paper-with-me

홈 › Papers

A Taxonomy of Loss Functions for Stochastic Optimal Control

2024-10-01 · Carles Domingo-Enrich

Stochastic optimal control (SOC) aims to direct the behavior of noisy systems and has widespread applications in science, engineering, and artificial intelligence. In particular, reward fine-tuning of diffusion and flow matching models and sampling from unnormalized methods can be recast as SOC problems. A recent work has introduced Adjoint Matching (Domingo-Enrich et al., 2024), a loss function for SOC problems that vastly outperforms existing loss functions in the reward fine-tuning setup. The goal of this work is to clarify the connections between all the existing (and some new) SOC loss functions. Namely, we show that SOC loss functions can be grouped into classes that share the same gradient in expectation, which means that their optimization landscape is the same; they only differ in their gradient variance. We perform simple SOC experiments to understand the strengths and weaknesses of different loss functions.

📄 PDF Abstract BibTeX arXiv:2410.00345

Code (0)

등록된 구현이 없습니다.

Methods 이 논문이 사용한 방법론

Diffusion Diffusion models generate samples by gradually removing noise from a signal, and their training objective can be expressed as a reweighted variational lower-bound…

Similar Papers 제목 키워드 기반

A survey and taxonomy of loss functions in machine learning

2023-01-13 · Lorenzo Ciampiconi, Adam Elwood, Marco Leonardi, Ashraf Mohamed 외

Most state-of-the-art machine learning techniques revolve around the optimisation of loss functions. Defining appropriate loss functions is therefore critical to successfully solving problems in this field. In this surve…

regressionSurvey

The Nonstochastic Control Problem

2019-11-27 · Elad Hazan, Sham M. Kakade, Karan Singh

We consider the problem of controlling an unknown linear dynamical system in the presence of (nonstochastic) adversarial perturbations and adversarial convex loss functions. In contrast to classical control, the a priori…

Control, Transport and Sampling: Towards Better Loss Design

2024-05-22 · Qijia Jiang, David Nabergoj

Leveraging connections between diffusion-based sampling, optimal transport, and stochastic optimal control through their shared links to the Schr\"odinger bridge problem, we propose novel objective functions that can be …

Inductive Biasvalid

Improper Learning for Non-Stochastic Control

2020-01-25 · Max Simchowitz, Karan Singh, Elad Hazan

We consider the problem of controlling a possibly unknown linear dynamical system with adversarial perturbations, adversarially chosen convex loss functions, and partially observed states, known as non-stochastic control…

Safe Optimal Control Using Stochastic Barrier Functions and Deep Forward-Backward SDEs

2020-09-02 · Marcus Aloysius Pereira, Ziyi Wang, Ioannis Exarchos, Evangelos A. Theodorou

This paper introduces a new formulation for stochastic optimal control and stochastic dynamic optimization that ensures safety with respect to state and control constraints. The proposed methodology brings together conce…