Enhancing Hierarchical Reinforcement Learning through Change Point Detection in Time Series

• URL: http://arxiv.org/abs/2510.24988v1
• Date: Tue, 28 Oct 2025 21:34:23 GMT
• Title: Enhancing Hierarchical Reinforcement Learning through Change Point Detection in Time Series
• Authors: Hemanath Arumugam, Falong Fan, Bo Liu,
• Abstract summary: This paper introduces a novel architecture that integrates a self-supervised, Transformer-based Change Point Detection (CPD) module into the Option-Critic framework.<n>The CPD module is trained using pseudo-labels derived from intrinsic signals to infer latent shifts in environment dynamics without external supervision.<n>Experiments on the Four-Rooms and Pinball tasks demonstrate that CPD-guided agents exhibit accelerated convergence, higher cumulative returns, and significantly improved option specialization.
• Score: 2.5895291094206825
• License: http://creativecommons.org/licenses/by/4.0/
• Abstract: Hierarchical Reinforcement Learning (HRL) enhances the scalability of decision-making in long-horizon tasks by introducing temporal abstraction through options-policies that span multiple timesteps. Despite its theoretical appeal, the practical implementation of HRL suffers from the challenge of autonomously discovering semantically meaningful subgoals and learning optimal option termination boundaries. This paper introduces a novel architecture that integrates a self-supervised, Transformer-based Change Point Detection (CPD) module into the Option-Critic framework, enabling adaptive segmentation of state trajectories and the discovery of options. The CPD module is trained using heuristic pseudo-labels derived from intrinsic signals to infer latent shifts in environment dynamics without external supervision. These inferred change-points are leveraged in three critical ways: (i) to serve as supervisory signals for stabilizing termination function gradients, (ii) to pretrain intra-option policies via segment-wise behavioral cloning, and (iii) to enforce functional specialization through inter-option divergence penalties over CPD-defined state partitions. The overall optimization objective enhances the standard actor-critic loss using structure-aware auxiliary losses. In our framework, option discovery arises naturally as CPD-defined trajectory segments are mapped to distinct intra-option policies, enabling the agent to autonomously partition its behavior into reusable, semantically meaningful skills. Experiments on the Four-Rooms and Pinball tasks demonstrate that CPD-guided agents exhibit accelerated convergence, higher cumulative returns, and significantly improved option specialization. These findings confirm that integrating structural priors via change-point segmentation leads to more interpretable, sample-efficient, and robust hierarchical policies in complex environments.

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