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Newton Matching for Generative Modeling: A Unified Framework for Fine-Tuning and Sampling

Zeyang Li, Yunan Wang, Paolo Giaretta, Navid Azizan

arXiv:2609.05727v1cs.LGcs.AIcs.SYeess.SY

TL;DR

Reward-based fine-tuning and unnormalized-density sampling lack target samples, so supervised training pairs cannot be formed and stable target recovery from model feedback remains challenging. Newton Matching iteratively updates canonical models through a tangential Newton step and density-preserving canonicalization, proving strict reverse-KL descent and convergence under stated conditions.

  • Problem

    In reward fine-tuning and unnormalized-density sampling, target samples are unavailable, so supervised training pairs cannot be formed and stable target recovery from model feedback remains challenging.

    Source: §1 · p. 5
  • Method

    Newton Matching iteratively optimizes over canonical models by taking a tangential Newton step and then canonicalizing while preserving the updated terminal density.

    Source: §1 · p. 9
  • Results

    For every 0 < η ≤ τ, each stage strictly decreases reverse KL unless the target is reached; under mild assumptions, iteration converges globally and full steps converge locally quadratically.

    Source: §1 · p. 11
  • Takeaways & Limitations

    Representative matching-based methods for fine-tuning and sampling fit a unified design space that reveals the population-level update each implements.

    Source: §1 · p. 12

    On-policy asymptotic stationarity does not certify coverage of all target-mass regions; global target convergence additionally requires conditions ruling out loss of target mass.

    Source: §7.1.2 · p. 54, §7.1.3 · p. 55

Abstract

from arXiv · show

We develop Newton Matching, a unified framework for fine-tuning and sampling in generative modeling. The target is $\pi\propto\mu e^{\tau r}$, where $r$ is the reward, $\tau>0$ the inverse temperature, and $\mu$ denotes the pretrained model's terminal density for fine-tuning or the constant $1$ for sampling. We shift the paradigm from isolated losses to iterative optimization over canonical models: population minimizers of standard conditional matching for terminal densities. Under compatible smooth-realization assumptions, canonical velocities form a manifold diffeomorphic to the density manifold. Transporting the Fisher-Rao metric and mixture connection to this manifold, we show that the reverse-KL Hessian equals the metric, so the Newton direction coincides with the negative Fisher-Rao gradient. At terminal density $\rho$, each stage takes a tangential step generated by the regularized reward $r-\frac1\tau\log(\rho/\mu)$, followed by terminal-density-preserving canonicalization. This canonical retraction yields an exact finite-stepsize density characterization. For the ideal iteration, we prove strict reverse-KL descent away from the target for $0 < \eta \le \tau$, global convergence under mild conditions, and local quadratic convergence for full steps ($\eta=\tau$). Covariance and gradient forms, each with forward or reverse regression-pair constructions, yield sample-wise tangential-update losses with the same population minimizer, without importance sampling or full-trajectory backpropagation. We develop approximate updates and define critical-point consistency as vanishing tangential displacement if and only if $\rho=\pi$. We recover representative methods as exact realizations, critical-point-consistent approximations, or objective-altering variants, enabling modular algorithm design. Our work advances the theory and algorithms of reinforcement learning for generative models.

1 Introduction

Newton Matching unifies dataless fine-tuning and sampling as iterative optimization over canonical generative models. It connects principled terminal-density updates to scalable matching-style regression.

Canonical optimization framework

  • Newton Matching reframes dataless fine-tuning and sampling as iterative optimization over canonical models, each the population conditional-matching minimizer for its terminal density.This restricts optimization to models that retain the conditional-expectation structure of standard diffusion and flow training.Source: §1 · pp. 5, 7, 9, 10

Exact realizations

  • Exact tangential updates admit forward or reverse regression-pair constructions and covariance or gradient targets, with losses sharing a unique population minimizer.The constructions avoid importance sampling and full-trajectory backpropagation; exact realizations also include multi-time supervision and conditional-flow-matching canonicalization.Source: §1 · pp. 9, 11, 12

Canonical retractions

  • Each stage combines a tangential step with canonicalization, defining a canonical retraction whose finite-stepsize terminal-density update is exactly characterized.For directions generated by admissible terminal observables, the retraction also yields a value-ascent certificate with a KL-divergence and path-dissipation decomposition.Source: §1 · pp. 9–10

Approximate realizations

  • Approximate Newton Matching introduces critical-point consistency: an approximate tangential update vanishes exactly when the current terminal density equals the target.The paper gives four consistent approximation families and shows that approximating or removing density-ratio regularization can sacrifice consistency or yield direct reward ascent.Source: §1 · p. 9

Canonical manifold and geometry

  • Under compatible smooth-realization assumptions, canonical velocities form a manifold diffeomorphic to the density manifold, with a canonical projection preserving terminal density.The framework transports the Fisher–Rao metric and mixture connection to this manifold for optimization.Source: §1 · pp. 7, 10

Newton Matching and convergence

  • The reverse-KL Hessian equals the Fisher–Rao metric, making the negative Fisher–Rao gradient the Newton direction; steps η in (0, τ] strictly decrease reverse KL unless the target is reached.Under mild assumptions, terminal densities and canonical models converge globally; full steps η = τ converge quadratically locally.Source: §1 · pp. 10–11

Unification of existing methods

  • A modular taxonomy recovers representative matching methods as exact realizations, critical-point-consistent approximations, or methods that alter the objective.Its configurable building blocks also provide a systematic way to derive new matching algorithms.Source: §1 · p. 12

Analytic validation and extensions

  • In the isotropic Gaussian case, one ideal stage remains Gaussian, and the resulting mean-and-variance recursion converges in both forward and reverse KL with local quadratic convergence.The analysis also covers time-dependent stepsizes and extends Newton Matching to score and drift coordinates and one-sided interpolants with deterministic initial states.Source: §1 · pp. 12–13

2 Preliminaries

The preliminaries establish the probability-path, dynamics, and prediction conventions used for diffusion and flow models, then review Banach-manifold geometry and its differential operators.

2.1.1 Probability Paths and Interpolants

  • With Gaussian source p0 = N(0, I) and independent source-terminal coupling, the framework uses marginal probability paths and conditional paths whose marginalization recovers them.Conditioning may be one-sided on X1 or two-sided on (X0, X1); a standard construction uses the linear interpolant Xt = αtX1 + βtX0.Source: §2.1.1 · p. 13

2.1.2 Deterministic Dynamics and Flow Maps

  • For deterministic sampling, an ODE velocity field governs probability transport through the continuity equation, and its flow maps carry states forward or backward in time.The dynamics' path-space distribution need not match the interpolant's joint distribution across time, even when their one-time marginals agree.Source: §2.1.2 · p. 14, §2.1.1 · p. 14

2.1.3 Conditional Flow Matching

  • Conditional flow matching uses conditional velocity fields to learn a transport field, and its population minimizer is a conditional expectation that can transport p0 to p1.The passages note that one- and two-sided conditioning lead to the same results, though one may be more convenient in different contexts.Source: §2.1.3 · pp. 14–15

2.1.4 Stochastic Dynamics

  • For stochastic sampling, an SDE with Brownian motion and scalar noise schedule evolves density according to the Fokker–Planck equation and shares the ODE's marginal path for any σt ≥ 0.Source: §2.1.4 · p. 15

2.1.5 Equivalent Predictions

  • Under standard conditions, diffusion and flow models admit equivalent velocity, score, drift, data, and noise predictions; this paper focuses on velocity prediction.The velocity-score relation and interpolant identity allow either velocity or score to determine the other.Source: §2.1.5 · p. 15

2.2 Differential Geometry on Banach Manifolds

  • Banach spaces provide complete normed models for smooth Banach manifolds, whose diffeomorphisms preserve smooth structure and transport tangent vectors and geometric structures.Source: §2.2.1 · p. 16, §2.2.2 · p. 16

2.2.3 Tangent Space

  • A tangent vector represents a first-order perturbation at a point, while a tangent vector field assigns such directions across the manifold; an objective's differential records its first-order change.Source: §2.2.3 · pp. 17–18, §2.2.4 · p. 18

2.2.5 Riemannian Metric and Gradient

  • A metric represents an objective's differential as a gradient, while an affine connection defines covariant differentiation and makes the covariant Hessian connection-dependent.For weak metrics, gradients need not exist for every smooth objective; the covariant Hessian need not be symmetric.Source: §2.2.5 · p. 19, §2.2.6 · p. 19, §2.2.7 · p. 20

3 Problem Formulation

The paper formulates sampling and fine-tuning as learning to generate a target density proportional to μe^(τr), using either a flat reference or a pretrained model. Because target samples are unavailable, it seeks scalable reward-driven optimization over canonical velocity fields.

3.1 Sampling and Fine-Tuning

  • The target π ∝ μe^(τr) covers Boltzmann sampling when μ = 1 and fine-tuning when μ is the base model’s terminal density.The base density may be implicit, though samples can be generated by solving the base model’s ODE or SDE.Source: §3.1 · p. 20
  • Since target samples are unavailable and training relies on the reward signal, the task is framed as reinforcement learning rather than supervised generative modeling.The reward gradient is available when the reward is differentiable and the algorithm requires it.Source: §3.1 · pp. 20–21
  • The unified approach handles sampling and fine-tuning together, primarily using flow-model velocity prediction while also applying to other prediction forms.Extensions to score and drift forms are given in Appendix H.Source: §3.1 · p. 21

3.2 Optimization on Velocity Fields

  • Optimizing reverse KL over velocity fields is difficult to scale because terminal density depends implicitly on the flow, and naive optimization may require trajectory-wide backpropagation.This formulation also lacks the conditional-expectation structure that makes flow matching amenable to sample-wise regression.Source: §3.2 · p. 21
  • For fixed source density and schedule, flow matching maps each terminal density to a canonical velocity through conditional-expectation structure, while induced marginal quantities depend on that density.The canonical field is a population minimizer of the conditional flow-matching loss.Source: §3.2 · pp. 21–22
  • Although infinitely many velocity fields can transport the source to a given terminal density, the canonical field supports sample-wise regression when terminal samples are available.The paper’s target samples are not available, motivating recovery of the target’s canonical field while keeping intermediate fields canonical.Source: §3.2 · p. 22
  • Canonical velocity fields and terminal densities correspond one-to-one, forming a canonical manifold that underlies the Newton Matching framework.Each terminal density induces a unique canonical velocity, and each such field determines its terminal density through its flow.Source: §3.2 · pp. 22–23

4 Canonical Geometry

This section develops canonical velocity fields as a smooth geometric representation of terminal densities and equips the resulting manifold with transported geometric structure. It also defines and transports a mixture connection, establishing its affine-connection property under Assumption 78.

4.1 Global Geometry

  • Under Assumption 67, canonical velocities form a split embedded Banach submanifold diffeomorphic to the density manifold, and the smooth canonical projection is idempotent and preserves terminal densities.Source: §4.1 · pp. 25–26

4.2 First-Order Geometry

  • The canonical retraction uses tangent directions on the canonical manifold, while objective differentials are cotangent vectors; the first-order structures are transported from the density manifold.Source: §4.2 · pp. 26–27

4.2.1 Tangent Spaces and Canonical Lifts

  • Density tangents have a centered-observable form, and their canonical lifts admit posterior-gradient or posterior-covariance representations; at interior times, a lift identifies its observable up to an additive constant.Source: §4.2.1 · pp. 28, 30

4.2.2 Cotangent Spaces and Differentials

  • An objective differential is a cotangent vector that assigns each admissible density perturbation its corresponding first-order change in the objective.Source: §4.2.2 · p. 31

4.2.3 Fisher–Rao Metric

  • The Fisher–Rao metric on densities is transported to the canonical manifold, making the canonical-velocity map an isometry; a metric-dual tangent representation need not exist for every cotangent vector.Source: §4.2.3 · p. 32

4.3 Second-Order Geometry

  • The mixture connection compares Fisher–Rao pairings as the base density varies while holding terminal observables fixed, and is transported to the canonical manifold to provide covariant differentiation for Hessians and Newton directions.Source: §4 · p. 23, §4.3 · p. 32
  • The mixture connection records how the Fisher–Rao pairing changes as the base density and tangent field vary, with the terminal observable held fixed.The fixed-observable extensions exhaust each tangent space under the smooth-realization assumptions of Appendix A.3.Source: §4.3 · pp. 32–33
  • Under Assumption 78, the mixture connection ∇mix satisfies the connection axioms and is an affine connection on P.Source: §4.3 · pp. 33–34
  • The mixture connection ∇mix is transported to the canonical-velocity manifold Vcan to define the connection ∇can.Source: §4.3 · p. 34

5 Canonical Retraction and Value Ascent

Section 5 constructs finite-stepsize updates on the canonical velocity manifold that preserve feasibility while admitting an exact density-coordinate characterization. The updates yield finite-stepsize value ascent, with the reverse-KL Newton direction developed in Section 6 as a later specialization.

5.1 Canonical Retractions in Velocity and Density Coordinates

  • The canonical retraction first takes a tangential update, then canonicalizes it, preserving its terminal density and defining retractions in both velocity and density coordinates.The ambient tangential update may leave the canonical manifold; canonicalization projects it back while retaining the induced terminal density.Source: Figure 5 · p. 36, §5.1 · p. 37

5.2 Value-Ascent Certificate

  • For tangent directions generated by posterior values, exact trajectory-wise and density-level identities characterize the finite-step effect on the induced path and terminal density.The pathwise result yields posterior-value improvement at intermediate times and a terminal value-ascent certificate.Source: §5.2 · pp. 38–39
  • Canonical retraction guarantees finite-stepsize ascent: the updated terminal density has at least as much expected value as the original, with equality exactly when the density is unchanged or the observable is constant.The gain decomposes into a scaled KL displacement and a nonnegative path-dissipation term.Source: §5.2 · pp. 40–41
  • The terminal observable both defines the tangent direction and supplies the value that increases; fixed observables can drive direct reward ascent, while density-dependent ones need additional structure for objective descent.For reverse KL, the regularized reward is density-dependent; later sections establish its objective-descent guarantee.Source: §5.2 · p. 41

6 Newton Matching on the Canonical Manifold

On the canonical manifold, Newton Matching uses the reverse-KL objective’s negative Fisher–Rao gradient as its Newton direction, then applies a canonical retraction to update the terminal density. The section derives this direction, its stationarity criterion, and an exact density-update characterization.

6 Newton Matching on the Canonical Manifold

  • The canonical-velocity map is a diffeomorphism, making reverse-KL minimization over terminal densities equivalent to minimization over canonical velocities.The density objective is KL(ρ∥πµ,τ,r), and the velocity objective evaluates it at the velocity’s terminal density.Source: §6 · p. 42

6.1 Fisher–Rao Gradient

  • The regularized reward at the current density supplies the canonical lift of the negative Fisher–Rao gradient for the reverse-KL objective.This density-dependent signal specializes the canonical retraction to the objective’s first-order descent direction.Source: §6.1 · pp. 43–44

6.2 Newton Direction

  • For reverse KL with the Fisher–Rao metric and mixture connection, the Hessian bilinear form equals the metric, so the Newton direction is the negative gradient.This coincidence is specific to this objective, metric, and connection; other choices need not yield the same direction.Source: §6.2 · pp. 45–47
  • The target density is characterized by a constant regularized reward, equivalently by a lifted tangent direction that vanishes at any single interior time.Away from the target, the lifted direction is nonzero at every interior time.Source: §6.2 · p. 47

6.3 Newton’s Method with Canonical Retraction

  • Each stage applies a velocity-space correction followed by canonicalization; its terminal density combines log-density interpolation toward the target with a state-dependent path-dissipation correction.For a full step, path dissipation is the only state-dependent deviation of the updated terminal density from the target.Source: §6.3 · pp. 49–50

7 Convergence Guarantees of Newton Matching

This section establishes convergence guarantees for Ideal Newton Matching, including reverse-KL descent, global convergence, and local quadratic convergence with full steps. It also analyzes a continuation scheme over successive inverse-temperature targets, showing that a sufficiently fine grid yields uniform convergence constants under path-membership assumptions.

7 Convergence Guarantees of Newton Matching

  • On the isotropic Gaussian family, Newton Matching reduces to an explicit parameter recursion whose forward and reverse KL divergences converge to zero.When initialized sufficiently near the target, this recursion also exhibits local quadratic convergence.Source: §7 · p. 50

7.1.2 Self-Calibration

  • With non-summable stepsizes, reverse-KL values converge and the log-density residual becomes asymptotically constant in L1(ρk).This on-policy self-calibration does not rule out loss of target mass, motivating additional conditions for convergence to the target.Source: §7.1 · p. 50, §7.1.2 · p. 54

7.1.1 Finite-Stepsize KL Descent

  • For any ideal step η ∈(0, τ], reverse KL decreases strictly unless the current density is the target.A dissipation-corrected three-point identity controls the full nonlinear update, not only its infinitesimal direction.Source: §7.1.1 · pp. 51, 53

7.1.3 Global KL Convergence under Mild Conditions

  • Bounded forward KL yields reverse-KL convergence, while vanishing target-averaged dissipation yields convergence in both forward and reverse KL.Under either condition, terminal densities and canonical velocity fields converge to their targets.Source: §7.1.3 · pp. 55, 57

7.2.1 Local Quadratic Convergence

  • With full steps η = τ, Newton Matching converges quadratically for both terminal densities and canonical velocity fields when initialized sufficiently near the target.The local error after one stage is bounded by a fixed constant times the squared current error.Source: §7.2.1 · p. 58

7.2.2 Continuation Method

  • An optional inverse-temperature continuation scheme warm-starts each nearby target from the previous one to exploit local quadratic convergence.A sufficiently fine temperature grid places each stage within its target’s quadratic-convergence neighborhood; direct global convergence to the final target remains available.Source: §7 · p. 50, §7.2.2 · p. 58
  • A sufficiently fine grid is expected to place each warm start within the next target’s local quadratic-convergence neighborhood.When μ is a density and π₀ = μ ∈ P, τ₀ may be 0; when μ = 1, choose positive τ₀ so πs ∈ P throughout [τ₀, τ].Source: §7.2.2 · p. 59
  • A single quadratic-convergence constant and maximum grid spacing suffice across continuation stages when the target path remains in P.Proposition 33 gives positive C and Δmax depending on μ, τ0, τ, and r; for μ a normalized density τ0 may be 0, while μ = 1 requires τ0 > 0.Source: §7.2.2 · p. 59
  • Each continuation stage targets πτ_i and initializes from the previous stage’s target density.The supplied text identifies the stage target as π(i) := πτ_i and the initial density as ρ(i)₀ := π(i−1).Source: §7.2.2 · p. 59

8 Exact Newton Matching … A.3.3 Second-Order Geometry

This section develops exact and approximate Newton Matching updates, including tangential-update estimators, canonicalization procedures, and constructions that preserve critical-point consistency. It characterizes fixed points, connects representative methods to the framework, and establishes the compatible geometric structures used for second-order analysis.

8 Exact Newton Matching

  • Canonicalization maps each tangentially updated velocity to a canonical field with the same terminal density, while the fixed anchor supplies training objectives throughout each stage.The trainable field is optimized with anchor-dependent quantities held fixed; canonicalization then completes the exact stage.Source: §8 · p. 60

8.2 Forward and Reverse Constructions

  • Forward and reverse regression-pair constructions both enforce X1|Xt as the anchor posterior, so their squared-loss objectives share the same population minimizer.Forward sampling draws X1 before Xt; reverse sampling draws Xt before X1 from its anchor posterior.Source: §8 · p. 60, §8.2 · p. 62

8.1 Tangent Representations

  • The tangent vector has covariance and gradient conditional-expectation representations, yielding distinct regression targets; a posterior Stein-kernel identity enables the gradient form.The covariance form evaluates the regularized reward, whereas the gradient form evaluates a posterior Stein kernel acting on its gradient.Source: §8.1 · p. 62

8.2.1 Forward Construction

  • The forward construction samples an endpoint from the anchor and then noises it, allowing a range of exact endpoint samplers, including ODE and SDE samplers.An ODE sampler may reduce function evaluations, while a tuned SDE noise schedule may encourage exploration when the neural anchor is imperfect.Source: §8.2.1 · p. 63

8.2.2 Reverse Construction

  • The reverse construction uses a unique posterior-preserving SDE with noise schedule σ_t = √2κ_t; repeated draws from one Xt can average targets to reduce variance and improve stability.An arbitrary SDE noise schedule does not generally preserve the anchor posterior, and the Xt proposal can be chosen for practical convenience without changing the conditional target.Source: §8.2.2 · pp. 64–65

8.3 Covariance Form

  • Covariance-form losses under forward and reverse pair constructions use sample-wise regularized-reward targets, with reverse sampling allowing multiple posterior endpoints per Xt to reduce variance.The required log-density or log-density ratio can be computed exactly using ODE-based or SDE-based approaches, each compatible with either pair construction.Source: §8.3 · p. 65

8.3.1 ODE-Based Estimation

  • ODE-based estimation computes endpoint log density or log-density ratio with the instantaneous change-of-variables formula, using forward augmented integration or backward integration from a sampled endpoint.Required divergences may be evaluated exactly or estimated with Hutchinson’s trace estimator.Source: §8.3.1 · pp. 66–67

8.3.2 SDE-Based Estimation

  • SDE-based estimation gives exact pathwise representations of terminal log density and log-density ratio, and the conditioned path between Xt and X1 has a drift-independent universal distribution.These properties allow the representations to be used regardless of the sampler that generated X1.Source: §8.3.2 · p. 67
  • The posterior-preserving SDE has a universal bridge independent of terminal density, enabling endpoint-conditioned path sampling and exact covariance-form tangential updates.The bridge depends only on the schedules α_t and β_t; Brownian increments can be recovered from the sampled path, and the update is summarized in Algorithm 2.Source: §8.3.2 · p. 71

8.4 Gradient Form

  • The gradient form expresses the tangent vector through a posterior Stein kernel acting on the regularized-reward gradient, yielding parallel forward- and reverse-construction losses.Constructing such a kernel for a general non-Gaussian posterior is nontrivial.Source: §8.4 · pp. 71–72

Appendix E.3. Solving (75) directly is in general intractable.

  • Sensitivity analysis of the posterior-preserving SDE constructs an exact posterior Stein kernel by conditioning its state-transition matrix on endpoints and applying schedule-dependent rescaling.A backward adjoint ODE evaluates the kernel’s action on a vector without explicitly forming the matrix.Source: Appendix E.3 · p. 72

Posterior sensitivity kernel.

  • A pathwise adjoint provides a matrix-free Monte Carlo estimator of the kernel target, with Mayer and Bolza realizations yielding targets whose conditional mean matches the ideal kernel-based target.Mayer uses the full regularized reward at the terminal objective but requires an exact log-density gradient; Bolza instead uses terminal reward r and moves density regularization to a running objective.Source: Posterior sensitivity kernel · pp. 74–75
  • Applying the adjoint representation after differentiating (89) and (91) yields corresponding expressions; the gradient-form loss also has a Bolza realization under the forward construction and under the reverse construction.Source: Posterior sensitivity kernel · pp. 76–77

8.5 Unification via Control Variates

  • Stein-operator zero-mean control variates interpolate between covariance and gradient targets, while exact update losses across forms and constructions share one population minimizer.The unified target recovers the covariance and kernel-based gradient targets at Ω_t ≡ 0 and Ω_t ≡ I; Theorem 34 establishes the common, a.e.-unique minimizer for square-integrable targets and positive proposals.Source: §8.5 · pp. 77, 79, 80

8.6 Multi-Time Supervision from Shared Samples

  • Shared endpoints or posterior-compatible paths can supervise multiple times; dependence among regression pairs does not invalidate exactness when each time has the required conditional law.Endpoint- or path-level computations are shared across pairs, avoiding repeated expensive generation and target evaluation.Source: §8.6 · p. 81

8.6.1 Multi-Time Supervision in Covariance Form

  • In covariance form, one endpoint-level regularized-reward value can be reused across many noisy states to construct targets at multiple supervision times.The endpoint value is obtained through augmented or backward integrations depending on the sampling construction and whether the endpoint was generated by an ODE or SDE.Source: ODE-based estimation · pp. 81–82

ODE-based estimation.

  • One posterior-preserving SDE trajectory and one backward ODE evaluation provide exact covariance targets at multiple times.Each trajectory tail has the required conditional law by the Markov property; a positive lower time cutoff may avoid the SDE singularity at t = 0.Source: ODE-based estimation · p. 82
  • ODE-based estimation uses backward-time recursions to compute log-density values or pathwise adjoints and targets along sampled trajectories.The supplied algorithm fragments describe these computations but do not specify their full procedure.Source: ODE-based estimation · p. 83

SDE-based estimation.

  • A single posterior-compatible path supports covariance-target evaluation at every supervision time through one backward recursion.The supervision states must come from the shared path, with times sampled according to the specified schedule; a positive lower time cutoff may be imposed.Source: SDE-based estimation · p. 84

8.6.2 Multi-Time Supervision in Gradient Form

  • One full backward adjoint solve supplies gradient-form targets at all supervision times, and forward bridge sampling avoids a trained-model SDE rollout.An ODE-sampled endpoint and analytically sampled universal bridge provide the path for the adjoint solve.Source: §8.6.2 · p. 85

8.7 Canonicalization

  • Explicit canonicalization trains a canonical velocity by standard CFM on endpoints generated by the noncanonical update; implicit canonicalization can avoid that retraining when the exact value baseline is available.With an approximate baseline, the tangential-update error is the product of value-function error and the canonicality defect.Source: §8.7 · pp. 86–87

9 Approximate Newton Matching

  • Approximate Newton Matching replaces the exact tangent with cheaper surrogates while retaining exact canonicalization; four covariance and gradient examples preserve critical-point consistency.The unregularized reward-driven variant has an exact finite-stepsize reward-ascent certificate, and a stop-gradient objective can target the additive update's fixed points.Source: §9 · pp. 88–89

9.1 Approximate Covariance Forms with Critical-Point Consistency

  • Two covariance approximations rewrite the regularized reward's log-density correction through posterior density ratios and linearize it while preserving critical-point consistency.The linearization is exact at the target and retains the first-order variation of the posterior log-density ratio nearby.Source: §9.1 · p. 90, §9.1.1 · p. 90

9.1.1 Direct Linearization

  • Direct linearization uses the target-to-anchor posterior log-density ratio, whose linearization is exact at the target and preserves its first-order variation nearby.The posterior ratio equals one at the target density.Source: §9.1.1 · p. 90
  • Direct linearization’s unique population minimizer realizes its approximate tangent and is critical-point consistent; it differs from exact Newton at generic anchors, while η=τ targets vπ.The result assumes a normalized reference density and an integrable loss.Source: §9.1.1 · p. 91

9.1.2 Split Linearization

  • Split linearization uses a negative reward tilt under the current posterior, complementing direct linearization’s positive tilt under the reference; their updates can differ but both are critical-point consistent.Its unique population minimizer realizes the split-linearized update when the negative-tilt density is normalizable and the loss is integrable.Source: §9.1.2 · p. 94

9.2 Approximate Gradient Forms with Critical-Point Consistency

  • The gradient form avoids evaluating the log-density ratio but requires an exact posterior Stein kernel; the proposed approximations use current-density samples to preserve critical-point consistency.They replace the current-anchor adjoint dynamics with reference dynamics or approximate the posterior Stein kernel using a positive-definite matrix field.Source: §9.2 · p. 95

9.2.1 Reference-Adjoint Approximation

  • Reference-adjoint approximation freezes adjoint dynamics at the reference while retaining current-anchor paths, reducing adjoint cost and remaining critical-point consistent despite differing from exact Newton away from the target.For µ=1, it needs no backward adjoint integration.Source: §9.2.1 · pp. 96–97

9.2.2 Gaussian-Kernel Approximation

  • Because solving for an exact posterior Stein kernel is generally intractable, the Gaussian-kernel approximation simplifies the task by approximating the posterior as Gaussian.The broader gradient-form description identifies this as a positive-definite matrix-field approximation corresponding to a Gaussian anchor posterior.Source: §9.2 · p. 95, §9.2.2 · p. 98
  • The Gaussian-kernel approximation is critical-point consistent when its endpoint is sampled from the exact current-anchor posterior; for mu = 1, it includes the reference-adjoint approximation.With a positive-definite surrogate matrix field and an integrable loss, its unique population minimizer is the stated approximate velocity, up to almost-everywhere equality.Source: §9.2.2 · pp. 98–100

9.3 Regularization Trade-Offs

  • The reference factor mu drives the reverse-KL Newton direction but creates computational difficulty; approximating or removing regularization changes the update toward raw-reward ascent.The analysis decomposes regularization into a marginal velocity correction and a posterior-KL gradient, then considers approximating or removing it.Source: §9.3 · p. 101

9.3.1 Approximate Regularization

  • The regularized update combines interpolation between current and reference velocities, a raw-reward tangent, and a posterior-KL gradient; approximating that gradient may break critical-point consistency.Options include dropping the posterior-KL gradient or approximating the posteriors with Gaussians sharing an isotropic covariance and exact means.Source: §9.3.1 · pp. 101–102

9.3.2 No Regularization

  • Without regularization, the update follows the raw reward and has the interpretation of direct ascent of expected reward.The update is the canonical retraction with terminal observable r.Source: §9.3.2 · p. 104

We have the reward-ascent certificate

  • For the unregularized retraction, reward increases strictly at finite stepsizes, but its correction is not critical-point consistent for pi when reward is nonconstant.Source: §9.3.2 · p. 104, We have the reward-ascent certificate · p. 104
  • Repeated unregularized finite-step updates favor maximal-reward regions, while a finite sequence’s terminal-density error relative to π is quantified in both KL directions.The limit-behavior result assumes non-summable stepsizes, a continuous reward with finite upper bound, and vanishing dissipation.Source: We have the reward-ascent certificate · pp. 105–106

9.4 Fixed-Point Conditions via Zero Displacement

  • The fixed-point viewpoint encodes exact or approximate additive tangential updates through zero displacement and can translate conditional-expectation forms into stop-gradient regression objectives.The section develops this perspective alongside stage-by-stage updates followed by canonicalization.Source: §9.4 · p. 107

9.4.1 Fixed Points of Tangential Updates

  • A fixed point of an additive tangential update requires zero correction; critical-point consistency makes the target density the unique canonical fixed point.This ambient zero-displacement condition is stronger than fixed-point status after canonicalization, which can erase nonzero displacements.Source: §9.4.1 · p. 107

9.4.2 Population-Stationary Points of Stop-Gradient Objectives

  • Under the stated conditions, stop-gradient population stationarity is equivalent to zero additive correction, and critical-point consistency makes the target the unique stationary density.This characterizes stationary points, but does not guarantee optimization converges to one; the paper notes prior work often treated stop-gradient as an implementation trick [35].Source: §9.4.2 · pp. 109–110

9.4.3 Examples of Stop-Gradient Objectives for Newton Matching

  • Bolza, reference-adjoint, and Gaussian-kernel stop-gradient objectives each have the target’s canonical velocity as their unique population-stationary point.The Gaussian-kernel approximation removes the pathwise adjoint and uses an endpoint pair.Source: §9.4.3 · p. 112

10 Demystifying Existing Works

  • The paper recovers representative fine-tuning and sampling methods as special cases of exact or approximate Newton Matching, while noting that their losses may not preserve canonicality.Matching-style regression and scalable target computation rely on canonical-model conditional expectations, which optimizing the losses does not automatically maintain.Source: §10 · p. 112

10.1 Tilt Matching

  • Tilt Matching methods follow an exponential-tilt continuation path, whose sufficiently small increments can be treated as local fine-tuning stages with the preceding density as reference.Each stage uses its current continuation density as the base density and the increment as inverse temperature.Source: §10.1 · p. 114

10.1.1 Explicit Tilt Matching

  • ETM is recovered exactly from Newton Matching using the no-regularization approximation and the covariance form with forward construction.The passage also reports an exact sample-wise correspondence between the two losses.Source: §10.1.1 · p. 115
  • Explicit Tilt Matching is the forward covariance form of the full-step unregularized update at the base anchor, but is not critical-point consistent for nonconstant rewards.Source: §10.1.1 · p. 115

10.1.2 Implicit Tilt Matching

  • Implicit Tilt Matching is equivalent to a forward full-step direct-linearization approximation with specific baseline and weighting choices, and it is critical-point consistent.Source: §10.1.2 · p. 115

10.2 DiffusionNFT

  • DiffusionNFT [36] is the forward covariance form of the unregularized update, but is not critical-point consistent for nonconstant rewards.Source: §10.2 · p. 116

10.3 Reinforce Adjoint Matching

  • RAM [35] realizes a full-step approximate-regularization fixed-point condition with the forward construction and zero baseline, but is not generally critical-point consistent.Source: §10.3 · p. 117

10.4 Adjoint Matching

  • BAM [32] realizes the full-step exact tangential update with reverse construction and specific weighting; LAM [32] uses a full-step reference-adjoint approximation, and both have the target canonical velocity as their unique canonical population-stationary point.Source: §10.4.1 · p. 118, §10.4.2 · p. 119

10.5 Flow Sampling; 10.6 Adjoint Sampling

  • Flow Sampling [37] realizes a damped Gaussian-kernel approximation with drift coordinates and forward construction; Adjoint Sampling [33] uses the full-step approximation with drift coordinates and a one-sided interpolant.Both methods’ stop-gradient losses have the target canonical velocity as their unique canonical population-stationary point; Adjoint Sampling uses the one-sided-interpolant extension to avoid SOC-related reference processes.Source: §10.5 · p. 120, §10.6 · pp. 120–121

11 Conclusion

  • Newton Matching’s canonical retraction yields strict reverse-KL descent, global convergence under mild conditions, and local quadratic convergence for full steps.The conclusion frames the framework as iterative optimization over canonical models and identifies the Newton direction with the negative Fisher–Rao gradient.Source: §11 · p. 121

A Geometric Foundation; A.1 Ambient Classes; A.1.1 Ambient Velocity Space

  • Appendix A specifies compatible Banach-manifold structures and regularity assumptions for Newton Matching’s geometry; its ambient velocity fields ensure globally well-posed flows and controlled pushforward moments.The ambient classes also make the canonical velocity associated with each terminal density pointwise well-defined.Source: A Geometric Foundation · p. 123, §A.1.1 · p. 123

A.1.1 Ambient Velocity Space

  • Every ambient velocity with the stated regularity generates a unique nonexplosive Carathéodory ODE flow.The velocity-space definition requires spatial C1 globally Lipschitz fields almost everywhere in time.Source: §A.1.1 · pp. 123–124

A.1.2 Ambient Density Class

  • Flows of ambient velocities transport the Gaussian source to positive, normalized, continuous terminal densities with finite second moment, satisfying the continuity equation weakly.Strict positivity avoids singularities in log-density ratios, KL divergence, and the Fisher–Rao metric.Source: §A.1.2 · pp. 124–125

A.1.3 Ambient Canonical-Velocity Map

  • For each terminal density, the canonical velocity is the population CFM minimizer; when it has ambient regularity, it generates that terminal density, and the canonical map inverts the restricted terminal-density map.The ambient terminal-density map need not be injective, so canonicalization selects one velocity among multiple possible representations.Source: §A.1.3 · pp. 125–127

A.2 Set-Theoretic Definitions

  • The ambient classes are deliberately broad; admissible density and velocity classes are selected as sets with restricted maps, before introducing topology or manifold structure.This separates set-level compatibility from the later smooth geometric realization.Source: §A.2 · p. 127

A.2.1 Admissible Subclasses and Restricted Maps

  • Restrictions defining the admissible subclasses preserve terminal correctness: the canonical-velocity map C is a right inverse of the terminal-density map T on P.Equivalently, T ◦ C = Id_P.Source: §A.2.1 · p. 128

A.2.2 Canonical Subclass

  • The canonical subclass identifies each density with its canonical velocity, and projection R preserves terminal density and is idempotent.Thus canonicalizing any admissible velocity leaves its terminal density unchanged.Source: §A.2.2 · p. 129

A.3 Smooth Geometric Realization

  • Under compatible smoothness assumptions, the canonical velocities form a split embedded Banach submanifold, C maps densities diffeomorphically onto it, and R is a smooth terminal-density-preserving projection.These structures support the differential-geometric operations used in the main sections.Source: §A.3 · p. 129, §A.3.1 · p. 131

A.3.1 Compatible Smooth Structures

  • A global centered log-density chart equips P with a Banach-manifold structure, while V is a closed linear subspace and T and C are smooth.The paper assumes P and V admit at least one such compatible realization.Source: §A.3.1 · pp. 130–131
  • The canonical velocity manifold is a split embedded Banach submanifold diffeomorphic to the density manifold under the compatible smooth structures.The result follows from the smooth idempotent canonical projection and the smooth inverse between densities and canonical velocities.Source: §A.3.1 · p. 131

A.3.2 First-Order Geometry

  • Density tangent vectors have the centered form ρ · (f − Eρ[f]), identifying tangent spaces with a common Banach model space E.The global energy chart also identifies density cotangent spaces with E*.Source: §A.3.2 · p. 132

We can also relax the quotient and write

  • The centered reverse-KL log-density residual is an admissible density tangent, and the canonical diffeomorphism transports tangent, cotangent, and Fisher–Rao structures to Vcan.The Fisher–Rao metric is assumed smooth on the density manifold and induces the corresponding smooth, possibly weak, metric on Vcan.Source: We can also relax the quotient and write · pp. 133–134

A.3.3 Second-Order Geometry

  • The transported energy mixture connection is affine and dual to the energy flat connection with respect to the Fisher–Rao metric.The construction of the connections is objective-agnostic; the reverse-KL Newton-direction result is derived later in Section 6.2.Source: §A.3.3 · pp. 134, 138
  • The Fisher–Rao metric’s base-point variation is the centered third moment, and representing it as a tangent correction requires an additional assumption when the metric is weak.Under that assumption, adding the correction to the energy flat connection defines the energy mixture connection, which is transported to the density manifold.Source: §A.3.3 · pp. 135–136
  • The mixture connection uniquely identifies the tangent vector whose Fisher–Rao pairings with every ξ_ρ,f reproduce the first-order variation of Q along P_ρ, with f held fixed.The pairing’s explicit density dependence cancels, leaving its dependence on q entirely through Q_q.Source: §A.3.3 · p. 139

A.4 Non-Affineness of the Canonical Manifold Vcan · B Convergence Proofs for Newton Matching

The appendix shows that canonical velocities need not form an affine manifold, making canonicalization necessary after ambient updates, and outlines proofs of global and local convergence results.

A.4 Non-Affineness of the Canonical Manifold Vcan

  • With centered Gaussians in the density class and quadratic forms in the function space, the appendix constructs a canonical velocity and tangent direction for testing affineness.The construction fixes ρ = N(0, I), a nonzero symmetric matrix A, and f(x) = 1/2 xᵀAx.Source: §A.4 · pp. 139–140
  • Every nonzero finite ambient step along the constructed tangent direction leaves Vcan.The argument uses that the canonical retraction is the identity on Vcan, so the updated ambient field is not itself canonical.Source: §A.4 · pp. 139–140
  • Thus, when the density class contains centered Gaussians, Vcan is non-affine and canonicalization is geometrically necessary in the canonical retraction.The stated conclusion applies to the centered Gaussian family with covariance matrices in Sd++ and establishes the need for canonicalization after ambient addition.Source: §A.4 · p. 141

B Convergence Proofs for Newton Matching

B.1 Proofs of Global Convergence · B.2 Proofs of Local Convergence · B.2.1 Local Quadratic Convergence

The global-convergence proofs establish reverse-KL convergence and terminal-density and canonical-velocity convergence under stated conditions. The local analysis uses centered-energy coordinates to show that full steps yield local quadratic convergence, with the estimate made uniform along the continuation path.

B.1 Proofs of Global Convergence

  • For ideal stages with stepsizes in (0, τ], reverse KL is nonincreasing, nonnegative, and therefore converges.The proof bounds its limit between zero and the initial reverse KL.Source: §B.1 · p. 142
  • Terminal densities and canonical velocity fields converge to their targets if forward KL stays bounded, or if initial reverse KL is finite and dissipation vanishes.These are the respective conditions in Theorems 28 and 30.Source: §B.1 · pp. 145–146

B.2 Proofs of Local Convergence

  • The local proof represents the full-step update in centered-energy coordinates, where Newton cancellation appears as a vanishing first derivative at the target.The local quadratic estimate is extended uniformly along the inverse-temperature path used by the continuation method.Source: §B.2 · p. 147

B.2.1 Local Quadratic Convergence

  • The centered-energy full-step update is smooth near the target and has zero first derivative there.This cancellation supports the local quadratic estimate.Source: §B.2.1 · pp. 147–148
  • The induced distance dP is a metric on the density manifold and induces its Banach-manifold topology; the transported dVcan has the corresponding properties on the canonical manifold.These metrics provide the spaces in which the local convergence estimate is expressed.Source: §B.2.1 · p. 149
  • With full steps η = τ, terminal densities and canonical velocity fields converge quadratically to their targets when initialized sufficiently close to the target.The theorem gives a radius Rπ within which the one-step quadratic estimate holds; the iterated convergence follows under full steps.Source: §B.2.1 · pp. 149–150

B.2.2 Proof of Continuation Method … C.2 Convergence Guarantee

The appendices establish uniform convergence guarantees for continuation and analyze Newton Matching in the isotropic Gaussian family, where the update preserves Gaussianity and both KL divergences converge to zero.

B.2.2 Proof of Continuation Method

  • Joint smoothness over the compact inverse-temperature interval yields a common coordinate neighborhood and a uniform second-derivative bound.Source: §B.2.2 · p. 150
  • If every intermediate target lies in P, a sufficiently fine inverse-temperature grid makes full-step continuation converge quadratically at each stage from the previous target.The grid increments must be at most Δmax; τ0 may be zero for normalized μ and must be positive when μ = 1.Source: §B.2.2 · pp. 151–152

C Newton Matching for the Isotropic Gaussian Family

C.1 Gaussian Closure

  • For isotropic Gaussian current and target densities, the ideal Newton Matching update remains isotropic Gaussian; the full Gaussian family is also closed, but has a more involved matrix-valued recursion.Source: §C.1 · p. 153
  • The isotropic Gaussian update has an exact one-step parameter update.Source: §C.1 · p. 153

C.2 Convergence Guarantee

  • In the isotropic Gaussian family, reverse KL decreases for stepsizes η ∈ (0, 1], and both forward and reverse KL converge to zero.Source: §C.2 · p. 155
  • Both forward and reverse KL divergences converge quadratically locally in the isotropic Gaussian family.Source: §C.2 · p. 155

C.2.1 KL Descent and Global Convergence … D.6 Initial-State Sensitivity and Adjoint Calculus

This appendix establishes descent and convergence guarantees for Gaussian Newton Matching and develops the stochastic foundations and computational identities used in later constructions. It connects interpolant posteriors and posterior-preserving SDEs with density and KL identities, posterior sampling, and initial-state sensitivity and adjoint calculations.

C.2.1 KL Descent and Global Convergence

  • The reverse KL strictly decreases under the stated update unless the current density is already the target.Proposition 90 states that equality of the updated and current reverse KL occurs if and only if both densities equal the target.Source: §C.2.1 · p. 156
  • For isotropic Gaussians, stepsizes in (0, 1] with divergent cumulative sum yield convergence of means, scales, both KL divergences, and canonical velocity to their target values.The proof uses explicit parameter recursions, so it does not require the additional anti-collapse or dissipation-vanishing conditions cited for another setting.Source: §C.2.1 · pp. 157–158

C.2.2 Local Quadratic Convergence

  • With unit steps, the Gaussian iteration has local quadratic convergence in reverse KL and canonical velocity; forward KL and Gaussian parameters also converge quadratically under stated local conditions.The parameter-rate conclusion follows because both KL divergences are locally comparable to squared parameter error near the target.Source: §C.2.2 · pp. 158, 160

D Stochastic Foundations and Computational Tools

  • Appendix D develops stochastic tools for Newton Matching, including a posterior-preserving SDE, a terminal-density-independent Gaussian bridge, log-density representations, and initial-state sensitivity and adjoint identities.These tools support covariance and gradient constructions, reference-adjoint approximations, and critical-point consistency arguments.Source: D Stochastic Foundations and… · pp. 160–161

D.1 Common SDE Setup and Basic Identities

  • D.1 establishes the common SDE setup and regularity assumptions, and records backward Kolmogorov, Itô, Dynkin, and Doob h-transform identities used throughout the appendix.The appendix’s conclusions depend on the terminal condition and are independent of the initial schedule values.Source: D Stochastic Foundations and… · p. 160, §D.1 · p. 161, §D.1.3 · p. 163

D.1.1 SDE with a State-Independent Diffusion Coefficient

  • The generic SDE uses a scalar, state-independent diffusion coefficient; initial-state sensitivities use the same Brownian motion across initial states.The setup also defines the transition density and generator.Source: §D.1.1 · pp. 161–162

D.1.2 Regularity Assumptions

  • Under the standing regularity assumptions, the SDE has a unique strong solution and a continuously differentiable initial-state solution map; assumptions apply on positive-time intervals when coefficients may be singular at zero.An SDE started at zero is interpreted on (0, 1] with its specified initial distribution as the zero-time entrance law.Source: §D.1.2 · p. 162

D.1.3 Basic Identities

  • D.1.3 collects the backward equation, Itô’s formula, Dynkin’s formula, and the Doob h-transform, which support posterior-kernel, bridge, density, and sensitivity derivations.Identities involving realized SDE paths hold almost surely under the indicated path distribution unless stated otherwise.Source: §D.1 · p. 161, §D.1.3 · p. 163
  • Weak uniqueness identifies the conditional path law of the SDE with the path distribution defined for the interpolant.The conditional path distribution is therefore the SDE path law given its starting state.Source: §D.1.3 · p. 165

D.2 Backward Equation for Posterior Value

  • The posterior value satisfies a backward equation that links interpolant posteriors to posterior-preserving SDEs and enables the Doob h-transform.For the terminal observable ρ2/ρ1, the marginal density ratio satisfies the backward equation associated with the ρ1 posterior-preserving SDE, leading to the universal-bridge result.Source: §D.2 · p. 165

D.3 Posterior-Preserving SDE

  • The posterior-preserving SDE exactly samples the interpolant posterior at its terminal time when initialized at the given state.Among the marginal-preserving SDE family considered, the stated noise schedule is uniquely characterized by matching conditional values to the interpolant posterior.Source: §D.3 · pp. 166–168

D.4 Universal Bridges

  • Conditioned on two endpoints, posterior-preserving SDE bridges depend only on the interpolant schedule, not the terminal density, and admit explicit Gaussian sampling on any chosen time grid.Once endpoints are obtained, they can be reused to sample arbitrarily many conditionally independent bridge trajectories without rerunning the model-dependent SDE.Source: §D.4 · pp. 168–170

D.5 Log Density and Log-Density Ratio

  • SDE-based constructions provide log-density and log-density-ratio calculations, while canonical velocity-field differences represent KL divergence between marginal densities.The stated KL representation applies to densities with finite second moments; in the one-sided interpolant setting, the cited limiting condition holds automatically.Source: §D.5 · pp. 170–171
  • Conditional expectation identifies the time-t value V^ρ_t[log ρ](x_t) with the conditional expectation of log ρ(Y_1) under p_ρ.The derivation uses Itô’s formula and the stochastic integral’s conditional-mean-zero property.Source: §D.5 · p. 173

D.6 Initial-State Sensitivity and Adjoint Calculus

  • For generic SDEs, the subsection develops pathwise and endpoint-conditioned initial-state sensitivity, together with pathwise and conditional-mean adjoint identities.Source: §D.6 · p. 173

D.6.1 Pathwise Adjoint … E.4 Posterior Sensitivity Kernel

This section develops pathwise and endpoint-conditioned sensitivity operators and identifies the posterior sensitivity kernel as a posterior Stein kernel. It connects covariance- and gradient-form targets through exact identities and control variates, and describes path-sampling constructions using a backward pathwise adjoint to evaluate the kernel’s action on an endpoint gradient.

D.6.1 Pathwise Adjoint

  • Pathwise state-transition matrices propagate initial-state perturbations, while a backward adjoint aggregates terminal and running objective derivatives; they equal actual SDE derivatives when the path uses the sensitivity equation’s drift.The pathwise constructions are defined for sufficiently regular paths and drifts, including paths not generated by the SDE under study.Source: §D.6.1 · pp. 174–175

D.6.2 Endpoint-Conditioned Sensitivity

  • Endpoint-conditioned sensitivity averages the terminal state-transition matrix over paths given both endpoints, yielding a deterministic endpoint-pair operator.Its terminal-only specialization supports posterior sensitivity kernels, while its generator-form extension handles running objectives.Source: §D.6.2 · pp. 176–177

Suppose additionally that the running objective takes the form

  • For running objectives of the specified generator form, the endpoint-conditioned sensitivity gives the SDE’s endpoint sensitivity; its posterior-preserving specialization yields an exact posterior Stein kernel after schedule-dependent rescaling.The running-objective extension supports the Bolza realization, while the posterior specialization is developed in Appendix E.4.Source: Suppose additionally that the running… · p. 177

E Posterior Stein Kernels

  • Posterior Stein kernels convert Newton Matching’s covariance-form target into a gradient-form target with the same conditional mean and population minimizer.Their difference is a zero-mean control variate, so matrix-weighted affine combinations remain population-exact; with suitable conditional second moments, the weight can minimize variance.Source: E Posterior Stein Kernels · p. 178

E.1 Langevin Stein Identities

  • Under integrability and boundary conditions, the Langevin Stein operator has zero expectation and can therefore provide control variates.The matrix-valued operator applies the scalar operator columnwise.Source: §E.1 · pp. 178–179

E.2 Stein Control Variates

  • The optimal linear coefficient for Stein control variates minimizes variance in the Loewner order.This result builds on the zero-mean Stein identity and is applied to posterior densities and posterior Stein kernels in the next subsection.Source: §E.2 · pp. 180–181

E.3 Covariance–Gradient Identity of Posterior Stein Kernels

  • Every admissible posterior Stein kernel yields the covariance–gradient identity, and an exact affine family interpolates between the two representations.The optimal linear coefficient applies when the required conditional second moments exist.Source: §E.3 · pp. 181–182

E.4 Posterior Sensitivity Kernel

  • Rescaling the endpoint-conditioned state-transition matrix by β2_t/α_t constructs a posterior sensitivity kernel satisfying the posterior Stein-kernel equation, whose action on endpoint gradients is evaluable via a backward adjoint ODE.Source: §E.4 · p. 182
  • The posterior sensitivity kernel is a posterior Stein kernel, and its action on an endpoint gradient can be evaluated through a pathwise adjoint.The passage points to Lemma 113 and Proposition 116 for the pathwise-adjoint evaluation.Source: §E.4 · p. 184
  • The pathwise adjoint has two exact sampling realizations: reverse posterior-preserving SDE simulation from Y_t = x_t, or forward endpoint-pair sampling followed by a universal bridge, with the ODE solved along either sampled path.Both constructions evaluate the adjoint by solving ODE (196) along the sampled path.Source: §E.4 · p. 184

E.5 Gaussian Stein Kernels and Posterior Moments

This subsection motivates Gaussian surrogates by identifying their covariance as an exact Stein kernel and derives posterior-moment formulas for choosing surrogate parameters. It distinguishes a kernel-only approximation, which preserves critical-point consistency, from a full plug-in approximation, which generally does not.

E.5 Gaussian Stein Kernels and Posterior Moments

  • A Gaussian’s covariance is an exact Stein kernel, but a non-Gaussian posterior’s covariance is generally not its Stein kernel.Thus, approximating the posterior by a Gaussian motivates using the surrogate’s covariance as its Stein kernel.Source: §E.5 · p. 185
  • The Gaussian-kernel approximation retains the exact posterior for endpoint sampling and replaces only its Stein kernel; retaining that density is required for critical-point consistency.A full plug-in approximation adds another source of inexactness and is generally not critical-point consistent, though it may reduce computational cost.Source: §E.5 · pp. 185–186
  • The exact posterior mean can set the Gaussian surrogate’s mean, requiring only one evaluation of the canonical anchor for fixed (t, x_t).The exact posterior covariance also has equivalent representations involving the canonical-velocity Jacobian and the Hessian of log p_ρ.Source: §E.5 · p. 186
  • For the Gaussian-kernel approximation, any positive-definite covariance choice preserves critical-point consistency; an isotropic surrogate can be formed by omitting the Hessian correction.Source: §E.5 · p. 187

F Proofs for Approximate Newton Matching … G.2.1 Value-Ascent Certificate

The appendices establish critical-point consistency for approximate updates, extend terminal-density and monotonicity results to time-dependent stepsizes, and characterize reward ascent and its limits. They also state a value-ascent certificate for the ideal stage and characterize when test-function expectations under q and ρ agree.

F.3 Regularization Trade-Offs

F.1 Approximate Covariance Forms with Critical-Point Consistency

  • Both direct and split covariance linearizations are critical-point consistent: their population-stationary points have zero tangential displacement if and only if ρ = π.The results assume the respective losses are integrable; the split result also assumes ρ− is normalizable.Source: §F.1 · pp. 187–189

F.2 Approximate Gradient Forms with Critical-Point Consistency

  • The reference-adjoint and Gaussian-kernel gradient approximations are critical-point consistent, with the Gaussian result requiring positive-definite kernels and an integrable loss.The Gaussian proof uses injectivity of a nondegenerate scaled Gaussian convolution to conclude ρ = π.Source: §F.2 · pp. 189–190

We have the reward-ascent certificate

  • The reward-ascent correction strictly increases reward but is not critical-point consistent for nonconstant rewards; under the stated assumptions, unregularized iterates place vanishing mass below rmax − ε.The convergence claim assumes non-summable stepsizes, a continuous reward with finite upper bound, and vanishing dissipation.Source: We have the reward-ascent certificate · pp. 191, 193

G Canonical Updates with Time-Dependent Stepsizes

  • With time-dependent stepsizes, velocity addition followed by canonicalization generally is not a geometric retraction, but nondecreasing stepsizes yield value ascent and η_1 ≤ τ preserves reverse-KL descent for Newton Matching.The updated velocity still generates a well-defined probability path and terminal density.Source: G Canonical Updates with… · p. 196, §G.2 · p. 199

G.1.1 Additive Updates with Generic Gradients

  • For generic gradient fields, the terminal density after an additive velocity-space update is characterized by a transport identity and its integrated terminal-density formula.The derivation does not require posterior-value structure or tangency to the canonical manifold.Source: §G.1 · p. 197, §G.1.1 · p. 197

G.1.2 Additive Updates with Posterior-Value Gradients

  • For posterior-value gradients, time-varying stepsizes introduce a correction term that need not be nonnegative pointwise, whereas constant stepsizes recover the nonnegative path dissipation.The terminal-density formula alone therefore does not establish value ascent for time-varying stepsizes.Source: §G.1.2 · p. 199

G.2.1 Value-Ascent Certificate

  • The time-dependent value-ascent proof derives an exact identity for the pathwise correction’s expectation under the updated density and uses it with the terminal-density formula.A nondecreasing stepsize suffices for value ascent; the Newton Matching specialization additionally requires η_1 ≤ τ for reverse-KL descent.Source: §G.2.1 · p. 199, §G.2 · p. 199
  • Theorem 131 gives a value-ascent certificate for ideal stage (230) for any test density p, with a stated condition on nondecreasing time-dependent stepsizes.The supplied passage does not include the certificate’s formula or the stepsize condition.Source: §G.2.1 · p. 200
  • The expectations of f under q and ρ agree if and only if ρ = q, which holds if and only if f is constant.Source: §G.2.1 · p. 200

G.2.2 Finite-Stepsize KL Descent … H.2.1 Canonical Velocity, Score, and Drift

These parts develop Newton Matching’s canonical-update framework, establishing reverse-KL descent for time-dependent updates and describing extensions in score, drift, and one-sided-interpolant settings. They also specify a posterior-preserving SDE, its path distribution, endpoint-conditioned bridges, and sampling notation, noting that marginalization gives the canonical drift.

G.2.2 Finite-Stepsize KL Descent

  • For nondecreasing time-dependent stepsizes η_t in (0, τ], one canonical update decreases reverse KL, with equality only when ρ = q = π.The result applies to a single stage of the canonical update.Source: §G.2.2 · pp. 202–203

H Extensions to Alternative Coordinates and Interpolants

  • Score and drift coordinates, or alternative interpolants, change how Newton Matching stages are realized while preserving the density-space objective, Fisher–Rao geometry, and Newton direction.The extensions modify the prediction coordinate or interpolant construction, not the density-space framework.Source: H Extensions to Alternative… · p. 203

H.1 Newton Matching under Score and Drift Coordinates

  • Tangential-update and canonicalization targets share a conditional-expectation representation, and the velocity-regression loss has that target as its population minimizer.The common regression structure applies to exact and approximate Newton Matching.Source: §H.1 · p. 203

H.1.1 Score Coordinate

  • In score coordinates, positive weighting preserves the regression minimizer, SDE canonicalization recovers the canonical score, and a complete score-space geometry and convergence theory remain future work.The positive weight may also mitigate endpoint singularities.Source: §H.1.1 · pp. 205, 207

H.1.2 Drift Coordinate

  • In drift coordinates, positive weighting preserves the regression minimizer, unit weighting makes the loss sample-wise equal to velocity regression, and SDE canonicalization recovers the canonical drift.The complete drift-space formulation is also left for future work.Source: §H.1.2 · pp. 208, 210

H.2 Newton Matching under One-Sided Interpolants

  • Newton Matching extends to a one-sided interpolant with deterministic initial state X0 = 0; suitable schedules admit a Schrödinger half-bridge interpretation with a linear-Gaussian reference.The constructions in Appendices D and E also apply in this setting.Source: §H.2 · p. 210

H.2.1 Canonical Velocity, Score, and Drift

  • For the one-sided construction, schedules satisfy eα_0 = eβ_0 = 0, eα_1 = 1, eβ_1 = 0 and are continuous, differentiable in the interior, and strictly positive there.Source: §H.2.1 · p. 211
  • Marginalization of the construction gives the canonical drift.Source: §H.2.1 · p. 211
  • The posterior-preserving SDE has an associated path distribution, and its terminal density is typically ρ or, in some cases, ρ_base.Source: §H.2.1 · p. 212
  • Conditioning on endpoint Y_u=x_u for t<u≤1 gives the universal bridge in Theorem 103.Source: §H.2.1 · p. 212
  • Generic notation distinguishes endpoint sampling conditioned on X_t from path sampling conditioned on Y_t.Source: §H.2.1 · p. 212

H.2.2 Training Losses

The appendix carries regression-based training losses into the one-sided setting, including exact covariance and Bolza formulations and approximate score-coordinate and canonicalization losses.

H.2.2 Training Losses

  • Regression constructions and their score- and drift-coordinate reformulations extend to the one-sided setting through parameter substitutions.The forward construction samples t uniformly, X1 from ρ, and Gaussian noise Z to form Xt = e^αt X1 + e^βt Z; reverse conditional samples can be obtained from SDE (240).Source: §H.2.2 · pp. 212–213
  • The exact Newton Matching covariance-form loss is generalized to the one-sided setting and has a unique population minimizer.Source: §H.2.2 · p. 213
  • The exact Newton Matching Bolza realization is generalized to the one-sided setting using drift coordinates.Source: §H.2.2 · p. 213
  • The Gaussian-kernel approximation with stop-gradient is generalized in score coordinates, and the canonicalization losses generalize accordingly.Source: §H.2.2 · p. 213

I Detailed Derivations for Existing Works … I.6 Adjoint Sampling

The appendix derives how existing fine-tuning and sampling methods correspond to Newton Matching updates, including their population stationary points and consistency properties.

I.1 Tilt Matching / I.1.1 Explicit Tilt Matching

  • ETM realizes a full-step unregularized covariance update with forward construction and constant baseline, but is not critical-point consistent for nonconstant rewards.Its sample-wise correspondence is exact.Source: §I.1.1 · p. 214

I.1 Tilt Matching / I.1.2 Implicit Tilt Matching

  • ITM realizes a full-step direct-linearization update with forward construction and specific baseline and weighting, and is critical-point consistent.Its population-stationary point is characterized in the derivation.Source: §I.1.2 · p. 215

I.2 DiffusionNFT

  • DiffusionNFT is a forward-construction covariance-form unregularized update with stepsize η = 2, but is not critical-point consistent for nonconstant rewards.The loss has a unique population minimizer.Source: §I.2 · p. 217

I.3 Reinforce Adjoint Matching

  • RAM realizes a full-step approximate-regularization fixed-point condition through a stop-gradient covariance loss, forward construction, and zero baseline, but is not generally critical-point consistent.The fixed-point condition is enforced using the stop-gradient trick.Source: §I.3 · p. 218

I.4 Adjoint Matching / I.4.1 Basic Adjoint Matching

  • BAM is a reverse-construction stop-gradient Bolza realization of the full-step exact tangential update, with C(πρbase,1,r) as its unique canonical population-stationary point.The derivation concerns Basic Adjoint Matching within Adjoint Matching.Source: §I.4 · p. 218, §I.4.1 · p. 220

I.4 Adjoint Matching / I.4.2 Lean Adjoint Matching

  • LAM realizes the full-step reference-adjoint approximation using reverse construction and specific weighting, with C(πρbase,1,r) as its unique canonical population-stationary point.The derivation concerns Lean Adjoint Matching within Adjoint Matching.Source: §I.4 · p. 218, §I.4.2 · p. 221

I.5 Flow Sampling

  • Flow Sampling realizes a damped Gaussian-kernel approximation update with stepsize η = 1/2, using drift coordinates, forward construction, and SDE-based sampling.Its stop-gradient loss has C(π1,1,r) as its unique canonical population-stationary point.Source: §I.5 · p. 223

I.6 Adjoint Sampling

  • Adjoint Sampling realizes a full-step Gaussian-kernel approximation using forward construction, SDE-based sampling, drift coordinates, and a one-sided interpolant.Its stop-gradient loss has C(π1,τ,r) as its unique canonical population-stationary point.Source: §I.6 · p. 225
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