强化学习之Sarsa lambda

import numpy as np
import pandas as pd

class RL(object):
	def __init__(self, action_space, learning_rate=0.01, reward_decay=0.9, e_greedy=0.9):
		self.actions = action_space
		self.lr = learning_rate
		self.gamma = reward_decay
		self.epsilon = e_greedy

		self.q_table = pd.DataFrame(columns=self.actions, dtype=np.float64)

	def check_state_exist(self, state):
		if state not in self.q_table.index:
			self.q_table = self.q_table.append(pd.Series([0]*len(self.actions), index=self.q_table.columns, name=state))

	def choose_action(self, observation):
		self.check_state_exist(observation)
		if np.random.rand() < self.epsilon:
			state_action = self.q_table.loc[observation, :]
			# print("state_action: {}".format(state_action))
			# print("state_action == np.max(state_action): {}".format(state_action == np.max(state_action)))
			print(state_action[state_action==np.max(state_action)])
			action = np.random.choice(state_action[state_action==np.max(state_action)].index)
		else:
			action = np.random.choice(self.actions)
		return action

	def learn(self, *args):
		pass

class SarsaLambdaTable(RL):
	def __init__(self, actions, learning_rate=0.01, reward_decay=0.9, e_greedy=0.9, trace_decay=0.9):
		super(SarsaLambdaTable, self).__init__(actions, learning_rate, reward_decay, e_greedy)
		self.lambda_ = trace_decay
		self.eligibility_trace = self.q_table.copy()

	def check_state_exist(self, state):
		if state not in self.q_table.index:
			to_be_append = pd.Series([0]*len(self.actions), index=self.q_table.columns, name=state)
			self.q_table = self.q_table.append(to_be_append)
			self.eligibility_trace = self.eligibility_trace.append(to_be_append)

	def learn(self, s, a, r, s_, a_):
		self.check_state_exist(s_)
		q_predict = self.q_table.loc[s,a]
		if s_ != 'terminal':
			q_target = r + self.gamma * self.q_table.loc[s_, a_]
		else:
			q_target = r

		error = q_target - q_predict

		self.eligibility_trace.loc[s,:] *= 0
		self.eligibility_trace.loc[s,a] = 1

		self.q_table += self.lr * error * self.eligibility_trace

		self.eligibility_trace *= self.gamma*self.lambda_