Enabling Pareto-Stationarity Exploration in Multi-Objective Reinforcement Learning: A Multi-Objective Weighted-Chebyshev Actor-Critic Approach

Fuente: arXiv
Guardado en:
Detalles Bibliográficos
Autores principales: Hairi, Fnu, Yang, Jiao, Zhou, Tianchen, Yang, Haibo, Dong, Chaosheng, Yang, Fan, Momma, Michinari, Gao, Yan, Liu, Jia
Formato: Preprint
Publicado: 2025
Materias:
Acceso en línea:
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
_version_ 1866915416675188736
author Hairi, Fnu
Yang, Jiao
Zhou, Tianchen
Yang, Haibo
Dong, Chaosheng
Yang, Fan
Momma, Michinari
Gao, Yan
Liu, Jia
author_facet Hairi, Fnu
Yang, Jiao
Zhou, Tianchen
Yang, Haibo
Dong, Chaosheng
Yang, Fan
Momma, Michinari
Gao, Yan
Liu, Jia
contents In many multi-objective reinforcement learning (MORL) applications, being able to systematically explore the Pareto-stationary solutions under multiple non-convex reward objectives with theoretical finite-time sample complexity guarantee is an important and yet under-explored problem. This motivates us to take the first step and fill the important gap in MORL. Specifically, in this paper, we propose a \uline{M}ulti-\uline{O}bjective weighted-\uline{CH}ebyshev \uline{A}ctor-critic (MOCHA) algorithm for MORL, which judiciously integrates the weighted-Chebychev (WC) and actor-critic framework to enable Pareto-stationarity exploration systematically with finite-time sample complexity guarantee. Sample complexity result of MOCHA algorithm reveals an interesting dependency on $p_{\min}$ in finding an $ε$-Pareto-stationary solution, where $p_{\min}$ denotes the minimum entry of a given weight vector $\mathbf{p}$ in WC-scarlarization. By carefully choosing learning rates, the sample complexity for each exploration can be $\tilde{\mathcal{O}}(ε^{-2})$. Furthermore, simulation studies on a large KuaiRand offline dataset, show that the performance of MOCHA algorithm significantly outperforms other baseline MORL approaches.
format Preprint
id arxiv_https___arxiv_org_abs_2507_21397
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Enabling Pareto-Stationarity Exploration in Multi-Objective Reinforcement Learning: A Multi-Objective Weighted-Chebyshev Actor-Critic Approach
Hairi, Fnu
Yang, Jiao
Zhou, Tianchen
Yang, Haibo
Dong, Chaosheng
Yang, Fan
Momma, Michinari
Gao, Yan
Liu, Jia
Machine Learning
In many multi-objective reinforcement learning (MORL) applications, being able to systematically explore the Pareto-stationary solutions under multiple non-convex reward objectives with theoretical finite-time sample complexity guarantee is an important and yet under-explored problem. This motivates us to take the first step and fill the important gap in MORL. Specifically, in this paper, we propose a \uline{M}ulti-\uline{O}bjective weighted-\uline{CH}ebyshev \uline{A}ctor-critic (MOCHA) algorithm for MORL, which judiciously integrates the weighted-Chebychev (WC) and actor-critic framework to enable Pareto-stationarity exploration systematically with finite-time sample complexity guarantee. Sample complexity result of MOCHA algorithm reveals an interesting dependency on $p_{\min}$ in finding an $ε$-Pareto-stationary solution, where $p_{\min}$ denotes the minimum entry of a given weight vector $\mathbf{p}$ in WC-scarlarization. By carefully choosing learning rates, the sample complexity for each exploration can be $\tilde{\mathcal{O}}(ε^{-2})$. Furthermore, simulation studies on a large KuaiRand offline dataset, show that the performance of MOCHA algorithm significantly outperforms other baseline MORL approaches.
title Enabling Pareto-Stationarity Exploration in Multi-Objective Reinforcement Learning: A Multi-Objective Weighted-Chebyshev Actor-Critic Approach
topic Machine Learning
url https://arxiv.org/abs/2507.21397