A Hierarchical Two-tier Approach to Hyper-parameter Optimization in Reinforcement Learning

Optimization of hyper-parameters in real-world applications of reinforcement learning (RL) is a key issue, because their settings determine how fast the agent will learn its policy by interacting with its environment due to the information content of data gathered. In this work, an approach that use...

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Detalles Bibliográficos
Autores: Barsce, Juan Cruz, Palombarini, Jorge, Martínez, Ernesto
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2020
País:Argentina
Institución:Universidad Nacional de La Plata
Repositorio:SEDICI (UNLP)
Idioma:inglés
OAI Identifier:oai:sedici.unlp.edu.ar:10915/135049
Acceso en línea:http://sedici.unlp.edu.ar/handle/10915/135049
Access Level:acceso abierto
Palabra clave:Ciencias Informáticas
Reinforcement learning
hyper-parameter optimization
Bayesian optimization
Bayesian optimization of combinatorial structures (BOCS)
Descripción
Sumario:Optimization of hyper-parameters in real-world applications of reinforcement learning (RL) is a key issue, because their settings determine how fast the agent will learn its policy by interacting with its environment due to the information content of data gathered. In this work, an approach that uses Bayesian optimization to perform an autonomous two-tier optimization of both representation decisions and algorithm hyper-parameters is proposed: first, categorical / structural RL hyper-parameters are taken as binary variables and optimized with an acquisition function tailored for such type of variables. Then, at a lower level of abstraction, solution-level hyper-parameters are optimized by resorting to the expected improvement acquisition function, whereas the categorical hyper-parameters found in the optimization at the upper level of abstraction are fixed. This two-tier approach is validated with a tabular and neural network setting of the value function, in a classic simulated control task. Results obtained are promising and open the way for more user-independent applications of reinforcement learning.