Learning of continuous exponential family distributions with unbounded support remains an important area of research for both theory and applications in high-dimensional statistics. In recent years, score matching has become a widely used method for learning exponential families with continuous variables due to its computational ease when compared against maximum likelihood estimation. However, theoretical understanding of the statistical properties of score matching is still lacking. In this work, we provide a non-asymptotic sample complexity analysis for learning the structure of exponential families of polynomials with score matching. The derived sample bounds show a polynomial dependence on the model dimension. These bounds are the first of its kind, as all prior work has shown only asymptotic bounds on the sample complexity.
Maximum likelihood (ML) estimation is a principled and statistically efficient approach for learning probabilistic models. However, for unnormalized models, ML estimation requires evaluating the partition function and differentiating through it, which may not always be tractable. Score matching provides a practically viable alternative that circumvents this obstacle by fitting the score in a way that eliminates dependence on the normalizing constant. We derive the generalized score matching objective on a convex subset of Rd constructively starting from Minimum Probability Flow (MPF) learning, and show how classical score matching as well as domain-adapted variants for non-negative data arise naturally within the proposed framework. We show that the resulting objective is a {\it proper local scoring rule} of second-order, which provides the theoretical guarantee that the true density is recovered when the objective is minimized. Furthermore, for a model belonging to the exponential family, we establish convexity of the objective together with consistency of the finite-sample estimator under standard regularity conditions. Our derivation sheds new light on the scope and applicability of generalized score matching in various problem settings. We compare generalized score matching-based estimators on constrained domains, where the partition function is analytically intractable. We provide experimental results on parameter estimation for model densities belonging to the exponential family defined over convex subsets of Rd, and a generative modeling use-case to demonstrate broader applicability of the proposed generalized score matching framework.
Score matching is an alternative to maximum likelihood estimation when the normalizing constant is unknown or too costly to evaluate. However, vanilla score matching has shown to be inefficient relative to maximum likelihood estimation for multimodal distributions with well-separated modes, which are commonly encountered in practical applications. We compare a novel diffusion-based denoising score matching estimator (DDSME) to the vanilla score matching estimator (SME) in this scenario. In particular, we prove statistical guarantees for both estimators, showing that the error bound for the vanilla SME worsens when the separation between the modes increases, which can be avoided in case of the DDSME with suitable hyperparameter tuning. This provides a novel theoretical explanation for the superior behavior of diffusion-based score matching over the vanilla version.
Benedikt Lütke Schwienhorst, Nadja Klein, Johannes Lederer
We study the theoretical behavior of denoising score matching--the learning task associated to diffusion models--when the data distribution is supported on a low-dimensional manifold and the score is parameterized using a random feature neural network. We derive asymptotically exact expressions for the test, train, and score errors in the high-dimensional limit. Our analysis reveals that, for linear manifolds the sample complexity required to learn the score function scales linearly with the intrinsic dimension of the manifold, rather than with the ambient dimension. Perhaps surprisingly, the benefits of low-dimensional structure starts to diminish once we have a non-linear manifold. These results indicate that diffusion models can benefit from structured data; however, the dependence on the specific type of structure is subtle and intricate.