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Multi-objective Bayesian optimization (MOBO) has shown promising performance on various expensive multi-objective optimization problems (EMOPs). However, effectively modeling complex distributions of the Pareto optimal solutions is…

Machine Learning · Computer Science 2024-05-15 Bingdong Li , Zixiang Di , Yongfan Lu , Hong Qian , Feng Wang , Peng Yang , Ke Tang , Aimin Zhou

Multi-objective reinforcement learning (MORL) addresses the challenge of simultaneously optimizing multiple, often conflicting, rewards, moving beyond the single-reward focus of conventional reinforcement learning (RL). This approach is…

Neural and Evolutionary Computing · Computer Science 2025-05-21 Carlos Hernández , Roberto Santana

Several recent works have been dedicated to unsupervised reinforcement learning in a single environment, in which a policy is first pre-trained with unsupervised interactions, and then fine-tuned towards the optimal policy for several…

Machine Learning · Computer Science 2021-12-17 Mirco Mutti , Mattia Mancassola , Marcello Restelli

This paper considers the problem of learning a model in model-based reinforcement learning (MBRL). We examine how the planning module of an MBRL algorithm uses the model, and propose that the model learning module should incorporate the way…

Artificial Intelligence · Computer Science 2021-01-05 Romina Abachi , Mohammad Ghavamzadeh , Amir-massoud Farahmand

Many real-world problems require making sequences of decisions where the outcomes of each decision are probabilistic and uncertain, and the availability of different actions is constrained by the outcomes of previous actions. There is a…

Optimization and Control · Mathematics 2025-04-28 Berk Ozturk , She'ifa Punla-Green , Les Servi

Reinforcement learning with multiple, potentially conflicting objectives is pervasive in real-world applications, while this problem remains theoretically under-explored. This paper tackles the multi-objective reinforcement learning (MORL)…

Machine Learning · Computer Science 2024-05-10 Tianchen Zhou , FNU Hairi , Haibo Yang , Jia Liu , Tian Tong , Fan Yang , Michinari Momma , Yan Gao

Decision-making plays a pivotal role in shaping outcomes in various disciplines, such as medicine, economics, and business. This paper provides guidance to practitioners on how to implement a decision tree designed to address treatment…

Econometrics · Economics 2024-06-05 Hugo Bodory , Federica Mascolo , Michael Lechner

Multi-Objective Alignment (MOA) aims to align LLMs' responses with multiple human preference objectives, with Direct Preference Optimization (DPO) emerging as a prominent approach. However, we find that DPO-based MOA approaches suffer from…

Machine Learning · Computer Science 2025-12-09 Moxin Li , Yuantao Zhang , Wenjie Wang , Wentao Shi , Zhuo Liu , Fuli Feng , Tat-Seng Chua

In real-world decision optimization, often multiple competing objectives must be taken into account. Following classical reinforcement learning, these objectives have to be combined into a single reward function. In contrast,…

Machine Learning · Computer Science 2022-04-12 Johannes Dornheim

A core challenge in policy optimization in competitive Markov decision processes is the design of efficient optimization methods with desirable convergence and stability properties. To tackle this, we propose competitive policy optimization…

Machine Learning · Computer Science 2020-06-19 Manish Prajapat , Kamyar Azizzadenesheli , Alexander Liniger , Yisong Yue , Anima Anandkumar

Solving tasks in Reinforcement Learning is no easy feat. As the goal of the agent is to maximize the accumulated reward, it often learns to exploit loopholes and misspecifications in the reward signal resulting in unwanted behavior. While…

Machine Learning · Computer Science 2018-12-27 Chen Tessler , Daniel J. Mankowitz , Shie Mannor

This paper studies policy learning for continuous treatments from observational data. Continuous treatments present more significant challenges than discrete ones because population welfare may need nonparametric estimation, and policy…

Econometrics · Economics 2025-12-02 Chunrong Ai , Yue Fang , Haitian Xie

This article focuses on the multi-objective optimization of stochastic simulators with high output variance, where the input space is finite and the objective functions are expensive to evaluate. We rely on Bayesian optimization algorithms,…

Optimization and Control · Mathematics 2022-07-21 Bruno Barracosa , Julien Bect , Héloïse Dutrieux Baraffe , Juliette Morin , Josselin Fournel , Emmanuel Vazquez

Many advances that have improved the robustness and efficiency of deep reinforcement learning (RL) algorithms can, in one way or another, be understood as introducing additional objectives or constraints in the policy optimization step.…

Instability and slowness are two main problems in deep reinforcement learning. Even if proximal policy optimization (PPO) is the state of the art, it still suffers from these two problems. We introduce an improved algorithm based on…

Machine Learning · Computer Science 2019-10-01 Zhenyu Zhang , Xiangfeng Luo , Tong Liu , Shaorong Xie , Jianshu Wang , Wei Wang , Yang Li , Yan Peng

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

Machine Learning · Computer Science 2024-10-23 Matej Cief , Branislav Kveton , Michal Kompan

Agents that learn to select optimal actions represent a prominent focus of the sequential decision-making literature. In the face of a complex environment or constraints on time and resources, however, aiming to synthesize such an optimal…

Machine Learning · Computer Science 2021-06-23 Dilip Arumugam , Benjamin Van Roy

Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…

Machine Learning · Computer Science 2026-03-11 Sabino Francesco Roselli , Eibe Frank

Deploying machine learning (ML) models often requires both fairness and privacy guarantees. Both of these objectives present unique trade-offs with the utility (e.g., accuracy) of the model. However, the mutual interactions between…

Machine Learning · Computer Science 2023-02-21 Mohammad Yaghini , Patty Liu , Franziska Boenisch , Nicolas Papernot

As generative agents become increasingly capable, alignment of their behavior with complex human values remains a fundamental challenge. Existing approaches often simplify human intent through reduction to a scalar reward, overlooking the…

Machine Learning · Computer Science 2025-07-30 Kalyan Cherukuri , Aarav Lala
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