paper-with-me

홈 › Papers

Particle Based Stochastic Policy Optimization

2021-09-29 · Qiwei Ye, Yuxuan Song, Chang Liu, Fangyun Wei, Tao Qin, Tie-Yan Liu

Stochastic polic have been widely applied for their good property in exploration and uncertainty quantification. Modeling policy distribution by joint state-action distribution within the exponential family has enabled flexibility in exploration and learning multi-modal policies and also involved the probabilistic perspective of deep reinforcement learning (RL). The connection between probabilistic inference and RL makes it possible to leverage the advancements of probabilistic optimization tools. However, recent efforts are limited to the minimization of reverse KLdivergence which is confidence-seeking and may fade the merit of a stochastic policy. To leverage the full potential of stochastic policy and provide more flexible property, there is a strong motivation to consider different update rules during policy optimization. In this paper, we propose a particle-based probabilistic pol-icy optimization framework, ParPI, which enables the usage of a broad family of divergence or distances, such asf-divergences, and the Wasserstein distance which could serve better probabilistic behavior of the learned stochastic policy. Experiments in both online and offline settings demonstrate the effectiveness of the proposed algorithm as well as the characteristics of different discrepancy measures for policy optimization.

📄 PDF Abstract BibTeX

Code (0)

등록된 구현이 없습니다.

Tasks

Deep Reinforcement LearningMuJoCo GamesOffline RLReinforcement Learning (RL)Uncertainty Quantification

Similar Papers 제목 키워드 기반

Variance Reduction in Stochastic Particle-Optimization Sampling

2018-11-20 · ICML 2020 1 · Jianyi Zhang, Yang Zhao, Changyou Chen

Stochastic particle-optimization sampling (SPOS) is a recently-developed scalable Bayesian sampling framework that unifies stochastic gradient MCMC (SG-MCMC) and Stein variational gradient descent (SVGD) algorithms based…

POS

Optimal Intermittent Particle Filter

2022-04-13 · Antoine Aspeel, Amaury Gouverneur, Raphaël M. Jungers, Benoit Macq

The problem of the optimal allocation (in the expected mean square error sense) of a measurement budget for particle filtering is addressed. We propose three different optimal intermittent filters, whose optimality crite…

Combinatorial OptimizationDecision Making

Consensus-Based Optimization on Hypersurfaces: Well-Posedness and Mean-Field Limit

2020-01-31 · Massimo Fornasier, Hui Huang, Lorenzo Pareschi, Philippe Sünnen

We introduce a new stochastic differential model for global optimization of nonconvex functions on compact hypersurfaces. The model is inspired by the stochastic Kuramoto-Vicsek system and belongs to the class of Consens…

global-optimization

Stochastic Particle-Optimization Sampling and the Non-Asymptotic Convergence Theory

2018-09-05 · Jianyi Zhang, Ruiyi Zhang, Lawrence Carin, Changyou Chen

Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). …

POS

Importance Sampling With Stochastic Particle Flow and Diffusion Optimization

2024-12-13 · Wenyu Zhang, Mohammad J. Khojasteh, Nikolay A. Atanasov, Florian Meyer

Particle flow (PFL) is an effective method for overcoming particle degeneracy, the main limitation of particle filtering. In PFL, particles are migrated towards regions of high likelihood based on the solution of a parti…

Numerical Integration