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Obtaining solutions to optimal transportation (OT) problems is typically intractable when marginal spaces are continuous. Recent research has focused on approximating continuous solutions with discretization methods based on i.i.d. sampling, and this has shown convergence as the sample size increases. However, obtaining OT solutions with large sample sizes requires intensive computation effort, which can be prohibitive in practice. In this paper, we propose an algorithm for calculating discretizations with a given number of weighted points for marginal distributions by minimizing the (entropy-regularized) Wasserstein distance and providing bounds on the performance. The results suggest that our plans are comparable to those obtained with much larger numbers of i.i.d. samples and are more efficient than existing alternatives. Moreover, we propose a local, parallelizable version of such discretizations for applications, which we demonstrate by approximating adorable images.
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The distance and divergence of the probability measures play a central role in statistics, machine learning, and many other related fields. The Wasserstein distance has received much attention in recent years because of its distinctions from other distances or divergences. Although computing the Wasserstein distance is costly, entropy-regularized optimal transport was proposed to computationally efficiently approximate the Wasserstein distance. The purpose of this study is to understand the theoretical aspect of entropy-regularized optimal transport. In this paper, we focus on entropy-regularized optimal transport on multivariate normal distributions and q-normal distributions. We obtain the explicit form of the entropy-regularized optimal transport cost on multivariate normal and q-normal distributions; this provides a perspective to understand the effect of entropy regularization, which was previously known only experimentally. Furthermore, we obtain the entropy-regularized Kantorovich estimator for the probability measure that satisfies certain conditions. We also demonstrate how the Wasserstein distance, optimal coupling, geometric structure, and statistical efficiency are affected by entropy regularization in some experiments. In particular, our results about the explicit form of the optimal coupling of the Tsallis entropy-regularized optimal transport on multivariate q-normal distributions and the entropy-regularized Kantorovich estimator are novel and will become the first step towards the understanding of a more general setting.
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Active object recognition (AOR) aims at collecting additional information to improve recognition performance by purposefully adjusting the viewpoint of an agent. How to determine the next best viewpoint of the agent, i.e., viewpoint planning (VP), is a research focus. Most existing VP methods perform viewpoint exploration in the discrete viewpoint space, which have to sample viewpoint space and may bring in significant quantization error. To address this challenge, a continuous VP approach for AOR based on reinforcement learning is proposed. Specifically, we use two separate neural networks to model the VP policy as a parameterized Gaussian distribution and resort the proximal policy optimization framework to learn the policy. Furthermore, an adaptive entropy regularization based dynamic exploration scheme is presented to automatically adjust the viewpoint exploration ability in the learning process. To the end, experimental results on the public dataset GERMS well demonstrate the superiority of our proposed VP method.
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In this article, we present a generalized view on Path Integral Control (PIC) methods. PIC refers to a particular class of policy search methods that are closely tied to the setting of Linearly Solvable Optimal Control (LSOC), a restricted subclass of nonlinear Stochastic Optimal Control (SOC) problems. This class is unique in the sense that it can be solved explicitly yielding a formal optimal state trajectory distribution. In this contribution, we first review the PIC theory and discuss related algorithms tailored to policy search in general. We are able to identify a generic design strategy that relies on the existence of an optimal state trajectory distribution and finds a parametric policy by minimizing the cross-entropy between the optimal and a state trajectory distribution parametrized by a parametric stochastic policy. Inspired by this observation, we then aim to formulate a SOC problem that shares traits with the LSOC setting yet that covers a less restrictive class of problem formulations. We refer to this SOC problem as Entropy Regularized Trajectory Optimization. The problem is closely related to the Entropy Regularized Stochastic Optimal Control setting which is often addressed lately by the Reinforcement Learning (RL) community. We analyze the theoretical convergence behavior of the theoretical state trajectory distribution sequence and draw connections with stochastic search methods tailored to classic optimization problems. Finally we derive explicit updates and compare the implied Entropy Regularized PIC with earlier work in the context of both PIC and RL for derivative-free trajectory optimization.
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We propose probability and density forecast combination methods that are defined using the entropy regularized Wasserstein distance. First, we provide a theoretical characterization of the combined density forecast based on the regularized Wasserstein distance under the assumption. More specifically, we show that the regularized Wasserstein barycenter between multivariate Gaussian input densities is multivariate Gaussian, and provide a simple way to compute mean and its variance-covariance matrix. Second, we show how this type of regularization can improve the predictive power of the resulting combined density. Third, we provide a method for choosing the tuning parameter that governs the strength of regularization. Lastly, we apply our proposed method to the U.S. inflation rate density forecasting, and illustrate how the entropy regularization can improve the quality of predictive density relative to its unregularized counterpart.
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Although within-cluster information is commonly used in most clustering approaches, other important information such as between-cluster information is rarely considered in some cases. Hence, in this study, we propose a new novel measure of between-cluster distance in subspace, which is to maximize the distance between the center of a cluster and the points that do not belong to this cluster. Based on this idea, we firstly design an optimization objective function integrating the between-cluster distance and entropy regularization in this paper. Then, updating rules are given by theoretical analysis. In the following, the properties of our proposed algorithm are investigated, and the performance is evaluated experimentally using two synthetic and seven real-life datasets. Finally, the experimental studies demonstrate that the results of the proposed algorithm (ERKM) outperform most existing state-of-the-art k-means-type clustering algorithms in most cases.
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This paper proposes model-free imitation learning named Entropy-Regularized Imitation Learning (ERIL) that minimizes the reverse Kullback-Leibler (KL) divergence. ERIL combines forward and inverse reinforcement learning (RL) under the framework of an entropy-regularized Markov decision process. An inverse RL step computes the log-ratio between two distributions by evaluating two binary discriminators. The first discriminator distinguishes the state generated by the forward RL step from the expert's state. The second discriminator, which is structured by the theory of entropy regularization, distinguishes the state-action-next-state tuples generated by the learner from the expert ones. One notable feature is that the second discriminator shares hyperparameters with the forward RL, which can be used to control the discriminator's ability. A forward RL step minimizes the reverse KL estimated by the inverse RL step. We show that minimizing the reverse KL divergence is equivalent to finding an optimal policy. Our experimental results on MuJoCo-simulated environments and vision-based reaching tasks with a robotic arm show that ERIL is more sample-efficient than the baseline methods. We apply the method to human behaviors that perform a pole-balancing task and describe how the estimated reward functions show how every subject achieves her goal.
Assuntos
Aprendizagem , Reforço Psicológico , Entropia , Feminino , Humanos , Cadeias de Markov , RecompensaRESUMO
This paper proposes Cooperative and competitive Reinforcement And Imitation Learning (CRAIL) for selecting an appropriate policy from a set of multiple heterogeneous modules and training all of them in parallel. Each learning module has its own network architecture and improves the policy based on an off-policy reinforcement learning algorithm and behavior cloning from samples collected by a behavior policy that is constructed by a combination of all the policies. Since the mixing weights are determined by the performance of the module, a better policy is automatically selected based on the learning progress. Experimental results on a benchmark control task show that CRAIL successfully achieves fast learning by allowing modules with complicated network structures to exploit task-relevant samples for training.