no code implementations • 4 Oct 2023 • Bekzhan Kerimkulov, James-Michael Leahy, David Siska, Lukasz Szpruch, Yufei Zhang
We study the global convergence of a Fisher-Rao policy gradient flow for infinite-horizon entropy-regularised Markov decision processes with Polish state and action space.
no code implementations • 19 May 2019 • Kaitong Hu, Zhenjie Ren, David Siska, Lukasz Szpruch
Our work is motivated by a desire to study the theoretical underpinning for the convergence of stochastic gradient type algorithms widely used for non-convex learning tasks such as training of neural networks.
2 code implementations • 11 Oct 2018 • Marc Sabate Vidales, David Siska, Lukasz Szpruch
We develop several deep learning algorithms for approximating families of parametric PDE solutions.