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A product manager asks for reinforcement learning. When should you talk them out of it?

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Answer

  • Whenever the problem is really supervised prediction with a decision rule on top, which covers most business cases.
  • If the action does not change the future state of the world, you do not need sequential decision making: predict the outcome and optimize the decision analytically.
  • Reinforcement learning also needs either a fast, faithful simulator or the willingness to let a bad policy act on real users, and most organizations have neither.
  • Sparse rewards, long delays between action and outcome, and no ability to explore safely all push the difficulty up sharply.
  • The honest recommendation is usually a contextual bandit, which keeps the exploration benefit without credit assignment over time, or a predictive model plus an optimizer.
Check yourself — multiple choice
  • Never, RL is always stronger
  • When actions do not change future state, when there is no faithful simulator or safe exploration, or when rewards are sparse — a contextual bandit or predict-then-optimize usually fits better
  • Only when data is small
  • When the state space is discrete

Sequential decision machinery is only justified when actions genuinely affect future states and exploration is feasible.

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Practise Reinforcement Learning

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