First Hitting Diffusion Models
- URL: http://arxiv.org/abs/2209.01170v1
- Date: Fri, 2 Sep 2022 17:01:32 GMT
- Title: First Hitting Diffusion Models
- Authors: Mao Ye, Lemeng Wu, Qiang Liu
- Abstract summary: First Hitting Diffusion Models (FHDM) generate data with a diffusion process that terminates at a random first hitting time.
We observe considerable improvement compared with the state-of-the-art approaches in both quality and speed.
- Score: 19.19644194006565
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We propose a family of First Hitting Diffusion Models (FHDM), deep generative
models that generate data with a diffusion process that terminates at a random
first hitting time. This yields an extension of the standard fixed-time
diffusion models that terminate at a pre-specified deterministic time. Although
standard diffusion models are designed for continuous unconstrained data, FHDM
is naturally designed to learn distributions on continuous as well as a range
of discrete and structure domains. Moreover, FHDM enables instance-dependent
terminate time and accelerates the diffusion process to sample higher quality
data with fewer diffusion steps. Technically, we train FHDM by maximum
likelihood estimation on diffusion trajectories augmented from observed data
with conditional first hitting processes (i.e., bridge) derived based on Doob's
$h$-transform, deviating from the commonly used time-reversal mechanism. We
apply FHDM to generate data in various domains such as point cloud (general
continuous distribution), climate and geographical events on earth (continuous
distribution on the sphere), unweighted graphs (distribution of binary
matrices), and segmentation maps of 2D images (high-dimensional categorical
distribution). We observe considerable improvement compared with the
state-of-the-art approaches in both quality and speed.
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