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Score-based generative models are provably robust: an uncertainty quantification perspective

NeurIPS 2024 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Regression uncertainty quantification · 1 citations (OpenAlex)

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Shows via a Wasserstein uncertainty propagation (WUP) theorem, using HJB/Bernstein regularity, that score-based generative models are provably robust to finite-sample, early-stopping, score-matching, parametrization and reference-distribution errors, with d1 and TV generalization bounds.

Problem

Explaining why score-based generative models remain accurate under practical implementation errors (finite samples, early stopping, score-matching objective, network expressiveness, reference distribution), with bounds that do not assume the manifold hypothesis or absolute continuity of the data.

Approach

An L2 error in the learned drift propagates through the Fokker-Planck equation to a Wasserstein-1 (and TV/MMD) ball around the data distribution; the key mechanism is that diffusion regularizes test functions (Kolmogorov backward equation with Bernstein gradient estimates), so bounds in weak IPMs control stronger norms and need no KL/Girsanov arguments.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Early stopping of the denoising process at time epsilon (DSM integrated over s in [epsilon,T])score-based generative models trained with DSM · theoretical d1 boundd1(pi, m_g(T)) error contributionNo clear effect
Replace Wasserstein-1 (d1) bound with KL-based bound for generalizationSGM generalization analysis · manifold-supported datavalidity of d1 generalization boundHurt
Taking the training expectation over random samples (average DSM) removes the density lower-bound assumption via Jensen's inequalityDSM generalization bound · expected d1 over random empirical measuresE[d1(pi,m_g(T))] boundNo clear effect

Surprising findings

Limitations

Experimental setup

Metrics: Wasserstein-1 distance bound total variation bound L1 bound expected d1 bound

Baselines: KL-divergence/Girsanov-based SGM convergence bounds kernel score estimators (minimax optimal) Wasserstein-2 uncertainty propagation bound

Builds on: score-based generative modeling denoising score matching Kolmogorov backward equation Girsanov-based convergence analyses

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