A new Q-learning algorithm based on the Metropolis criterion
Publikation/Tidskrift/Serie: IEEE transactions on systems, man, and cybernetics. Part B, Cybernetics
Förlag: Institute of Electrical and Electronics Engineers, Inc.,
The balance between exploration and exploitation is one of the key problems of action selection in Q-learning. Pure exploitation causes the agent to reach the locally optimal policies quickly, whereas excessive exploration degrades the performance of the Q-learning algorithm even if it may accelerate the learning process and allow avoiding the locally optimal policies. In this paper, finding the optimum policy in Q-learning is de scribed as search for the optimum solution in combinatorial optimization. The Metropolis criterion of simulated annealing algorithm is introduced in order to balance exploration and exploitation of Q-learning, and the modified Q-learning algorithm based on this criterion, SA-Q-learning, is presented. Experiments show that SA-Q-learning converges more quickly than Q-learning or Boltzmann exploration, and that the search does not suffer of performance degradation due to excessive exploration.
- Mathematics and Statistics
- reinforcement learning
- metropolis criterion
- ISSN: 1083-4419