Robust Multi-objective Learning with Mentor Feedback.

Alekh Agarwal, Ashwinkumar Badanidiyuru, Miroslav Dudík, Robert E. Schapire, Aleksandrs Slivkins

Abstract: We study decision making when each action is described by a set of objectives, all of which are to be maximized. During the training phase, we have access to the actions of an outside agent (“mento...