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Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally…

机器学习 · 统计学 2017-11-15 Qiang Liu

We propose a novel policy gradient method for multi-agent reinforcement learning, which leverages two different variance-reduction techniques and does not require large batches over iterations. Specifically, we propose a momentum-based…

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,…

最优化与控制 · 数学 2025-10-02 Viktor Stein , Wuchen Li

Policy gradient (PG) methods are successful approaches to deal with continuous reinforcement learning (RL) problems. They learn stochastic parametric (hyper)policies by either exploring in the space of actions or in the space of parameters.…

机器学习 · 计算机科学 2024-05-31 Alessandro Montenegro , Marco Mussi , Alberto Maria Metelli , Matteo Papini

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…

计算工程、金融与科学 · 计算机科学 2021-06-22 Jiaojiao Fan , Amirhossein Taghvaei , Yongxin Chen

In recent years, fully differentiable rigid body physics simulators have been developed, which can be used to simulate a wide range of robotic systems. In the context of reinforcement learning for control, these simulators theoretically…

机器学习 · 计算机科学 2022-03-08 Sean Gillen , Katie Byl

This work adopts the very successful distributional perspective on reinforcement learning and adapts it to the continuous control setting. We combine this within a distributed framework for off-policy learning in order to develop what we…

Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently…

机器学习 · 计算机科学 2019-05-15 Andreas Doerr , Michael Volpp , Marc Toussaint , Sebastian Trimpe , Christian Daniel

Deep learning and reinforcement learning methods have recently been used to solve a variety of problems in continuous control domains. An obvious application of these techniques is dexterous manipulation tasks in robotics which are…

Policy gradient (PG) gives rise to a rich class of reinforcement learning (RL) methods. Recently, there has been an emerging trend to accelerate the existing PG methods such as REINFORCE by the \emph{variance reduction} techniques. However,…

机器学习 · 计算机科学 2021-05-31 Junyu Zhang , Chengzhuo Ni , Zheng Yu , Csaba Szepesvari , Mengdi Wang

We study reinforcement learning in hybrid discrete-continuous action spaces, such as settings where the discrete component selects a regime (or index) and the continuous component optimizes within it -- a structure common in robotics,…

机器学习 · 计算机科学 2026-05-15 Matias Alvo , Daniel Russo , Yash Kanoria

Autonomous execution of long-horizon, contact-rich manipulation tasks traditionally requires extensive real-world data and expert engineering, posing significant cost and scalability challenges. This paper proposes a novel framework…

机器人学 · 计算机科学 2025-11-11 Jiayu Zhou , Qiwei Wu , Jian Li , Zhe Chen , Xiaogang Xiong , Renjing Xu

We revisit the stochastic variance-reduced policy gradient (SVRPG) method proposed by Papini et al. (2018) for reinforcement learning. We provide an improved convergence analysis of SVRPG and show that it can find an $\epsilon$-approximate…

机器学习 · 计算机科学 2019-05-30 Pan Xu , Felicia Gao , Quanquan Gu

Reinforcement learning (RL) shows great potential in sequential decision-making. At present, mainstream RL algorithms are data-driven, which usually yield better asymptotic performance but much slower convergence compared with model-driven…

机器学习 · 计算机科学 2024-02-27 Yang Guan , Jingliang Duan , Shengbo Eben Li , Jie Li , Jianyu Chen , Bo Cheng

A central challenge in Bayesian inference is efficiently approximating posterior distributions. Stein Variational Gradient Descent (SVGD) is a popular variational inference method which transports a set of particles to approximate a target…

机器学习 · 统计学 2025-12-05 Moritz Melcher , Simon Weissmann , Ashia C. Wilson , Jakob Zech

The energy transition has increased the reliance on intermittent energy sources, destabilizing energy markets and causing unprecedented volatility, culminating in the global energy crisis of 2021. In addition to harming producers and…

交易与市场微观结构 · 定量金融 2023-08-07 Jonas Hanetho

In modern robotics, effectively computing optimal control policies under dynamically varying environments poses substantial challenges to the off-the-shelf parametric policy gradient methods, such as the Deep Deterministic Policy Gradient…

机器人学 · 计算机科学 2022-03-29 Apan Dastider , Mingjie Lin

We propose a novel distributed inference algorithm for continuous graphical models, by extending Stein variational gradient descent (SVGD) to leverage the Markov dependency structure of the distribution of interest. Our approach combines…

机器学习 · 统计学 2018-06-11 Dilin Wang , Zhe Zeng , Qiang Liu

A stagewise decomposition algorithm called value function gradient learning (VFGL) is proposed for large-scale multistage stochastic convex programs. VFGL finds the parameter values that best fit the gradient of the value function within a…

最优化与控制 · 数学 2022-10-06 Jinkyu Lee , Sanghyeon Bae , Woo Chang Kim , Yongjae Lee

Bayesian computation plays an important role in modern machine learning and statistics to reason about uncertainty. A key computational challenge in Bayesian inference is to develop efficient techniques to approximate, or draw samples from…

数值分析 · 数学 2021-09-01 Liang Yan , Tao Zhou