Q-learning with online trees

Date created: 
Reinforcement learning
Online random forest

Reinforcement learning is one of the major areas of artificial intelligence that has been studied rigorously in recent years. Among numerous methodologies, Q-learning is one of the most fundamental model-free reinforcement learning algorithms, and it has inspired many researchers. Several studies have shown great results by approximating the action-value function, one of the essential elements in Q-learning, using non-linear supervised learning models such as deep neural networks. This combination has led to the surpassing humanlevel performances in complex problems such as the Atari games and Go, which have been difficult to solve with standard tabular Q-learning. However, both Q-learning and the deep neural network typically used as the function approximator require very large computational resources to train. We propose using the online random forest method as the function approximator for the action-value function to mitigate this. We grow one online random forest for each possible action in a Markov decision process (MDP) environment. Each forest approximates the corresponding action-value function for that action, and the agent chooses the action in the succeeding state according to the resulting approximated action-value functions. When the agent executes an action, an observation consisting of the state, action, reward, and the subsequent state is stored in an experience replay. Then, the observations are randomly sampled to participate in the growth of the online random forests. The terminal nodes of the trees in the random forests corresponding to each sample randomly generate tests for the decision tree splits. Among them, the test that gives the lowest residual sum of squares after splitting is selected. The trees of the online random forests grown in this way age each time they take in a sample observation. One of the trees that is older than a certain age is then selected at random and replaced by a new tree according to its out-of-bag error. In our study, forest size plays an important role. Our algorithm constitutes an adaptation of previously developed Online Random Forests to reinforcement learning. To reduce computational costs, we first grow a small-sized forest and then expand them after a certain period of episodes. We observed in our experiments that this forest size expansion showed better performances in later episodes. Furthermore, we found that our method outperformed some deep neural networks in simple MDP environments. We hope that this study will be a medium to promote research on the combination of reinforcement learning and tree-based methods.

Document type: 
Graduating extended essay / Research project
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Lloyd T. Elliott
Science: Department of Statistics and Actuarial Science
Thesis type: 
(Project) M.Sc.