A Minimum Variance Path Principle for Accurate and Stable Score-Based Density Ratio Estimation

Wei Chen, Jiacheng Li, Shigui Li, Zhiqi Lin, Junmei Yang, John Paisley, Delu Zeng

Keywords: Density ratio estimation, minimum variance path principle, path optimization, Kumaraswamy mixture model

TL;DR: MVP analytically minimizes the path-dependent variance in score-based density ratio estimation, learning stable, accurate trajectories without heuristic path selection.

Abstract:

Score-based methods are powerful across machine learning, but they face a paradox: theoretically path-independent, yet practically path-dependent.
We resolve this by proving that practical training objectives differ from the ideal, ground-truth objective by a crucial, overlooked term: the path variance of the score function.
We propose the MVP (**M**imum **V**ariance **P**ath) Principle to minimize this path variance.
Our key contribution is deriving a closed-form expression for the variance, making optimization tractable.
By parameterizing the path with a flexible Kumaraswamy Mixture Model, our method learns data-adaptive, low-variance paths without heuristic manual selection.
This principled optimization of the complete objective yields more accurate and stable estimators, establishing new state-of-the-art results on challenging benchmarks and providing a general framework for optimizing score-based interpolation.
Our code can be found in https://github.com/Hoemr/OpenDRE.git.

Primary Area: probabilistic methods (Bayesian methods, variational inference, sampling, UQ, etc.)

Submission Number: 874