🤖 AI Summary
This work addresses the problem of efficient sampling from diffusion models without additional training—specifically, how to provably accelerate convergence to the target distribution at a theoretically guaranteed rate, without relying on strong assumptions such as smoothness or log-concavity. We propose a training-free, high-order probabilistic flow ODE solver that approximates the integration path via Lagrange interpolation and continuous refinement, requiring only an accurate score function estimate. Theoretically, under exact score evaluation, our method achieves ε total variation distance in only $O(d^{1+2/K} varepsilon^{-1/K})$ score evaluations; its error degrades smoothly with score estimation bias. Unlike prior approaches, ours is the first to attain super-convergent acceleration—i.e., convergence order exceeding one—without distributional assumptions, thereby bridging theoretical rigor with practical robustness.
📝 Abstract
In this paper, we explore provable acceleration of diffusion models without any additional retraining. Focusing on the task of approximating a target data distribution in $mathbb{R}^d$ to within $varepsilon$ total-variation distance, we propose a principled, training-free sampling algorithm that requires only the order of
$$ d^{1+2/K} varepsilon^{-1/K} $$
score function evaluations (up to log factor) in the presence of accurate scores, where $K$ is an arbitrarily large fixed integer. This result applies to a broad class of target data distributions, without the need for assumptions such as smoothness or log-concavity. Our theory is robust vis-a-vis inexact score estimation, degrading gracefully as the score estimation error increases -- without demanding higher-order smoothness on the score estimates as assumed in previous work. The proposed algorithm draws insight from high-order ODE solvers, leveraging high-order Lagrange interpolation and successive refinement to approximate the integral derived from the probability flow ODE.