Towards Autonomous Reinforcement Learning: Automatic Setting of Hyper-parameters using Bayesian Optimization

CLEI Electronic Journal

Jorge Andrés Palombarini¹  Ernesto Carlos Martínez¹  Juan Cruz Barsce² 

[1] ;Universidad Tecnológica Nacional;

关键词: Autonomous Reinforcement Learning;    Hyper-parameter Optimization;    Meta-Learning;    Bayesian Optimization;    Gaussian Process Regression;   

DOI  :  10.19153/cleiej.21.2.1

来源: DOAJ

【 摘 要 】

With the increase of machine learning usage by industries and scientific communities in a variety of tasks such as text mining, image recognition and self-driving cars, automatic setting of hyper-parameter in learning algorithms is a key factor for obtaining good performances regardless of user expertise in the inner workings of the techniques and methodologies. In particular, for a reinforcement learning algorithm, the efficiency of an agent learning a control policy in an uncertain environment is heavily dependent on the hyper-parameters used to balance exploration with exploitation. In this work, an autonomous learning framework that integrates Bayesian optimization with Gaussian process regression to optimize the hyper-parameters of a reinforcement learning algorithm, is proposed. Also, a bandits-based approach to achieve a balance between computational costs and decreasing uncertainty about the \textit{Q}-values, is presented. A gridworld example is used to highlight how hyper-parameter configurations of a learning algorithm (SARSA) are iteratively improved based on two performance functions.

【 授权许可】

Unknown