Related papers: Maximum Entropy Reinforcement Learning with Mixtur…
Estimators derived from a divergence criterion such as $\varphi-$divergences are generally more robust than the maximum likelihood ones. We are interested in particular in the so-called MD$\varphi$DE, an estimator built using a dual…
Finite mixture models have been widely used for the modelling and analysis of data from heterogeneous populations. Maximum likelihood estimation of the parameters is typically carried out via the Expectation-Maximization (EM) algorithm. The…
Maximum entropy method is a constructive criterion for setting up a probability distribution maximally non-committal to missing information on the basis of partial knowledge, usually stated as constrains on expectation values of some…
We propose and theoretically analyze an approach for planning with an approximate model in reinforcement learning that can reduce the adverse impact of model error. If the model is accurate enough, it accelerates the convergence to the true…
Two hitherto disconnected threads of research, diverse exploration (DE) and maximum entropy RL have addressed a wide range of problems facing reinforcement learning algorithms via ostensibly distinct mechanisms. In this work, we identify a…
Discriminative latent-variable models are typically learned using EM or gradient-based optimization, which suffer from local optima. In this paper, we develop a new computationally efficient and provably consistent estimator for a mixture…
Mixup is a recent regularizer for current deep classification networks. Through training a neural network on convex combinations of pairs of examples and their labels, it imposes locally linear constraints on the model's input space.…
Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…
To efficiently evaluate system reliability based on Monte Carlo simulation, importance sampling is used widely. The optimal importance sampling density was derived in 1950s for the deterministic simulation model, which maps an input to an…
Maximum entropy reinforcement learning (MaxEnt-RL) has become the standard approach to RL due to its beneficial exploration properties. Traditionally, policies are parameterized using Gaussian distributions, which significantly limits their…
Entropy augmented to reward is known to soften the greedy argmax policy to softmax policy. Entropy augmentation is reformulated and leads to a motivation to introduce an additional entropy term to the objective function in the form of…
Covariate balance is a conventional key diagnostic for methods used estimating causal effects from observational studies. Recently, there is an emerging interest in directly incorporating covariate balance in the estimation. We study a…
Simplicity is a critical inductive bias for designing data-driven controllers, especially when robustness is important. Despite the impressive results of deep reinforcement learning in complex control tasks, it is prone to capturing…
We consider episodic reinforcement learning in reward-mixing Markov decision processes (RMMDPs): at the beginning of every episode nature randomly picks a latent reward model among $M$ candidates and an agent interacts with the MDP…
Maximum entropy modeling is a flexible and popular framework for formulating statistical models given partial knowledge. In this paper, rather than the traditional method of optimizing over the continuous density directly, we learn a smooth…
The Improved Cross-Entropy (ICE) method is a powerful tool for estimating failure probabilities in reliability analysis. Its core idea is to approximate the optimal importance-sampling density by minimizing the forward Kullback-Leibler…
Deep networks have enabled reinforcement learning to scale to more complex and challenging domains, but these methods typically require large quantities of training data. An alternative is to use sample-efficient episodic control methods:…
This paper aims to establish an entropy-regularized value-based reinforcement learning method that can ensure the monotonic improvement of policies at each policy update. Unlike previously proposed lower-bounds on policy improvement in…
One of the key approaches to save samples in reinforcement learning (RL) is to use knowledge from an approximate model such as its simulator. However, how much does an approximate model help to learn a near-optimal policy of the true…
This article introduces an imitation learning method for learning maximum entropy policies that comply with constraints demonstrated by expert trajectories executing a task. The formulation of the method takes advantage of results…