CARD: Classification and Regression Diffusion Models

arXiv preprint, 2022

Learning the distribution of a continuous or categorical response variable y given its covariates x is a fundamental problem in statistics and machine learning. Deep neural network-based supervised learning algorithms have made great progress in predicting the mean of y given x, but they are often criticized for their ability to accurately capture the uncertainty of their predictions. In this paper, we introduce classification and regression diffusion (CARD) models, which combine a denoising diffusion-based conditional generative model and a pre-trained conditional mean estimator, to accurately predict the distribution of y given x. We demonstrate the outstanding ability of CARD in conditional distribution prediction with both toy examples and real-world datasets, the experimental results on which show that CARD in general outperforms state-of-the-art methods, including Bayesian neural network-based ones that are designed for uncertainty estimation, especially when the conditional distribution of y given x is multi-modal.