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We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…
Deep learning models are increasingly deployed in safety-critical tasks where predictions must satisfy hard constraints, such as physical laws, fairness requirements, or safety limits. However, standard architectures lack built-in…
We prove convergence of the proximal policy gradient method for a class of constrained stochastic control problems with control in both the drift and diffusion of the state process. The problem requires either the running or terminal cost…
This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…
The aim of this article is to provide a firm mathematical foundation for the application of deep gradient flow methods (DGFMs) for the solution of (high-dimensional) partial differential equations (PDEs). We decompose the generalization…
Denoising is intuitively related to projection. Indeed, under the manifold hypothesis, adding random noise is approximately equivalent to orthogonal perturbation. Hence, learning to denoise is approximately learning to project. In this…
The performance of robots in high-level tasks depends on the quality of their lower-level controller, which requires fine-tuning. However, the intrinsically nonlinear dynamics and controllers make tuning a challenging task when it is done…
Supervised training of deep neural nets typically relies on minimizing cross-entropy. However, in many domains, we are interested in performing well on metrics specific to the application. In this paper we propose a direct loss minimization…
Optimal control of stochastic nonlinear dynamical systems is a major challenge in the domain of robot learning. Given the intractability of the global control problem, state-of-the-art algorithms focus on approximate sequential optimization…
We study the problem of learning the optimal control policy for fine-tuning a given diffusion process, using general value function approximation. We develop a new class of algorithms by solving a variational inequality problem based on the…
This paper investigates whether sequence models can learn to perform numerical algorithms, e.g. gradient descent, on the fundamental problem of least squares. Our goal is to inherit two properties of standard algorithms from numerical…
We present a neural network approach for approximating the value function of high-dimensional stochastic control problems. Our training process simultaneously updates our value function estimate and identifies the part of the state space…
In this work, we introduce Dissipative SymODEN, a deep learning architecture which can infer the dynamics of a physical system with dissipation from observed state trajectories. To improve prediction accuracy while reducing network size,…
This work presents a novel algorithm for progressively adapting neural network architecture along the depth. In particular, we attempt to address the following questions in a mathematically principled way: i) Where to add a new capacity…
This paper proposes a new control framework for manipulating soft objects. A Deep Reinforcement Learning (DRL) approach is used to make the shape of a deformable object reach a set of desired points by controlling a robotic arm which…
In this paper, we study a regularised relaxed optimal control problem and, in particular, we are concerned with the case where the control variable is of large dimension. We introduce a system of mean-field Langevin equations, the invariant…
Many applications require solving non-linear control problems that are classically not well behaved. This paper develops a simple and efficient chattering algorithm that learns near optimal decision policies through an open-loop feedback…
In this paper, we derive a neural network architecture based on an analytical formulation of the parallel-to-fan beam conversion problem following the concept of precision learning. The network allows to learn the unknown operators in this…
In this paper, a novel approach is proposed for learning robot control in contact-rich tasks such as wiping, by developing Diffusion Contact Model (DCM). Previous methods of learning such tasks relied on impedance control with time-varying…
The ability to learn and adapt in real time is a central feature of biological systems. Neuromorphic architectures demonstrating such versatility can greatly enhance our ability to efficiently process information at the edge. A key…