LGNov 23, 2023
Improved Sample Complexity Bounds for Diffusion Model TrainingShivam Gupta, Aditya Parulekar, Eric Price et al.
Diffusion models have become the most popular approach to deep generative modeling of images, largely due to their empirical performance and reliability. From a theoretical standpoint, a number of recent works have studied the iteration complexity of sampling, assuming access to an accurate diffusion model. In this work, we focus on understanding the sample complexity of training such a model; how many samples are needed to learn an accurate diffusion model using a sufficiently expressive neural network? Prior work showed bounds polynomial in the dimension, desired Total Variation error, and Wasserstein error. We show an exponential improvement in the dependence on Wasserstein error and depth, along with improved dependencies on other relevant parameters.
LGFeb 20, 2024
Diffusion Posterior Sampling is Computationally IntractableShivam Gupta, Ajil Jalal, Aditya Parulekar et al.
Diffusion models are a remarkably effective way of learning and sampling from a distribution $p(x)$. In posterior sampling, one is also given a measurement model $p(y \mid x)$ and a measurement $y$, and would like to sample from $p(x \mid y)$. Posterior sampling is useful for tasks such as inpainting, super-resolution, and MRI reconstruction, so a number of recent works have given algorithms to heuristically approximate it; but none are known to converge to the correct distribution in polynomial time. In this paper we show that posterior sampling is computationally intractable: under the most basic assumption in cryptography -- that one-way functions exist -- there are instances for which every algorithm takes superpolynomial time, even though unconditional sampling is provably fast. We also show that the exponential-time rejection sampling algorithm is essentially optimal under the stronger plausible assumption that there are one-way functions that take exponential time to invert.
LGMay 19, 2021
L1 Regression with Lewis Weights SubsamplingAditya Parulekar, Advait Parulekar, Eric Price
We consider the problem of finding an approximate solution to $\ell_1$ regression while only observing a small number of labels. Given an $n \times d$ unlabeled data matrix $X$, we must choose a small set of $m \ll n$ rows to observe the labels of, then output an estimate $\widehatβ$ whose error on the original problem is within a $1 + \varepsilon$ factor of optimal. We show that sampling from $X$ according to its Lewis weights and outputting the empirical minimizer succeeds with probability $1-δ$ for $m > O(\frac{1}{\varepsilon^2} d \log \frac{d}{\varepsilon δ})$. This is analogous to the performance of sampling according to leverage scores for $\ell_2$ regression, but with exponentially better dependence on $δ$. We also give a corresponding lower bound of $Ω(\frac{d}{\varepsilon^2} + (d + \frac{1}{\varepsilon^2}) \log\frac{1}δ)$.