Lookahead Diffusion Probabilistic Models for Refining Mean Estimation

We propose lookahead diffusion probabilistic models (LA-DPMs) to exploit the correlation in the outputs of the deep neural networks (DNNs) over subsequent timesteps in diffusion probabilistic models (DPMs) to refine the mean estimation of the conditional Gaussian distributions in the backward process. A typical DPM first obtains an estimate of the original data sample boldsymbolx by feeding the most recent state boldsymbolzi and index i into the DNN model and then computes the mean vector of the conditional Gaussian distribution for boldsymbolzi-1. We propose to calculate a more accurate estimate for boldsymbolx by performing extrapolation on the two estimates of boldsymbolx that are obtained by feeding (boldsymbolzi+1,i+1) and (boldsymbolzi,i) into the DNN model. The extrapolation can be easily integrated into the backward process of existing DPMs by introducing an additional connection over two consecutive timesteps, and fine-tuning is not required. Extensive experiments showed that plugging in the additional connection into DDPM, DDIM, DEIS, S-PNDM, and high-order DPM-Solvers leads to a significant performance gain in terms of FID score.