ELO-Rated Sequence Rewards: Advancing Reinforcement Learning Models

Reinforcement Learning (RL) is highly dependent on the meticulous design of the reward function. However, accurately assigning rewards to each state-action pair in Long-Term RL (LTRL) challenges is formidable. Consequently, RL agents are predominantly trained with expert guidance. Drawing on the principles of ordinal utility theory from economics, we propose a novel reward estimation algorithm: ELO-Rating based RL (ERRL). This approach is distinguished by two main features. Firstly, it leverages expert preferences over trajectories instead of cardinal rewards (utilities) to compute the ELO rating of each trajectory as its reward. Secondly, a new reward redistribution algorithm is introduced to mitigate training volatility in the absence of a fixed anchor reward. Our method demonstrates superior performance over several leading baselines in long-term scenarios (extending up to 5000 steps), where conventional RL algorithms falter. Furthermore, we conduct a thorough analysis of how expert preferences affect the outcomes.

Pure Monte Carlo Counterfactual Regret Minimization

Counterfactual Regret Minimization (CFR) and its variants are the best algorithms so far for solving large-scale incomplete information games. Building upon CFR, this paper proposes a new algorithm named Pure CFR (PCFR) for achieving better performance. PCFR can be seen as a combination of CFR and Fictitious Play (FP), inheriting the concept of counterfactual regret (value) from CFR, and using the best response strategy instead of the regret matching strategy for the next iteration. Our theoretical proof that PCFR can achieve Blackwell approachability enables PCFR's ability to combine with any CFR variant including Monte Carlo CFR (MCCFR). The resultant Pure MCCFR (PMCCFR) can significantly reduce time and space complexity. Particularly, the convergence speed of PMCCFR is at least three times more than that of MCCFR. In addition, since PMCCFR does not pass through the path of strictly dominated strategies, we developed a new warm-start algorithm inspired by the strictly dominated strategies elimination method. Consequently, the PMCCFR with new warm start algorithm can converge by two orders of magnitude faster than the CFR+ algorithm.