In this paper, we present a link between preference-based and multiobjective sequential decision-making. While transforming a multiobjective problem to a preference-based one is quite natural, the other direction is a bit less obvious. We present how this transformation (from preference-based to multiobjective) can be done under the classic condition that preferences over histories can be represented by additively decomposable utilities and that the decision criterion to evaluate policies in a state is based on expectation. This link yields a new source of multiobjective sequential decision-making problems (i.e., when reward values are unknown) and justifies the use of solving methods developed in one setting in the other one.
Multiobjective MDP (MOMDP) @cite_11 is an MDP @math where the reward function is redefined as @math with @math being the number of objectives. The value function @math of a policy @math is now vectorial and can be computed as the limit of the vectorial version of ) and ): @math , In MOMDP, the value function of policy @math Pareto-dominates that of another policy @math if in every state @math , @math is not smaller than @math on every objective and @math is greater than @math on at least one objective. By extension, we say that @math Pareto-dominates @math if value function @math Pareto-dominates value function @math . A value function (resp. policy) is Pareto-optimal if it is not Pareto-dominated by any other value function (resp. policy). Due to incomparability of vectorial value functions, there are generally many Pareto-optimal value functions (and therefore policies), which constitutes the main difficulty of the multiobjective setting.
@cite_11
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Decomposition-based algorithms have become increasingly popular for evolutionary multiobjective optimization. However, the effect of scalarizing methods used in these algorithms is still far from being well understood. This paper analyzes a family of frequently used scalarizing methods, the @math methods, and shows that the @math value is crucial to balance the selective pressure toward the Pareto optimal and the algorithm robustness to Pareto optimal front (PF) geometries. It demonstrates that an @math method that can maximize the search ability of a decomposition-based algorithm exists and guarantees that, given some weight, any solution along the PF can be found. Moreover, a simple yet effective method called Pareto adaptive scalarizing (PaS) approximation is proposed to approximate the optimal @math value. In order to demonstrate the effectiveness of PaS, we incorporate PaS into a state-of-the-art decomposition-based algorithm, i.e., multiobjective evolutionary algorithm based on decomposition (MOEA D), and compare the resultant MOEA D-PaS with some other MOEA D variants on a set of problems with different PF geometries and up to seven conflicting objectives. Experimental results demonstrate that the PaS is effective. This paper is devoted to fair optimization in Multiobjective Markov Decision Processes (MOMDPs). A MOMDP is an extension of the MDP model for planning under uncertainty while trying to optimize several reward functions simultaneously. This applies to multiagent problems when rewards define individual utility functions, or in multicriteria problems when rewards refer to different features. In this setting, we study the determination of policies leading to Lorenz-non-dominated tradeoffs. Lorenz dominance is a refinement of Pareto dominance that was introduced in Social Choice for the measurement of inequalities. In this paper, we introduce methods to efficiently approximate the sets of Lorenz-non-dominated solutions of infinite-horizon, discounted MOMDPs. The approximations are polynomial-sized subsets of those solutions. Consider the problem of approximating the optimal policy of a Markov decision process (MDP) by sampling state transitions. In contrast to existing reinforcement learning methods that are based on successive approximations to the nonlinear Bellman equation, we propose a Primal-Dual @math Learning method in light of the linear duality between the value and policy. The @math learning method is model-free and makes primal-dual updates to the policy and value vectors as new data are revealed. For infinite-horizon undiscounted Markov decision process with finite state space @math and finite action space @math , the @math learning method finds an @math -optimal policy using the following number of sample transitions @math where @math is an upper bound of mixing times across all policies and @math is a parameter characterizing the range of stationary distributions across policies. The @math learning method also applies to the computational problem of MDP where the transition probabilities and rewards are explicitly given as the input. In the case where each state transition can be sampled in @math time, the @math learning method gives a sublinear-time algorithm for solving the averaged-reward MDP. We consider multiobjective and parametric versions of the global minimum cut problem in undirected graphs and bounded-rank hypergraphs with multiple edge cost functions. For a fixed number of edge cost functions, we show that the total number of supported non-dominated (SND) cuts is bounded by a polynomial in the numbers of nodes and edges, i.e., is strongly polynomial. This bound also applies to the combinatorial facet complexity of the problem, i.e., the maximum number of facets (linear pieces) of the parametric curve for the parametrized (linear combination) objective, over the set of all parameter vectors such that the parametrized edge costs are nonnegative and the parametrized cut costs are positive. We sharpen this bound in the case of two objectives (the bicriteria problem), for which we also derive a strongly polynomial upper bound on the total number of non-dominated (Pareto optimal) cuts. In particular, the bicriteria global minimum cut problem in an n-node graph admits @math O(n3logn) SND cuts and @math O(n5logn) Pareto optimal cuts. These results significantly improve on earlier graph cut results by Mulmuley (SIAM J Comput 28(4):1460---1509, 1999) and Armon and Zwick (Algorithmica 46(1):15---26, 2006). They also imply that the parametric curve and all SND cuts, and, for the bicriteria problems, all Pareto optimal cuts, can be computed in strongly polynomial time when the number of objectives is fixed. Reinforcement learning (RL) agents have traditionally been tasked with maximizing the value function of a Markov decision process (MDP), either in continuous settings, with fixed discount factor @math , or in episodic settings, with @math . While this has proven effective for specific tasks with well-defined objectives (e.g., games), it has never been established that fixed discounting is suitable for general purpose use (e.g., as a model of human preferences). This paper characterizes rationality in sequential decision making using a set of seven axioms and arrives at a form of discounting that generalizes traditional fixed discounting. In particular, our framework admits a state-action dependent "discount" factor that is not constrained to be less than 1, so long as there is eventual long run discounting. Although this broadens the range of possible preference structures in continuous settings, we show that there exists a unique "optimizing MDP" with fixed @math whose optimal value function matches the true utility of the optimal policy, and we quantify the difference between value and utility for suboptimal policies. Our work can be seen as providing a normative justification for (a slight generalization of) Martha White's RL task formalism (2017) and other recent departures from the traditional RL, and is relevant to task specification in RL, inverse RL and preference-based RL. The goal of search result diversification is to select a subset of documents from the candidate set to satisfy as many different subtopics as possible. In general, it is a problem of subset selection and selecting an optimal subset of documents is NP-hard. Existing methods usually formalize the problem as ranking the documents with greedy sequential document selection. At each of the ranking position the document that can provide the largest amount of additional information is selected. It is obvious that the greedy selections inevitably produce suboptimal rankings. In this paper we propose to partially alleviate the problem with a Monte Carlo tree search (MCTS) enhanced Markov decision process (MDP), referred to as M @math Div. In M @math Div, the construction of diverse ranking is formalized as an MDP process where each action corresponds to selecting a document for one ranking position. Given an MDP state which consists of the query, selected documents, and candidates, a recurrent neural network is utilized to produce the policy function for guiding the document selection and the value function for predicting the whole ranking quality. The produced raw policy and value are then strengthened with MCTS through exploring the possible rankings at the subsequent positions, achieving a better search policy for decision-making. Experimental results based on the TREC benchmarks showed that M @math Div can significantly outperform the state-of-the-art baselines based on greedy sequential document selection, indicating the effectiveness of the exploratory decision-making mechanism in M @math Div. This paper addresses the problem of minimizing a convex, Lipschitz function @math over a convex, compact set @math under a stochastic bandit (i.e., noisy zeroth-order) feedback model. In this model, the algorithm is allowed to observe noisy realizations of the function value @math at any query point @math . The quantity of interest is the regret of the algorithm, which is the sum of the function values at algorithm's query points minus the optimal function value. We demonstrate a generalization of the ellipsoid algorithm that incurs @math regret. Since any algorithm has regret at least @math on this problem, our algorithm is optimal in terms of the scaling with @math . Many practitioners of reinforcement learning problems have observed that oftentimes the performance of the agent reaches very close to the optimal performance even though the estimated (action-)value function is still far from the optimal one. The goal of this paper is to explain and formalize this phenomenon by introducing the concept of the action-gap regularity. As a typical result, we prove that for an agent following the greedy policy ( ) with respect to an action-value function @math , the performance loss @math is upper bounded by @math , in which ζ ≥ = 0) is the parameter quantifying the action-gap regularity. For ζ > 0, our results indicate smaller performance loss compared to what previous analyses had suggested. Finally, we show how this regularity affects the performance of the family of approximate value iteration algorithms. In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on the entire distributions of these variables. Our framework enables a much larger class of reward functions such as the @math function and nonlinear utility functions. Existing techniques relying on accurate estimations of the means of random variables, such as the upper confidence bound (UCB) technique, do not work directly on these functions. We propose a new algorithm called stochastically dominant confidence bound (SDCB), which estimates the distributions of underlying random variables and their stochastically dominant confidence bounds. We prove that SDCB can achieve @math distribution-dependent regret and @math distribution-independent regret, where @math is the time horizon. We apply our results to the @math -MAX problem and expected utility maximization problems. In particular, for @math -MAX, we provide the first polynomial-time approximation scheme (PTAS) for its offline problem, and give the first @math bound on the @math -approximation regret of its online problem, for any @math . We consider the problem of provably optimal exploration in reinforcement learning for finite horizon MDPs. We show that an optimistic modification to value iteration achieves a regret bound of @math where @math is the time horizon, @math the number of states, @math the number of actions and @math the number of time-steps. This result improves over the best previous known bound @math achieved by the UCRL2 algorithm of , 2010. The key significance of our new results is that when @math and @math , it leads to a regret of @math that matches the established lower bound of @math up to a logarithmic factor. Our analysis contains two key insights. We use careful application of concentration inequalities to the optimal value function as a whole, rather than to the transitions probabilities (to improve scaling in @math ), and we define Bernstein-based "exploration bonuses" that use the empirical variance of the estimated values at the next states (to improve scaling in @math ). Estimation of functions of @math variables is considered using ridge combinations of the form @math where the activation function @math is a function with bounded value and derivative. These include single-hidden layer neural networks, polynomials, and sinusoidal models. From a sample of size @math of possibly noisy values at random sites @math , the minimax mean square error is examined for functions in the closure of the @math hull of ridge functions with activation @math . It is shown to be of order @math to a fractional power (when @math is of smaller order than @math ), and to be of order @math to a fractional power (when @math is of larger order than @math ). Dependence on constraints @math and @math on the @math norms of inner parameter @math and outer parameter @math , respectively, is also examined. Also, lower and upper bounds on the fractional power are given. The heart of the analysis is development of information-theoretic packing numbers for these classes of functions. We investigate the approximability of several classes of real-valued functions by functions of a small number of variables ( juntas ). Our main results are tight bounds on the number of variables required to approximate a function @math within @math -error @math over the uniform distribution: 1. If @math is submodular, then it is @math -close to a function of @math variables. This is an exponential improvement over previously known results. We note that @math variables are necessary even for linear functions. 2. If @math is fractionally subadditive (XOS) it is @math -close to a function of @math variables. This result holds for all functions with low total @math -influence and is a real-valued analogue of Friedgut's theorem for boolean functions. We show that @math variables are necessary even for XOS functions. As applications of these results, we provide learning algorithms over the uniform distribution. For XOS functions, we give a PAC learning algorithm that runs in time @math . For submodular functions we give an algorithm in the more demanding PMAC learning model (Balcan and Harvey, 2011) which requires a multiplicative @math factor approximation with probability at least @math over the target distribution. Our uniform distribution algorithm runs in time @math . This is the first algorithm in the PMAC model that over the uniform distribution can achieve a constant approximation factor arbitrarily close to 1 for all submodular functions. As follows from the lower bounds in (, 2013) both of these algorithms are close to optimal. We also give applications for proper learning, testing and agnostic learning with value queries of these classes. A function @math is @math -resilient if all its Fourier coefficients of degree at most @math are zero, i.e., @math is uncorrelated with all low-degree parities. We study the notion of @math @math of Boolean functions, where we say that @math is @math -approximately @math -resilient if @math is @math -close to a @math -valued @math -resilient function in @math distance. We show that approximate resilience essentially characterizes the complexity of agnostic learning of a concept class @math over the uniform distribution. Roughly speaking, if all functions in a class @math are far from being @math -resilient then @math can be learned agnostically in time @math and conversely, if @math contains a function close to being @math -resilient then agnostic learning of @math in the statistical query (SQ) framework of Kearns has complexity of at least @math . This characterization is based on the duality between @math approximation by degree- @math polynomials and approximate @math -resilience that we establish. In particular, it implies that @math approximation by low-degree polynomials, known to be sufficient for agnostic learning over product distributions, is in fact necessary. Focusing on monotone Boolean functions, we exhibit the existence of near-optimal @math -approximately @math -resilient monotone functions for all @math . Prior to our work, it was conceivable even that every monotone function is @math -far from any @math -resilient function. Furthermore, we construct simple, explicit monotone functions based on @math and @math that are close to highly resilient functions. Our constructions are based on a fairly general resilience analysis and amplification. These structural results, together with the characterization, imply nearly optimal lower bounds for agnostic learning of monotone juntas. Optimal search for targets with conditionally deterministic motion is investigated. The target motion takes place in @math , a copy of Euclidean n-space, and depends on a stochastic parameter @math which takes values in @math , another copy of Euclidean n-space. The target motion is deterministic given knowledge of @math . That is, there is a function @math , where T is a time interval, such that @math gives the target motion conditioned on @math . Search plans are specified by functions @math . A functional P is defined so that @math gives the probability of detecting the target by time t using plan @math .Let @math be the absolute value of the Jacobian of @math evaluated at x. If there exist functions @math and @math such that @math for @math , the target motion is called factorable Let $ _2 :T ... In this article, we study @math -adic torus periods for certain @math -adic valued functions on Shimura curves coming from classical origin. We prove a @math -adic Waldspurger formula for these periods, generalizing the recent work of Bertolini, Darmon, and Prasanna. In pursuing such a formula, we construct a new anti-cyclotomic @math -adic @math -function of Rankin-Selberg type. At a character of positive weight, the @math -adic @math -function interpolates the central critical value of the complex Rankin-Selberg @math -function. Its value at a Dirichlet character, which is outside the range of interpolation, essentially computes the corresponding @math -adic torus period. We investigate the minimization of Newton's functional for the problem of the body of minimal resistance with maximal height @math cite butt in the class of convex developable functions defined in a disc. This class is a natural candidate to find a (non-radial) minimizer in accordance with the results of cite lrp2. We prove that the minimizer in this class has a minimal set in the form of a regular polygon with @math sides centered in the disc, and numerical experiments indicate that the natural number @math is a non-decreasing function of @math . The corresponding functions all achieve a lower value of the functional than the optimal radially symmetric function with the same height @math . We study Byzantine fault-tolerant distributed optimization of a sum of convex (cost) functions with real-valued scalar input ouput. In particular, the goal is to optimize a global cost function @math , where @math is the set of non-faulty agents, and @math is agent @math 's local cost function, which is initially known only to agent @math . In general, when some of the agents may be Byzantine faulty, the above goal is unachievable, because the identity of the faulty agents is not necessarily known to the non-faulty agents, and the faulty agents may behave arbitrarily. Since the above global cost function cannot be optimized exactly in presence of Byzantine agents, we define a weaker version of the problem. The goal for the weaker problem is to generate an output that is an optimum of a function formed as a convex combination of local cost functions of the non-faulty agents. More precisely, for some choice of weights @math for @math such that @math and @math , the output must be an optimum of the cost function @math . Ideally, we would like @math for all @math -- however, this cannot be guaranteed due to the presence of faulty agents. In fact, we show that the maximum achievable number of nonzero weights ( @math 's) is @math , where @math is the upper bound on the number of Byzantine agents. In addition, we present algorithms that ensure that at least @math agents have weights that are bounded away from 0. We also propose a low-complexity suboptimal algorithm, which ensures that at least @math agents have weights that are bounded away from 0, where @math is the total number of agents, and @math ( @math ) is the actual number of Byzantine agents. We study fault-tolerant distributed optimization of a sum of convex (cost) functions with real-valued scalar input output in the presence of crash faults or Byzantine faults. In particular, the goal is to optimize a global cost function @math , where @math is the collection of agents, and @math is agent @math 's local cost function, which is initially known only to agent @math . Since the above global cost function cannot be optimized exactly in presence of crash faults or Byzantine faults, we define two weaker versions of the problem for crash faults and Byzantine faults, respectively. When some agents may crash, the goal for the weaker problem is to generate an output that is an optimum of a function formed as @math where @math is the set of non-faulty agents, @math is the set of faulty agents (crashed agents), @math for each @math and @math is a normalization constant such that @math . We present an iterative algorithm in which each agent only needs to perform local computation, and send one message per iteration. When some agents may be Byzantine, the system cannot take full advantage of the data kept by non-faulty agents. The goal for the associated weaker problem is to generate an output that is an optimum of a function formed as @math such that @math for each @math and @math . We present an iterative algorithm, where only local computation is needed and only one message per agent is sent in each iteration, that ensures that at least @math agents have weights ( @math 's) that are lower bounded by @math . Consider a geometric range space @math where each data point @math has two or more values (say @math and @math ). Also consider a function @math defined on any subset @math on the sum of values in that range e.g., @math and @math . The @math -maximum range is @math . Our goal is to find some @math such that @math We develop algorithms for this problem for range spaces with bounded VC-dimension, as well as significant improvements for those defined by balls, halfspaces, and axis-aligned rectangles. This problem has many applications in many areas including discrepancy evaluation, classification, and spatial scan statistics. Two of the leading approaches for model-free reinforcement learning are policy gradient methods and @math -learning methods. @math -learning methods can be effective and sample-efficient when they work, however, it is not well-understood why they work, since empirically, the @math -values they estimate are very inaccurate. A partial explanation may be that @math -learning methods are secretly implementing policy gradient updates: we show that there is a precise equivalence between @math -learning and policy gradient methods in the setting of entropy-regularized reinforcement learning, that "soft" (entropy-regularized) @math -learning is exactly equivalent to a policy gradient method. We also point out a connection between @math -learning methods and natural policy gradient methods. Experimentally, we explore the entropy-regularized versions of @math -learning and policy gradients, and we find them to perform as well as (or slightly better than) the standard variants on the Atari benchmark. We also show that the equivalence holds in practical settings by constructing a @math -learning method that closely matches the learning dynamics of A3C without using a target network or @math -greedy exploration schedule.