Related papers: Deep Policy Iteration for High-Dimensional Mean Fi…

In this paper, we propose an efficient implementation of deep policy gradient method (PGM) for optimal control problems in continuous time. The proposed method has the ability to manage the allocation of computational resources, number of…

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…

We present a policy iteration algorithm for the infinite-horizon N-player general-sum deterministic linear quadratic dynamic games and compare it to policy gradient methods. We demonstrate that the proposed policy iteration algorithm is…

Policy gradient methods can solve complex tasks but often fail when the dimensionality of the action-space or objective multiplicity grow very large. This occurs, in part, because the variance on score-based gradient estimators scales…

Although deep reinforcement learning has become a universal solution for complex control tasks, its real-world applicability is still limited because lacking security guarantees for policies. To address this problem, we propose Boundary…

Improving the robustness of neural nets in regression tasks is key to their application in multiple domains. Deep learning-based approaches aim to achieve this goal either by improving their prediction of specific values (i.e., point…

This work investigates the ambient potential identification problem in inverse Mean-Field Games (MFGs), where the goal is to recover the unknown potential from the value function at equilibrium. We propose a simple yet effective iterative…

This paper develops a high-order selective discontinuous Galerkin (SDG) method for solving elliptic interface problems on interface-unfitted Cartesian meshes. This method applies the discontinuous Galerkin (DG) formulation on interface…

This paper presents a robust reinforcement learning algorithm called robust deterministic policy gradient (RDPG), which reformulates the H-infinity control problem as a two-player zero-sum dynamic game between a user and an adversary. The…

Deep search agents have emerged as a promising paradigm for addressing complex information-seeking tasks, but their training remains challenging due to sparse rewards, weak credit assignment, and limited labeled data. Self-play offers a…

Deep learning has shown great potential in accelerating diffusion tensor imaging (DTI). Nevertheless, existing methods tend to suffer from Rician noise and detail loss in reconstructing the DTI-derived parametric maps especially when…

Sparse variable selection improves interpretability and generalization in high-dimensional learning by selecting a small subset of informative features. Recent advances in Mixed Integer Programming (MIP) have enabled solving large-scale…

The applications of traditional statistical feature selection methods to high-dimension, low sample-size data often struggle and encounter challenging problems, such as overfitting, curse of dimensionality, computational infeasibility, and…

Precise probabilistic information about drug-target interaction (DTI) predictions is vital for understanding limitations and boosting predictive performance. Gaussian processes (GP) offer a scalable framework to integrate state-of-the-art…

We study a reinforcement learning setting, where the state transition function is a convex combination of a stochastic continuous function and a deterministic function. Such a setting generalizes the widely-studied stochastic state…

Mean Field Control Games (MFCGs) provide a powerful theoretical framework for analyzing systems of infinitely many interacting agents, blending elements from Mean Field Games (MFGs) and Mean Field Control (MFC). However, solving the coupled…

Deep active inference has been proposed as a scalable approach to perception and action that deals with large policy and state spaces. However, current models are limited to fully observable domains. In this paper, we describe a deep active…

We present a new algorithm which is named the Dynamical Functional Particle Method, DFPM. It is based on the idea of formulating a finite dimensional damped dynamical system whose stationary points are the solution to the original…

The use of distributions and high-level features from deep architecture has become commonplace in modern computer vision. Both of these methodologies have separately achieved a great deal of success in many computer vision tasks. However,…

Solving image inverse problems (e.g., super-resolution and inpainting) requires generating a high fidelity image that matches the given input (the low-resolution image or the masked image). By using the input image as guidance, we can…