理论回顾
[1]. Bellman方程求解
[2]. 3.12 Value Iteration - Frozen Lake Problem.ipynb
[3]. 强化学习中马尔科夫决策过程和贝尔曼方程
[4]. 强化学习之值迭代求解冰冻湖
''' 策略迭代求解冰冻湖 '''
"""
冰冻湖,其中,S是起始位置 F是可通过的冰冻湖 H是必须小心的洞 G是目标
S F F F
F H F H
F F F H
H F F G
目标是找到从S到G的最佳路径且不会陷入H
"""
import gym
import numpy as np
env = gym.make('FrozenLake-v0')
env.render() # 查看环境
def compute_value_function(policy, gamma=1.0):
# initialize value table with zeros
value_table = np.zeros(env.nS)
# set the threshold
threshold = 1e-10
while True:
# copy the value table to the updated_value_table
updated_value_table = np.copy(value_table)
# for each state in the environment, select the action according to the policy and compute the value table
for state in range(env.nS):
action = policy[state]
# build the value table with the selected action
value_table[state] = sum([trans_prob * (reward_prob + gamma * updated_value_table[next_state])
for trans_prob, next_state, reward_prob, _ in env.P[state][action]])
if (np.sum((np.fabs(updated_value_table - value_table))) <= threshold):
break
return value_table
def extract_policy(value_table, gamma = 1.0):
# Initialize the policy with zeros
policy = np.zeros(env.observation_space.n)
for state in range(env.observation_space.n):
# initialize the Q table for a state
Q_table = np.zeros(env.action_space.n)
# compute Q value for all ations in the state
for action in range(env.action_space.n):
for next_sr in env.P[state][action]:
trans_prob, next_state, reward_prob, _ = next_sr
Q_table[action] += (trans_prob * (reward_prob + gamma * value_table[next_state]))
# Select the action which has maximum Q value as an optimal action of the state
policy[state] = np.argmax(Q_table)
return policy
def policy_iteration(env, gamma=1.0):
# Initialize policy with zeros
old_policy = np.zeros(env.observation_space.n)
no_of_iterations = 200000
for i in range(no_of_iterations):
# compute the value function
new_value_function = compute_value_function(old_policy, gamma)
# Extract new policy from the computed value function
new_policy = extract_policy(new_value_function, gamma)
# Then we check whether we have reached convergence i.e whether we found the optimal
# policy by comparing old_policy and new policy if it same we will break the iteration
# else we update old_policy with new_policy
if (np.all(old_policy == new_policy)):
print ('Policy-Iteration converged at step %d.' %(i+1))
break
old_policy = new_policy
return new_policy
print (policy_iteration(env))