相关论文: Evolving Stochastic Learning Algorithm Based on Ts…

We study the Stochastic Gradient Langevin Dynamics (SGLD) algorithm for non-convex optimization. The algorithm performs stochastic gradient descent, where in each step it injects appropriately scaled Gaussian noise to the update. We analyze…

Evolution strategies (ES), as a family of black-box optimization algorithms, recently emerge as a scalable alternative to reinforcement learning (RL) approaches such as Q-learning or policy gradient, and are much faster when many central…

Markedly increased computational power and data acquisition have led to growing interest in data-driven inverse dynamics problems. These seek to answer a fundamental question: What can we learn from time series measurements of a complex…

Real-world reinforcement learning often faces environment drift, but most existing methods rely on static entropy coefficients/target entropy, causing over-exploration during stable periods and under-exploration after drift, and leaving…

The problem of sample complexity of online reinforcement learning is often studied in the literature without taking into account any partial knowledge about the system dynamics that could potentially accelerate the learning process. In this…

Stochastic Neural Networks (SNNs) that inject noise into their hidden layers have recently been shown to achieve strong robustness against adversarial attacks. However, existing SNNs are usually heuristically motivated, and often rely on…

We present a deep learning model, DE-LSTM, for the simulation of a stochastic process with an underlying nonlinear dynamics. The deep learning model aims to approximate the probability density function of a stochastic process via numerical…

We devise a distributed asynchronous stochastic epsilon-gradient-based algorithm to enable a network of computing and communicating nodes to solve a constrained discrete-time time-varying stochastic convex optimization problem. Each node…

Scalable algorithms of posterior approximation allow Bayesian nonparametrics such as Dirichlet process mixture to scale up to larger dataset at fractional cost. Recent algorithms, notably the stochastic variational inference performs local…

In this work, we present a novel robustness measure for continuous-time stochastic trajectories with respect to Signal Temporal Logic (STL) specifications. We show the soundness of the measure and develop a monitor for reasoning about…

Distributed optimization and learning algorithms are designed to operate over large scale networks enabling processing of vast amounts of data effectively and efficiently. One of the main challenges for ensuring a smooth learning process in…

Herding is a deterministic algorithm used to generate data points that can be regarded as random samples satisfying input moment conditions. The algorithm is based on the complex behavior of a high-dimensional dynamical system and is…

Stochastic dynamics of several systems can be modeled via piecewise deterministic time evolution of the state, interspersed by random discrete events. Within this general class of systems, we consider time-triggered stochastic hybrid…

This paper proposes a novel evolutionary algorithm called Epistocracy which incorporates human socio-political behavior and intelligence to solve complex optimization problems. The inspiration of the Epistocracy algorithm originates from a…

In this paper, we provide a unified analysis of temporal difference learning algorithms with linear function approximators by exploiting their connections to Markov jump linear systems (MJLS). We tailor the MJLS theory developed in the…

We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…

Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically equivalent stochastic processes in order to analyze…

Neuroscientists have long criticised deep learning algorithms as incompatible with current knowledge of neurobiology. We explore more biologically plausible versions of deep representation learning, focusing here mostly on unsupervised…

Generalization analyses of deep learning typically assume that the training converges to a fixed point. But, recent results indicate that in practice, the weights of deep neural networks optimized with stochastic gradient descent often…

Online quantum state learning is a recently proposed problem by Aaronson et al. (2018), where the learner sequentially predicts $n$-qubit quantum states based on given measurements on states and noisy outcomes. In the previous work, the…