# An optimal control perspective on diffusion-based generative modeling

arXiv: https://arxiv.org/abs/2211.01364 · HTML: https://mlsanity.com/paper/2211.01364/

## Key facts

- Cited by 147 papers in the map (data through 14 Oct 2026).
- Placed in Diffusion foundations and sampling, one of 14 directions in Diffusion models.
- Builds on 52 of its 99 references that are in the map.
- First posted on arXiv 2 Nov 2022.

## Placed in

- Diffusion models / [Diffusion foundations and sampling](https://mlsanity.com/diffusion/diffusion-foundations-and-sampling/)

## Builds on (most cited first, 30 of 52)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2006.11239/) (2020)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Score-Based Generative Modeling through Stochastic Differential Equations](https://mlsanity.com/paper/2011.13456/) (2020)
- [Deep Unsupervised Learning using Nonequilibrium Thermodynamics](https://mlsanity.com/paper/1503.03585/) (2015)
- [Densely Connected Convolutional Networks](https://mlsanity.com/paper/1608.06993/) (2016)
- [Improved Denoising Diffusion Probabilistic Models](https://mlsanity.com/paper/2102.09672/) (2021)
- [Gaussian Error Linear Units (GELUs)](https://mlsanity.com/paper/1606.08415/) (2016)
- [Sinkhorn Distances: Lightspeed Computation of Optimal Transportation Distances](https://mlsanity.com/paper/1306.0895/) (2013)
- [Fourier Features Let Networks Learn High Frequency Functions in Low Dimensional Domains](https://mlsanity.com/paper/2006.10739/) (2020)
- [Variational Inference with Normalizing Flows](https://mlsanity.com/paper/1505.05770/) (2015)
- [DiffWave: A Versatile Diffusion Model for Audio Synthesis](https://mlsanity.com/paper/2009.09761/) (2020)
- [Normalizing Flows for Probabilistic Modeling and Inference](https://mlsanity.com/paper/1912.02762/) (2019)
- [Variational Diffusion Models](https://mlsanity.com/paper/2107.00630/) (2021)
- [Improved Techniques for Training Score-Based Generative Models](https://mlsanity.com/paper/2006.09011/) (2020)
- [DGM: A deep learning algorithm for solving partial differential equations](https://mlsanity.com/paper/1708.07469/) (2017)
- [Score-based Generative Modeling in Latent Space](https://mlsanity.com/paper/2106.05931/) (2021)
- [Diffusion Schr"odinger Bridge with Applications to Score-Based Generative Modeling](https://mlsanity.com/paper/2106.01357/) (2021)
- [The Deep Ritz method: A deep learning-based numerical algorithm for solving variational problems](https://mlsanity.com/paper/1710.00211/) (2017)
- [Fast Sampling of Diffusion Models with Exponential Integrator](https://mlsanity.com/paper/2204.13902/) (2022)
- [Sampling is as easy as learning the score: theory for diffusion models with minimal data assumptions](https://mlsanity.com/paper/2209.11215/) (2022)
- [Sliced Score Matching: A Scalable Approach to Density and Score Estimation](https://mlsanity.com/paper/1905.07088/) (2019)
- [Physics Informed Deep Learning (Part I): Data-driven Solutions of Nonlinear Partial Differential Equations](https://mlsanity.com/paper/1711.10561/) (2017)
- [DiffDock: Diffusion Steps, Twists, and Turns for Molecular Docking](https://mlsanity.com/paper/2210.01776/) (2022)
- [Scalable Gradients for Stochastic Differential Equations](https://mlsanity.com/paper/2001.01328/) (2020)
- [Torsional Diffusion for Molecular Conformer Generation](https://mlsanity.com/paper/2206.01729/) (2022)
- [Convergence of denoising diffusion models under the manifold hypothesis](https://mlsanity.com/paper/2208.05314/) (2022)
- [Likelihood Training of Schr"odinger Bridge using Forward-Backward SDEs Theory](https://mlsanity.com/paper/2110.11291/) (2021)
- [A Variational Perspective on Diffusion-Based Generative Models and Score Matching](https://mlsanity.com/paper/2106.02808/) (2021)
- [Path Integral Sampler: a stochastic control approach for sampling](https://mlsanity.com/paper/2111.15141/) (2021)

## Built on by (most cited first, 30 of 147)

- [Adjoint Matching: Fine-tuning Flow and Diffusion Generative Models with Memoryless Stochastic Optimal Control](https://mlsanity.com/paper/2409.08861/) (2024)
- [Fine-Tuning of Continuous-Time Diffusion Models as Entropy-Regularized Control](https://mlsanity.com/paper/2402.15194/) (2024)
- [Iterated Denoising Energy Matching for Sampling from Boltzmann Densities](https://mlsanity.com/paper/2402.06121/) (2024)
- [Improved sampling via learned diffusions](https://mlsanity.com/paper/2307.01198/) (2023)
- [Test-time Alignment of Diffusion Models without Reward Over-optimization](https://mlsanity.com/paper/2501.05803/) (2025)
- [Physics-Informed Diffusion Models](https://mlsanity.com/paper/2403.14404/) (2024)
- [Adjoint Sampling: Highly Scalable Diffusion Samplers via Adjoint Matching](https://mlsanity.com/paper/2504.11713/) (2025)
- [Spontaneous Symmetry Breaking in Generative Diffusion Models](https://mlsanity.com/paper/2305.19693/) (2023)
- [Amortizing intractable inference in diffusion models for vision, language, and control](https://mlsanity.com/paper/2405.20971/) (2024)
- [NETS: A Non-Equilibrium Transport Sampler](https://mlsanity.com/paper/2410.02711/) (2024)
- [Particle Denoising Diffusion Sampler](https://mlsanity.com/paper/2402.06320/) (2024)
- [A Diffusion Model Framework for Unsupervised Neural Combinatorial Optimization](https://mlsanity.com/paper/2406.01661/) (2024)
- [DIME:Diffusion-Based Maximum Entropy Reinforcement Learning](https://mlsanity.com/paper/2502.02316/) (2025)
- [Diffusion Generative Flow Samplers: Improving learning signals through partial trajectory optimization](https://mlsanity.com/paper/2310.02679/) (2023)
- [Beyond ELBOs: A Large-Scale Evaluation of Variational Methods for Sampling](https://mlsanity.com/paper/2406.07423/) (2024)
- [Symbolic Music Generation with Non-Differentiable Rule Guided Diffusion](https://mlsanity.com/paper/2402.14285/) (2024)
- [Any-Order Flexible Length Masked Diffusion](https://mlsanity.com/paper/2509.01025/) (2025)
- [Improved off-policy training of diffusion samplers](https://mlsanity.com/paper/2402.05098/) (2024)
- [Sequential Controlled Langevin Diffusions](https://mlsanity.com/paper/2412.07081/) (2024)
- [DEFT: Efficient Fine-Tuning of Diffusion Models by Learning the Generalised h-transform](https://mlsanity.com/paper/2406.01781/) (2024)
- [Reverse Diffusion Monte Carlo](https://mlsanity.com/paper/2307.02037/) (2023)
- [Stochastic Optimal Control Matching](https://mlsanity.com/paper/2312.02027/) (2023)
- [Scalable Equilibrium Sampling with Sequential Boltzmann Generators](https://mlsanity.com/paper/2502.18462/) (2025)
- [Model-Based Diffusion for Trajectory Optimization](https://mlsanity.com/paper/2407.01573/) (2024)
- [Beyond Log-Concavity and Score Regularity: Improved Convergence Bounds for Score-Based Generative Models in W2-distance](https://mlsanity.com/paper/2501.02298/) (2025)
- [Scalable Discrete Diffusion Samplers: Combinatorial Optimization and Statistical Physics](https://mlsanity.com/paper/2502.08696/) (2025)
- [Underdamped Diffusion Bridges with Applications to Sampling](https://mlsanity.com/paper/2503.01006/) (2025)
- [A mean-field games laboratory for generative modeling](https://mlsanity.com/paper/2304.13534/) (2023)
- [Stochastic Localization via Iterative Posterior Sampling](https://mlsanity.com/paper/2402.10758/) (2024)
- [No Trick, No Treat: Pursuits and Challenges Towards Simulation-free Training of Neural Samplers](https://mlsanity.com/paper/2502.06685/) (2025)

## Abstract (arXiv)

We establish a connection between stochastic optimal control and generative models based on stochastic differential equations (SDEs), such as recently developed diffusion probabilistic models. In particular, we derive a Hamilton-Jacobi-Bellman equation that governs the evolution of the log-densities of the underlying SDE marginals. This perspective allows to transfer methods from optimal control theory to generative modeling. First, we show that the evidence lower bound is a direct consequence of the well-known verification theorem from control theory. Further, we can formulate diffusion-based generative modeling as a minimization of the Kullback-Leibler divergence between suitable measures in path space. Finally, we develop a novel diffusion-based method for sampling from unnormalized densities -- a problem frequently occurring in statistics and computational sciences. We demonstrate that our time-reversed diffusion sampler (DIS) can outperform other diffusion-based sampling approaches on multiple numerical examples.