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The curse of dimensionality is a longstanding challenge in Bayesian inference in high dimensions. In this work, we propose a projected Stein variational gradient descent (pSVGD) method to overcome this challenge by exploiting the…

Machine Learning · Computer Science 2020-06-11 Peng Chen , Omar Ghattas

In this project, we propose a Variational Inference algorithm to approximate posterior distributions. Building on prior methods, we develop the Gradient-Steered Stein Variational Gradient Descent (G-SVGD) approach. This method introduces a…

Computation · Statistics 2025-02-03 Jose L. Varona-Santana , Marcos A. Capistrán

We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively…

Machine Learning · Statistics 2017-07-26 Jun Han , Qiang Liu

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally…

Machine Learning · Statistics 2017-11-15 Qiang Liu

Reinforcement learning is a powerful technique to train an agent to perform a task. However, an agent that is trained using reinforcement learning is only capable of achieving the single task that is specified via its reward function. Such…

Machine Learning · Computer Science 2018-07-24 Carlos Florensa , David Held , Xinyang Geng , Pieter Abbeel

We propose a novel particle-based variational inference method designed to work with multimodal distributions. Our approach, referred to as Branched Stein Variational Gradient Descent (BSVGD), extends the classical Stein Variational…

Machine Learning · Computer Science 2025-07-18 Isaías Bañales , Arturo Jaramillo , Joshué Helí Ricalde-Guerrero

Learning a policy capable of moving an agent between any two states in the environment is important for many robotics problems involving navigation and manipulation. Due to the sparsity of rewards in such tasks, applying reinforcement…

Artificial Intelligence · Computer Science 2018-07-05 Artem Molchanov , Karol Hausman , Stan Birchfield , Gaurav Sukhatme

This paper examines the spatial coverage optimization problem for multiple sensors in a known convex environment, where the coverage service of each sensor is heterogeneous and anisotropic. We introduce the Stein Coverage algorithm, a…

Multiagent Systems · Computer Science 2023-12-13 Donipolo Ghimire , Solmaz S. Kia

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Optimization and Control · Mathematics 2025-10-02 Viktor Stein , Wuchen Li

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

Machine Learning · Statistics 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

Pareto Set Learning (PSL) is popular as an efficient approach to obtaining the complete optimal solution in Multi-objective Learning (MOL). A set of optimal solutions approximates the Pareto set, and its mapping is a set of dense points in…

Machine Learning · Computer Science 2025-12-11 Minh-Duc Nguyen , Dung D. Le

Efficient exploration remains a challenging problem in reinforcement learning, especially for those tasks where rewards from environments are sparse. A commonly used approach for exploring such environments is to introduce some "intrinsic"…

Machine Learning · Computer Science 2020-07-16 Neale Ratzlaff , Qinxun Bai , Li Fuxin , Wei Xu

Ensembles of deep neural networks have achieved great success recently, but they do not offer a proper Bayesian justification. Moreover, while they allow for averaging of predictions over several hypotheses, they do not provide any…

Machine Learning · Computer Science 2021-06-23 Francesco D'Angelo , Vincent Fortuin , Florian Wenzel

Reinforcement learning usually uses the feedback rewards of environmental to train agents. But the rewards in the actual environment are sparse, and even some environments will not rewards. Most of the current methods are difficult to get…

Machine Learning · Computer Science 2020-01-13 Kai Jiang , XiaoLong Qin

Skill effect models for long-horizon manipulation tasks are prone to failures in conditions not covered by training data distributions. Therefore, enabling robots to reason about and learn from failures is necessary. We investigate the…

Robotics · Computer Science 2025-09-03 Yixuan Huang , Novella Alvina , Mohanraj Devendran Shanthi , Tucker Hermans

Many particle-based Bayesian inference methods use a single global step size for all parts of the update. In Stein variational gradient descent (SVGD), however, each update combines two qualitatively different effects: attraction toward…

Machine Learning · Computer Science 2026-04-07 Arash Sarshar

We propose a novel distributed inference algorithm for continuous graphical models, by extending Stein variational gradient descent (SVGD) to leverage the Markov dependency structure of the distribution of interest. Our approach combines…

Machine Learning · Statistics 2018-06-11 Dilin Wang , Zhe Zeng , Qiang Liu

Efficient exploration remains a challenging problem in reinforcement learning, especially for tasks where extrinsic rewards from environments are sparse or even totally disregarded. Significant advances based on intrinsic motivation show…

Machine Learning · Computer Science 2024-04-03 Chenjia Bai , Peng Liu , Kaiyu Liu , Lingxiao Wang , Yingnan Zhao , Lei Han

Multi-goal reinforcement learning (RL) aims to qualify the agent to accomplish multi-goal tasks, which is of great importance in learning scalable robotic manipulation skills. However, reward engineering always requires strenuous efforts in…

Robotics · Computer Science 2021-09-27 Deyu Yang , Hanbo Zhang , Xuguang Lan , Jishiyu Ding

In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…

Machine Learning · Computer Science 2018-06-15 Matteo Papini , Damiano Binaghi , Giuseppe Canonaco , Matteo Pirotta , Marcello Restelli