Adaptive Smoothing Path Integral Control
- URL: http://arxiv.org/abs/2005.06364v1
- Date: Wed, 13 May 2020 15:17:35 GMT
- Title: Adaptive Smoothing Path Integral Control
- Authors: Dominik Thalmeier, Hilbert J. Kappen, Simone Totaro, Vicen\c{c}
G\'omez
- Abstract summary: We propose a model-free algorithm that applies an inf-con to the cost function to speedup convergence of policy optimization.
We show analytically and empirically that intermediate levels of smoothing are optimal, which renders the new method superior to both PICE and direct cost-optimization.
- Score: 2.4087148947930634
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: In Path Integral control problems a representation of an optimally controlled
dynamical system can be formally computed and serve as a guidepost to learn a
parametrized policy. The Path Integral Cross-Entropy (PICE) method tries to
exploit this, but is hampered by poor sample efficiency. We propose a
model-free algorithm called ASPIC (Adaptive Smoothing of Path Integral Control)
that applies an inf-convolution to the cost function to speedup convergence of
policy optimization. We identify PICE as the infinite smoothing limit of such
technique and show that the sample efficiency problems that PICE suffers
disappear for finite levels of smoothing. For zero smoothing this method
becomes a greedy optimization of the cost, which is the standard approach in
current reinforcement learning. We show analytically and empirically that
intermediate levels of smoothing are optimal, which renders the new method
superior to both PICE and direct cost-optimization.
Related papers
- A Simulation-Free Deep Learning Approach to Stochastic Optimal Control [12.699529713351287]
We propose a simulation-free algorithm for the solution of generic problems in optimal control (SOC)
Unlike existing methods, our approach does not require the solution of an adjoint problem.
arXiv Detail & Related papers (2024-10-07T16:16:53Z) - Adaptive Variance Reduction for Stochastic Optimization under Weaker Assumptions [26.543628010637036]
We introduce a novel adaptive reduction method that achieves an optimal convergence rate of $mathcalO(log T)$ for non- functions.
We also extend the proposed technique to obtain the same optimal rate of $mathcalO(log T)$ for compositional optimization.
arXiv Detail & Related papers (2024-06-04T04:39:51Z) - Faster Stochastic Variance Reduction Methods for Compositional MiniMax
Optimization [50.10952609321302]
compositional minimax optimization is a pivotal challenge across various machine learning domains.
Current methods of compositional minimax optimization are plagued by sub-optimal complexities or heavy reliance on sizable batch sizes.
This paper introduces a novel method, called Nested STOchastic Recursive Momentum (NSTORM), which can achieve the optimal sample complexity of $O(kappa3 /epsilon3 )$.
arXiv Detail & Related papers (2023-08-18T14:57:21Z) - STORM+: Fully Adaptive SGD with Momentum for Nonconvex Optimization [74.1615979057429]
We investigate non-batch optimization problems where the objective is an expectation over smooth loss functions.
Our work builds on the STORM algorithm, in conjunction with a novel approach to adaptively set the learning rate and momentum parameters.
arXiv Detail & Related papers (2021-11-01T15:43:36Z) - AdaGDA: Faster Adaptive Gradient Descent Ascent Methods for Minimax
Optimization [104.96004056928474]
We propose a class of faster adaptive gradient descent methods for non-strongly-concave minimax problems.
We show that our method reaches a lower sample complexity of $O(kappa2.5epsilon-3)$ with the mini-batch size $O(kappa)$.
arXiv Detail & Related papers (2021-06-30T14:47:09Z) - Adaptive Importance Sampling for Finite-Sum Optimization and Sampling
with Decreasing Step-Sizes [4.355567556995855]
We propose Avare, a simple and efficient algorithm for adaptive importance sampling for finite-sum optimization and sampling with decreasing step-sizes.
Under standard technical conditions, we show that Avare achieves $mathcalO(T2/3)$ and $mathcalO(T5/6)$ dynamic regret for SGD and SGLD respectively when run with $mathcalO(T5/6)$ step sizes.
arXiv Detail & Related papers (2021-03-23T00:28:15Z) - Improper Learning with Gradient-based Policy Optimization [62.50997487685586]
We consider an improper reinforcement learning setting where the learner is given M base controllers for an unknown Markov Decision Process.
We propose a gradient-based approach that operates over a class of improper mixtures of the controllers.
arXiv Detail & Related papers (2021-02-16T14:53:55Z) - Logistic Q-Learning [87.00813469969167]
We propose a new reinforcement learning algorithm derived from a regularized linear-programming formulation of optimal control in MDPs.
The main feature of our algorithm is a convex loss function for policy evaluation that serves as a theoretically sound alternative to the widely used squared Bellman error.
arXiv Detail & Related papers (2020-10-21T17:14:31Z) - The Strength of Nesterov's Extrapolation in the Individual Convergence
of Nonsmooth Optimization [0.0]
We prove that Nesterov's extrapolation has the strength to make the individual convergence of gradient descent methods optimal for nonsmooth problems.
We give an extension of the derived algorithms to solve regularized learning tasks with nonsmooth losses in settings.
Our method is applicable as an efficient tool for solving large-scale $l$1-regularized hinge-loss learning problems.
arXiv Detail & Related papers (2020-06-08T03:35:41Z) - A Kernel Mean Embedding Approach to Reducing Conservativeness in
Stochastic Programming and Control [13.739881592455044]
We apply kernel mean embedding methods to sample-based optimization and control.
The effect of such constraint removal is improved optimality and decreased conservativeness.
arXiv Detail & Related papers (2020-01-28T15:11:50Z) - Support recovery and sup-norm convergence rates for sparse pivotal
estimation [79.13844065776928]
In high dimensional sparse regression, pivotal estimators are estimators for which the optimal regularization parameter is independent of the noise level.
We show minimax sup-norm convergence rates for non smoothed and smoothed, single task and multitask square-root Lasso-type estimators.
arXiv Detail & Related papers (2020-01-15T16:11:04Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.