Asymptotic Preservation and Uniform Accuracy of Diffusion and Flow-Matching Samplers

Recent work has popularized a practical recipe in diffusion and flow matching: predict the clean signal $x$, convert it to a velocity, and train through a velocity-space loss. The conversion contains a singular endpoint amplification and therefore appears prone to unstable optimization, yet recent systems obtain strong empirical results with this recipe. We investigate this tension through the integrability of the pre-optimizer stochastic-gradient second moment. Under stated initialization conditions, the moment diverges under Uniform sampling; boundary-suppressing sampling can restore integrability under an additional upper-growth condition. We then show that prediction--loss alignment eliminates this conversion-induced source of non-integrability. Under a uniform moment bound, alignment yields a finite second moment for every timestep density, including Uniform sampling. Controlled experiments across continuous and binary settings reproduce the predicted sampler-dependent instability and show that aligned objectives remain trainable across the tested samplers. These results reconcile pointwise amplification with sampler-dependent empirical success and support alignment as a principled route to more robust flow-matching training.

Reinforcement learning (RL) has become an effective way to improve prompt alignment and perceptual quality in diffusion and flow-matching generators. A critical step for applying online RL to flow matching is turning the deterministic sampling trajectory into a stochastic policy, typically by replacing the reverse-time Ordinary Differential Equation (ODE) with a Stochastic Differential Equation (SDE). The stochastic sampler, controlling the exploration behavior and denoising dynamics, is thus part of the policy, and its design can significantly affect the reward optimization performance. We break down the sampler design into two interdependent components: choosing the right amount of stochastic exploration, and discretizing the resulting SDE faithfully at the small step counts used in RL. To address the first component, we analyze the inherent tension between exploration and stability in denoising and derive an SDE schedule that balances the two. Turning to the discretization challenge, we use a toy example to show that existing samplers can deviate from the flow-matching process, either by introducing excessive discretization noise or by relying on heuristic rules that do not guarantee convergence to the data distribution. To address these issues, we propose Precise, a new stochastic sampler that balances effective exploration with stability. Crucially, Precise keeps the denoising trajectory SDE-consistent through a novel approximation that freezes the clean-latent posterior mean, resolving the excess noise issue in standard samplers. Extensive experiments demonstrate that this formulation leads to significantly faster and more stable reward optimization via reinforcement learning, achieving state-of-the-art alignment scores (e.g., PickScore, HPSv2.1) while requiring 13.1-53.2% less wall-clock training time to match the best in-domain performance of prior samplers.

Diffusion probabilistic models generate samples by learning to reverse a noise-injection process that transforms data into noise. A key development is the reformulation of the reverse sampling process as a deterministic probability flow ordinary differential equation (ODE), which allows for efficient sampling using high-order numerical solvers. Unlike traditional time integrator analysis, the accuracy of this sampling procedure depends not only on numerical integration errors but also on the approximation quality and regularity of the learned score function, as well as their interaction. In this work, we present a rigorous convergence analysis of deterministic samplers derived from probability flow ODEs for general forward processes with arbitrary variance schedules. Specifically, we develop and analyze $p$-th order (exponential) Runge-Kutta schemes, under the practical assumption that the first and second derivatives of the learned score function are bounded. We prove that the total variation distance between the generated and target distributions can be bounded as \begin{align*} O\bigl(d^{\frac{7}{4}}\varepsilon_{\text{score}}^{\frac{1}{2}} +d(dH_{\max})^p\bigr), \end{align*} where $\varepsilon^2_{\text{score}}$ denotes the $L^2$ error in the score function approximation, $d$ is the data dimension, and $H_{\max}$ represents the maximum solver step size. Numerical experiments on benchmark datasets further confirm that the derivatives of the learned score function are bounded in practice.