MORL/D: Multi-Objective Reinforcement Learning based on Decomposition
Published in International Conference in Optimization and Learning (OLA2022), 2022
Many real life problems involve multiple objectives. The established way to resolve these is called Multi-Objective Optimization (MOO). This field has been extensively studied for over 50 years, producing a wide variety of optimisation approaches. These rely on a set of concepts such as Pareto dominance, indicators or scalarisation. Yet most of these approaches require a complete knowledge of the environment dynamics. Reinforcement Learning (RL) is a machine learning technique which aims at training an agent to behave optimally in some possibly unknown environment. Its extension to environments containing multiple objectives is called Multi-Objective Reinforcement Learning (MORL). One of the existing approaches to solve MORL problems, called outer loop multi-policy MORL, aims at learning various optimal compromises between objectives. Its strategy is to decompose the problem into various subproblems by using different scalarisation functions. These algorithms then apply standard RL on the scalarised subproblems as to target various optimal policies. Other MORL approaches have been published lately; nevertheless, this field remains understudied when compared to MOO or RL. At the same time, MOEA/D, a framework allowing to use the decomposition technique in Evolutionary Algorithms (EAs) has been introduced in the MOO literature. Similar to outer loop MORL, this framework converts the multi-objective problem into various single-objective problems (SOPs) by using various scalarisations. Although outer loop algorithms have a similar structure to MOEA/D, to the best of our knowledge no work has clearly identified those similarities yet. This paper presents an initial attempt to design an outer loop MORL framework which could easily be extended in order to ease the transfer of MOEA/D variants’ concepts into MORL.
Recommended citation: F. Felten, E.-G. Talbi, and G. Danoy, (2022). MORL/D: Multi-Objective Reinforcement Learning based on Decomposition. In Proceedings of International Conference on Optimization and Learning (OLA2022)
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