Non-equilibrium Annealed Adjoint Sampler
Jaemoo Choi, Yongxin Chen, Molei Tao, Guan-Horng Liu
TL;DR
This work addresses the challenge of sampling from complex unnormalized targets by casting diffusion sampling as a stochastic-optimal-control problem with non-equilibrium, annealed reference dynamics. NAAS introduces a two-stage SOC framework that first learns a tractable prior via backward optimization on an interval preceding the target, then optimizes annealed dynamics to transport that prior to the target while ensuring unbiasedness at the terminal time. The methodology leverages Adjoint Matching and Reciprocal Adjoint Matching to achieve scalable, low-variance gradient estimation and efficient training in high dimensions, with replay buffers to further enhance practicality. Empirically, NAAS delivers state-of-the-art performance on synthetic energy landscapes and molecular generation (alanine dipeptide), demonstrating improved sample fidelity, diversity, and mode coverage without relying on importance-weighted sampling during training. The work suggests a flexible, scalable framework for diffusion-based sampling that can adapt to various SOC solvers and target domains, while outlining directions for reducing computational overhead and extending to larger-scale problems.
Abstract
Recently, there has been significant progress in learning-based diffusion samplers, which aim to sample from a given unnormalized density. Many of these approaches formulate the sampling task as a stochastic optimal control (SOC) problem using a canonical uninformative reference process, which limits their ability to efficiently guide trajectories toward the target distribution. In this work, we propose the Non-Equilibrium Annealed Adjoint Sampler (NAAS), a novel SOC-based diffusion framework that employs annealed reference dynamics as a non-stationary base SDE. This annealing structure provides a natural progression toward the target distribution and generates informative reference trajectories, thereby enhancing the stability and efficiency of learning the control. Owing to our SOC formulation, our framework can incorporate a variety of SOC solvers, thereby offering high flexibility in algorithmic design. As one instantiation, we employ a lean adjoint system inspired by adjoint matching, enabling efficient and scalable training. We demonstrate the effectiveness of NAAS across a range of tasks, including sampling from classical energy landscapes and molecular Boltzmann distributions.
