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Stein variational gradient descent (SVGD) is a particle-based inference algorithm that leverages gradient information for efficient approximate inference. In this work, we enhance SVGD by leveraging preconditioning matrices, such as the…

Machine Learning · Statistics 2019-11-06 Dilin Wang , Ziyang Tang , Chandrajit Bajaj , Qiang Liu

We study a reinforcement learning setting, where the state transition function is a convex combination of a stochastic continuous function and a deterministic function. Such a setting generalizes the widely-studied stochastic state…

Machine Learning · Computer Science 2018-10-03 Qingpeng Cai , Ling Pan , Pingzhong Tang

The curse of dimensionality is a longstanding challenge in Bayesian inference in high dimensions. In this work, we propose a projected Stein variational gradient descent (pSVGD) method to overcome this challenge by exploiting the…

Machine Learning · Computer Science 2020-06-11 Peng Chen , Omar Ghattas

Direct optimization is an appealing framework that replaces integration with optimization of a random objective for approximating gradients in models with discrete random variables. A$^\star$ sampling is a framework for optimizing such…

Machine Learning · Computer Science 2020-10-26 Guy Lorberbom , Chris J. Maddison , Nicolas Heess , Tamir Hazan , Daniel Tarlow

Pareto Set Learning (PSL) is popular as an efficient approach to obtaining the complete optimal solution in Multi-objective Learning (MOL). A set of optimal solutions approximates the Pareto set, and its mapping is a set of dense points in…

Machine Learning · Computer Science 2025-12-11 Minh-Duc Nguyen , Dung D. Le

One stream of reinforcement learning research is exploring biologically plausible models and algorithms to simulate biological intelligence and fit neuromorphic hardware. Among them, reward-modulated spike-timing-dependent plasticity…

Neural and Evolutionary Computing · Computer Science 2022-10-25 Zhile Yang , Shangqi Guo , Ying Fang , Jian K. Liu

We study a new two-time-scale stochastic gradient method for solving optimization problems, where the gradients are computed with the aid of an auxiliary variable under samples generated by time-varying MDPs controlled by the underlying…

Optimization and Control · Mathematics 2024-08-27 Sihan Zeng , Thinh T. Doan , Justin Romberg

In this article, a \underline{S}tate-dependent \underline{M}ulti-\underline{A}gent \underline{D}eep \underline{D}eterministic \underline{P}olicy \underline{G}radient (\textbf{SMADDPG}) method is proposed in order to learn an optimal control…

Systems and Control · Electrical Eng. & Systems 2024-11-25 Mi Zhou , Jiazhi Li , Masood Mortazavi , Ning Yan , Chaouki Abdallah

Stateful policies play an important role in reinforcement learning, such as handling partially observable environments, enhancing robustness, or imposing an inductive bias directly into the policy structure. The conventional method for…

Machine Learning · Computer Science 2023-11-08 Firas Al-Hafez , Guoping Zhao , Jan Peters , Davide Tateo

Considering generating samples with high rewards, we focus on optimizing deep neural networks parameterized stochastic differential equations (SDEs), the advanced generative models with high expressiveness, with policy gradient, the leading…

Machine Learning · Computer Science 2024-06-27 Xiangxin Zhou , Liang Wang , Yichi Zhou

This paper studies a policy optimization problem arising from collaborative multi-agent reinforcement learning in a decentralized setting where agents communicate with their neighbors over an undirected graph to maximize the sum of their…

Optimization and Control · Mathematics 2022-09-07 Jinchi Chen , Jie Feng , Weiguo Gao , Ke Wei

Stochastic optimization algorithms, particularly stochastic policy gradient (SPG), report significant success in reinforcement learning (RL). Nevertheless, up to now, that how to speedily acquire an optimal solution for RL is still a…

Machine Learning · Computer Science 2024-05-22 Haobin Zhang , Zhuang Yang

Policy gradient (PG) methods in reinforcement learning frequently utilize deep neural networks (DNNs) to learn a shared backbone of feature representations used to compute likelihoods in an action selection layer. Numerous studies have been…

Stein variational gradient descent (SVGD) refers to a class of methods for Bayesian inference based on interacting particle systems. In this paper, we consider the originally proposed deterministic dynamics as well as a stochastic variant,…

Machine Learning · Statistics 2021-02-26 Nikolas Nüsken , D. R. Michiel Renger

We consider the joint design and control of discrete-time stochastic dynamical systems over a finite time horizon. We formulate the problem as a multi-step optimization problem under uncertainty seeking to identify a system design and a…

Machine Learning · Computer Science 2022-01-07 Adrien Bolland , Ioannis Boukas , Mathias Berger , Damien Ernst

Using the policy gradient algorithm, we train a single-hidden-layer neural network to balance a physically accurate simulation of a single inverted pendulum. The trained weights and biases can then be transferred to a physical agent, where…

Machine Learning · Computer Science 2021-02-17 Dylan Bates

Many particle-based Bayesian inference methods use a single global step size for all parts of the update. In Stein variational gradient descent (SVGD), however, each update combines two qualitatively different effects: attraction toward…

Machine Learning · Computer Science 2026-04-07 Arash Sarshar

Particle-based approximate Bayesian inference approaches such as Stein Variational Gradient Descent (SVGD) combine the flexibility and convergence guarantees of sampling methods with the computational benefits of variational inference. In…

Machine Learning · Computer Science 2021-07-30 Lauro Langosco di Langosco , Vincent Fortuin , Heiko Strathmann

We implement the reinforcement learning agent for a spin-1 atomic system to prepare spin squeezed state from given initial state. Proximal policy gradient (PPO) algorithm is used to deal with continuous external control field and final…

Quantum Physics · Physics 2019-02-21 Jun-Jie Chen , Ming Xue

Policy gradient methods have achieved remarkable successes in solving challenging reinforcement learning problems. However, it still often suffers from the large variance issue on policy gradient estimation, which leads to poor sample…

Machine Learning · Statistics 2018-02-26 Hao Liu , Yihao Feng , Yi Mao , Dengyong Zhou , Jian Peng , Qiang Liu