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Rule pool updating through Sarsa‐learning to improve adaptability in changing environments
Authors:Lutao Wang  Shingo Mabu  Kotaro Hirasawa
Abstract:Genetic network programming (GNP) is a new evolutionary algorithm using the directed graph as its chromosome. A GNP‐based rule accumulation (GNP‐RA) method was proposed previously for multiagent control. However, in changing environments where new situations appear frequently, the old rules in the rule pool become incompetent for guiding the agent's actions, and therefore updating them becomes necessary. This paper proposes a more robust rule‐based model which can adapt to the environment changes. In order to realize this, Sarsa‐learning is used as a tool to update the rules to cope with the unexperienced situations in new environments. Furthermore, Sarsa‐learning helps to generate better rules by selecting really important judgments and actions during training. In addition, the ε‐greedy policy of Sarsa enables GNP‐RA to explore the solutions space sufficiently, generating more rules. Simulations on the tile world problem show that the proposed method outperforms the previous ones, namely GP and reinforcement learning. © 2014 Institute of Electrical Engineers of Japan. Published by John Wiley & Sons, Inc.
Keywords:genetic network programming  rule updating  Sarsa‐learning  tile world  stock trading
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