arXiv Machine Learning By So Nakashima, Tetsuya J. Kobayashi

Accelerating Evolutionary Strategy via Rao-Blackwellizing Realization of Uncertain Input

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arXiv:2608. 02073v1 Announce Type: cross Abstract: We investigate Optimization under Input Uncertainty (OIU), in which the input to the objective function, rather than the objective function itself, is subject to uncertainty.

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arXiv Machine Learning
Sep 11

Fisher-Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients

The paper investigates a natural gradient method based on the Fisher information matrix of state-action distributions, which follows a Fisher‑Rao gradient flow within the state-action polytope under a linear potential. It establishes linear convergence rates for Fisher‑Rao gradient flows of linear programs, with the rate tied to the program’s geometry, and provides improved error bounds for entropic regularization. Additionally, the authors extend their analysis to perturbed flows, proving sublinear convergence for both perturbed Fisher‑Rao and natural gradient flows, thereby encompassing state‑action natural policy gradients.

By Johannes M\"uller, Semih \c{C}ayc{\i}, Guido Mont\'ufar