class DDPG(DeepAC):
"""
Deep Deterministic Policy Gradient algorithm.
"Continuous Control with Deep Reinforcement Learning".
Lillicrap T. P. et al.. 2016.
"""
def __init__(self,
mdp_info,
policy_class,
policy_params,
actor_params,
actor_optimizer,
critic_params,
batch_size,
initial_replay_size,
max_replay_size,
tau,
policy_delay=1,
critic_fit_params=None):
"""
Constructor.
Args:
policy_class (Policy): class of the policy;
policy_params (dict): parameters of the policy to build;
actor_params (dict): parameters of the actor approximator to
build;
actor_optimizer (dict): parameters to specify the actor optimizer
algorithm;
critic_params (dict): parameters of the critic approximator to
build;
batch_size (int): the number of samples in a batch;
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;
tau (float): value of coefficient for soft updates;
policy_delay (int, 1): the number of updates of the critic after
which an actor update is implemented;
critic_fit_params (dict, None): parameters of the fitting algorithm
of the critic approximator;
"""
self._critic_fit_params = dict(
) if critic_fit_params is None else critic_fit_params
self._batch_size = batch_size
self._tau = tau
self._policy_delay = policy_delay
self._fit_count = 0
self._replay_memory = ReplayMemory(initial_replay_size,
max_replay_size)
target_critic_params = deepcopy(critic_params)
self._critic_approximator = Regressor(TorchApproximator,
**critic_params)
self._target_critic_approximator = Regressor(TorchApproximator,
**target_critic_params)
target_actor_params = deepcopy(actor_params)
self._actor_approximator = Regressor(TorchApproximator, **actor_params)
self._target_actor_approximator = Regressor(TorchApproximator,
**target_actor_params)
self._init_target(self._critic_approximator,
self._target_critic_approximator)
self._init_target(self._actor_approximator,
self._target_actor_approximator)
policy = policy_class(self._actor_approximator, **policy_params)
policy_parameters = self._actor_approximator.model.network.parameters()
super().__init__(mdp_info, policy, actor_optimizer, policy_parameters)
def fit(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)
q_next = self._next_q(next_state, absorbing)
q = reward + self.mdp_info.gamma * q_next
self._critic_approximator.fit(state, action, q,
**self._critic_fit_params)
if self._fit_count % self._policy_delay == 0:
loss = self._loss(state)
self._optimize_actor_parameters(loss)
self._update_target(self._critic_approximator,
self._target_critic_approximator)
self._update_target(self._actor_approximator,
self._target_actor_approximator)
self._fit_count += 1
def _loss(self, state):
action = self._actor_approximator(state, output_tensor=True)
q = self._critic_approximator(state, action, output_tensor=True)
return -q.mean()
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:
Action-values returned by the critic for ``next_state`` and the
action returned by the actor.
"""
a = self._target_actor_approximator(next_state)
q = self._target_critic_approximator.predict(next_state, a)
q *= 1 - absorbing
return q
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)
class SAC(DeepAC):
"""
Soft Actor-Critic algorithm.
"Soft Actor-Critic Algorithms and Applications".
Haarnoja T. et al.. 2019.
"""
def __init__(self, mdp_info, actor_mu_params, actor_sigma_params,
actor_optimizer, critic_params, batch_size,
initial_replay_size, max_replay_size, warmup_transitions, tau,
lr_alpha, target_entropy=None, critic_fit_params=None):
"""
Constructor.
Args:
actor_mu_params (dict): parameters of the actor mean approximator
to build;
actor_sigma_params (dict): parameters of the actor sigm
approximator to build;
actor_optimizer (dict): parameters to specify the actor
optimizer algorithm;
critic_params (dict): parameters of the critic approximator to
build;
batch_size (int): the number of samples in a batch;
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;
warmup_transitions (int): number of samples to accumulate in the
replay memory to start the policy fitting;
tau (float): value of coefficient for soft updates;
lr_alpha (float): Learning rate for the entropy coefficient;
target_entropy (float, None): target entropy for the policy, if
None a default value is computed ;
critic_fit_params (dict, None): parameters of the fitting algorithm
of the critic approximator.
"""
self._critic_fit_params = dict() if critic_fit_params is None else critic_fit_params
self._batch_size = batch_size
self._warmup_transitions = warmup_transitions
self._tau = tau
if target_entropy is None:
self._target_entropy = -np.prod(mdp_info.action_space.shape).astype(np.float32)
else:
self._target_entropy = target_entropy
self._replay_memory = ReplayMemory(initial_replay_size, max_replay_size)
if 'n_models' in critic_params.keys():
assert critic_params['n_models'] == 2
else:
critic_params['n_models'] = 2
target_critic_params = deepcopy(critic_params)
self._critic_approximator = Regressor(TorchApproximator,
**critic_params)
self._target_critic_approximator = Regressor(TorchApproximator,
**target_critic_params)
actor_mu_approximator = Regressor(TorchApproximator,
**actor_mu_params)
actor_sigma_approximator = Regressor(TorchApproximator,
**actor_sigma_params)
policy = SACPolicy(actor_mu_approximator,
actor_sigma_approximator,
mdp_info.action_space.low,
mdp_info.action_space.high)
self._init_target(self._critic_approximator,
self._target_critic_approximator)
self._log_alpha = torch.tensor(0., dtype=torch.float32)
if policy.use_cuda:
self._log_alpha = self._log_alpha.cuda().requires_grad_()
else:
self._log_alpha.requires_grad_()
self._alpha_optim = optim.Adam([self._log_alpha], lr=lr_alpha)
policy_parameters = chain(actor_mu_approximator.model.network.parameters(),
actor_sigma_approximator.model.network.parameters())
self._add_save_attr(
_critic_fit_params='pickle',
_batch_size='numpy',
_warmup_transitions='numpy',
_tau='numpy',
_target_entropy='numpy',
_replay_memory='pickle',
_critic_approximator='pickle',
_target_critic_approximator='pickle',
_log_alpha='pickle',
_alpha_optim='pickle'
)
super().__init__(mdp_info, policy, actor_optimizer, policy_parameters)
def fit(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._replay_memory.size > self._warmup_transitions:
action_new, log_prob = self.policy.compute_action_and_log_prob_t(state)
loss = self._loss(state, action_new, log_prob)
self._optimize_actor_parameters(loss)
self._update_alpha(log_prob.detach())
q_next = self._next_q(next_state, absorbing)
q = reward + self.mdp_info.gamma * q_next
self._critic_approximator.fit(state, action, q,
**self._critic_fit_params)
self._update_target(self._critic_approximator,
self._target_critic_approximator)
def _loss(self, state, action_new, log_prob):
q_0 = self._critic_approximator(state, action_new,
output_tensor=True, idx=0)
q_1 = self._critic_approximator(state, action_new,
output_tensor=True, idx=1)
q = torch.min(q_0, q_1)
return (self._alpha * log_prob - q).mean()
def _update_alpha(self, log_prob):
alpha_loss = - (self._log_alpha * (log_prob + self._target_entropy)).mean()
self._alpha_optim.zero_grad()
alpha_loss.backward()
self._alpha_optim.step()
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:
Action-values returned by the critic for ``next_state`` and the
action returned by the actor.
"""
a, log_prob_next = self.policy.compute_action_and_log_prob(next_state)
q = self._target_critic_approximator.predict(
next_state, a, prediction='min') - self._alpha_np * log_prob_next
q *= 1 - absorbing
return q
def _post_load(self):
if self._optimizer is not None:
self._parameters = list(
chain(self.policy._mu_approximator.model.network.parameters(),
self.policy._sigma_approximator.model.network.parameters()
)
)
@property
def _alpha(self):
return self._log_alpha.exp()
@property
def _alpha_np(self):
return self._alpha.detach().cpu().numpy()
class AbstractDQN(Agent):
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, clip_reward=False):
"""
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, Parameter)): 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;
clip_reward (bool, False): whether to clip the reward or not.
"""
self._fit_params = dict() if fit_params is None else fit_params
self._batch_size = to_parameter(batch_size)
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._initialize_regressors(approximator, apprx_params_train,
apprx_params_target)
policy.set_q(self.approximator)
self._add_save_attr(
_fit_params='pickle',
_batch_size='mushroom',
_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, approximator=None):
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
if approximator is None:
self.approximator.fit(state, action, q, **self._fit_params)
else:
approximator.fit(state, action, q, **self._fit_params)
def _fit_prioritized(self, dataset, approximator=None):
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)
if approximator is None:
self.approximator.fit(state, action, q, weights=is_weight,
**self._fit_params)
else:
approximator.fit(state, action, q, weights=is_weight,
**self._fit_params)
def draw_action(self, state):
action = super().draw_action(np.array(state))
return action
def _initialize_regressors(self, approximator, apprx_params_train,
apprx_params_target):
self.approximator = Regressor(approximator, **apprx_params_train)
self.target_approximator = Regressor(approximator,
**apprx_params_target)
self._update_target()
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``.
"""
raise NotImplementedError
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)