def test_pytorch_approximator():
np.random.seed(1)
torch.manual_seed(1)
n_actions = 2
s = np.random.rand(1000, 4)
a = np.random.randint(n_actions, size=(1000, 1))
q = np.random.rand(1000)
approximator = Regressor(TorchApproximator, input_shape=(4,),
output_shape=(2,), n_actions=n_actions,
network=ExampleNet,
optimizer={'class': optim.Adam,
'params': {}}, loss=F.mse_loss,
batch_size=100, quiet=True)
approximator.fit(s, a, q, n_epochs=20)
x_s = np.random.rand(2, 4)
x_a = np.random.randint(n_actions, size=(2, 1))
y = approximator.predict(x_s, x_a)
y_test = np.array([0.37191153, 0.5920861])
assert np.allclose(y, y_test)
y = approximator.predict(x_s)
y_test = np.array([[0.47908658, 0.37191153],
[0.5920861, 0.27575058]])
assert np.allclose(y, y_test)
gradient = approximator.diff(x_s[0], x_a[0])
gradient_test = np.array([0., 0., 0., 0., 0.02627479, 0.76513696,
0.6672573, 0.35979462, 0., 1.])
assert np.allclose(gradient, gradient_test)
gradient = approximator.diff(x_s[0])
gradient_test = np.array([[0.02627479, 0.], [0.76513696, 0.],
[0.6672573, 0.], [0.35979462, 0.],
[0., 0.02627479], [0., 0.76513696],
[0., 0.6672573], [0., 0.35979462], [1, 0.],
[0., 1.]])
assert np.allclose(gradient, gradient_test)
old_weights = approximator.get_weights()
approximator.set_weights(old_weights)
new_weights = approximator.get_weights()
assert np.array_equal(new_weights, old_weights)
random_weights = np.random.randn(*old_weights.shape).astype(np.float32)
approximator.set_weights(random_weights)
random_weight_new = approximator.get_weights()
assert np.array_equal(random_weights, random_weight_new)
assert not np.any(np.equal(random_weights, old_weights))
def test_deterministic_policy():
np.random.seed(88)
n_dims = 5
approximator = Regressor(LinearApproximator,
input_shape=(n_dims,),
output_shape=(2,))
pi = DeterministicPolicy(approximator)
w_new = np.random.rand(pi.weights_size)
w_old = pi.get_weights()
pi.set_weights(w_new)
assert np.array_equal(w_new, approximator.get_weights())
assert not np.array_equal(w_old, w_new)
assert np.array_equal(w_new, pi.get_weights())
s_test_1 = np.random.randn(5)
s_test_2 = np.random.randn(5)
a_test = approximator.predict(s_test_1)
assert pi.get_regressor() == approximator
assert pi(s_test_1, a_test) == 1
assert pi(s_test_2, a_test) == 0
a_stored = np.array([-1.86941072, -0.1789696])
assert np.allclose(pi.draw_action(s_test_1), a_stored)
class AveragedDQN(AbstractDQN):
"""
Averaged-DQN algorithm.
"Averaged-DQN: Variance Reduction and Stabilization for Deep Reinforcement
Learning". Anschel O. et al.. 2017.
"""
def __init__(self, mdp_info, policy, approximator, n_approximators,
**params):
"""
Constructor.
Args:
n_approximators (int): the number of target approximators to store.
"""
assert n_approximators > 1
self._n_approximators = n_approximators
super().__init__(mdp_info, policy, approximator, **params)
self._n_fitted_target_models = 1
self._add_save_attr(_n_fitted_target_models='primitive')
def _initialize_regressors(self, approximator, apprx_params_train,
apprx_params_target):
self.approximator = Regressor(approximator, **apprx_params_train)
self.target_approximator = Regressor(approximator,
n_models=self._n_approximators,
**apprx_params_target)
for i in range(len(self.target_approximator)):
self.target_approximator[i].set_weights(
self.approximator.get_weights()
)
def _update_target(self):
idx = self._n_updates // self._target_update_frequency\
% self._n_approximators
self.target_approximator[idx].set_weights(
self.approximator.get_weights())
if self._n_fitted_target_models < self._n_approximators:
self._n_fitted_target_models += 1
def _next_q(self, next_state, absorbing):
q = list()
for idx in range(self._n_fitted_target_models):
q.append(self.target_approximator.predict(next_state, idx=idx, **self._predict_params))
q = np.mean(q, axis=0)
if np.any(absorbing):
q *= 1 - absorbing.reshape(-1, 1)
return np.max(q, axis=1)
def test_linear_approximator():
np.random.seed(1)
# Generic regressor
a = np.random.rand(1000, 3)
k = np.random.rand(3, 2)
b = a.dot(k) + np.random.randn(1000, 2)
approximator = Regressor(LinearApproximator,
input_shape=(3, ),
output_shape=(2, ))
approximator.fit(a, b)
x = np.random.rand(2, 3)
y = approximator.predict(x)
y_test = np.array([[0.57638247, 0.1573216], [0.11388247, 0.24123678]])
assert np.allclose(y, y_test)
point = np.random.randn(3, )
derivative = approximator.diff(point)
lp = len(point)
for i in range(derivative.shape[1]):
assert (derivative[i * lp:(i + 1) * lp, i] == point).all()
old_weights = approximator.get_weights()
approximator.set_weights(old_weights)
new_weights = approximator.get_weights()
assert np.array_equal(new_weights, old_weights)
random_weights = np.random.randn(*old_weights.shape).astype(np.float32)
approximator.set_weights(random_weights)
random_weight_new = approximator.get_weights()
assert np.array_equal(random_weights, random_weight_new)
assert not np.any(np.equal(random_weights, old_weights))
# Action regressor + Ensemble
n_actions = 2
s = np.random.rand(1000, 3)
a = np.random.randint(n_actions, size=(1000, 1))
q = np.random.rand(1000)
approximator = Regressor(LinearApproximator,
input_shape=(3, ),
n_actions=n_actions,
n_models=5)
approximator.fit(s, a, q)
x_s = np.random.rand(2, 3)
x_a = np.random.randint(n_actions, size=(2, 1))
y = approximator.predict(x_s, x_a, prediction='mean')
y_test = np.array([0.49225698, 0.69660881])
assert np.allclose(y, y_test)
y = approximator.predict(x_s, x_a, prediction='sum')
y_test = np.array([2.46128492, 3.48304404])
assert np.allclose(y, y_test)
y = approximator.predict(x_s, x_a, prediction='min')
y_test = np.array([[0.49225698, 0.69660881]])
assert np.allclose(y, y_test)
y = approximator.predict(x_s)
y_test = np.array([[0.49225698, 0.44154141], [0.69660881, 0.69060195]])
assert np.allclose(y, y_test)
approximator = Regressor(LinearApproximator,
input_shape=(3, ),
n_actions=n_actions)
approximator.fit(s, a, q)
gradient = approximator.diff(x_s[0], x_a[0])
gradient_test = np.array([0.88471362, 0.11666548, 0.45466254, 0., 0., 0.])
assert np.allclose(gradient, gradient_test)
class DQN(Agent):
"""
Deep Q-Network algorithm.
"Human-Level Control Through Deep Reinforcement Learning".
Mnih V. et al.. 2015.
"""
def __init__(self,
mdp_info,
policy,
approximator,
approximator_params,
batch_size,
target_update_frequency,
replay_memory=None,
initial_replay_size=500,
max_replay_size=5000,
fit_params=None,
n_approximators=1,
clip_reward=True):
"""
Constructor.
Args:
approximator (object): the approximator to use to fit the
Q-function;
approximator_params (dict): parameters of the approximator to
build;
batch_size (int): the number of samples in a batch;
target_update_frequency (int): the number of samples collected
between each update of the target network;
replay_memory ([ReplayMemory, PrioritizedReplayMemory], None): the
object of the replay memory to use; if None, a default replay
memory is created;
initial_replay_size (int): the number of samples to collect before
starting the learning;
max_replay_size (int): the maximum number of samples in the replay
memory;
fit_params (dict, None): parameters of the fitting algorithm of the
approximator;
n_approximators (int, 1): the number of approximator to use in
``AveragedDQN``;
clip_reward (bool, True): whether to clip the reward or not.
"""
self._fit_params = dict() if fit_params is None else fit_params
self._batch_size = batch_size
self._n_approximators = n_approximators
self._clip_reward = clip_reward
self._target_update_frequency = target_update_frequency
if replay_memory is not None:
self._replay_memory = replay_memory
if isinstance(replay_memory, PrioritizedReplayMemory):
self._fit = self._fit_prioritized
else:
self._fit = self._fit_standard
else:
self._replay_memory = ReplayMemory(initial_replay_size,
max_replay_size)
self._fit = self._fit_standard
self._n_updates = 0
apprx_params_train = deepcopy(approximator_params)
apprx_params_target = deepcopy(approximator_params)
self.approximator = Regressor(approximator, **apprx_params_train)
self.target_approximator = Regressor(approximator,
n_models=self._n_approximators,
**apprx_params_target)
policy.set_q(self.approximator)
if self._n_approximators == 1:
self.target_approximator.set_weights(
self.approximator.get_weights())
else:
for i in range(self._n_approximators):
self.target_approximator[i].set_weights(
self.approximator.get_weights())
self._add_save_attr(_fit_params='pickle',
_batch_size='primitive',
_n_approximators='primitive',
_clip_reward='primitive',
_target_update_frequency='primitive',
_replay_memory='mushroom',
_n_updates='primitive',
approximator='mushroom',
target_approximator='mushroom')
super().__init__(mdp_info, policy)
def fit(self, dataset):
self._fit(dataset)
self._n_updates += 1
if self._n_updates % self._target_update_frequency == 0:
self._update_target()
def _fit_standard(self, dataset):
self._replay_memory.add(dataset)
if self._replay_memory.initialized:
state, action, reward, next_state, absorbing, _ = \
self._replay_memory.get(self._batch_size)
if self._clip_reward:
reward = np.clip(reward, -1, 1)
q_next = self._next_q(next_state, absorbing)
q = reward + self.mdp_info.gamma * q_next
self.approximator.fit(state, action, q, **self._fit_params)
def _fit_prioritized(self, dataset):
self._replay_memory.add(
dataset,
np.ones(len(dataset)) * self._replay_memory.max_priority)
if self._replay_memory.initialized:
state, action, reward, next_state, absorbing, _, idxs, is_weight = \
self._replay_memory.get(self._batch_size)
if self._clip_reward:
reward = np.clip(reward, -1, 1)
q_next = self._next_q(next_state, absorbing)
q = reward + self.mdp_info.gamma * q_next
td_error = q - self.approximator.predict(state, action)
self._replay_memory.update(td_error, idxs)
self.approximator.fit(state,
action,
q,
weights=is_weight,
**self._fit_params)
def _update_target(self):
"""
Update the target network.
"""
self.target_approximator.set_weights(self.approximator.get_weights())
def _next_q(self, next_state, absorbing):
"""
Args:
next_state (np.ndarray): the states where next action has to be
evaluated;
absorbing (np.ndarray): the absorbing flag for the states in
``next_state``.
Returns:
Maximum action-value for each state in ``next_state``.
"""
q = self.target_approximator.predict(next_state)
if np.any(absorbing):
q *= 1 - absorbing.reshape(-1, 1)
return np.max(q, axis=1)
def draw_action(self, state):
action = super(DQN, self).draw_action(np.array(state))
return action
def _post_load(self):
if isinstance(self._replay_memory, PrioritizedReplayMemory):
self._fit = self._fit_prioritized
else:
self._fit = self._fit_standard
self.policy.set_q(self.approximator)
def test_cmac_approximator():
np.random.seed(1)
# Generic regressor
x = np.random.rand(1000, 2)
k1 = np.random.rand(2)
k2 = np.random.rand(2)
y = np.array(
[np.sin(x.dot(k1) * 2 * np.pi),
np.sin(x.dot(k2) * 2 * np.pi)]).T
tilings = Tiles.generate(10, [10, 10], np.zeros(2), np.ones(2))
approximator = Regressor(CMAC,
tilings=tilings,
input_shape=(2, ),
output_shape=(2, ))
approximator.fit(x, y)
x = np.random.rand(2, 2)
y_hat = approximator.predict(x)
y_true = np.array(
[np.sin(x.dot(k1) * 2 * np.pi),
np.sin(x.dot(k2) * 2 * np.pi)]).T
y_test = np.array([[-0.73787754, 0.90673493], [-0.94972964, -0.72380013]])
assert np.allclose(y_hat, y_test)
point = np.random.rand(2)
derivative = approximator.diff(point)
assert np.array_equal(np.sum(derivative, axis=0), np.ones(2) * 10)
assert len(derivative) == approximator.weights_size
old_weights = approximator.get_weights()
approximator.set_weights(old_weights)
new_weights = approximator.get_weights()
assert np.array_equal(new_weights, old_weights)
random_weights = np.random.randn(*old_weights.shape).astype(np.float32)
approximator.set_weights(random_weights)
random_weight_new = approximator.get_weights()
assert np.array_equal(random_weights, random_weight_new)
assert not np.any(np.equal(random_weights, old_weights))
# Action regressor + Ensemble
n_actions = 2
s = np.random.rand(1000, 3)
a = np.random.randint(n_actions, size=(1000, 1))
q = np.random.rand(1000)
tilings = Tiles.generate(10, [10, 10, 10], np.zeros(3), np.ones(3))
approximator = Regressor(CMAC,
tilings=tilings,
input_shape=(3, ),
n_actions=n_actions,
n_models=5)
approximator.fit(s, a, q)
x_s = np.random.rand(2, 3)
x_a = np.random.randint(n_actions, size=(2, 1))
y = approximator.predict(x_s, x_a, prediction='mean')
y_test = np.array([[0.10921918, 0.09923379]])
assert np.allclose(y, y_test)
y = approximator.predict(x_s, x_a, prediction='sum')
y_test = np.array([0.54609592, 0.49616895])
assert np.allclose(y, y_test)
y = approximator.predict(x_s, x_a, prediction='min')
y_test = np.array([[0.10921918, 0.09923379]])
assert np.allclose(y, y_test)
y = approximator.predict(x_s)
y_test = np.array([[0.07606651, 0.10921918], [0.40698114, 0.09923379]])
assert np.allclose(y, y_test)
def test_cmac_approximator():
np.random.seed(1)
# Generic regressor
x = np.random.rand(1000, 2)
k1 = np.random.rand(2)
k2 = np.random.rand(2)
y = np.array(
[np.sin(x.dot(k1) * 2 * np.pi),
np.sin(x.dot(k2) * 2 * np.pi)]).T
tilings = Tiles.generate(10, [10, 10], np.zeros(2), np.ones(2))
approximator = Regressor(CMAC,
tilings=tilings,
input_shape=(2, ),
output_shape=(2, ))
approximator.fit(x, y)
x = np.random.rand(2, 2)
y_hat = approximator.predict(x)
y_true = np.array(
[np.sin(x.dot(k1) * 2 * np.pi),
np.sin(x.dot(k2) * 2 * np.pi)]).T
y_test = np.array([[-0.73581504, 0.90877225], [-0.95854488, -0.72429239]])
assert np.allclose(y_hat, y_test)
point = np.random.rand(2)
derivative = approximator.diff(point)
assert np.array_equal(np.sum(derivative, axis=0), np.ones(2) * 10)
assert len(derivative) == approximator.weights_size
old_weights = approximator.get_weights()
approximator.set_weights(old_weights)
new_weights = approximator.get_weights()
assert np.array_equal(new_weights, old_weights)
random_weights = np.random.randn(*old_weights.shape).astype(np.float32)
approximator.set_weights(random_weights)
random_weight_new = approximator.get_weights()
assert np.array_equal(random_weights, random_weight_new)
assert not np.any(np.equal(random_weights, old_weights))
# Action regressor + Ensemble
n_actions = 2
s = np.random.rand(1000, 3)
a = np.random.randint(n_actions, size=(1000, 1))
q = np.random.rand(1000)
tilings = Tiles.generate(10, [10, 10, 10], np.zeros(3), np.ones(3))
approximator = Regressor(CMAC,
tilings=tilings,
input_shape=(3, ),
n_actions=n_actions,
n_models=5)
approximator.fit(s, a, q)
np.random.seed(2)
x_s = np.random.rand(2, 3)
x_a = np.random.randint(n_actions, size=(2, 1))
y = approximator.predict(x_s, x_a, prediction='mean')
y_test = np.array([[0.56235045, 0.25080909]])
assert np.allclose(y, y_test)
y = approximator.predict(x_s, x_a, prediction='sum')
y_test = np.array([2.81175226, 1.25404543])
assert np.allclose(y, y_test)
y = approximator.predict(x_s, x_a, prediction='min')
y_test = np.array([0.56235045, 0.25080909])
assert np.allclose(y, y_test)
y = approximator.predict(x_s)
y_test = np.array([[0.10367145, 0.56235045], [0.05575822, 0.25080909]])
assert np.allclose(y, y_test)