Using Ensemble Techniques and Multi-Objectivization to Solve Reinforcement Learning Problems

Tim Brys, Matthew E. Taylor, Ann Nowé

Abstract: Recent work on multi-objectivization has shown how a single-objective reinforcement learning problem can be turned into a multi-objective problem with correlated objectives, by providing multiple reward shaping functions. The information contained in these correlated objectives can be exploited to solve the base, single-objective problem faster and better, given techniques specifically aimed at handling such correlated objectives. In this paper, we identify ensemble techniques as a set of methods that is suitable to solve multi-objectivized reinforcement learning problems. We empirically demonstrate their use on the Pursuit domain.