Sample Aware Embedded Feature Selection For Reinforcement Learning

Reinforcement learning (RL) is designed to learn optimal control policies from unsupervised interactions with the environment. Many successful RL algorithms have been developed, however, none of them can efficiently tackle problems with high-dimensional state spaces due to the "curse of dimensionality", and so their applicability to real-world scenarios is limited. Here we propose a Sample Aware Feature Selection algorithm embedded in NEAT, or SAFS-NEAT, to help address this challenge. This algorithm builds upon the powerful evolutionary policy search algorithm NEAT, by exploiting data samples collected during the learning process. This data permits feature selection techniques from the supervised learning domain to be used to help RL scale to problems with high-dimensional state spaces. We show that by exploiting previously observed samples, on-line feature selection can enable NEAT to learn near optimal policies for such problems, and also outperform an existing feature selection algorithm which does not explicitly make use of this available data.