Pareto-Optimal Offline Reinforcement Learning via Smooth Tchebycheff Scalarization

Aligning large language models (LLMs) with human values is important for safe, efficient, and beneficial AI deployment. However, human values are multifaceted: helpfulness, harmlessness and humor trade off against one another, and different users want different trade-offs. Multi-objective alignment (MOA) addresses this by training a policy that can provide any point of the Pareto front, but existing methods either train one model per preference, interpolate a few separately aligned experts post hoc, or train a single conditioned model without considering which preferences it should be trained on. Since the hard regions of the preference simplex depend on the objectives at hand, existing methods leave them under-trained and do not get the most out of a single model. Therefore, we propose MAESTRO (Multi-objective Alignment via End-to-end STeering and Robust Optimization), which formulates MOA as a minimax problem over preference distributions and trains a single prompt-conditioned policy end-to-end with RL against an adversarial preference distribution: a Dirichlet distribution updated by online mirror descent toward the preferences the current policy serves worst, rather than on a fixed one. On HH-RLHF, BeaverTails and a summarization task, with up to three objectives, MAESTRO attains the best Pareto front on most tasks in a single training run, at the lowest training cost among the compared methods. The largest margins appear in the hard regions that a fixed preference distribution leaves under-trained, confirming that a single prompt-conditioned model is capable of covering the objective trade-offs on its own.

Existing robust preference optimization for language-model alignment mainly studies pairwise supervision and places robustness at the dataset, prompt, or preference-pair level. We instead study listwise preference optimization under ranking-label uncertainty: given a prompt and a candidate list, the observed ranking over that list may be ambiguous due to annotator inconsistency, near-ties, lossy rankwise feedback, or reward-model noise. We propose a pointwise total-variation robust Plackett--Luce objective that directly robustifies the ranking label conditional on the candidate list. The robust loss admits an exact decomposition into the nominal PL loss plus a worst-case PL correction, and the worst-case ranking is obtained by sorting current implicit scores in ascending order, reducing the inner maximization from $K!$ enumeration to $O(K\log K)$. This tractable structure yields strong offline and online optimization guarantees. In the offline fixed-list setting, the robust objective is convex and projected stochastic subgradient reaches global $ε$-suboptimality with $O(ε^{-2})$ sample complexity. In the online policy-induced setting, where candidate lists are generated by the current policy, we establish weak convexity and $\widetilde O(ε^{-2})$ Moreau-envelope stationarity. Experiments in offline LLM alignment show that the proposed robust correction largely preserves performance under clean labels and improves robustness under noise. In online alignment, it makes reward-model-ranked candidate expansion more reliable and improves both reward-model and external GPT-4 judge metrics.

Reinforcement Learning (RL) systems are typically trained using a single, well-specified scalar reward function. However, real-world decision-making tasks often involve multiple, competing objectives, such as performance versus efficiency, where ground-truth reward functions are difficult to specify or inaccessible. While Multi-Objective RL (MORL) addresses such trade-offs by modeling rewards as vectors, existing approaches typically assume access to a well-specified reward function for each objective, inheriting the same challenges faced by single-objective RL. Meanwhile, Preference-based RL (PbRL) has shown great potential in solving complex tasks without access to a pre-defined reward function through reward learning from human feedback, yet has largely been studied in single-objective settings. In this work, we bridge this gap with LEMUR: Learning to Align with Multi-Objective Reinforcement Learning with Preference feedback, a novel framework where an agent interactively learns from the preferences of multiple humans to learn optimal multi-objective policies. Our approach jointly learns policies and multiple objective-specific reward models from human feedback, enabling agents to effectively balance competing objectives during learning. We evaluate LEMUR on a variety of benchmark multi-objective tasks, and empirical results demonstrate its superior performance over baseline methods. Our method presents a promising direction for solving multi-objective decision-making tasks without pre-defined reward functions.