Fast Efficient Hyperparameter Tuning for Policy Gradients

Supratik Paul, Vitaly Kurin, Shimon Whiteson

Keywords: hyperparameter optimisation, policy gradients

Abstract: The performance of policy gradient methods is sensitive to hyperparameter settings that must be tuned for any new application. Widely used grid search methods for tuning hyperparameters are sample inefficient and computationally expensive. More advanced methods like Population Based Training that learn optimal schedules for hyperparameters instead of fixed settings can yield better results, but are also sample inefficient and computationally expensive. This makes them unsuitable for real life applications where sample efficiency is paramount. In this paper, we propose Hyperparameter Optimisation on the Fly (HOOF), a gradient-free meta-learning algorithm that requires no more than one training run to automatically learn an optimal schedule for hyperparameters that affect the policy update directly through the gradient. The main idea is to use existing trajectories sampled by the policy gradient method to optimise a one-step improvement objective, yielding a sample and computationally efficient algorithm that is easy to implement. Our experimental results across multiple domains and algorithms show that using HOOF to learn these hyperparameter schedules leads to faster learning with improved performance.

Community Implementations: [ 2 code implementations](https://www.catalyzex.com/paper/fast-efficient-hyperparameter-tuning-for/code)