Automated Reinforcement Learning: An Overview

Reinforcement Learning and, recently, Deep Reinforcement Learning are popular methods for solving sequential decision-making problems modeled as Markov Decision Processes. RL modeling of a problem and selecting algorithms and hyper-parameters require careful consideration, as different configurations may entail completely different performances. These considerations are mainly the task of RL experts; however, RL is progressively becoming popular in other fields, such as combinatorial optimization, where researchers and system designers are not necessarily RL experts. Besides, many modeling decisions are typically made manually, such as defining state and action space, size of batches, batch update frequency, and time steps. For these reasons, automating different components of RL is of great importance, and it has attracted much attention in recent years. Automated RL provides a framework in which different components of RL, including MDP modeling, algorithm selection, and hyper-parameter optimization, are modeled and defined automatically. In this article, we present the literature on automated RL (AutoRL), including the recent large language model (LLM) based techniques. We also discuss the recent work on techniques that are not presently tailored for automated RL but hold promise for future integration into AutoRL. Furthermore, we discuss the challenges, open questions, and research directions in AutoRL.