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Score-based generative models (SGMs) are powerful tools to sample from complex data distributions. Their underlying idea is to (i) run a forward process for time $T_1$ by adding noise to the data, (ii) estimate its score function, and (iii)…
In this work, we propose a multi-agent actor-critic reinforcement learning (RL) algorithm to accelerate the multi-level Monte Carlo Markov Chain (MCMC) sampling algorithms. The policies (actors) of the agents are used to generate the…
The aim of the inverse chemical design is to develop new molecules with given optimized molecular properties or objectives. Recently, generative deep learning (DL) networks are considered as the state-of-the-art in inverse chemical design…
As a paradigm for sequential decision making in unknown environments, reinforcement learning (RL) has received a flurry of attention in recent years. However, the explosion of model complexity in emerging applications and the presence of…
Deep generative models such as diffusion and flow matching are powerful machine learning tools capable of learning and sampling from high-dimensional distributions. They are particularly useful when the training data appears to be…
Three major challenges in reinforcement learning are the complex dynamical systems with large state spaces, the costly data acquisition processes, and the deviation of real-world dynamics from the training environment deployment. To…
Generative models are powerful tools for sampling from a learned distribution $\mathcal{P}(Y \mid X)$, and inverse-design methods invert this map to find an input $x$ that produces a desired point output $y^*$. However, many design goals…
In dynamic decision-making scenarios across business and healthcare, leveraging sample trajectories from diverse populations can significantly enhance reinforcement learning (RL) performance for specific target populations, especially when…
We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP…
Conventional diffusion models typically relies on a fixed forward process, which implicitly defines complex marginal distributions over latent variables. This can often complicate the reverse process' task in learning generative…
Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…
Humans excel at discovering regular structures from limited samples and applying inferred rules to novel settings. We investigate whether modern generative models can similarly learn underlying rules from finite samples and perform…
Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes…
We propose a novel method to learn intractable distributions from their samples. The main idea is to use a parametric distribution model, such as a Gaussian Mixture Model (GMM), to approximate intractable distributions by minimizing the…
In Monte-Carlo methods the Markov processes used to sample a given target distribution usually satisfy detailed balance, i.e. they are time-reversible. However, relatively recent results have demonstrated that appropriate reversible and…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
Probabilistic generative models based on measure transport, such as diffusion and flow-based models, are often formulated in the language of Markovian stochastic dynamics, where the choice of the underlying process impacts both algorithmic…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
An elementary approach to characterizing the impact of noise scheduling and time discretization in generative diffusion models is developed. We first utilize the Cram\'er-Rao bound to identify the Gaussian setting as a fundamental…
We introduce a novel class of algorithms to efficiently approximate the unknown return distributions in policy evaluation problems from distributional reinforcement learning (DRL). The proposed distributional dynamic programming algorithms…