MLLGSTMay 24, 2024

Score-based generative models are provably robust: an uncertainty quantification perspective

arXiv:2405.15754v114 citationsh-index: 32NIPS
Originality Highly original
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This work provides foundational theoretical guarantees for SGMs, addressing robustness issues critical for reliable generative modeling in machine learning.

The paper tackles the problem of robustness in score-based generative models (SGMs) by proving, through an uncertainty quantification perspective, that SGMs are provably robust to multiple implementation errors, resulting in a Wasserstein-1 bound that quantifies the impact of errors like finite sample approximation and early stopping.

Through an uncertainty quantification (UQ) perspective, we show that score-based generative models (SGMs) are provably robust to the multiple sources of error in practical implementation. Our primary tool is the Wasserstein uncertainty propagation (WUP) theorem, a model-form UQ bound that describes how the $L^2$ error from learning the score function propagates to a Wasserstein-1 ($\mathbf{d}_1$) ball around the true data distribution under the evolution of the Fokker-Planck equation. We show how errors due to (a) finite sample approximation, (b) early stopping, (c) score-matching objective choice, (d) score function parametrization expressiveness, and (e) reference distribution choice, impact the quality of the generative model in terms of a $\mathbf{d}_1$ bound of computable quantities. The WUP theorem relies on Bernstein estimates for Hamilton-Jacobi-Bellman partial differential equations (PDE) and the regularizing properties of diffusion processes. Specifically, PDE regularity theory shows that stochasticity is the key mechanism ensuring SGM algorithms are provably robust. The WUP theorem applies to integral probability metrics beyond $\mathbf{d}_1$, such as the total variation distance and the maximum mean discrepancy. Sample complexity and generalization bounds in $\mathbf{d}_1$ follow directly from the WUP theorem. Our approach requires minimal assumptions, is agnostic to the manifold hypothesis and avoids absolute continuity assumptions for the target distribution. Additionally, our results clarify the trade-offs among multiple error sources in SGMs.

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