English
Related papers

Related papers: Stein-based Optimization of Sampling Distributions…

200 papers

The classical Model Predictive Path Integral (MPPI) control framework, while effective in many applications, lacks reliable safety features due to its reliance on a risk-neutral trajectory evaluation technique, which can present challenges…

Robotics · Computer Science 2024-12-24 Ihab S. Mohamed , Junhong Xu , Gaurav S Sukhatme , Lantao Liu

Sampling-based model predictive control methods like MPPI and CEM are essential for real-time control of nonlinear robotic systems, particularly where discontinuous dynamics preclude gradient-based optimization. However, these methods…

Robotics · Computer Science 2026-05-05 Vincent Pacelli , Akash Ratheesh , Evangelos A. Theodorou

We study the Stein Variational Gradient Descent (SVGD) algorithm, which optimises a set of particles to approximate a target probability distribution $\pi\propto e^{-V}$ on $\mathbb{R}^d$. In the population limit, SVGD performs gradient…

Machine Learning · Statistics 2021-01-05 Anna Korba , Adil Salim , Michael Arbel , Giulia Luise , Arthur Gretton

Sampling-based model predictive control (MPC) optimization methods, such as Model Predictive Path Integral (MPPI), have recently shown promising results in various robotic tasks. However, it might produce an infeasible trajectory when the…

Robotics · Computer Science 2022-07-19 Ihab S. Mohamed , Kai Yin , Lantao Liu

Stein Variational Gradient Descent (SVGD) is a highly efficient method to sample from an unnormalized probability distribution. However, the SVGD update relies on gradients of the log-density, which may not always be available. Existing…

Machine Learning · Computer Science 2026-03-13 Cornelius V. Braun , Robert T. Lange , Marc Toussaint

We extend the Datamodels framework from supervised learning to Model Predictive Path Integral (MPPI) control. Whereas Datamodels estimate sample influence via regression on a fixed dataset, we instead learn to predict influence directly…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Jiachen Li , Xu Duan , Shihao Li , Soovadeep Bakshi , Dongmei Chen

We show how to use Stein variational gradient descent (SVGD) to carry out inference in Gaussian process (GP) models with non-Gaussian likelihoods and large data volumes. Markov chain Monte Carlo (MCMC) is extremely computationally intensive…

Machine Learning · Statistics 2022-01-20 Thomas Pinder , Christopher Nemeth , David Leslie

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

We present a novel second-order trajectory optimization algorithm based on Stein Variational Newton's Method and Maximum Entropy Differential Dynamic Programming. The proposed algorithm, called Stein Variational Differential Dynamic…

Optimization and Control · Mathematics 2024-10-10 Yuichiro Aoyama , Peter Lehmamnn , Evangelos A. Theodorou

In this paper we propose a novel decision making architecture for Robust Model Predictive Path Integral control (RMPPI) and investigate its performance guarantees and applicability to off-road navigation. Key building blocks of the proposed…

Systems and Control · Electrical Eng. & Systems 2021-02-19 Manan Gandhi , Bogdan Vlahov , Jason Gibson , Grady Williams , Evangelos A. Theodorou

Stein variational gradient descent (SVGD) [Liu and Wang, 2016] performs approximate Bayesian inference by representing the posterior with a set of particles. However, SVGD suffers from variance collapse, i.e. poor predictions due to…

Machine Learning · Computer Science 2025-01-27 Ola Rønning , Eric Nalisnick , Christophe Ley , Padhraic Smyth , Thomas Hamelryck

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

Stochastic particle-optimization sampling (SPOS) is a recently-developed scalable Bayesian sampling framework that unifies stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) algorithms based on Wasserstein…

Machine Learning · Statistics 2018-11-21 Jianyi Zhang , Yang Zhao , Changyou Chen

Autonomous docking remains one of the most challenging maneuvers in marine robotics, requiring precise control and robust perception in confined spaces. This paper presents a novel approach integrating Model Predictive Path Integral(MPPI)…

Robotics · Computer Science 2025-01-17 Akash Vijayakumar , Atmanand M A , Abhilash Somayajula

In this paper, we present a flow-based method for global optimization of continuous Sobolev functions, called Stein Boltzmann Sampling (SBS). SBS initializes uniformly a number of particles representing candidate solutions, then uses the…

Optimization and Control · Mathematics 2025-02-21 Gaëtan Serré , Argyris Kalogeratos , Nicolas Vayatis

Stein discrepancies (SDs) monitor convergence and non-convergence in approximate inference when exact integration and sampling are intractable. However, the computation of a Stein discrepancy can be prohibitive if the Stein operator - often…

Machine Learning · Statistics 2020-10-26 Jackson Gorham , Anant Raj , Lester Mackey

Stein variational inference (SVI) is a sample-based approximate Bayesian inference technique that generates a sample set by jointly optimizing the samples' locations to minimize an information-theoretic measure of discrepancy with the…

Machine Learning · Computer Science 2024-10-22 Liam Pavlovic , David M. Rosen

We present a data-driven optimal control framework that can be viewed as a generalization of the path integral (PI) control approach. We find iterative feedback control laws without parameterization based on probabilistic representation of…

Systems and Control · Computer Science 2016-02-02 Yunpeng Pan , Evangelos A. Theodorou , Michail Kontitsis

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

Decentralized multi-agent navigation under uncertainty is a complex task that arises in numerous robotic applications. It requires collision avoidance strategies that account for both kinematic constraints, sensing and action execution…

Robotics · Computer Science 2025-08-01 Stepan Dergachev , Konstantin Yakovlev