Related papers: Wasserstein Gradient Flows for Optimizing Gaussian…
The reinforcement learning problem of finding a control policy that minimizes the minimum time objective for the Mountain Car environment is considered. Particularly, a class of parameterized nonlinear feedback policies is optimized over to…
Optimal transport has gained significant attention in recent years due to its effectiveness in deep learning and computer vision. Its descendant metric, the Wasserstein distance, has been particularly successful in measuring distribution…
Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…
We construct a Wasserstein gradient flow of the maximum mean discrepancy (MMD) and study its convergence properties. The MMD is an integral probability metric defined for a reproducing kernel Hilbert space (RKHS), and serves as a metric on…
In this paper, we apply the framework of optimal transport to the formulation of optimal design problems. By considering the Wasserstein space as a set of design variables, we associate each probability measure with a shape configuration of…
Policy gradient methods ignore the potential value of adjusting environment variables: unobservable state features that are randomly determined by the environment in a physical setting, but are controllable in a simulator. This can lead to…
Markov decision processes (MDPs) is viewed as an optimization of an objective function over certain linear operators over general function spaces. A new existence result is established for the existence of optimal policies in general MDPs,…
Existing methods to summarize posterior inference for mixture models focus on identifying a point estimate of the implied random partition for clustering, with density estimation as a secondary goal (Wade and Ghahramani, 2018; Dahl et al.,…
Various statistical tasks, including sampling or computing Wasserstein barycenters, can be reformulated as fixed-point problems for operators on probability distributions. Accelerating standard fixed-point iteration schemes provides a…
We introduce dynamic and static formulations that formally extend unbalanced optimal transport from the space of positive densities to the space of Riemannian metrics. The first construction is based on a dynamic variational formulation in…
Generalist robot policies, trained on large and diverse datasets, have demonstrated the ability to generalize across a wide spectrum of behaviors, enabling a single policy to act in varied real-world environments. However, they still fall…
Policy gradients methods often achieve better performance when the change in policy is limited to a small Kullback-Leibler divergence. We derive policy gradients where the change in policy is limited to a small Wasserstein distance (or…
We report a globally-optimal approach to robotic path planning under uncertainty, based on the theory of quantitative measures of formal languages. A significant generalization to the language-measure-theoretic path planning algorithm…
Policy gradient methods are among the most effective methods in challenging reinforcement learning problems with large state and/or action spaces. However, little is known about even their most basic theoretical convergence properties,…
We consider a simulation optimization problem for a context-dependent decision-making. A Gaussian mixture model is proposed to capture the performance clustering phenomena of context-dependent designs. Under a Bayesian framework, we develop…
This letter describes an incremental multimodal surface mapping methodology, which represents the environment as a continuous probabilistic model. This model enables high-resolution reconstruction while simultaneously compressing spatial…
Autonomous motion planning is critical for efficient and safe underwater manipulation in dynamic marine environments. Current motion planning methods often fail to effectively utilize prior motion experiences and adapt to real-time…
Optimal transport is a notoriously difficult problem to solve numerically, with current approaches often remaining intractable for very large scale applications such as those encountered in machine learning. Wasserstein barycenters -- the…
We present a computationally efficient framework, called $\texttt{FlowDRO}$, for solving flow-based distributionally robust optimization (DRO) problems with Wasserstein uncertainty sets while aiming to find continuous worst-case…
In this paper, we present a policy gradient method that avoids exploratory noise injection and performs policy search over the deterministic landscape. By avoiding noise injection all sources of estimation variance can be eliminated in…