Matthew Siper, Ahmed Khalifa, Julian Togeliuscs.LG
In evolutionary search, a weak child can be a valuable ancestor that makes high-fitness regions reachable. Immediate-return control is blind to this delayed utility, penalizing mutations through their immediate offspring even when they open productive future lineages. We formalize this hidden dynamic as the time value of evolution within a finite-horizon Markov decision process. To exploit it, we introduce Lineage-Value Policy Gradients (LVPG), a long-horizon actor-critic framework for automated trading policy discovery. Our architecture decouples search control into specialized policy heads over a shared generative backbone: a bootstrapped critic head estimates the value of finite-horizon lineage potential from multi-step mutation trees, while an actor head dynamically modulates mutation intensity over the remaining search budget. We isolate the impact of long-horizon credit assignment against immediate-return optimization across 90 paired runs under matched operators, lineage supervision, folds, seeds, and budgets. Path-based credit assignment substantially accelerates finite-budget search, increasing validation best-so-far AUC by 0.394 Sharpe units. LVPG also produces fewer temporary regressions than immediate-return optimization and recovers from them more often. Finite-horizon lineage value yields more selective non-monotonic search and stronger policies within identical resource constraints.
Meta-reinforcement learning is a promising approach to multi-objective optimisation because it enables rapid policy adaptation across changing environments and preference settings. However, conventional few-shot methods usually fine-tune from a single shared meta-policy, which can reduce solution diversity and limit exploration of the Pareto front, especially in high-dimensional combinatorial problems such as supply chain optimisation. We propose a population-based Meta-reinforcement learning framework that combines decomposition with evolutionary search in scalarisation weight space. The framework maintains a population of weight vectors, each associated with a distinct meta-policy trained through gradient-based meta-learning, and iteratively refines this population through elitist selection, crossover, and mutation guided by hypervolume and entropy contributions. We evaluate the method in a multi-objective supply chain setting with conflicting economic, environmental, and social goals, and further test its generality on standard reinforcement learning problems. The results show that the proposed approach yields more diverse, better distributed Pareto front approximations, improves cross-task adaptation, increases hypervolume by up to 32\% over Meta-multi-objective reinforcement learning in the complex case, and attains the lowest average Hausdorff distance among all compared methods.