atlas

Research map / Reinforcement learning / Policy gradient and actor-critic

Breaking the Bias Barrier in Concave Multi-Objective Reinforcement Learning

NeurIPS 2026 · Reinforcement learning › Policy gradient and actor-critic · approach: Variance-reduced policy gradients · 0 citations (OpenAlex)

Read the paperCheck your idea against 108,967 papers

AI-extracted summary. Written by AI from the paper's full text. Numbers and claims can be wrong or missing context, so check the paper before you cite or build on it.

Shows concave-scalarized multi-objective RL suffers an O(eps^-4) policy-gradient barrier from plug-in bias, and closes it to O(eps^-2) with NPG plus an MLMC gradient estimator (or vanilla NPG under second-order smoothness of f).

Problem

Policy-gradient methods for maximizing a concave scalarization f(J_1,...,J_M) of multiple expected discounted returns suffer biased gradient estimates from plug-in return estimates, giving a known O(eps^-4) sample complexity versus O(eps^-2) for standard RL.

Approach

Use a natural policy gradient update with a multi-level Monte Carlo estimator of the nonlinear scalarization gradient to reduce bias at logarithmic expected sampling cost; under second-order smoothness of f the first-order bias cancels so vanilla NPG with empirical returns suffices.

Key results

Surprising findings

Limitations

Experimental setup

Metrics: sample complexity optimality gap

Baselines: prior policy-gradient concave MORL method (O(eps^-4)) model-based concave MORL regret methods

Builds on: natural policy gradient multi-level Monte Carlo reinforcement learning with general utilities

Closest papers by meaning

Writing a paper in this area? scime draft is a free LaTeX editor with AI included, real-time co-authors and a check of your references and venue rules before you submit. It also imports OpenAI Prism projects.

Open scime draft

Get the next scime Dispatch and a monthly field update

Free. We send a confirmation link first; every email has a one-click unsubscribe. Privacy