Bridging SPDE theory and Score-based Generative Models: Stochastic Fok…
김선우
27동 220호
0
587
2025.04.24 13:02
| 구분 | 박사학위 논문 발표 |
|---|---|
| 일정 | 2025-06-02 18:00 ~ 19:30 |
| 강연자 | 서준수 (서울대하교) |
| 기타 | |
| 담당교수 | Otto van Koert |
일시: 2025년 6월 2일 18시 20분
장소: 27동 220호
제목: Bridging SPDE theory and Score-based Generative Models: Stochastic Fokker-Planck equation and Evaluation Metric
초록: Score-based Generative Models (SGMs) have significantly advanced high-dimensional data generation using stochastic differential equations (SDEs). Separately, Stochastic Partial Differential Equations (SPDEs) provide frameworks for modeling processes evolving in infinite-dimensional function spaces. While connections between SGMs and SPDEs are emerging, this work introduces a novel approach linking SPDEs to SGMs. We derive an error function from the Fokker-Planck equation associated with the reverse process of SGMs and hypothesize that we can model this error as an infinite-dimensional stochastic process. To apply this hypothesized connection, we propose a specific SPDE intended to govern this error process. We prove the existence and uniqueness of its solution, thereby ensuring our modeling approach is well-grounded. Building upon this validated SPDE formulation, we introduce the SPDE-Induced Evaluation Metric (SIEM). Developing a practical implementation for SIEM requires addressing the computational challenge posed by its inherent infinite-dimensionality; we achieve this through a spatial homogeneous Wiener process to reduce the problem to a one-dimensional calculation, and via denoising score matching, allowing us to utilize existing SGM implementations directly. Our experimental results demonstrate that SIEM works effectively across various datasets. These results show that our mathematical modeling is sound and also holds practical potential. Finally, we discuss the implications of our hypothesis and outline potential developments.
