Convex Hull Monte-Carlo Tree Search

This work investigates Monte-Carlo planning for agents in stochastic environments, with multiple objectives. We propose the Convex Hull Monte-Carlo Tree-Search (CHMCTS) framework, which builds upon Trial Based Heuristic Tree Search and Convex Hull Value Iteration (CHVI), as a solution to multi-objective planning in large environments. Moreover, we consider how to pose the problem of approximating multiobjective planning solutions as a contextual multi-armed bandits problem, giving a principled motivation for how to select actions from the view of contextual regret. This leads us to the use of Contextual Zooming for action selection, yielding Zooming CHMCTS. We evaluate our algorithm using the Generalised Deep Sea Treasure environment, demonstrating that Zooming CHMCTS can achieve a sublinear contextual regret and scales better than CHVI on a given computational budget.Comment: Camera-ready version of paper accepted to ICAPS 2020, along with relevant appendice

Sample-Efficient Multi-Objective Learning via Generalized Policy Improvement Prioritization

Multi-objective reinforcement learning (MORL) algorithms tackle sequential decision problems where agents may have different preferences over (possibly conflicting) reward functions. Such algorithms often learn a set of policies (each optimized for a particular agent preference) that can later be used to solve problems with novel preferences. We introduce a novel algorithm that uses Generalized Policy Improvement (GPI) to define principled, formally-derived prioritization schemes that improve sample-efficient learning. They implement active-learning strategies by which the agent can (i) identify the most promising preferences/objectives to train on at each moment, to more rapidly solve a given MORL problem; and (ii) identify which previous experiences are most relevant when learning a policy for a particular agent preference, via a novel Dyna-style MORL method. We prove our algorithm is guaranteed to always converge to an optimal solution in a finite number of steps, or an $\epsilon$-optimal solution (for a bounded $\epsilon$) if the agent is limited and can only identify possibly sub-optimal policies. We also prove that our method monotonically improves the quality of its partial solutions while learning. Finally, we introduce a bound that characterizes the maximum utility loss (with respect to the optimal solution) incurred by the partial solutions computed by our method throughout learning. We empirically show that our method outperforms state-of-the-art MORL algorithms in challenging multi-objective tasks, both with discrete and continuous state and action spaces.Comment: Accepted to AAMAS 202

Convex Hull Monte-Carlo tree search

This work investigates Monte-Carlo planning for agents in stochastic environments, with multiple objectives. We propose the Convex Hull Monte-Carlo Tree-Search (CHMCTS) framework, which builds upon Trial Based Heuristic Tree Search and Convex Hull Value Iteration (CHVI), as a solution to multi-objective planning in large environments. Moreover, we consider how to pose the problem of approximating multi-objective planning solutions as a contextual multi-armed bandits problem, giving a principled motivation for how to select actions from the view of contextual regret. This leads us to the use of Contextual Zooming for action selection, yielding Zooming CHMCTS. We evaluate our algorithm using the Generalised Deep Sea Treasure environment, demonstrating that Zooming CHMCTS can achieve a sublinear contextual regret and scales better than CHVI on a given computational budget