Tensor Train Diffusion: Leveraging Low-Rank Structures for High-Dimensional Score-Based Sampling
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
- High-dimensional functions often exhibit latent low-rank structures.
- HJB equations can be solved via backward SDEs.
- Tensor train formats enable efficient regression-based PDE solvers.
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
- Apply TTD to high-dimensional, multimodal sampling.
- Use Legendre, B-spline, or Fourier bases.
- Employ adaptive rank and basis degree selection.
Topics
- Tensor Train Diffusion
- HJB Equations
- High-Dimensional Sampling
- Low-Rank Approximation
- Diffusion Models
- BSDEs
Code references
Best for: AI Scientist, Research Scientist
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Editorial summary, takeaway, and curation by AIssential. Original article published by stat.ML updates on arXiv.org.