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In this work, multiplicative stochasticity is applied to the learning rate of stochastic optimization algorithms, giving rise to stochastic learning-rate schemes. In-expectation theoretical convergence results of Stochastic Gradient Descent…

Optimization and Control · Mathematics 2022-03-22 Theodoros Mamalis , Dusan Stipanovic , Petros Voulgaris

We present a procedure for enhanced sampling of molecular dynamics simulations through informed stochastic resetting. Many phenomena, such as protein folding and crystal nucleation, occur over time scales that are inaccessible in standard…

Recent developments in sequential experimental design look to construct a policy that can efficiently navigate the design space, in a way that maximises the expected information gain. Whilst there is work on achieving tractable policies for…

Machine Learning · Computer Science 2025-08-20 Yasir Zubayr Barlas , Kizito Salako

Stochastic resetting breaks detailed balance and drives the formation of nonequilibrium steady states . Here, we consider a chain of diffusive processes $x_i(t)$ that interact unilaterally: at random time intervals, the process $x_n$…

Statistical Mechanics · Physics 2025-02-06 Henry Alston , Callum Britton , Thibault Bertrand

In reinforcement learning (RL), it is often advantageous to consider additional constraints on the action space to ensure safety or action relevance. Existing work on such action-constrained RL faces challenges regarding effective policy…

Machine Learning · Computer Science 2025-12-01 Roland Stolz , Michael Eichelbeck , Matthias Althoff

Reinforcement learning (RL) requires skillful definition and remarkable computational efforts to solve optimization and control problems, which could impair its prospect. Introducing human guidance into reinforcement learning is a promising…

Machine Learning · Computer Science 2022-11-30 Jingda Wu , Zhiyu Huang , Wenhui Huang , Chen Lv

Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…

Statistical Mechanics · Physics 2022-10-05 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

We propose a framework that can incrementally expand the explanatory temporal logic rule set to explain the occurrence of temporal events. Leveraging the temporal point process modeling and learning framework, the rule content and weights…

Machine Learning · Computer Science 2023-08-14 Chao Yang , Lu Wang , Kun Gao , Shuang Li

This paper presents a constrained policy gradient algorithm. We introduce constraints for safe learning with the following steps. First, learning is slowed down (lazy learning) so that the episodic policy change can be computed with the…

Machine Learning · Computer Science 2022-01-24 Balázs Varga , Balázs Kulcsár , Morteza Haghir Chehreghani

We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…

Statistical Mechanics · Physics 2020-12-23 Somrita Ray

Although in recent years reinforcement learning has become very popular the number of successful applications to different kinds of operations research problems is rather scarce. Reinforcement learning is based on the well-studied dynamic…

Machine Learning · Computer Science 2020-04-03 Manuel Schneckenreither

We review recent work on systems with multiple interacting-particles having the dynamical feature of stochastic resetting. The interplay of time scales related to inter-particle interactions and resetting leads to a rich behavior, both…

Statistical Mechanics · Physics 2023-07-05 Apoorva Nagar , Shamik Gupta

In constrained reinforcement learning (C-RL), an agent seeks to learn from the environment a policy that maximizes the expected cumulative reward while satisfying minimum requirements in secondary cumulative reward constraints. Several…

Machine Learning · Computer Science 2022-12-06 Tianqi Zheng , Pengcheng You , Enrique Mallada

Stability is a basic requirement when studying the behavior of dynamical systems. However, stabilizing dynamical systems via reinforcement learning is challenging because only little data can be collected over short time horizons before…

Optimization and Control · Mathematics 2024-11-01 Steffen W. R. Werner , Benjamin Peherstorfer

We consider the challenge of finding a deterministic policy for a Markov decision process that uniformly (in all states) maximizes one reward subject to a probabilistic constraint over a different reward. Existing solutions do not fully…

Machine Learning · Computer Science 2022-01-21 Jaeyoung Lee , Sean Sedwards , Krzysztof Czarnecki

The cost of stochastic resetting is considered within the context of a discrete random walk model. In addition to standard stochastic resetting, for which a reset occurs with a certain probability after \emph{each} step, we introduce a…

Statistical Mechanics · Physics 2024-10-30 Deepak Gupta , Bart Cleuren

Stochastic resetting is a driving mechanism that is known to minimize the first passage time to reach a target, at the cost of energy expenditure. The choice of the physical implementation of each resetting event determines the tradeoff…

Statistical Mechanics · Physics 2025-07-29 Rémi Goerlich , Kristian Stølevik Olsen , Hartmut Löwen , Yael Roichman

Resetting is a renewal mechanism in which a process is intermittently repeated after a random or fixed time. This simple act of stop and repeat profoundly influences the behaviour of a system as exemplified by the emergence of…

Statistical Mechanics · Physics 2024-03-22 Saikat Santra , Prashant Singh

Researchers have demonstrated that Deep Reinforcement Learning (DRL) is a powerful tool for finding policies that perform well on complex robotic systems. However, these policies are often unpredictable and can induce highly variable…

Robotics · Computer Science 2022-03-08 Sean Gillen , Asutay Ozmen , Katie Byl

Boosting is a learning scheme that combines weak prediction rules to produce a strong composite estimator, with the underlying intuition that one can obtain accurate prediction rules by combining "rough" ones. Although boosting is proved to…

Machine Learning · Computer Science 2015-05-07 Shaobo Lin , Yao Wang , Lin Xu
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