def __init__(self,
alpha=0.0003,
beta=0.0003,
input_dims=[8],
env=None,
gamma=0.99,
n_actions=2,
max_size=1000000,
tau=0.005,
layer1_size=256,
layer2_size=256,
batch_size=256,
reward_scale=2):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.n_actions = n_actions
self.actor = ActorNetwork(n_actions=n_actions,
name='actor',
max_action=env.action_space.high)
self.critic_1 = CriticNetwork(n_actions=n_actions, name='critic_1')
self.critic_2 = CriticNetwork(n_actions=n_actions, name='critic_2')
self.value = ValueNetwork(name='value')
self.target_value = ValueNetwork(name='target_value')
self.actor.compile(optimizer=Adam(learning_rate=alpha))
self.critic_1.compile(optimizer=Adam(learning_rate=beta))
self.critic_2.compile(optimizer=Adam(learning_rate=beta))
self.value.compile(optimizer=Adam(learning_rate=beta))
self.target_value.compile(optimizer=Adam(learning_rate=beta))
self.scale = reward_scale
self.update_network_parameters(tau=1)
def __init__(self,
alpha=3e-4,
beta=3e-4,
input_dims=[8],
env=None,
gamma=0.99,
n_actions=2,
max_size=1000000,
tau=5e-3,
fc1_dim=256,
fc2_dim=256,
batch_size=256,
reward_scale=2):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.n_actions = n_actions
self.actor = ActorNetwork(alpha, input_dims, n_actions,
env.action_space.high)
self.critic1 = CriticNetwork(beta,
input_dims,
n_actions,
name='critic1')
self.critic2 = CriticNetwork(beta,
input_dims,
n_actions,
name='critic2')
self.value = ValueNetwork(beta, input_dims, name='value')
self.target_value = ValueNetwork(beta, input_dims, name='target_value')
self.scale = reward_scale
self.update_network_parameters(tau=1)
def __init__(self, input_dims, env, n_actions):
self.memory = ReplayBuffer(input_dims)
self.n_actions = n_actions
self.actor_nn = ActorNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id + '_actor',
max_action=env.action_space.n)
self.critic_local_1_nn = CriticNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id +
'_critic_local_1')
self.critic_local_2_nn = CriticNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id +
'_critic_local_2')
self.critic_target_1_nn = CriticNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id +
'_critic_target_1')
self.critic_target_2_nn = CriticNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id +
'_critic_target_2')
self.value_nn = ValueNetwork(input_dims,
name=Constants.env_id + '_value')
self.target_value_nn = ValueNetwork(input_dims,
name=Constants.env_id +
'_target_value')
self.update_network_parameters(tau=1)
def __init__(self, alpha=0.0003, beta= 0.0003, input_dims=[8], env=None,
gamma=0.99, n_actions=2, max_size=1000000, tau=0.005,
ent_alpha = 0.0001, batch_size=256, reward_scale=2,
layer1_size=256, layer2_size=256, chkpt_dir='tmp/sac'):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.n_actions = n_actions
self.ent_alpha = ent_alpha
self.reward_scale = reward_scale
self.actor = ActorNetwork(alpha, input_dims, n_actions=n_actions,
fc1_dims=layer1_size, fc2_dims=layer2_size ,
name='actor', chkpt_dir=chkpt_dir)
self.critic_1 = CriticNetwork(beta, input_dims, n_actions=n_actions,
fc1_dims=layer1_size, fc2_dims=layer2_size ,name='critic_1',
chkpt_dir=chkpt_dir)
self.critic_2 = CriticNetwork(beta, input_dims, n_actions=n_actions,
fc1_dims=layer1_size, fc2_dims=layer2_size ,name='critic_2',
chkpt_dir=chkpt_dir)
self.target_critic_1 = CriticNetwork(beta, input_dims, n_actions=n_actions,
fc1_dims=layer1_size, fc2_dims=layer2_size ,name='target_critic_1',
chkpt_dir=chkpt_dir)
self.target_critic_2 = CriticNetwork(beta, input_dims, n_actions=n_actions,
fc1_dims=layer1_size, fc2_dims=layer2_size ,name='target_critic_2',
chkpt_dir=chkpt_dir)
self.update_network_parameters(tau=1)
def init_policy_network(self,
shared_network=None,
activation='sigmoid',
loss='binary_crossentropy'):
if self.rl_method == 'td3':
print("actor")
self.actor = ActorNetwork(input_dim=self.num_features,
output_dim=self.agent.NUM_ACTIONS,
num_steps=self.num_steps,
activation=activation,
loss=loss,
lr=self.lr)
print(self.actor)
elif self.net == 'dnn':
self.policy_network = DNN(input_dim=self.num_features,
output_dim=self.agent.NUM_ACTIONS,
lr=self.lr,
shared_network=shared_network,
activation=activation,
loss=loss)
elif self.net == 'lstm':
self.policy_network = LSTMNetwork(
input_dim=self.num_features,
output_dim=self.agent.NUM_ACTIONS,
lr=self.lr,
num_steps=self.num_steps,
shared_network=shared_network,
activation=activation,
loss=loss)
if self.reuse_models and \
os.path.exists(self.policy_network_path):
self.policy_network.load_model(model_path=self.policy_network_path)
def __init__(self, alpha, beta, input_dims, tau, env,
env_id, gamma=0.99,
n_actions=2, max_size=1000000, layer1_size=256,
layer2_size=256, batch_size=100, reward_scale=2):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.n_actions = n_actions
self.actor = ActorNetwork(alpha, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name=env_id+'_actor',
max_action=env.action_space.high)
self.critic_1 = CriticNetwork(beta, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name=env_id+'_critic_1')
self.critic_2 = CriticNetwork(beta, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name=env_id+'_critic_2')
self.value = ValueNetwork(beta, input_dims, layer1_size,
layer2_size, name=env_id+'_value')
self.target_value = ValueNetwork(beta, input_dims, layer1_size,
layer2_size, name=env_id+'_target_value')
self.scale = reward_scale
self.update_network_parameters(tau=1)
def __init__(self,
actor_dims,
critic_dims,
n_actions,
n_agents,
agent_idx,
chkpt_dir,
alpha=0.01,
beta=0.01,
fc1=64,
fc2=64,
gamma=0.95,
tau=0.01):
self.gamma = gamma
self.tau = tau
self.n_actions = n_actions
self.agent_name = 'agent_%s' % agent_idx
self.actor = ActorNetwork(alpha,
actor_dims,
fc1,
fc2,
n_actions,
chkpt_dir=chkpt_dir,
name=self.agent_name + '_actor')
self.critic = CriticNetwork(beta,
critic_dims,
fc1,
fc2,
n_agents,
n_actions,
chkpt_dir=chkpt_dir,
name=self.agent_name + '_critic')
self.target_actor = ActorNetwork(alpha,
actor_dims,
fc1,
fc2,
n_actions,
chkpt_dir=chkpt_dir,
name=self.agent_name +
'_target_actor')
self.target_critic = CriticNetwork(beta,
critic_dims,
fc1,
fc2,
n_agents,
n_actions,
chkpt_dir=chkpt_dir,
name=self.agent_name +
'_target_critic')
self.update_network_parameters(tau=1)
def main(args):
with tf.Session() as session:
np.random.seed(int(args['random_seed']))
tf.set_random_seed(int(args['random_seed']))
# initialize ROS interface
agent = fake.fake_agent()
plant = fake.fake_plant()
state_shape = agent.get_state_shape()
action_shape = agent.get_action_shape()
action_bound = agent.get_action_bound()
# initialize function approximators
actor_network = ActorNetwork(session,
state_shape,
action_shape,
action_bound,
float(args['actor_lr']),
float(args['tau']),
loss_mask=True)
critic_network = CriticNetwork(session,
state_shape,
action_shape,
float(args['critic_lr']),
float(args['tau']),
float(args['gamma']),
actor_network.get_num_trainable_vars(),
loss_mask=True)
predictor_network = fake.fake_predictor()
latent_network = fake.fake_latent()
learn(session,
actor_network,
critic_network,
predictor_network,
agent,
plant,
latent_network=latent_network,
buffer_size=int(args['buffer_size']),
batch_size=int(args['batch_size']),
trace_length=int(args['trace_length']),
update_freq=int(args['update_freq']),
pretrain_steps=int(args['pretrain_steps']),
update_steps=int(args['update_steps']),
max_episodes=int(args['max_episodes']),
max_ep_steps=int(args['max_episode_len']),
summary_dir=args['summary_dir'])
def __init__(self,
docker_client,
name='worker',
port=3101,
model_path='../models/ddpg',
log_path='../logs/ddpg'):
self.state_size = 29
self.action_size = 3
self.docker_client = docker_client
self.buffer_size = 100000
self.batch_size = 32
self.gamma = 0.99 # disocunt factor
self.tau = 0.001 # Target Network HyperParameters
self.lra = 0.0001 # Learning rate for Actor
self.lrc = 0.001 # Lerning rate for Critic
seed(6486)
self.explore = 100000.
self.episode_count = 2000
self.max_steps = 10000
self.epsilon = 1
self.model_path = model_path
self.port = port
self.name = name
if not os.path.exists(self.model_path):
os.makedirs(self.model_path)
self.config = tf.ConfigProto()
self.config.gpu_options.allow_growth = True
tf.reset_default_graph()
self.summary_writer = tf.summary.FileWriter(log_path)
self.actor = ActorNetwork(self.state_size, self.action_size,
tf.train.AdamOptimizer(self.lra), self.tau)
self.critic = CriticNetwork(self.state_size, self.action_size,
tf.train.AdamOptimizer(self.lrc), self.tau)
self.buff = ReplayBuffer(self.buffer_size)
self.saver = tf.train.Saver()
self._create_summary()
self.summary_histogram = tf.summary.merge_all()
def __init__(self,
alpha,
beta,
input_dims,
action_bound,
tau,
env,
gamma=0.99,
n_actions=2,
max_size=1000000,
layer1_size=400,
layer2_size=300,
batch_size=64):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.action_bound = action_bound
self.actor = ActorNetwork(alpha,
input_dims,
layer1_size,
layer2_size,
n_actions=n_actions,
name='Actor')
self.critic = CriticNetwork(beta,
input_dims,
layer1_size,
layer2_size,
n_actions=n_actions,
name='Critic')
self.target_actor = ActorNetwork(alpha,
input_dims,
layer1_size,
layer2_size,
n_actions=n_actions,
name='TargetActor')
self.target_critic = CriticNetwork(beta,
input_dims,
layer1_size,
layer2_size,
n_actions=n_actions,
name='TargetCritic')
self.noise = OUActionNoise(mu=np.zeros(n_actions))
self.update_network_parameters(tau=1)
def __init__(self, alpha, beta, input_dims, tau, gamma=0.99, max_action=1.0, \
n_actions=2, max_size=1000000, layer1_size=400, \
layer2_size=300, batch_size=100, reward_scale=2, path_dir='model/sac'):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.n_actions = n_actions
self.actor = ActorNetwork(alpha,
input_dims,
layer1_size,
layer2_size,
n_actions=n_actions,
name='_actor',
max_action=max_action,
chkpt_dir=path_dir)
self.critic_1 = CriticNetwork(beta,
input_dims,
layer1_size,
layer2_size,
n_actions=n_actions,
name='_critic_1',
chkpt_dir=path_dir)
self.critic_2 = CriticNetwork(beta,
input_dims,
layer1_size,
layer2_size,
n_actions=n_actions,
name='_critic_2',
chkpt_dir=path_dir)
self.value = ValueNetwork(beta,
input_dims,
layer1_size,
layer2_size,
name='_value',
chkpt_dir=path_dir)
self.target_value = ValueNetwork(beta,
input_dims,
layer1_size,
layer2_size,
name='_target_value',
chkpt_dir=path_dir)
self.scale = reward_scale
self.update_network_parameters(tau=1)
def __init__(self,
n_actions,
n_states,
obs_shape,
gamma=0.99,
lr=0.0003,
gae_lambda=0.95,
entropy_coeff=0.0005,
ppo_clip=0.2,
mini_batch_size=64,
n_epochs=10,
clip_value_loss=True,
normalize_observation=False,
stop_normalize_obs_after_timesteps=50000,
fc1=64,
fc2=64,
environment='None',
run=0):
self.entropy_coeff = entropy_coeff
self.clip_value_loss = clip_value_loss
self.gamma = gamma
self.ppo_clip = ppo_clip
self.n_epochs = n_epochs
self.gae_lambda = gae_lambda
self.normalize_observation = normalize_observation
self.stop_obs_timesteps = stop_normalize_obs_after_timesteps
self.timestep = 0
self.actor = ActorNetwork(n_states=n_states,
n_actions=n_actions,
lr=lr,
fc1_dims=fc1,
fc2_dims=fc2,
chkpt_dir=environment,
run=run)
self.critic = CriticNetwork(n_states=n_states,
lr=lr,
fc1_dims=fc1,
fc2_dims=fc2,
chkpt_dir=environment,
run=run)
self.memory = PPOMemory(mini_batch_size, gamma, gae_lambda)
self.running_stats = RunningStats(shape_states=obs_shape,
chkpt_dir=environment,
run=run)
def __init__(self,
state_size: int,
action_size: int,
gamma: float = 0.99,
lr_actor: float = 0.001,
lr_critic: float = 0.003,
weight_decay: float = 0.0001,
tau: float = 0.001,
buffer_size: int = 100000,
batch_size: int = 64):
"""
:param state_size: how many states does the agent get as input (input size of neural networks)
:param action_size: from how many actions can the agent choose
:param gamma: discount factor
:param lr_actor: learning rate of the actor network
:param lr_critic: learning rate of the critic network
:param weight_decay:
:param tau: soft update parameter
:param buffer_size: size of replay buffer
:param batch_size: size of learning batch (mini-batch)
"""
self.tau = tau
self.gamma = gamma
self.batch_size = batch_size
self.actor_local = ActorNetwork(state_size, action_size).to(device)
self.actor_target = ActorNetwork(state_size, action_size).to(device)
self.actor_optimizer = optim.Adam(self.actor_local.parameters(),
lr=lr_actor)
print(self.actor_local)
self.critic_local = CriticNetwork(state_size, action_size).to(device)
self.critic_target = CriticNetwork(state_size, action_size).to(device)
self.critic_optimizer = optim.Adam(self.critic_local.parameters(),
lr=lr_critic,
weight_decay=weight_decay)
print(self.critic_local)
self.hard_update(self.actor_local, self.actor_target)
self.hard_update(self.critic_local, self.critic_target)
self.memory = ReplayBuffer(action_size, buffer_size, batch_size)
# this would probably also work with Gaussian noise instead of Ornstein-Uhlenbeck process
self.noise = OUNoise(action_size)
def __init__(self, alpha=0.0003, beta=0.0003, input_dims=[8],
env=None, gamma=0.99, n_actions=2, max_size=1000000, tau=0.005,
layer1_size=256, layer2_size=256, batch_size=256, reward_scale=2):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.n_actions = n_actions
self.actor = ActorNetwork(alpha, input_dims, n_actions=n_actions,
name='actor', max_action=env.action_space.high)
self.critic_1 = CriticNetwork(beta, input_dims, n_actions=n_actions,
name='critic_1')
self.critic_2 = CriticNetwork(beta, input_dims, n_actions=n_actions,
name='critic_2')
self.value = ValueNetwork(beta, input_dims, name='value')
self.target_value = ValueNetwork(beta, input_dims, name='target_value')
self.scale = reward_scale
self.update_network_parameters(tau=1) #sets the parameters of Target-network equals to the
def __init__(self, logger, replay_buffer):
super(Learner, self).__init__(name="Learner")
self.device = Params.DEVICE
with tf.device(self.device), self.name_scope:
self.dtype = Params.DTYPE
self.logger = logger
self.batch_size = Params.MINIBATCH_SIZE
self.gamma = Params.GAMMA
self.tau = Params.TAU
self.replay_buffer = replay_buffer
self.priority_beta = tf.Variable(Params.BUFFER_PRIORITY_BETA_START)
self.running = tf.Variable(True)
self.n_steps = tf.Variable(0)
# Init Networks
self.actor = ActorNetwork(with_target_net=True)
self.critic = CriticNetwork()
# Save shared variables
self.policy_variables = self.actor.tvariables + self.actor.nvariables
def __init__(self, alpha, beta, input_dims, tau, env,
gamma=0.99, update_actor_interval=2, warmup=1000,
n_actions=2, max_size=1000000, layer1_size=400,
layer2_size=300, batch_size=100, noise=0.1):
self.gamma = gamma
self.tau = tau
self.max_action = env.action_space.high
self.min_action = env.action_space.low
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.learn_step_cntr = 0
self.time_step = 0
self.warmup = warmup
self.n_actions = n_actions
self.update_actor_iter = update_actor_interval
self.actor = ActorNetwork(alpha, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name='actor')
self.critic_1 = CriticNetwork(beta, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name='critic_1')
self.critic_2 = CriticNetwork(beta, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name='critic_2')
self.target_actor = ActorNetwork(alpha, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name='target_actor')
self.target_critic_1 = CriticNetwork(beta, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name='target_critic_1')
self.target_critic_2 = CriticNetwork(beta, input_dims, layer1_size,
layer2_size, n_actions=n_actions,
name='target_critic_2')
self.noise = noise
self.update_network_parameters(tau=1)
def __init__(self,
num_agents=2,
obs_size=24,
act_size=2,
gamma=0.99,
tau=1e-3,
lr_actor=1.0e-4,
lr_critic=1.0e-3,
weight_decay_actor=1e-5,
weight_decay_critic=1e-4,
clip_grad=1.0):
super(MADDPGAgent, self).__init__()
# Write parameters
self.num_agents = num_agents
self.gamma = gamma
self.tau = tau
self.clip_grad = clip_grad
# Create all the networks
self.actor = ActorNetwork(obs_size, act_size).to(device)
self.critic = CriticNetwork(num_agents, obs_size, act_size).to(device)
self.target_actor = ActorNetwork(obs_size, act_size).to(device)
self.target_critic = CriticNetwork(num_agents, obs_size,
act_size).to(device)
# Copy initial network parameters to target networks
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Initialize training optimizers and OU noise
self.noise = OUNoise(act_size, scale=1.0)
self.actor_optimizer = Adam(self.actor.parameters(),
lr=lr_actor,
weight_decay=weight_decay_actor)
self.critic_optimizer = Adam(self.critic.parameters(),
lr=lr_critic,
weight_decay=weight_decay_critic)
def __init__(self, input_dims, env, n_actions):
self.memory = ReplayBuffer(input_dims)
self.n_actions = n_actions
self.actor_nn = ActorNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id + '_actor',
max_action=env.action_space.n)
self.critic_local_1_nn = CriticNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id +
'_critic_local_1')
self.critic_local_2_nn = CriticNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id +
'_critic_local_2')
self.critic_target_1_nn = CriticNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id +
'_critic_target_1')
self.critic_target_2_nn = CriticNetwork(input_dims,
n_actions=n_actions,
name=Constants.env_id +
'_critic_target_2')
def __init__(self,
alpha=0.0003,
beta=0.0003,
input_dims=[8],
max_action=1,
gamma=0.99,
n_actions=2,
max_size=1000000,
tau=0.005,
layer1_size=512,
layer2_size=512,
batch_size=512,
reward_scale=2):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.n_actions = n_actions
self.actor = ActorNetwork(alpha,
input_dims,
n_actions=n_actions,
name='actor',
max_action=max_action)
self.critic_1 = CriticNetwork(beta,
input_dims,
n_actions=n_actions,
name='critic_1')
self.critic_2 = CriticNetwork(beta,
input_dims,
n_actions=n_actions,
name='critic_2')
self.value = ValueNetwork(beta, input_dims, name='value')
self.target_value = ValueNetwork(beta, input_dims, name='target_value')
self.scale = reward_scale
self.update_network_parameters(tau=1)
(upper-mu)/sigma,
loc=mu,
scale=sigma
))
return np.array(noise)
# set up environment
env = gym.make(ENV_NAME)
bound = np.max(env.action_space.high)
state = state_prime = env.reset()
action = env.action_space.sample()
a_dim = len(action)
s_dim = len(state)
# initialize critic network Q(s, a|θQ) and actor μ(s|θμ) with weights θQ and θμ
actor = ActorNetwork(sess, state, action, ACTOR_LEARNING_RATE, TAU, bound)
critic = CriticNetwork(sess, state, action, CRITIC_LEARNING_RATE, TAU)
# initialize variables and store tensorboard graph
sess.run(tf.initialize_all_variables())
summary_writer = tf.train.SummaryWriter("./tf_logs", graph=sess.graph)
summary_writer.close()
# initialize target network Q′ and μ′ with weights θQ′ ← θQ, θμ′ ← θμ
actor.update_target_network()
critic.update_target_network()
# initialize replay buffer
replay = ReplayBuffer(
BUFFER_SIZE, random_seed=RANDOM_SEED, prioritized=PRIORITIZED
)
import gym
import numpy as np
import torch as T
from networks import ActorNetwork, CriticNetwork
import gym_lqr
if __name__ == '__main__':
#env = gym.make('InvertedPendulumPyBulletEnv-v0')
#env = gym.make('gym_lqr:lqr-stochastic-v0')
env = gym.make('gym_lqr:lqr-v0')
#env = gym.make('InvertedPendulum-v2')
#print(env.action_space.shape[0])
actor = ActorNetwork(0.0003, input_dims=env.observation_space.shape, \
n_actions=env.action_space.shape[0], max_action=env.action_space.high)
critic_1 = CriticNetwork(0.0003, input_dims=env.observation_space.shape, \
n_actions=env.action_space.shape[0], name='critic_1')
critic_2 = CriticNetwork(0.0003, input_dims=env.observation_space.shape, \
n_actions=env.action_space.shape[0], name='critic_2')
ActorNetwork.load_checkpoint(actor)
critic_1.load_checkpoint()
critic_2.load_checkpoint()
# Load optimal P
env.set_P(np.load('tmp/sac/optimal_P.npy'))
# Create States and Actions
states = np.expand_dims(
class Agent:
def __init__(self,
alpha=0.0003,
beta=0.0003,
input_dims=[8],
env=None,
gamma=0.99,
n_actions=2,
max_size=1000000,
tau=0.005,
layer1_size=256,
layer2_size=256,
batch_size=256,
reward_scale=2):
self.gamma = gamma
self.tau = tau
self.memory = ReplayBuffer(max_size, input_dims, n_actions)
self.batch_size = batch_size
self.n_actions = n_actions
self.actor = ActorNetwork(n_actions=n_actions,
name='actor',
max_action=env.action_space.high)
self.critic_1 = CriticNetwork(n_actions=n_actions, name='critic_1')
self.critic_2 = CriticNetwork(n_actions=n_actions, name='critic_2')
self.value = ValueNetwork(name='value')
self.target_value = ValueNetwork(name='target_value')
self.actor.compile(optimizer=Adam(learning_rate=alpha))
self.critic_1.compile(optimizer=Adam(learning_rate=beta))
self.critic_2.compile(optimizer=Adam(learning_rate=beta))
self.value.compile(optimizer=Adam(learning_rate=beta))
self.target_value.compile(optimizer=Adam(learning_rate=beta))
self.scale = reward_scale
self.update_network_parameters(tau=1)
def choose_action(self, observation):
state = tf.convert_to_tensor([observation])
actions, _ = self.actor.sample_normal(state, reparameterize=False)
return actions[0]
def remember(self, state, action, reward, new_state, done):
self.memory.store_transition(state, action, reward, new_state, done)
def update_network_parameters(self, tau=None):
if tau is None:
tau = self.tau
weights = []
targets = self.target_value.weights
for i, weight in enumerate(self.value.weights):
weights.append(weight * tau + targets[i] * (1 - tau))
self.target_value.set_weights(weights)
def save_models(self):
print('... saving models ...')
self.actor.save_weights(self.actor.checkpoint_file)
self.critic_1.save_weights(self.critic_1.checkpoint_file)
self.critic_2.save_weights(self.critic_2.checkpoint_file)
self.value.save_weights(self.value.checkpoint_file)
self.target_value.save_weights(self.target_value.checkpoint_file)
def load_models(self):
print('... loading models ...')
self.actor.load_weights(self.actor.checkpoint_file)
self.critic_1.load_weights(self.critic_1.checkpoint_file)
self.critic_2.load_weights(self.critic_2.checkpoint_file)
self.value.load_weights(self.value.checkpoint_file)
self.target_value.load_weights(self.target_value.checkpoint_file)
def learn(self):
if self.memory.mem_cntr < self.batch_size:
return
state, action, reward, new_state, done = \
self.memory.sample_buffer(self.batch_size)
states = tf.convert_to_tensor(state, dtype=tf.float32)
states_ = tf.convert_to_tensor(new_state, dtype=tf.float32)
rewards = tf.convert_to_tensor(reward, dtype=tf.float32)
actions = tf.convert_to_tensor(action, dtype=tf.float32)
with tf.GradientTape() as tape:
value = tf.squeeze(self.value(states), 1)
value_ = tf.squeeze(self.target_value(states_), 1)
current_policy_actions, log_probs = self.actor.sample_normal(
states, reparameterize=False)
log_probs = tf.squeeze(log_probs, 1)
q1_new_policy = self.critic_1(states, current_policy_actions)
q2_new_policy = self.critic_2(states, current_policy_actions)
critic_value = tf.squeeze(
tf.math.minimum(q1_new_policy, q2_new_policy), 1)
value_target = critic_value - log_probs
value_loss = 0.5 * keras.losses.MSE(value, value_target)
value_network_gradient = tape.gradient(value_loss,
self.value.trainable_variables)
self.value.optimizer.apply_gradients(
zip(value_network_gradient, self.value.trainable_variables))
with tf.GradientTape() as tape:
# in the original paper, they reparameterize here. We don't implement
# this so it's just the usual action.
new_policy_actions, log_probs = self.actor.sample_normal(
states, reparameterize=True)
log_probs = tf.squeeze(log_probs, 1)
q1_new_policy = self.critic_1(states, new_policy_actions)
q2_new_policy = self.critic_2(states, new_policy_actions)
critic_value = tf.squeeze(
tf.math.minimum(q1_new_policy, q2_new_policy), 1)
actor_loss = log_probs - critic_value
actor_loss = tf.math.reduce_mean(actor_loss)
actor_network_gradient = tape.gradient(actor_loss,
self.actor.trainable_variables)
self.actor.optimizer.apply_gradients(
zip(actor_network_gradient, self.actor.trainable_variables))
with tf.GradientTape(persistent=True) as tape:
# I didn't know that these context managers shared values?
q_hat = self.scale * reward + self.gamma * value_ * (1 - done)
q1_old_policy = tf.squeeze(self.critic_1(state, action), 1)
q2_old_policy = tf.squeeze(self.critic_2(state, action), 1)
critic_1_loss = 0.5 * keras.losses.MSE(q1_old_policy, q_hat)
critic_2_loss = 0.5 * keras.losses.MSE(q2_old_policy, q_hat)
critic_1_network_gradient = tape.gradient(
critic_1_loss, self.critic_1.trainable_variables)
critic_2_network_gradient = tape.gradient(
critic_2_loss, self.critic_2.trainable_variables)
self.critic_1.optimizer.apply_gradients(
zip(critic_1_network_gradient, self.critic_1.trainable_variables))
self.critic_2.optimizer.apply_gradients(
zip(critic_2_network_gradient, self.critic_2.trainable_variables))
self.update_network_parameters()
def train(self):
epsilon = 1.00
epsiode_rewards = []
for episode in range(1, self.num_episodes + 1):
state, reward = self.tsm.initialize()
rewards = []
for _ in tqdm(range(self.tsm.episode_length)):
if random.random() < epsilon:
action = self.random_action()
else:
action = self.actor_trainer.select_action(
inputs=np.array([state.features]))[0][0]
trans_state, reward = self.tsm.step(action)
rewards.append(reward)
self.rpb.store(old_state=state,
action=action,
reward=reward,
new_state=trans_state)
if self.rpb.ready(self.batch_size):
transitions = self.rpb.sample(batch_size=self.batch_size,
recurrent=False)
batch_states = [] # [batch_size, num_assets, num_features]
batch_actions = [] # [batch_size, 1]
batch_y = [] # [batch_size, 1]
for transition in transitions:
old_state, action, reward, new_state = transition
target_action = self.actor_target.select_action(
inputs=np.array([new_state.features]))
target_q = self.critic_target.get_q_value(
inputs=np.array([new_state.features]),
actions=target_action)[0]
y = reward + self.gamma * target_q
#print("Y:", y)
#print("Y:", y, "Target_q:", target_q, "Target_action:", target_action, "reward:", reward)
batch_y.append(y)
batch_states.append(old_state.features)
batch_actions.append([action])
self.critic_trainer.train_step(
inputs=np.array(batch_states),
actions=np.array(batch_actions),
predicted_q_value=np.array(batch_y))
policy_actions = self.actor_trainer.select_action(
inputs=np.array(
batch_states)) # [batch_size, num_assets]
action_grads = self.critic_trainer.get_action_gradients(
inputs=np.array(batch_states),
actions=policy_actions)[0]
self.actor_trainer.train_step(
inputs=np.array(batch_states),
action_gradient=np.array(action_grads))
ActorNetwork.update_actor(self.sess, self.tau)
CriticNetwork.update_critic(self.sess, self.tau)
state = trans_state
epsiode_rewards.append(np.sum(rewards))
if epsilon > 0.1:
epsilon -= 2.0 / self.num_episodes
if (episode % 1) == 0:
self.infer(train=False, episode=episode)
plt.plot(epsiode_rewards)
plt.savefig("./episode_rewards.png")
self.infer(train=False, episode=episode)
