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.
Classically, in reinforcement learning (RL), it is assumed that the agent does not know the transition and reward functions. In that case, an optimal policy has to be learned by interacting with the environment. Two main approaches can be distinguished here @cite_28 . The first (called indirect or model-based method), tries to first estimate the transition and reward functions and then use an MDP solving method on the learned environment model (e.g., @cite_13 ). The second (called direct or model-free method), searches for an optimal policy without trying to learn a model of the environment.
@cite_28 @cite_13
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The goal of reinforcement learning (RL) is to let an agent learn an optimal control policy in an unknown environment so that future expected rewards are maximized. The model-free RL approach directly learns the policy based on data samples. Although using many samples tends to improve the accuracy of policy learning, collecting a large number of samples is often expensive in practice. On the other hand, the model-based RL approach first estimates the transition model of the environment and then learns the policy based on the estimated transition model. Thus, if the transition model is accurately learned from a small amount of data, the model-based approach is a promising alternative to the model-free approach. In this paper, we propose a novel model-based RL method by combining a recently proposed model-free policy search method called policy gradients with parameter-based exploration and the state-of-the-art transition model estimator called least-squares conditional density estimation. Through experiments, we demonstrate the practical usefulness of the proposed method. Deep Reinforcement Learning has enabled the learning of policies for complex tasks in partially observable environments, without explicitly learning the underlying model of the tasks. While such model-free methods achieve considerable performance, they often ignore the structure of task. We present a natural representation of to Reinforcement Learning (RL) problems using Recurrent Convolutional Neural Networks (RCNNs), to better exploit this inherent structure. We define 3 such RCNNs, whose forward passes execute an efficient Value Iteration, propagate beliefs of state in partially observable environments, and choose optimal actions respectively. Backpropagating gradients through these RCNNs allows the system to explicitly learn the Transition Model and Reward Function associated with the underlying MDP, serving as an elegant alternative to classical model-based RL. We evaluate the proposed algorithms in simulation, considering a robot planning problem. We demonstrate the capability of our framework to reduce the cost of replanning, learn accurate MDP models, and finally re-plan with learnt models to achieve near-optimal policies.