Optimal score function estimation via derivatives constraints
- URL: http://arxiv.org/abs/2606.19084v1
- Date: Wed, 17 Jun 2026 13:55:20 GMT
- Title: Optimal score function estimation via derivatives constraints
- Abstract summary: We show that constraining the hypothesis space to a Sobolev ball is sufficient to prevent overfitting and obtaining minimax estimation rates.<n>We then consider the problem of score function estimation in the context of score-based generative modeling.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: We consider the problem of score function estimation via empirical risk minimization. We first start with the question of inferring the score function of a probability measure $μ$ with density on the flat torus from a sample of distribution $μ$. We show that constraining the hypothesis space to a Sobolev ball is sufficient to prevent overfitting and obtaining minimax estimation rates. We then consider the problem of score function estimation in the context of score-based generative modeling. Again, under a conjecture tying the score estimation rates to the quality of the output of a score-based generative model, we obtain minimax rates for such an approach using score function estimators obtained by constraining the hypothesis class to a Sobolev ball.
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