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Authors: Amine Bourki 1 ; Matthieu Coulm 1 ; Philippe Rolet 2 ; Olivier Teytaud 2 and Paul Vayssière 1

Affiliations: 1 EPITA, France ; 2 TAO, Inria, Umr CNRS 8623, Univ. Paris-Sud, France

ISBN: 978-989-8425-00-3

Keyword(s): Simple regret, Automatic parameter tuning, Monte-Carlo tree search.

Related Ontology Subjects/Areas/Topics: Artificial Intelligence ; Formal Methods ; Informatics in Control, Automation and Robotics ; Intelligent Control Systems and Optimization ; Optimization Algorithms ; Planning and Scheduling ; Simulation and Modeling ; Symbolic Systems

Abstract: “Simple regret” algorithms are designed for noisy optimization in unstructured domains. In particular, this literature has shown that the uniform algorithm is indeed optimal asymptotically and suboptimal nonasymptotically. We investigate theoretically and experimentally the application of these algorithms, for automatic parameter tuning, in particular from the point of view of the number of samples required for “uniform” to be relevant and from the point of view of statistical guarantees. We see that for moderate numbers of arms, the possible improvement in terms of computational power required for statistical validation can’t be more than linear as a function of the number of arms and provide a simple rule to check if the simple uniform algorithm (trivially parallel) is relevant. Our experiments are performed on the tuning of a Monte-Carlo Tree Search algorithm, a great recent tool for high-dimensional planning with particularly impressive results for difficult games and in particula r the game of Go. (More)

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Paper citation in several formats:
Bourki A.; Coulm M.; Rolet P.; Teytaud O.; Vayssière P. and (2010). PARAMETER TUNING BY SIMPLE REGRET ALGORITHMS AND MULTIPLE SIMULTANEOUS HYPOTHESIS TESTING.In Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-8425-00-3, pages 169-173. DOI: 10.5220/0002949901690173

@conference{icinco10,
author={Amine Bourki and Matthieu Coulm and Philippe Rolet and Olivier Teytaud and Paul Vayssière},
title={PARAMETER TUNING BY SIMPLE REGRET ALGORITHMS AND MULTIPLE SIMULTANEOUS HYPOTHESIS TESTING},
booktitle={Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2010},
pages={169-173},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002949901690173},
isbn={978-989-8425-00-3},
}

TY - CONF

JO - Proceedings of the 7th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - PARAMETER TUNING BY SIMPLE REGRET ALGORITHMS AND MULTIPLE SIMULTANEOUS HYPOTHESIS TESTING
SN - 978-989-8425-00-3
AU - Bourki, A.
AU - Coulm, M.
AU - Rolet, P.
AU - Teytaud, O.
AU - Vayssière, P.
PY - 2010
SP - 169
EP - 173
DO - 10.5220/0002949901690173

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