Related papers: Controlled Swarm Gradient Dynamics
We prove that a denoising diffusion sampler equipped with a sequential bias across the batch dimension is exactly an Euler-Maruyama integrator for overdamped Langevin dynamics. Each reverse denoising step, with its associated spring…
We study the problem of non-convex optimization using Stochastic Gradient Langevin Dynamics (SGLD). SGLD is a natural and popular variation of stochastic gradient descent where at each step, appropriately scaled Gaussian noise is added. To…
Despite its popularity in the reinforcement learning community, a provably convergent policy gradient method for continuous space-time control problems with nonlinear state dynamics has been elusive. This paper proposes proximal gradient…
Approximating probability distributions can be a challenging task, particularly when they are supported over regions of high geometrical complexity or exhibit multiple modes. Annealing can be used to facilitate this task which is often…
We study and develop multilevel methods for the numerical approximation of a log-concave probability $\pi$ on $\mathbb{R}^d$, based on (over-damped) Langevin diffusion. In the continuity of \cite{art:egeapanloup2021multilevel} concentrated…
High-speed boundary-layer transition is extremely sensitive to the free-stream disturbances which are often uncertain. This uncertainty compromises predictions of models and simulations. To enhance the fidelity of simulations, we directly…
Stochastic gradient Hamiltonian Monte Carlo (SGHMC) is a variant of stochastic gradient with momentum where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global minimum.…
We provide a set of conditions which ensure the almost sure convergence of a class of simulated annealing algorithms on a bounded set $\mathcal{X}\subset\mathbb{R}^d$ based on a time-varying Markov kernel. The class of algorithms considered…
Policy gradient methods have been frequently applied to problems in control and reinforcement learning with great success, yet existing convergence analysis still relies on non-intuitive, impractical and often opaque conditions. In…
In this work we consider the unbiased estimation of expectations w.r.t.~probability measures that have non-negative Lebesgue density, and which are known point-wise up-to a normalizing constant. We focus upon developing an unbiased method…
In this paper, we consider the minimization of a nonsmooth nonconvex objective function $f(x)$ over a closed convex subset $\mathcal{X}$ of $\mathbb{R}^n$, with additional nonsmooth nonconvex constraints $c(x) = 0$. We develop a unified…
We introduce a scheme for deriving an optimally-parametrised Langevin dynamics of few collective variables from data generated in molecular dynamics simulations. The drift and the position-dependent diffusion profiles governing the Langevin…
Stochastic gradient Langevin dynamics (SGLD) has gained the attention of optimization researchers due to its global optimization properties. This paper proves an improved convergence property to local minimizers of nonconvex objective…
We address differential privacy for fully distributed optimization subject to a shared inequality constraint. By co-designing the distributed optimization mechanism and the differential-privacy noise injection mechanism, we propose the…
The problem of sampling a target probability distribution on a constrained domain arises in many applications including machine learning. For constrained sampling, various Langevin algorithms such as projected Langevin Monte Carlo (PLMC),…
We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…
This paper presents a novel learning economic model predictive control scheme for uncertain nonlinear systems subject to input and state constraints and unknown dynamics. We design a fast and accurate Lipschitz regression method using input…
We propose a new metaheuristic training scheme that combines Stochastic Gradient Descent (SGD) and Discrete Optimization in an unconventional way. Our idea is to define a discrete neighborhood of the current SGD point containing a number of…
Swarming phenomena are ubiquitous in various physical, biological, and social systems, where simple local interactions between individual units lead to complex global patterns. A common feature of diverse swarming phenomena is that the…
For multivariate co-generation in scientific applications, we advocate pairwise block rather than joint modeling of all variables. This design mitigates the computational burden and data imbalance. To this end, we propose an Annealed…