English
Related papers

Related papers: Wasserstein Proximal Policy Gradient

200 papers

We study the Wasserstein natural gradient in parametric statistical models with continuous sample spaces. Our approach is to pull back the $L^2$-Wasserstein metric tensor in the probability density space to a parameter space, equipping the…

Optimization and Control · Mathematics 2024-08-20 Yifan Chen , Wuchen Li

Determinantal point processes (DPPs) have received significant attention as an elegant probabilistic model for discrete subset selection. Most prior work on DPP learning focuses on maximum likelihood estimation (MLE). While efficient and…

Machine Learning · Computer Science 2020-11-20 Lucas Anquetil , Mike Gartrell , Alain Rakotomamonjy , Ugo Tanielian , Clément Calauzènes

The $E$-optimality criterion for a regression model maximizes the smallest eigenvalue of the information matrix and becomes non-differentiable when this eigenvalue has multiplicity greater than one. Working in the $2$-Wasserstein space, we…

Optimization and Control · Mathematics 2026-04-17 Jieling Shi , Kim-Chuan Toh , Xin T. Tong , Weng Kee Wong

We study the problem of estimating a sequence of evolving probability distributions from historical data, where the underlying distribution changes over time in a nonstationary and nonparametric manner. To capture gradual changes, we…

Optimization and Control · Mathematics 2025-12-16 Edward J. Anderson , Dominic S. T. Keehan

We train a generator by maximum likelihood and we also train the same generator architecture by Wasserstein GAN. We then compare the generated samples, exact log-probability densities and approximate Wasserstein distances. We show that an…

Machine Learning · Computer Science 2017-05-16 Ivo Danihelka , Balaji Lakshminarayanan , Benigno Uria , Daan Wierstra , Peter Dayan

This paper discusses theoretical and experimental aspects of gradient-based approaches to the direct optimization of policy performance in controlled POMDPs. We introduce GPOMDP, a REINFORCE-like algorithm for estimating an approximation to…

Machine Learning · Computer Science 2025-12-08 Jonathan Baxter , Peter L. Bartlett

A new Wasserstein multi-element polynomial chaos expansion (WPCE) is proposed, which is inspired by recent advances in computational optimal transport for estimating Wasserstein distances. The developed method combines unsupervised learning…

Numerical Analysis · Mathematics 2024-10-17 Robert Gruhlke , Martin Eigel

We propose a trust region method for policy optimization that employs Quasi-Newton approximation for the Hessian, called Quasi-Newton Trust Region Policy Optimization QNTRPO. Gradient descent is the de facto algorithm for reinforcement…

Machine Learning · Computer Science 2019-12-30 Devesh Jha , Arvind Raghunathan , Diego Romeres

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the…

Machine Learning · Statistics 2019-08-23 Leon Bottou , Martin Arjovsky , David Lopez-Paz , Maxime Oquab

Recently, Deng et al. (2026) proposed Generative Modeling via Drifting (GMD), a novel framework for generative tasks. This note presents an analysis of GMD through the lens of Wasserstein Gradient Flows (WGF), i.e., the path of steepest…

Machine Learning · Computer Science 2026-05-22 Arthur Gretton , Li Kevin Wenliang , Alexandre Galashov , James Thornton , Valentin De Bortoli , Arnaud Doucet

Wasserstein Gradient Flows (WGF) with respect to specific functionals have been widely used in the machine learning literature. Recently, neural networks have been adopted to approximate certain intractable parts of the underlying…

Machine Learning · Computer Science 2024-01-26 Huminhao Zhu , Fangyikang Wang , Chao Zhang , Hanbin Zhao , Hui Qian

Although robotic applications increasingly demand versatile and dynamic object handling, most existing techniques are predominantly focused on grasp-based manipulation, limiting their applicability in non-prehensile tasks. To address this…

Robotics · Computer Science 2025-02-25 Hamidreza Raei , Elena De Momi , Arash Ajoudani

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…

Machine Learning · Computer Science 2018-10-03 Qingpeng Cai , Ling Pan , Pingzhong Tang

We address the problem of efficiently computing Wasserstein distances for multiple pairs of distributions drawn from a meta-distribution. To this end, we propose a fast estimation method based on regressing Wasserstein distance on sliced…

Machine Learning · Statistics 2026-03-04 Khai Nguyen , Hai Nguyen , Nhat Ho

We present a framework that allows for the non-asymptotic study of the $2$-Wasserstein distance between the invariant distribution of an ergodic stochastic differential equation and the distribution of its numerical approximation in the…

Machine Learning · Statistics 2021-09-27 J. M. Sanz-Serna , Konstantinos C. Zygalakis

The computation of Wasserstein gradient direction is essential for posterior sampling problems and scientific computing. The approximation of the Wasserstein gradient with finite samples requires solving a variational problem. We study the…

Machine Learning · Computer Science 2022-05-27 Yifei Wang , Peng Chen , Mert Pilanci , Wuchen Li

Gaussian mixture models form a flexible and expressive parametric family of distributions that has found applications in a wide variety of applications. Unfortunately, fitting these models to data is a notoriously hard problem from a…

Statistics Theory · Mathematics 2023-01-05 Yuling Yan , Kaizheng Wang , Philippe Rigollet

Reinforcement Learning (RL) has made significant strides in various domains, and policy gradient methods like Proximal Policy Optimization (PPO) have gained popularity due to their balance in performance, training stability, and…

Machine Learning · Computer Science 2025-05-21 Andrei Cozma , Landon Harris , Hairong Qi

Particle-based variational inference offers a flexible way of approximating complex posterior distributions with a set of particles. In this paper we introduce a new particle-based variational inference method based on the theory of…

Machine Learning · Statistics 2019-05-16 Luca Ambrogioni , Umut Guclu , Marcel van Gerven

The softmax policy gradient (PG) method, which performs gradient ascent under softmax policy parameterization, is arguably one of the de facto implementations of policy optimization in modern reinforcement learning. For $\gamma$-discounted…

Machine Learning · Computer Science 2022-12-19 Gen Li , Yuting Wei , Yuejie Chi , Yuxin Chen