Reinforcement learning (RL) aims to find an optimal policy by interaction with an environment. Consequently, learning complex behavior requires a vast number of samples, which can be prohibitive in practice. Nevertheless, instead of systematically reasoning and actively choosing informative samples, policy gradients for local search are often obtained from random perturbations. These random samples yield high variance estimates and hence are sub-optimal in terms of sample complexity. Actively selecting informative samples is at the core of Bayesian optimization, which constructs a probabilistic surrogate of the objective from past samples to reason about informative subsequent ones. In this paper, we propose to join both worlds. We develop an algorithm utilizing a probabilistic model of the objective function and its gradient. Based on the model, the algorithm decides where to query a noisy zeroth-order oracle to improve the gradient estimates. The resulting algorithm is a novel type of policy search method, which we compare to existing black-box algorithms. The comparison reveals improved sample complexity and reduced variance in extensive empirical evaluations on synthetic objectives. Further, we highlight the benefits of active sampling on popular RL benchmarks.

提出了一种基于概率模型的算法，结合了强化学习中的政策梯度方法和贝叶斯优化中的权衡充分利用已知信息选取样本的方法，实现了通过主动挑选样本来提高梯度估计的效果和减少样本复杂度，具有广泛的应用前景。

使用贝叶斯优化的本地政策搜索