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Yan Lin 2026-01-30 22:04:35 +01:00
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@ -15,12 +15,12 @@ $$
where $\mu$ is the drift component that is deterministic, and $\sigma$ is the diffusion term driven by Brownian motion (denoted by $W_t$) that is stochastic. This differential equation specifies a *time-dependent vector (velocity) field* telling how a data point $x_t$ should be moved as time $t$ evolves from $t=0$ to $t=1$ (i.e., a *flow* from $x_0$ to $x_1$). Below we give an illustration where $x_t$ is 1-dimensional:
![Vector field between two distributions](vector-field.png)
![Vector field between two distributions](vector-field.webp)
> Vector field between two distributions specified by a differential equation.
When $\sigma(x_t,t)\equiv 0$, we get an *ordinary differential equation (ODE)* where the vector field is deterministic, i.e., the movement of $x_t$ is fully determined by $\mu$ and $t$. Otherwise, we get a *stochastic differential equation (SDE)* where the movement of $x_t$ has a certain level of randomness. Extending the previous illustration, below we show the difference in flow of $x_t$ under ODE and SDE:
![ODE vs SDE movements](ode-sde-difference.png)
![ODE vs SDE movements](ode-sde-difference.webp)
> Difference of movements in vector fields specified by ODE and SDE. *Source: Song, Yang, et al. "Score-based generative modeling through stochastic differential equations."* Note that their time is reversed.
As you would imagine, once we manage to solve the differential equation, even if we still cannot have a closed form of $p(x_1)$, we can sample from $p(x_1)$ by sampling a data point $x_0$ from $p(x_0)$ and get the generated data point $x_1$ by calculating the following forward-time integral with an integration technique of our choice:
@ -31,7 +31,7 @@ $$
Or more intuitively, moving $x_0$ towards $x_1$ along time in the vector field:
![Flow of data point](flow-data-point.png)
![Flow of data point](flow-data-point.webp)
> A flow of data point moving from $x_0$ towards $x_1$ in the vector field.
## ODE and Flow Matching
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Although the ground truth vector field is designed to be straight, in practice it usually is not. When the data space is high-dimensional and the target distribution $p(x_1)$ is complex, there will be multiple pairs of $(x_0, x_1)$ that result in the same intermediate data point $x_t$, thus multiple velocities $x_1-x_0$. At the end of the day, the actual ground truth velocity at $x_t$ will be the average of all possible velocities $x_1-x_0$ that pass through $x_t$. This will lead to a "curvy" vector field, illustrated as follows:
![Curvy vector field](curvy-vector-field.png)
![Curvy vector field](curvy-vector-field.webp)
> Left: multiple vectors passing through the same intermediate data point. Right: the resulting ground truth vector field. *Source: Geng, Zhengyang, et al. "Mean Flows for One-step Generative Modeling."* Note $z_t$ and $v$ in the figure correspond to $x_t$ and $\mu$ in this post, respectively.
As we discussed, when you calculate the ODE integral, you are using the instantaneous velocity--tangent of the curves in the vector field--of each step. You would imagine this will lead to subpar performance when using a small number $N$ of steps, as demonstrated below:
![Few-step sampling failure](few-step-sampling.png)
![Few-step sampling failure](few-step-sampling.webp)
> Native flow matching models fail at few-step sampling. *Source: Frans, Kevin, et al. "One step diffusion via shortcut models."*
### Shortcut Vector Field
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Where $\text{sg}$ is stop gradient, i.e., detach $\mathbf{u}_\text{target}$ from back propagation, making it a pseudo ground truth. Below is an illustration of the training process provided in the original paper.
![Shortcut model training](shortcut-training.png)
![Shortcut model training](shortcut-training.webp)
> Training of the shortcut models with self-consistency loss.
#### Mean Flow
Mean flow is another work sharing the idea of learning velocities that take large step size shortcuts but with a stronger theoretical foundation and a different approach to training.
![Average velocity illustration](average-velocity.png)
![Average velocity illustration](average-velocity.webp)
> Illustration of the average velocity provided in the original paper.
Mean flow defines an *average velocity* as a shortcut between times $t$ and $r$ where $t$ and $r$ are independent:
@ -256,7 +256,7 @@ One caveat of training a "shortcut SDE" is that the ideal result of one-step sam
Below are some preliminary results I obtained from a set of amorphous material generation experiments. You don't need to understand the figure--just know that it shows that applying the idea of learning shortcuts to SDE does yield better results compared to the vanilla SDE when using few-step sampling.
![SDE shortcut results](sde-results.png)
![SDE shortcut results](sde-results.webp)
> Structural functions of generated materials, sampled in 10 steps.
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