variance term
A unified perspective on fine-tuning and sampling with diffusion and flow models
Domingo-Enrich, Carles, Du, Yuanqi, Albergo, Michael S.
ABSTRACT We study the problem of training diffusion and flow generative models to sample from target distributions defined by an exponential tilting of a base density; a formulation that subsumes both sampling from unnormalized densities and reward fine-tuning of pre-trained models. This problem can be approached from a stochastic optimal control (SOC) perspective, using adjoint-based or score matching methods, or from a non-equilibrium thermodynamics perspective. We provide a unified framework encompassing these approaches and make three main contributions: (i) bias-variance decompositions revealing that Adjoint Matching/Sampling and Novel Score Matching have finite gradient variance, while Target and Conditional Score Matching do not; (ii) norm bounds on the lean adjoint ODE that theoretically support the effectiveness of adjoint-based methods; and (iii) adaptations of the CMCD and NETS loss functions, along with novel Crooks and Jarzynski identities, to the exponential tilting setting. We validate our analysis with reward fine-tuning experiments on Stable Diffusion 1.5 and 3. 1 INTRODUCTION Recent advances in generative modeling have demonstrated the effectiveness of diffusion and flow matching models for learning complex data distributions (Song et al., 2021; Ho et al., 2020; Lipman et al., 2022; Albergo et al., 2023; Liu et al., 2023). In many applications, however, it is desirable to tailor the generative process to favor certain qualities, either by sampling from an unnormalized target distribution or by fine-tuning a pre-trained model with a reward function (Uehara et al., 2024; Domingo-Enrich et al., 2025; Zhang & Chen, 2022; Holdijk et al., 2023).
Supplementary material to Generalization Error Rates in Kernel Ridge Regression The Crossover from the Noiseless to Noisy Regime of the decays
A.1 Equations for Gaussian design In this Appendix we discuss the derivation of eqs. Exact asymptotic formulas for the excess prediction error of least-squares and ridge regression are a classic result in high-dimensional statistics, and have been derived in many different works [23, 32, 52, 53]. In this manuscript, we follow the presentation given in [25], which is particularly adapted to our derivation and has the advantage to hold rigorously at large but finite number of samples nand features p. We start by reviewing the formulas in [25]. Note that the risk considered in eq.
Active Learning for Non-Parametric Regression Using Purely Random Trees
Jack Goetz, Ambuj Tewari, Paul Zimmerman
Active learning is the task of using labelled data to select additional points to label, with the goal of fitting the most accurate model with a fixed budget of labelled points. In binary classification active learning is known to produce faster rates than passive learning for a broad range of settings. However in regression restrictive structure and tailored methods were previously needed to obtain theoretically superior performance. In this paper we propose an intuitive tree based active learning algorithm for non-parametric regression with provable improvement over random sampling. When implemented with Mondrian Trees our algorithm is tuning parameter free, consistent and minimax optimal for Lipschitz functions.