Maximum Likelihood-based Online Adaptation of Hyper-parameters in CMA-ES

The Covariance Matrix Adaptation Evolution Strategy (CMA-ES) is widely accepted as a robust derivative-free continuous optimization algorithm for non-linear and non-convex optimization problems. CMA-ES is well known to be almost parameterless, meaning that only one hyper-parameter, the population size, is proposed to be tuned by the user. In this paper, we propose a principled approach called self-CMA-ES to achieve the online adaptation of CMA-ES hyper-parameters in order to improve its overall performance. Experimental results show that for larger-than-default population size, the default settings of hyper-parameters of CMA-ES are far from being optimal, and that self-CMA-ES allows for dynamically approaching optimal settings.Comment: 13th International Conference on Parallel Problem Solving from Nature (PPSN 2014) (2014

Developmental Bayesian Optimization of Black-Box with Visual Similarity-Based Transfer Learning

We present a developmental framework based on a long-term memory and reasoning mechanisms (Vision Similarity and Bayesian Optimisation). This architecture allows a robot to optimize autonomously hyper-parameters that need to be tuned from any action and/or vision module, treated as a black-box. The learning can take advantage of past experiences (stored in the episodic and procedural memories) in order to warm-start the exploration using a set of hyper-parameters previously optimized from objects similar to the new unknown one (stored in a semantic memory). As example, the system has been used to optimized 9 continuous hyper-parameters of a professional software (Kamido) both in simulation and with a real robot (industrial robotic arm Fanuc) with a total of 13 different objects. The robot is able to find a good object-specific optimization in 68 (simulation) or 40 (real) trials. In simulation, we demonstrate the benefit of the transfer learning based on visual similarity, as opposed to an amnesic learning (i.e. learning from scratch all the time). Moreover, with the real robot, we show that the method consistently outperforms the manual optimization from an expert with less than 2 hours of training time to achieve more than 88% of success

An ADMM Based Framework for AutoML Pipeline Configuration

We study the AutoML problem of automatically configuring machine learning pipelines by jointly selecting algorithms and their appropriate hyper-parameters for all steps in supervised learning pipelines. This black-box (gradient-free) optimization with mixed integer & continuous variables is a challenging problem. We propose a novel AutoML scheme by leveraging the alternating direction method of multipliers (ADMM). The proposed framework is able to (i) decompose the optimization problem into easier sub-problems that have a reduced number of variables and circumvent the challenge of mixed variable categories, and (ii) incorporate black-box constraints along-side the black-box optimization objective. We empirically evaluate the flexibility (in utilizing existing AutoML techniques), effectiveness (against open source AutoML toolkits),and unique capability (of executing AutoML with practically motivated black-box constraints) of our proposed scheme on a collection of binary classification data sets from UCI ML& OpenML repositories. We observe that on an average our framework provides significant gains in comparison to other AutoML frameworks (Auto-sklearn & TPOT), highlighting the practical advantages of this framework

Discretizing Continuous Action Space for On-Policy Optimization

In this work, we show that discretizing action space for continuous control is a simple yet powerful technique for on-policy optimization. The explosion in the number of discrete actions can be efficiently addressed by a policy with factorized distribution across action dimensions. We show that the discrete policy achieves significant performance gains with state-of-the-art on-policy optimization algorithms (PPO, TRPO, ACKTR) especially on high-dimensional tasks with complex dynamics. Additionally, we show that an ordinal parameterization of the discrete distribution can introduce the inductive bias that encodes the natural ordering between discrete actions. This ordinal architecture further significantly improves the performance of PPO/TRPO.Comment: Accepted at AAAI Conference on Artificial Intelligence (2020) in New York, NY, USA. An open source implementation can be found at https://github.com/robintyh1/onpolicybaseline