Generalization error bound for denoising score matching under relaxed manifold assumption
- URL: http://arxiv.org/abs/2502.13662v1
- Date: Wed, 19 Feb 2025 12:14:52 GMT
- Title: Generalization error bound for denoising score matching under relaxed manifold assumption
- Authors: Konstantin Yakovlev, Nikita Puchkin,
- Abstract summary: We model the density of observations with a nonparametric Gaussian mixture.
We relax the standard manifold assumption allowing the samples step away from the manifold.
We derive non-asymptotic bounds on the approximation and errors of the denoising score matching estimate.
- Score: 6.21156827269762
- License:
- Abstract: We examine theoretical properties of the denoising score matching estimate. We model the density of observations with a nonparametric Gaussian mixture. We significantly relax the standard manifold assumption allowing the samples step away from the manifold. At the same time, we are still able to leverage a nice distribution structure. We derive non-asymptotic bounds on the approximation and generalization errors of the denoising score matching estimate. The rates of convergence are determined by the intrinsic dimension. Furthermore, our bounds remain valid even if we allow the ambient dimension grow polynomially with the sample size.
Related papers
- Multivariate root-n-consistent smoothing parameter free matching estimators and estimators of inverse density weighted expectations [51.000851088730684]
We develop novel modifications of nearest-neighbor and matching estimators which converge at the parametric $sqrt n $-rate.
We stress that our estimators do not involve nonparametric function estimators and in particular do not rely on sample-size dependent parameters smoothing.
arXiv Detail & Related papers (2024-07-11T13:28:34Z) - A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set [20.166217494056916]
We propose a principled approach to construct covariance estimators without imposing restrictive assumptions.
We show that our robust estimators are efficiently computable and consistent.
Numerical experiments based on synthetic and real data show that our robust estimators are competitive with state-of-the-art estimators.
arXiv Detail & Related papers (2024-05-30T15:01:18Z) - Mean-Square Analysis of Discretized It\^o Diffusions for Heavy-tailed
Sampling [17.415391025051434]
We analyze the complexity of sampling from a class of heavy-tailed distributions by discretizing a natural class of Ito diffusions associated with weighted Poincar'e inequalities.
Based on a mean-square analysis, we establish the iteration complexity for obtaining a sample whose distribution is $epsilon$ close to the target distribution in the Wasserstein-2 metric.
arXiv Detail & Related papers (2023-03-01T15:16:03Z) - Score Matching for Truncated Density Estimation on a Manifold [6.53626518989653]
Recent methods propose to use score matching for truncated density estimation.
We present a novel extension of truncated score matching to a Riemannian manifold with boundary.
In simulated data experiments, our score matching estimator is able to approximate the true parameter values with a low estimation error.
arXiv Detail & Related papers (2022-06-29T14:14:49Z) - Heavy-tailed denoising score matching [5.371337604556311]
We develop an iterative noise scaling algorithm to consistently initialise the multiple levels of noise in Langevin dynamics.
On the practical side, our use of heavy-tailed DSM leads to improved score estimation, controllable sampling convergence, and more balanced unconditional generative performance for imbalanced datasets.
arXiv Detail & Related papers (2021-12-17T22:04:55Z) - Spectral clustering under degree heterogeneity: a case for the random
walk Laplacian [83.79286663107845]
This paper shows that graph spectral embedding using the random walk Laplacian produces vector representations which are completely corrected for node degree.
In the special case of a degree-corrected block model, the embedding concentrates about K distinct points, representing communities.
arXiv Detail & Related papers (2021-05-03T16:36:27Z) - Interpolation and Learning with Scale Dependent Kernels [91.41836461193488]
We study the learning properties of nonparametric ridge-less least squares.
We consider the common case of estimators defined by scale dependent kernels.
arXiv Detail & Related papers (2020-06-17T16:43:37Z) - Spectral convergence of diffusion maps: improved error bounds and an
alternative normalisation [0.6091702876917281]
This paper uses new approaches to improve the error bounds in the model case where the distribution is supported on a hypertorus.
We match long-standing pointwise error bounds for both the spectral data and the norm convergence of the operator discretisation.
We also introduce an alternative normalisation for diffusion maps based on Sinkhorn weights.
arXiv Detail & Related papers (2020-06-03T04:23:43Z) - Nonparametric Score Estimators [49.42469547970041]
Estimating the score from a set of samples generated by an unknown distribution is a fundamental task in inference and learning of probabilistic models.
We provide a unifying view of these estimators under the framework of regularized nonparametric regression.
We propose score estimators based on iterative regularization that enjoy computational benefits from curl-free kernels and fast convergence.
arXiv Detail & Related papers (2020-05-20T15:01:03Z) - Estimating Gradients for Discrete Random Variables by Sampling without
Replacement [93.09326095997336]
We derive an unbiased estimator for expectations over discrete random variables based on sampling without replacement.
We show that our estimator can be derived as the Rao-Blackwellization of three different estimators.
arXiv Detail & Related papers (2020-02-14T14:15:18Z) - Generative Modeling with Denoising Auto-Encoders and Langevin Sampling [88.83704353627554]
We show that both DAE and DSM provide estimates of the score of the smoothed population density.
We then apply our results to the homotopy method of arXiv:1907.05600 and provide theoretical justification for its empirical success.
arXiv Detail & Related papers (2020-01-31T23:50:03Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.