We give an improved theoretical analysis of score-based generative modeling. Under a score estimate with small error (averaged across timesteps), we provide efficient convergence guarantees for any data distribution with second-order moment, by either employing early stopping or assuming smoothness condition on the score function of the data distribution. Our result does not rely on any log-concavity or functional inequality assumption and has a logarithmic dependence on the smoothness. In particular, we show that under only a finite second moment condition, approximating the following in reverse KL divergence in -accuracy can be done in steps: 1) the variance- Gaussian perturbation of any data distribution; 2) data distributions with -smooth score functions. Our analysis also provides a quantitative comparison between different discrete approximations and may guide the choice of discretization points in practice.
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