RTDK-BO: High Dimensional Bayesian Optimization with Reinforced Transformer Deep kernels

Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial design and scientific computing. Recent contributions have introduced reinforcement learning (RL) to improve the optimization performance on both single function optimization and \textit{few-shot} multi-objective optimization. However, even few-shot techniques fail to exploit similarities shared between closely related objectives. In this paper, we combine recent developments in Deep Kernel Learning (DKL) and attention-based Transformer models to improve the modeling powers of GP surrogates with meta-learning. We propose a novel method for improving meta-learning BO surrogates by incorporating attention mechanisms into DKL, empowering the surrogates to adapt to contextual information gathered during the BO process. We combine this Transformer Deep Kernel with a learned acquisition function trained with continuous Soft Actor-Critic Reinforcement Learning to aid in exploration. This Reinforced Transformer Deep Kernel (RTDK-BO) approach yields state-of-the-art results in continuous high-dimensional optimization problems.

Meta-Reinforcement Learning for Heuristic Planning

In Meta-Reinforcement Learning (meta-RL) an agent is trained on a set of tasks to prepare for and learn faster in new, unseen, but related tasks. The training tasks are usually hand-crafted to be representative of the expected distribution of test tasks and hence all used in training. We show that given a set of training tasks, learning can be both faster and more effective (leading to better performance in the test tasks), if the training tasks are appropriately selected. We propose a task selection algorithm, Information-Theoretic Task Selection (ITTS), based on information theory, which optimizes the set of tasks used for training in meta-RL, irrespectively of how they are generated. The algorithm establishes which training tasks are both sufficiently relevant for the test tasks, and different enough from one another. We reproduce different meta-RL experiments from the literature and show that ITTS improves the final performance in all of them.

Information-theoretic Task Selection for Meta-Reinforcement Learning

In Meta-Reinforcement Learning (meta-RL) an agent is trained on a set of tasks to prepare for and learn faster in new, unseen, but related tasks. The training tasks are usually hand-crafted to be representative of the expected distribution of test tasks and hence all used in training. We show that given a set of training tasks, learning can be both faster and more effective (leading to better performance in the test tasks), if the training tasks are appropriately selected. We propose a task selection algorithm, Information-Theoretic Task Selection (ITTS), based on information theory, which optimizes the set of tasks used for training in meta-RL, irrespectively of how they are generated. The algorithm establishes which training tasks are both sufficiently relevant for the test tasks, and different enough from one another. We reproduce different meta-RL experiments from the literature and show that ITTS improves the final performance in all of them.

Curriculum Learning for Cumulative Return Maximization

Curriculum learning has been successfully used in reinforcement learning to accelerate the learning process, through knowledge transfer between tasks of increasing complexity. Critical tasks, in which suboptimal exploratory actions must be minimized, can benefit from curriculum learning, and its ability to shape exploration through transfer. We propose a task sequencing algorithm maximizing the cumulative return, that is, the return obtained by the agent across all the learning episodes. By maximizing the cumulative return, the agent not only aims at achieving high rewards as fast as possible, but also at doing so while limiting suboptimal actions. We experimentally compare our task sequencing algorithm to several popular metaheuristic algorithms for combinatorial optimization, and show that it achieves significantly better performance on the problem of cumulative return maximization. Furthermore, we validate our algorithm on a critical task, optimizing a home controller for a micro energy grid.