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Multi-Objective SPIBB: Seldonian Offline Policy Improvement with Safety Constraints in Finite MDPs
harsh satija · Philip Thomas · Joelle Pineau · Romain Laroche

Fri Dec 10 08:30 AM -- 10:00 AM (PST) @

We study the problem of Safe Policy Improvement (SPI) under constraints in the offline Reinforcement Learning (RL) setting. We consider the scenario where: (i) we have a dataset collected under a known baseline policy, (ii) multiple reward signals are received from the environment inducing as many objectives to optimize. We present an SPI formulation for this RL setting that takes into account the preferences of the algorithm’s user for handling the trade-offs for different reward signals while ensuring that the new policy performs at least as well as the baseline policy along each individual objective. We build on traditional SPI algorithms and propose a novel method based on Safe Policy Iteration with Baseline Bootstrapping (SPIBB, Laroche et al., 2019) that provides high probability guarantees on the performance of the agent in the true environment. We show the effectiveness of our method on a synthetic grid-world safety task as well as in a real-world critical care context to learn a policy for the administration of IV fluids and vasopressors to treat sepsis.

Author Information

harsh satija (McGill University)
Philip Thomas (University of Massachusetts Amherst)
Joelle Pineau (McGill University)

Joelle Pineau is an Associate Professor and William Dawson Scholar at McGill University where she co-directs the Reasoning and Learning Lab. She also leads the Facebook AI Research lab in Montreal, Canada. She holds a BASc in Engineering from the University of Waterloo, and an MSc and PhD in Robotics from Carnegie Mellon University. Dr. Pineau's research focuses on developing new models and algorithms for planning and learning in complex partially-observable domains. She also works on applying these algorithms to complex problems in robotics, health care, games and conversational agents. She serves on the editorial board of the Journal of Artificial Intelligence Research and the Journal of Machine Learning Research and is currently President of the International Machine Learning Society. She is a recipient of NSERC's E.W.R. Steacie Memorial Fellowship (2018), a Fellow of the Association for the Advancement of Artificial Intelligence (AAAI), a Senior Fellow of the Canadian Institute for Advanced Research (CIFAR) and in 2016 was named a member of the College of New Scholars, Artists and Scientists by the Royal Society of Canada.

Romain Laroche (Microsoft Research)

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