Generative Models

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May 19, 2026 · stat.MLJ/K move · Enter open · S save

Tail Annealing for Heavy-Tailed Flow Matching

Jean Pachebat

1CMAP, Ecole Polytechnique, Institut Polytechnique de Paris, France.

Standard generative models struggle with heavy-tailed data: Lipschitz architectures cannot produce power-law tails from Gaussian noise, and interpolating between heavy-tailed data and Gaussians is ill-posed. We propose a simple fix: apply the soft-log transform

φ(x) = \mathrm{sign}(x) \cdot \log(1 + |x|)

coordinate-wise to data before training, then exponentiate samples after generation. A Hill diagnostic decides per-coordinate whether to transform, leaving light-tailed margins untouched at no added complexity. This compresses heavy tails into a range where standard flow matching succeeds, without heavy-tailed base distributions or architectural modifications. We provide theoretical intuition for why this works: the log-transform maps Pareto tails to exponentials, and the induced dynamics implement a form of tail annealing via power transformations. On a 144-configuration multivariate benchmark (3 copulas,

d

up to 100, 4 tail indices), Log-FM dominates specialized baselines on

W_1

, CVaR

_{99}

, and extreme-quantile metrics, and is the only method with zero severe divergences across 2{,}880 runs.

Long-Tailed Distribution Conditional Flow Matching Generative Models Cosine Annealing Lipschitz Constant

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