Reinforcement Learning with Pairwise Preferences in Long-Term Decision Problems

· Source: Artificial Intelligence · Field: Technology & Digital — Artificial Intelligence & Machine Learning · Depth: Expert, quick

Summary

A new problem model, the Markov decision contest, addresses inefficiencies in reinforcement learning with pairwise preferences, particularly in long-term decision problems. While traditional reinforcement learning maximizes scalar rewards, pairwise preferences offer a more natural way to specify certain goals but existing methods struggle with long time horizons and lack performance guarantees for Markov policies. The proposed Markov decision contest model proves that stationary Markov policies are optimal among all history-dependent policies. Furthermore, solving a Markov decision contest exactly is shown to be in P, indicating computational tractability. The authors also present a simple iterative algorithm that converges to an optimal policy at a sublinear rate. Empirical results in high-dimensional decision problems with long time horizons demonstrate that this approximate algorithm significantly outperforms prior work in learning efficiency.

Key takeaway

For Machine Learning Engineers developing reinforcement learning systems with complex, long-term objectives, you should consider adopting the Markov decision contest framework. This model offers a computationally efficient approach to handle pairwise preferences, ensuring optimal stationary Markov policies even over extended time horizons. Implementing the proposed iterative algorithm can significantly improve learning efficiency compared to prior methods, allowing you to specify goals more naturally and achieve robust policy performance in high-dimensional environments.

Key insights

The Markov decision contest model efficiently solves reinforcement learning problems with pairwise preferences over long time horizons, guaranteeing optimal stationary Markov policies.

Principles

Method

The Markov decision contest model defines a new framework for RL with pairwise preferences, solvable exactly in P, with an iterative algorithm converging sublinearly to an optimal policy.

In practice

Topics

Best for: Research Scientist, AI Scientist, Machine Learning Engineer

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Editorial summary, takeaway, and curation by AIssential. Original article published by Artificial Intelligence.