Stochastic Interpolants: A Unifying Framework for Flows and Diffusions | Michael Albergo
Valence Labs Valence Labs
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 Published On Oct 24, 2023

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Abstract: 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. 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. Remarkably, we show that minimization of these quadratic objectives leads to control of the likelihood for any of our generative models built upon stochastic dynamics. By contrast, we establish that generative models based upon a deterministic dynamics must, in addition, control the Fisher divergence between the target and the model. We also construct estimators for the likelihood and the cross-entropy of interpolant-based generative models, discuss connections with other stochastic bridges, and demonstrate that such models recover the Schrödinger bridge between the two target densities when explicitly optimizing over the interpolant.

Speaker: Michael Albergo

Twitter Hannes:   / hannesstaerk  
Twitter Dominique:   / dom_beaini  

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Chapters
00:00 - Intro
02:15 - Problem setup
06:50 - Stochastic interpolants
20:04 - The interpolant score
29:55 - Designing different interpolants
45:29 - Designing different couplings
1:02:21 - Multimarginal interpolants
1:19:21 - Applications
1:23:42 - Q+A

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