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Bayesian optimization for backpropagation in Monte-Carlo tree search

2020-01-25 · Yueqin Li, Nengli Lim

In large domains, Monte-Carlo tree search (MCTS) is required to estimate the values of the states as efficiently and accurately as possible. However, the standard update rule in backpropagation assumes a stationary distribution for the returns, and particularly in min-max trees, convergence to the true value can be slow because of averaging. We present two methods, Softmax MCTS and Monotone MCTS, which generalize previous attempts to improve upon the backpropagation strategy. We demonstrate that both methods reduce to finding optimal monotone functions, which we do so by performing Bayesian optimization with a Gaussian process (GP) prior. We conduct experiments on computer Go, where the returns are given by a deep value neural network, and show that our proposed framework outperforms previous methods.

📄 PDF Abstract BibTeX arXiv:2001.09325

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Tasks

Bayesian Optimization

Methods 이 논문이 사용한 방법론

Monte-Carlo Tree Search Monte-Carlo Tree Search is a planning algorithm that accumulates value estimates obtained from Monte Carlo simulations in order to successively direct simulations towards more…
Gaussian Process Gaussian Processes are non-parametric models for approximating functions. They rely upon a measure of similarity between points (the kernel function) to predict the value for…
Softmax The Softmax output function transforms a previous layer's output into a vector of probabilities. It is commonly used for multiclass classification. Given an input vector $x$…

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