computationally tractable objective. As a way to study how effectively CMs solve the probability flow ODE, and the effect that any induced error has on the quality of generated samples, we introduce Direct CMs, which directly minimize this error. Intriguingly, we find that Direct CMs reduce the ODE solving error compared to CMs but also result in significantly worse sample quality, calling into question why exactly CMs work well in the first place. Full code is available at: https://github.com/layer6ai-labs/direct-cms.

In applications of diffusion models, controllable generation is of practical significance, but is also challenging. Current methods for controllable generation primarily focus on modifying the score function of diffusion models, while Mean Reverting (MR) Diffusion directly modifies the structure of the stochastic differential equation (SDE), making the incorporation of image conditions simpler and more natural. However, current training-free fast samplers are not directly applicable to MR Diffusion. And thus MR Diffusion requires hundreds of NFEs (number of function evaluations) to obtain high-quality samples. In this paper, we propose a new algorithm named MRS (MR Sampler) to reduce the sampling NFEs of MR Diffusion. We solve the reverse-time SDE and the probability flow ordinary differential equation (PF-ODE) associated with MR Diffusion, and derive semi-analytical solutions. The solutions consist of an analytical function and an integral parameterized by a neural network. Based on this solution, we can generate high-quality samples in fewer steps. Our approach does not require training and supports all mainstream parameterizations, including noise prediction, data prediction and velocity prediction. Extensive experiments demonstrate that MR Sampler maintains high sampling quality with a speedup of 10 to 20 times across ten different image restoration tasks. Our algorithm accelerates the sampling procedure of MR Diffusion, making it more practical in controllable generation.

Current diffusion-based super-resolution (SR) approaches achieve commendable performance at the cost of high inference overhead. Therefore, distillation techniques are utilized to accelerate the multi-step teacher model into one-step student model. Nevertheless, these methods significantly raise training costs and constrain the performance of the student model by the teacher model. To overcome these tough challenges, we propose Consistency Trajectory Matching for Super-Resolution (CTMSR), a distillation-free strategy that is able to generate photo-realistic SR results in one step. Concretely, we first formulate a Probability Flow Ordinary Differential Equation (PF-ODE) trajectory to establish a deterministic mapping from low-resolution (LR) images with noise to high-resolution (HR) images. Then we apply the Consistency Training (CT) strategy to directly learn the mapping in one step, eliminating the necessity of pre-trained diffusion model. To further enhance the performance and better leverage the ground-truth during the training process, we aim to align the distribution of SR results more closely with that of the natural images. To this end, we propose to minimize the discrepancy between their respective PF-ODE trajectories from the LR image distribution by our meticulously designed Distribution Trajectory Matching (DTM) loss, resulting in improved realism of our recovered HR images. Comprehensive experimental results demonstrate that the proposed methods can attain comparable or even superior capabilities on both synthetic and real datasets while maintaining minimal inference latency.

We introduce Lagrangian Flow Networks (LFlows) for modeling fluid densities and velocities continuously in space and time. By construction, the proposed LFlows satisfy the continuity equation, a PDE describing mass conservation in its differentiable form. Our model is based on the insight that solutions to the continuity equation can be expressed as time-dependent density transformations via differentiable and invertible maps. This follows from classical theory of the existence and uniqueness of Lagrangian flows for smooth vector fields. Hence, we model fluid densities by transforming a base density with parameterized diffeomorphisms conditioned on time. The key benefit compared to methods relying on numerical ODE solvers or PINNs is that the analytic expression of the velocity is always consistent with changes in density. Furthermore, we require neither expensive numerical solvers, nor additional penalties to enforce the PDE. LFlows show higher predictive accuracy in density modeling tasks compared to competing models in 2D and 3D, while being computationally efficient. As a real-world application, we model bird migration based on sparse weather radar measurements.

Flow matching is a recent state-of-the-art framework for generative modeling based on ordinary differential equations (ODEs). While closely related to diffusion models, it provides a more general perspective on generative modeling. Although inverse problem solving has been extensively explored using diffusion models, it has not been rigorously examined within the broader context of flow models. Therefore, here we extend the diffusion inverse solvers (DIS) - which perform posterior sampling by combining a denoising diffusion prior with an likelihood gradient - into the flow framework. Specifically, by driving the flow-version of Tweedie's formula, we decompose the flow ODE into two components: one for clean image estimation and the other for noise estimation. By integrating the likelihood gradient and stochastic noise into each component, respectively, we demonstrate that posterior sampling for inverse problem solving can be effectively achieved using flows. Our proposed solver, Flow-Driven Posterior Sampling (FlowDPS), can also be seamlessly integrated into a latent flow model with a transformer architecture. Across four linear inverse problems, we confirm that FlowDPS outperforms state-of-the-art alternatives, all without requiring additional training.

We introduce a new paradigm for generative modeling built on Continuous Normalizing Flows (CNFs), allowing us to train CNFs at unprecedented scale. Specifically, we present the notion of Flow Matching (FM), a simulation-free approach for training CNFs based on regressing vector fields of fixed conditional probability paths. Flow Matching is compatible with a general family of Gaussian probability paths for transforming between noise and data samples -- which subsumes existing diffusion paths as specific instances. Interestingly, we find that employing FM with diffusion paths results in a more robust and stable alternative for training diffusion models. Furthermore, Flow Matching opens the door to training CNFs with other, non-diffusion probability paths. An instance of particular interest is using Optimal Transport (OT) displacement interpolation to define the conditional probability paths. These paths are more efficient than diffusion paths, provide faster training and sampling, and result in better generalization. Training CNFs using Flow Matching on ImageNet leads to consistently better performance than alternative diffusion-based methods in terms of both likelihood and sample quality, and allows fast and reliable sample generation using off-the-shelf numerical ODE solvers.

Straightening the probability flow of the continuous-time generative models, such as diffusion models or flow-based models, is the key to fast sampling through the numerical solvers, existing methods learn a linear path by directly generating the probability path the joint distribution between the noise and data distribution. One key reason for the slow sampling speed of the ODE-based solvers that simulate these generative models is the global truncation error of the ODE solver, caused by the high curvature of the ODE trajectory, which explodes the truncation error of the numerical solvers in the low-NFE regime. To address this challenge, We propose a novel method called SeqRF, a learning technique that straightens the probability flow to reduce the global truncation error and hence enable acceleration of sampling and improve the synthesis quality. In both theoretical and empirical studies, we first observe the straightening property of our SeqRF. Through empirical evaluations via SeqRF over flow-based generative models, We achieve surpassing results on CIFAR-10, CelebA-64 times 64, and LSUN-Church datasets.

The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to random variables are discussed, including the approach based on completions in a Polish space. We apply the theory to the study of stochastic dynamical systems in discrete-time, and give a brief exposition of the Wiener process as a foundation for stochastic differential equations. The theory is based within the framework of type-two effectivity, so has an explicit direct link with Turing computation, and is expressed in a system of computable types and operations, so has a clean mathematical description.

We formulate a hierarchical rectified flow to model data distributions. It hierarchically couples multiple ordinary differential equations (ODEs) and defines a time-differentiable stochastic process that generates a data distribution from a known source distribution. Each ODE resembles the ODE that is solved in a classic rectified flow, but differs in its domain, i.e., location, velocity, acceleration, etc. Unlike the classic rectified flow formulation, which formulates a single ODE in the location domain and only captures the expected velocity field (sufficient to capture a multi-modal data distribution), the hierarchical rectified flow formulation models the multi-modal random velocity field, acceleration field, etc., in their entirety. This more faithful modeling of the random velocity field enables integration paths to intersect when the underlying ODE is solved during data generation. Intersecting paths in turn lead to integration trajectories that are more straight than those obtained in the classic rectified flow formulation, where integration paths cannot intersect. This leads to modeling of data distributions with fewer neural function evaluations. We empirically verify this on synthetic 1D and 2D data as well as MNIST, CIFAR-10, and ImageNet-32 data. Our code is available at: https://riccizz.github.io/HRF/.

Designing biological sequences is an important challenge that requires satisfying complex constraints and thus is a natural problem to address with deep generative modeling. Diffusion generative models have achieved considerable success in many applications. Score-based generative stochastic differential equations (SDE) model is a continuous-time diffusion model framework that enjoys many benefits, but the originally proposed SDEs are not naturally designed for modeling discrete data. To develop generative SDE models for discrete data such as biological sequences, here we introduce a diffusion process defined in the probability simplex space with stationary distribution being the Dirichlet distribution. This makes diffusion in continuous space natural for modeling discrete data. We refer to this approach as Dirchlet diffusion score model. We demonstrate that this technique can generate samples that satisfy hard constraints using a Sudoku generation task. This generative model can also solve Sudoku, including hard puzzles, without additional training. Finally, we applied this approach to develop the first human promoter DNA sequence design model and showed that designed sequences share similar properties with natural promoter sequences.

Recent ODE/SDE-based generative models, such as diffusion models, rectified flows, and flow matching, define a generative process as a time reversal of a fixed forward process. Even though these models show impressive performance on large-scale datasets, numerical simulation requires multiple evaluations of a neural network, leading to a slow sampling speed. We attribute the reason to the high curvature of the learned generative trajectories, as it is directly related to the truncation error of a numerical solver. Based on the relationship between the forward process and the curvature, here we present an efficient method of training the forward process to minimize the curvature of generative trajectories without any ODE/SDE simulation. Experiments show that our method achieves a lower curvature than previous models and, therefore, decreased sampling costs while maintaining competitive performance. Code is available at https://github.com/sangyun884/fast-ode.

The Latent Stochastic Differential Equation (SDE) is a powerful tool for time series and sequence modeling. However, training Latent SDEs typically relies on adjoint sensitivity methods, which depend on simulation and backpropagation through approximate SDE solutions, which limit scalability. In this work, we propose SDE Matching, a new simulation-free method for training Latent SDEs. Inspired by modern Score- and Flow Matching algorithms for learning generative dynamics, we extend these ideas to the domain of stochastic dynamics for time series and sequence modeling, eliminating the need for costly numerical simulations. Our results demonstrate that SDE Matching achieves performance comparable to adjoint sensitivity methods while drastically reducing computational complexity.

The optimization of the latents and parameters of diffusion models with respect to some differentiable metric defined on the output of the model is a challenging and complex problem. The sampling for diffusion models is done by solving either the probability flow ODE or diffusion SDE wherein a neural network approximates the score function allowing a numerical ODE/SDE solver to be used. However, naive backpropagation techniques are memory intensive, requiring the storage of all intermediate states, and face additional complexity in handling the injected noise from the diffusion term of the diffusion SDE. We propose a novel family of bespoke ODE solvers to the continuous adjoint equations for diffusion models, which we call AdjointDEIS. We exploit the unique construction of diffusion SDEs to further simplify the formulation of the continuous adjoint equations using exponential integrators. Moreover, we provide convergence order guarantees for our bespoke solvers. Significantly, we show that continuous adjoint equations for diffusion SDEs actually simplify to a simple ODE. Lastly, we demonstrate the effectiveness of AdjointDEIS for guided generation with an adversarial attack in the form of the face morphing problem. Our code will be released on our project page https://zblasingame.github.io/AdjointDEIS/

Diffusion models approximate the denoising distribution as a Gaussian and predict its mean, whereas flow matching models reparameterize the Gaussian mean as flow velocity. However, they underperform in few-step sampling due to discretization error and tend to produce over-saturated colors under classifier-free guidance (CFG). To address these limitations, we propose a novel Gaussian mixture flow matching (GMFlow) model: instead of predicting the mean, GMFlow predicts dynamic Gaussian mixture (GM) parameters to capture a multi-modal flow velocity distribution, which can be learned with a KL divergence loss. We demonstrate that GMFlow generalizes previous diffusion and flow matching models where a single Gaussian is learned with an L_2 denoising loss. For inference, we derive GM-SDE/ODE solvers that leverage analytic denoising distributions and velocity fields for precise few-step sampling. Furthermore, we introduce a novel probabilistic guidance scheme that mitigates the over-saturation issues of CFG and improves image generation quality. Extensive experiments demonstrate that GMFlow consistently outperforms flow matching baselines in generation quality, achieving a Precision of 0.942 with only 6 sampling steps on ImageNet 256times256.

The accessibility of spatially distributed data, enabled by affordable sensors, field, and numerical experiments, has facilitated the development of data-driven solutions for scientific problems, including climate change, weather prediction, and urban planning. Neural Partial Differential Equations (Neural PDEs), which combine deep learning (DL) techniques with domain expertise (e.g., governing equations) for parameterization, have proven to be effective in capturing valuable correlations within spatiotemporal datasets. However, sparse and noisy measurements coupled with modeling approximation introduce aleatoric and epistemic uncertainties. Therefore, quantifying uncertainties propagated from model inputs to outputs remains a challenge and an essential goal for establishing the trustworthiness of Neural PDEs. This work evaluates various Uncertainty Quantification (UQ) approaches for both Forward and Inverse Problems in scientific applications. Specifically, we investigate the effectiveness of Bayesian methods, such as Hamiltonian Monte Carlo (HMC) and Monte-Carlo Dropout (MCD), and a more conventional approach, Deep Ensembles (DE). To illustrate their performance, we take two canonical PDEs: Burger's equation and the Navier-Stokes equation. Our results indicate that Neural PDEs can effectively reconstruct flow systems and predict the associated unknown parameters. However, it is noteworthy that the results derived from Bayesian methods, based on our observations, tend to display a higher degree of certainty in their predictions as compared to those obtained using the DE. This elevated certainty in predictions suggests that Bayesian techniques might underestimate the true underlying uncertainty, thereby appearing more confident in their predictions than the DE approach.

Diffusion or flow-based models are powerful generative paradigms that are notoriously hard to sample as samples are defined as solutions to high-dimensional Ordinary or Stochastic Differential Equations (ODEs/SDEs) which require a large Number of Function Evaluations (NFE) to approximate well. Existing methods to alleviate the costly sampling process include model distillation and designing dedicated ODE solvers. However, distillation is costly to train and sometimes can deteriorate quality, while dedicated solvers still require relatively large NFE to produce high quality samples. In this paper we introduce "Bespoke solvers", a novel framework for constructing custom ODE solvers tailored to the ODE of a given pre-trained flow model. Our approach optimizes an order consistent and parameter-efficient solver (e.g., with 80 learnable parameters), is trained for roughly 1% of the GPU time required for training the pre-trained model, and significantly improves approximation and generation quality compared to dedicated solvers. For example, a Bespoke solver for a CIFAR10 model produces samples with Fr\'echet Inception Distance (FID) of 2.73 with 10 NFE, and gets to 1% of the Ground Truth (GT) FID (2.59) for this model with only 20 NFE. On the more challenging ImageNet-64times64, Bespoke samples at 2.2 FID with 10 NFE, and gets within 2% of GT FID (1.71) with 20 NFE.

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make predictions and provide uncertainty quantification for chaotic dynamical systems. In these applications, diffusion models can implicitly represent knowledge about outliers and extreme events; however, querying that knowledge through conditional sampling or measuring probabilities is surprisingly difficult. Existing methods for conditional sampling at inference time seek mainly to enforce the constraints, which is insufficient to match the statistics of the distribution or compute the probability of the chosen events. To achieve these ends, optimally one would use the conditional score function, but its computation is typically intractable. In this work, we develop a probabilistic approximation scheme for the conditional score function which provably converges to the true distribution as the noise level decreases. With this scheme we are able to sample conditionally on nonlinear userdefined events at inference time, and matches data statistics even when sampling from the tails of the distribution.

Conventional diffusion models typically relies on a fixed forward process, which implicitly defines complex marginal distributions over latent variables. This can often complicate the reverse process' task in learning generative trajectories, and results in costly inference for diffusion models. To address these limitations, we introduce Neural Flow Diffusion Models (NFDM), a novel framework that enhances diffusion models by supporting a broader range of forward processes beyond the fixed linear Gaussian. We also propose a novel parameterization technique for learning the forward process. Our framework provides an end-to-end, simulation-free optimization objective, effectively minimizing a variational upper bound on the negative log-likelihood. Experimental results demonstrate NFDM's strong performance, evidenced by state-of-the-art likelihood estimation. Furthermore, we investigate NFDM's capacity for learning generative dynamics with specific characteristics, such as deterministic straight lines trajectories. This exploration underscores NFDM's versatility and its potential for a wide range of applications.

Diffusion probabilistic models (DPMs) are emerging powerful generative models. Despite their high-quality generation performance, DPMs still suffer from their slow sampling as they generally need hundreds or thousands of sequential function evaluations (steps) of large neural networks to draw a sample. Sampling from DPMs can be viewed alternatively as solving the corresponding diffusion ordinary differential equations (ODEs). In this work, we propose an exact formulation of the solution of diffusion ODEs. The formulation analytically computes the linear part of the solution, rather than leaving all terms to black-box ODE solvers as adopted in previous works. By applying change-of-variable, the solution can be equivalently simplified to an exponentially weighted integral of the neural network. Based on our formulation, we propose DPM-Solver, a fast dedicated high-order solver for diffusion ODEs with the convergence order guarantee. DPM-Solver is suitable for both discrete-time and continuous-time DPMs without any further training. Experimental results show that DPM-Solver can generate high-quality samples in only 10 to 20 function evaluations on various datasets. We achieve 4.70 FID in 10 function evaluations and 2.87 FID in 20 function evaluations on the CIFAR10 dataset, and a 4sim 16times speedup compared with previous state-of-the-art training-free samplers on various datasets.

Diffusion-based generative models use stochastic differential equations (SDEs) and their equivalent ordinary differential equations (ODEs) to establish a smooth connection between a complex data distribution and a tractable prior distribution. In this paper, we identify several intriguing trajectory properties in the ODE-based sampling process of diffusion models. We characterize an implicit denoising trajectory and discuss its vital role in forming the coupled sampling trajectory with a strong shape regularity, regardless of the generated content. We also describe a dynamic programming-based scheme to make the time schedule in sampling better fit the underlying trajectory structure. This simple strategy requires minimal modification to any given ODE-based numerical solvers and incurs negligible computational cost, while delivering superior performance in image generation, especially in 5sim 10 function evaluations.

The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.

Generative models inspired by dynamical transport of measure -- such as flows and diffusions -- construct a continuous-time map between two probability densities. Conventionally, one of these is the target density, only accessible through samples, while the other is taken as a simple base density that is data-agnostic. In this work, using the framework of stochastic interpolants, we formalize how to couple the base and the target densities. This enables us to incorporate information about class labels or continuous embeddings to construct dynamical transport maps that serve as conditional generative models. We show that these transport maps can be learned by solving a simple square loss regression problem analogous to the standard independent setting. We demonstrate the usefulness of constructing dependent couplings in practice through experiments in super-resolution and in-painting.

We tackle the problem of sampling from intractable high-dimensional density functions, a fundamental task that often appears in machine learning and statistics. We extend recent sampling-based approaches that leverage controlled stochastic processes to model approximate samples from these target densities. The main drawback of these approaches is that the training objective requires full trajectories to compute, resulting in sluggish credit assignment issues due to use of entire trajectories and a learning signal present only at the terminal time. In this work, we present Diffusion Generative Flow Samplers (DGFS), a sampling-based framework where the learning process can be tractably broken down into short partial trajectory segments, via parameterizing an additional "flow function". Our method takes inspiration from the theory developed for generative flow networks (GFlowNets), allowing us to make use of intermediate learning signals. Through various challenging experiments, we demonstrate that DGFS achieves more accurate estimates of the normalization constant than closely-related prior methods.

Recent successful generative models are trained by fitting a neural network to an a-priori defined tractable probability density path taking noise to training examples. In this paper we investigate the space of Gaussian probability paths, which includes diffusion paths as an instance, and look for an optimal member in some useful sense. In particular, minimizing the Kinetic Energy (KE) of a path is known to make particles' trajectories simple, hence easier to sample, and empirically improve performance in terms of likelihood of unseen data and sample generation quality. We investigate Kinetic Optimal (KO) Gaussian paths and offer the following observations: (i) We show the KE takes a simplified form on the space of Gaussian paths, where the data is incorporated only through a single, one dimensional scalar function, called the data separation function. (ii) We characterize the KO solutions with a one dimensional ODE. (iii) We approximate data-dependent KO paths by approximating the data separation function and minimizing the KE. (iv) We prove that the data separation function converges to 1 in the general case of arbitrary normalized dataset consisting of n samples in d dimension as n/drightarrow 0. A consequence of this result is that the Conditional Optimal Transport (Cond-OT) path becomes kinetic optimal as n/drightarrow 0. We further support this theory with empirical experiments on ImageNet.

Despite Flow Matching and diffusion models having emerged as powerful generative paradigms for continuous variables such as images and videos, their application to high-dimensional discrete data, such as language, is still limited. In this work, we present Discrete Flow Matching, a novel discrete flow paradigm designed specifically for generating discrete data. Discrete Flow Matching offers several key contributions: (i) it works with a general family of probability paths interpolating between source and target distributions; (ii) it allows for a generic formula for sampling from these probability paths using learned posteriors such as the probability denoiser (x-prediction) and noise-prediction (epsilon-prediction); (iii) practically, focusing on specific probability paths defined with different schedulers considerably improves generative perplexity compared to previous discrete diffusion and flow models; and (iv) by scaling Discrete Flow Matching models up to 1.7B parameters, we reach 6.7% Pass@1 and 13.4% Pass@10 on HumanEval and 6.7% Pass@1 and 20.6% Pass@10 on 1-shot MBPP coding benchmarks. Our approach is capable of generating high-quality discrete data in a non-autoregressive fashion, significantly closing the gap between autoregressive models and discrete flow models.

Recent years have witnessed significant progress in developing efficient training and fast sampling approaches for diffusion models. A recent remarkable advancement is the use of stochastic differential equations (SDEs) to describe data perturbation and generative modeling in a unified mathematical framework. In this paper, we reveal several intriguing geometric structures of diffusion models and contribute a simple yet powerful interpretation to their sampling dynamics. Through carefully inspecting a popular variance-exploding SDE and its marginal-preserving ordinary differential equation (ODE) for sampling, we discover that the data distribution and the noise distribution are smoothly connected with an explicit, quasi-linear sampling trajectory, and another implicit denoising trajectory, which even converges faster in terms of visual quality. We also establish a theoretical relationship between the optimal ODE-based sampling and the classic mean-shift (mode-seeking) algorithm, with which we can characterize the asymptotic behavior of diffusion models and identify the score deviation. These new geometric observations enable us to improve previous sampling algorithms, re-examine latent interpolation, as well as re-explain the working principles of distillation-based fast sampling techniques.

Taming the generation outcome of state of the art Diffusion and Flow-Matching (FM) models without having to re-train a task-specific model unlocks a powerful tool for solving inverse problems, conditional generation, and controlled generation in general. In this work we introduce D-Flow, a simple framework for controlling the generation process by differentiating through the flow, optimizing for the source (noise) point. We motivate this framework by our key observation stating that for Diffusion/FM models trained with Gaussian probability paths, differentiating through the generation process projects gradient on the data manifold, implicitly injecting the prior into the optimization process. We validate our framework on linear and non-linear controlled generation problems including: image and audio inverse problems and conditional molecule generation reaching state of the art performance across all.

We develop a framework for non-asymptotic analysis of deterministic samplers used for diffusion generative modeling. Several recent works have analyzed stochastic samplers using tools like Girsanov's theorem and a chain rule variant of the interpolation argument. Unfortunately, these techniques give vacuous bounds when applied to deterministic samplers. We give a new operational interpretation for deterministic sampling by showing that one step along the probability flow ODE can be expressed as two steps: 1) a restoration step that runs gradient ascent on the conditional log-likelihood at some infinitesimally previous time, and 2) a degradation step that runs the forward process using noise pointing back towards the current iterate. This perspective allows us to extend denoising diffusion implicit models to general, non-linear forward processes. We then develop the first polynomial convergence bounds for these samplers under mild conditions on the data distribution.

In this paper we consider a particular class of solutions of the Rayleigh-Boltzmann equation, known in the nonlinear setting as homoenergetic solutions, which have the form gleft( x,v,t right) =fleft( v-Lleft( tright)x,tright) where the matrix L(t) describes a shear flow deformation. We began this analysis in [22] where we rigorously proved the existence of a stationary non-equilibrium solution and established the different behaviour of the solutions for small and large values of the shear parameter, for cut-off collision kernels with homogeneity parameter 0leq gamma <1, including Maxwell molecules and hard potentials. In this paper, we concentrate in the case where the deformation term dominates the collision term for large times (hyperbolic-dominated regime). This occurs for collision kernels with gamma < 0 and in particular we focus on gamma in (-1,0). In such a hyperbolic-dominated regime, it appears challenging to provide a clear description of the long-term asymptotics of the solutions. Here we present a formal analysis of the long-time asymptotics for the distribution of velocities and provide the explicit form for the asymptotic profile. Additionally, we discuss the different asymptotic behaviour expected in the case of homogeneity gamma < -1. Furthermore, we provide a probabilistic interpretation describing a stochastic process consisting in a combination of collisions and shear flows. The tagged particle velocity {v(t)}_{tgeq 0} is a Markov process that arises from the combination of free flights in a shear flow along with random jumps caused by collisions.

We propose Flow-GRPO, the first method integrating online reinforcement learning (RL) into flow matching models. Our approach uses two key strategies: (1) an ODE-to-SDE conversion that transforms a deterministic Ordinary Differential Equation (ODE) into an equivalent Stochastic Differential Equation (SDE) that matches the original model's marginal distribution at all timesteps, enabling statistical sampling for RL exploration; and (2) a Denoising Reduction strategy that reduces training denoising steps while retaining the original inference timestep number, significantly improving sampling efficiency without performance degradation. Empirically, Flow-GRPO is effective across multiple text-to-image tasks. For complex compositions, RL-tuned SD3.5 generates nearly perfect object counts, spatial relations, and fine-grained attributes, boosting GenEval accuracy from 63% to 95%. In visual text rendering, its accuracy improves from 59% to 92%, significantly enhancing text generation. Flow-GRPO also achieves substantial gains in human preference alignment. Notably, little to no reward hacking occurred, meaning rewards did not increase at the cost of image quality or diversity, and both remained stable in our experiments.

Flow-based generative models are powerful exact likelihood models with efficient sampling and inference. Despite their computational efficiency, flow-based models generally have much worse density modeling performance compared to state-of-the-art autoregressive models. In this paper, we investigate and improve upon three limiting design choices employed by flow-based models in prior work: the use of uniform noise for dequantization, the use of inexpressive affine flows, and the use of purely convolutional conditioning networks in coupling layers. Based on our findings, we propose Flow++, a new flow-based model that is now the state-of-the-art non-autoregressive model for unconditional density estimation on standard image benchmarks. Our work has begun to close the significant performance gap that has so far existed between autoregressive models and flow-based models. Our implementation is available at https://github.com/aravindsrinivas/flowpp

We present a unified probabilistic formulation for diffusion-based image editing, where a latent variable is edited in a task-specific manner and generally deviates from the corresponding marginal distribution induced by the original stochastic or ordinary differential equation (SDE or ODE). Instead, it defines a corresponding SDE or ODE for editing. In the formulation, we prove that the Kullback-Leibler divergence between the marginal distributions of the two SDEs gradually decreases while that for the ODEs remains as the time approaches zero, which shows the promise of SDE in image editing. Inspired by it, we provide the SDE counterparts for widely used ODE baselines in various tasks including inpainting and image-to-image translation, where SDE shows a consistent and substantial improvement. Moreover, we propose SDE-Drag -- a simple yet effective method built upon the SDE formulation for point-based content dragging. We build a challenging benchmark (termed DragBench) with open-set natural, art, and AI-generated images for evaluation. A user study on DragBench indicates that SDE-Drag significantly outperforms our ODE baseline, existing diffusion-based methods, and the renowned DragGAN. Our results demonstrate the superiority and versatility of SDE in image editing and push the boundary of diffusion-based editing methods.

Numerous biological and physical processes can be modeled as systems of interacting entities evolving continuously over time, e.g. the dynamics of communicating cells or physical particles. Learning the dynamics of such systems is essential for predicting the temporal evolution of populations across novel samples and unseen environments. Flow-based models allow for learning these dynamics at the population level - they model the evolution of the entire distribution of samples. However, current flow-based models are limited to a single initial population and a set of predefined conditions which describe different dynamics. We argue that multiple processes in natural sciences have to be represented as vector fields on the Wasserstein manifold of probability densities. That is, the change of the population at any moment in time depends on the population itself due to the interactions between samples. In particular, this is crucial for personalized medicine where the development of diseases and their respective treatment response depends on the microenvironment of cells specific to each patient. We propose Meta Flow Matching (MFM), a practical approach to integrating along these vector fields on the Wasserstein manifold by amortizing the flow model over the initial populations. Namely, we embed the population of samples using a Graph Neural Network (GNN) and use these embeddings to train a Flow Matching model. This gives MFM the ability to generalize over the initial distributions unlike previously proposed methods. We demonstrate the ability of MFM to improve prediction of individual treatment responses on a large scale multi-patient single-cell drug screen dataset.

Normalizing flows are a promising tool for modeling probability distributions in physical systems. While state-of-the-art flows accurately approximate distributions and energies, applications in physics additionally require smooth energies to compute forces and higher-order derivatives. Furthermore, such densities are often defined on non-trivial topologies. A recent example are Boltzmann Generators for generating 3D-structures of peptides and small proteins. These generative models leverage the space of internal coordinates (dihedrals, angles, and bonds), which is a product of hypertori and compact intervals. In this work, we introduce a class of smooth mixture transformations working on both compact intervals and hypertori. Mixture transformations employ root-finding methods to invert them in practice, which has so far prevented bi-directional flow training. To this end, we show that parameter gradients and forces of such inverses can be computed from forward evaluations via the inverse function theorem. We demonstrate two advantages of such smooth flows: they allow training by force matching to simulation data and can be used as potentials in molecular dynamics simulations.

While diffusion models can successfully generate data and make predictions, they are predominantly designed for static images. We propose an approach for efficiently training diffusion models for probabilistic spatiotemporal forecasting, where generating stable and accurate rollout forecasts remains challenging, Our method, DYffusion, leverages the temporal dynamics in the data, directly coupling it with the diffusion steps in the model. We train a stochastic, time-conditioned interpolator and a forecaster network that mimic the forward and reverse processes of standard diffusion models, respectively. DYffusion naturally facilitates multi-step and long-range forecasting, allowing for highly flexible, continuous-time sampling trajectories and the ability to trade-off performance with accelerated sampling at inference time. In addition, the dynamics-informed diffusion process in DYffusion imposes a strong inductive bias and significantly improves computational efficiency compared to traditional Gaussian noise-based diffusion models. Our approach performs competitively on probabilistic forecasting of complex dynamics in sea surface temperatures, Navier-Stokes flows, and spring mesh systems.

Generative Flow Networks or GFlowNets are related to Monte-Carlo Markov chain methods (as they sample from a distribution specified by an energy function), reinforcement learning (as they learn a policy to sample composed objects through a sequence of steps), generative models (as they learn to represent and sample from a distribution) and amortized variational methods (as they can be used to learn to approximate and sample from an otherwise intractable posterior, given a prior and a likelihood). They are trained to generate an object x through a sequence of steps with probability proportional to some reward function R(x) (or exp(-E(x)) with E(x) denoting the energy function), given at the end of the generative trajectory. Like for other RL settings where the reward is only given at the end, the efficiency of training and credit assignment may suffer when those trajectories are longer. With previous GFlowNet work, no learning was possible from incomplete trajectories (lacking a terminal state and the computation of the associated reward). In this paper, we consider the case where the energy function can be applied not just to terminal states but also to intermediate states. This is for example achieved when the energy function is additive, with terms available along the trajectory. We show how to reparameterize the GFlowNet state flow function to take advantage of the partial reward already accrued at each state. This enables a training objective that can be applied to update parameters even with incomplete trajectories. Even when complete trajectories are available, being able to obtain more localized credit and gradients is found to speed up training convergence, as demonstrated across many simulations.

Safety-critical applications such as autonomous vehicles and social robots require fast computation and accurate probability density estimation on trajectory prediction. To address both requirements, this paper presents a new normalizing flow-based trajectory prediction model named FlowChain. FlowChain is a stack of conditional continuously-indexed flows (CIFs) that are expressive and allow analytical probability density computation. This analytical computation is faster than the generative models that need additional approximations such as kernel density estimation. Moreover, FlowChain is more accurate than the Gaussian mixture-based models due to fewer assumptions on the estimated density. FlowChain also allows a rapid update of estimated probability densities. This update is achieved by adopting the newest observed position and reusing the flow transformations and its log-det-jacobians that represent the motion trend. This update is completed in less than one millisecond because this reuse greatly omits the computational cost. Experimental results showed our FlowChain achieved state-of-the-art trajectory prediction accuracy compared to previous methods. Furthermore, our FlowChain demonstrated superiority in the accuracy and speed of density estimation. Our code is available at https://github.com/meaten/FlowChain-ICCV2023

We present rectified flow, a surprisingly simple approach to learning (neural) ordinary differential equation (ODE) models to transport between two empirically observed distributions \pi_0 and \pi_1, hence providing a unified solution to generative modeling and domain transfer, among various other tasks involving distribution transport. The idea of rectified flow is to learn the ODE to follow the straight paths connecting the points drawn from \pi_0 and \pi_1 as much as possible. This is achieved by solving a straightforward nonlinear least squares optimization problem, which can be easily scaled to large models without introducing extra parameters beyond standard supervised learning. The straight paths are special and preferred because they are the shortest paths between two points, and can be simulated exactly without time discretization and hence yield computationally efficient models. We show that the procedure of learning a rectified flow from data, called rectification, turns an arbitrary coupling of \pi_0 and \pi_1 to a new deterministic coupling with provably non-increasing convex transport costs. In addition, recursively applying rectification allows us to obtain a sequence of flows with increasingly straight paths, which can be simulated accurately with coarse time discretization in the inference phase. In empirical studies, we show that rectified flow performs superbly on image generation, image-to-image translation, and domain adaptation. In particular, on image generation and translation, our method yields nearly straight flows that give high quality results even with a single Euler discretization step.

We introduce a new family of physics-inspired generative models termed PFGM++ that unifies diffusion models and Poisson Flow Generative Models (PFGM). These models realize generative trajectories for N dimensional data by embedding paths in N{+}D dimensional space while still controlling the progression with a simple scalar norm of the D additional variables. The new models reduce to PFGM when D{=}1 and to diffusion models when D{to}infty. The flexibility of choosing D allows us to trade off robustness against rigidity as increasing D results in more concentrated coupling between the data and the additional variable norms. We dispense with the biased large batch field targets used in PFGM and instead provide an unbiased perturbation-based objective similar to diffusion models. To explore different choices of D, we provide a direct alignment method for transferring well-tuned hyperparameters from diffusion models (D{to} infty) to any finite D values. Our experiments show that models with finite D can be superior to previous state-of-the-art diffusion models on CIFAR-10/FFHQ 64{times}64 datasets, with FID scores of 1.91/2.43 when D{=}2048/128. In class-conditional setting, D{=}2048 yields current state-of-the-art FID of 1.74 on CIFAR-10. In addition, we demonstrate that models with smaller D exhibit improved robustness against modeling errors. Code is available at https://github.com/Newbeeer/pfgmpp

Flow-based generative models, including diffusion models, excel at modeling continuous distributions in high-dimensional spaces. In this work, we introduce Flow Policy Optimization (FPO), a simple on-policy reinforcement learning algorithm that brings flow matching into the policy gradient framework. FPO casts policy optimization as maximizing an advantage-weighted ratio computed from the conditional flow matching loss, in a manner compatible with the popular PPO-clip framework. It sidesteps the need for exact likelihood computation while preserving the generative capabilities of flow-based models. Unlike prior approaches for diffusion-based reinforcement learning that bind training to a specific sampling method, FPO is agnostic to the choice of diffusion or flow integration at both training and inference time. We show that FPO can train diffusion-style policies from scratch in a variety of continuous control tasks. We find that flow-based models can capture multimodal action distributions and achieve higher performance than Gaussian policies, particularly in under-conditioned settings.

Score-based diffusion models have emerged as one of the most promising frameworks for deep generative modelling, due to their state-of-the art performance in many generation tasks while relying on mathematical foundations such as stochastic differential equations (SDEs) and ordinary differential equations (ODEs). Empirically, it has been reported that ODE based samples are inferior to SDE based samples. In this paper we rigorously describe the range of dynamics and approximations that arise when training score-based diffusion models, including the true SDE dynamics, the neural approximations, the various approximate particle dynamics that result, as well as their associated Fokker--Planck equations and the neural network approximations of these Fokker--Planck equations. We systematically analyse the difference between the ODE and SDE dynamics of score-based diffusion models, and link it to an associated Fokker--Planck equation. We derive a theoretical upper bound on the Wasserstein 2-distance between the ODE- and SDE-induced distributions in terms of a Fokker--Planck residual. We also show numerically that conventional score-based diffusion models can exhibit significant differences between ODE- and SDE-induced distributions which we demonstrate using explicit comparisons. Moreover, we show numerically that reducing the Fokker--Planck residual by adding it as an additional regularisation term leads to closing the gap between ODE- and SDE-induced distributions. Our experiments suggest that this regularisation can improve the distribution generated by the ODE, however that this can come at the cost of degraded SDE sample quality.

We study the momentum-based minimization of a diffuse perimeter functional on Euclidean spaces and on graphs with applications to semi-supervised classification tasks in machine learning. While the gradient flow in the task at hand is a parabolic partial differential equation, the momentum-method corresponds to a damped hyperbolic PDE, leading to qualitatively and quantitatively different trajectories. Using a convex-concave splitting-based FISTA-type time discretization, we demonstrate empirically that momentum can lead to faster convergence if the time step size is large but not too large. With large time steps, the PDE analysis offers only limited insight into the geometric behavior of solutions and typical hyperbolic phenomena like loss of regularity are not be observed in sample simulations.

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 slowly injecting noise, and a corresponding reverse-time SDE that transforms the prior distribution back into the data distribution by slowly removing the noise. Crucially, the reverse-time SDE depends only on the time-dependent gradient field (\aka, score) of the perturbed data distribution. By leveraging advances in score-based generative modeling, we can accurately estimate these scores with neural networks, and use numerical SDE solvers to generate samples. We show that this framework encapsulates previous approaches in score-based generative modeling and diffusion probabilistic modeling, allowing for new sampling procedures and new modeling capabilities. In particular, we introduce a predictor-corrector framework to correct errors in the evolution of the discretized reverse-time SDE. We also derive an equivalent neural ODE that samples from the same distribution as the SDE, but additionally enables exact likelihood computation, and improved sampling efficiency. In addition, we provide a new way to solve inverse problems with score-based models, as demonstrated with experiments on class-conditional generation, image inpainting, and colorization. Combined with multiple architectural improvements, we achieve record-breaking performance for unconditional image generation on CIFAR-10 with an Inception score of 9.89 and FID of 2.20, a competitive likelihood of 2.99 bits/dim, and demonstrate high fidelity generation of 1024 x 1024 images for the first time from a score-based generative model.

A normalizing flow models a complex probability density as an invertible transformation of a simple base density. Flows based on either coupling or autoregressive transforms both offer exact density evaluation and sampling, but rely on the parameterization of an easily invertible elementwise transformation, whose choice determines the flexibility of these models. Building upon recent work, we propose a fully-differentiable module based on monotonic rational-quadratic splines, which enhances the flexibility of both coupling and autoregressive transforms while retaining analytic invertibility. We demonstrate that neural spline flows improve density estimation, variational inference, and generative modeling of images.

Existing customization methods require access to multiple reference examples to align pre-trained diffusion probabilistic models (DPMs) with user-provided concepts. This paper aims to address the challenge of DPM customization when the only available supervision is a differentiable metric defined on the generated contents. Since the sampling procedure of DPMs involves recursive calls to the denoising UNet, na\"ive gradient backpropagation requires storing the intermediate states of all iterations, resulting in extremely high memory consumption. To overcome this issue, we propose a novel method AdjointDPM, which first generates new samples from diffusion models by solving the corresponding probability-flow ODEs. It then uses the adjoint sensitivity method to backpropagate the gradients of the loss to the models' parameters (including conditioning signals, network weights, and initial noises) by solving another augmented ODE. To reduce numerical errors in both the forward generation and gradient backpropagation processes, we further reparameterize the probability-flow ODE and augmented ODE as simple non-stiff ODEs using exponential integration. Finally, we demonstrate the effectiveness of AdjointDPM on three interesting tasks: converting visual effects into identification text embeddings, finetuning DPMs for specific types of stylization, and optimizing initial noise to generate adversarial samples for security auditing.

Diffusion models have emerged as a promising alternative to autoregressive models in modeling discrete categorical data. Yet diffusion models that directly work on discrete data space do not fully exploit the power of iterative refinement, as the signals are lost during the transition between discrete states. Existing continuous diffusion models for discrete data have limited performance compared to discrete approaches, and the unclear link between them restricts the development of diffusion models for discrete data. In this work, we propose a continuous diffusion model for language modeling that incorporates the geometry of the underlying categorical distribution. We establish a connection between the discrete diffusion and continuous flow on the statistical manifold, and building on the analogy, we introduce a simple design for the diffusion process that generalizes previous discrete diffusion models. We further propose a simulation-free training framework based on radial symmetry and a simple technique to address the high dimensionality of the manifold. Comprehensive experiments on language modeling benchmarks and other modalities show that our method outperforms existing discrete diffusion models and approaches the performance of autoregressive models. Codes available at https://github.com/harryjo97/RDLM{https://github.com/harryjo97/RDLM}.

Physics-informed neural networks (PINNs) leverage neural-networks to find the solutions of partial differential equation (PDE)-constrained optimization problems with initial conditions and boundary conditions as soft constraints. These soft constraints are often considered to be the sources of the complexity in the training phase of PINNs. Here, we demonstrate that the challenge of training (i) persists even when the boundary conditions are strictly enforced, and (ii) is closely related to the Kolmogorov n-width associated with problems demonstrating transport, convection, traveling waves, or moving fronts. Given this realization, we describe the mechanism underlying the training schemes such as those used in eXtended PINNs (XPINN), curriculum regularization, and sequence-to-sequence learning. For an important category of PDEs, i.e., governed by non-linear convection-diffusion equation, we propose reformulating PINNs on a Lagrangian frame of reference, i.e., LPINNs, as a PDE-informed solution. A parallel architecture with two branches is proposed. One branch solves for the state variables on the characteristics, and the second branch solves for the low-dimensional characteristics curves. The proposed architecture conforms to the causality innate to the convection, and leverages the direction of travel of the information in the domain. Finally, we demonstrate that the loss landscapes of LPINNs are less sensitive to the so-called "complexity" of the problems, compared to those in the traditional PINNs in the Eulerian framework.

Generative modeling of crystal data distribution is an important yet challenging task due to the unique periodic physical symmetry of crystals. Diffusion-based methods have shown early promise in modeling crystal distribution. More recently, Bayesian Flow Networks were introduced to aggregate noisy latent variables, resulting in a variance-reduced parameter space that has been shown to be advantageous for modeling Euclidean data distributions with structural constraints (Song et al., 2023). Inspired by this, we seek to unlock its potential for modeling variables located in non-Euclidean manifolds e.g. those within crystal structures, by overcoming challenging theoretical issues. We introduce CrysBFN, a novel crystal generation method by proposing a periodic Bayesian flow, which essentially differs from the original Gaussian-based BFN by exhibiting non-monotonic entropy dynamics. To successfully realize the concept of periodic Bayesian flow, CrysBFN integrates a new entropy conditioning mechanism and empirically demonstrates its significance compared to time-conditioning. Extensive experiments over both crystal ab initio generation and crystal structure prediction tasks demonstrate the superiority of CrysBFN, which consistently achieves new state-of-the-art on all benchmarks. Surprisingly, we found that CrysBFN enjoys a significant improvement in sampling efficiency, e.g., ~100x speedup 10 v.s. 2000 steps network forwards) compared with previous diffusion-based methods on MP-20 dataset. Code is available at https://github.com/wu-han-lin/CrysBFN.

Diffusion models have quickly become the state-of-the-art for generation tasks across many different data modalities. An important ability of diffusion models is the ability to encode samples from the data distribution back into the sampling prior distribution. This is useful for performing alterations to real data samples along with guided generation via the continuous adjoint equations. We propose an algebraically reversible solver for diffusion SDEs that can exactly invert real data samples into the prior distribution.

Generative models transform random noise into images; their inversion aims to transform images back to structured noise for recovery and editing. This paper addresses two key tasks: (i) inversion and (ii) editing of a real image using stochastic equivalents of rectified flow models (such as Flux). Although Diffusion Models (DMs) have recently dominated the field of generative modeling for images, their inversion presents faithfulness and editability challenges due to nonlinearities in drift and diffusion. Existing state-of-the-art DM inversion approaches rely on training of additional parameters or test-time optimization of latent variables; both are expensive in practice. Rectified Flows (RFs) offer a promising alternative to diffusion models, yet their inversion has been underexplored. We propose RF inversion using dynamic optimal control derived via a linear quadratic regulator. We prove that the resulting vector field is equivalent to a rectified stochastic differential equation. Additionally, we extend our framework to design a stochastic sampler for Flux. Our inversion method allows for state-of-the-art performance in zero-shot inversion and editing, outperforming prior works in stroke-to-image synthesis and semantic image editing, with large-scale human evaluations confirming user preference.

Diffusion models (DMs) demonstrate potent image generation capabilities in various generative modeling tasks. Nevertheless, their primary limitation lies in slow sampling speed, requiring hundreds or thousands of sequential function evaluations through large neural networks to generate high-quality images. Sampling from DMs can be seen alternatively as solving corresponding stochastic differential equations (SDEs) or ordinary differential equations (ODEs). In this work, we formulate the sampling process as an extended reverse-time SDE (ER SDE), unifying prior explorations into ODEs and SDEs. Leveraging the semi-linear structure of ER SDE solutions, we offer exact solutions and arbitrarily high-order approximate solutions for VP SDE and VE SDE, respectively. Based on the solution space of the ER SDE, we yield mathematical insights elucidating the superior performance of ODE solvers over SDE solvers in terms of fast sampling. Additionally, we unveil that VP SDE solvers stand on par with their VE SDE counterparts. Finally, we devise fast and training-free samplers, ER-SDE-Solvers, achieving state-of-the-art performance across all stochastic samplers. Experimental results demonstrate achieving 3.45 FID in 20 function evaluations and 2.24 FID in 50 function evaluations on the ImageNet 64times64 dataset.

Partial Differential Equations are foundational in modeling science and natural systems such as fluid dynamics and weather forecasting. The Latent Evolution of PDEs method is designed to address the computational intensity of classical and deep learning-based PDE solvers by proposing a scalable and efficient alternative. To enhance the efficiency and accuracy of LE-PDE, we incorporate the Mamba model, an advanced machine learning model known for its predictive efficiency and robustness in handling complex dynamic systems with a progressive learning strategy. The LE-PDE was tested on several benchmark problems. The method demonstrated a marked reduction in computational time compared to traditional solvers and standalone deep learning models while maintaining high accuracy in predicting system behavior over time. Our method doubles the inference speed compared to the LE-PDE while retaining the same level of parameter efficiency, making it well-suited for scenarios requiring long-term predictions.

We introduce a new class of spatially stochastic physics and data informed deep latent models for parametric partial differential equations (PDEs) which operate through scalable variational neural processes. We achieve this by assigning probability measures to the spatial domain, which allows us to treat collocation grids probabilistically as random variables to be marginalised out. Adapting this spatial statistics view, we solve forward and inverse problems for parametric PDEs in a way that leads to the construction of Gaussian process models of solution fields. The implementation of these random grids poses a unique set of challenges for inverse physics informed deep learning frameworks and we propose a new architecture called Grid Invariant Convolutional Networks (GICNets) to overcome these challenges. We further show how to incorporate noisy data in a principled manner into our physics informed model to improve predictions for problems where data may be available but whose measurement location does not coincide with any fixed mesh or grid. The proposed method is tested on a nonlinear Poisson problem, Burgers equation, and Navier-Stokes equations, and we provide extensive numerical comparisons. We demonstrate significant computational advantages over current physics informed neural learning methods for parametric PDEs while improving the predictive capabilities and flexibility of these models.

Learning the continuous dynamics of a system from snapshots of its temporal marginals is a problem which appears throughout natural sciences and machine learning, including in quantum systems, single-cell biological data, and generative modeling. In these settings, we assume access to cross-sectional samples that are uncorrelated over time, rather than full trajectories of samples. In order to better understand the systems under observation, we would like to learn a model of the underlying process that allows us to propagate samples in time and thereby simulate entire individual trajectories. In this work, we propose Action Matching, a method for learning a rich family of dynamics using only independent samples from its time evolution. We derive a tractable training objective, which does not rely on explicit assumptions about the underlying dynamics and does not require back-propagation through differential equations or optimal transport solvers. Inspired by connections with optimal transport, we derive extensions of Action Matching to learn stochastic differential equations and dynamics involving creation and destruction of probability mass. Finally, we showcase applications of Action Matching by achieving competitive performance in a diverse set of experiments from biology, physics, and generative modeling.

Diffusion models have greatly improved visual generation but are hindered by slow generation speed due to the computationally intensive nature of solving generative ODEs. Rectified flow, a widely recognized solution, improves generation speed by straightening the ODE path. Its key components include: 1) using the diffusion form of flow-matching, 2) employing boldsymbol v-prediction, and 3) performing rectification (a.k.a. reflow). In this paper, we argue that the success of rectification primarily lies in using a pretrained diffusion model to obtain matched pairs of noise and samples, followed by retraining with these matched noise-sample pairs. Based on this, components 1) and 2) are unnecessary. Furthermore, we highlight that straightness is not an essential training target for rectification; rather, it is a specific case of flow-matching models. The more critical training target is to achieve a first-order approximate ODE path, which is inherently curved for models like DDPM and Sub-VP. Building on this insight, we propose Rectified Diffusion, which generalizes the design space and application scope of rectification to encompass the broader category of diffusion models, rather than being restricted to flow-matching models. We validate our method on Stable Diffusion v1-5 and Stable Diffusion XL. Our method not only greatly simplifies the training procedure of rectified flow-based previous works (e.g., InstaFlow) but also achieves superior performance with even lower training cost. Our code is available at https://github.com/G-U-N/Rectified-Diffusion.

This paper introduces Bayesian Flow Networks (BFNs), a new class of generative model in which the parameters of a set of independent distributions are modified with Bayesian inference in the light of noisy data samples, then passed as input to a neural network that outputs a second, interdependent distribution. Starting from a simple prior and iteratively updating the two distributions yields a generative procedure similar to the reverse process of diffusion models; however it is conceptually simpler in that no forward process is required. Discrete and continuous-time loss functions are derived for continuous, discretised and discrete data, along with sample generation procedures. Notably, the network inputs for discrete data lie on the probability simplex, and are therefore natively differentiable, paving the way for gradient-based sample guidance and few-step generation in discrete domains such as language modelling. The loss function directly optimises data compression and places no restrictions on the network architecture. In our experiments BFNs achieve competitive log-likelihoods for image modelling on dynamically binarized MNIST and CIFAR-10, and outperform all known discrete diffusion models on the text8 character-level language modelling task.

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations (SDEs) and diffusion-based models has been revealed, and several new variants of SDEs are proposed (e.g., sub-VP, critically-damped Langevin) along this line. Despite the empirical success of the hand-crafted fixed forward SDEs, a great quantity of proper forward SDEs remain unexplored. In this work, we propose a general framework for parameterizing the diffusion model, especially the spatial part of the forward SDE. An abstract formalism is introduced with theoretical guarantees, and its connection with previous diffusion models is leveraged. We demonstrate the theoretical advantage of our method from an optimization perspective. Numerical experiments on synthetic datasets, MINIST and CIFAR10 are also presented to validate the effectiveness of our framework.

We revisit the theoretical properties of Hamiltonian stochastic differential equations (SDES) for Bayesian posterior sampling, and we study the two types of errors that arise from numerical SDE simulation: the discretization error and the error due to noisy gradient estimates in the context of data subsampling. Our main result is a novel analysis for the effect of mini-batches through the lens of differential operator splitting, revising previous literature results. The stochastic component of a Hamiltonian SDE is decoupled from the gradient noise, for which we make no normality assumptions. This leads to the identification of a convergence bottleneck: when considering mini-batches, the best achievable error rate is O(eta^2), with eta being the integrator step size. Our theoretical results are supported by an empirical study on a variety of regression and classification tasks for Bayesian neural networks.

Generating novel molecules with higher properties than the training space, namely the out-of-distribution generation, is important for {de~novo} drug design. However, it is not easy for distribution learning-based models, for example diffusion models, to solve this challenge as these methods are designed to fit the distribution of training data as close as possible. In this paper, we show that Bayesian flow network is capable of effortlessly generating high quality out-of-distribution samples that meet several scenarios. We introduce a semi-autoregressive training/sampling method that helps to enhance the model performance and surpass the state-of-the-art models.

We propose an inference-time scaling approach for pretrained flow models. Recently, inference-time scaling has gained significant attention in LLMs and diffusion models, improving sample quality or better aligning outputs with user preferences by leveraging additional computation. For diffusion models, particle sampling has allowed more efficient scaling due to the stochasticity at intermediate denoising steps. On the contrary, while flow models have gained popularity as an alternative to diffusion models--offering faster generation and high-quality outputs in state-of-the-art image and video generative models--efficient inference-time scaling methods used for diffusion models cannot be directly applied due to their deterministic generative process. To enable efficient inference-time scaling for flow models, we propose three key ideas: 1) SDE-based generation, enabling particle sampling in flow models, 2) Interpolant conversion, broadening the search space and enhancing sample diversity, and 3) Rollover Budget Forcing (RBF), an adaptive allocation of computational resources across timesteps to maximize budget utilization. Our experiments show that SDE-based generation, particularly variance-preserving (VP) interpolant-based generation, improves the performance of particle sampling methods for inference-time scaling in flow models. Additionally, we demonstrate that RBF with VP-SDE achieves the best performance, outperforming all previous inference-time scaling approaches.

Motivated by the paradigm of reservoir computing, we consider randomly initialized controlled ResNets defined as Euler-discretizations of neural controlled differential equations (Neural CDEs), a unified architecture which enconpasses both RNNs and ResNets. We show that in the infinite-width-depth limit and under proper scaling, these architectures converge weakly to Gaussian processes indexed on some spaces of continuous paths and with kernels satisfying certain partial differential equations (PDEs) varying according to the choice of activation function, extending the results of Hayou (2022); Hayou & Yang (2023) to the controlled and homogeneous case. In the special, homogeneous, case where the activation is the identity, we show that the equation reduces to a linear PDE and the limiting kernel agrees with the signature kernel of Salvi et al. (2021a). We name this new family of limiting kernels neural signature kernels. Finally, we show that in the infinite-depth regime, finite-width controlled ResNets converge in distribution to Neural CDEs with random vector fields which, depending on whether the weights are shared across layers, are either time-independent and Gaussian or behave like a matrix-valued Brownian motion.

Diffusion models (DMs) excel in photorealism, image editing, and solving inverse problems, aided by classifier-free guidance and image inversion techniques. However, rectified flow models (RFMs) remain underexplored for these tasks. Existing DM-based methods often require additional training, lack generalization to pretrained latent models, underperform, and demand significant computational resources due to extensive backpropagation through ODE solvers and inversion processes. In this work, we first develop a theoretical and empirical understanding of the vector field dynamics of RFMs in efficiently guiding the denoising trajectory. Our findings reveal that we can navigate the vector field in a deterministic and gradient-free manner. Utilizing this property, we propose FlowChef, which leverages the vector field to steer the denoising trajectory for controlled image generation tasks, facilitated by gradient skipping. FlowChef is a unified framework for controlled image generation that, for the first time, simultaneously addresses classifier guidance, linear inverse problems, and image editing without the need for extra training, inversion, or intensive backpropagation. Finally, we perform extensive evaluations and show that FlowChef significantly outperforms baselines in terms of performance, memory, and time requirements, achieving new state-of-the-art results. Project Page: https://flowchef.github.io.

Generating graph-structured data requires learning the underlying distribution of graphs. Yet, this is a challenging problem, and the previous graph generative methods either fail to capture the permutation-invariance property of graphs or cannot sufficiently model the complex dependency between nodes and edges, which is crucial for generating real-world graphs such as molecules. To overcome such limitations, we propose a novel score-based generative model for graphs with a continuous-time framework. Specifically, we propose a new graph diffusion process that models the joint distribution of the nodes and edges through a system of stochastic differential equations (SDEs). Then, we derive novel score matching objectives tailored for the proposed diffusion process to estimate the gradient of the joint log-density with respect to each component, and introduce a new solver for the system of SDEs to efficiently sample from the reverse diffusion process. We validate our graph generation method on diverse datasets, on which it either achieves significantly superior or competitive performance to the baselines. Further analysis shows that our method is able to generate molecules that lie close to the training distribution yet do not violate the chemical valency rule, demonstrating the effectiveness of the system of SDEs in modeling the node-edge relationships. Our code is available at https://github.com/harryjo97/GDSS.

Flow-based generative models parameterize probability distributions through an invertible transformation and can be trained by maximum likelihood. Invertible residual networks provide a flexible family of transformations where only Lipschitz conditions rather than strict architectural constraints are needed for enforcing invertibility. However, prior work trained invertible residual networks for density estimation by relying on biased log-density estimates whose bias increased with the network's expressiveness. We give a tractable unbiased estimate of the log density using a "Russian roulette" estimator, and reduce the memory required during training by using an alternative infinite series for the gradient. Furthermore, we improve invertible residual blocks by proposing the use of activation functions that avoid derivative saturation and generalizing the Lipschitz condition to induced mixed norms. The resulting approach, called Residual Flows, achieves state-of-the-art performance on density estimation amongst flow-based models, and outperforms networks that use coupling blocks at joint generative and discriminative modeling.

Neural Controlled Differential Equations (NCDEs) are a state-of-the-art tool for supervised learning with irregularly sampled time series (Kidger, 2020). However, no theoretical analysis of their performance has been provided yet, and it remains unclear in particular how the irregularity of the time series affects their predictions. By merging the rich theory of controlled differential equations (CDE) and Lipschitz-based measures of the complexity of deep neural nets, we take a first step towards the theoretical understanding of NCDE. Our first result is a generalization bound for this class of predictors that depends on the regularity of the time series data. In a second time, we leverage the continuity of the flow of CDEs to provide a detailed analysis of both the sampling-induced bias and the approximation bias. Regarding this last result, we show how classical approximation results on neural nets may transfer to NCDEs. Our theoretical results are validated through a series of experiments.

In this work, we generalize the reaction-diffusion equation in statistical physics, Schr\"odinger equation in quantum mechanics, Helmholtz equation in paraxial optics into the neural partial differential equations (NPDE), which can be considered as the fundamental equations in the field of artificial intelligence research. We take finite difference method to discretize NPDE for finding numerical solution, and the basic building blocks of deep neural network architecture, including multi-layer perceptron, convolutional neural network and recurrent neural networks, are generated. The learning strategies, such as Adaptive moment estimation, L-BFGS, pseudoinverse learning algorithms and partial differential equation constrained optimization, are also presented. We believe it is of significance that presented clear physical image of interpretable deep neural networks, which makes it be possible for applying to analog computing device design, and pave the road to physical artificial intelligence.

We propose PROSE-FD, a zero-shot multimodal PDE foundational model for simultaneous prediction of heterogeneous two-dimensional physical systems related to distinct fluid dynamics settings. These systems include shallow water equations and the Navier-Stokes equations with incompressible and compressible flow, regular and complex geometries, and different buoyancy settings. This work presents a new transformer-based multi-operator learning approach that fuses symbolic information to perform operator-based data prediction, i.e. non-autoregressive. By incorporating multiple modalities in the inputs, the PDE foundation model builds in a pathway for including mathematical descriptions of the physical behavior. We pre-train our foundation model on 6 parametric families of equations collected from 13 datasets, including over 60K trajectories. Our model outperforms popular operator learning, computer vision, and multi-physics models, in benchmark forward prediction tasks. We test our architecture choices with ablation studies.

In reinforcement learning and imitation learning, an object of central importance is the state distribution induced by the policy. It plays a crucial role in the policy gradient theorem, and references to it--along with the related state-action distribution--can be found all across the literature. Despite its importance, the state distribution is mostly discussed indirectly and theoretically, rather than being modeled explicitly. The reason being an absence of appropriate density estimation tools. In this work, we investigate applications of a normalizing flow-based model for the aforementioned distributions. In particular, we use a pair of flows coupled through the optimality point of the Donsker-Varadhan representation of the Kullback-Leibler (KL) divergence, for distribution matching based imitation learning. Our algorithm, Coupled Flow Imitation Learning (CFIL), achieves state-of-the-art performance on benchmark tasks with a single expert trajectory and extends naturally to a variety of other settings, including the subsampled and state-only regimes.

Generative machine learning methods, such as diffusion models and flow matching, have shown great potential in modeling complex system behaviors and building efficient surrogate models. However, these methods typically learn the underlying physics implicitly from data. We propose Physics-Based Flow Matching (PBFM), a novel generative framework that explicitly embeds physical constraints, both PDE residuals and algebraic relations, into the flow matching objective. We also introduce temporal unrolling at training time that improves the accuracy of the final, noise-free sample prediction. Our method jointly minimizes the flow matching loss and the physics-based residual loss without requiring hyperparameter tuning of their relative weights. Additionally, we analyze the role of the minimum noise level, sigma_{min}, in the context of physical constraints and evaluate a stochastic sampling strategy that helps to reduce physical residuals. Through extensive benchmarks on three representative PDE problems, we show that our approach yields up to an 8times more accurate physical residuals compared to FM, while clearly outperforming existing algorithms in terms of distributional accuracy. PBFM thus provides a principled and efficient framework for surrogate modeling, uncertainty quantification, and accelerated simulation in physics and engineering applications.

We present Piecewise Rectified Flow (PeRFlow), a flow-based method for accelerating diffusion models. PeRFlow divides the sampling process of generative flows into several time windows and straightens the trajectories in each interval via the reflow operation, thereby approaching piecewise linear flows. PeRFlow achieves superior performance in a few-step generation. Moreover, through dedicated parameterizations, the obtained PeRFlow models show advantageous transfer ability, serving as universal plug-and-play accelerators that are compatible with various workflows based on the pre-trained diffusion models. The implementations of training and inference are fully open-sourced. https://github.com/magic-research/piecewise-rectified-flow

Diffusion models (DMs) represent state-of-the-art generative models for continuous inputs. DMs work by constructing a Stochastic Differential Equation (SDE) in the input space (ie, position space), and using a neural network to reverse it. In this work, we introduce a novel generative modeling framework grounded in phase space dynamics, where a phase space is defined as {an augmented space encompassing both position and velocity.} Leveraging insights from Stochastic Optimal Control, we construct a path measure in the phase space that enables efficient sampling. {In contrast to DMs, our framework demonstrates the capability to generate realistic data points at an early stage of dynamics propagation.} This early prediction sets the stage for efficient data generation by leveraging additional velocity information along the trajectory. On standard image generation benchmarks, our model yields favorable performance over baselines in the regime of small Number of Function Evaluations (NFEs). Furthermore, our approach rivals the performance of diffusion models equipped with efficient sampling techniques, underscoring its potential as a new tool generative modeling.

We propose conditional flows of the maximum mean discrepancy (MMD) with the negative distance kernel for posterior sampling and conditional generative modeling. This MMD, which is also known as energy distance, has several advantageous properties like efficient computation via slicing and sorting. We approximate the joint distribution of the ground truth and the observations using discrete Wasserstein gradient flows and establish an error bound for the posterior distributions. Further, we prove that our particle flow is indeed a Wasserstein gradient flow of an appropriate functional. The power of our method is demonstrated by numerical examples including conditional image generation and inverse problems like superresolution, inpainting and computed tomography in low-dose and limited-angle settings.

This article provides a mathematically rigorous introduction to denoising diffusion probabilistic models (DDPMs), sometimes also referred to as diffusion probabilistic models or diffusion models, for generative artificial intelligence. We provide a detailed basic mathematical framework for DDPMs and explain the main ideas behind training and generation procedures. In this overview article we also review selected extensions and improvements of the basic framework from the literature such as improved DDPMs, denoising diffusion implicit models, classifier-free diffusion guidance models, and latent diffusion models.

We prove existence of weak and strong solutions and uniqueness for a viscous dyadic model driven by additive white noise in time using a path-wise approach. Existence of invariant measures also established and a simple balance relation among the mean rates of energy injection, dissipation and flux is derived and we investigate the asymptotic exponents zeta_{p} of the p-order structure functions.

We study the problem of training a flow-based generative model, parametrized by a two-layer autoencoder, to sample from a high-dimensional Gaussian mixture. We provide a sharp end-to-end analysis of the problem. First, we provide a tight closed-form characterization of the learnt velocity field, when parametrized by a shallow denoising auto-encoder trained on a finite number n of samples from the target distribution. Building on this analysis, we provide a sharp description of the corresponding generative flow, which pushes the base Gaussian density forward to an approximation of the target density. In particular, we provide closed-form formulae for the distance between the mean of the generated mixture and the mean of the target mixture, which we show decays as Theta_n(1{n}). Finally, this rate is shown to be in fact Bayes-optimal.

Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an alternative approach, utilizing neural networks combined with ODE solvers to learn continuous latent representations through parameterized vector fields. Neural Stochastic Differential Equations (Neural SDEs) extend Neural ODEs by incorporating a diffusion term, although this addition is not trivial, particularly when addressing irregular intervals and missing values. Consequently, careful design of drift and diffusion functions is crucial for maintaining stability and enhancing performance, while incautious choices can result in adverse properties such as the absence of strong solutions, stochastic destabilization, or unstable Euler discretizations, significantly affecting Neural SDEs' performance. In this study, we propose three stable classes of Neural SDEs: Langevin-type SDE, Linear Noise SDE, and Geometric SDE. Then, we rigorously demonstrate their robustness in maintaining excellent performance under distribution shift, while effectively preventing overfitting. To assess the effectiveness of our approach, we conduct extensive experiments on four benchmark datasets for interpolation, forecasting, and classification tasks, and analyze the robustness of our methods with 30 public datasets under different missing rates. Our results demonstrate the efficacy of the proposed method in handling real-world irregular time series data.

Denoising diffusion bridge models (DDBMs) are a powerful variant of diffusion models for interpolating between two arbitrary paired distributions given as endpoints. Despite their promising performance in tasks like image translation, DDBMs require a computationally intensive sampling process that involves the simulation of a (stochastic) differential equation through hundreds of network evaluations. In this work, we take the first step in fast sampling of DDBMs without extra training, motivated by the well-established recipes in diffusion models. We generalize DDBMs via a class of non-Markovian diffusion bridges defined on the discretized timesteps concerning sampling, which share the same marginal distributions and training objectives, give rise to generative processes ranging from stochastic to deterministic, and result in diffusion bridge implicit models (DBIMs). DBIMs are not only up to 25times faster than the vanilla sampler of DDBMs but also induce a novel, simple, and insightful form of ordinary differential equation (ODE) which inspires high-order numerical solvers. Moreover, DBIMs maintain the generation diversity in a distinguished way, by using a booting noise in the initial sampling step, which enables faithful encoding, reconstruction, and semantic interpolation in image translation tasks. Code is available at https://github.com/thu-ml/DiffusionBridge.

Diffusion models, which employ stochastic differential equations to sample images through integrals, have emerged as a dominant class of generative models. However, the rationality of the diffusion process itself receives limited attention, leaving the question of whether the problem is well-posed and well-conditioned. In this paper, we uncover a vexing propensity of diffusion models: they frequently exhibit the infinite Lipschitz near the zero point of timesteps. This poses a threat to the stability and accuracy of the diffusion process, which relies on integral operations. We provide a comprehensive evaluation of the issue from both theoretical and empirical perspectives. To address this challenge, we propose a novel approach, dubbed E-TSDM, which eliminates the Lipschitz singularity of the diffusion model near zero. Remarkably, our technique yields a substantial improvement in performance, e.g., on the high-resolution FFHQ dataset (256times256). Moreover, as a byproduct of our method, we manage to achieve a dramatic reduction in the Frechet Inception Distance of other acceleration methods relying on network Lipschitz, including DDIM and DPM-Solver, by over 33%. We conduct extensive experiments on diverse datasets to validate our theory and method. Our work not only advances the understanding of the general diffusion process, but also provides insights for the design of diffusion models.

Neural Ordinary Differential Equations (NODEs) often struggle to adapt to new dynamic behaviors caused by parameter changes in the underlying physical system, even when these dynamics are similar to previously observed behaviors. This problem becomes more challenging when the changing parameters are unobserved, meaning their value or influence cannot be directly measured when collecting data. To address this issue, we introduce Neural Context Flow (NCF), a robust and interpretable Meta-Learning framework that includes uncertainty estimation. NCF uses Taylor expansion to enable contextual self-modulation, allowing context vectors to influence dynamics from other domains while also modulating themselves. After establishing theoretical guarantees, we empirically test NCF and compare it to related adaptation methods. Our results show that NCF achieves state-of-the-art Out-of-Distribution performance on 5 out of 6 linear and non-linear benchmark problems. Through extensive experiments, we explore the flexible model architecture of NCF and the encoded representations within the learned context vectors. Our findings highlight the potential implications of NCF for foundational models in the physical sciences, offering a promising approach to improving the adaptability and generalization of NODEs in various scientific applications. Our code is openly available at https://github.com/ddrous/ncflow.

The sampling of probability distributions specified up to a normalization constant is an important problem in both machine learning and statistical mechanics. While classical stochastic sampling methods such as Markov Chain Monte Carlo (MCMC) or Langevin Dynamics (LD) can suffer from slow mixing times there is a growing interest in using normalizing flows in order to learn the transformation of a simple prior distribution to the given target distribution. Here we propose a generalized and combined approach to sample target densities: Stochastic Normalizing Flows (SNF) -- an arbitrary sequence of deterministic invertible functions and stochastic sampling blocks. We show that stochasticity overcomes expressivity limitations of normalizing flows resulting from the invertibility constraint, whereas trainable transformations between sampling steps improve efficiency of pure MCMC/LD along the flow. By invoking ideas from non-equilibrium statistical mechanics we derive an efficient training procedure by which both the sampler's and the flow's parameters can be optimized end-to-end, and by which we can compute exact importance weights without having to marginalize out the randomness of the stochastic blocks. We illustrate the representational power, sampling efficiency and asymptotic correctness of SNFs on several benchmarks including applications to sampling molecular systems in equilibrium.

We introduce a general framework for solving partial differential equations (PDEs) using generative diffusion models. In particular, we focus on the scenarios where we do not have the full knowledge of the scene necessary to apply classical solvers. Most existing forward or inverse PDE approaches perform poorly when the observations on the data or the underlying coefficients are incomplete, which is a common assumption for real-world measurements. In this work, we propose DiffusionPDE that can simultaneously fill in the missing information and solve a PDE by modeling the joint distribution of the solution and coefficient spaces. We show that the learned generative priors lead to a versatile framework for accurately solving a wide range of PDEs under partial observation, significantly outperforming the state-of-the-art methods for both forward and inverse directions.

Majorities of distillation methods on pre-trained diffusion models or on pre-trained rectified flow, focus on either the distillation outputs or the trajectories between random noises and clean images to speed up sample generations from pre-trained models. In those trajectory-based distillation methods, consistency distillation requires the self-consistent trajectory projection to regulate the trajectory, which might avoid the common ODE approximation error {while still be concerning about sampling efficiencies}. At the same time, rectified flow distillations enforce straight trajectory for fast sampling, although an ODE solver is still required. In this work, we propose a trajectory distillation method, \modelname, that enjoys the benefits of both and enables few-step generations. TraFlow adopts the settings of consistency trajectory models, and further enforces the properties of self-consistency and straightness throughout the entire trajectory. These two properties are pursued by reaching a balance with following three targets: (1) reconstruct the output from pre-trained models; (2) learn the amount of changes by pre-trained models; (3) satisfy the self-consistency over its trajectory. Extensive experimental results have shown the effectiveness of our proposed method.

Simulating and controlling physical systems described by partial differential equations (PDEs) are crucial tasks across science and engineering. Recently, diffusion generative models have emerged as a competitive class of methods for these tasks due to their ability to capture long-term dependencies and model high-dimensional states. However, diffusion models typically struggle with handling system states with abrupt changes and generalizing to higher resolutions. In this work, we propose Wavelet Diffusion Neural Operator (WDNO), a novel PDE simulation and control framework that enhances the handling of these complexities. WDNO comprises two key innovations. Firstly, WDNO performs diffusion-based generative modeling in the wavelet domain for the entire trajectory to handle abrupt changes and long-term dependencies effectively. Secondly, to address the issue of poor generalization across different resolutions, which is one of the fundamental tasks in modeling physical systems, we introduce multi-resolution training. We validate WDNO on five physical systems, including 1D advection equation, three challenging physical systems with abrupt changes (1D Burgers' equation, 1D compressible Navier-Stokes equation and 2D incompressible fluid), and a real-world dataset ERA5, which demonstrates superior performance on both simulation and control tasks over state-of-the-art methods, with significant improvements in long-term and detail prediction accuracy. Remarkably, in the challenging context of the 2D high-dimensional and indirect control task aimed at reducing smoke leakage, WDNO reduces the leakage by 33.2% compared to the second-best baseline. The code can be found at https://github.com/AI4Science-WestlakeU/wdno.git.

We present a formulation of flow matching as variational inference, which we refer to as variational flow matching (VFM). Based on this formulation we develop CatFlow, a flow matching method for categorical data. CatFlow is easy to implement, computationally efficient, and achieves strong results on graph generation tasks. In VFM, the objective is to approximate the posterior probability path, which is a distribution over possible end points of a trajectory. We show that VFM admits both the CatFlow objective and the original flow matching objective as special cases. We also relate VFM to score-based models, in which the dynamics are stochastic rather than deterministic, and derive a bound on the model likelihood based on a reweighted VFM objective. We evaluate CatFlow on one abstract graph generation task and two molecular generation tasks. In all cases, CatFlow exceeds or matches performance of the current state-of-the-art models.

Biological processes, functions, and properties are intricately linked to the ensemble of protein conformations, rather than being solely determined by a single stable conformation. In this study, we have developed P2DFlow, a generative model based on SE(3) flow matching, to predict the structural ensembles of proteins. We specifically designed a valuable prior for the flow process and enhanced the model's ability to distinguish each intermediate state by incorporating an additional dimension to describe the ensemble data, which can reflect the physical laws governing the distribution of ensembles, so that the prior knowledge can effectively guide the generation process. When trained and evaluated on the MD datasets of ATLAS, P2DFlow outperforms other baseline models on extensive experiments, successfully capturing the observable dynamic fluctuations as evidenced in crystal structure and MD simulations. As a potential proxy agent for protein molecular simulation, the high-quality ensembles generated by P2DFlow could significantly aid in understanding protein functions across various scenarios. Code is available at https://github.com/BLEACH366/P2DFlow

We explore a generative machine learning-based approach for estimating multi-dimensional probability density functions (PDFs) in a target sample using a statistically independent but related control sample - a common challenge in particle physics data analysis. The generative model must accurately reproduce individual observable distributions while preserving the correlations between them, based on the input multidimensional distribution from the control sample. Here we present a conditional normalizing flow model (CNF) based on a chain of bijectors which learns to transform unpaired simulation events to data events. We assess the performance of the CNF model in the context of LHC Higgs to diphoton analysis, where we use the CNF model to convert a Monte Carlo diphoton sample to one that models data. We show that the CNF model can accurately model complex data distributions and correlations. We also leverage the recently popularized Modified Differential Multiplier Method (MDMM) to improve the convergence of our model and assign physical meaning to usually arbitrary loss-function parameters.

Normalizing flows can transform a simple prior probability distribution into a more complex target distribution. Here, we evaluate the ability and efficiency of generative machine learning methods to sample the Boltzmann distribution of an atomistic model for glass-forming liquids. This is a notoriously difficult task, as it amounts to ergodically exploring the complex free energy landscape of a disordered and frustrated many-body system. We optimize a normalizing flow model to successfully transform high-temperature configurations of a dense liquid into low-temperature ones, near the glass transition. We perform a detailed comparative analysis with established enhanced sampling techniques developed in the physics literature to assess and rank the performance of normalizing flows against state-of-the-art algorithms. We demonstrate that machine learning methods are very promising, showing a large speedup over conventional molecular dynamics. Normalizing flows show performances comparable to parallel tempering and population annealing, while still falling far behind the swap Monte Carlo algorithm. Our study highlights the potential of generative machine learning models in scientific computing for complex systems, but also points to some of its current limitations and the need for further improvement.

Editing real images using a pre-trained text-to-image (T2I) diffusion/flow model often involves inverting the image into its corresponding noise map. However, inversion by itself is typically insufficient for obtaining satisfactory results, and therefore many methods additionally intervene in the sampling process. Such methods achieve improved results but are not seamlessly transferable between model architectures. Here, we introduce FlowEdit, a text-based editing method for pre-trained T2I flow models, which is inversion-free, optimization-free and model agnostic. Our method constructs an ODE that directly maps between the source and target distributions (corresponding to the source and target text prompts) and achieves a lower transport cost than the inversion approach. This leads to state-of-the-art results, as we illustrate with Stable Diffusion 3 and FLUX. Code and examples are available on the project's webpage.

The choice of approximate posterior distribution is one of the core problems in variational inference. Most applications of variational inference employ simple families of posterior approximations in order to allow for efficient inference, focusing on mean-field or other simple structured approximations. This restriction has a significant impact on the quality of inferences made using variational methods. We introduce a new approach for specifying flexible, arbitrarily complex and scalable approximate posterior distributions. Our approximations are distributions constructed through a normalizing flow, whereby a simple initial density is transformed into a more complex one by applying a sequence of invertible transformations until a desired level of complexity is attained. We use this view of normalizing flows to develop categories of finite and infinitesimal flows and provide a unified view of approaches for constructing rich posterior approximations. We demonstrate that the theoretical advantages of having posteriors that better match the true posterior, combined with the scalability of amortized variational approaches, provides a clear improvement in performance and applicability of variational inference.

We present a flow-based approach to the optimal transport (OT) problem between two continuous distributions pi_0,pi_1 on R^d, of minimizing a transport cost E[c(X_1-X_0)] in the set of couplings (X_0,X_1) whose marginal distributions on X_0,X_1 equals pi_0,pi_1, respectively, where c is a cost function. Our method iteratively constructs a sequence of neural ordinary differentiable equations (ODE), each learned by solving a simple unconstrained regression problem, which monotonically reduce the transport cost while automatically preserving the marginal constraints. This yields a monotonic interior approach that traverses inside the set of valid couplings to decrease the transport cost, which distinguishes itself from most existing approaches that enforce the coupling constraints from the outside. The main idea of the method draws from rectified flow, a recent approach that simultaneously decreases the whole family of transport costs induced by convex functions c (and is hence multi-objective in nature), but is not tailored to minimize a specific transport cost. Our method is a single-object variant of rectified flow that guarantees to solve the OT problem for a fixed, user-specified convex cost function c.

Flow-based generative models have been employed for sampling the Boltzmann distribution, but their application to high-dimensional systems is hindered by the significant computational cost of obtaining the Jacobian of the flow. To overcome this challenge, we introduce the flow perturbation method, which incorporates optimized stochastic perturbations into the flow. By reweighting trajectories generated by the perturbed flow, our method achieves unbiased sampling of the Boltzmann distribution with orders of magnitude speedup compared to both brute force Jacobian calculations and the Hutchinson estimator. Notably, it accurately sampled the Chignolin protein with all atomic Cartesian coordinates explicitly represented, which, to our best knowledge, is the largest molecule ever Boltzmann sampled in such detail using generative models.

This paper deals with a non-self-adjoint differential operator which is associated with a diffusion process with random jumps from the boundary. Our main result is that the algebraic multiplicity of an eigenvalue is equal to its order as a zero of the characteristic function Delta(lambda) . This can be used to determine the multiplicities of eigenvalues for concrete operators.

Wasserstein gradient flow has emerged as a promising approach to solve optimization problems over the space of probability distributions. A recent trend is to use the well-known JKO scheme in combination with input convex neural networks to numerically implement the proximal step. The most challenging step, in this setup, is to evaluate functions involving density explicitly, such as entropy, in terms of samples. This paper builds on the recent works with a slight but crucial difference: we propose to utilize a variational formulation of the objective function formulated as maximization over a parametric class of functions. Theoretically, the proposed variational formulation allows the construction of gradient flows directly for empirical distributions with a well-defined and meaningful objective function. Computationally, this approach replaces the computationally expensive step in existing methods, to handle objective functions involving density, with inner loop updates that only require a small batch of samples and scale well with the dimension. The performance and scalability of the proposed method are illustrated with the aid of several numerical experiments involving high-dimensional synthetic and real datasets.

Existing machine learning methods for causal inference usually estimate quantities expressed via the mean of potential outcomes (e.g., average treatment effect). However, such quantities do not capture the full information about the distribution of potential outcomes. In this work, we estimate the density of potential outcomes after interventions from observational data. For this, we propose a novel, fully-parametric deep learning method called Interventional Normalizing Flows. Specifically, we combine two normalizing flows, namely (i) a nuisance flow for estimating nuisance parameters and (ii) a target flow for parametric estimation of the density of potential outcomes. We further develop a tractable optimization objective based on a one-step bias correction for efficient and doubly robust estimation of the target flow parameters. As a result, our Interventional Normalizing Flows offer a properly normalized density estimator. Across various experiments, we demonstrate that our Interventional Normalizing Flows are expressive and highly effective, and scale well with both sample size and high-dimensional confounding. To the best of our knowledge, our Interventional Normalizing Flows are the first proper fully-parametric, deep learning method for density estimation of potential outcomes.

We study a version of adversarial classification where an adversary is empowered to corrupt data inputs up to some distance varepsilon, using tools from variational analysis. In particular, we describe necessary conditions associated with the optimal classifier subject to such an adversary. Using the necessary conditions, we derive a geometric evolution equation which can be used to track the change in classification boundaries as varepsilon varies. This evolution equation may be described as an uncoupled system of differential equations in one dimension, or as a mean curvature type equation in higher dimension. In one dimension, and under mild assumptions on the data distribution, we rigorously prove that one can use the initial value problem starting from varepsilon=0, which is simply the Bayes classifier, in order to solve for the global minimizer of the adversarial problem for small values of varepsilon. In higher dimensions we provide a similar result, albeit conditional to the existence of regular solutions of the initial value problem. In the process of proving our main results we obtain a result of independent interest connecting the original adversarial problem with an optimal transport problem under no assumptions on whether classes are balanced or not. Numerical examples illustrating these ideas are also presented.

Practitioners frequently aim to infer an unobserved population trajectory using sample snapshots at multiple time points. For instance, in single-cell sequencing, scientists would like to learn how gene expression evolves over time. But sequencing any cell destroys that cell. So we cannot access any cell's full trajectory, but we can access snapshot samples from many cells. Stochastic differential equations are commonly used to analyze systems with full individual-trajectory access; since here we have only sample snapshots, these methods are inapplicable. The deep learning community has recently explored using Schr\"odinger bridges (SBs) and their extensions to estimate these dynamics. However, these methods either (1) interpolate between just two time points or (2) require a single fixed reference dynamic within the SB, which is often just set to be Brownian motion. But learning piecewise from adjacent time points can fail to capture long-term dependencies. And practitioners are typically able to specify a model class for the reference dynamic but not the exact values of the parameters within it. So we propose a new method that (1) learns the unobserved trajectories from sample snapshots across multiple time points and (2) requires specification only of a class of reference dynamics, not a single fixed one. In particular, we suggest an iterative projection method inspired by Schr\"odinger bridges; we alternate between learning a piecewise SB on the unobserved trajectories and using the learned SB to refine our best guess for the dynamics within the reference class. We demonstrate the advantages of our method via a well-known simulated parametric model from ecology, simulated and real data from systems biology, and real motion-capture data.

In centralized settings, it is well known that stochastic gradient descent (SGD) avoids saddle points and converges to local minima in nonconvex problems. However, similar guarantees are lacking for distributed first-order algorithms. The paper studies distributed stochastic gradient descent (D-SGD)--a simple network-based implementation of SGD. Conditions under which D-SGD avoids saddle points and converges to local minima are studied. First, we consider the problem of computing critical points. Assuming loss functions are nonconvex and possibly nonsmooth, it is shown that, for each fixed initialization, D-SGD converges to critical points of the loss with probability one. Next, we consider the problem of avoiding saddle points. In this case, we again assume that loss functions may be nonconvex and nonsmooth, but are smooth in a neighborhood of a saddle point. It is shown that, for any fixed initialization, D-SGD avoids such saddle points with probability one. Results are proved by studying the underlying (distributed) gradient flow, using the ordinary differential equation (ODE) method of stochastic approximation, and extending classical techniques from dynamical systems theory such as stable manifolds. Results are proved in the general context of subspace-constrained optimization, of which D-SGD is a special case.

Diffusion Probabilistic Models (DPMs) have achieved considerable success in generation tasks. As sampling from DPMs is equivalent to solving diffusion SDE or ODE which is time-consuming, numerous fast sampling methods built upon improved differential equation solvers are proposed. The majority of such techniques consider solving the diffusion ODE due to its superior efficiency. However, stochastic sampling could offer additional advantages in generating diverse and high-quality data. In this work, we engage in a comprehensive analysis of stochastic sampling from two aspects: variance-controlled diffusion SDE and linear multi-step SDE solver. Based on our analysis, we propose SA-Solver, which is an improved efficient stochastic Adams method for solving diffusion SDE to generate data with high quality. Our experiments show that SA-Solver achieves: 1) improved or comparable performance compared with the existing state-of-the-art sampling methods for few-step sampling; 2) SOTA FID scores on substantial benchmark datasets under a suitable number of function evaluations (NFEs).

Generating functions, which are widely used in combinatorics and probability theory, encode function values into the coefficients of a polynomial. In this paper, we explore their use as a tractable probabilistic model, and propose probabilistic generating circuits (PGCs) for their efficient representation. PGCs are strictly more expressive efficient than many existing tractable probabilistic models, including determinantal point processes (DPPs), probabilistic circuits (PCs) such as sum-product networks, and tractable graphical models. We contend that PGCs are not just a theoretical framework that unifies vastly different existing models, but also show great potential in modeling realistic data. We exhibit a simple class of PGCs that are not trivially subsumed by simple combinations of PCs and DPPs, and obtain competitive performance on a suite of density estimation benchmarks. We also highlight PGCs' connection to the theory of strongly Rayleigh distributions.

Air quality prediction and modelling plays a pivotal role in public health and environment management, for individuals and authorities to make informed decisions. Although traditional data-driven models have shown promise in this domain, their long-term prediction accuracy can be limited, especially in scenarios with sparse or incomplete data and they often rely on black-box deep learning structures that lack solid physical foundation leading to reduced transparency and interpretability in predictions. To address these limitations, this paper presents a novel approach named Physics guided Neural Network for Air Quality Prediction (AirPhyNet). Specifically, we leverage two well-established physics principles of air particle movement (diffusion and advection) by representing them as differential equation networks. Then, we utilize a graph structure to integrate physics knowledge into a neural network architecture and exploit latent representations to capture spatio-temporal relationships within the air quality data. Experiments on two real-world benchmark datasets demonstrate that AirPhyNet outperforms state-of-the-art models for different testing scenarios including different lead time (24h, 48h, 72h), sparse data and sudden change prediction, achieving reduction in prediction errors up to 10%. Moreover, a case study further validates that our model captures underlying physical processes of particle movement and generates accurate predictions with real physical meaning.

A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally tractable. Here, we develop an approach that simultaneously achieves both flexibility and tractability. The essential idea, inspired by non-equilibrium statistical physics, is to systematically and slowly destroy structure in a data distribution through an iterative forward diffusion process. We then learn a reverse diffusion process that restores structure in data, yielding a highly flexible and tractable generative model of the data. This approach allows us to rapidly learn, sample from, and evaluate probabilities in deep generative models with thousands of layers or time steps, as well as to compute conditional and posterior probabilities under the learned model. We additionally release an open source reference implementation of the algorithm.

Diffusion models are powerful generative models that map noise to data using stochastic processes. However, for many applications such as image editing, the model input comes from a distribution that is not random noise. As such, diffusion models must rely on cumbersome methods like guidance or projected sampling to incorporate this information in the generative process. In our work, we propose Denoising Diffusion Bridge Models (DDBMs), a natural alternative to this paradigm based on diffusion bridges, a family of processes that interpolate between two paired distributions given as endpoints. Our method learns the score of the diffusion bridge from data and maps from one endpoint distribution to the other by solving a (stochastic) differential equation based on the learned score. Our method naturally unifies several classes of generative models, such as score-based diffusion models and OT-Flow-Matching, allowing us to adapt existing design and architectural choices to our more general problem. Empirically, we apply DDBMs to challenging image datasets in both pixel and latent space. On standard image translation problems, DDBMs achieve significant improvement over baseline methods, and, when we reduce the problem to image generation by setting the source distribution to random noise, DDBMs achieve comparable FID scores to state-of-the-art methods despite being built for a more general task.

We study a discrete model for generalized exchange-driven growth in which the particle exchanged between two clusters is not limited to be of size one. This set of models include as special cases the usual exchange-driven growth system and the coagulation-fragmentation system with binary fragmentation. Under reasonable general condition on the rate coefficients we establish the existence of admissible solutions, meaning solutions that are obtained as appropriate limit of solutions to a finite-dimensional truncation of the infinite-dimensional ODE. For these solutions we prove that, in the class of models we call isolated both the total number of particles and the total mass are conserved, whereas in those models we can non-isolated only the mass is conserved. Additionally, under more restrictive growth conditions for the rate equations we obtain uniqueness of solutions to the initial value problems.

Democratization of machine learning requires architectures that automatically adapt to new problems. Neural Differential Equations (NDEs) have emerged as a popular modeling framework by removing the need for ML practitioners to choose the number of layers in a recurrent model. While we can control the computational cost by choosing the number of layers in standard architectures, in NDEs the number of neural network evaluations for a forward pass can depend on the number of steps of the adaptive ODE solver. But, can we force the NDE to learn the version with the least steps while not increasing the training cost? Current strategies to overcome slow prediction require high order automatic differentiation, leading to significantly higher training time. We describe a novel regularization method that uses the internal cost heuristics of adaptive differential equation solvers combined with discrete adjoint sensitivities to guide the training process towards learning NDEs that are easier to solve. This approach opens up the blackbox numerical analysis behind the differential equation solver's algorithm and directly uses its local error estimates and stiffness heuristics as cheap and accurate cost estimates. We incorporate our method without any change in the underlying NDE framework and show that our method extends beyond Ordinary Differential Equations to accommodate Neural Stochastic Differential Equations. We demonstrate how our approach can halve the prediction time and, unlike other methods which can increase the training time by an order of magnitude, we demonstrate similar reduction in training times. Together this showcases how the knowledge embedded within state-of-the-art equation solvers can be used to enhance machine learning.

We introduce a mathematically rigorous framework based on rough path theory to model stochastic spiking neural networks (SSNNs) as stochastic differential equations with event discontinuities (Event SDEs) and driven by c\`adl\`ag rough paths. Our formalism is general enough to allow for potential jumps to be present both in the solution trajectories as well as in the driving noise. We then identify a set of sufficient conditions ensuring the existence of pathwise gradients of solution trajectories and event times with respect to the network's parameters and show how these gradients satisfy a recursive relation. Furthermore, we introduce a general-purpose loss function defined by means of a new class of signature kernels indexed on c\`adl\`ag rough paths and use it to train SSNNs as generative models. We provide an end-to-end autodifferentiable solver for Event SDEs and make its implementation available as part of the diffrax library. Our framework is, to our knowledge, the first enabling gradient-based training of SSNNs with noise affecting both the spike timing and the network's dynamics.

Generative models such as denoising diffusion models are quickly advancing their ability to approximate highly complex data distributions. They are also increasingly leveraged in scientific machine learning, where samples from the implied data distribution are expected to adhere to specific governing equations. We present a framework that unifies generative modeling and partial differential equation fulfillment by introducing a first-principle-based loss term that enforces generated samples to fulfill the underlying physical constraints. Our approach reduces the residual error by up to two orders of magnitude compared to previous work in a fluid flow case study and outperforms task-specific frameworks in relevant metrics for structural topology optimization. We also present numerical evidence that our extended training objective acts as a natural regularization mechanism against overfitting. Our framework is simple to implement and versatile in its applicability for imposing equality and inequality constraints as well as auxiliary optimization objectives.

This work presents mixed variational flows (MixFlows), a new variational family that consists of a mixture of repeated applications of a map to an initial reference distribution. First, we provide efficient algorithms for i.i.d. sampling, density evaluation, and unbiased ELBO estimation. We then show that MixFlows have MCMC-like convergence guarantees when the flow map is ergodic and measure-preserving, and provide bounds on the accumulation of error for practical implementations where the flow map is approximated. Finally, we develop an implementation of MixFlows based on uncorrected discretized Hamiltonian dynamics combined with deterministic momentum refreshment. Simulated and real data experiments show that MixFlows can provide more reliable posterior approximations than several black-box normalizing flows, as well as samples of comparable quality to those obtained from state-of-the-art MCMC methods.

The notions of disintegration and Bayesian inversion are fundamental in conditional probability theory. They produce channels, as conditional probabilities, from a joint state, or from an already given channel (in opposite direction). These notions exist in the literature, in concrete situations, but are presented here in abstract graphical formulations. The resulting abstract descriptions are used for proving basic results in conditional probability theory. The existence of disintegration and Bayesian inversion is discussed for discrete probability, and also for measure-theoretic probability --- via standard Borel spaces and via likelihoods. Finally, the usefulness of disintegration and Bayesian inversion is illustrated in several examples.

Typical generative diffusion models rely on a Gaussian diffusion process for training the backward transformations, which can then be used to generate samples from Gaussian noise. However, real world data often takes place in discrete-state spaces, including many scientific applications. Here, we develop a theoretical formulation for arbitrary discrete-state Markov processes in the forward diffusion process using exact (as opposed to variational) analysis. We relate the theory to the existing continuous-state Gaussian diffusion as well as other approaches to discrete diffusion, and identify the corresponding reverse-time stochastic process and score function in the continuous-time setting, and the reverse-time mapping in the discrete-time setting. As an example of this framework, we introduce ``Blackout Diffusion'', which learns to produce samples from an empty image instead of from noise. Numerical experiments on the CIFAR-10, Binarized MNIST, and CelebA datasets confirm the feasibility of our approach. Generalizing from specific (Gaussian) forward processes to discrete-state processes without a variational approximation sheds light on how to interpret diffusion models, which we discuss.

Generative models have demonstrated remarkable success in domains such as text, image, and video synthesis. In this work, we explore the application of generative models to fluid dynamics, specifically for turbulence simulation, where classical numerical solvers are computationally expensive. We propose a novel stochastic generative model based on stochastic interpolants, which enables probabilistic forecasting while incorporating physical constraints such as energy stability and divergence-freeness. Unlike conventional stochastic generative models, which are often agnostic to underlying physical laws, our approach embeds energy consistency by making the parameters of the stochastic interpolant learnable coefficients. We evaluate our method on a benchmark turbulence problem - Kolmogorov flow - demonstrating superior accuracy and stability over state-of-the-art alternatives such as autoregressive conditional diffusion models (ACDMs) and PDE-Refiner. Furthermore, we achieve stable results for significantly longer roll-outs than standard stochastic interpolants. Our results highlight the potential of physics-aware generative models in accelerating and enhancing turbulence simulations while preserving fundamental conservation properties.

Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce LangevinFlow, a sequential Variational Auto-Encoder where the time evolution of latent variables is governed by the underdamped Langevin equation. Our approach incorporates physical priors -- such as inertia, damping, a learned potential function, and stochastic forces -- to represent both autonomous and non-autonomous processes in neural systems. Crucially, the potential function is parameterized as a network of locally coupled oscillators, biasing the model toward oscillatory and flow-like behaviors observed in biological neural populations. Our model features a recurrent encoder, a one-layer Transformer decoder, and Langevin dynamics in the latent space. Empirically, our method outperforms state-of-the-art baselines on synthetic neural populations generated by a Lorenz attractor, closely matching ground-truth firing rates. On the Neural Latents Benchmark (NLB), the model achieves superior held-out neuron likelihoods (bits per spike) and forward prediction accuracy across four challenging datasets. It also matches or surpasses alternative methods in decoding behavioral metrics such as hand velocity. Overall, this work introduces a flexible, physics-inspired, high-performing framework for modeling complex neural population dynamics and their unobserved influences.

Generative models like Flow Matching have achieved state-of-the-art performance but are often hindered by a computationally expensive iterative sampling process. To address this, recent work has focused on few-step or one-step generation by learning the average velocity field, which directly maps noise to data. MeanFlow, a leading method in this area, learns this field by enforcing a differential identity that connects the average and instantaneous velocities. In this work, we argue that this differential formulation is a limiting special case of a more fundamental principle. We return to the first principles of average velocity and leverage the additivity property of definite integrals. This leads us to derive a novel, purely algebraic identity we term Interval Splitting Consistency. This identity establishes a self-referential relationship for the average velocity field across different time intervals without resorting to any differential operators. Based on this principle, we introduce SplitMeanFlow, a new training framework that enforces this algebraic consistency directly as a learning objective. We formally prove that the differential identity at the core of MeanFlow is recovered by taking the limit of our algebraic consistency as the interval split becomes infinitesimal. This establishes SplitMeanFlow as a direct and more general foundation for learning average velocity fields. From a practical standpoint, our algebraic approach is significantly more efficient, as it eliminates the need for JVP computations, resulting in simpler implementation, more stable training, and broader hardware compatibility. One-step and two-step SplitMeanFlow models have been successfully deployed in large-scale speech synthesis products (such as Doubao), achieving speedups of 20x.

In this paper, we consider a varying terminal time structure for the stochastic optimal control problem under state constraints, in which the terminal time varies with the mean value of the state. In this new stochastic optimal control system, the control domain does not need to be convex and the diffusion coefficient contains the control variable. To overcome the difficulty in the proof of the related Pontryagin's stochastic maximum principle, we develop asymptotic first- and second-order adjoint equations for the varying terminal time, and then establish its variational equation. In the end, two examples are given to verify the main results of this study.

Normalizing flows (NF) are a class of powerful generative models that have gained popularity in recent years due to their ability to model complex distributions with high flexibility and expressiveness. In this work, we introduce a new type of normalizing flow that is tailored for modeling positions and orientations of multiple objects in three-dimensional space, such as molecules in a crystal. Our approach is based on two key ideas: first, we define smooth and expressive flows on the group of unit quaternions, which allows us to capture the continuous rotational motion of rigid bodies; second, we use the double cover property of unit quaternions to define a proper density on the rotation group. This ensures that our model can be trained using standard likelihood-based methods or variational inference with respect to a thermodynamic target density. We evaluate the method by training Boltzmann generators for two molecular examples, namely the multi-modal density of a tetrahedral system in an external field and the ice XI phase in the TIP4P water model. Our flows can be combined with flows operating on the internal degrees of freedom of molecules and constitute an important step towards the modeling of distributions of many interacting molecules.

Score Distillation Sampling (SDS) has made significant strides in distilling image-generative models for 3D generation. However, its maximum-likelihood-seeking behavior often leads to degraded visual quality and diversity, limiting its effectiveness in 3D applications. In this work, we propose Consistent Flow Distillation (CFD), which addresses these limitations. We begin by leveraging the gradient of the diffusion ODE or SDE sampling process to guide the 3D generation. From the gradient-based sampling perspective, we find that the consistency of 2D image flows across different viewpoints is important for high-quality 3D generation. To achieve this, we introduce multi-view consistent Gaussian noise on the 3D object, which can be rendered from various viewpoints to compute the flow gradient. Our experiments demonstrate that CFD, through consistent flows, significantly outperforms previous methods in text-to-3D generation.

Diffusion models have recently been increasingly applied to temporal data such as video, fluid mechanics simulations, or climate data. These methods generally treat subsequent frames equally regarding the amount of noise in the diffusion process. This paper explores Rolling Diffusion: a new approach that uses a sliding window denoising process. It ensures that the diffusion process progressively corrupts through time by assigning more noise to frames that appear later in a sequence, reflecting greater uncertainty about the future as the generation process unfolds. Empirically, we show that when the temporal dynamics are complex, Rolling Diffusion is superior to standard diffusion. In particular, this result is demonstrated in a video prediction task using the Kinetics-600 video dataset and in a chaotic fluid dynamics forecasting experiment.

We address the problem of learning the dynamics of an unknown non-parametric system linking a target and a feature time series. The feature time series is measured on a sparse and irregular grid, while we have access to only a few points of the target time series. Once learned, we can use these dynamics to predict values of the target from the previous values of the feature time series. We frame this task as learning the solution map of a controlled differential equation (CDE). By leveraging the rich theory of signatures, we are able to cast this non-linear problem as a high-dimensional linear regression. We provide an oracle bound on the prediction error which exhibits explicit dependencies on the individual-specific sampling schemes. Our theoretical results are illustrated by simulations which show that our method outperforms existing algorithms for recovering the full time series while being computationally cheap. We conclude by demonstrating its potential on real-world epidemiological data.

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box differential equation solver. These continuous-depth models have constant memory cost, adapt their evaluation strategy to each input, and can explicitly trade numerical precision for speed. We demonstrate these properties in continuous-depth residual networks and continuous-time latent variable models. We also construct continuous normalizing flows, a generative model that can train by maximum likelihood, without partitioning or ordering the data dimensions. For training, we show how to scalably backpropagate through any ODE solver, without access to its internal operations. This allows end-to-end training of ODEs within larger models.

Treatment effect estimation in continuous time is crucial for personalized medicine. However, existing methods for this task are limited to point estimates of the potential outcomes, whereas uncertainty estimates have been ignored. Needless to say, uncertainty quantification is crucial for reliable decision-making in medical applications. To fill this gap, we propose a novel Bayesian neural controlled differential equation (BNCDE) for treatment effect estimation in continuous time. In our BNCDE, the time dimension is modeled through a coupled system of neural controlled differential equations and neural stochastic differential equations, where the neural stochastic differential equations allow for tractable variational Bayesian inference. Thereby, for an assigned sequence of treatments, our BNCDE provides meaningful posterior predictive distributions of the potential outcomes. To the best of our knowledge, ours is the first tailored neural method to provide uncertainty estimates of treatment effects in continuous time. As such, our method is of direct practical value for promoting reliable decision-making in medicine.

We present a novel variational framework for performing inference in (neural) stochastic differential equations (SDEs) driven by Markov-approximate fractional Brownian motion (fBM). SDEs offer a versatile tool for modeling real-world continuous-time dynamic systems with inherent noise and randomness. Combining SDEs with the powerful inference capabilities of variational methods, enables the learning of representative function distributions through stochastic gradient descent. However, conventional SDEs typically assume the underlying noise to follow a Brownian motion (BM), which hinders their ability to capture long-term dependencies. In contrast, fractional Brownian motion (fBM) extends BM to encompass non-Markovian dynamics, but existing methods for inferring fBM parameters are either computationally demanding or statistically inefficient. In this paper, building upon the Markov approximation of fBM, we derive the evidence lower bound essential for efficient variational inference of posterior path measures, drawing from the well-established field of stochastic analysis. Additionally, we provide a closed-form expression to determine optimal approximation coefficients. Furthermore, we propose the use of neural networks to learn the drift, diffusion and control terms within our variational posterior, leading to the variational training of neural-SDEs. In this framework, we also optimize the Hurst index, governing the nature of our fractional noise. Beyond validation on synthetic data, we contribute a novel architecture for variational latent video prediction,-an approach that, to the best of our knowledge, enables the first variational neural-SDE application to video perception.

In this work, we consider rather general and broad class of Markov chains, Ito chains, that look like Euler-Maryama discretization of some Stochastic Differential Equation. The chain we study is a unified framework for theoretical analysis. It comes with almost arbitrary isotropic and state-dependent noise instead of normal and state-independent one as in most related papers. Moreover, in our chain the drift and diffusion coefficient can be inexact in order to cover wide range of applications as Stochastic Gradient Langevin Dynamics, sampling, Stochastic Gradient Descent or Stochastic Gradient Boosting. We prove the bound in W_{2}-distance between the laws of our Ito chain and corresponding differential equation. These results improve or cover most of the known estimates. And for some particular cases, our analysis is the first.

We introduce Functional Diffusion Processes (FDPs), which generalize score-based diffusion models to infinite-dimensional function spaces. FDPs require a new mathematical framework to describe the forward and backward dynamics, and several extensions to derive practical training objectives. These include infinite-dimensional versions of Girsanov theorem, in order to be able to compute an ELBO, and of the sampling theorem, in order to guarantee that functional evaluations in a countable set of points are equivalent to infinite-dimensional functions. We use FDPs to build a new breed of generative models in function spaces, which do not require specialized network architectures, and that can work with any kind of continuous data. Our results on real data show that FDPs achieve high-quality image generation, using a simple MLP architecture with orders of magnitude fewer parameters than existing diffusion models.

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 Gaussian stationary distribution. This limits the kinds of models that can be built to those that target a Gaussian prior or more generally limits the kinds of problems that can be generically solved to those that have conditionally linear score functions. In this work, we introduce a family of tractable denoising score matching objectives, called local-DSM, built using local increments of the diffusion process. We show how local-DSM melded with Taylor expansions enables automated training and score estimation with nonlinear diffusion processes. To demonstrate these ideas, we use automated-DSM to train generative models using non-Gaussian priors on challenging low dimensional distributions and the CIFAR10 image dataset. Additionally, we use the automated-DSM to learn the scores for nonlinear processes studied in statistical physics.

Diffusion models have demonstrated remarkable generation quality but at the cost of numerous function evaluations. Recently, advanced ODE-based solvers have been developed to mitigate the substantial computational demands of reverse-diffusion solving under limited sampling steps. However, these solvers, heavily inspired by Adams-like multistep methods, rely solely on t-related Lagrange interpolation. We show that t-related Lagrange interpolation is suboptimal for diffusion model and reveal a compact search space comprised of time steps and solver coefficients. Building on our analysis, we propose a novel differentiable solver search algorithm to identify more optimal solver. Equipped with the searched solver, rectified-flow models, e.g., SiT-XL/2 and FlowDCN-XL/2, achieve FID scores of 2.40 and 2.35, respectively, on ImageNet256 with only 10 steps. Meanwhile, DDPM model, DiT-XL/2, reaches a FID score of 2.33 with only 10 steps. Notably, our searched solver outperforms traditional solvers by a significant margin. Moreover, our searched solver demonstrates generality across various model architectures, resolutions, and model sizes.

Flow-based generative models (Dinh et al., 2014) are conceptually attractive due to tractability of the exact log-likelihood, tractability of exact latent-variable inference, and parallelizability of both training and synthesis. In this paper we propose Glow, a simple type of generative flow using an invertible 1x1 convolution. Using our method we demonstrate a significant improvement in log-likelihood on standard benchmarks. Perhaps most strikingly, we demonstrate that a generative model optimized towards the plain log-likelihood objective is capable of efficient realistic-looking synthesis and manipulation of large images. The code for our model is available at https://github.com/openai/glow

Learning the tail behavior of a distribution is a notoriously difficult problem. By definition, the number of samples from the tail is small, and deep generative models, such as normalizing flows, tend to concentrate on learning the body of the distribution. In this paper, we focus on improving the ability of normalizing flows to correctly capture the tail behavior and, thus, form more accurate models. We prove that the marginal tailedness of an autoregressive flow can be controlled via the tailedness of the marginals of its base distribution. This theoretical insight leads us to a novel type of flows based on flexible base distributions and data-driven linear layers. An empirical analysis shows that the proposed method improves on the accuracy -- especially on the tails of the distribution -- and is able to generate heavy-tailed data. We demonstrate its application on a weather and climate example, in which capturing the tail behavior is essential.

Recent years have witnessed the rapid progress and broad application of diffusion probabilistic models (DPMs). Sampling from DPMs can be viewed as solving an ordinary differential equation (ODE). Despite the promising performance, the generation of DPMs usually consumes much time due to the large number of function evaluations (NFE). Though recent works have accelerated the sampling to around 20 steps with high-order solvers, the sample quality with less than 10 NFE can still be improved. In this paper, we propose a unified sampling framework (USF) to study the optional strategies for solver. Under this framework, we further reveal that taking different solving strategies at different timesteps may help further decrease the truncation error, and a carefully designed solver schedule has the potential to improve the sample quality by a large margin. Therefore, we propose a new sampling framework based on the exponential integral formulation that allows free choices of solver strategy at each step and design specific decisions for the framework. Moreover, we propose S^3, a predictor-based search method that automatically optimizes the solver schedule to get a better time-quality trade-off of sampling. We demonstrate that S^3 can find outstanding solver schedules which outperform the state-of-the-art sampling methods on CIFAR-10, CelebA, ImageNet, and LSUN-Bedroom datasets. Specifically, we achieve 2.69 FID with 10 NFE and 6.86 FID with 5 NFE on CIFAR-10 dataset, outperforming the SOTA method significantly. We further apply S^3 to Stable-Diffusion model and get an acceleration ratio of 2times, showing the feasibility of sampling in very few steps without retraining the neural network.

Score-based diffusion models are a class of generative models whose dynamics is described by stochastic differential equations that map noise into data. While recent works have started to lay down a theoretical foundation for these models, an analytical understanding of the role of the diffusion time T is still lacking. Current best practice advocates for a large T to ensure that the forward dynamics brings the diffusion sufficiently close to a known and simple noise distribution; however, a smaller value of T should be preferred for a better approximation of the score-matching objective and higher computational efficiency. Starting from a variational interpretation of diffusion models, in this work we quantify this trade-off, and suggest a new method to improve quality and efficiency of both training and sampling, by adopting smaller diffusion times. Indeed, we show how an auxiliary model can be used to bridge the gap between the ideal and the simulated forward dynamics, followed by a standard reverse diffusion process. Empirical results support our analysis; for image data, our method is competitive w.r.t. the state-of-the-art, according to standard sample quality metrics and log-likelihood.

Machine learning based solvers have garnered much attention in physical simulation and scientific computing, with a prominent example, physics-informed neural networks (PINNs). However, PINNs often struggle to solve high-frequency and multi-scale PDEs, which can be due to spectral bias during neural network training. To address this problem, we resort to the Gaussian process (GP) framework. To flexibly capture the dominant frequencies, we model the power spectrum of the PDE solution with a student t mixture or Gaussian mixture. We apply the inverse Fourier transform to obtain the covariance function (by Wiener-Khinchin theorem). The covariance derived from the Gaussian mixture spectrum corresponds to the known spectral mixture kernel. Next, we estimate the mixture weights in the log domain, which we show is equivalent to placing a Jeffreys prior. It automatically induces sparsity, prunes excessive frequencies, and adjusts the remaining toward the ground truth. Third, to enable efficient and scalable computation on massive collocation points, which are critical to capture high frequencies, we place the collocation points on a grid, and multiply our covariance function at each input dimension. We use the GP conditional mean to predict the solution and its derivatives so as to fit the boundary condition and the equation itself. As a result, we can derive a Kronecker product structure in the covariance matrix. We use Kronecker product properties and multilinear algebra to promote computational efficiency and scalability, without low-rank approximations. We show the advantage of our method in systematic experiments. The code is released at https://github.com/xuangu-fang/Gaussian-Process-Slover-for-High-Freq-PDE.

In this paper, we propose a vocoder based on a pair of forward and reverse-time linear stochastic differential equations (SDE). The solutions of this SDE pair are two stochastic processes, one of which turns the distribution of wave, that we want to generate, into a simple and tractable distribution. The other is the generation procedure that turns this tractable simple signal into the target wave. The model is called It\^oWave. It\^oWave use the Wiener process as a driver to gradually subtract the excess signal from the noise signal to generate realistic corresponding meaningful audio respectively, under the conditional inputs of original mel spectrogram. The results of the experiment show that the mean opinion scores (MOS) of It\^oWave can exceed the current state-of-the-art (SOTA) methods, and reached 4.35pm0.115. The generated audio samples are available online.

We present an accessible first course on diffusion models and flow matching for machine learning, aimed at a technical audience with no diffusion experience. We try to simplify the mathematical details as much as possible (sometimes heuristically), while retaining enough precision to derive correct algorithms.

We consider the incompressible Euler and Navier-Stokes equations on the three dimensional torus, in velocity form, perturbed by a transport or transport-stretching Stratonovich noise. Closed control of the noise contributions in energy estimates are demonstrated, for any positive integer ordered Sobolev Space and the equivalent Stokes Space; difficulty arises due to the presence of the Leray Projector disrupting cancellation of the top order derivative. This is particularly pertinent in the case of a transport noise without stretching, where the vorticity form cannot be used. As a consequence we obtain, for the first time, the existence of a local strong solution to the corresponding stochastic Euler equation. Furthermore, smooth solutions are shown to exist until blow-up in L^1left([0,T];W^{1,infty}right).

We introduce a novel generative model for video prediction based on latent flow matching, an efficient alternative to diffusion-based models. In contrast to prior work, we keep the high costs of modeling the past during training and inference at bay by conditioning only on a small random set of past frames at each integration step of the image generation process. Moreover, to enable the generation of high-resolution videos and to speed up the training, we work in the latent space of a pretrained VQGAN. Finally, we propose to approximate the initial condition of the flow ODE with the previous noisy frame. This allows to reduce the number of integration steps and hence, speed up the sampling at inference time. We call our model Random frame conditioned flow Integration for VidEo pRediction, or, in short, RIVER. We show that RIVER achieves superior or on par performance compared to prior work on common video prediction benchmarks, while requiring an order of magnitude fewer computational resources.

Denoising Diffusion Probabilistic Models (DDPMs) can generate high-quality samples such as image and audio samples. However, DDPMs require hundreds to thousands of iterations to produce final samples. Several prior works have successfully accelerated DDPMs through adjusting the variance schedule (e.g., Improved Denoising Diffusion Probabilistic Models) or the denoising equation (e.g., Denoising Diffusion Implicit Models (DDIMs)). However, these acceleration methods cannot maintain the quality of samples and even introduce new noise at a high speedup rate, which limit their practicability. To accelerate the inference process while keeping the sample quality, we provide a fresh perspective that DDPMs should be treated as solving differential equations on manifolds. Under such a perspective, we propose pseudo numerical methods for diffusion models (PNDMs). Specifically, we figure out how to solve differential equations on manifolds and show that DDIMs are simple cases of pseudo numerical methods. We change several classical numerical methods to corresponding pseudo numerical methods and find that the pseudo linear multi-step method is the best in most situations. According to our experiments, by directly using pre-trained models on Cifar10, CelebA and LSUN, PNDMs can generate higher quality synthetic images with only 50 steps compared with 1000-step DDIMs (20x speedup), significantly outperform DDIMs with 250 steps (by around 0.4 in FID) and have good generalization on different variance schedules. Our implementation is available at https://github.com/luping-liu/PNDM.

Latent Diffusion models (LDMs) have achieved remarkable results in synthesizing high-resolution images. However, the iterative sampling process is computationally intensive and leads to slow generation. Inspired by Consistency Models (song et al.), we propose Latent Consistency Models (LCMs), enabling swift inference with minimal steps on any pre-trained LDMs, including Stable Diffusion (rombach et al). Viewing the guided reverse diffusion process as solving an augmented probability flow ODE (PF-ODE), LCMs are designed to directly predict the solution of such ODE in latent space, mitigating the need for numerous iterations and allowing rapid, high-fidelity sampling. Efficiently distilled from pre-trained classifier-free guided diffusion models, a high-quality 768 x 768 2~4-step LCM takes only 32 A100 GPU hours for training. Furthermore, we introduce Latent Consistency Fine-tuning (LCF), a novel method that is tailored for fine-tuning LCMs on customized image datasets. Evaluation on the LAION-5B-Aesthetics dataset demonstrates that LCMs achieve state-of-the-art text-to-image generation performance with few-step inference. Project Page: https://latent-consistency-models.github.io/

While the popularity of physics-informed neural networks (PINNs) is steadily rising, to this date PINNs have not been successful in simulating dynamical systems whose solution exhibits multi-scale, chaotic or turbulent behavior. In this work we attribute this shortcoming to the inability of existing PINNs formulations to respect the spatio-temporal causal structure that is inherent to the evolution of physical systems. We argue that this is a fundamental limitation and a key source of error that can ultimately steer PINN models to converge towards erroneous solutions. We address this pathology by proposing a simple re-formulation of PINNs loss functions that can explicitly account for physical causality during model training. We demonstrate that this simple modification alone is enough to introduce significant accuracy improvements, as well as a practical quantitative mechanism for assessing the convergence of a PINNs model. We provide state-of-the-art numerical results across a series of benchmarks for which existing PINNs formulations fail, including the chaotic Lorenz system, the Kuramoto-Sivashinsky equation in the chaotic regime, and the Navier-Stokes equations in the turbulent regime. To the best of our knowledge, this is the first time that PINNs have been successful in simulating such systems, introducing new opportunities for their applicability to problems of industrial complexity.

Diffusion Morphs (DiM) are a recent state-of-the-art method for creating high quality face morphs; however, they require a high number of network function evaluations (NFE) to create the morphs. We propose a new DiM pipeline, Fast-DiM, which can create morphs of a similar quality but with fewer NFE. We investigate the ODE solvers used to solve the Probability Flow ODE and the impact they have on the the creation of face morphs. Additionally, we employ an alternative method for encoding images into the latent space of the Diffusion model by solving the Probability Flow ODE as time runs forwards. Our experiments show that we can reduce the NFE by upwards of 85% in the encoding process while experiencing only 1.6\% reduction in Mated Morph Presentation Match Rate (MMPMR). Likewise, we showed we could cut NFE, in the sampling process, in half with only a maximal reduction of 0.23% in MMPMR.

Methods based on ordinary differential equations (ODEs) are widely used to build generative models of time-series. In addition to high computational overhead due to explicitly computing hidden states recurrence, existing ODE-based models fall short in learning sequence data with sharp transitions - common in many real-world systems - due to numerical challenges during optimization. In this work, we propose LS4, a generative model for sequences with latent variables evolving according to a state space ODE to increase modeling capacity. Inspired by recent deep state space models (S4), we achieve speedups by leveraging a convolutional representation of LS4 which bypasses the explicit evaluation of hidden states. We show that LS4 significantly outperforms previous continuous-time generative models in terms of marginal distribution, classification, and prediction scores on real-world datasets in the Monash Forecasting Repository, and is capable of modeling highly stochastic data with sharp temporal transitions. LS4 sets state-of-the-art for continuous-time latent generative models, with significant improvement of mean squared error and tighter variational lower bounds on irregularly-sampled datasets, while also being x100 faster than other baselines on long sequences.

We introduce a new class of time-continuous recurrent neural network models. Instead of declaring a learning system's dynamics by implicit nonlinearities, we construct networks of linear first-order dynamical systems modulated via nonlinear interlinked gates. The resulting models represent dynamical systems with varying (i.e., liquid) time-constants coupled to their hidden state, with outputs being computed by numerical differential equation solvers. These neural networks exhibit stable and bounded behavior, yield superior expressivity within the family of neural ordinary differential equations, and give rise to improved performance on time-series prediction tasks. To demonstrate these properties, we first take a theoretical approach to find bounds over their dynamics and compute their expressive power by the trajectory length measure in latent trajectory space. We then conduct a series of time-series prediction experiments to manifest the approximation capability of Liquid Time-Constant Networks (LTCs) compared to classical and modern RNNs. Code and data are available at https://github.com/raminmh/liquid_time_constant_networks

Time series forecasting has been a widely explored task of great importance in many applications. However, it is common that real-world time series data are recorded in a short time period, which results in a big gap between the deep model and the limited and noisy time series. In this work, we propose to address the time series forecasting problem with generative modeling and propose a bidirectional variational auto-encoder (BVAE) equipped with diffusion, denoise, and disentanglement, namely D3VAE. Specifically, a coupled diffusion probabilistic model is proposed to augment the time series data without increasing the aleatoric uncertainty and implement a more tractable inference process with BVAE. To ensure the generated series move toward the true target, we further propose to adapt and integrate the multiscale denoising score matching into the diffusion process for time series forecasting. In addition, to enhance the interpretability and stability of the prediction, we treat the latent variable in a multivariate manner and disentangle them on top of minimizing total correlation. Extensive experiments on synthetic and real-world data show that D3VAE outperforms competitive algorithms with remarkable margins. Our implementation is available at https://github.com/PaddlePaddle/PaddleSpatial/tree/main/research/D3VAE.

Distillation techniques have substantially improved the sampling speed of diffusion models, allowing of the generation within only one step or a few steps. However, these distillation methods require extensive training for each dataset, sampler, and network, which limits their practical applicability. To address this limitation, we propose a straightforward distillation approach, Distilled-ODE solvers (D-ODE solvers), that optimizes the ODE solver rather than training the denoising network. D-ODE solvers are formulated by simply applying a single parameter adjustment to existing ODE solvers. Subsequently, D-ODE solvers with smaller steps are optimized by ODE solvers with larger steps through distillation over a batch of samples. Our comprehensive experiments indicate that D-ODE solvers outperform existing ODE solvers, including DDIM, PNDM, DPM-Solver, DEIS, and EDM, especially when generating samples with fewer steps. Our method incur negligible computational overhead compared to previous distillation techniques, enabling simple and rapid integration with previous samplers. Qualitative analysis further shows that D-ODE solvers enhance image quality while preserving the sampling trajectory of ODE solvers.

We propose a principled and effective framework for one-step generative modeling. We introduce the notion of average velocity to characterize flow fields, in contrast to instantaneous velocity modeled by Flow Matching methods. A well-defined identity between average and instantaneous velocities is derived and used to guide neural network training. Our method, termed the MeanFlow model, is self-contained and requires no pre-training, distillation, or curriculum learning. MeanFlow demonstrates strong empirical performance: it achieves an FID of 3.43 with a single function evaluation (1-NFE) on ImageNet 256x256 trained from scratch, significantly outperforming previous state-of-the-art one-step diffusion/flow models. Our study substantially narrows the gap between one-step diffusion/flow models and their multi-step predecessors, and we hope it will motivate future research to revisit the foundations of these powerful models.

Understanding the properties of neural networks trained via stochastic gradient descent (SGD) is at the heart of the theory of deep learning. In this work, we take a mean-field view, and consider a two-layer ReLU network trained via SGD for a univariate regularized regression problem. Our main result is that SGD is biased towards a simple solution: at convergence, the ReLU network implements a piecewise linear map of the inputs, and the number of "knot" points - i.e., points where the tangent of the ReLU network estimator changes - between two consecutive training inputs is at most three. In particular, as the number of neurons of the network grows, the SGD dynamics is captured by the solution of a gradient flow and, at convergence, the distribution of the weights approaches the unique minimizer of a related free energy, which has a Gibbs form. Our key technical contribution consists in the analysis of the estimator resulting from this minimizer: we show that its second derivative vanishes everywhere, except at some specific locations which represent the "knot" points. We also provide empirical evidence that knots at locations distinct from the data points might occur, as predicted by our theory.

Graphon games have been introduced to study games with many players who interact through a weighted graph of interaction. By passing to the limit, a game with a continuum of players is obtained, in which the interactions are through a graphon. In this paper, we focus on a graphon game for optimal investment under relative performance criteria, and we propose a deep learning method. The method builds upon two key ingredients: first, a characterization of Nash equilibria by forward-backward stochastic differential equations and, second, recent advances of machine learning algorithms for stochastic differential games. We provide numerical experiments on two different financial models. In each model, we compare the effect of several graphons, which correspond to different structures of interactions.

Partial differential equations (PDEs) are important tools to model physical systems, and including them into machine learning models is an important way of incorporating physical knowledge. Given any system of linear PDEs with constant coefficients, we propose a family of Gaussian process (GP) priors, which we call EPGP, such that all realizations are exact solutions of this system. We apply the Ehrenpreis-Palamodov fundamental principle, which works like a non-linear Fourier transform, to construct GP kernels mirroring standard spectral methods for GPs. Our approach can infer probable solutions of linear PDE systems from any data such as noisy measurements, or pointwise defined initial and boundary conditions. Constructing EPGP-priors is algorithmic, generally applicable, and comes with a sparse version (S-EPGP) that learns the relevant spectral frequencies and works better for big data sets. We demonstrate our approach on three families of systems of PDE, the heat equation, wave equation, and Maxwell's equations, where we improve upon the state of the art in computation time and precision, in some experiments by several orders of magnitude.

The classical development of neural networks has primarily focused on learning mappings between finite-dimensional Euclidean spaces. Recently, this has been generalized to neural operators that learn mappings between function spaces. For partial differential equations (PDEs), neural operators directly learn the mapping from any functional parametric dependence to the solution. Thus, they learn an entire family of PDEs, in contrast to classical methods which solve one instance of the equation. In this work, we formulate a new neural operator by parameterizing the integral kernel directly in Fourier space, allowing for an expressive and efficient architecture. We perform experiments on Burgers' equation, Darcy flow, and Navier-Stokes equation. The Fourier neural operator is the first ML-based method to successfully model turbulent flows with zero-shot super-resolution. It is up to three orders of magnitude faster compared to traditional PDE solvers. Additionally, it achieves superior accuracy compared to previous learning-based solvers under fixed resolution.

Recently, diffusion probabilistic models (DPMs) have achieved promising results in diverse generative tasks. A typical DPM framework includes a forward process that gradually diffuses the data distribution and a reverse process that recovers the data distribution from time-dependent data scores. In this work, we observe that the stochastic reverse process of data scores is a martingale, from which concentration bounds and the optional stopping theorem for data scores can be derived. Then, we discover a simple way for calibrating an arbitrary pretrained DPM, with which the score matching loss can be reduced and the lower bounds of model likelihood can consequently be increased. We provide general calibration guidelines under various model parametrizations. Our calibration method is performed only once and the resulting models can be used repeatedly for sampling. We conduct experiments on multiple datasets to empirically validate our proposal. Our code is at https://github.com/thudzj/Calibrated-DPMs.

Despite the success of physics-informed neural networks (PINNs) in approximating partial differential equations (PDEs), PINNs can sometimes fail to converge to the correct solution in problems involving complicated PDEs. This is reflected in several recent studies on characterizing the "failure modes" of PINNs, although a thorough understanding of the connection between PINN failure modes and sampling strategies is missing. In this paper, we provide a novel perspective of failure modes of PINNs by hypothesizing that training PINNs relies on successful "propagation" of solution from initial and/or boundary condition points to interior points. We show that PINNs with poor sampling strategies can get stuck at trivial solutions if there are propagation failures, characterized by highly imbalanced PDE residual fields. To mitigate propagation failures, we propose a novel Retain-Resample-Release sampling (R3) algorithm that can incrementally accumulate collocation points in regions of high PDE residuals with little to no computational overhead. We provide an extension of R3 sampling to respect the principle of causality while solving time-dependent PDEs. We theoretically analyze the behavior of R3 sampling and empirically demonstrate its efficacy and efficiency in comparison with baselines on a variety of PDE problems.

Score distillation sampling (SDS) and its variants have greatly boosted the development of text-to-3D generation, but are vulnerable to geometry collapse and poor textures yet. To solve this issue, we first deeply analyze the SDS and find that its distillation sampling process indeed corresponds to the trajectory sampling of a stochastic differential equation (SDE): SDS samples along an SDE trajectory to yield a less noisy sample which then serves as a guidance to optimize a 3D model. However, the randomness in SDE sampling often leads to a diverse and unpredictable sample which is not always less noisy, and thus is not a consistently correct guidance, explaining the vulnerability of SDS. Since for any SDE, there always exists an ordinary differential equation (ODE) whose trajectory sampling can deterministically and consistently converge to the desired target point as the SDE, we propose a novel and effective "Consistent3D" method that explores the ODE deterministic sampling prior for text-to-3D generation. Specifically, at each training iteration, given a rendered image by a 3D model, we first estimate its desired 3D score function by a pre-trained 2D diffusion model, and build an ODE for trajectory sampling. Next, we design a consistency distillation sampling loss which samples along the ODE trajectory to generate two adjacent samples and uses the less noisy sample to guide another more noisy one for distilling the deterministic prior into the 3D model. Experimental results show the efficacy of our Consistent3D in generating high-fidelity and diverse 3D objects and large-scale scenes, as shown in Fig. 1. The codes are available at https://github.com/sail-sg/Consistent3D.

Generative flow networks (GFlowNets) are sequential sampling models trained to match a given distribution. GFlowNets have been successfully applied to various structured object generation tasks, sampling a diverse set of high-reward objects quickly. We propose expected flow networks (EFlowNets), which extend GFlowNets to stochastic environments. We show that EFlowNets outperform other GFlowNet formulations in stochastic tasks such as protein design. We then extend the concept of EFlowNets to adversarial environments, proposing adversarial flow networks (AFlowNets) for two-player zero-sum games. We show that AFlowNets learn to find above 80% of optimal moves in Connect-4 via self-play and outperform AlphaZero in tournaments.

Implicit layer deep learning techniques, like Neural Differential Equations, have become an important modeling framework due to their ability to adapt to new problems automatically. Training a neural differential equation is effectively a search over a space of plausible dynamical systems. However, controlling the computational cost for these models is difficult since it relies on the number of steps the adaptive solver takes. Most prior works have used higher-order methods to reduce prediction timings while greatly increasing training time or reducing both training and prediction timings by relying on specific training algorithms, which are harder to use as a drop-in replacement due to strict requirements on automatic differentiation. In this manuscript, we use internal cost heuristics of adaptive differential equation solvers at stochastic time points to guide the training toward learning a dynamical system that is easier to integrate. We "close the black-box" and allow the use of our method with any adjoint technique for gradient calculations of the differential equation solution. We perform experimental studies to compare our method to global regularization to show that we attain similar performance numbers without compromising the flexibility of implementation on ordinary differential equations (ODEs) and stochastic differential equations (SDEs). We develop two sampling strategies to trade off between performance and training time. Our method reduces the number of function evaluations to 0.556-0.733x and accelerates predictions by 1.3-2x.

We incorporate discrete and continuous time Markov processes as building blocks into probabilistic graphical models with latent and observed variables. We introduce the automatic Backward Filtering Forward Guiding (BFFG) paradigm (Mider et al., 2021) for programmable inference on latent states and model parameters. Our starting point is a generative model, a forward description of the probabilistic process dynamics. We backpropagate the information provided by observations through the model to transform the generative (forward) model into a pre-conditional model guided by the data. It approximates the actual conditional model with known likelihood-ratio between the two. The backward filter and the forward change of measure are suitable to be incorporated into a probabilistic programming context because they can be formulated as a set of transformation rules. The guided generative model can be incorporated in different approaches to efficiently sample latent states and parameters conditional on observations. We show applicability in a variety of settings, including Markov chains with discrete state space, interacting particle systems, state space models, branching diffusions and Gamma processes.

In this work, we present a novel physics-based data-driven framework for reduced-order modeling of laser ignition in a model rocket combustor based on parameterized neural ordinary differential equations (PNODE). Deep neural networks are embedded as functions of high-dimensional parameters of laser ignition to predict various terms in a 0D flow model including the heat source function, pre-exponential factors, and activation energy. Using the governing equations of a 0D flow model, our PNODE needs only a limited number of training samples and predicts trajectories of various quantities such as temperature, pressure, and mass fractions of species while satisfying physical constraints. We validate our physics-based PNODE on solution snapshots of high-fidelity Computational Fluid Dynamics (CFD) simulations of laser-induced ignition in a prototype rocket combustor. We compare the performance of our physics-based PNODE with that of kernel ridge regression and fully connected neural networks. Our results show that our physics-based PNODE provides solutions with lower mean absolute errors of average temperature over time, thus improving the prediction of successful laser ignition with high-dimensional parameters.

Diffusion models have shown strong competitiveness in offline reinforcement learning tasks by formulating decision-making as sequential generation. However, the practicality of these methods is limited due to the lengthy inference processes they require. In this paper, we address this problem by decomposing the sampling process of diffusion models into two decoupled subprocesses: 1) generating a feasible trajectory, which is a time-consuming process, and 2) optimizing the trajectory. With this decomposition approach, we are able to partially separate efficiency and quality factors, enabling us to simultaneously gain efficiency advantages and ensure quality assurance. We propose the Trajectory Diffuser, which utilizes a faster autoregressive model to handle the generation of feasible trajectories while retaining the trajectory optimization process of diffusion models. This allows us to achieve more efficient planning without sacrificing capability. To evaluate the effectiveness and efficiency of the Trajectory Diffuser, we conduct experiments on the D4RL benchmarks. The results demonstrate that our method achieves it 3-it 10 times faster inference speed compared to previous sequence modeling methods, while also outperforming them in terms of overall performance. https://github.com/RenMing-Huang/TrajectoryDiffuser Keywords: Reinforcement Learning and Efficient Planning and Diffusion Model

Diffusion models (DMs) have established themselves as the state-of-the-art generative modeling approach in the visual domain and beyond. A crucial drawback of DMs is their slow sampling speed, relying on many sequential function evaluations through large neural networks. Sampling from DMs can be seen as solving a differential equation through a discretized set of noise levels known as the sampling schedule. While past works primarily focused on deriving efficient solvers, little attention has been given to finding optimal sampling schedules, and the entire literature relies on hand-crafted heuristics. In this work, for the first time, we propose a general and principled approach to optimizing the sampling schedules of DMs for high-quality outputs, called Align Your Steps. We leverage methods from stochastic calculus and find optimal schedules specific to different solvers, trained DMs and datasets. We evaluate our novel approach on several image, video as well as 2D toy data synthesis benchmarks, using a variety of different samplers, and observe that our optimized schedules outperform previous hand-crafted schedules in almost all experiments. Our method demonstrates the untapped potential of sampling schedule optimization, especially in the few-step synthesis regime.

We present AROMA (Attentive Reduced Order Model with Attention), a framework designed to enhance the modeling of partial differential equations (PDEs) using local neural fields. Our flexible encoder-decoder architecture can obtain smooth latent representations of spatial physical fields from a variety of data types, including irregular-grid inputs and point clouds. This versatility eliminates the need for patching and allows efficient processing of diverse geometries. The sequential nature of our latent representation can be interpreted spatially and permits the use of a conditional transformer for modeling the temporal dynamics of PDEs. By employing a diffusion-based formulation, we achieve greater stability and enable longer rollouts compared to conventional MSE training. AROMA's superior performance in simulating 1D and 2D equations underscores the efficacy of our approach in capturing complex dynamical behaviors.

Time-dependent partial differential equations (PDEs) are ubiquitous in science and engineering. Recently, mostly due to the high computational cost of traditional solution techniques, deep neural network based surrogates have gained increased interest. The practical utility of such neural PDE solvers relies on their ability to provide accurate, stable predictions over long time horizons, which is a notoriously hard problem. In this work, we present a large-scale analysis of common temporal rollout strategies, identifying the neglect of non-dominant spatial frequency information, often associated with high frequencies in PDE solutions, as the primary pitfall limiting stable, accurate rollout performance. Based on these insights, we draw inspiration from recent advances in diffusion models to introduce PDE-Refiner; a novel model class that enables more accurate modeling of all frequency components via a multistep refinement process. We validate PDE-Refiner on challenging benchmarks of complex fluid dynamics, demonstrating stable and accurate rollouts that consistently outperform state-of-the-art models, including neural, numerical, and hybrid neural-numerical architectures. We further demonstrate that PDE-Refiner greatly enhances data efficiency, since the denoising objective implicitly induces a novel form of spectral data augmentation. Finally, PDE-Refiner's connection to diffusion models enables an accurate and efficient assessment of the model's predictive uncertainty, allowing us to estimate when the surrogate becomes inaccurate.

Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are often best described using continuous-time stochastic processes. Unfortunately, most existing structure learning approaches assume that the underlying process evolves in discrete-time and/or observations occur at regular time intervals. These mismatched assumptions can often lead to incorrect learned structures and models. In this work, we introduce a novel structure learning method, SCOTCH, which combines neural stochastic differential equations (SDE) with variational inference to infer a posterior distribution over possible structures. This continuous-time approach can naturally handle both learning from and predicting observations at arbitrary time points. Theoretically, we establish sufficient conditions for an SDE and SCOTCH to be structurally identifiable, and prove its consistency under infinite data limits. Empirically, we demonstrate that our approach leads to improved structure learning performance on both synthetic and real-world datasets compared to relevant baselines under regular and irregular sampling intervals.

We provide a concise framework for generalized ensemble theory through a matrix-based approach. By introducing an observation matrix, any discrete probability distribution, including those for non-equilibrium steady states, can be expressed as a generalized Boltzmann distribution, with observables and conjugate variables as the basis and coordinates in a linear space. In this framework, we identify the minimal sufficient statistics required for inferring the Boltzmann distribution. Furthermore, we show that the Hadamard and Vandermonde matrices are suitable observation matrices for spin systems and random walks. In master equation systems, the probability flux observation matrix facilitates the identification of detailed balance violations. Our findings provide a new approach to developing generalized ensemble theory for non-equilibrium steady-state systems.

With the rapid development of diffusion models and flow-based generative models, there has been a surge of interests in solving noisy linear inverse problems, e.g., super-resolution, deblurring, denoising, colorization, etc, with generative models. However, while remarkable reconstruction performances have been achieved, their inference time is typically too slow since most of them rely on the seminal diffusion posterior sampling (DPS) framework and thus to approximate the intractable likelihood score, time-consuming gradient calculation through back-propagation is needed. To address this issue, this paper provides a fast and effective solution by proposing a simple closed-form approximation to the likelihood score. For both diffusion and flow-based models, extensive experiments are conducted on various noisy linear inverse problems such as noisy super-resolution, denoising, deblurring, and colorization. In all these tasks, our method (namely DMPS) demonstrates highly competitive or even better reconstruction performances while being significantly faster than all the baseline methods.

Diffusion probabilistic models (DPMs) have exhibited excellent performance for high-fidelity image generation while suffering from inefficient sampling. Recent works accelerate the sampling procedure by proposing fast ODE solvers that leverage the specific ODE form of DPMs. However, they highly rely on specific parameterization during inference (such as noise/data prediction), which might not be the optimal choice. In this work, we propose a novel formulation towards the optimal parameterization during sampling that minimizes the first-order discretization error of the ODE solution. Based on such formulation, we propose DPM-Solver-v3, a new fast ODE solver for DPMs by introducing several coefficients efficiently computed on the pretrained model, which we call empirical model statistics. We further incorporate multistep methods and a predictor-corrector framework, and propose some techniques for improving sample quality at small numbers of function evaluations (NFE) or large guidance scales. Experiments show that DPM-Solver-v3 achieves consistently better or comparable performance in both unconditional and conditional sampling with both pixel-space and latent-space DPMs, especially in 5sim10 NFEs. We achieve FIDs of 12.21 (5 NFE), 2.51 (10 NFE) on unconditional CIFAR10, and MSE of 0.55 (5 NFE, 7.5 guidance scale) on Stable Diffusion, bringing a speed-up of 15\%sim30\% compared to previous state-of-the-art training-free methods. Code is available at https://github.com/thu-ml/DPM-Solver-v3.

Diffusion models excel at joint pixel sampling for image generation but lack efficient training-free methods for partial conditional sampling (e.g., inpainting with known pixels). Prior work typically formulates this as an intractable inverse problem, relying on coarse variational approximations, heuristic losses requiring expensive backpropagation, or slow stochastic sampling. These limitations preclude: (1) accurate distributional matching in inpainting results, (2) efficient inference modes without gradient, (3) compatibility with fast ODE-based samplers. To address these limitations, we propose LanPaint: a training-free, asymptotically exact partial conditional sampling methods for ODE-based and rectified flow diffusion models. By leveraging carefully designed Langevin dynamics, LanPaint enables fast, backpropagation-free Monte Carlo sampling. Experiments demonstrate that our approach achieves superior performance with precise partial conditioning and visually coherent inpainting across diverse tasks.

Diffusion models are a powerful class of generative models which simulate stochastic differential equations (SDEs) to generate data from noise. While diffusion models have achieved remarkable progress, they have limitations in unpaired image-to-image (I2I) translation tasks due to the Gaussian prior assumption. Schr\"{o}dinger Bridge (SB), which learns an SDE to translate between two arbitrary distributions, have risen as an attractive solution to this problem. Yet, to our best knowledge, none of SB models so far have been successful at unpaired translation between high-resolution images. In this work, we propose Unpaired Neural Schr\"{o}dinger Bridge (UNSB), which expresses the SB problem as a sequence of adversarial learning problems. This allows us to incorporate advanced discriminators and regularization to learn a SB between unpaired data. We show that UNSB is scalable and successfully solves various unpaired I2I translation tasks. Code: https://github.com/cyclomon/UNSB

A popular approach to sample a diffusion-based generative model is to solve an ordinary differential equation (ODE). In existing samplers, the coefficients of the ODE solvers are pre-determined by the ODE formulation, the reverse discrete timesteps, and the employed ODE methods. In this paper, we consider accelerating several popular ODE-based sampling processes (including EDM, DDIM, and DPM-Solver) by optimizing certain coefficients via improved integration approximation (IIA). We propose to minimize, for each time step, a mean squared error (MSE) function with respect to the selected coefficients. The MSE is constructed by applying the original ODE solver for a set of fine-grained timesteps, which in principle provides a more accurate integration approximation in predicting the next diffusion state. The proposed IIA technique does not require any change of a pre-trained model, and only introduces a very small computational overhead for solving a number of quadratic optimization problems. Extensive experiments show that considerably better FID scores can be achieved by using IIA-EDM, IIA-DDIM, and IIA-DPM-Solver than the original counterparts when the neural function evaluation (NFE) is small (i.e., less than 25).

Diffusion models are generative models that have recently demonstrated impressive performances in terms of sampling quality and density estimation in high dimensions. They rely on a forward continuous diffusion process and a backward continuous denoising process, which can be described by a time-dependent vector field and is used as a generative model. In the original formulation of the diffusion model, this vector field is assumed to be the score function (i.e. it is the gradient of the log-probability at a given time in the diffusion process). Curiously, on the practical side, most studies on diffusion models implement this vector field as a neural network function and do not constrain it be the gradient of some energy function (that is, most studies do not constrain the vector field to be conservative). Even though some studies investigated empirically whether such a constraint will lead to a performance gain, they lead to contradicting results and failed to provide analytical results. Here, we provide three analytical results regarding the extent of the modeling freedom of this vector field. {Firstly, we propose a novel decomposition of vector fields into a conservative component and an orthogonal component which satisfies a given (gauge) freedom. Secondly, from this orthogonal decomposition, we show that exact density estimation and exact sampling is achieved when the conservative component is exactly equals to the true score and therefore conservativity is neither necessary nor sufficient to obtain exact density estimation and exact sampling. Finally, we show that when it comes to inferring local information of the data manifold, constraining the vector field to be conservative is desirable.

In deep learning theory, the covariance matrix of the representations serves as a proxy to examine the network's trainability. Motivated by the success of Transformers, we study the covariance matrix of a modified Softmax-based attention model with skip connections in the proportional limit of infinite-depth-and-width. We show that at initialization the limiting distribution can be described by a stochastic differential equation (SDE) indexed by the depth-to-width ratio. To achieve a well-defined stochastic limit, the Transformer's attention mechanism is modified by centering the Softmax output at identity, and scaling the Softmax logits by a width-dependent temperature parameter. We examine the stability of the network through the corresponding SDE, showing how the scale of both the drift and diffusion can be elegantly controlled with the aid of residual connections. The existence of a stable SDE implies that the covariance structure is well-behaved, even for very large depth and width, thus preventing the notorious issues of rank degeneracy in deep attention models. Finally, we show, through simulations, that the SDE provides a surprisingly good description of the corresponding finite-size model. We coin the name shaped Transformer for these architectural modifications.

Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding techniques for boundary enforcement. Reflected diffusion models (Lou23) aim to enhance generalizability by generating the data distribution through a backward process governed by reflected Brownian motion. However, reflected diffusion models may not easily adapt to diverse domains without the derivation of proper diffeomorphic mappings and do not guarantee optimal transport properties. To overcome these limitations, we introduce the Reflected Schrodinger Bridge algorithm: an entropy-regularized optimal transport approach tailored for generating data within diverse bounded domains. We derive elegant reflected forward-backward stochastic differential equations with Neumann and Robin boundary conditions, extend divergence-based likelihood training to bounded domains, and explore natural connections to entropic optimal transport for the study of approximate linear convergence - a valuable insight for practical training. Our algorithm yields robust generative modeling in diverse domains, and its scalability is demonstrated in real-world constrained generative modeling through standard image benchmarks.