The score matching problem is a central training objective in modern generative modeling, diffusion models, fitting unnormalized statistical models, and inverse problems. A standard approach is to minimize the forward Fisher divergence, where the expectation is taken with respect to the teacher distribution. However, recent results show that even in simple Gaussian mixture model settings, this objective can lead to undesirable and initialization-dependent convergence behavior. In this paper, we study an alternative objective: the reverse Fisher divergence, where the expectation is taken with respect to the student distribution. We analyze gradient descent (GD) for fitting Gaussian mixture models and show that this change in the objective leads to significantly better optimization properties. First, when the teacher distribution is a single Gaussian and the student is a Gaussian mixture model with fixed weights and identity covariances, we prove the global convergence of GD from arbitrary initializations. Second, we extend the analysis to the case where the teacher is also a Gaussian mixture model and prove global convergence guarantees under a global random initialization scheme and a $\widetildeΩ(1)$-separation assumption on the target means. In particular, with high probability, each student component converges near its closest teacher component, and we provide conditions under which the student distribution converges in total variation distance. Our proofs rely on a new Lyapunov-based analysis of the gradient descent dynamics, showing that the reverse Fisher divergence has a much more favorable optimization landscape than the forward Fisher divergence.
In modern parametric model training, full-batch gradient descent (and its variants) suffers due to progressively stronger biasing towards the exact realization of training data; this drives the systematic ``generalization gap'', where the train error becomes an unreliable proxy for test error. Existing approaches either argue this gap is benign through complex analysis or sacrifice data to a validation set. In contrast, we introduce decoupled descent (DD), a novel theory-based training algorithm that satisfies a train-test identity -- enforcing the train error to asymptotically track the test error for stylized Gaussian mixture models. Within this specific regime, leveraging approximate message passing theory, DD iteratively cancels the biases due to data reuse, rigorously demonstrating the feasibility of zero-cost validation and $100\%$ data utilization. Moreover, DD is governed by a low-dimensional state evolution recursion, rendering the dynamics of the algorithm transparent and tractable. We validate DD on XOR classification, yielding superior performance compared to GD; additionally, we implement noisy MNIST and non-linear probing of CIFAR-10, demonstrating that even when our stylized assumptions are relaxed, DD narrows the generalization gap compared to GD.