TTOpt: A Maximum Volume Quantized Tensor Train-based Optimization and its Application to Reinforcement Learning

Part of Advances in Neural Information Processing Systems 35 (NeurIPS 2022) Main Conference Track

Authors

Konstantin Sozykin, Andrei Chertkov, Roman Schutski, Anh-Huy Phan, Andrzej S CICHOCKI, Ivan Oseledets

Abstract

We present a novel procedure for optimization based on the combination of efficient quantized tensor train representation and a generalized maximum matrix volume principle.We demonstrate the applicability of the new Tensor Train Optimizer (TTOpt) method for various tasks, ranging from minimization of multidimensional functions to reinforcement learning.Our algorithm compares favorably to popular gradient-free methods and outperforms them by the number of function evaluations or execution time, often by a significant margin.