WEIRDO: WEak resIdual Regularized DOob's h-transform diffusion alignment
We study the problem of estimating the guidance that steers the distribution learned by a diffusion generative model toward a tilted target $q_0 \propto w\,p_0$ at inference time. Relying on the stochastic optimal control approach, we observe that the exact drift correction is the gradient of the logarithm of Doob's $h...