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Reward Dimension Reduction for Scalable Multi-Objective Reinforcement Learning
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Proposes an online reward dimension reduction method using a row-stochastic, positive affine map learned with a reconstruction network, so multi-policy MORL scales to many objectives while preserving Pareto-optimality.
Problem
Multi-policy multi-objective RL becomes hard to scale as the number of objectives grows (e.g., 16), and standard dimension reduction methods (PCA, autoencoders, NPCA) are batch-oriented and fail to preserve Pareto-optimality when applied online.
Approach
Reduce the vector reward online with an affine map A whose entries are positive and whose rows sum to one (softmax-parameterized), so that preference vectors in the reduced simplex map to valid preferences in the original simplex and Pareto-optimality is preserved; A is trained jointly with a reconstruction network from the reduced reward back to the original reward.
Key results
- In the 16-objective traffic environment, the proposed method improves hypervolume over the base algorithm by a factor of 37.9 (166.9 vs 4.4 x10^61) and reduces sparsity to 2.3 x10^5 from 1842 x10^5.
- In LunarLander-5D, hypervolume is 25.6 x10^7 vs 3.1 x10^7 for the base algorithm, with sparsity 1.1 x10^2 vs 31.2.
- Removing positivity of the reduction matrix yields zero hypervolume, indicating positivity is required for Pareto-optimality preservation in the ablation.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Apply reward dimension reduction with the proposed method instead of Base | Multi-policy MORL · LunarLander-5D | HV: 3.1 ± 4.7 -> 25.6 ± 6.9 | Helped |
| Apply reward dimension reduction with the proposed method instead of Base | Multi-policy MORL · LunarLander-5D | SP: 31.2 ± 25.3 -> 1.1 ± 1.2 | Helped |
| Apply reward dimension reduction with the proposed method instead of Base | Multi-policy MORL · Traffic light control (16D) | HV: 4.4 ± 6.8 -> 166.9 ± 48.1 | Helped |
| Apply reward dimension reduction with the proposed method instead of Base | Multi-policy MORL · Traffic light control (16D) | SP: 1842 ± 1290 -> 2.3 ± 1.0 | Helped |
| Add a bias term to the reward transform (ablation) | Ours · Traffic light control (16D) | HV: 166.9 -> 132.9 | Hurt |
| Remove row-stochasticity constraint (ablation) | Ours · Traffic light control (16D) | HV: 166.9 -> 46.8 | Hurt |
| Remove row-stochasticity constraint (ablation) | Ours · Traffic light control (16D) | SP: 2.3 -> 38.8 | Hurt |
| Remove positivity constraint (ablation) | Ours · Traffic light control (16D) | HV: 166.9 -> 0 | Hurt |
| Remove positivity constraint (ablation) | Ours · Traffic light control (16D) | SP: 2.3 -> 4066.6 | Hurt |
| Remove dropout from the reconstructor (ablation) | Ours · Traffic light control (16D) | HV: 166.9 -> 127.1 | Hurt |
| Remove dropout from the reconstructor (ablation) | Ours · Traffic light control (16D) | SP: 2.3 -> 9.5 | Hurt |
| Increase emphasis on the orthonormality constraint (ablation) | NPCA · Traffic light control (16D) | HV: 19.4 ± 15.3 -> 0.3 ± 0.5 | Hurt |
Surprising findings
- Online PCA and autoencoder reductions perform worse than the base algorithm without reduction, and in the traffic task PCA and AE yield near-zero hypervolume.
- Strict monotone neural reward mappings without the affine positive constraint produce zero hypervolume.
Limitations
- Positivity and row-stochasticity are only sufficient conditions for Pareto-optimality; necessary conditions are not established.
- Only two environments were tested, and no established benchmark exists with more than ten objectives.
- Test-time preferences in the original high-dimensional space must still be mapped to the reduced space, which is not solved.
Experimental setup
Datasets: LunarLander-5D sumo-rl traffic light control (modified to 16 objectives)
Benchmarks: LunarLander-5D traffic light control with 16 objectives
Metrics: hypervolume sparsity expected utility metric (EUM)
Baselines: Base (MORL algorithm without reduction) incremental PCA online autoencoder online NPCA NPCA-ortho Monotone reward mapping
Builds on: morl-baselines non-negative PCA incremental PCA online autoencoder multi-objective Q-learning with optimality operator
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