Papers › Sliced Score Matching: A Scalable Approach to Density and Score Estimation

Sliced Score Matching: A Scalable Approach to Density and Score Estimation

17 May 2019arXiv:1905.07088archive 2025-07-28

Yang Song, Sahaj Garg, Jiaxin Shi, Stefano Ermon

Score matching is a popular method for estimating unnormalized statistical models. However, it has been so far limited to simple, shallow models or low-dimensional data, due to the difficulty of computing the Hessian of log-density functions. We show this difficulty can be mitigated by projecting the scores onto random vectors before comparing them. This objective, called sliced score matching, only involves Hessian-vector products, which can be easily implemented using reverse-mode automatic differentiation. Therefore, sliced score matching is amenable to more complex models and higher dimensional data compared to score matching. Theoretically, we prove the consistency and asymptotic normality of sliced score matching estimators. Moreover, we demonstrate that sliced score matching can be used to learn deep score estimators for implicit distributions. In our experiments, we show sliced score matching can learn deep energy-based models effectively, and can produce accurate score estimates for applications such as variational inference with implicit distributions and training Wasserstein Auto-Encoders.

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ermongroup/sliced_score_matching officialmentioned on GitHubpytorchGPL-3.0 report
Ending2015a/toy_gradlogp mentioned on GitHubpytorch report
Lornatang/PyTorch-NCSN mentioned on GitHubpytorch report
baofff/BiSM mentioned on GitHubpytorch report
ermongroup/ncsn mentioned on GitHubpytorch report
voxmenthe/ncsn_1 mentioned on GitHubpytorchGPL-3.0 report

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Variational Inference

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