{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/an-optimal-control-perspective-on-diffusion","title":"An optimal control perspective on diffusion-based generative modeling","arxiv_id":"2211.01364","date":"2022-11-02","proceeding":null,"authors":["Julius Berner","Lorenz Richter","Karen Ullrich"],"abstract":"We establish a connection between stochastic optimal control and generative models based on stochastic differential equations (SDEs), such as recently developed diffusion probabilistic models. In particular, we derive a Hamilton-Jacobi-Bellman equation that governs the evolution of the log-densities of the underlying SDE marginals. This perspective allows to transfer methods from optimal control theory to generative modeling. First, we show that the evidence lower bound is a direct consequence of the well-known verification theorem from control theory. Further, we can formulate diffusion-based generative modeling as a minimization of the Kullback-Leibler divergence between suitable measures in path space. Finally, we develop a novel diffusion-based method for sampling from unnormalized densities -- a problem frequently occurring in statistics and computational sciences. We demonstrate that our time-reversed diffusion sampler (DIS) can outperform other diffusion-based sampling approaches on multiple numerical examples.","url_abs":"https://arxiv.org/abs/2211.01364v3","url_pdf":"https://arxiv.org/pdf/2211.01364v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"an-optimal-control-perspective-on-diffusion","repo_url":"https://github.com/juliusberner/sde_sampler","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[],"methods":[{"method_slug":"diffusion","method_name":"Diffusion"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2211.01364","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}