Convergence Analysis of Probability Flow ODE for Score-based Generative Models

Daniel Zhengyu Huang, Jiaoyang Huang, Zhengjiang Lin
4/15/2024
cs.LGmath.CAmath.NA

No official code found. Best implementation: PKU-CMEGroup/InverseProblems.jl (122 stars, last commit 2026-03-25).

Abstract

Score-based generative models have emerged as a powerful approach for sampling high-dimensional probability distributions. Despite their effectiveness, their theoretical underpinnings remain relatively underdeveloped. In this work, we study the convergence properties of deterministic samplers based on probability flow ODEs from both theoretical and numerical perspectives. Assuming access to $L^2$-accurate estimates of the score function, we prove the total variation between the target and the generated data distributions can be bounded above by $\mathcal{O}(d^{3/4}δ^{1/2})$ in the continuous time level, where $d$ denotes the data dimension and $δ$ represents the $L^2$-score matching error. For practical implementations using a $p$-th order Runge-Kutta integrator with step size $h$, we establish error bounds of $\mathcal{O}(d^{3/4}δ^{1/2} + d\cdot(dh)^p)$ at the discrete level. Finally, we present numerical studies on problems up to 128 dimensions to verify our theory.

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Cite this paper

@article{huang2024convergence,
  title  = {Convergence Analysis of Probability Flow ODE for Score-based Generative Models},
  author = {Daniel Zhengyu Huang and Jiaoyang Huang and Zhengjiang Lin},
  year   = {2024},
  eprint = {2404.09730},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2404.09730v3}
}

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