Paper Overview
Field: Machine Learning Author: Yiwei Zhou Published: 2026-07-09 arXiv: 2607.08757
Abstract
Score matching controls average error under the forward marginals, but a discretized reverse-time sampler evaluates the learned score along its own trajectory. We show that small forward-marginal error does not guarantee numerical stability. We construct a single smooth score field with arbitrarily small forward-marginal \(L^2\) error. The learned reverse-time process is nonexplosive, has moments of every order, and can be arbitrarily close to the exact reverse-time process in path-space total variation. Yet its Euler--Maruyama discretizations converge in probability while every positive moment diverges. Thus weak convergence can hold even though every Wasserstein distance \(W_p\), \(p\ge1\), diverges. The same failure can occur within one fixed finite neural architecture. We construct a family of bounded, globally Lipschitz denoisers whose forward-marginal error and path-space total variation distance both tend to zero, while their Euler--Maruyama endpoints diverge in every \(W_p\). For compactly supported data, we also give a simple positive result. Projecting the learned denoiser onto a known bounded closed convex set containing the support preserves pointwise accuracy, gives grid-consistent moment bounds, and yields Wasserstein convergence under mild local regularity. Experiments with small fixed DiT-style networks show large growth along rare numerical trajectories, and denoiser projection suppresses this growth while overall trajectory error remains small.
Key Contributions
- Negative result: Arbitrarily small forward-marginal \(L^2\) score error can coexist with Euler--Maruyama discretizations whose every positive moment diverges, even while the reverse-time process itself is nonexplosive and close to the exact one in path-space total variation.
- Moment vs. weak convergence gap: Convergence in probability holds while every Wasserstein distance \(W_p\) (\(p \ge 1\)) diverges.
- Architecture-level failure: The instability can be realized with a family of bounded, globally Lipschitz denoisers within one fixed finite neural architecture.
- Positive result (projection fix): For compactly supported data, projecting the learned denoiser onto a bounded closed convex set containing the support preserves pointwise accuracy, gives grid-consistent moment bounds, and yields Wasserstein convergence under mild local regularity.
- Experiments: Small fixed DiT-style networks exhibit score growth on rare numerical trajectories; projection suppresses this growth while overall trajectory error stays small.