【转载】 强化学习(九)Deep Q-Learning进阶之Nature DQN

原文地址:

https://www.cnblogs.com/pinard/p/9756075.html

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强化学习(八)价值函数的近似表示与Deep Q-Learning中,我们讲到了Deep Q-Learning(NIPS 2013)的算法和代码,在这个算法基础上,有很多Deep Q-Learning(以下简称DQN)的改进版,今天我们来讨论DQN的第一个改进版Nature DQN(NIPS 2015)。

    本章内容主要参考了ICML 2016的deep RL tutorial和Nature DQN的论文。

1. DQN(NIPS 2013)的问题

在上一篇我们已经讨论了DQN(NIPS 2013)的算法原理和代码实现,虽然它可以训练像CartPole这样的简单游戏,但是有很多问题。这里我们先讨论第一个问题。

注意到DQN(NIPS 2013)里面,我们使用的目标Q值的计算方式:

【转载】   强化学习(九)Deep Q-Learning进阶之Nature DQN

【转载】   强化学习(九)Deep Q-Learning进阶之Nature DQN

因此,一个改进版的DQN: Nature DQN尝试用两个Q网络来减少目标Q值计算和要更新Q网络参数之间的依赖关系。下面我们来看看Nature DQN是怎么做的。

2. Nature DQN的建模

Nature DQN使用了两个Q网络,一个当前Q网络QQQQ用来选择动作,更新模型参数,另一个目标Q网络Q′用于计算目标Q值。目标Q网络的网络参数不需要迭代更新,而是每隔一段时间从当前Q网络QQ复制过来,即延时更新,这样可以减少   目标Q值当前的Q值  相关性

    要注意的是,两个Q网络的结构是一模一样的。这样才可以复制网络参数。

Nature DQN和上一篇的DQN相比,除了用一个新的相同结构的目标Q网络来计算目标Q值以外,其余部分基本是完全相同的。

3. Nature DQN的算法流程

    下面我们来总结下Nature DQN的算法流程, 基于DQN NIPS 2015:

【转载】   强化学习(九)Deep Q-Learning进阶之Nature DQN

注意,上述第二步的f步和g步的Q值计算也都需要通过Q网络计算得到。另外,实际应用中,为了算法较好的收敛,探索率εϵ需要随着迭代的进行而变小。

4. Nature DQN算法实例

下面我们用一个具体的例子来演示DQN的应用。仍然使用了OpenAI Gym中的CartPole-v0游戏来作为我们算法应用。CartPole-v0游戏的介绍参见这里。它比较简单,基本要求就是控制下面的cart移动使连接在上面的pole保持垂直不倒。这个任务只有两个离散动作,要么向左用力,要么向右用力。而state状态就是这个cart的位置和速度, pole的角度和角速度,4维的特征。坚持到200分的奖励则为过关。

    完整的代码参见我的github: https://github.com/ljpzzz/machinelearning/blob/master/reinforcement-learning/nature_dqn.py

    这里我们重点关注Nature DQN和上一节的NIPS 2013 DQN的代码的不同之处。

    首先是Q网络,上一篇的DQN是一个三层的神经网络,而这里我们有两个一样的三层神经网络,一个是当前Q网络,一个是目标Q网络,网络的定义部分如下:

def create_Q_network(self):
# input layer
self.state_input = tf.placeholder("float", [None, self.state_dim])
# network weights
with tf.variable_scope('current_net'):
W1 = self.weight_variable([self.state_dim,20])
b1 = self.bias_variable([20])
W2 = self.weight_variable([20,self.action_dim])
b2 = self.bias_variable([self.action_dim]) # hidden layers
h_layer = tf.nn.relu(tf.matmul(self.state_input,W1) + b1)
# Q Value layer
self.Q_value = tf.matmul(h_layer,W2) + b2 with tf.variable_scope('target_net'):
W1t = self.weight_variable([self.state_dim,20])
b1t = self.bias_variable([20])
W2t = self.weight_variable([20,self.action_dim])
b2t = self.bias_variable([self.action_dim]) # hidden layers
h_layer_t = tf.nn.relu(tf.matmul(self.state_input,W1t) + b1t)
# Q Value layer
self.target_Q_value = tf.matmul(h_layer,W2t) + b2t

    对于定期将目标Q网络的参数更新的代码如下面两部分:

    t_params = tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, scope='target_net')
e_params = tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, scope='current_net') with tf.variable_scope('soft_replacement'):
self.target_replace_op = [tf.assign(t, e) for t, e in zip(t_params, e_params)]
  def update_target_q_network(self, episode):
# update target Q netowrk
if episode % REPLACE_TARGET_FREQ == 0:
self.session.run(self.target_replace_op)
#print('episode '+str(episode) +', target Q network params replaced!')

    此外,注意下我们计算目标Q值的部分,这里使用的目标Q网络的参数,而不是当前Q网络的参数:

# Step 2: calculate y
y_batch = []
Q_value_batch = self.target_Q_value.eval(feed_dict={self.state_input:next_state_batch})
for i in range(0,BATCH_SIZE):
done = minibatch[i][4]
if done:
y_batch.append(reward_batch[i])
else :
y_batch.append(reward_batch[i] + GAMMA * np.max(Q_value_batch[i]))

    其余部分基本和上一篇DQN的代码相同。这里给出我跑的某一次的结果:

episode: 0 Evaluation Average Reward: 9.8
episode: 100 Evaluation Average Reward: 9.8
episode: 200 Evaluation Average Reward: 9.6
episode: 300 Evaluation Average Reward: 10.0
episode: 400 Evaluation Average Reward: 34.8
episode: 500 Evaluation Average Reward: 177.4
episode: 600 Evaluation Average Reward: 200.0
episode: 700 Evaluation Average Reward: 200.0
episode: 800 Evaluation Average Reward: 200.0
episode: 900 Evaluation Average Reward: 198.4
episode: 1000 Evaluation Average Reward: 200.0
episode: 1100 Evaluation Average Reward: 193.2
episode: 1200 Evaluation Average Reward: 200.0
episode: 1300 Evaluation Average Reward: 200.0
episode: 1400 Evaluation Average Reward: 200.0
episode: 1500 Evaluation Average Reward: 200.0
episode: 1600 Evaluation Average Reward: 200.0
episode: 1700 Evaluation Average Reward: 200.0
episode: 1800 Evaluation Average Reward: 200.0
episode: 1900 Evaluation Average Reward: 200.0
episode: 2000 Evaluation Average Reward: 200.0
episode: 2100 Evaluation Average Reward: 200.0
episode: 2200 Evaluation Average Reward: 200.0
episode: 2300 Evaluation Average Reward: 200.0
episode: 2400 Evaluation Average Reward: 200.0
episode: 2500 Evaluation Average Reward: 200.0
episode: 2600 Evaluation Average Reward: 200.0
episode: 2700 Evaluation Average Reward: 200.0
episode: 2800 Evaluation Average Reward: 200.0
episode: 2900 Evaluation Average Reward: 200.0

注意由于DQN不保证稳定的收敛,所以每次跑的结果会不同,如果你跑的结果后面仍然收敛的不好,可以把代码多跑几次,选择一个最好的训练结果。

5. Nature DQN总结

Nature DQN对DQN NIPS 2013做了相关性方面的改进,这个改进虽然不错,但是仍然没有解决DQN的 很多问题,比如:

    1) 目标Q值的计算是否准确?全部通过max Q来计算有没有问题?

    2) 随机采样的方法好吗?按道理不同样本的重要性是不一样的。

    3) Q值代表状态,动作的价值,那么单独动作价值的评估会不会更准确?

第一个问题对应的改进是Double DQN, 第二个问题的改进是Prioritised Replay DQN,第三个问题的改进是Dueling DQN,这三个DQN的改进版我们在下一篇来讨论。

(欢迎转载,转载请注明出处。欢迎沟通交流: liujianping-ok@163.com)

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#######################################################################
# Copyright (C) #
# 2016 - 2019 Pinard Liu(liujianping-ok@163.com) #
# https://www.cnblogs.com/pinard #
# Permission given to modify the code as long as you keep this #
# declaration at the top #
#######################################################################
##https://www.cnblogs.com/pinard/p/9756075.html##
##强化学习(九)Deep Q-Learning进阶之Nature DQN## import gym
import tensorflow as tf
import numpy as np
import random
from collections import deque # Hyper Parameters for DQN
GAMMA = 0.9 # discount factor for target Q
INITIAL_EPSILON = 0.5 # starting value of epsilon
FINAL_EPSILON = 0.01 # final value of epsilon
REPLAY_SIZE = 10000 # experience replay buffer size
BATCH_SIZE = 32 # size of minibatch
REPLACE_TARGET_FREQ = 10 # frequency to update target Q network class DQN():
# DQN Agent
def __init__(self, env):
# init experience replay
self.replay_buffer = deque()
# init some parameters
self.time_step = 0
self.epsilon = INITIAL_EPSILON
self.state_dim = env.observation_space.shape[0]
self.action_dim = env.action_space.n self.create_Q_network()
self.create_training_method() # Init session
self.session = tf.InteractiveSession()
self.session.run(tf.global_variables_initializer()) def create_Q_network(self):
# input layer
self.state_input = tf.placeholder("float", [None, self.state_dim])
# network weights
with tf.variable_scope('current_net'):
W1 = self.weight_variable([self.state_dim,20])
b1 = self.bias_variable([20])
W2 = self.weight_variable([20,self.action_dim])
b2 = self.bias_variable([self.action_dim]) # hidden layers
h_layer = tf.nn.relu(tf.matmul(self.state_input,W1) + b1)
# Q Value layer
self.Q_value = tf.matmul(h_layer,W2) + b2 with tf.variable_scope('target_net'):
W1t = self.weight_variable([self.state_dim,20])
b1t = self.bias_variable([20])
W2t = self.weight_variable([20,self.action_dim])
b2t = self.bias_variable([self.action_dim]) # hidden layers
h_layer_t = tf.nn.relu(tf.matmul(self.state_input,W1t) + b1t)
# Q Value layer
self.target_Q_value = tf.matmul(h_layer,W2t) + b2t t_params = tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, scope='target_net')
e_params = tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, scope='current_net') with tf.variable_scope('soft_replacement'):
self.target_replace_op = [tf.assign(t, e) for t, e in zip(t_params, e_params)] def create_training_method(self):
self.action_input = tf.placeholder("float",[None,self.action_dim]) # one hot presentation
self.y_input = tf.placeholder("float",[None])
Q_action = tf.reduce_sum(tf.multiply(self.Q_value,self.action_input),reduction_indices = 1)
self.cost = tf.reduce_mean(tf.square(self.y_input - Q_action))
self.optimizer = tf.train.AdamOptimizer(0.0001).minimize(self.cost) def perceive(self,state,action,reward,next_state,done):
one_hot_action = np.zeros(self.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 = [data[3] for data in minibatch] # Step 2: calculate y
y_batch = []
Q_value_batch = self.target_Q_value.eval(feed_dict={self.state_input:next_state_batch})
for i in range(0,BATCH_SIZE):
done = minibatch[i][4]
if done:
y_batch.append(reward_batch[i])
else :
y_batch.append(reward_batch[i] + GAMMA * np.max(Q_value_batch[i])) self.optimizer.run(feed_dict={
self.y_input:y_batch,
self.action_input:action_batch,
self.state_input:state_batch
}) def egreedy_action(self,state):
Q_value = self.Q_value.eval(feed_dict = {
self.state_input:[state]
})[0]
if random.random() <= self.epsilon:
self.epsilon -= (INITIAL_EPSILON - FINAL_EPSILON) / 10000
return random.randint(0,self.action_dim - 1)
else:
self.epsilon -= (INITIAL_EPSILON - FINAL_EPSILON) / 10000
return np.argmax(Q_value) def action(self,state):
return np.argmax(self.Q_value.eval(feed_dict = {
self.state_input:[state]
})[0]) def update_target_q_network(self, episode):
# update target Q netowrk
if episode % REPLACE_TARGET_FREQ == 0:
self.session.run(self.target_replace_op)
#print('episode '+str(episode) +', target Q network params replaced!') def weight_variable(self,shape):
initial = tf.truncated_normal(shape)
return tf.Variable(initial) def bias_variable(self,shape):
initial = tf.constant(0.01, shape = shape)
return tf.Variable(initial)
# ---------------------------------------------------------
# Hyper Parameters
ENV_NAME = 'CartPole-v0'
EPISODE = 3000 # Episode limitation
STEP = 300 # Step limitation in an episode
TEST = 5 # The number of experiment test every 100 episode 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
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_q_network(episode) if __name__ == '__main__':
main()

【转载】   强化学习(九)Deep Q-Learning进阶之Nature DQN

【转载】   强化学习(九)Deep Q-Learning进阶之Nature DQN

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