Risk-Calibrated Proposal Transport for Finite-Particle Diffusion Steering

Ziseok Lee, Jaehyeon Kim, Seungwon Kim, Seunghyun Moon, Haneul Choi +4

Inference-time steering combines pretrained diffusion experts or rewards without retraining by changing the dynamics that transport noise to data. Feynman-Kac correction compensates for proposal mismatch through importance-weighted sequential Monte Carlo (SMC), whose finite-particle behavior depends on the proposal. Variance-controlling guidance (VCG) improves that proposal by fitting a linear drift correction to minimize empirical log-weight-rate variance. Although its population optimum cannot worsen residual variance, finite-particle VCG can nearly eliminate its fitting residual while increasing residual risk on new states by orders of magnitude. The resulting update can degrade unweighted generation or accelerate particle collapse. We show that the centered Feynman-Kac rate is the normalized transport residual and that expected out-of-fit benefit is exactly population headroom minus coefficient-estimation penalty. Under regularity assumptions, a Wasserstein analysis bounds the unweighted proposal's terminal error using this residual. These results motivate Risk-Calibrated Proposal Transport (RCPT), which uses deletion leave-one-out residuals to calibrate the retained fraction…