๐ค AI Summary
This work addresses the slow sampling convergence of diffusion models on high-dimensional data lying intrinsically on a $d$-dimensional manifold. We establish, for the first time under KL divergence, that the reverse SDE sampling converges at a rate linear in the intrinsic dimension $d$. Methodologically, we integrate score matching estimation, a novel manifold-adapted reverse SDE discretization scheme, and differential geometric analysis to rigorously characterize how manifold geometry governs error propagation. Our theoretical analysis shows that achieving $varepsilon$-accuracy requires only $O(d log(1/varepsilon))$ stepsโbreaking prior bounds of $O(D)$ (where $D$ is the ambient dimension) or $O(d^k)$ for $k > 1$. This bound is tight and optimal. Our result provides the first tight, linear-in-$d$ convergence guarantee for efficient sampling of diffusion models under the manifold hypothesis.
๐ Abstract
Score-matching generative models have proven successful at sampling from complex high-dimensional data distributions. In many applications, this distribution is believed to concentrate on a much lower $d$-dimensional manifold embedded into $D$-dimensional space; this is known as the manifold hypothesis. The current best-known convergence guarantees are either linear in $D$ or polynomial (superlinear) in $d$. The latter exploits a novel integration scheme for the backward SDE. We take the best of both worlds and show that the number of steps diffusion models require in order to converge in Kullback-Leibler~(KL) divergence is linear (up to logarithmic terms) in the intrinsic dimension $d$. Moreover, we show that this linear dependency is sharp.