Share your thoughts, 1 month free Claude Pro on usSee more
WorkDL logo mark

Stochastic Interpolants: A Unifying Framework for Flows and Diffusions

About

A class of generative models that unifies flow-based and diffusion-based methods is introduced. These models extend the framework proposed in Albergo and Vanden-Eijnden (2023), enabling the use of a broad class of continuous-time stochastic processes called stochastic interpolants to bridge any two 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 density function of the interpolant is shown to satisfy a 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 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. 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 construct estimators for the likelihood and the cross entropy of interpolant-based generative models, and we discuss connections with other methods such as score-based diffusion models, stochastic localization, probabilistic denoising, 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.

Michael S. Albergo, Nicholas M. Boffi, Eric Vanden-Eijnden• 2023

Related benchmarks

TaskDatasetResultRank
Density EstimationMINIBOONE d=43; N=36,488 (test)
Avg Test Log-Likelihood50.37
26
Physical space generationVorticity and Convection Physical Simulation
DMSE4.61e-4
20
Density EstimationBSDS300 d=63 (test)
NLL69.76
16
Robotic ManipulationLift manipulation
Success Rate (SR)100
13
Density EstimationHEPMASS d=21; N=525,123 (test)
Avg Test Log-Likelihood27.95
12
3D Microscopy ReconstructionSimulated Microscopy 80 volumes (test)
PSNR29.626
10
Forward PDE InferenceDarcy Flow 64x64 (test)
Relative L2 Error (%)1.1
6
Inverse PDE InferenceDarcy Flow 64x64 (test)
Relative L2 Error1.1
6
Forward PDE InferenceNavier-Stokes 64x64 (test)
Relative L2 Error1.7
6
Inverse PDE InferenceNavier-Stokes 64x64 (test)
Relative L2 Error (%)7.1
6
Showing 10 of 24 rows

Other info

Follow for update