English
Related papers

Related papers: A Monte Carlo Approach to Closing the Reality Gap

200 papers

Monte Carlo and Quasi-Monte Carlo methods present a convenient approach for approximating the expected value of a random variable. Algorithms exist to adaptively sample the random variable until a user defined absolute error tolerance is…

Numerical Analysis · Mathematics 2023-11-14 Aleksei G. Sorokin , Jagadeeswaran Rathinavel

The gap between simulation and the real-world restrains many machine learning breakthroughs in computer vision and reinforcement learning from being applicable in the real world. In this work, we tackle this gap for the specific case of…

Computer Vision and Pattern Recognition · Computer Science 2022-01-11 Klaas Kelchtermans , Tinne Tuytelaars

Machine learning (especially reinforcement learning) methods for trading are increasingly reliant on simulation for agent training and testing. Furthermore, simulation is important for validation of hand-coded trading strategies and for…

Trading and Market Microstructure · Quantitative Finance 2019-12-12 Svitlana Vyetrenko , David Byrd , Nick Petosa , Mahmoud Mahfouz , Danial Dervovic , Manuela Veloso , Tucker Hybinette Balch

We investigate Monte Carlo based algorithms for solving stochastic control problems with probabilistic constraints. Our motivation comes from microgrid management, where the controller tries to optimally dispatch a diesel generator while…

Optimization and Control · Mathematics 2024-02-06 Alessandro Balata , Michael Ludkovski , Aditya Maheshwari , Jan Palczewski

Simple feedback loops, inspired from extremum-seeking, are proposed to lock a probe-frequency to the transition frequency of a single quantum system following quantum Monte-Carlo trajectories. Two specific quantum systems are addressed, a…

Mathematical Physics · Physics 2009-09-09 Mazyar Mirrahimi , Pierre Rouchon

Monte Carlo simulations are methods for simulating statistical systems. The aim is to generate a representative ensemble of configurations to access thermodynamical quantities without the need to solve the system analytically or to perform…

Statistical Mechanics · Physics 2015-06-19 Jean-Charles Walter , Gerard Barkema

Towards a solution to the sign problem in the simulations of systems having indefinite or complex-valued measures, we propose a new approach which yields statistical errors smaller than the crude Monte Carlo using absolute values of the…

High Energy Physics - Lattice · Physics 2008-11-26 T D Kieu , C J Griffin

This paper explores the effects of simulated moments on the performance of inference methods based on moment inequalities. Commonly used confidence sets for parameters are level sets of criterion functions whose boundary points may depend…

Econometrics · Economics 2018-04-12 Hiroaki Kaido , Jiaxuan Li , Marc Rysman

The framework of Simulation-to-real learning, i.e, learning policies in simulation and transferring those policies to the real world is one of the most promising approaches towards data-efficient learning in robotics. However, due to the…

Robotics · Computer Science 2022-02-01 Rituraj Kaushik , Karol Arndt , Ville Kyrki

Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…

Machine Learning · Computer Science 2025-03-28 Vincent Blot , Anastasios N Angelopoulos , Michael I Jordan , Nicolas J-B Brunel

This paper presents a novel approach to numerically describe the interactions between rigid bodies, with a special focus on robotic grasping. Some of the more common approaches used to address such issues rely on satisfaction of a set of…

Robotics · Computer Science 2021-08-03 Michael Zechmair , Yannick Morel

Simulation based learning often provides a cost-efficient recourse to reinforcement learning applications in robotics. However, simulators are generally incapable of accurately replicating real-world dynamics, and thus bridging the sim2real…

Machine Learning · Computer Science 2023-02-09 Buddhika Laknath Semage , Thommen George Karimpanal , Santu Rana , Svetha Venkatesh

Benchmark experiments are required to test, compare, tune, and understand optimization algorithms. Ideally, benchmark problems closely reflect real-world problem behavior. Yet, real-world problems are not always readily available for…

Neural and Evolutionary Computing · Computer Science 2020-08-17 Martin Zaefferer , Frederik Rehbach

Synthetic data is being used lately for training deep neural networks in computer vision applications such as object detection, object segmentation and 6D object pose estimation. Domain randomization hereby plays an important role in…

Computer Vision and Pattern Recognition · Computer Science 2024-05-13 Parth Rawal , Mrunal Sompura , Wolfgang Hintze

Monte Carlo simulation is an essential component of experimental particle physics in all the phases of its life-cycle: the investigation of the physics reach of detector concepts, the design of facilities and detectors, the development and…

Computational Physics · Physics 2012-08-02 Maria Grazia Pia , Georg Weidenspointner

Least squares Monte Carlo methods are a popular numerical approximation method for solving stochastic control problems. Based on dynamic programming, their key feature is the approximation of the conditional expectation of future rewards by…

Optimization and Control · Mathematics 2022-03-28 Christian Bayer , Denis Belomestny , Paul Hager , Paolo Pigato , John Schoenmakers , Vladimir Spokoiny

This paper investigates how the performance of visual navigation policies trained in simulation compares to policies trained with real-world data. Performance degradation of simulator-trained policies is often significant when they are…

Learning to control robots directly based on images is a primary challenge in robotics. However, many existing reinforcement learning approaches require iteratively obtaining millions of robot samples to learn a policy, which can take…

Robotics · Computer Science 2019-08-02 AJ Piergiovanni , Alan Wu , Michael S. Ryoo

Synthesizing realistic images involves computing high-dimensional light-transport integrals. In practice, these integrals are numerically estimated via Monte Carlo integration. The error of this estimation manifests itself as conspicuous…

Graphics · Computer Science 2022-04-06 Vassillen Chizhov , Iliyan Georgiev , Karol Myszkowski , Gurprit Singh

Simulation to Real-World Transfer allows affordable and fast training of learning-based robots for manipulation tasks using Deep Reinforcement Learning methods. Currently, Sim2Real uses Asymmetric Actor-Critic approaches to reduce the rich…

Robotics · Computer Science 2024-10-17 Lingfeng Tao , Jiucai Zhang , Qiaojie Zheng , Xiaoli Zhang