Annealed Denoising Score Matching: Learning Energy-Based Models in High-Dimensional Spaces

Energy-Based Models (EBMs) outputs unmormalized log-probability values given data samples. Such an estimation is essential in a variety of applications such as sample generation, denoising, sample restoration, outlier detection, Bayesian reasoning, and many more. However, standard maximum likelihood training is computationally expensive due to the requirement of sampling the model distribution. Score matching potentially alleviates this problem, and denoising score matching is a particularly convenient version. However, previous works do not produce models capable of high quality sample synthesis in high dimensional datasets from random initialization. We believe that is because the score is only matched over a single noise scale, which corresponds to a small set in high-dimensional space. To overcome this limitation, here we instead learn an energy function using denoising score matching over all noise scales. When sampled from random initialization using Annealed Langevin Dynamics and single-step denoising jump, our model produced high-quality samples comparable to state-of-the-art techniques such as GANs. The learned model also provide density information and set a new sample quality baseline in energy-based models. We further demonstrate that the proposed method generalizes well with an image inpainting task.