  We propose lookahead diffusion probabilistic models (LA-DPMs) to exploit the
correlation in the outputs of the deep neural networks (DNNs) over subsequent
timesteps in diffusion probabilistic models (DPMs) to refine the mean
estimation of the conditional Gaussian distributions in the backward process. A
typical DPM first obtains an estimate of the original data sample
$\boldsymbol{x}$ by feeding the most recent state $\boldsymbol{z}_i$ and index
$i$ into the DNN model and then computes the mean vector of the conditional
Gaussian distribution for $\boldsymbol{z}_{i-1}$. We propose to calculate a
more accurate estimate for $\boldsymbol{x}$ by performing extrapolation on the
two estimates of $\boldsymbol{x}$ that are obtained by feeding
$(\boldsymbol{z}_{i+1},i+1)$ and $(\boldsymbol{z}_{i},i)$ into the DNN model.
The extrapolation can be easily integrated into the backward process of
existing DPMs by introducing an additional connection over two consecutive
timesteps, and fine-tuning is not required. Extensive experiments showed that
plugging in the additional connection into DDPM, DDIM, DEIS, S-PNDM, and
high-order DPM-Solvers leads to a significant performance gain in terms of FID
score.
