什么是机器学习
Trust Region Policy Optimization(TRPO
)是一种策略梯度方法,用于解决强化学习问题。TRPO
旨在通过限制策略更新的大小,提高训练的稳定性。这样可以防止在参数空间中迅速迭代导致过大的更新,从而保持策略在相邻状态上的相似性。
以下是一个使用 Python 和 TensorFlow/Keras
实现简单的 TRPO
的示例。在这个例子中,我们将使用 OpenAI Gym 的 CartPole
环境。
import numpy as np
import tensorflow as tf
from tensorflow.keras.models import Model
from tensorflow.keras.layers import Dense, Input
from tensorflow.keras.optimizers import Adam
import gym
# 定义TRPO Agent
class TRPOAgent:
def __init__(self, state_size, action_size):
self.state_size = state_size
self.action_size = action_size
self.gamma = 0.99 # 折扣因子
self.lmbda = 0.95 # GAE(Generalized Advantage Estimation)的参数
self.learning_rate = 0.001
self.clip_ratio = 0.2
# 构建演员(Actor)网络
self.actor = self.build_actor()
def build_actor(self):
state_input = Input(shape=(self.state_size,))
dense1 = Dense(64, activation='tanh')(state_input)
dense2 = Dense(64, activation='tanh')(dense1)
output = Dense(self.action_size, activation='softmax')(dense2)
model = Model(inputs=state_input, outputs=output)
model.compile(loss=self.trpo_loss, optimizer=Adam(lr=self.learning_rate))
return model
def get_action(self, state):
state = np.reshape(state, [1, self.state_size])
action_prob = self.actor.predict(state)[0]
action = np.random.choice(self.action_size, p=action_prob)
return action, action_prob
def trpo_loss(self, y_true, y_pred):
advantage = tf.placeholder(tf.float32, shape=(None, 1))
old_policy_prob = tf.placeholder(tf.float32, shape=(None, self.action_size))
new_policy_prob = y_pred
ratio = tf.exp(tf.log(new_policy_prob + 1e-10) - tf.log(old_policy_prob + 1e-10))
surrogate_loss = -tf.reduce_mean(ratio * advantage)
kl_divergence = tf.reduce_sum(old_policy_prob * (tf.log(old_policy_prob + 1e-10) - tf.log(new_policy_prob + 1e-10)), axis=1)
mean_kl_divergence = tf.reduce_mean(kl_divergence)
grads = tf.gradients(surrogate_loss, self.actor.trainable_weights)
grads_flatten = tf.concat([tf.reshape(g, [-1]) for g in grads], axis=0)
fisher_vector_product = tf.gradients(mean_kl_divergence, self.actor.trainable_weights)
fisher_vector_product_flatten = tf.concat([tf.reshape(fvp, [-1]) for fvp in fisher_vector_product], axis=0)
fisher_vector_product_gradient = tf.reduce_sum(grads_flatten * fisher_vector_product_flatten)
conjugate_gradient_step_direction = tf.placeholder(tf.float32, shape=(None,))
conjugate_gradient_step = tf.gradients(fisher_vector_product_gradient, self.actor.trainable_weights)
conjugate_gradient_step = tf.concat([tf.reshape(cgs, [-1]) for cgs in conjugate_gradient_step], axis=0)
conjugate_gradient_step = conjugate_gradient_step / (conjugate_gradient_step @ conjugate_gradient_step_direction) * conjugate_gradient_step_direction
flat_actor_gradients = tf.placeholder(tf.float32, shape=(None,))
flat_fisher_vector_product = tf.placeholder(tf.float32, shape=(None,))
kl_divergence_surrogate_loss_gradients = tf.gradients(mean_kl_divergence, self.actor.trainable_weights, -flat_actor_gradients)
kl_divergence_surrogate_loss_gradients_flatten = tf.concat([tf.reshape(kldsg, [-1]) for kldsg in kl_divergence_surrogate_loss_gradients], axis=0)
fisher_vector_product_surrogate_loss_gradients = tf.gradients(fisher_vector_product_gradient, self.actor.trainable_weights, flat_fisher_vector_product)
fisher_vector_product_surrogate_loss_gradients_flatten = tf.concat([tf.reshape(fvpslg, [-1]) for fvpslg in fisher_vector_product_surrogate_loss_gradients], axis=0)
grads_surrogate_loss_gradients = kl_divergence_surrogate_loss_gradients_flatten + fisher_vector_product_surrogate_loss_gradients_flatten
conjugate_gradient_step_direction_result = np.zeros_like(flat_actor_gradients.shape)
for _ in range(10): # 通过共轭梯度法求解方程组
feed_dict = {
advantage: np.zeros((1, 1)),
old_policy_prob: np.zeros((1, self.action_size)),
flat_actor_gradients: np.zeros_like(conjugate_gradient_step_direction_result),
flat_fisher_vector_product: conjugate_gradient_step_direction_result,
}
for i, placeholder in enumerate(self.actor._feed_input_tensors):
feed_dict[placeholder] = np.zeros((1, *self.actor._feed_input_shapes[i][1:]))
conjugate_gradient_step_direction_result = fisher_vector_product_gradients_result = grads_surrogate_loss_gradients_result = np.zeros_like(conjugate_gradient_step_direction_result)
for _ in range(10): # 通过逐步迭代求解共轭梯度方向
feed_dict[conjugate_gradient_step_direction] = conjugate_gradient_step_direction_result
feed_dict[flat_actor_gradients] = conjugate_gradient_step_direction_result
cgsdr, fvpgdr, gslgdr = tf.keras.backend.get_session().run(
[conjugate_gradient_step_direction, fisher_vector_product_gradients, grads_surrogate_loss_gradients],
feed_dict=feed_dict
)
alpha = conjugate_gradient_step_direction_result @ conjugate_gradient_step / (cgsdr @ fisher_vector_product_gradients)
conjugate_gradient_step_direction_result += alpha * cgsdr
fisher_vector_product_gradients_result += alpha * fvpgdr
grads_surrogate_loss_gradients_result += alpha * gslgdr
residual = fisher_vector_product_gradients_result - grads_surrogate_loss_gradients_result
beta = residual @ fisher_vector_product_gradients_result / (fisher_vector_product_gradients_result @ fisher_vector_product_gradients_result)
conjugate_gradient_step_direction_result -= beta * residual
return surrogate_loss
def compute_advantages(self, rewards, values, dones):
advantages = np.zeros_like(rewards, dtype=np.float32)
running_add = 0
for t in reversed(range(len(rewards))):
running_add = running_add * self.gamma * (1 - dones[t]) + rewards[t]
advantages[t] = running_add - values[t]
running_add = values[t] + advantages[t] * self.gamma * self.lmbda
return advantages
def train(self, states, actions, rewards, values, dones):
states = np.vstack(states)
actions = np.vstack(actions)
rewards = np.vstack(rewards)
values = np.vstack(values)
dones = np.vstack(dones)
old_policy_prob = self.actor.predict(states)
advantages = self.compute_advantages(rewards, values, dones)
# 计算共轭梯度方向
feed_dict = {
self.actor.input: states,
self.actor.output: old_policy_prob,
self.actor.sample_weights[0]: advantages,
}
flat_actor_gradients_result, flat_fisher_vector_product_result = tf.keras.backend.get_session().run(
[tf.concat([tf.reshape(grad, [-1]) for grad in tf.gradients(self.trpo_loss, self.actor.trainable_weights)], axis=0),
tf.concat([tf.reshape(grad, [-1]) for grad in tf.gradients(tf.reduce_sum(tf.gradients(self.trpo_loss, self.actor.trainable_weights) @
tf.gradients(self.trpo_loss, self.actor.trainable_weights), axis=1), self.actor.trainable_weights)], axis=0)],
feed_dict=feed_dict
)
# 计算步长
conjugate_gradient_step_direction_result = np.zeros_like(flat_actor_gradients_result)
for _ in range(10): # 通过共轭梯度法求解方程组
feed_dict = {
self.actor.input: states,
self.actor.output: old_policy_prob,
self.actor.sample_weights[0]: advantages,
tf.placeholder(tf.float32, shape=(None,)): conjugate_gradient_step_direction_result,
tf.placeholder(tf.float32, shape=(None,)): flat_fisher_vector_product_result,
}
flat_actor_gradients_result, flat_fisher_vector_product_result = tf.keras.backend.get_session().run(
[tf.concat([tf.reshape(grad, [-1]) for grad in tf.gradients(self.trpo_loss, self.actor.trainable_weights)], axis=0),
tf.concat([tf.reshape(grad, [-1]) for grad in tf.gradients(tf.reduce_sum(tf.gradients(self.trpo_loss, self.actor.trainable_weights) @
tf.gradients(self.trpo_loss, self.actor.trainable_weights), axis=1), self.actor.trainable_weights)], axis=0)],
feed_dict=feed_dict
)
alpha = conjugate_gradient_step_direction_result @ flat_actor_gradients_result / (conjugate_gradient_step_direction_result @ flat_fisher_vector_product_result)
conjugate_gradient_step_direction_result += alpha * flat_actor_gradients_result
# 利用共轭梯度方向更新参数
feed_dict = {
self.actor.input: states,
self.actor.output: old_policy_prob,
self.actor.sample_weights[0]: advantages,
tf.placeholder(tf.float32, shape=(None,)): conjugate_gradient_step_direction_result,
}
new_actor_parameters = tf.keras.backend.get_session().run(
[tf.concat([tf.reshape(param - alpha * grad, [-1]) for param, grad in zip(self.actor.trainable_weights, tf.gradients(self.trpo_loss, self.actor.trainable_weights))], axis=0)
for alpha in [1e-3, 1e-2, 1e-1, 1e0, 1e1, 1e2]],
feed_dict=feed_dict
)
new_actor_parameters = [np.reshape(new_param, param.shape) for new_param, param in zip(new_actor_parameters[0], self.actor.get_weights())]
self.actor.set_weights(new_actor_parameters)
# 初始化环境和Agent
env = gym.make('CartPole-v1')
state_size = env.observation_space.shape[0]
action_size = env.action_space.n
agent = TRPOAgent(state_size, action_size)
# 训练TRPO Agent
num_episodes = 500
for episode in range(num_episodes):
state = env.reset()
total_reward = 0
states, actions, rewards, values, dones = [], [], [], [], []
for time in range(500): # 限制每个episode的步数,防止无限循环
# env.render() # 如果想可视化训练过程,可以取消注释此行
action, action_prob = agent.get_action(state)
next_state, reward, done, _ = env.step(action)
total_reward += reward
value = agent.actor.predict(np.reshape(state, [1, state_size]))[0]
states.append(state)
actions.append(action)
rewards.append(reward)
values.append(value)
dones.append(done)
state = next_state
if done:
print("Episode: {}, Total Reward: {}".format(episode + 1, total_reward))
agent.train(states, actions, rewards, values, dones)
break
# 关闭环境
env.close()
在这个例子中,我们定义了一个简单的TRPO Agent,包括演员(Actor)神经网络。在训练过程中,我们使用TRPO算法来更新演员网络的参数。请注意,TRPO算法的实现可能因问题的复杂性而有所不同,可能需要更多的技术和调整,如归一化奖励、使用更复杂的神经网络结构等。