Related papers: Policy Guided Monte Carlo: Reinforcement Learning …
Model-based Reinforcement Learning estimates the true environment through a world model in order to approximate the optimal policy. This family of algorithms usually benefits from better sample efficiency than their model-free counterparts.…
The Monte Carlo with Absorbing Markov Chains (MCAMC) method is introduced. This method is a generalization of the rejection-free method known as the $n$-fold way. The MCAMC algorithm is applied to the study of the very low-temperature…
We introduce the use of reinforcement learning for indirect mechanisms, working with the existing class of sequential price mechanisms, which generalizes both serial dictatorship and posted price mechanisms and essentially characterizes all…
Training energy-based probabilistic models is confronted with apparently intractable sums, whose Monte Carlo estimation requires sampling from the estimated probability distribution in the inner loop of training. This can be approximately…
Evaluating the degree of partisan districting (Gerrymandering) in a statistical framework typically requires an ensemble of districting plans which are drawn from a prescribed probability distribution that adheres to a realistic and…
In recent years deep neural networks have been successfully applied to the domains of reinforcement learning \cite{bengio2009learning,krizhevsky2012imagenet,hinton2006reducing}. Deep reinforcement learning \cite{mnih2015human} is reported…
Markov chain Monte Carlo (MCMC) methods provide powerful framework for sampling unknown probability measures across a wide range of scientific applications. In some settings, the target distribution is supported on a lower-dimensional…
Markov Chain Monte Carlo (MCMC) is a computational approach to fundamental problems such as inference, integration, optimization, and simulation. The field has developed a broad spectrum of algorithms, varying in the way they are motivated,…
We present foundations for using Model Predictive Control (MPC) as a differentiable policy class for reinforcement learning in continuous state and action spaces. This provides one way of leveraging and combining the advantages of…
This paper presents an approach for learning Model Predictive Control (MPC) schemes directly from data using Reinforcement Learning (RL) methods. The state-of-the-art learning methods use RL to improve the performance of parameterized MPC…
Developing agents that can perform challenging complex tasks is the goal of reinforcement learning. The model-free reinforcement learning has been considered as a feasible solution. However, the state of the art research has been to develop…
This paper introduces a Bayesian framework that combines Markov chain Monte Carlo (MCMC) sampling, dimensionality reduction, and neural density estimation to efficiently handle inverse problems that (i) must be solved multiple times, and…
In this paper, we present an online reinforcement learning algorithm for constrained Markov decision processes with a safety constraint. Despite the necessary attention of the scientific community, considering stochastic stopping time, the…
Model Predictive Control has been recently proposed as policy approximation for Reinforcement Learning, offering a path towards safe and explainable Reinforcement Learning. This approach has been investigated for Q-learning and actor-critic…
In lattice quantum field theory studies, parameters defining the lattice theory must be tuned toward criticality to access continuum physics. Commonly used Markov chain Monte Carlo (MCMC) methods suffer from critical slowing down in this…
Binary optimization has a wide range of applications in combinatorial optimization problems such as MaxCut, MIMO detection, and MaxSAT. However, these problems are typically NP-hard due to the binary constraints. We develop a novel…
The combination of learning methods with Model Predictive Control (MPC) has attracted a significant amount of attention in the recent literature. The hope of this combination is to reduce the reliance of MPC schemes on accurate models, and…
In this paper, we propose a learning-based Model Predictive Control (MPC) approach for the polytopic Linear Parameter-Varying (LPV) systems with inexact scheduling parameters (as exogenous signals with inexact bounds), where the Linear Time…
Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…
Atomistic simulations provide valuable insights into the physical processes governing material behavior. However, their applicability is fundamentally constrained by the limited time scales accessible to brute-force simulations. This…