Lookahead Diffusion Probabilistic Models for Refining Mean Estimation
This work addresses a specific bottleneck in diffusion models for generative tasks, offering an incremental improvement that enhances sample quality without requiring fine-tuning.
The paper tackles the problem of refining mean estimation in diffusion probabilistic models by proposing lookahead diffusion probabilistic models (LA-DPMs), which use extrapolation on neural network outputs across timesteps to improve accuracy, resulting in significant performance gains in FID scores across multiple models like DDPM and DDIM.
We propose lookahead diffusion probabilistic models (LA-DPMs) to exploit the correlation in the outputs of the deep neural networks (DNNs) over subsequent timesteps in diffusion probabilistic models (DPMs) to refine the mean estimation of the conditional Gaussian distributions in the backward process. A typical DPM first obtains an estimate of the original data sample $\boldsymbol{x}$ by feeding the most recent state $\boldsymbol{z}_i$ and index $i$ into the DNN model and then computes the mean vector of the conditional Gaussian distribution for $\boldsymbol{z}_{i-1}$. We propose to calculate a more accurate estimate for $\boldsymbol{x}$ by performing extrapolation on the two estimates of $\boldsymbol{x}$ that are obtained by feeding $(\boldsymbol{z}_{i+1},i+1)$ and $(\boldsymbol{z}_{i},i)$ into the DNN model. The extrapolation can be easily integrated into the backward process of existing DPMs by introducing an additional connection over two consecutive timesteps, and fine-tuning is not required. Extensive experiments showed that plugging in the additional connection into DDPM, DDIM, DEIS, S-PNDM, and high-order DPM-Solvers leads to a significant performance gain in terms of FID score.