A Framework for History-Aware Hyperparameter Optimisation in Reinforcement Learning

A Reinforcement Learning (RL) system depends on a set of initial conditions (hyperparameters) that affect the system's performance. However, defining a good choice of hyperparameters is a challenging problem. Hyperparameter tuning often requires manual or automated searches to find optimal values. Nonetheless, a noticeable limitation is the high cost of algorithm evaluation for complex models, making the tuning process computationally expensive and time-consuming. In this paper, we propose a framework based on integrating complex event processing and temporal models, to alleviate these trade-offs. Through this combination, it is possible to gain insights about a running RL system efficiently and unobtrusively based on data stream monitoring and to create abstract representations that allow reasoning about the historical behaviour of the RL system. The obtained knowledge is exploited to provide feedback to the RL system for optimising its hyperparameters while making effective use of parallel resources. We introduce a novel history-aware epsilon-greedy logic for hyperparameter optimisation that instead of using static hyperparameters that are kept fixed for the whole training, adjusts the hyperparameters at runtime based on the analysis of the agent's performance over time windows in a single agent's lifetime. We tested the proposed approach in a 5G mobile communications case study that uses DQN, a variant of RL, for its decision-making. Our experiments demonstrated the effects of hyperparameter tuning using history on training stability and reward values. The encouraging results show that the proposed history-aware framework significantly improved performance compared to traditional hyperparameter tuning approaches.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
02/26/2021

On the Importance of Hyperparameter Optimization for Model-based Reinforcement Learning

Model-based Reinforcement Learning (MBRL) is a promising framework for l...
research
01/26/2022

Hyperparameter Tuning for Deep Reinforcement Learning Applications

Reinforcement learning (RL) applications, where an agent can simply lear...
research
05/18/2022

No More Pesky Hyperparameters: Offline Hyperparameter Tuning for RL

The performance of reinforcement learning (RL) agents is sensitive to th...
research
02/18/2019

Fast Efficient Hyperparameter Tuning for Policy Gradients

The performance of policy gradient methods is sensitive to hyperparamete...
research
07/19/2019

Hyperparameter Optimisation with Early Termination of Poor Performers

It is typical for a machine learning system to have numerous hyperparame...
research
06/02/2023

Hyperparameters in Reinforcement Learning and How To Tune Them

In order to improve reproducibility, deep reinforcement learning (RL) ha...
research
06/30/2021

Tuning Mixed Input Hyperparameters on the Fly for Efficient Population Based AutoRL

Despite a series of recent successes in reinforcement learning (RL), man...

Please sign up or login with your details

Forgot password? Click here to reset