arXiv Machine Learning

Wasserstein Policy Gradient for Entropy-Regularized Linear-Quadratic Control

arXiv:2608. 07433v1 Announce Type: cross Abstract: Wasserstein policy gradient (WPG) updates state-conditional action laws by transport in the action space.

arXiv Machine Learning
Jul 27

Trajectory-Regularized Stochastic Optimal Control via KL Divergence

arXiv:2607. 22201v1 Announce Type: cross Abstract: We introduce trajectory-regularized stochastic optimal control (TRSOC), which augments standard stochastic optimal control (SOC) with a Kullback--Leibler (KL) divergence between controlled and reference trajectory distributions.

By Mintae Kim, Koushil Sreenath
arXiv Machine Learning
Jun 26

Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data

arXiv:2606. 26498v1 Announce Type: cross Abstract: This paper addresses model-free continuous-time mean-field control in a setting where the population dynamics evolve continuously according to an unknown McKean-Vlasov stochastic differential equation, while only discrete-time transition data are available.

By Erhan Bayraktar, Martin Hernandez, Qinxin Yan, Yuhua Zhu
Hugging Face Trending Papers
Jun 25

Mean-Field PhiBE: Continuous-Time Mean-Field Reinforcement Learning from Discrete-Time Data

This paper addresses model-free continuous-time mean-field control in a setting where the population dynamics evolve continuously according to an unknown McKean-Vlasov stochastic differential equation, while only discrete-time transition data are available. In the model-based formulation, policy evaluation is naturally described by a stationary Hamilton-Jacobi-Bellman equation on $\mathcal P_2(\mathbb R^d)$, but this equation involves the drift and diffusion coefficients of the controlled McKean-Vlasov dynamics, which are not identifiable when only discrete-time data are available.

arXiv Machine Learning
Jul 22

Linear convergence of proximal descent schemes on the Wasserstein space

arXiv:2411. 15067v2 Announce Type: replace-cross Abstract: We investigate proximal descent methods, inspired by the minimizing movement scheme introduced by Jordan, Kinderlehrer and Otto, for optimizing entropy-regularized functionals on the Wasserstein space.

By Razvan-Andrei Lascu, Mateusz B. Majka, David \v{S}i\v{s}ka, {\L}ukasz Szpruch
arXiv Machine Learning
Jun 11

Mirror Descent Beyond Euclidean Stability: An Exponential Separation in Initialization Sensitivity

arXiv:2606. 11431v1 Announce Type: new Abstract: Mirror Descent (MD) extends Gradient Descent (GD) beyond Euclidean geometry and has recently reappeared as a lens for KL-regularized policy optimization in reinforcement learning and LLM post-training.

By Shira Vansover-Hager, Matan Schliserman, Ofir Schlisselberg, Tomer Koren