The Differentiable Cross-Entropy Method
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Abstract (arXiv)
We study the cross-entropy method (CEM) for the non-convex optimization of a continuous and parameterized objective function and introduce a differentiable variant that enables us to differentiate the output of CEM with respect to the objective function's parameters. In the machine learning setting this brings CEM inside of the end-to-end learning pipeline where this has otherwise been impossible. We show applications in a synthetic energy-based structured prediction task and in non-convex continuous control. In the control setting we show how to embed optimal action sequences into a lower-dimensional space. DCEM enables us to fine-tune CEM-based controllers with policy optimization.
Key facts. Cited by 27 papers in the map (data through 14 Oct 2026). First posted on arXiv 27 Sep 2019.
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Citing papers per year: 2021: 7; 2022: 9; 2023: 3; 2024: 2; 2025: 3; 2026: 3.
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- 2022Tutorial on amortized optimizationcited by 83
- 2021CombOptNet: Fit the Right NP-Hard Problem by Learning Integer Programming Constraintscited by 49
- 2021MBRL-Lib: A Modular Library for Model-based Reinforcement Learningcited by 42
- 2021Control-Oriented Model-Based Reinforcement Learning with Implicit Differentiationcited by 35
- 2021Sampling Network Guided Cross-Entropy Method for Unsupervised Point Cloud Registrationcited by 24
- 2022SurCo: Learning Linear Surrogates For Combinatorial Nonlinear Optimization Problemscited by 21
- 2021Scalable Online Planning via Reinforcement Learning Fine-Tuningcited by 18
- 2021Neuro-algorithmic Policies enable Fast Combinatorial Generalizationcited by 11
- 2022Learning to Optimize in Model Predictive Controlcited by 11
- 2022Learning Sampling Distributions for Model Predictive Controlcited by 10
- 2023A Unified View on Solving Objective Mismatch in Model-Based Reinforcement Learningcited by 9
- 2023Graph Reinforcement Learning for Network Control via Bi-Level Optimizationcited by 8
15 more
- 2021Planning with Learned Dynamic Model for Unsupervised Point Cloud Registrationcited by 7
- 2023Deep Model Predictive Optimizationcited by 7
- 2022Integrating Symmetry into Differentiable Planning with Steerable Convolutionscited by 6
- 2022Scaling up and Stabilizing Differentiable Planning with Implicit Differentiationcited by 6
- 2022A Simple Decentralized Cross-Entropy Methodcited by 5
- 2022Decentralized Safe Multi-agent Stochastic Optimal Control using Deep FBSDEs and ADMMcited by 3
- 2024Preference-Optimized Pareto Set Learning for Blackbox Optimizationcited by 2
- 2026SoftJAX & SoftTorch: Empowering Automatic Differentiation Libraries with Informative Gradientscited by 2
- 2022Regret-Aware Black-Box Optimization with Natural Gradients, Trust-Regions and Entropy Controlcited by 1
- 2025Bi-Level Reinforcement Learning Pathway for Sim-to-Real Optimalitycited by 1
- 2024Zero-Sum Positional Differential Games as a Framework for Robust Reinforcement Learning: Deep Q-Learning Approachcited by 0
- 2025Skill-based Safe Reinforcement Learning with Risk Planningcited by 0
- 2025CORL: Reinforcement Learning of MILP Policies Solved via Branch and Boundcited by 0
- 2026Automated Random Embedding for Practical Bayesian Optimization with Unknown Effective Dimensioncited by 0
- 2026Follow the Winners: Conservative Policy Improvement with the Cross-Entropy Method for Critic-Free RFTcited by 0
- 2026Follow the Winners: Conservative Policy Improvement with the Cross-Entropy Method for Critic-Free RFT2 Oct 2026
- 2026Automated Random Embedding for Practical Bayesian Optimization with Unknown Effective Dimension22 May 2026
- 2026SoftJAX & SoftTorch: Empowering Automatic Differentiation Libraries with Informative Gradients9 Mar 2026
- 2025CORL: Reinforcement Learning of MILP Policies Solved via Branch and Bound11 Dec 2025
- 2025Bi-Level Reinforcement Learning Pathway for Sim-to-Real Optimality20 Oct 2025
- 2025Skill-based Safe Reinforcement Learning with Risk Planning2 May 2025
- 2024Preference-Optimized Pareto Set Learning for Blackbox Optimization19 Aug 2024
- 2024Zero-Sum Positional Differential Games as a Framework for Robust Reinforcement Learning: Deep Q-Learning Approach3 May 2024
- 2023A Unified View on Solving Objective Mismatch in Model-Based Reinforcement Learning10 Oct 2023
- 2023Deep Model Predictive Optimization6 Oct 2023
- 2023Graph Reinforcement Learning for Network Control via Bi-Level Optimization16 May 2023
- 2022A Simple Decentralized Cross-Entropy Method16 Dec 2022
15 more
- 2022Learning to Optimize in Model Predictive Control5 Dec 2022
- 2022Learning Sampling Distributions for Model Predictive Control5 Dec 2022
- 2022Scaling up and Stabilizing Differentiable Planning with Implicit Differentiation24 Oct 2022
- 2022SurCo: Learning Linear Surrogates For Combinatorial Nonlinear Optimization Problems22 Oct 2022
- 2022Integrating Symmetry into Differentiable Planning with Steerable Convolutions8 Jun 2022
- 2022Regret-Aware Black-Box Optimization with Natural Gradients, Trust-Regions and Entropy Control24 May 2022
- 2022Decentralized Safe Multi-agent Stochastic Optimal Control using Deep FBSDEs and ADMM22 Feb 2022
- 2022Tutorial on amortized optimization1 Feb 2022
- 2021Scalable Online Planning via Reinforcement Learning Fine-Tuning30 Sep 2021
- 2021Sampling Network Guided Cross-Entropy Method for Unsupervised Point Cloud Registration14 Sep 2021
- 2021Planning with Learned Dynamic Model for Unsupervised Point Cloud Registration5 Aug 2021
- 2021Control-Oriented Model-Based Reinforcement Learning with Implicit Differentiation6 Jun 2021
- 2021CombOptNet: Fit the Right NP-Hard Problem by Learning Integer Programming Constraints5 May 2021
- 2021MBRL-Lib: A Modular Library for Model-based Reinforcement Learning20 Apr 2021
- 2021Neuro-algorithmic Policies enable Fast Combinatorial Generalization15 Feb 2021
- 2025Bi-Level Reinforcement Learning Pathway for Sim-to-Real Optimalitycited by 1
- 2024Zero-Sum Positional Differential Games as a Framework for Robust Reinforcement Learning: Deep Q-Learning Approachcited by 0
- 2025Skill-based Safe Reinforcement Learning with Risk Planningcited by 0
- 2025CORL: Reinforcement Learning of MILP Policies Solved via Branch and Boundcited by 0
- 2025CORL: Reinforcement Learning of MILP Policies Solved via Branch and Bound11 Dec 2025
- 2025Bi-Level Reinforcement Learning Pathway for Sim-to-Real Optimality20 Oct 2025
- 2025Skill-based Safe Reinforcement Learning with Risk Planning2 May 2025
- 2024Zero-Sum Positional Differential Games as a Framework for Robust Reinforcement Learning: Deep Q-Learning Approach3 May 2024
- 2022Tutorial on amortized optimizationcited by 83
- 2021CombOptNet: Fit the Right NP-Hard Problem by Learning Integer Programming Constraintscited by 49
- 2021MBRL-Lib: A Modular Library for Model-based Reinforcement Learningcited by 42
- 2021Control-Oriented Model-Based Reinforcement Learning with Implicit Differentiationcited by 35
- 2021Sampling Network Guided Cross-Entropy Method for Unsupervised Point Cloud Registrationcited by 24
- 2022SurCo: Learning Linear Surrogates For Combinatorial Nonlinear Optimization Problemscited by 21
- 2021Scalable Online Planning via Reinforcement Learning Fine-Tuningcited by 18
- 2021Neuro-algorithmic Policies enable Fast Combinatorial Generalizationcited by 11
- 2022Learning to Optimize in Model Predictive Controlcited by 11
- 2022Learning Sampling Distributions for Model Predictive Controlcited by 10
- 2023A Unified View on Solving Objective Mismatch in Model-Based Reinforcement Learningcited by 9
- 2023Graph Reinforcement Learning for Network Control via Bi-Level Optimizationcited by 8
12 most cited of 22 All 22 (JSON)
- 2026Automated Random Embedding for Practical Bayesian Optimization with Unknown Effective Dimension22 May 2026
- 2026SoftJAX & SoftTorch: Empowering Automatic Differentiation Libraries with Informative Gradients9 Mar 2026
- 2024Preference-Optimized Pareto Set Learning for Blackbox Optimization19 Aug 2024
- 2023A Unified View on Solving Objective Mismatch in Model-Based Reinforcement Learning10 Oct 2023
- 2023Deep Model Predictive Optimization6 Oct 2023
- 2023Graph Reinforcement Learning for Network Control via Bi-Level Optimization16 May 2023
- 2022A Simple Decentralized Cross-Entropy Method16 Dec 2022
- 2022Learning to Optimize in Model Predictive Control5 Dec 2022
- 2022Learning Sampling Distributions for Model Predictive Control5 Dec 2022
- 2022Scaling up and Stabilizing Differentiable Planning with Implicit Differentiation24 Oct 2022
- 2022SurCo: Learning Linear Surrogates For Combinatorial Nonlinear Optimization Problems22 Oct 2022
- 2022Integrating Symmetry into Differentiable Planning with Steerable Convolutions8 Jun 2022
12 newest of 22 All 22 (JSON)