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Pushing the Envelope of Monte-Carlo Planning: Formal Guarantees Meet Practical Efficiency
Proceedings of the 29th Conference on Uncertainty in Artificial Intelligence, PMLR R11:382-391, 2013.
Abstract
Popular Monte-Carlo tree search (MCTS) al- gorithms for online planning, such as $\varepsilon$-greedy tree search and UCT, aim at rapidly iden- tifying a reasonably good action, but pro- vide rather poor worst-case guarantees on performance improvement over time. In con- trast, a recently introduced MCTS algorithm BRUE guarantees exponential-rate improve- ment over time, yet it is not geared towards identifying reasonably good choices right at the go. We take a stand on the individual strengths of these two classes of algorithms, and show how they can be effectively con- nected. We then rationalize a principle of “selective tree expansion”, and suggest a con- crete implementation of this principle within MCTS. The resulting algorithms favorably compete with other MCTS algorithms under short planning times, while preserving the at- tractive convergence properties of BRUE.