Related papers: Tuning HMC parameters with gradients
We study --both in theory and practice-- the use of momentum motions in classic iterative hard thresholding (IHT) methods. By simply modifying plain IHT, we investigate its convergence behavior on convex optimization criteria with…
This paper proposes the first-ever algorithmic framework for tuning hyper-parameters of stochastic optimization algorithm based on reinforcement learning. Hyper-parameters impose significant influences on the performance of stochastic…
The tuning process of a large apparatus of many components could be represented and quantified by constructing parameter-tuning networks. The experimental tuning of the ion source of the neutral beam injector of HT-7 Tokamak is presented as…
We develop, discuss, and compare several inference techniques to constrain theory parameters in collider experiments. By harnessing the latent-space structure of particle physics processes, we extract extra information from the simulator.…
This paper presents a robust adaptive learning Model Predictive Control (MPC) framework for linear systems with parametric uncertainties and additive disturbances performing iterative tasks. The approach refines the parameter estimates…
The aim of this work is to learn models of population dynamics of physical systems that feature stochastic and mean-field effects and that depend on physics parameters. The learned models can act as surrogates of classical numerical models…
We consider recent progress in algorithms for generating gauge field configurations that include the dynamical effects of light fermions. We survey what has been achieved in recent state-of-the-art computations, and examine the trade-offs…
We show how the integrators used for the molecular dynamics step of the Hybrid Monte Carlo algorithm can be further improved. These integrators not only approximately conserve some Hamiltonian $H$ but conserve exactly a nearby shadow…
Three approaches for adaptively tuning diagonal scale matrices for HMC are discussed and compared. The common practice of scaling according to estimated marginal standard deviations is taken as a benchmark. Scaling according to the mean…
The acceleration of gradient-based optimization methods is a subject of significant practical and theoretical importance, particularly within machine learning applications. While much attention has been directed towards optimizing within…
We propose randomized subspace gradient methods for high-dimensional constrained optimization. While there have been similarly purposed studies on unconstrained optimization problems, there have been few on constrained optimization problems…
Practitioners of Markov chain Monte Carlo (MCMC) may hesitate to use random walk Metropolis-Hastings algorithms, especially variable-at-a-time algorithms with many parameters, because these algorithms require users to select values of…
We study the problem of learning the parameters for the Hamiltonian of a quantum many-body system, given limited access to the system. In this work, we build upon recent approaches to Hamiltonian learning via derivative estimation. We…
Joint space trajectory optimization under end-effector task constraints leads to a challenging non-convex problem. Thus, a real-time adaptation of prior computed trajectories to perturbation in task constraints often becomes intractable.…
The performance of policy gradient methods is sensitive to hyperparameter settings that must be tuned for any new application. Widely used grid search methods for tuning hyperparameters are sample inefficient and computationally expensive.…
In this extended abstract, we propose a tuning approach for nonlinear mechanical systems to modify the behavior of the closed-loop system, where we are particularly interested in attenuating oscillations from the transient response. Towards…
In this paper we develop a Bayesian optimization based hyperparameter tuning framework inspired by statistical learning theory for classifiers. We utilize two key facts from PAC learning theory; the generalization bound will be higher for a…
The design of the proposal distributions, and most notably the kernel parameters, are crucial for the performance of Markov chain Monte Carlo (MCMC) rendering. A poor selection of parameters can increase the correlation of the Markov chain…
This study performs parameter inference in a partial differential equations system of pulmonary circulation. We use a fluid dynamics network model that takes selected parameter values and mimics the behaviour of the pulmonary haemodynamics…
Hidden Markov models (HMMs) and partially observable Markov decision processes (POMDPs) form a useful tool for modeling dynamical systems. They are particularly useful for representing environments such as road networks and office…