High-accuracy and dimension-free sampling with diffusions

Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed form, and its resolution via discretization typically requires many small iterations to produce high-quality samples. More precisely, prior works have shown that the iteration complexity of discretization methods for diffusion models scales polynomially in the ambient dimension and the inverse accuracy $1/\varepsilon$. In this work, we propose a new solver for diffusion models relying on a subtle interplay between low-degree approximation and the collocation method, and we prove that its iteration complexity scales polylogarithmically in $1/\varepsilon$, yielding the first "high-accuracy" guarantee for a diffusion-based sampler that only uses (approximate) access to the scores of the data distribution. In addition, our bound does not depend explicitly on the ambient dimension; more precisely, the dimension affects the complexity of our solver only through the effective radius of the support of the target distribution.