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(ICLR2021) Score-Based Generative Modeling thro...

Avatar for Shumpei Takezaki Shumpei Takezaki
April 23, 2025
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(ICLR2021) Score-Based Generative Modeling through Stochastic Differentialย Equations

Avatar for Shumpei Takezaki

Shumpei Takezaki

April 23, 2025
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  1. โ€ข ็›ฎๆจ™: ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใŒ็ขบ็އๅพฎๅˆ†ๆ–น็จ‹ๅผใจใ—ใฆๅฎšๅผๅŒ–ใงใใ‚‹ใ“ใจใ‚’็†่งฃใ™ใ‚‹ ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใ‚’็ขบ็އๅพฎๅˆ†ๆ–น็จ‹ๅผใงๆ‰ใˆใ‚‹ 1 d๐’™ = ๐‘“ ๐‘ก ๐’™

    d๐‘ก + ๐‘” ๐‘ก d๐’˜ ๐’™0 ๐’™๐‘‡ Forward SDE (data โ†’ noise) ๐’™0 ๐’™๐‘‡ d๐’™ = ๐‘“ ๐‘ก ๐’™ โˆ’ ๐‘”2 ๐‘ก ๐›๐’™ log ๐‘๐‘ก ๐’™ d๐‘ก + ๐‘” ๐‘ก dเดฅ ๐’˜ Reverse SDE (noise โ†’ data) Score
  2. โ€ข ๆ‹กๆ•ฃ้Ž็จ‹ใซๅŸบใฅใ็”Ÿๆˆใƒขใƒ‡ใƒซ โ€ข ๅพใ€…ใซใƒŽใ‚คใ‚บใ‚’ๅŠ ใˆใ‚‹ๆ‹กๆ•ฃ้Ž็จ‹ใ‚’่€ƒใˆ๏ผŒ้€†ๆ–นๅ‘ใซ่พฟใ‚‹(้€†ๆ‹กๆ•ฃ้Ž็จ‹)ใ“ใจใง็”Ÿๆˆ โ€ข ๆ™‚ๅˆปใฎๆฆ‚ๅฟตใ‚’ๅฐŽๅ…ฅ (ๆ™‚ๅˆป0ใŒใƒ‡ใƒผใ‚ฟ๏ผŒๆ™‚ๅˆปTใŒๅฎŒๅ…จใชใƒŽใ‚คใ‚บ) ๆ‹กๆ•ฃใƒขใƒ‡ใƒซ: ๅ…จไฝ“ๅƒ 2

    ๆ‹กๆ•ฃ้Ž็จ‹ (data โ†’ noise): ๅพฎๅฐใชใƒŽใ‚คใ‚บใ‚’ไป˜ๅŠ  ้€†ๆ‹กๆ•ฃ้Ž็จ‹ (noise โ†’ data): ๅพฎๅฐใชใƒŽใ‚คใ‚บใ‚’ใƒขใƒ‡ใƒซใง้™คๅŽป ๐’™0 ๐’™๐‘‡ โ€ฆ โ€ฆ โ€ฆ โ€ฆ ๐’™๐‘กโˆ’1 ๐’™๐‘ก ใƒŽใ‚คใ‚บๆŽจๅฎšใƒขใƒ‡ใƒซ ( )ใ‚’ๅญฆ็ฟ’ ๐๐œฝ
  3. โ€ข ๆ‹กๆ•ฃ้Ž็จ‹ใซๅŸบใฅใ็”Ÿๆˆใƒขใƒ‡ใƒซ โ€ข ๅพใ€…ใซใƒŽใ‚คใ‚บใ‚’ๅŠ ใˆใ‚‹ๆ‹กๆ•ฃ้Ž็จ‹ใ‚’่€ƒใˆ๏ผŒ้€†ๆ–นๅ‘ใซ่พฟใ‚‹(้€†ๆ‹กๆ•ฃ้Ž็จ‹)ใ“ใจใง็”Ÿๆˆ โ€ข ๆ™‚ๅˆปใฎๆฆ‚ๅฟตใ‚’ๅฐŽๅ…ฅ (ๆ™‚ๅˆป0ใŒใƒ‡ใƒผใ‚ฟ๏ผŒๆ™‚ๅˆปTใŒๅฎŒๅ…จใชใƒŽใ‚คใ‚บ) โ‘ข ๆ‹กๆ•ฃใƒขใƒ‡ใƒซ: ๅ…จไฝ“ๅƒ

    3 ๆ‹กๆ•ฃ้Ž็จ‹ (data โ†’ noise): ๅพฎๅฐใชใƒŽใ‚คใ‚บใ‚’ไป˜ๅŠ  ้€†ๆ‹กๆ•ฃ้Ž็จ‹ (noise โ†’ data): ๅพฎๅฐใชใƒŽใ‚คใ‚บใ‚’ใƒขใƒ‡ใƒซใง้™คๅŽป ๐’™0 ๐’™๐‘‡ โ€ฆ โ€ฆ โ€ฆ โ€ฆ ๐’™๐‘กโˆ’1 ๐’™๐‘ก ใƒŽใ‚คใ‚บๆŽจๅฎšใƒขใƒ‡ใƒซ ( )ใ‚’ๅญฆ็ฟ’ ๐๐œฝ โ‘  โ‘ก
  4. โ€ข ๅ„ๆ™‚ๅˆปใซใŠใ‘ใ‚‹ใƒŽใ‚คใ‚บไป˜ไธŽใ‚’ๅฎš็พฉ โ€ข ๐’™๐‘ก ใŒๅพ“ใ†ๅˆ†ๅธƒ๐‘๐‘ก ใฏ๐’™0 ใฎๆกไปถไป˜ใ็ขบ็އใฎๅฝขใงๆ›ธใใจใ‚ฌใ‚ฆใ‚นๅˆ†ๅธƒใจใชใ‚‹ ๆ‹กๆ•ฃใƒขใƒ‡ใƒซโ‘ : ๆ‹กๆ•ฃ้Ž็จ‹ใฎๅฎš็พฉ 4

    ๐’™๐‘ก = 1 โˆ’ ๐›ฝ๐‘ก ๐’™๐‘กโˆ’1 + ๐›ฝ๐‘ก ๐ ๐: ๆจ™ๆบ–ๆญฃ่ฆๅˆ†ๅธƒใซๅพ“ใ†ใƒŽใ‚คใ‚บ ๐›ฝ๐‘ก : ๅ„ๆ™‚ๅˆปใงไป˜ๅŠ ใ™ใ‚‹ใƒŽใ‚คใ‚บๅผทๅบฆ, 0 < ๐›ฝ1 < โ‹ฏ < ๐›ฝ๐‘‡ < 1 ๐’™๐‘ก = 1 โˆ’ ๐›ฝ๐‘ก ร— ๐’™๐‘กโˆ’1 + ๐›ฝ๐‘ก ร— ๐ ๐‘๐‘ก (๐’™๐‘ก |๐’™0 ) โ‰” ๐‘ ๐’™๐‘ก ; เดค ๐›ผ๐‘ก ๐’™0 , (1 โˆ’ เดค ๐›ผ๐‘ก )๐‘ฐ ใ“ใ“ใง๏ผŒ๐›ผ๐‘ก = 1 โˆ’ ๐›ฝ๐‘ก , เดค ๐›ผ๐‘ก = ฯ‚๐‘ =1 ๐‘ก ๐›ผ๐‘  โ€ปๅฐŽๅ‡บใฏp24ใ‚’ๅ‚็…ง ๐’™๐‘ก = เดค ๐›ผ๐‘ก ๐’™0 + 1 โˆ’ เดค ๐›ผ๐‘ก ๐
  5. โ€ข ใƒ‡ใƒผใ‚ฟใซไป˜ไธŽใ•ใ‚ŒใŸใƒŽใ‚คใ‚บใ‚’ๆŽจๅฎšใ™ใ‚‹ใ‚ˆใ†ใซใƒขใƒ‡ใƒซใ‚’ๅญฆ็ฟ’ ๆ‹กๆ•ฃใƒขใƒ‡ใƒซโ‘ก: ใƒŽใ‚คใ‚บๆŽจๅฎšใƒขใƒ‡ใƒซใฎๅญฆ็ฟ’ 5 2ไน—่ชคๅทฎ ๆœ€ๅฐๅŒ– ๆŽจๅฎšใƒŽใ‚คใ‚บ ๐๐œƒ (

    เดค ๐›ผ๐‘ก ๐’™0 + 1 โˆ’ เดค ๐›ผ๐‘ก ๐, ๐‘ก) ใƒŽใ‚คใ‚บ ๐~๐‘(๐ŸŽ, ๐‘ฐ) ๅฎŸใƒ‡ใƒผใ‚ฟ ๐’™0 ~๐‘0 (๐’™0 ) ๆ™‚ๅˆป ๐‘ก~๐‘ˆ(1, ๐‘‡) ้‡ใฟ๐œฝๆ›ดๆ–ฐ ใƒŽใ‚คใ‚บไป˜ใใƒ‡ใƒผใ‚ฟ เดค ๐›ผ๐‘ก ๐’™๐ŸŽ + 1 โˆ’ เดค ๐›ผ๐‘ก ๐ โ„’DM = ๐”ผ ๐‘ก~๐‘ˆ 1,๐‘‡ ,๐’™0~๐‘0 ๐’™๐ŸŽ ,๐~๐‘ ๐ŸŽ,๐‘ฐ ||๐๐œƒ เดค ๐›ผ๐‘ก ๐’™0 + 1 โˆ’ เดค ๐›ผ๐‘ก ๐, ๐‘ก โˆ’ ๐||2 ๐๐œฝ
  6. โ€ข ใƒŽใ‚คใ‚บๆŽจๅฎšใƒขใƒ‡ใƒซใ‚’็”จใ„ใฆๅพใ€…ใซใƒ‡ใƒผใ‚ฟใฎใƒŽใ‚คใ‚บใ‚’้™คๅŽป ๆ‹กๆ•ฃใƒขใƒ‡ใƒซโ‘ข: ้€†ๆ‹กๆ•ฃ้Ž็จ‹ใงใฎใƒ‡ใƒผใ‚ฟ็”Ÿๆˆ 6 ๆ™‚ๅˆป๐‘ก ๐’™๐‘ก (๐‘ฅ๐‘‡ ~๐‘(๐ŸŽ, ๐‘ฐ))

    ๆŽจๅฎšใƒŽใ‚คใ‚บ ๐๐œƒ (๐’™๐‘ก , ๐‘ก) ๆธ›่กฐใƒŽใ‚คใ‚บ ๐›ฝ๐‘ก ๐’› ๐’™๐‘กโˆ’1 ๐๐œฝ ๐’™๐‘กโˆ’1 = 1 ๐›ผ๐‘ก ๐’™๐‘ก โˆ’ ๐›ฝ๐‘ก 1 โˆ’ เดค ๐›ผ๐‘ก ๐๐œƒ (๐’™๐‘ก , ๐‘ก) + ๐›ฝ๐‘ก ๐’›, ๐’›~๐‘(๐ŸŽ, ๐‘ฐ)
  7. โ€ข Step 1: ใ€Œๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฎๆ‹กๆ•ฃ้Ž็จ‹ โ†’ Forward SDEใ€ ใฎๅฐŽๅ‡บ โ€ข Step

    2: ใ€ŒForward SDE โ†’ Reverse SDEใ€ ใฎๅฐŽๅ‡บ โ€ข Step 3: ใ€ŒReverse SDE ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฎ้€†ๆ‹กๆ•ฃ้Ž็จ‹ใ€ ใฎ้–ขไฟ‚ ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใ‹ใ‚‰็ขบ็އๅพฎๅˆ†ๆ–น็จ‹ๅผ (SDE)ใธใฎๆตใ‚Œ 7 ๆ‹กๆ•ฃ้Ž็จ‹ ๆ‹กๆ•ฃใƒขใƒ‡ใƒซ SDE Forward SDE ้€†ๆ‹กๆ•ฃ้Ž็จ‹ Reverse SDE Step 1 Step 2 Step 3 (dataโ†’noise) (noiseโ†’data)
  8. ๐’™๐‘ก+1 = 1 โˆ’ เทก ๐›ฝ๐‘ก+1 ๐‘‡ ๐’™๐‘ก + เทก

    ๐›ฝ๐‘ก+1 ๐‘‡ ๐ โ€ข ไบ‹ๅ‰ๆบ–ๅ‚™: 1ๆ™‚ๅˆปๅˆ†ใฎๆ‹กๆ•ฃ้Ž็จ‹ใฎๅ‡ฆ็†ใ‚’ไปฅไธ‹ใฎใ‚ˆใ†ใซๅค‰ๆ•ฐๅค‰ๆ› ๐’™๐‘ก+1 = 1 โˆ’ ๐›ฝ๐‘ก+1 ๐’™๐‘ก + ๐›ฝ๐‘ก+1 ๐ Step 1: ๆ‹กๆ•ฃ้Ž็จ‹ โ†’ Forward SDE 8 ใ“ใ“ใง๏ผŒ แˆ˜ ๐›ฝ๐‘ก = ๐‘‡๐›ฝ๐‘ก
  9. ๐’™๐‘ก+1 = 1 โˆ’ เทก ๐›ฝ๐‘ก+1 ๐‘‡ ๐’™๐‘ก + เทก

    ๐›ฝ๐‘ก+1 ๐‘‡ ๐ โ€ข ไบ‹ๅ‰ๆบ–ๅ‚™: 1ๆ™‚ๅˆปๅˆ†ใฎๆ‹กๆ•ฃ้Ž็จ‹ใฎๅ‡ฆ็†ใ‚’ไปฅไธ‹ใฎใ‚ˆใ†ใซๅค‰ๆ•ฐๅค‰ๆ› โ€ข ๆ™‚ๅˆปใ‚’t=0~Tใ‹ใ‚‰t=0~1ใซๆ›ธใๆ›ใˆใ‚‹ (ๆ™‚ๅˆปๆ•ฐTโ†’โˆžใจใ—ใŸๆฅต้™ใ‚’่€ƒใˆใŸใ„ใŸใ‚) โ€ข tโ†’t+1ใฎๆ‹กๆ•ฃใฏ๏ผŒtโ†’t+ฮ”t (ฮ”t=1/T) ใซๆ›ธใๆ›ใˆใ‚‰ใ‚Œใ‚‹ โ€ข ๐’™๐‘ก , ๐›ฝ๐‘ก ใฏ๏ผŒๆ™‚ๅˆปใฎ้–ขๆ•ฐ๐’™(๐‘ก), ๐›ฝ(๐‘ก)ใจใชใ‚‹ ๐’™๐‘ก+1 = 1 โˆ’ ๐›ฝ๐‘ก+1 ๐’™๐‘ก + ๐›ฝ๐‘ก+1 ๐ Step 1: ๆ‹กๆ•ฃ้Ž็จ‹ โ†’ Forward SDE 9 ๐’™ ๐‘ก + โˆ†๐‘ก = 1 โˆ’ ๐›ฝ ๐‘ก + โˆ†๐‘ก ๐’™ ๐‘ก + ๐›ฝ ๐‘ก + โˆ†๐‘ก ๐ โ‰ˆ ๐’™ ๐‘ก โˆ’ 1 2 ๐›ฝ ๐‘ก โˆ†๐‘ก ๐’™ ๐‘ก + ๐›ฝ ๐‘ก โˆ†๐‘ก๐ ฮ”t=0ๅ‘จใ‚Šใฎใƒ†ใ‚คใƒฉใƒผๅฑ•้–‹ใจ ๐›ฝ ๐‘ก + โˆ†๐‘ก โ‰ˆ ๐›ฝ(๐‘ก)ใ‚’ๅˆฉ็”จ ใ“ใ“ใง๏ผŒ แˆ˜ ๐›ฝ๐‘ก = ๐‘‡๐›ฝ๐‘ก
  10. โ€ข ๆ™‚ๅˆปๆ•ฐใ‚’ๅคšใใ—ใŸใจใใฎๆฅต้™ (ฮ”tโ†’0)ใ‚’่€ƒใˆใ‚‹ใจ๏ผŒ Step 1: ๆ‹กๆ•ฃ้Ž็จ‹ โ†’ Forward SDE 10

    ๐’™ ๐‘ก + โˆ†๐‘ก โˆ’ ๐’™ ๐‘ก = โˆ’1 2 ๐›ฝ ๐‘ก โˆ†๐‘ก ๐’™ ๐‘ก + ๐›ฝ ๐‘ก โˆ†๐‘ก๐ โˆ†๐‘ก โ†’ 0 SDEใจใ—ใฆไธ€่ˆฌๅŒ– (Ito SDE) d๐’™ = โˆ’1 2 ๐›ฝ ๐‘ก ๐’™ d๐‘ก + ๐›ฝ ๐‘ก d๐’˜ ๐’˜ใฏๆจ™ๆบ–wiener้Ž็จ‹ (โ‰’ ใƒฉใƒณใƒ€ใƒ ใƒŽใ‚คใ‚บ) d๐’™ = ๐‘“ ๐‘ก ๐’™๐‘‘๐‘ก + ๐‘” ๐‘ก ๐‘‘๐’˜ Forward SDE ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฏไปฅไธ‹ใฎๅ ดๅˆใซ่ฉฒๅฝ“ ๐‘“ ๐‘ก = โˆ’ 1 2 ๐›ฝ(๐‘ก), ๐‘” ๐‘ก = ๐›ฝ๐‘ก ๐’™๐‘ก ใ‚’ๅทฆ่พบใซ็งป้ … ๐’™(๐‘ก)ใ‚’๐’™ใจ็•ฅ่จ˜
  11. Step 2: Forward SDE โ†’ Reverse SDE 11 โ€ข Forward

    SDEใŒไปฅไธ‹ใฎ็ขบ็އๅพฎๅˆ†ๆ–น็จ‹ๅผใงไธŽใˆใ‚‰ใ‚Œใฆใ„ใ‚‹ใจใ™ใ‚‹ โ€ข ๅ…ˆใปใฉ็คบใ—ใŸใ‚ˆใ†ใซ๏ผŒใ“ใฎๅฝขๅผใฏๆ‹กๆ•ฃใƒขใƒ‡ใƒซใซใŠใ‘ใ‚‹ๆ‹กๆ•ฃ้Ž็จ‹ใ‚’็‰นๆฎŠ็ณปใจใ—ใฆๅซใ‚€ d๐’™ = ๐‘“ ๐‘ก ๐’™๐‘‘๐‘ก + ๐‘” ๐‘ก ๐‘‘๐’˜
  12. Step 2: Forward SDE โ†’ Reverse SDE 12 โ€ข Forward

    SDEใŒไปฅไธ‹ใฎ็ขบ็އๅพฎๅˆ†ๆ–น็จ‹ๅผใงไธŽใˆใ‚‰ใ‚Œใฆใ„ใ‚‹ใจใ™ใ‚‹ โ€ข ๅ…ˆใปใฉ็คบใ—ใŸใ‚ˆใ†ใซ๏ผŒใ“ใฎๅฝขๅผใฏๆ‹กๆ•ฃใƒขใƒ‡ใƒซใซใŠใ‘ใ‚‹ๆ‹กๆ•ฃ้Ž็จ‹ใ‚’็‰นๆฎŠ็ณปใจใ—ใฆๅซใ‚€ โ€ข ้€†้Ž็จ‹ใฎReverse SDEใฏไปฅไธ‹ใฎ็ขบ็އๅพฎๅˆ†ๆ–น็จ‹ๅผใงไธŽใˆใ‚‰ใ‚Œใ‚‹ โ€ข ๅฐŽๅ‡บใฏๅ‚่€ƒๆ–‡็Œฎใ‚’ๅ‚็…ง d๐’™ = ๐‘“ ๐‘ก ๐’™๐‘‘๐‘ก + ๐‘” ๐‘ก ๐‘‘๐’˜ d๐’™ = ๐‘“ ๐‘ก ๐’™ โˆ’ ๐‘”2 ๐‘ก ๐›๐’™ log ๐‘๐‘ก ๐’™ d๐‘ก + ๐‘” ๐‘ก dเดฅ ๐’˜ Reverse SDE ๐‘๐‘ก (๐’™) = ๐’™(๐‘ก)ใŒๅพ“ใ†็ขบ็އๅˆ†ๅธƒ
  13. Forward SDEใจReverse SDEใฎใ‚คใƒกใƒผใ‚ธ 13 ๐’™(1)~๐‘(๐ŸŽ, ๐‘ฐ) d๐’™ = ๐‘“ ๐‘ก

    ๐’™ โˆ’ ๐‘”2 ๐‘ก ๐›๐’™ log ๐‘๐‘ก ๐’™ d๐‘ก + ๐‘” ๐‘ก dเดฅ ๐’˜ ๐’™ ๐‘ก ~๐‘๐‘ก (๐’™) ๐‘ก โˆˆ (0,1) d๐’™ = ๐‘“ ๐‘ก ๐’™ d๐‘ก + ๐‘” ๐‘ก d๐’˜ ๐’™ ๐‘ก ~๐‘๐‘ก (๐’™) ๐‘ก โˆˆ (0,1) ๐’™(0)~๐‘0 (๐’™) ๐’™(0)~๐‘0 (๐’™) ๐’™(๐‘ก) ๐’™ ๐‘ก + d๐’™ ๐’™(๐‘ก) ๐’™ ๐‘ก + d๐’™
  14. โ€ข Reverse SDEใจใƒŽใ‚คใ‚บๆŽจๅฎšใƒขใƒ‡ใƒซใฎ้–ขไฟ‚ใฏไปฅไธ‹ใฎ้€šใ‚Š Step 3: Reverse SDE ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฎ้€†ๆ‹กๆ•ฃ้Ž็จ‹ 14 d๐’™

    = ๐‘“ ๐‘ก ๐’™ โˆ’ ๐‘”2 ๐‘ก ๐›๐’™ log ๐‘๐‘ก ๐’™ d๐‘ก + ๐‘” ๐‘ก dเดฅ ๐’˜ Score ๐’”๐œฝ ๐’™, ๐‘ก = โˆ’ ๐๐œฝ (๐’™, ๐‘ก) 1 โˆ’ เดค ๐›ผ๐‘ก ๐’”๐œฝ ๐’™, ๐‘ก โ‰ˆ ๐›๐’™ log ๐‘๐‘ก ๐’™ ใจใชใ‚‹ใ‚ˆใ†ๅญฆ็ฟ’ (ใ‚นใ‚ณใ‚ขๆŽจๅฎšใƒขใƒ‡ใƒซใฎไฝฟ็”จ) d๐’™ = ๐‘“ ๐‘ก ๐’™ โˆ’ ๐‘”2 ๐‘ก ๐’”๐œฝ (๐’™, ๐‘ก) d๐‘ก + ๐‘” ๐‘ก dเดฅ ๐’˜ Score function d๐’™ = ๐‘“ ๐‘ก ๐’™ โˆ’ เทค ๐‘” ๐‘ก ๐๐œฝ (๐’™, ๐‘ก) d๐‘ก + ๐‘” ๐‘ก dเดฅ ๐’˜ ใ“ใ“ใง๏ผŒ เทค ๐‘” ๐‘ก = ๐‘”2 ๐‘ก (โˆ’ 1 1 โˆ’ เดค ๐›ผ๐‘ก ) โ€ป ๐‘“(๐‘ก)ใ‚„๐‘”(๐‘ก)ใซๅ…ทไฝ“็š„ใช้–ขๆ•ฐใ‚’ไปฃๅ…ฅใ—๏ผŒ้›ขๆ•ฃๅŒ–ใ™ใ‚‹ใจๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฎ้€†ๆ‹กๆ•ฃ้Ž็จ‹ใจไธ€่‡ด Estimated noise ๐๐œฝ
  15. โ€ข SDEๅŒ–ใฎใƒกใƒชใƒƒใƒˆ โ€ข โ‘  ใƒ‡ใƒผใ‚ฟ็”Ÿๆˆ้ซ˜้€ŸๅŒ–: ใ‚ˆใ‚Šๆ—ฉใ๏ผŒใ‚ˆใ‚Š็ฒพๅบฆ่‰ฏใ็”Ÿๆˆ๏ผ โ€ข โ‘ก ็”Ÿๆˆใƒขใƒ‡ใƒซใฎ็ตฑไธ€็š„ใช่งฃ้‡ˆ: SDEใ‚’้€šใ—ใฆ็”Ÿๆˆใƒขใƒ‡ใƒซใŒใคใชใŒใ‚‹๏ผ

    ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใ‚’SDEๅŒ–ใ™ใ‚‹ใจใชใซใŒๅฌ‰ใ—ใ„ใฎ๏ผŸ 15 SDE solver ใƒ‡ใƒผใ‚ฟ็”Ÿๆˆ้€ŸๅบฆUPโ†‘ โ‘  ใƒ‡ใƒผใ‚ฟ็”Ÿๆˆ้ซ˜้€ŸๅŒ– โ‘ก็”Ÿๆˆใƒขใƒ‡ใƒซใฎ็ตฑไธ€็š„ใช่งฃ้‡ˆ SDE DDPM ๐‘“ ๐‘ก = โˆ’ 1 2 ๐›ฝ ๐‘ก ๐‘” ๐‘ก = ๐›ฝ๐‘ก SMLD ๐‘“ ๐‘ก = ? ๐‘” ๐‘ก = ? New? ๐‘“ ๐‘ก = 0 ๐‘” ๐‘ก = d[๐œŽ2(๐‘ก)] d๐‘ก
  16. โ€ข SDE solver: SDEใฎๆ•ฐๅ€ค่จˆ็ฎ—ใ‚’่กŒใ†ใ‚ขใƒซใ‚ดใƒชใ‚บใƒ  ไพ‹: Euler-Maruyamaๆณ• โ€ข ้€ฃ็ถš็š„ใชSDEใ‚’้›ขๆ•ฃๅŒ–ใ—๏ผŒ่ฟ‘ไผผ็š„ใซๆ•ฐๅ€ค่งฃใ‚’่จˆ็ฎ— โ€ข ้ซ˜็ฒพๅบฆใชSDE

    solverใ‚’ไฝฟ็”จ โ†’ ๅฐ‘ใชใ„ใƒขใƒ‡ใƒซใฎๅฎŸ่กŒๅ›žๆ•ฐใง็ฒพๅบฆUPโ†‘ โ€ข SDE solverใฏๆ•ฐๅญฆใƒป็‰ฉ็†ๅˆ†้‡Žใงๆ•ฐๅคšใ็ ”็ฉถ (ใŠๅ€Ÿใ‚Šใ—ใฆใใ‚‹ใ ใ‘ใงOK๏ผ) SDEๅŒ–ใฎใƒกใƒชใƒƒใƒˆโ‘ : ใƒ‡ใƒผใ‚ฟ็”Ÿๆˆ้ซ˜้€ŸๅŒ– (2/2) 17 SDE solver d๐’™ = ๐‘“ ๐‘ก ๐’™ โˆ’ ๐‘”2 ๐‘ก ๐›๐’™ log ๐‘๐‘ก ๐’™ d๐‘ก + ๐‘” ๐‘ก dเดฅ ๐’˜ Reverse SDE โ€ป ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฎๅ ดๅˆ ๐‘“ ๐‘ก = โˆ’ 1 2 ๐›ฝ(๐‘ก), ๐‘” ๐‘ก = ๐›ฝ๐‘ก ใƒŽใ‚คใ‚บๆŽจๅฎš ๐๐œฝ or ใ‚นใ‚ณใ‚ขๆŽจๅฎš ๐’”๐œฝ ๅญฆ็ฟ’ๆธˆใฟใƒขใƒ‡ใƒซ ้›ขๆ•ฃๅŒ–ๅน… ฮ”t ๅฎŸ่กŒๅ›žๆ•ฐใ‚’ๅˆถๅพกใ™ใ‚‹ใƒ‘ใƒฉใƒกใƒผใ‚ฟ
  17. ๐‘“ ๐‘ก = ? ๐‘” ๐‘ก = ? โ€ข SDEใ‚’้€šใ—ใฆ่ค‡ๆ•ฐใฎ็”Ÿๆˆใƒขใƒ‡ใƒซใ‚’็ตฑไธ€็š„ใซ็†่งฃ

    โ€ข ๐‘“(๐‘ก), ๐‘”(๐‘ก)ใฎๅฎšๅผๅŒ–ใซใ‚ˆใฃใฆๆง˜ใ€…ใช็”Ÿๆˆใƒขใƒ‡ใƒซใจใ—ใฆ่งฃ้‡ˆ โ€ข ็”Ÿๆˆใƒขใƒ‡ใƒซใจใ—ใฆ้ฉใ—ใŸ๐‘“(๐‘ก), ๐‘”(๐‘ก)ใฎใƒ‡ใ‚ถใ‚คใƒณใ‚‚ๅฏ่ƒฝ? SDEๅŒ–ใฎใƒกใƒชใƒƒใƒˆโ‘ก: ็”Ÿๆˆใƒขใƒ‡ใƒซใฎ็ตฑไธ€็š„ใช่งฃ้‡ˆ 18 d๐’™ = ๐‘“ ๐‘ก ๐’™ โˆ’ ๐‘”2 ๐‘ก ๐›๐’™ log ๐‘๐‘ก ๐’™ d๐‘ก + ๐‘” ๐‘ก dเดฅ ๐’˜ d๐’™ = ๐‘“ ๐‘ก ๐’™ d๐‘ก + ๐‘” ๐‘ก d๐’˜ SDE ๐‘“ ๐‘ก = โˆ’ 1 2 ๐›ฝ ๐‘ก ๐‘” ๐‘ก = ๐›ฝ๐‘ก ๐‘“ ๐‘ก = 0 ๐‘” ๐‘ก = d[๐œŽ2(๐‘ก)] d๐‘ก ๐œŽ ๐‘ก : ๅˆ†ๆ•ฃใƒ‘ใƒฉใƒกใƒผใ‚ฟ DDPM ๏ผˆๆ‹กๆ•ฃใƒขใƒ‡ใƒซ) SMLD ๏ผˆใ‚นใ‚ณใ‚ขใƒ™ใƒผใ‚นใƒขใƒ‡ใƒซ) ๆ–ฐใŸใช็”Ÿๆˆใƒขใƒ‡ใƒซ (EDMใชใฉ)
  18. โ€ข ่ซ–ๆ–‡ โ€ข Yang Song et al., โ€œScore-Based Generative Modeling

    through Stochastic Differential Equations.โ€, ICLR2021 (ๅŽŸ่ซ–ๆ–‡) โ€ข Jonathan Ho et al., โ€œDenoising Diffusion Probabilistic Models.โ€, NeurIPS2020 (ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฎๅฎšๅผๅŒ–. DDPMใฎ่ซ–ๆ–‡) โ€ข B. D. O. Anderson, โ€œReverse-Time Diffusion Equation Models.โ€, Stochastic Processes and their Applications, 1982 (Reverse SDEใฎๅฐŽๅ‡บ) โ€ข Yang Song et al, โ€œGenerative Modeling by Estimating Gradients of the Data Distributionโ€, NeurIPS2019 (ใ‚นใ‚ณใ‚ขใƒ™ใƒผใ‚นใƒขใƒ‡ใƒซ. SMLDใฎ่ซ–ๆ–‡) โ€ข Tero Karras et al., โ€œElucidating the Design Space of Diffusion-Based Generative Modelsโ€, NeurIPS2022 (EDMใฎ่ซ–ๆ–‡) โ€ข ๅ‚่€ƒๆ›ธ โ€ข ๅฒกไน‹ๅŽŸๅคง่ผ”๏ผŒโ€ๆ‹กๆ•ฃใƒขใƒ‡ใƒซ ใƒ‡ใƒผใ‚ฟ็”ŸๆˆๆŠ€่ก“ใฎๆ•ฐ็†โ€๏ผŒๅฒฉๆณขๆ›ธๅบ— (ๅ…จ่ˆฌ) โ€ข ๅ‹•็”ป โ€ข nnabla ใƒ‡ใ‚ฃใƒผใƒ—ใƒฉใƒผใƒ‹ใƒณใ‚ฐใƒใƒฃใƒณใƒใƒซใฎ่งฃ่ชฌๅ‹•็”ป โ€ข ใ€AI่ซ–ๆ–‡่งฃ่ชฌใ€‘ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใซใ‚ˆใ‚‹ใƒ‡ใƒผใ‚ฟ็”Ÿๆˆใฎ้ซ˜้€ŸๅŒ–ๆŠ€่ก“ -่ฉณ็ดฐ็ทจPart3- (ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฎๆ‹กๆ•ฃ้Ž็จ‹ใ‹ใ‚‰Forward SDEใฎๅฐŽๅ‡บ) โ€ข ใ€AI่ซ–ๆ–‡่งฃ่ชฌใ€‘ๆ‹กๆ•ฃใƒขใƒ‡ใƒซใซใ‚ˆใ‚‹ใƒ‡ใƒผใ‚ฟ็”Ÿๆˆใฎ้ซ˜้€ŸๅŒ–ๆŠ€่ก“ -่ฉณ็ดฐ็ทจPart4- (ใƒ‡ใƒผใ‚ฟ็”Ÿๆˆใฎ้ซ˜้€ŸๅŒ–) โ€ข Yang Songใ•ใ‚“ (ๅŽŸ่ซ–ๆ–‡่‘—่€…)ใฎ็™บ่กจๅ‹•็”ป โ€ข Score Based Generative Modeling through Stochastic Differential Equations Best Paper | ICLR 2021 (Forward SDEใจReverse SDEใซใคใ„ใฆ) ๅ‚่€ƒๆ–‡็Œฎ 21
  19. ๐”ผ ๐‘๐‘ก(๐’™) 1 2 ||๐’”๐œƒ ๐’™, ๐‘ก โˆ’ ๐›๐’™ log

    ๐‘๐‘ก ๐’™ ||2 = ๐”ผ ๐‘๐‘ก(๐’™0,๐’™๐‘ก) 1 2 ||๐’”๐œƒ ๐’™๐‘ก , ๐‘ก โˆ’ ๐›๐’™๐‘ก log ๐‘๐‘ก ๐’™๐‘ก |๐’™0 ||2 + ๐‘๐‘œ๐‘›๐‘ ๐‘ก. = ๐”ผ ๐’™0~๐‘0 ๐’™0 , ๐~๐‘ ๐ŸŽ,๐‘ฐ 1 2 ๐’”๐œƒ เดค ๐›ผ๐‘ก ๐’™0 + 1 โˆ’ เดค ๐›ผ๐‘ก ๐ , ๐‘ก โˆ’ โˆ’ ๐ 1 โˆ’ เดค ๐›ผ๐‘ก 2 + ๐‘๐‘œ๐‘›๐‘ ๐‘ก. ใƒŽใ‚คใ‚บๆŽจๅฎšใƒขใƒ‡ใƒซใจใ‚นใ‚ณใ‚ขๆŽจๅฎšใƒขใƒ‡ใƒซใฎไธ€่‡ด 23 ๆ˜Ž็คบ็š„ใ‚นใ‚ณใ‚ขใƒžใƒƒใƒใƒณใ‚ฐใฎ ๆๅคฑ้–ขๆ•ฐ ใƒ‡ใƒŽใ‚คใ‚ธใƒณใ‚ฐใ‚นใ‚ณใ‚ขใƒžใƒƒใƒใƒณใ‚ฐใฎ ๆๅคฑ้–ขๆ•ฐ Pascal Vincent, โ€œA Connection Between Score Matching and Denoising Autoencodersโ€, Neural Computation, 2011 log ๐‘๐‘ก ๐’™๐‘ก |๐’™0 = โˆ’ ๐’™๐‘ก โˆ’ เดค ๐›ผ๐‘ก ๐’™0 2 2 1 โˆ’ เดค ๐›ผ๐‘ก + ๐‘๐‘œ๐‘›๐‘ ๐‘ก. ๐›๐’™๐‘ก log ๐‘๐‘ก ๐’™๐‘ก |๐’™0 = โˆ’ ๐’™๐‘ก โˆ’ เดค ๐›ผ๐‘ก ๐’™0 1 โˆ’ เดค ๐›ผ๐‘ก = โˆ’ ๐ 1 โˆ’ เดค ๐›ผ๐‘ก ๐‘๐‘ก (๐’™๐‘ก |๐’™0 ) โ‰” ๐‘ ๐’™๐‘ก ; เดค ๐›ผ๐‘ก ๐’™0 , (1 โˆ’ เดค ๐›ผ๐‘ก )๐‘ฐ ใ‚ˆใ‚Š ๐’™๐‘ก = เดค ๐›ผ๐‘ก ๐’™0 + 1 โˆ’ เดค ๐›ผ๐‘ก ๐ ใ‚ˆใ‚Š = ๐‘๐‘ก (๐’™๐‘ก |๐’™0 )๐‘0 ๐’™0 ๐‘๐‘ก ๐’™0 , ๐’™๐‘ก & ๐ ใธใฎๅค‰ๆ•ฐๅค‰ๆ› โ†’ ๐’”๐œฝ ๐’™, ๐‘ก = โˆ’ ๐๐œฝ(๐’™,๐‘ก) 1โˆ’เดฅ ๐›ผ๐‘ก ใจใ™ใ‚‹ใจๆ‹กๆ•ฃใƒขใƒ‡ใƒซใฎๅญฆ็ฟ’ใจๅŒใ˜๏ผ โ€ป p5ใ‚’ๅ‚็…ง
  20. โ€ข ๅฎŸใƒ‡ใƒผใ‚ฟ๐’™0 ใ‹ใ‚‰็›ดๆŽฅ๐’™๐‘ก ใ‚’ๆฑ‚ใ‚ใ‚‹ใŸใ‚ใซๅผๅค‰ๅฝข ๆ‹กๆ•ฃ้Ž็จ‹ใฎๅ†ๅฎš็พฉ 24 ๆ‹กๆ•ฃ้Ž็จ‹ ๐’™๐‘ก = 1

    โˆ’ ๐›ฝ๐‘ก ๐’™๐‘กโˆ’1 + ๐›ฝ๐‘ก ๐ = 1 โˆ’ ๐›ฝ๐‘ก ( 1 โˆ’ ๐›ฝ๐‘กโˆ’1 ๐’™๐‘กโˆ’2 + ๐›ฝ๐‘ก ๐โ€ฒ) + ๐›ฝ๐‘ก ๐ = 1 โˆ’ ๐›ฝ๐‘ก 1 โˆ’ ๐›ฝ๐‘กโˆ’1 ๐’™๐‘กโˆ’2 + 1 โˆ’ (1 โˆ’ ๐›ฝ๐‘ก )(1 โˆ’ ๐›ฝ๐‘กโˆ’1 )๐โ€ฒโ€ฒ = โ€ฆ = เดค ๐›ผ๐‘ก ๐’™0 + 1 โˆ’ เดค ๐›ผ๐‘ก ๐ ใ‚ฌใ‚ฆใ‚นๅˆ†ๅธƒใซๅพ“ใ† ใƒŽใ‚คใ‚บใ‚’ใพใจใ‚ใŸ ใ“ใ“ใง๏ผŒ๐›ผ๐‘ก = 1 โˆ’ ๐›ฝ๐‘ก , เดค ๐›ผ๐‘ก = ฯ‚๐‘ =1 ๐‘ก ๐›ผ๐‘  ๆ™‚ๅˆปtใซๆฎ‹ใ‚‹ ๅฎŸใƒ‡ใƒผใ‚ฟใฎๅผทๅบฆ ๆ™‚ๅˆปtใฎใƒ‡ใƒผใ‚ฟ = ๅฎŸใƒ‡ใƒผใ‚ฟใจใƒŽใ‚คใ‚บใฎ้‡ใฟไป˜ใๅ’Œ p3ใฎๅฎš็พฉใ‚ˆใ‚Š
  21. โ€ข ้ †ๆ–นๅ‘ใฎๆ‹กๆ•ฃ้Ž็จ‹ โ€ข ้€†ๆ–นๅ‘ใฎๆ‹กๆ•ฃ้Ž็จ‹ ้€†ๆ‹กๆ•ฃ้Ž็จ‹ใฎๅฎšๅผๅŒ– (1/3) 25 ้€†ๆ‹กๆ•ฃ้Ž็จ‹ ๐‘ž ๐’™๐‘ก

    ๐’™๐‘กโˆ’1 โ‰” ๐‘ ๐’™๐‘ก ; 1 โˆ’ ๐›ฝ๐‘ก ๐’™๐‘กโˆ’1 , ๐›ฝ๐‘ก ๐‘ฐ ๐‘ž ๐’™๐‘กโˆ’1 ๐’™๐‘ก , ๐’™0 = ๐‘ ๐’™๐‘กโˆ’1 ; เทฅ ๐๐‘ก (๐’™๐‘ก , ๐’™0 ), เทจ ๐›ฝ๐‘ก ๐‘ฐ ้€†ๆ–นๅ‘ใฎๆกไปถไป˜ใ็ขบ็އใ‚‚ใ‚ฌใ‚ฆใ‚นๅˆ†ๅธƒใจใชใ‚‹[*] (ใŸใ ใ—๏ผŒ๐›ฝ๐‘ก ใŒๅฐใ•ใ„ๅ ดๅˆใซ้™ใ‚‹) ๐’™๐‘กโˆ’1 1 โˆ’ ๐›ฝ๐‘ก ๐’™๐‘กโˆ’1 ๐›ฝ๐‘ก ๐’™๐‘ก เทฅ ๐(๐’™๐‘ก , ๐’™0 ) เทจ ๐›ฝ๐‘ก [*] W. Feller, Springer, 1949 โ€ป เทฅ ๐๐‘ก , เทจ ๐›ฝ๐‘ก ใฏๅฐŽๅ‡บๅฏ่ƒฝ ๅผใ‚’ๆ‰ฑใ„ใ‚„ใ™ใใ™ใ‚‹ใŸใ‚ใซ ๐’™0 ใ‚’ๅฐŽๅ…ฅ โ€ป Not ้€†ๆ‹กๆ•ฃ้Ž็จ‹
  22. โ€ข ้€†ๆ‹กๆ•ฃ้Ž็จ‹ โ€ข ใ‚ฌใ‚ฆใ‚นๅˆ†ๅธƒใฎๅนณๅ‡ใจๅˆ†ๆ•ฃใ‚’ใƒขใƒ‡ใƒซใงๆŽจๅฎšใ™ใ‚Œใฐ่‰ฏใ„ โ€ข ๅ…ƒ่ซ–ๆ–‡ใงใฏใ•ใ‚‰ใซๅ˜็ด”ๅŒ–ใ—ใฆๅนณๅ‡ใ ใ‘ๆŽจๅฎš โ€ข ๐œŽ๐‘ก 2 =

    ๐›ฝ๐‘ก or เทจ ๐›ฝ๐‘ก (ใฉใกใ‚‰ใงใ‚‚็ฒพๅบฆใฏใใ“ใพใงๅค‰ใ‚ใ‚‰ใชใ„) โ€ข ๐šบ๐œƒ (๐’™๐‘ก , ๐‘ก)ใ‚’ๅญฆ็ฟ’ใ™ใ‚‹ใƒขใƒ‡ใƒซใ‚‚ๆๆกˆใ•ใ‚Œใฆใ„ใ‚‹ (ใŠใพใ‘ใง่งฃ่ชฌ) ้€†ๆ‹กๆ•ฃ้Ž็จ‹ใฎๅฎšๅผๅŒ– (2/3) 26 ้€†ๆ‹กๆ•ฃ้Ž็จ‹ ๐‘๐œƒ ๐’™๐‘กโˆ’1 ๐’™๐‘ก = ๐‘ ๐’™๐‘กโˆ’1 ; ๐๐œƒ (๐’™๐‘ก , ๐‘ก), ๐šบ๐œƒ (๐’™๐‘ก , ๐‘ก) ๐‘๐œƒ ๐’™๐‘กโˆ’1 ๐’™๐‘ก = ๐‘ ๐’™๐‘กโˆ’1 ; ๐๐œƒ (๐’™๐‘ก , ๐‘ก), ๐œŽ๐‘ก 2๐‘ฐ ้€†ๆ–นๅ‘ใฎๆ‹กๆ•ฃ้Ž็จ‹ใฎๅนณๅ‡เทฅ ๐๐‘ก ใ‚’ใƒขใƒ‡ใƒซใงๆŽจๅฎšใ—ใŸๅนณๅ‡๐๐œƒ ใง่ฟ‘ไผผ ๆๅคฑ้–ขๆ•ฐใฎๅฐŽๅ‡บ ใง็™ปๅ ด
  23. โ€ข ๅนณๅ‡เทฅ ๐๐‘ก (๐’™๐‘ก , ๐’™0 )ใฏใƒŽใ‚คใ‚บไป˜ไธŽใƒ‡ใƒผใ‚ฟ๐’™๐‘ก ใจไป˜ไธŽใƒŽใ‚คใ‚บ๐ใ‚’ไฝฟใ†ใจๆฌกๅผใจใชใ‚‹ โ€ข ๆŽจๅฎšๅนณๅ‡๐๐œƒ

    ๐’™๐‘ก , ๐‘ก ใ‚’ๆฌกๅผใจๆ›ธใใจใƒขใƒ‡ใƒซใฏใƒŽใ‚คใ‚บ๐๐œƒ ใฎๆŽจๅฎšใ‚’่กŒใˆใฐๅๅˆ† ้€†ๆ‹กๆ•ฃ้Ž็จ‹ใฎๅฎšๅผๅŒ– (3/3) 27 ้€†ๆ‹กๆ•ฃ้Ž็จ‹ เทฅ ๐๐‘ก (๐’™๐‘ก , ๐’™0 ) = 1 ๐›ผ๐‘ก ๐’™๐‘ก โˆ’ ๐›ฝ๐‘ก 1 โˆ’ เดค ๐›ผ๐‘ก ๐ ๐๐œƒ ๐’™๐‘ก , ๐‘ก = 1 ๐›ผ๐‘ก ๐’™๐‘ก โˆ’ ๐›ฝ๐‘ก 1 โˆ’ เดค ๐›ผ๐‘ก ๐๐œƒ (๐’™๐‘ก , ๐‘ก) ๆ‹กๆ•ฃ้Ž็จ‹ใฎไป˜ไธŽใƒŽใ‚คใ‚บ๐ใ‚’ใƒขใƒ‡ใƒซใฎๆŽจๅฎšใƒŽใ‚คใ‚บ๐๐œƒ (๐’™๐‘ก , ๐‘ก)ใง่ฟ‘ไผผ
  24. โ€ข ่ฒ ใฎๅฏพๆ•ฐๅฐคๅบฆโˆ’๐ฅ๐จ๐ ๐’‘๐œฝ (๐’™๐ŸŽ )ใฎๆœ€ๅฐๅŒ–(=ๅฏพๆ•ฐๅฐคๅบฆใฎๆœ€ๅคงๅŒ–) ๆๅคฑ้–ขๆ•ฐ๐“›๐ƒ๐Œ ใฎๅฐŽๅ‡บ (1/4) 28 โˆ’ log

    ๐‘๐œƒ ๐’™0 = โˆ’log เถฑ ๐‘๐œƒ ๐’™0:๐‘‡ d๐’™1:๐‘‡ = โˆ’log เถฑ ๐‘ž ๐’™1:๐‘‡ |๐’™0 ๐‘๐œƒ ๐’™0:๐‘‡ ๐‘ž ๐’™1:๐‘‡ |๐’™0 d๐’™1:๐‘‡ โ‰ค โˆ’ เถฑ ๐‘ž ๐’™1:๐‘‡ |๐’™0 log ๐‘๐œƒ ๐’™0:๐‘‡ ๐‘ž ๐’™1:๐‘‡ |๐’™0 d๐’™1:๐‘‡ = ๐”ผ๐‘ž ๐’™1:๐‘‡ ๐’™0 log ๐‘ž ๐’™1:๐‘‡ ๐’™0 ๐‘๐œƒ ๐’™0:๐‘‡ (๐’™0 ใซๅฏพๅฟœใ™ใ‚‹้Ž็จ‹๐’™1:๐‘‡ ใซใคใ„ใฆๅฑ•้–‹) (๐’™0 ใซๅฏพๅฟœใ™ใ‚‹้Ž็จ‹๐’™1:๐‘‡ ใฎๅˆ†ๅธƒ๐‘ž ๐’™1:๐‘‡ |๐’™0 ใ‚’ ใ‹ใ‘ใฆๅ‰ฒใ‚‹) (ใ‚คใ‚งใƒณใ‚ปใƒณใฎไธ็ญ‰ๅผ: log๐”ผ๐‘ž [๐‘‰] โ‰ฅ ๐”ผ๐‘ž [log๐‘‰]) ๐’™0 ใซใƒŽใ‚คใ‚บใ‚’ไป˜ไธŽใ—ใŸ้Ž็จ‹๐’™1:๐‘‡ ใ‚’ไฝœใ‚Šๅนณๅ‡ๅ€คใ‚’ใจใ‚‹
  25. โ€ข ๐‘ž ๐’™1:๐‘‡ ๐’™0 โ‰” ฯ‚๐‘ก=1 ๐‘‡ ๐‘ž ๐’™๐‘ก ๐’™๐‘กโˆ’1

    ใจใƒ™ใ‚คใ‚บใฎๅฎš็†ใ‚’ไฝฟใ†ใ“ใจใง๏ผŒ ๅ„ๆ™‚ๅˆปใซๅฏพๅฟœใ™ใ‚‹ๆๅคฑ้–ขๆ•ฐใ‚’็ฒๅพ— ๆๅคฑ้–ขๆ•ฐ๐“›๐ƒ๐Œ ใฎๅฐŽๅ‡บ (2/4) 29 โ€ป็ดฐใ‹ใ„ๅฐŽๅ‡บ้Ž็จ‹ใฏๅ…ƒ่ซ–ๆ–‡ใธ!! log ๐‘ž(๐’™1:๐‘‡ |๐’™0 ) ๐‘๐œƒ (๐’™0:๐‘‡ ) = ๐ทKL (๐‘ž ๐’™๐‘‡ ๐’™0 ||๐‘๐œƒ ๐’™๐‘‡ ) โˆ’ log๐‘๐œƒ ๐’™0 ๐’™1 + เท ๐‘ก=2 ๐‘‡ ๐ทKL (๐‘ž(๐’™๐‘กโˆ’1 |๐’™๐‘ก , ๐’™0 )||๐‘๐œƒ ๐’™๐‘กโˆ’1 ๐’™๐‘ก ) โ‘ ๅฎšๆ•ฐ (t=T) โ‘ก่จˆ็ฎ—ๅฏ่ƒฝใช้‡ (t=1) โ‘ขใ‚ฌใ‚ฆใ‚นๅˆ†ๅธƒๅŒๅฃซใฎKLใƒ€ใ‚คใƒใƒผใ‚ธใ‚งใƒณใ‚น (t=2~(T-1)) ไปปๆ„ใฎๆ™‚ๅˆปtใง็‹ฌ็ซ‹ใ—ใฆๆๅคฑ้–ขๆ•ฐใ‚’่จˆ็ฎ—ๅฏ่ƒฝ (๐ทKL (๐‘ž| ๐‘ โ‰”็ขบ็އๅˆ†ๅธƒ๐‘žใจ๐‘ใฎKLใƒ€ใ‚คใƒใƒผใ‚ธใ‚งใƒณใ‚น)
  26. โ€ข โ‘ขใ‚ฌใ‚ฆใ‚นๅˆ†ๅธƒๅŒๅฃซใฎKLใƒ€ใ‚คใƒใƒผใ‚ธใ‚งใƒณใ‚น (t=2~(T-1))ใซๆณจ็›ฎ ๆๅคฑ้–ขๆ•ฐ๐“›๐ƒ๐Œ ใฎๅฐŽๅ‡บ (3/4) 30 ๐ทKL (๐‘ž(๐’™๐‘กโˆ’1 |๐’™๐‘ก

    , ๐’™0 )||๐‘๐œƒ ๐’™๐‘กโˆ’1 ๐’™๐‘ก ) = 1 2๐œŽ๐‘ก 2 | เทฅ ๐๐‘ก ๐’™๐‘ก , ๐’™0 โˆ’ ๐๐œƒ ๐’™๐‘ก , ๐‘ก |2 = ๐›ฝ๐‘ก 2 2๐œŽ๐‘ก 2 1 โˆ’ ๐›ฝ๐‘ก 1 โˆ’ เดค ๐›ผ๐‘ก ||๐ โˆ’ ๐๐œƒ (๐’™๐‘ก , ๐‘ก)||2 = ๐›ฝ๐‘ก 2 2๐œŽ๐‘ก 2 1 โˆ’ ๐›ฝ๐‘ก 1 โˆ’ เดค ๐›ผ๐‘ก ||๐ โˆ’ ๐๐œƒ ( เดค ๐›ผ๐‘ก ๐’™0 + 1 โˆ’ เดค ๐›ผ๐‘ก ๐, ๐‘ก)||2 (ใ‚ฌใ‚ฆใ‚นๅˆ†ๅธƒๅŒๅฃซใฎKLใƒ€ใ‚คใƒใƒผใ‚ธใ‚งใƒณใ‚น&ๅฎšๆ•ฐ้ …ใ‚’ๅ‰Š้™ค) (p17: ๅนณๅ‡ใ‹ใ‚‰ใƒŽใ‚คใ‚บใธใฎๆ›ธใๆ›ใˆ) (p12: ๆ™‚ๅˆปtใฎใƒ‡ใƒผใ‚ฟ=ๅฎŸใƒ‡ใƒผใ‚ฟใจใƒŽใ‚คใ‚บใฎ้‡ใฟไป˜ใๅ’Œ)
  27. โ€ข ๅ„ๆ™‚ๅˆปใฎไฟ‚ๆ•ฐใ‚’็„ก่ฆ–ใ—ใฆใพใจใ‚ใ‚‹ใจ๏ผŒใ‚ทใƒณใƒ—ใƒซใชๆๅคฑ้–ขๆ•ฐใŒๅพ—ใ‚‰ใ‚Œใ‚‹ โ€ข โ‘ก่จˆ็ฎ—ๅฏ่ƒฝใช้‡ (t=1)ใฏ่ฟ‘ไผผใ—ใŸๅฝขใงๆๅคฑ้–ขๆ•ฐใซๅซใพใ‚Œใฆใ„ใ‚‹ โ€ข ไฟ‚ๆ•ฐใฎ็„ก่ฆ–ใฏ็†่ซ–็š„ใชๆญฃๅฝ“ๆ€งใฏใชใ„ใŒ๏ผŒ็ตŒ้จ“็š„ใซๆ€ง่ƒฝใŒใ„ใ„ ๆๅคฑ้–ขๆ•ฐ๐“›๐ƒ๐Œ ใฎๅฐŽๅ‡บ (4/4)

    31 โ„’DM ๐’™0 , ๐œƒ โ‰” ๐”ผ๐‘ก~๐‘ˆ 1,๐‘‡ ,๐~๐‘ ๐ŸŽ,๐‘ฐ ||๐ โˆ’ ๐๐œƒ ( เดค ๐›ผ๐‘ก ๐’™0 + 1 โˆ’ เดค ๐›ผ๐‘ก ๐, ๐‘ก)||2 ใƒŽใ‚คใ‚บใ‚’ไป˜ๅŠ ใ—ใŸใƒ‡ใƒผใ‚ฟใ‹ใ‚‰ๆŽจๅฎšใ—ใŸใƒŽใ‚คใ‚บ ไป˜ๅŠ ใ—ใŸใƒŽใ‚คใ‚บใฎๆŽจๅฎš่ชคๅทฎ ๅฏพๆ•ฐๅฐคๅบฆใฎๆœ€ๅคงๅŒ–ใ‹ใ‚‰ใƒขใƒ‡ใƒซใŒๆŽจๅฎšใ—ใŸใƒŽใ‚คใ‚บใฎ2ไน—่ชคๅทฎๆœ€ๅฐๅŒ–ใซๅธฐ็€