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Divide and Conquer: Provably Unveiling the Pareto Front with Multi-Objective Reinforcement Learning

2024-02-11 · Willem Röpke, Mathieu Reymond, Patrick Mannion, Diederik M. Roijers, Ann Nowé, Roxana Rădulescu

An important challenge in multi-objective reinforcement learning is obtaining a Pareto front of policies to attain optimal performance under different preferences. We introduce Iterated Pareto Referent Optimisation (IPRO), which decomposes finding the Pareto front into a sequence of constrained single-objective problems. This enables us to guarantee convergence while providing an upper bound on the distance to undiscovered Pareto optimal solutions at each step. We evaluate IPRO using utility-based metrics and its hypervolume and find that it matches or outperforms methods that require additional assumptions. By leveraging problem-specific single-objective solvers, our approach also holds promise for applications beyond multi-objective reinforcement learning, such as planning and pathfinding.

📄 PDF Abstract BibTeX arXiv:2402.07182

Code (1)

wilrop/ipro 공식 구현 pytorch

Tasks

Multi-Objective Reinforcement Learningreinforcement-learningReinforcement Learning

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