This is a recent work by Jingbo Liu I found to be very thought-provoking: maybe we can use the score function for something other than diffusion-based sampling! Below I try to summarize my main takeaways.
1. Gaussian Sampling Setup
Target distribution.
q=N(0,Σ)=N(0,Λ−1),Λ:=Σ−1≻0(precision matrix).
Goal: Sample from q.
Method: Approximate Λ−1/2Z for Z∼N(0,I).
Why: If Y=Λ−1/2Z, then Y∼N(0,Λ−1) because Cov(Y)=Λ−1/2IΛ−1/2=Λ−1.
Assume:spec(Λ)⊆[1,κ]; up to diagonalization, its eigenvalues lie between 1 and κ.
2. Approximate Λ−1/2Z with Non-Annealed Score s0
Non-annealed score. For q=N(0,Λ−1),
s0(x)≜∇logq(x)=−Λx.
Idea: Since s0(x)=−Λx, score queries give polynomial approximations Λ−1/2Z≈p(Λ)Z, where p(Λ)Z=a0Z+a1ΛZ+⋯+akΛkZ.
Need:p(λ)≈λ−1/2 uniformly for λ∈[1,κ].
Known: Chebyshev polynomials achieve this with degree k=O(κ).
Conclusion: Non-annealed score access samples from q using O(κ) queries.
3. Paper Contribution: Smoothed Score sτ
Smoothed score.
qτ=q∗N(0,τI)=N(0,Λ−1+τI),sτ(x)=−(Λ−1+τI)−1x.
Algorithm 1 big idea:
Score ⇒ resolvent:τZ+τ2sτ(Z)=(Λ+τ−1I)−1Z.
Idea: Approximate Λ−1/2 by ∑j∈Jcj(Λ+αjI)−1 for some cj,αj>0.
Succeeds if:r(λ)≜∑j∈Jλ+αjcj≈λ−1/2 uniformly for λ∈[1,κ], since each eigenvector is mapped as v↦r(λ)v.
Why reasonable:x−1/2=∫0∞π1α−1/2x+α1dα, so a change of variables and finite quadrature give a sum of shifted inverses.
4. Algorithm 1: Exact Rational Sampler
Algorithm 1: Exact Rational Sampler
Input:δTV∈(0,1) and κ≥1.
Set η=4dδTV, compute h,M,N,J,αj,cj as in Section B.1 of the paper, and set τj:=αj−1.
Draw Z∼N(0,Id).
For each j∈J, query sτj(Z) and form Xj=τjZ+τj2sτj(Z).
Output Y=∑j∈JcjXj.
Since Xj=(Λ+αjI)−1Z, the output is Y=r(Λ)Z≈Λ−1/2Z.
Theorem 1
For a centered target q=N(0,Λ−1) with spec(Λ)⊆[1,κ], Algorithm 1 satisfies
using exact smoothed-score queries. The condition-number dependence improves from roughly κ to logκ.
5. Polynomial vs. Rational Oracle Access
Ordinary Score: Polynomial Access
One query:s0(v)=−Λv.
After k queries:pk(Λ)Z=∑ℓ=0kaℓΛℓZ.
Scalar basis:1,x,x2,…,xk.
Smoothed Score: Rational Access
One query at τ=α−1:(Λ+αI)−1v.
After k queries:rk(Λ)Z=∑j=1kcj(Λ+αjI)−1Z.
Scalar basis:x+α11,…,x+αk1.
Why This Matters
pk(x)≈x−1/2:k=O(κ)vs.rk(x)≈x−1/2:k=O(logκ).
Shifted inverses capture the inverse-like shape of x−1/2 directly.
6. Main Point of the Paper
Claim: Rational functions are a richer approximation class than polynomials. Smoothed-score queries provide access to rational functions, while non-annealed score queries provide access only to polynomials.
Consequence: Smoothed scores reduce the condition-number dependence of Gaussian sampling from O(κ) to roughly O(logκ), up to additional logarithmic factors in dimension and accuracy.