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Jun 12

On gauge freedom, conservativity and intrinsic dimensionality estimation in diffusion models

Diffusion models are generative models that have recently demonstrated impressive performances in terms of sampling quality and density estimation in high dimensions. They rely on a forward continuous diffusion process and a backward continuous denoising process, which can be described by a time-dependent vector field and is used as a generative model. In the original formulation of the diffusion model, this vector field is assumed to be the score function (i.e. it is the gradient of the log-probability at a given time in the diffusion process). Curiously, on the practical side, most studies on diffusion models implement this vector field as a neural network function and do not constrain it be the gradient of some energy function (that is, most studies do not constrain the vector field to be conservative). Even though some studies investigated empirically whether such a constraint will lead to a performance gain, they lead to contradicting results and failed to provide analytical results. Here, we provide three analytical results regarding the extent of the modeling freedom of this vector field. {Firstly, we propose a novel decomposition of vector fields into a conservative component and an orthogonal component which satisfies a given (gauge) freedom. Secondly, from this orthogonal decomposition, we show that exact density estimation and exact sampling is achieved when the conservative component is exactly equals to the true score and therefore conservativity is neither necessary nor sufficient to obtain exact density estimation and exact sampling. Finally, we show that when it comes to inferring local information of the data manifold, constraining the vector field to be conservative is desirable.

  • 2 authors
·
Feb 6, 2024

Conservative Equilibrium Discovery in Offline Game-Theoretic Multiagent Reinforcement Learning

Offline learning of strategies takes data efficiency to its extreme by restricting algorithms to a fixed dataset of state-action trajectories. We consider the problem in a mixed-motive multiagent setting, where the goal is to solve a game under the offline learning constraint. We first frame this problem in terms of selecting among candidate equilibria. Since datasets may inform only a small fraction of game dynamics, it is generally infeasible in offline game-solving to even verify a proposed solution is a true equilibrium. Therefore, we consider the relative probability of low regret (i.e., closeness to equilibrium) across candidates based on the information available. Specifically, we extend Policy Space Response Oracles (PSRO), an online game-solving approach, by quantifying game dynamics uncertainty and modifying the RL objective to skew towards solutions more likely to have low regret in the true game. We further propose a novel meta-strategy solver, tailored for the offline setting, to guide strategy exploration in PSRO. Our incorporation of Conservatism principles from Offline reinforcement learning approaches for strategy Exploration gives our approach its name: COffeE-PSRO. Experiments demonstrate COffeE-PSRO's ability to extract lower-regret solutions than state-of-the-art offline approaches and reveal relationships between algorithmic components empirical game fidelity, and overall performance.

  • 2 authors
·
Feb 26