Related papers: On Using Hamiltonian Monte Carlo Sampling for Rein…
We propose a novel approach called Self-Learning Hybrid Monte Carlo (SLHMC) which is a general method to make use of machine learning potentials to accelerate the statistical sampling of first-principles density-functional-theory (DFT)…
As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…
Reinforcement learning constantly deals with hard integrals, for example when computing expectations in policy evaluation and policy iteration. These integrals are rarely analytically solvable and typically estimated with the Monte Carlo…
The ability to prepare a physical system in a desired quantum state is central to many areas of physics such as nuclear magnetic resonance, cold atoms, and quantum computing. Yet, preparing states quickly and with high fidelity remains a…
Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time…
This paper proposes a synergy of amortised and particle-based methods for sampling from distributions defined by unnormalised density functions. We state a connection between sequential Monte Carlo (SMC) and neural sequential samplers…
Hamiltonian Monte Carlo (HMC) is a Markov chain algorithm for sampling from a high-dimensional distribution with density $e^{-f(x)}$, given access to the gradient of $f$. A particular case of interest is that of a $d$-dimensional Gaussian…
The Hamiltonian Monte Carlo (HMC) algorithm is a powerful Markov Chain Monte Carlo (MCMC) method that uses Hamiltonian dynamics to generate samples from a target distribution. To fully exploit its potential, we must understand how…
State space models (SSM) have been widely applied for the analysis and visualization of large sequential datasets. Sequential Monte Carlo (SMC) is a very popular particle-based method to sample latent states from intractable posteriors.…
Reinforcement learning (RL) algorithms usually require a substantial amount of interaction data and perform well only for specific tasks in a fixed environment. In some scenarios such as healthcare, however, usually only few records are…
Standard model-free deep reinforcement learning (RL) algorithms sample a new initial state for each trial, allowing them to optimize policies that can perform well even in highly stochastic environments. However, problems that exhibit…
Machine learning (ML) has become an attractive tool in information processing, however few ML algorithms have been successfully applied in the quantum domain. We show here how classical reinforcement learning (RL) could be used as a tool…
This paper studies the continuous-time reinforcement learning (RL) for optimal switching problems across multiple regimes. We consider a type of exploratory formulation under entropy regularization where the agent randomizes both the timing…
Sampling algorithms drive probabilistic machine learning, and recent years have seen an explosion in the diversity of tools for this task. However, the increasing sophistication of sampling algorithms is correlated with an increase in the…
A common setting of reinforcement learning (RL) is a Markov decision process (MDP) in which the environment is a stochastic discrete-time dynamical system. Whereas MDPs are suitable in such applications as video-games or puzzles, physical…
While contemporary reinforcement learning research and applications have embraced policy gradient methods as the panacea of solving learning problems, value-based methods can still be useful in many domains as long as we can wrangle with…
Building upon Lagrangian mechanics on Wess's $q$-commutative spaces, we derive the $q$-deformed Hamiltonian dynamics as formulated by Lavagno et al. (2006). We then develop a computationally tractable scheme and propose a novel Hamiltonian…
Reinforcement learning (RL) methods have been shown to be capable of learning intelligent behavior in rich domains. However, this has largely been done in simulated domains without adequate focus on the process of building the simulator. In…
The practicality of reinforcement learning algorithms has been limited due to poor scaling with respect to the problem size, as the sample complexity of learning an $\epsilon$-optimal policy is $\tilde{\Omega}\left(|S||A|H^3 /…
Hamiltonian systems with multiple timescales arise in molecular dynamics, classical mechanics, and theoretical physics. Long-time numerical integration of such systems requires resolving fast dynamics with very small time steps, which…