On the Mode-Seeking Properties of Langevin Dynamics

The Langevin Dynamics framework, which aims to generate samples from the score function of a probability distribution, is widely used for analyzing and interpreting score-based generative modeling. While the convergence behavior of Langevin Dynamics under unimodal distributions has been extensively studied in the literature, in practice the data distribution could consist of multiple distinct modes. In this work, we investigate Langevin Dynamics in producing samples from multimodal distributions and theoretically study its mode-seeking properties. We prove that under a variety of sub-Gaussian mixtures, Langevin Dynamics is unlikely to find all mixture components within a sub-exponential number of steps in the data dimension. To reduce the mode-seeking tendencies of Langevin Dynamics, we propose Chained Langevin Dynamics, which divides the data vector into patches of constant size and generates every patch sequentially conditioned on the previous patches. We perform a theoretical analysis of Chained Langevin Dynamics by reducing it to sampling from a constant-dimensional distribution. We present the results of several numerical experiments on synthetic and real image datasets, supporting our theoretical results on the iteration complexities of sample generation from mixture distributions using the chained and vanilla Langevin Dynamics. The code is available at https://github.com/Xiwei-Cheng/Chained_LD.

Stability and Generalization in Free Adversarial Training

While adversarial training methods have resulted in significant improvements in the deep neural nets' robustness against norm-bounded adversarial perturbations, their generalization performance from training samples to test data has been shown to be considerably worse than standard empirical risk minimization methods. Several recent studies seek to connect the generalization behavior of adversarially trained classifiers to various gradient-based min-max optimization algorithms used for their training. In this work, we study the generalization performance of adversarial training methods using the algorithmic stability framework. Specifically, our goal is to compare the generalization performance of the vanilla adversarial training scheme fully optimizing the perturbations at every iteration vs. the free adversarial training simultaneously optimizing the norm-bounded perturbations and classifier parameters. Our proven generalization bounds indicate that the free adversarial training method could enjoy a lower generalization gap between training and test samples due to the simultaneous nature of its min-max optimization algorithm. We perform several numerical experiments to evaluate the generalization performance of vanilla, fast, and free adversarial training methods. Our empirical findings also show the improved generalization performance of the free adversarial training method and further demonstrate that the better generalization result could translate to greater robustness against black-box attack schemes. The code is available at https://github.com/Xiwei-Cheng/Stability_FreeAT.