Publikation
Manifold-based multi-objective policy search with sample reuse
Simone Parisi; Matteo Pirotta; Jan Peters
In: Neurocomputing, Vol. 263, Pages 3-14, Elsevier, 2017.
Zusammenfassung
Many real-world applications are characterized by multiple conflicting objectives. In such problems optimality is replaced by Pareto optimality and the goal is to find the Pareto frontier, a set of solutions representing different compromises among the objectives. Despite recent advances in multi-objective optimization, achieving an accurate representation of the Pareto frontier is still an important challenge. Building on recent advances in reinforcement learning and multi-objective policy search, we present two novel manifold-based algorithms to solve multi-objective Markov decision processes. These algorithms combine episodic exploration strategies and importance sampling to efficiently learn a manifold in the policy parameter space such that its image in the objective space accurately approximates the Pareto frontier. We show that episode-based approaches and importance sampling can lead to significantly better results in the context of multi-objective reinforcement learning. Evaluated on three multi-objective problems, our algorithms outperform state-of-the-art methods both in terms of quality of the learned Pareto frontier and sample efficiency.