Improving the exploration in upper confidence trees

  • Authors:
  • Adrien Couëtoux;Hassen Doghmen;Olivier Teytaud

  • Affiliations:
  • TAO-INRIA, LRI, CNRS UMR 8623, Université Paris-Sud, Orsay, France,OASE Lab, National University of Tainan, Taiwan,Artelys, Paris, France;TAO-INRIA, LRI, CNRS UMR 8623, Université Paris-Sud, Orsay, France;TAO-INRIA, LRI, CNRS UMR 8623, Université Paris-Sud, Orsay, France,OASE Lab, National University of Tainan, Taiwan

  • Venue:
  • LION'12 Proceedings of the 6th international conference on Learning and Intelligent Optimization
  • Year:
  • 2012

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Abstract

In the standard version of the UCT algorithm, in the case of a continuous set of decisions, the exploration of new decisions is done through blind search. This can lead to very inefficient exploration, particularly in the case of large dimension problems, which often happens in energy management problems, for instance. In an attempt to use the information gathered through past simulations to better explore new decisions, we propose a method named Blind Value (BV). It only requires the access to a function that randomly draws feasible decisions. We also implement it and compare it to the original version of continuous UCT. Our results show that it gives a significant increase in convergence speed, in dimensions 12 and 80.