Multi-Objective Causal Bandits: Minimal Intervention Space and Policy-Level Learning

Many decision-making problems involve multiple objectives, where actions affect several performance metrics, fairness criteria, or safety constraints. We study multi-objective causal bandits with multiple reward nodes, where actions correspond to interventions on subsets of variables in a causal graph and performance is evaluated through Pareto optimality. Existing approaches to multi-objective bandits typically define optimality at the level of individual actions, using pairwise dominance or scalarization. In contrast, randomized decision rules induce convex combinations of action-level reward vectors, so the relevant achievable set is the convex hull of these rewards. Thus, an intervention may be suboptimal even if no single intervention dominates it, because it can be dominated by a randomized policy over other interventions. We formalize this policy-level phenomenon and show that it has consequences for both causal action-space reduction and online learning. First, we provide a necessary-and-sufficient graphical characterization of possibly Pareto-optimal minimal intervention sets (PPOMISs). Our characterization yields a minimal, sound, and complete candidate intervention family from the graph alone, correcting prior formulations that may include intervention sets that are never Pareto-optimal under any compatible structural causal model. Second, over this reduced intervention space, we design an online UCB-style algorithm that eliminates actions using dominance tests against convex combinations of other actions, and prove logarithmic gap-dependent Pareto regret. Finally, we study constrained multi-objective causal bandits, where feasibility and optimality may be realized only with randomized policies, and develop an online UCB-style constrained bandit algorithm with sublinear regret and constraint-violation guarantees.