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This paper investigates the problem of regulating in real time a linear dynamical system to the solution trajectory of a time-varying constrained convex optimization problem. The proposed feedback controller is based on an adaptation of the…

Optimization and Control · Mathematics 2021-09-13 Gianluca Bianchin , Jorge Cortes , Jorge I. Poveda , Emiliano Dall'Anese

We connect a broad class of generative models through their shared reliance on sequential decision making. Motivated by this view, we develop extensions to an existing model, and then explore the idea further in the context of data…

Machine Learning · Computer Science 2015-11-04 Philip Bachman , Doina Precup

Generative models, particularly diffusion models, have achieved remarkable success in density estimation for multimodal data, drawing significant interest from the reinforcement learning (RL) community, especially in policy modeling in…

Machine Learning · Computer Science 2024-12-03 Jinouwen Zhang , Rongkun Xue , Yazhe Niu , Yun Chen , Jing Yang , Hongsheng Li , Yu Liu

Generative design refers to computational design methods that can automatically conduct design exploration under constraints defined by designers. Among many approaches, topology optimization-based generative designs aim to explore diverse…

Computer Vision and Pattern Recognition · Computer Science 2022-10-04 Seowoo Jang , Soyoung Yoo , Namwoo Kang

This work considers the sample and computational complexity of obtaining an $\epsilon$-optimal policy in a discounted Markov Decision Process (MDP), given only access to a generative model. In this work, we study the effectiveness of the…

Machine Learning · Computer Science 2020-04-07 Alekh Agarwal , Sham Kakade , Lin F. Yang

Direct simulation of the von Neumann dynamics for a general (pure or mixed) quantum state can often be expensive. One prominent example is the real-time time-dependent density functional theory (rt-TDDFT), a widely used framework for the…

Numerical Analysis · Mathematics 2022-10-19 Dong An , Di Fang , Lin Lin

Whilst optimal transport (OT) is increasingly being recognized as a powerful and flexible approach for dealing with fairness issues, current OT fairness methods are confined to the use of discrete OT. In this paper, we leverage recent…

Machine Learning · Computer Science 2021-01-07 Silvia Chiappa , Aldo Pacchiano

Diffusion models recently developed for generative AI tasks can produce high-quality samples while still maintaining diversity among samples to promote mode coverage, providing a promising path for learning stochastic closure models.…

Machine Learning · Computer Science 2026-02-20 Xinghao Dong , Huchen Yang , Jin-long Wu

Diffusion-based generative models learn to iteratively transfer unstructured noise to a complex target distribution as opposed to Generative Adversarial Networks (GANs) or the decoder of Variational Autoencoders (VAEs) which produce samples…

Machine Learning · Computer Science 2022-10-26 Sarthak Mittal , Guillaume Lajoie , Stefan Bauer , Arash Mehrjou

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

Optimal transport (OT) defines a powerful framework to compare probability distributions in a geometrically faithful way. However, the practical impact of OT is still limited because of its computational burden. We propose a new class of…

Optimization and Control · Mathematics 2016-05-30 Genevay Aude , Marco Cuturi , Gabriel Peyré , Francis Bach

Learning-based approaches are increasingly popular for traffic control problems. However, these approaches are applied typically as black boxes with limited theoretical guarantees and interpretability. In this paper, we consider the theory…

Systems and Control · Electrical Eng. & Systems 2024-04-16 Yidan Wu , Jianan Zhang , Li Jin

Several problems in machine learning are naturally expressed as the design and analysis of time-evolving probability distributions. This includes sampling via diffusion methods, optimizing the weights of neural networks, and analyzing the…

Optimization and Control · Mathematics 2026-05-28 Gabriel Peyré

Motivated by the applications, a class of optimal control problems is investigated, where the goal is to influence the behavior of a given population through another controlled one interacting with the first. Diffusive terms accounting for…

Optimization and Control · Mathematics 2023-03-10 Stefano Almi , Marco Morandotti , Francesco Solombrino

We propose a new stochastic primal-dual optimization algorithm for planning in a large discounted Markov decision process with a generative model and linear function approximation. Assuming that the feature map approximately satisfies…

Machine Learning · Computer Science 2023-02-01 Gergely Neu , Nneka Okolo

In the domain of autonomous vehicles (AVs), decision-making is a critical factor that significantly influences the efficacy of autonomous navigation. As the field progresses, the enhancement of decision-making capabilities in complex…

Robotics · Computer Science 2024-06-21 Jiaqi Liu , Shiyu Fang , Xuekai Liu , Lulu Guo , Peng Hang , Jian Sun

We study unsupervised generative modeling in terms of the optimal transport (OT) problem between true (but unknown) data distribution $P_X$ and the latent variable model distribution $P_G$. We show that the OT problem can be equivalently…

Taming the generation outcome of state of the art Diffusion and Flow-Matching (FM) models without having to re-train a task-specific model unlocks a powerful tool for solving inverse problems, conditional generation, and controlled…

Machine Learning · Computer Science 2024-07-23 Heli Ben-Hamu , Omri Puny , Itai Gat , Brian Karrer , Uriel Singer , Yaron Lipman

The theory of Optimal Transport (OT) and Martingale Optimal Transport (MOT) were inspired by problems in economics and finance and have flourished over the past decades, making significant advances in theory and practice. MOT considers the…

Probability · Mathematics 2023-04-25 Tongseok Lim

The dynamical formulation of the optimal transport can be extended through various choices of the underlying geometry (kinetic energy), and the regularization of density paths (potential energy). These combinations yield different…

Machine Learning · Computer Science 2024-07-04 Kirill Neklyudov , Rob Brekelmans , Alexander Tong , Lazar Atanackovic , Qiang Liu , Alireza Makhzani
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