文章目录
- Task
- Baseline
-
- Simple
- [Medium Baseline---Policy Gradient](#Medium Baseline—Policy Gradient)
- [Strong Baseline------Actor-Critic](#Strong Baseline——Actor-Critic)
- [Boss Baseline---Mask](#Boss Baseline—Mask)
Task
实现深度强化学习方法:
- Policy Gradient
- Actor-Critic
环境:月球着陆器
Baseline
Simple
定义优势函数(Advantage function)为执行完action之后直到结束每一步的reward累加,即:
A 1 = R 1 = r 1 + r 2 + . . . . + r T , A 2 = R 2 = r 2 + r 3 + . . . + r T , . . . A T = R T = r T A_1=R_1=r_1+r_2+....+r_T,\\ A_2=R_2=r_2+r_3+...+r_T,\\ ...\\ A_T=R_T=r_T A1=R1=r1+r2+....+rT,A2=R2=r2+r3+...+rT,...AT=RT=rT
其中, R R R为动作状态值函数, r i r_i ri为执行完动作 a i a_i ai得到的reward
python
for episode in range(EPISODE_PER_BATCH):
state = env.reset()
total_reward, total_step = 0, 0
seq_rewards = []
while True:
action, log_prob = agent.sample(state) # at, log(at|st)
next_state, reward, done, _ = env.step(action)
log_probs.append(log_prob) # [log(a1|s1), log(a2|s2), ...., log(at|st)]
# seq_rewards.append(reward)
state = next_state
total_reward += reward
total_step += 1
rewards.append(reward) # change here
if done:
final_rewards.append(reward)
total_rewards.append(total_reward)
break
Medium Baseline---Policy Gradient
第二个版本的cumulated reward,把离a1比较近的的reward给比较大的权重,比较远的给比较小的权重,如下:
A 1 = R 1 = r 1 + γ r 2 + . . . . + γ T − 1 r T , A 2 = R 2 = r 2 + γ r 3 + . . . + γ T − 2 r T , . . . A T = R T = r T A_1=R_1=r_1+\gamma r_2+....+\gamma ^{T-1} r_T,\\ A_2=R_2=r_2+\gamma r_3+...+\gamma ^{T-2} r_T,\\ ...\\ A_T=R_T=r_T A1=R1=r1+γr2+....+γT−1rT,A2=R2=r2+γr3+...+γT−2rT,...AT=RT=rT
python
# Take a state input and generate a probability distribution of an action through a series of Fully Connected Layers
class PolicyGradientNetwork(nn.Module):
def __init__(self):
super().__init__()
self.fc1 = nn.Linear(8, 16)
self.fc2 = nn.Linear(16, 16)
self.fc3 = nn.Linear(16, 4)
def forward(self, state):
hid = torch.tanh(self.fc1(state))
hid = torch.tanh(hid)
return F.softmax(self.fc3(hid), dim=-1)
python
while True:
action, log_prob = agent.sample(state) # at, log(at|st)
next_state, reward, done, _ = env.step(action)
log_probs.append(log_prob) # [log(a1|s1), log(a2|s2), ...., log(at|st)]
seq_rewards.append(reward) # r1, r2, ...., rt
state = next_state
total_reward += reward
total_step += 1 # total_step in each episode is different
# rewards.append(reward) # change here
# ! IMPORTANT !
# Current reward implementation: immediate reward, given action_list : a1, a2, a3 ......
# rewards : r1, r2 ,r3 ......
# medium:change "rewards" to accumulative decaying reward, given action_list : a1, a2, a3, ......
# rewards : r1+0.99*r2+0.99^2*r3+......, r2+0.99*r3+0.99^2*r4+...... , r3+0.99*r4+0.99^2*r5+ ......
if done: # done is return by environment, true means current episode is done
final_rewards.append(reward) # final step reward
total_rewards.append(total_reward) # total reward of this episode
# calculate accumulative decaying reward
discounted_rewards = []
R = 0
for r in reversed(seq_rewards):
R = r + rate * R
discounted_rewards.insert(0, R)
rewards.extend(discounted_rewards)
break
Strong Baseline------Actor-Critic
在 Actor-Critic 算法中,Actor 和 Critic 的损失函数主要基于策略梯度方法(用于更新 Actor 网络)以及价值函数(用于更新 Critic 网络)。这两部分的损失分别由策略的 Advantage 估计和状态价值的误差构成。
Actor 网络的目标是通过 策略梯度(Policy Gradient) 方法,最大化预期的累计奖励 $ \mathbb{E} [R] $。为此,损失函数通常为负的 log 概率乘以 Advantage (优势函数),该优势函数描述了当前策略执行动作的好坏程度。
L Actor = − E π [ log ( π ( a ∣ s ) ) ⋅ A ( s , a ) ] L_{\text{Actor}} = -\mathbb{E}_{\pi} [\log(\pi(a|s)) \cdot A(s, a)] LActor=−Eπ[log(π(a∣s))⋅A(s,a)]
其中:
- log ( π ( a ∣ s ) ) \log(\pi(a|s)) log(π(a∣s)) :是状态 ( s ) 下选择动作 ( a ) 的 log 概率。
- $ A(s, a) :是 ∗ ∗ A d v a n t a g e ∗ ∗ ,代表实际收益与 C r i t i c 估计的差距,定义为: :是 **Advantage**,代表实际收益与 Critic 估计的差距,定义为: :是∗∗Advantage∗∗,代表实际收益与Critic估计的差距,定义为:A(s, a) = r + \gamma V(s)_{t+1} - V(s)_t$
其中:- r r r :当前动作的即时奖励。
- $\gamma $:折扣因子,用于考虑未来奖励的权重。
- V ( s ) t + 1 V(s)_{t+1} V(s)t+1:下一个状态的价值估计。
- $V(s)_t $:当前状态的价值估计。
因此,Actor 损失函数的整体公式为:
L Actor = − ∑ i = 1 T log ( π ( a ∣ s ) ) ⋅ A ( s , a ) = − ∑ i = 1 T log ( π ( a ∣ s ) ) ⋅ ( r + γ V ( s ′ ) − V ( s ) ) L_{\text{Actor}} =-\sum{ ^T _{i=1}} \log(\pi(a|s)) \cdot A(s,a)= -\sum { ^T _{i=1}}\log(\pi(a|s)) \cdot (r + \gamma V(s') - V(s)) LActor=−∑i=1Tlog(π(a∣s))⋅A(s,a)=−∑i=1Tlog(π(a∣s))⋅(r+γV(s′)−V(s))
2. Critic 损失公式
Critic 网络的目标是尽可能精确地估计状态的价值 ($ V(s) $),所以我们使用 价值误差 作为 Critic 损失。常用的损失函数是 均方误差(Mean Squared Error, MSE) 或者 平滑 L1 损失。
Critic 的损失函数可以写为:
L Critic = E [ ( V ( s ) t − ( r + γ V ( s ) t + 1 ) ) 2 ] L_{\text{Critic}} = \mathbb{E} \left[ \left( V(s)t - \left( r + \gamma V(s){t+1} \right) \right)^2 \right] LCritic=E[(V(s)t−(r+γV(s)t+1))2]
也就是说,Critic 通过最小化 ( V ( s ) t V(s)t V(s)t) 和 ( r + γ V ( s ) t + 1 r + \gamma V(s){t+1} r+γV(s)t+1 ) 之间的误差,来提高状态价值的估计。
在使用 平滑 L1 损失 的情况下,公式为: L Critic = smooth_l1_loss ( V ( s ) t , r + γ V ( s ) t + 1 ) L_{\text{Critic}} = \text{smooth\_l1\_loss}(V(s)t, r + \gamma V(s){t+1}) LCritic=smooth_l1_loss(V(s)t,r+γV(s)t+1).平滑 L1 损失 比均方误差对异常值更具鲁棒性。
python
from torch.optim.lr_scheduler import StepLR
class ActorCritic(nn.Module):
def __init__(self):
super().__init__()
self.fc = nn.Sequential(
nn.Linear(8, 16),
nn.Tanh(),
nn.Linear(16, 16),
nn.Tanh()
)
self.actor = nn.Linear(16, 4)
self.critic = nn.Linear(16, 1)
self.values = []
self.optimizer = optim.SGD(self.parameters(), lr=0.001)
def forward(self, state):
hid = self.fc(state)
self.values.append(self.critic(hid).squeeze(-1))
return F.softmax(self.actor(hid), dim=-1)
def learn(self, log_probs, rewards):
values = torch.stack(self.values)
loss = (-log_probs * (rewards - values.detach())).sum() + F.smooth_l1_loss(values, rewards)
self.optimizer.zero_grad()
loss.backward()
self.optimizer.step()
self.values = []
def sample(self, state):
action_prob = self(torch.FloatTensor(state))
action_dist = Categorical(action_prob)
action = action_dist.sample()
log_prob = action_dist.log_prob(action)
return action.item(), log_prob
Boss Baseline---Mask
Mask 蒙版(Mask) 和 Rate(折扣因子) 解释**
- Mask
mask
是一个 蒙版向量 ,用于过滤掉无效的或不需要考虑的状态值或奖励。这通常在处理 序列数据 或者 部分状态无效的任务 时很有用。例如,在某些环境中,某些时间步的奖励可能不可用,或这些时间步不需要计入学习。
通过 mask,我们可以有选择性地忽略某些状态或动作:
A ( s , a ) = r + γ ⋅ mask ⋅ V ( s ) t + 1 − V ( s ) + t A(s, a) = r + \gamma \cdot \text{mask} \cdot V(s)_{t+1} - V(s)+t A(s,a)=r+γ⋅mask⋅V(s)t+1−V(s)+t
- Rate (折扣因子 ( γ \gamma γ ))
rate
也就是折扣因子 ( γ \gamma γ ),用于对未来奖励进行折现。它的作用是 平衡即时奖励与长期奖励 。折扣因子 ( γ \gamma γ ) 的取值范围通常在 ( $[0, 1] ),当 ( γ = 0 \\gamma = 0 γ=0 ) 时,表示完全只关注即时奖励;当 ( \gamma \to 1 $) 时,表示对长期奖励的重视程度增加。
因此,完整的 Advantage 函数(带有蒙版和折扣因子的形式)是:
A ( s , a ) = r + γ ⋅ mask ⋅ V ( s ) t + 1 − V ( s ) t A(s, a) = r + \gamma \cdot \text{mask} \cdot V(s)_{t+1} - V(s)_t A(s,a)=r+γ⋅mask⋅V(s)t+1−V(s)t
完整的损失函数公式()
-
Actor 损失公式:
L Actor = − ∑ i = 1 T log ( π ( a ∣ s ) ) ⋅ ( r + γ ⋅ mask ⋅ V ( s ) t + 1 − V ( s ) t ) L_{\text{Actor}} = -\sum{ ^T {i=1}} \log(\pi(a|s)) \cdot \left( r + \gamma \cdot \text{mask} \cdot V(s){t+1} - V(s)_t \right) LActor=−∑i=1Tlog(π(a∣s))⋅(r+γ⋅mask⋅V(s)t+1−V(s)t) -
Critic 损失公式:
L Critic = smooth_l1_loss ( V ( s ) t , r + γ ⋅ mask ⋅ V ( s ) t + 1 ) L_{\text{Critic}} = \text{smooth\_l1\_loss}\left( V(s)t, r + \gamma \cdot \text{mask} \cdot V(s){t+1} \right) LCritic=smooth_l1_loss(V(s)t,r+γ⋅mask⋅V(s)t+1)
python
from torch.optim.lr_scheduler import StepLR
class ActorCritic(nn.Module):
def __init__(self):
super().__init__()
self.fc = nn.Sequential(
nn.Linear(8, 16),
nn.Tanh(),
nn.Linear(16, 16),
nn.Tanh()
)
self.actor = nn.Linear(16, 4)
self.critic = nn.Linear(16, 1)
self.values = []
self.optimizer = optim.SGD(self.parameters(), lr=0.001)
self.scheduler = optim.lr_scheduler.CyclicLR(self.optimizer,
base_lr=2e-4, max_lr=2e-3,
step_size_up=10, mode='triangular2')
def forward(self, state):
hid = self.fc(state)
self.values.append(self.critic(hid).squeeze(-1))
return F.softmax(self.actor(hid), dim=-1)
def learn(self, log_probs, rewards, mask, rate):
values = torch.stack(self.values)
advantage = rewards + rate* mask * torch.cat([values[1:], torch.zeros(1)]) - values
loss = (-log_probs * (advantage.detach())).sum() + \
F.smooth_l1_loss(advantage, torch.zeros(len(advantage)))
self.optimizer.zero_grad()
loss.backward()
self.optimizer.step()
self.scheduler.step()
self.values = []
def sample(self, state):
action_prob = self(torch.FloatTensor(state))
action_dist = Categorical(action_prob)
action = action_dist.sample()
log_prob = action_dist.log_prob(action)
return action.item(), log_prob
python
while True:
action, log_prob = agent.sample(state) # at, log(at|st)
next_state, reward, done, _ = env.step(action)
log_probs.append(log_prob) # [log(a1|s1), log(a2|s2), ...., log(at|st)]
seq_rewards.append(reward)
state = next_state
total_reward += reward
total_step += 1
if done:
final_rewards.append(reward)
total_rewards.append(total_reward)
rewards += seq_rewards
mask += [1]*len(seq_rewards)
mask[-1] = 0
break