Related papers: Stein-based Optimization of Sampling Distributions…

We propose a new Stein self-repulsive dynamics for obtaining diversified samples from intractable un-normalized distributions. Our idea is to introduce Stein variational gradient as a repulsive force to push the samples of Langevin dynamics…

Stein variational gradient descent (SVGD) is a kernel-based and non-parametric particle method for sampling from a target distribution, such as in Bayesian inference and other machine learning tasks. Different from other particle methods,…

Performative prediction (PP) is an algorithmic framework for optimizing machine learning (ML) models where the model's deployment affects the distribution of the data it is trained on. Compared to traditional ML with fixed data, designing…

In this work, we present a novel sampling-based path planning method, called SPRINT. The method finds solutions for high dimensional path planning problems quickly and robustly. Its efficiency comes from minimizing the number of collision…

Stein variational gradient descent (SVGD) and its variants have shown promising successes in approximate inference for complex distributions. In practice, we notice that the kernel used in SVGD-based methods has a decisive effect on the…

Deep Gaussian Process (DGP) models offer a powerful nonparametric approach for Bayesian inference, but exact inference is typically intractable, motivating the use of various approximations. However, existing approaches, such as mean-field…

This work develops a stochastic model predictive controller~(SMPC) for uncertain linear systems with additive Gaussian noise subject to state and control constraints. The proposed approach is based on the recently developed finite-horizon…

Over the last few years, sampling-based stochastic optimal control (SOC) frameworks have shown impressive performances in reinforcement learning (RL) with applications in robotics. However, such approaches require a large amount of samples…

Stochastic Gradient Descent (SGD) is one of the most widely used techniques for online optimization in machine learning. In this work, we accelerate SGD by adaptively learning how to sample the most useful training examples at each time…

Accurately controlling a robotic system in real time is a challenging problem. To address this, the robotics community has adopted various algorithms, such as Model Predictive Control (MPC) and Model Predictive Path Integral (MPPI) control.…

Stein variational gradient descent (SVGD) is a deterministic particle inference algorithm that provides an efficient alternative to Markov chain Monte Carlo. However, SVGD has been found to suffer from variance underestimation when the…

Particle based optimization algorithms have recently been developed as sampling methods that iteratively update a set of particles to approximate a target distribution. In particular Stein variational gradient descent has gained attention…

Ensuring safe physical interaction between torque-controlled manipulators and humans is essential for deploying robots in everyday environments. Model Predictive Control (MPC) has emerged as a suitable framework thanks to its capacity to…

Navigating safely in dynamic and uncertain environments is challenging due to uncertainties in perception and motion. This letter presents the Chance-Constrained Unscented Model Predictive Path Integral (C2U-MPPI) framework, a robust…

We present a new particle filtering algorithm for nonlinear systems in the discrete-time setting. Our algorithm is based on the Stein variational gradient descent (SVGD) framework, which is a general approach to sample from a target…

Stochastic Gradient Descent (SGD) is a popular optimization method which has been applied to many important machine learning tasks such as Support Vector Machines and Deep Neural Networks. In order to parallelize SGD, minibatch training is…

In this paper, we propose a new technique named \textit{Stochastic Path-Integrated Differential EstimatoR} (SPIDER), which can be used to track many deterministic quantities of interest with significantly reduced computational cost. We…

Safe decision-making algorithms for control of mobile robots often require the existence of feedback to verify the safety of proposed actions. This feedback is assumed to be directly available during the development or deployment of the…

Stochastic Gradient Descent (SGD) is an important algorithm in machine learning. With constant learning rates, it is a stochastic process that, after an initial phase of convergence, generates samples from a stationary distribution. We show…

In this paper, we consider a modified version of the control problem in a model free Markov decision process (MDP) setting with large state and action spaces. The control problem most commonly addressed in the contemporary literature is to…