arXiv AI

LC-GRPO: Bridging Train-Inference Gap for Flow-Based GRPO with Langevin Correction

arXiv:2608. 05600v1 Announce Type: cross Abstract: Flow-based generative models are typically sampled by solving a deterministic ordinary differential equation (ODE), whereas online reinforcement learning requires stochastic rollouts for policy exploration and optimization.

Hugging Face Trending Papers
Aug 6

LC-GRPO: Bridging Train-Inference Gap for Flow-Based GRPO with Langevin Correction

Flow-based generative models are typically sampled by solving a deterministic ordinary differential equation (ODE), whereas online reinforcement learning requires stochastic rollouts for policy exploration and optimization. Existing GRPO methods for flow models therefore replace the inference-time ODE with a stochastic differential equation (SDE) during training.

arXiv Machine Learning
Jun 10

It\^o maps for any-step SDEs

arXiv:2606. 11156v1 Announce Type: cross Abstract: Recent one-step generative models accelerate sampling by learning deterministic flow maps of the underlying dynamics.

By Zhengkai Pan, Peter Potaptchik, Wenxi Yao, Michael S. Albergo, Jakiw Pidstrigach
arXiv Machine Learning
5d ago

FlowLOB: Efficient and Controllable Limit Order Book Generation with Flow Matching

arXiv:2608. 13096v1 Announce Type: new Abstract: Limit order book (LOB) simulators are most useful to practitioners when they combine realistic market dynamics, computationally efficient sampling, controllable scenario generation, and the ability to generalize beyond the instruments seen during training---properties that existing agent-based and deep generative simulators provide only partially.

By Zhuohan Wang, Andreea Bacalum, Ollie Olby, Carmine Ventre, Namid Stillman
arXiv Machine Learning
Jul 17

The Effect of Stochasticity in Score-Based Diffusion Sampling: a KL Divergence Analysis

arXiv:2506. 11378v3 Announce Type: replace Abstract: Sampling in score-based diffusion models can be performed by solving either a reverse-time stochastic differential equation (SDE) parameterized by an arbitrary stochasticity function or a probability flow ODE, corresponding to setting this stochasticity function to zero.

By Bernardo P. Schaeffer, Ricardo M. S. Rosa, Glauco Valle