Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures
This work provides a simpler, gradient-free alternative to inference-time guidance for diffusion models, reducing computational overhead and bias.
URGE introduces a derivative-free inference-time scaling algorithm for diffusion models that uses path-wise importance reweighting via Girsanov change of measure, achieving better generation quality than existing guidance methods while being simpler and gradient-free.
iffusion-based generative models increasingly rely on inference-time guidance, adding a drift term or reweighting mixture of experts, to improve sample quality on task-specific objectives. However, most existing techniques require repeated score or gradient evaluations, introducing bias, high computational overhead, or both. We introduce \texttt{URGE}, Unbiased Resampling via Girsanov Estimation, a derivative-free inference-time scaling algorithm that performs path-wise importance reweighting via a Girsanov change of measure. Instead of computing gradient-based particle weights in previous work, \texttt{URGE} attaches a simple multiplicative weight to each simulated trajectory and periodically resamples. No score, no Hessian, and no PDE evaluation is required. We establish an equivalence between path-wise and particle-wise SMC: the Girsanov path weight admits a backward conditional expectation that recovers the previous particle-level weights, guaranteeing that both schemes produce the same unbiased terminal law. Empirically, \texttt{URGE} outperforms existing inference-time guidance baselines on synthetic tests and diffusion-model benchmarks, achieving better generation quality, while being significantly simpler to implement and fully gradient-free.