DQN变体:DDQN

这篇文章,主要讨论DDQN。DQN的变体,它主要对 y j y_j yj的计算进行了解耦。

目标Q值的计算

在以前的DQN中 y j y_j yj的计算公式如下:
y j = R j + γ m a x a ′ Q ′ ( ϕ ( S j ′ ) , A j ′ , w ′ ) y_j = R_j+γmax_{a^′}Q^′(ϕ(S^′_j),A^′_j,w^′) yj=Rj+γmaxaQ(ϕ(Sj),Aj,w)
其中 A j ′ A^′_j Aj是通过 ϕ ( S j ′ ) ϕ(S^′_j) ϕ(Sj)输入当前Q网络得到的最大 Q Q Q值,在此一个改动。而是先在当前 Q Q Q网络中先找出最大 Q Q Q值对应的动作。
之前的表达式为:
A j ′ = arg ⁡ max ⁡ a ′ Q ( ϕ ( S j ′ ) , a , w ) A'_j=\arg\max_{a'}Q(\phi(S'_j),a,w) Aj=argmaxaQ(ϕ(Sj),a,w)
现在变为:
A j ′ = arg ⁡ max ⁡ a ′ Q ′ ( ϕ ( S j ′ ) , a , w ) A'_j=\arg\max_{a'}Q^′(\phi(S'_j),a,w) Aj=argmaxaQ(ϕ(Sj),a,w)
最后目标 y j y_j yj变为:
y j = R j + γ Q ′ ( ϕ ( S j ′ ) , arg ⁡ max ⁡ a ′ Q ( ϕ ( S j ′ ) , a , w ) , w ′ ) y_j = R_j + \gamma Q'(\phi(S'_j),\arg\max_{a'}Q(\phi(S'_j),a,w),w') yj=Rj+γQ(ϕ(Sj),argmaxaQ(ϕ(Sj),a,w),w)
其它的算法流程基本一致

算法流程

算法输入:迭代轮数 T T T,状态特征维度 n n n, 动作集 A A A, 步长 α α α,衰减因子 γ γ γ, 探索率 ϵ ϵ ϵ, 当前 Q Q Q网络结构, 目标 Q ′ Q^′ Q网络结构,批量梯度下降的样本数 m m m
输出: Q Q Q网络参数

  1. 随机初始化当前 Q Q Q网络的所有参数 w w w,基于 w w w初始化所有的状态和动作对应的价值 Q Q Q,机初始化目标 Q ′ Q^′ Q网络的所有参数 w ′ w^′ w。清空经验回放的集合 D D D
  2. for i i i from 1 to T T T,进行迭代。
    a ) a) a) 初始化 S S S为当前状态序列的第一个状态, 拿到其特征向量 ϕ ( S ) ϕ(S) ϕ(S)
    b ) b) b) Q Q Q网络中使用 ϕ ( S ) ϕ(S) ϕ(S)作为输入,得到 Q Q Q网络的所有动作对应的 Q Q Q值输出。用 ϵ − ϵ− ϵ贪婪法在当前 Q Q Q值输出中选择对应的动作 A A A
    c ) c) c) 在状态 S S S执行当前动作A,得到新状态 S ′ S^′ S对应的特征向量 ϕ ( S ′ ) ϕ(S^′) ϕ(S)和奖励 R R R,是否终止状态 i s _ e n d is\_end is_end,没有下一个状态
    d ) d) d) ϕ ( S ) , A , R , ϕ ( S ′ ) , i s _ e n d {ϕ(S),A,R,ϕ(S^′),is\_end} ϕ(S),A,R,ϕ(S),is_end这个五元组存入经验回放集合D
    e ) S = S ′ e) S=S^′ e)S=S
    f ) f) f) 从经验回放集合 D D D中采样 m m m个样本 ϕ ( S j ) , A j , R j , ϕ ( S j ′ ) , i s _ e n d j , j = 1 , 2. , , , m {ϕ(S_j),A_j,R_j,ϕ(S^′_j),is\_end_j},j=1,2.,,,m ϕ(Sj),Aj,Rj,ϕ(Sj),is_endj,j=1,2.,,,m计算当前目标 Q Q Q y j y_j yj
    y j = { R j i s _ e n d j    i s    t r u e R j + γ Q ′ ( ϕ ( S j ′ ) , arg ⁡ max ⁡ a ′ Q ( ϕ ( S j ′ ) , a , w ) , w ′ ) i s _ e n d j    i s    f a l s e y_j= \begin{cases} R_j& {is\_end_j\; is \;true}\\ R_j + \gamma Q'(\phi(S'_j),\arg\max_{a'}Q(\phi(S'_j),a,w),w')& {is\_end_j\; is \;false} \end{cases} yj={RjRj+γQ(ϕ(Sj),argmaxaQ(ϕ(Sj),a,w),w)is_endjistrueis_endjisfalse
    g) 使用均方差损失函数 1 m ∑ j = 1 m = 1 m ( y j − Q ( ϕ ( S j ) , A j , w ) ) 2 \frac{1}{m}∑\limits_{j=1}^m=\frac{1}{m}(y_j−Q(ϕ(S_j),A_j,w))^2 m1j=1m=m1(yjQ(ϕ(Sj),Aj,w))2,通过神经网络的梯度反向传播来更新 Q Q Q网络的所有参数 w w w,目标 Q ′ Q^′ Q网络不变,不参与反向传播
    h) 如果T%C=1,则更新目标Q网络参数w′=w
     i) 如果S′是终止状态,当前轮迭代完毕,否则转到步骤b)

算法基本与之前的nature DQN 相似,改变的只有 y j y_j yj的计算方式

代码

pytorch代码参考tensorflow代码

# -*- coding: utf-8 -*-
"""
Created on Fri Dec  6 09:46:42 2019

@author: asus
"""

import gym
import torch
from  collections import deque
import torch.nn.functional as F
import numpy as np
import random


GAMMA = 0.9
INITIAL_EPSILON = 0.5
FINAL_EPSILON = 0.01
REPLAY_SIZE = 10000
BATCH_SIZE = 32
ENV_NAME = 'CartPole-v0'
EPISODE = 3000 # Episode limitation
STEP = 300 # Step limitation in an episode
TEST = 10 # The number of experiment test every 100 episode


class MODEL(torch.nn.Module):
    def __init__(self, env):
        super(MODEL, self).__init__()
        self.state_dim = env.observation_space.shape[0]
        self.action_dim = env.action_space.n
        self.fc1 = torch.nn.Linear(self.state_dim, 20)
        self.fc1.weight.data.normal_(0, 0.6)
        self.fc2 = torch.nn.Linear(20, self.action_dim)
        self.fc2.weight.data.normal_(0, 0.2)
    
    def create_Q_network(self, x):
        x = F.relu(self.fc1(x))
        Q_value = self.fc2(x)
        return Q_value
    
    def forward(self, x, action_input):
        Q_value = self.create_Q_network(x)
        Q_action = torch.mul(Q_value, action_input).sum(dim=1)
        return Q_action
    
class DQN():
    def __init__(self, env):
        self.target_Q_net = MODEL(env)
        self.current_Q_net = MODEL(env)
        self.replay_buffer = deque()
        self.time_step = 0
        self.epsilon = INITIAL_EPSILON
        self.optimizer = torch.optim.Adam(params=self.current_Q_net.parameters(), lr=0.0001)
        self.loss = torch.nn.MSELoss()
        
    def perceive(self,state,action,reward,next_state,done):
        one_hot_action = np.zeros(self.current_Q_net.action_dim)
        one_hot_action[action] = 1
        self.replay_buffer.append((state,one_hot_action,reward,next_state,done))
        if len(self.replay_buffer) > REPLAY_SIZE:
            self.replay_buffer.popleft()
        if len(self.replay_buffer) > BATCH_SIZE:
            self.train_Q_network()
    
    def train_Q_network(self):
        self.time_step += 1
        # Step 1: obtain random minibatch from replay memory
        minibatch = random.sample(self.replay_buffer,BATCH_SIZE)
        state_batch = [data[0] for data in minibatch]
        action_batch = [data[1] for data in minibatch]
        reward_batch = [data[2] for data in minibatch]
        next_state_batch = torch.FloatTensor([data[3] for data in minibatch])

        # Step 2: calculate y
        y_batch = []
        
        current_a = self.current_Q_net.create_Q_network(next_state_batch)
        max_current_action_batch = torch.argmax(current_a, axis=1)

        Q_value_batch = self.target_Q_net.create_Q_network(next_state_batch)
        
        for i in range(0,BATCH_SIZE):
            done = minibatch[i][4]
            if done:
                y_batch.append(reward_batch[i])
            else:
                max_current_action = max_current_action_batch[i]
                y_batch.append(reward_batch[i] + GAMMA * Q_value_batch[i,max_current_action])
                
        y = self.current_Q_net(torch.FloatTensor(state_batch), torch.FloatTensor(action_batch))
        y_batch = torch.FloatTensor(y_batch)
        cost = self.loss(y, y_batch)
        self.optimizer.zero_grad()
        cost.backward()
        self.optimizer.step()
            
    def egreedy_action(self,state):
        Q_value = self.current_Q_net.create_Q_network(torch.FloatTensor(state))
        if random.random() <= self.epsilon:
            self.epsilon -= (INITIAL_EPSILON - FINAL_EPSILON) / 10000
            return random.randint(0, self.current_Q_net.action_dim - 1)
        else:
            self.epsilon -= (INITIAL_EPSILON - FINAL_EPSILON) / 10000
            return torch.argmax(Q_value).item()     
                
    def action(self,state):
        return torch.argmax(self.target_Q_net.create_Q_network(torch.FloatTensor(state))).item()
               
    def update_target_params(self):
        torch.save(self.current_Q_net.state_dict(), 'net_params.pkl')
        self.target_Q_net.load_state_dict(torch.load('net_params.pkl'))
        
def main():
  # initialize OpenAI Gym env and dqn agent
  env = gym.make(ENV_NAME)
  agent = DQN(env)

  for episode in range(EPISODE):
    # initialize task
    state = env.reset()
    # Train
    for step in range(STEP):
      action = agent.egreedy_action(state) # e-greedy action for train
      next_state,reward,done,_ = env.step(action)
      # Define reward for agent
      print(reward)
      reward = -1 if done else 0.1
      agent.perceive(state,action,reward,next_state,done)
      state = next_state
      if done:
        break
    # Test every 100 episodes
    if episode % 100== 0:
      total_reward = 0
      for i in range(TEST):
        state = env.reset()
        for j in range(STEP):
#          env.render()
          action = agent.action(state) # direct action for test
          state,reward,done,_ = env.step(action)
          total_reward += reward
          if done:
            break
      ave_reward = total_reward/TEST
      print ('episode: ',episode,'Evaluation Average Reward:',ave_reward)
    agent.update_target_params()
if __name__ == '__main__':
  main()

参考文献:
https://www.cnblogs.com/pinard/p/9778063.html

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