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Iterated Denoising Energy Matching for Sampling from Boltzmann Densities

ICML 2024 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Posterior sampling with diffusion guidance · 1 citations (OpenAlex)

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Proposes iDEM, an iterative scheme that trains a diffusion sampler from energy alone via a simulation-free stochastic score-matching objective (DEM) plus a replay buffer filled by the sampler's own reverse SDE.

Problem

Sampling from unnormalized Boltzmann densities given only the energy function and its gradient, without data samples, in high-dimensional and symmetric many-body systems, where existing neural samplers require expensive SDE simulation during training.

Approach

Estimate the score of the Gaussian-smoothed target via a Monte Carlo importance-weighted estimator over energy gradients (DEM objective), regress a diffusion network to it at any noisy point (simulation-free, off-policy), and populate a replay buffer with samples drawn from the current sampler's reverse SDE in an outer loop.</ntml:parameter>

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use iDEM instead of FABBoltzmann sampling · GMMNLL: 7.14 ± 0.01 -> 6.96 ± 0.07Helped
Use iDEM instead of FABBoltzmann sampling · DW-4ESS: 0.947 ± 0.007 -> 0.825 ± 0.002Hurt
Use iDEM instead of FABBoltzmann sampling · LJ-13ESS: 0.101 ± 0.059 -> 0.231 ± 0.005Helped
Use iDEM instead of FABBoltzmann sampling · LJ-55NLL: 200.32 ± 62.3 -> 125.86 ± 18.03Helped
Use iDEM instead of FABBoltzmann sampling · LJ-13training time (hours): 21.78 -> 6.55Helped
Use iDEM instead of FABBoltzmann sampling · LJ-55training time (hours): 40.35 -> 7.75Helped
Add reverse-SDE sampler samples to the buffer (iDEM rather than prior-only pDEM) (ablation)DEM · DW-4sample energy distributionHelped
Add reverse-SDE sampler samples to the buffer (iDEM rather than prior-only pDEM) (ablation)DEM · LJ-13sample energy distributionNo clear effect
Add reverse-SDE sampler samples to the buffer (iDEM rather than prior-only pDEM) (ablation)DEM · LJ-55training stability: 2 out of 3 runsHelped
Increase the number of Monte Carlo samples K (ablation)DEM score estimator · GMMbiasHelped

Surprising findings

Limitations

Experimental setup

Datasets: 40-mode Gaussian mixture DW-4 double-well energy LJ-13 Lennard-Jones energy LJ-55 Lennard-Jones energy

Benchmarks: GMM-40 DW-4 LJ-13 LJ-55

Metrics: NLL ESS 2-Wasserstein training time TV distance

Baselines: FAB PIS DDS pDEM

Builds on: denoising score matching PIS DDS FAB persistent contrastive divergence

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