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使用强化学习调整时间约束问题的优化器

Tuning Optimizers for Time-Constrained Problems using Reinforcement Learning
课程网址: http://videolectures.net/opt08_ruvolo_toftc/  
主讲教师: Paul Ruvolo
开课单位: 圣地亚哥大学
开课时间: 2008-12-20
课程语种: 英语
中文简介:
许多流行的优化算法,如Levenberg-Marquardt算法(LMA),使用基于启发式的“控制器”调整op-的行为优化过程中的timizer。例如,在LMA中有阻尼参数λ是根据开发的一组规则动态修改的使用各种启发式参数。在这里,我们展示了现代的强化利用非常简单的状态空间的学习技术可以大大提高通用优化器(如LMA)在性能问题上的表现允许的功能评估数量受预算限制。结果给出了经典的非线性优化问题以及困难计算机视觉任务。有趣的是,控制器学会了一个特定的opti-mization域在其他优化域上运行良好。因此,控制器似乎已经提取了不仅仅是域特定的优化规则,但是在一系列优化领域中得到了推广。
课程简介: Many popular optimization algorithms, like the Levenberg-Marquardt algorithm (LMA), use heuristic-based “controllers” that modulate the behavior of the op- timizer during the optimization process. For example, in the LMA a damping parameter λ is dynamically modified based on a set of rules that were developed using various heuristic arguments. Here we show that a modern reinforcement learning technique utilizing a very simple state space can dramatically improve the performance of general purpose optimizers, like the LMA, on problems where the number of function evaluations allowed is constrained by a budget. Results are given on both classical non-linear optimization problems as well as a difficult computer vision task. Interestingly the controllers learned for a particular opti- mization domain work well on other optimization domains. Thus, the controller appeared to have extracted optimization rules that were not just domain specific but generalized across a range of optimization domains.
关 键 词: 优化算法; 通用优化器; 规则动态
课程来源: 视频讲座网
最后编审: 2019-09-09:cjy
阅读次数: 60