Any-Step Density Ratio Estimation via Interval-Annealed Secant Alignment

Abstract: Estimating density ratios is a fundamental problem in machine learning, but existing methods often trade off accuracy for efficiency. We propose \textit{Interval-annealed Secant Alignment Density Ratio Estimation (ISA-DRE)}, a framework that enables accurate, any-step estimation without numerical integration. Instead of modeling infinitesimal tangents as in prior methods, ISA-DRE learns a global secant function, defined as the expectation of all tangents over an interval, with provably lower variance, making it more suitable for neural approximation. This is made possible by the \emph{Secant Alignment Identity}, a self-consistency condition that formally connects the secant with its underlying tangent representations. To mitigate instability during early training, we introduce \emph{Contraction Interval Annealing}, a curriculum strategy that gradually expands the alignment interval during training. This process induces a contraction mapping, which improves convergence and training stability. Empirically, ISA-DRE achieves competitive accuracy with significantly fewer function evaluations compared to prior methods, resulting in much faster inference and making it well suited for real-time and interactive applications.