Abstract
Diffusion models have demonstrated great potential in generating high-quality content for images, natural language, protein domains, etc. However, how to perform user-preferred targeted generation via diffusion models with only black-box target scores of users remains challenging. To address this issue, we first formulate the fine-tuning of the targeted reserve-time stochastic differential equation (SDE) associated with a pre-trained diffusion model as a sequential black-box optimization problem. Furthermore, we propose a novel covariance-adaptive sequential optimization algorithm to optimize cumulative black-box scores under unknown transition dynamics. Theoretically, we prove a convergence rate for cumulative convex functions without smooth and strongly convex assumptions. Empirically, experiments on both numerical test problems and target-guided 3D-molecule generation tasks show the superior performance of our method in achieving better target scores.