Direct Policy Search using Paired Statistical Tests.
Malcolm J. A. Strens, Andrew Moore · 2001
Direct policy search is a practical way to solve reinforcement learning problems involving continuous state and action spaces. The goal becomes finding policy parameters that maximize a noisy objective function. The Pegasus method converts this stochastic optimization problem into a deterministic one, by using fixed start states and fixed random number sequences for comparing policies (Ng & Jordan, 1999). We evaluate Pegasus, and other paired comparison methods, using the mountain car problem, and a difficult pursuer-evader problem. We conclude that: (i) Paired tests can improve performance of deterministic and stochastic optimization procedures. (ii) Our proposed alternatives to Pegasus can generalize better, by using a different test statistic, or changing the scenarios during learning. (iii) Adapting the number of trials used for each policy comparison yields fast and robust learning. 1.