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

Jack Parker-Holder, Vu Nguyen, Shaan Desai, S Roberts

Keywords: AutoRL, Reinforcement Learning, Population Based Training, Bayesian Optimization, Generalization

TL;DR: Efficient population based training for tuning *both* continuous and categorical variables on the fly.

Abstract: Despite a series of recent successes in reinforcement learning (RL), many RL algorithms remain sensitive to hyperparameters. As such, there has recently been interest in the field of AutoRL, which seeks to automate design decisions to create more general algorithms. Recent work suggests that population based approaches may be effective AutoRL algorithms, by learning hyperparameter schedules on the fly. In particular, the PB2 algorithm is able to achieve strong performance in RL tasks by formulating online hyperparameter optimization as time varying GP-bandit problem, while also providing theoretical guarantees. However, PB2 is only designed to work for \emph{continuous} hyperparameters, which severely limits its utility in practice. In this paper we introduce a new (provably) efficient hierarchical approach for optimizing \emph{both continuous and categorical} variables, using a new time-varying bandit algorithm specifically designed for the population based training regime. We evaluate our approach on the challenging Procgen benchmark, where we show that explicitly modelling dependence between data augmentation and other hyperparameters improves generalization.

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Code: https://github.com/jparkerholder/procgen_autorl

Community Implementations: [ 1 code implementation](https://www.catalyzex.com/paper/tuning-mixed-input-hyperparameters-on-the-fly/code)