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Stochastic gradient descent (SGD) is a powerful optimization technique that is particularly useful in online learning scenarios. Its convergence analysis is relatively well understood under the assumption that the data samples are…

Machine Learning · Computer Science 2024-10-03 Ethan Che , Jing Dong , Xin T. Tong

In this paper we apply guided policy search (GPS) based reinforcement learning framework for a high dimensional optimal control problem arising in an additive manufacturing process. The problem comprises of controlling the process…

Machine Learning · Computer Science 2020-09-15 Amit Surana , Kishore Reddy , Matthew Siopis

Policy gradient methods have become a standard for training reinforcement learning agents in a scalable and efficient manner. However, they do not account for transition uncertainty, whereas learning robust policies can be computationally…

Machine Learning · Computer Science 2023-12-12 Navdeep Kumar , Esther Derman , Matthieu Geist , Kfir Levy , Shie Mannor

Stein Variational Gradient Descent (SVGD) is a widely used in practice algorithm for scalable sampling with deterministic particle updates. We study its behavior in the singular limit where the kernel bandwidth tends to zero. In this…

Analysis of PDEs · Mathematics 2026-05-06 José A. Carrillo , Jakub Skrzeczkowski , Jethro Warnett

Stein variational gradient descent (SVGD) is a non-parametric inference algorithm that evolves a set of particles to fit a given distribution of interest. We analyze the non-asymptotic properties of SVGD, showing that there exists a set of…

Machine Learning · Statistics 2018-10-30 Qiang Liu , Dilin Wang

Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…

Machine Learning · Computer Science 2022-11-29 Qingzhong Ai , Shiyu Liu , Lirong He , Zenglin Xu

Domain randomization is a simple, effective, and flexible scheme for obtaining robust feedback policies aimed at reducing the sim-to-real gap due to model mismatch. While domain randomization methods have yielded impressive demonstrations…

Systems and Control · Electrical Eng. & Systems 2026-03-17 Alex Nguyen-Le , Nikolai Matni

Stein variational gradient decent (SVGD) has been shown to be a powerful approximate inference algorithm for complex distributions. However, the standard SVGD requires calculating the gradient of the target density and cannot be applied…

Machine Learning · Statistics 2018-06-08 Jun Han , Qiang Liu

Many problems at the intersection of combinatorics and computer science require solving for a permutation that optimally matches, ranks, or sorts some data. These problems usually have a task-specific, often non-differentiable objective…

Machine Learning · Computer Science 2018-05-21 Patrick Emami , Sanjay Ranka

Density gradient theory (DGT) allows fast and accurate determination of surface tension and density profile through a phase interface. Several algorithms have been developed to apply this theory in practical calculations. While the…

Chemical Physics · Physics 2016-08-09 Xiaoqun Mu , Florian Frank , Faruk O. Alpak , Walter G. Chapman

Stochastic gradient descent (SGD), which updates the model parameters by adding a local gradient times a learning rate at each step, is widely used in model training of machine learning algorithms such as neural networks. It is observed…

Machine Learning · Computer Science 2017-06-01 Chang Xu , Tao Qin , Gang Wang , Tie-Yan Liu

This paper presents a robust reinforcement learning algorithm called robust deterministic policy gradient (RDPG), which reformulates the H-infinity control problem as a two-player zero-sum dynamic game between a user and an adversary. The…

Robotics · Computer Science 2025-12-04 Taeho Lee , Donghwan Lee

Policy gradient algorithms have proven to be successful in diverse decision making and control tasks. However, these methods suffer from high sample complexity and instability issues. In this paper, we address these challenges by providing…

Machine Learning · Computer Science 2021-03-17 Yannis Flet-Berliac , Reda Ouhamma , Odalric-Ambrym Maillard , Philippe Preux

Value decomposition (VD) has become one of the most prominent solutions in cooperative multi-agent reinforcement learning. Most existing methods generally explore how to factorize the joint value and minimize the discrepancies between agent…

Multiagent Systems · Computer Science 2025-02-06 Siying Wang , Yang Zhou , Zhitong Zhao , Ruoning Zhang , Jinliang Shao , Wenyu Chen , Yuhua Cheng

Deep reinforcement learning (RL) algorithms typically parameterize the policy as a deep network that outputs either a deterministic action or a stochastic one modeled as a Gaussian distribution, hence restricting learning to a single…

Machine Learning · Computer Science 2024-06-04 Zechu Li , Rickmer Krohn , Tao Chen , Anurag Ajay , Pulkit Agrawal , Georgia Chalvatzaki

Policy gradient (PG) methods have played an essential role in the empirical successes of reinforcement learning. In order to handle large state-action spaces, PG methods are typically used with function approximation. In this setting, the…

Deep reinforcement learning (DRL) on Markov decision processes (MDPs) with continuous action spaces is often approached by directly training parametric policies along the direction of estimated policy gradients (PGs). Previous research…

Machine Learning · Computer Science 2020-05-05 Gang Chen

Recent advances in deep reinforcement learning have achieved human-level performance on a variety of real-world applications. However, the current algorithms still suffer from poor gradient estimation with excessive variance, resulting in…

Machine Learning · Computer Science 2019-05-21 Wei-Ye Zhao , Xi-Ya Guan , Yang Liu , Xiaoming Zhao , Jian Peng

Distributional reinforcement learning (DRL) is a recent reinforcement learning framework whose success has been supported by various empirical studies. It relies on the key idea of replacing the expected return with the return distribution,…

Machine Learning · Computer Science 2020-01-09 Rahul Singh , Keuntaek Lee , Yongxin Chen

Policy Gradient (PG) algorithms are among the best candidates for the much-anticipated applications of reinforcement learning to real-world control tasks, such as robotics. However, the trial-and-error nature of these methods poses safety…

Machine Learning · Computer Science 2022-06-20 Matteo Papini , Matteo Pirotta , Marcello Restelli