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We propose a novel continuous-time algorithm for inequality-constrained convex optimization inspired by proportional-integral control. Unlike the popular primal-dual gradient dynamics, our method includes a proportional term to control the…

Optimization and Control · Mathematics 2024-09-12 V. Cerone , S. M. Fosson , S. Pirrera , D. Regruto

Actor-critic methods solve reinforcement learning problems by updating a parameterized policy known as an actor in a direction that increases an estimate of the expected return known as a critic. However, existing actor-critic methods only…

Machine Learning · Statistics 2018-02-23 Voot Tangkaratt , Abbas Abdolmaleki , Masashi Sugiyama

It is of significance for an agent to learn a widely applicable and general-purpose policy that can achieve diverse goals including images and text descriptions. Considering such perceptually-specific goals, the frontier of deep…

Machine Learning · Computer Science 2021-12-14 Jinxin Liu , Donglin Wang , Qiangxing Tian , Zhengyu Chen

Applying probabilistic models to reinforcement learning (RL) enables the application of powerful optimisation tools such as variational inference to RL. However, existing inference frameworks and their algorithms pose significant challenges…

Machine Learning · Computer Science 2020-07-17 Matthew Fellows , Anuj Mahajan , Tim G. J. Rudner , Shimon Whiteson

Stochastic optimal control of dynamical systems is a crucial challenge in sequential decision-making. Recently, control-as-inference approaches have had considerable success, providing a viable risk-sensitive framework to address the…

Machine Learning · Computer Science 2023-12-22 Hany Abdulsamad , Sahel Iqbal , Adrien Corenflos , Simo Särkkä

We study inverse reinforcement learning (IRL) and imitation learning (IM), the problems of recovering a reward or policy function from expert's demonstrated trajectories. We propose a new way to improve the learning process by adding a…

Machine Learning · Computer Science 2022-08-23 The Viet Bui , Tien Mai , Patrick Jaillet

An autonomous agent embodied in a humanoid robot, in order to learn from the overwhelming flow of raw and noisy sensory, has to effectively reduce the high spatial-temporal data dimensionality. In this paper we propose a novel method of…

Artificial Intelligence · Computer Science 2018-04-11 Wojciech Skaba

Inverse reinforcement learning (IRL) is used to infer the reward function from the actions of an expert running a Markov Decision Process (MDP). A novel approach using variational inference for learning the reward function is proposed in…

Machine Learning · Computer Science 2019-10-03 Arpan Kusari

Reinforcement learning in complex environments is a challenging problem. In particular, the success of reinforcement learning algorithms depends on a well-designed reward function. Inverse reinforcement learning (IRL) solves the problem of…

Machine Learning · Computer Science 2021-01-20 Rakhoon Hwang , Hanjin Lee , Hyung Ju Hwang

The principal problem in algorithmic mechanism design is in merging the incentive constraints imposed by selfish behavior with the algorithmic constraints imposed by computational intractability. This field is motivated by the observation…

Computer Science and Game Theory · Computer Science 2017-08-21 Jason D. Hartline , Brendan Lucier

We propose a model predictive control approach for autonomous vehicles that exploits learned Gaussian processes for predicting human driving behavior. The proposed approach employs the uncertainty about the GP's prediction to achieve…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Johanna Bethge , Maik Pfefferkorn , Alexander Rose , Jan Peters , Rolf Findeisen

This paper presents a tutorial and survey on Probabilistic Inference-based Model Predictive Control (PI-MPC). PI-MPC reformulates finite-horizon optimal control as inference over an optimal control distribution expressed as a Boltzmann…

Robotics · Computer Science 2026-04-09 Kohei Honda

Autonomous navigation in crowded environments is an open problem with many applications, essential for the coexistence of robots and humans in the smart cities of the future. In recent years, deep reinforcement learning approaches have…

Robotics · Computer Science 2025-03-25 Diego Martinez-Baselga , Luis Riazuelo , Luis Montano

Recently path integral methods have been developed for stochastic optimal control for a wide class of models with non-linear dynamics in continuous space-time. Path integral methods find the control that minimizes the expected cost-to-go.…

Systems and Control · Computer Science 2012-03-19 Bart van den Broek , Wim Wiegerinck , Hilbert Kappen

Robust reinforcement learning agents using high-dimensional observations must be able to identify relevant state features amidst many exogeneous distractors. A representation that captures controllability identifies these state elements by…

Machine Learning · Computer Science 2024-06-25 Max Rudolph , Caleb Chuck , Kevin Black , Misha Lvovsky , Scott Niekum , Amy Zhang

Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…

Machine Learning · Statistics 2025-04-15 Alex Glyn-Davies , Arnaud Vadeboncoeur , O. Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami

Discrete choice models are commonly used by applied statisticians in numerous fields, such as marketing, economics, finance, and operations research. When agents in discrete choice models are assumed to have differing preferences, exact…

Methodology · Statistics 2010-06-04 Michael Braun , Jon McAuliffe

This paper presents an algorithm for learning a highly redundant inverse model in continuous and non-preset environments. Our Socially Guided Intrinsic Motivation by Demonstrations (SGIM-D) algorithm combines the advantages of both social…

Artificial Intelligence · Computer Science 2011-11-30 Sao Mai Nguyen , Adrien Baranes , Pierre-Yves Oudeyer

This paper provides a comprehensive analysis of variational inference in latent variable models for survival analysis, emphasizing the distinctive challenges associated with applying variational methods to survival data. We identify a…

Machine Learning · Computer Science 2025-06-05 Chuanhui Liu , Xiao Wang

In this paper, we revisit the computation of controlled invariant sets for linear discrete-time systems through a trajectory-based viewpoint. We begin by introducing the notion of convex feasible points, which provides a new…

Optimization and Control · Mathematics 2026-05-06 Emmanuel Junior Wafo Wembe , Adnane Saoud