How do you deal with multi-objective or conflicting rewards in RL?
Reinforcement learning (RL) is a branch of machine learning that focuses on learning from trial and error, based on rewards and penalties. In many real-world problems, however, the rewards are not clear-cut, but rather depend on multiple objectives or trade-offs. For example, an autonomous vehicle may have to balance safety, speed, and fuel efficiency, while a recommender system may have to consider user satisfaction, diversity, and revenue. How do you deal with such multi-objective or conflicting rewards in RL? In this article, we will explore some of the challenges and solutions for this topic.
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Combine rewards creatively:Utilize weighted sums to integrate multiple objectives into a single reward. Adjust the weights to reflect the importance of each goal, but be mindful that this approach might not fully capture conflicting objectives.### *Explore multi-objective optimization:Employ methods like scalarization or evolutionary algorithms to approximate the Pareto front. This helps in finding balanced policies that consider trade-offs without compromising on critical objectives.