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Policy gradient methods have shown success in learning control policies for high-dimensional dynamical systems. Their biggest downside is the amount of exploration they require before yielding high-performing policies. In a lifelong…

Machine Learning · Computer Science 2020-10-23 Jorge A. Mendez , Boyu Wang , Eric Eaton

Policy gradient methods are widely adopted reinforcement learning algorithms for tasks with continuous action spaces. These methods succeeded in many application domains, however, because of their notorious sample inefficiency their use…

Machine Learning · Statistics 2024-02-20 Davide Mambelli , Stephan Bongers , Onno Zoeter , Matthijs T. J. Spaan , Frans A. Oliehoek

This paper develops the first policy gradient method with global optimality guarantee and complexity analysis for robust reinforcement learning under model mismatch. Robust reinforcement learning is to learn a policy robust to model…

Machine Learning · Computer Science 2022-05-17 Yue Wang , Shaofeng Zou

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

Machine Learning · Computer Science 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

We study the estimation of policy gradients for continuous-time systems with known dynamics. By reframing policy learning in continuous-time, we show that it is possible construct a more efficient and accurate gradient estimator. The…

Machine Learning · Computer Science 2021-06-25 Samuel Ainsworth , Kendall Lowrey , John Thickstun , Zaid Harchaoui , Siddhartha Srinivasa

Fractional gradient descent has been studied extensively, with a focus on its ability to extend traditional gradient descent methods by incorporating fractional-order derivatives. This approach allows for more flexibility in navigating…

Machine Learning · Computer Science 2024-11-25 Teodor Alexandru Szente , James Harrison , Mihai Zanfir , Cristian Sminchisescu

In this paper we present a new way of predicting the performance of a reinforcement learning policy given historical data that may have been generated by a different policy. The ability to evaluate a policy from historical data is important…

Machine Learning · Computer Science 2016-04-05 Philip S. Thomas , Emma Brunskill

Intelligent agents need a physical understanding of the world to predict the impact of their actions in the future. While learning-based models of the environment dynamics have contributed to significant improvements in sample efficiency…

Machine Learning · Computer Science 2020-05-20 Eric Heiden , David Millard , Hejia Zhang , Gaurav S. Sukhatme

The influence of class orderings in the evaluation of incremental learning has received very little attention. In this paper, we investigate the impact of class orderings for incrementally learned classifiers. We propose a method to compute…

Computer Vision and Pattern Recognition · Computer Science 2020-07-08 Marc Masana , Bartłomiej Twardowski , Joost van de Weijer

The goal of policy gradient approaches is to find a policy in a given class of policies which maximizes the expected return. Given a differentiable model of the policy, we want to apply a gradient-ascent technique to reach a local optimum.…

Machine Learning · Computer Science 2019-11-13 Mattis Manfred Kämmerer

The method of stable random projections is a tool for efficiently computing the $l_\alpha$ distances using low memory, where $0<\alpha \leq 2$ is a tuning parameter. The method boils down to a statistical estimation task and various…

Machine Learning · Computer Science 2008-12-18 Ping Li

Simulation-based optimization using agent-based models is typically carried out under the assumption that the gradient describing the sensitivity of the simulation output to the input cannot be evaluated directly. To still apply…

Machine Learning · Computer Science 2021-03-24 Philipp Andelfinger

We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…

Statistics Theory · Mathematics 2018-06-13 Dmitrii Ostrovskii , Zaid Harchaoui

In large-scale modern data analysis, first-order optimization methods are usually favored to obtain sparse estimators in high dimensions. This paper performs theoretical analysis of a class of iterative thresholding based estimators defined…

Statistics Theory · Mathematics 2016-10-11 Yiyuan She

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

Adversarial Imitation Learning alternates between learning a discriminator -- which tells apart expert's demonstrations from generated ones -- and a generator's policy to produce trajectories that can fool this discriminator. This…

Machine Learning · Computer Science 2021-04-19 Paul Barde , Julien Roy , Wonseok Jeon , Joelle Pineau , Christopher Pal , Derek Nowrouzezahrai

Specialized function gradient computing hardware could greatly improve the performance of state-of-the-art optimization algorithms, e.g., based on gradient descent or conjugate gradient methods that are at the core of control, machine…

Recent works in deep learning have shown that integrating differentiable physics simulators into the training process can greatly improve the quality of results. Although this combination represents a more complex optimization task than…

Machine Learning · Computer Science 2022-03-22 Patrick Schnell , Philipp Holl , Nils Thuerey

To acquire a new skill, humans learn better and faster if a tutor, based on their current knowledge level, informs them of how much attention they should pay to particular content or practice problems. Similarly, a machine learning model…

Machine Learning · Computer Science 2021-06-18 Xinyi Wang , Hieu Pham , Paul Michel , Antonios Anastasopoulos , Jaime Carbonell , Graham Neubig

The recent promises of Model Predictive Control in robotics have motivated the development of tailored second-order methods to solve optimal control problems efficiently. While those methods benefit from strong convergence properties,…

Robotics · Computer Science 2024-09-30 Jianghan Zhang , Armand Jordana , Ludovic Righetti