Tensor Train Diffusion: Leveraging Low-Rank Structures for High-Dimensional Score-Based Sampling

· Source: stat.ML updates on arXiv.org · Field: Technology & Digital — Artificial Intelligence & Machine Learning, Data Science & Analytics · Depth: Expert, extended

Summary

Tensor Train Diffusion (TTD) is a novel and efficient method for sampling from complex, unnormalized probability densities by solving high-dimensional Hamilton-Jacobi-Bellman (HJB) equations. This approach utilizes functional tensor train (FTT) representations, which exploit latent low-rank structures to efficiently approximate high-dimensional functions, enabling both model compression and rapid computation. TTD integrates this FTT representation with a backward-in-time iterative scheme derived from backward stochastic differential equations (BSDEs), offering a fast, robust, and accurate alternative to traditional neural network-based PDE solvers like PINNs, which often suffer from long training times and hyperparameter sensitivity. Numerical experiments demonstrate TTD's superior performance, outperforming existing diffusion-based samplers such as DIS and PIS in both speed and accuracy on challenging Multiwell problems (up to d=50 with 32 modes) and \u03c6^4 scalar field theory. Training times ranged from 1 minute for d=10 to 300 minutes for d=50.

Key takeaway

For research scientists developing generative models or performing Bayesian inference with complex, high-dimensional probability distributions, you should evaluate Tensor Train Diffusion (TTD). This method offers a faster, more accurate, and robust sampling solution than neural network-based PDE solvers. TTD reduces training times and hyperparameter sensitivity, enabling high-fidelity samples from challenging multimodal targets. Consider integrating TTD to accelerate your research and improve the quality of your generative processes.

Key insights

Low-rank tensor train approximations efficiently solve high-dimensional HJB equations for robust, fast, and accurate sampling from complex densities.

Principles

Method

TTD combines FTT representations with a backward-in-time iterative scheme derived from BSDEs, optimizing via alternating least squares (ALS) and adaptively adjusting regularization, rank, and basis degrees.

In practice

Topics

Code references

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Editorial summary, takeaway, and curation by AIssential. Original article published by stat.ML updates on arXiv.org.