Kevin H. Lam

Kevin H. Lam, Tyler Farghly, Christopher Williams et al.

Sampling from score-based diffusion models incurs bias due to both time discretisation and the approximation of the score function. A common strategy for reducing this bias is to apply corrector steps based on the unadjusted Langevin algorithm (ULA) at each noise level within a predictor-corrector framework. However, ULA is itself a biased sampler, as it discretises a continuous diffusion process. In this work, we consider adjusted Langevin correctors that employ Metropolis--Hastings (MH) or Barker's accept-reject steps to correct for this bias. Since the target density ratio typically required by MH-based algorithms is unavailable, we propose methods that instead utilise the score function to compute the correct acceptance probability. We introduce the first exact method for adjusting Langevin corrections in diffusion models, based on a two-coin Bernoulli factory algorithm. We also propose an efficient approximation based on Simpson's rule that achieves accuracy of order $5/2$ in the step size at near-zero marginal cost. We demonstrate that these procedures improve sample quality on both synthetic and image datasets, yielding consistent gains in Fréchet Inception Distance (FID) on the latter.

Kevin H. Lam, Thang D. Bui, George Deligiannidis et al. · oxford

Latent Gaussian variables have been popularised in probabilistic machine learning. In turn, gradient estimators are the machinery that facilitates gradient-based optimisation for models with latent Gaussian variables. The reparameterisation trick is often used as the default estimator as it is simple to implement and yields low-variance gradients for variational inference. In this work, we propose the R2-G2 estimator as the Rao-Blackwellisation of the reparameterisation gradient estimator. Interestingly, we show that the local reparameterisation gradient estimator for Bayesian MLPs is an instance of the R2-G2 estimator and Rao-Blackwellisation. This lets us extend benefits of Rao-Blackwellised gradients to a suite of probabilistic models. We show that initial training with R2-G2 consistently yields better performance in models with multiple applications of the reparameterisation trick.