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We present a learning-based approach for minimizing the electric energy consumption during walking of a passively-compliant bipedal robot. The energy consumption is reduced by learning a varying-height center-of-mass trajectory which uses efficiently the robot's passive compliance. To do this, we propose a reinforcement learning method which evolves the policy parameterization dynamically during the learning process and thus manages to find better policies faster than by using fixed parameterization. The method is first tested on a function approximation task, and then applied to the humanoid robot COMAN where it achieves significant energy reduction.