强化学习在alphago中大放异彩,本文将简要介绍强化学习的一种q-learning。先从最简单的q-table下手,然后针对state过多的问题引入q-network,最后通过两个例子加深对q-learning的理解。
- 强化学习
- Q-learning
- Q-Table
- Bellman Equation
- 算法
- 实例
- Deep-Q-learning
- Experience replay
- Exploration - Exploitation
- 算法
- 实例
- CartPole
- FrozenLake
- 参考资料
强化学习
强化学习通常包括两个实体agent
和environment
。两个实体的交互如下,在environment
的state
st
下,agent
采取action
at
进而得到reward
rt
并进入state
st+1
。
强化学习的问题,通常有如下特点:
- 不同的action产生不同的reward
- reward有延迟性
- 对某个action的reward是基于当前的state的
Q-learning
Q-Table
Q-learning的核心是Q-table。Q-table的行和列分别表示state
和action
的值,Q-table的值
Q(s,a)
衡量当前states
采取actiona
到底有多好。
Bellman Equation
在训练的过程中,我们使用Bellman Equation去更新Q-table。
Bellman Equation解释如下:
Q(s,a)
表示成当前
s
采取
算法
根据Bellman Equation,学习的最终目的是得到Q-table,算法如下:
- 外循环模拟次数num_episodes
- 内循环每次模拟最大步数num_steps
- 根据当前的state和q-table选择action(可加入随机性)
- 根据当前的state和action获得下一步的state和reward
- 更新q-table: Q[s,a] = Q[s,a] + lr*(r + y*np.max(Q[s1,:]) - Q[s,a])
实例
以FrozenLake为例,代码如下:
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
# import lib
import gym
import numpy as np
# Load the environment
env = gym.make('FrozenLake-v0')
# Implement Q-Table learning algorithm
#Initialize table with all zeros
Q = np.zeros([env.observation_space.n,env.action_space.n])
# Set learning parameters
lr = .8
y = .95
num_episodes = 2000
#create lists to contain total rewards and steps per episode
#jList = []
rList = []
for i in range(num_episodes):
#Reset environment and get first new observation
s = env.reset()
rAll = 0
d = False
j = 0
#The Q-Table learning algorithm
while j < 99:
j+=1
#Choose an action by greedily (with noise) picking from Q table
a = np.argmax(Q[s,:] + np.random.randn(1,env.action_space.n)*(1./(i+1)))
#Get new state and reward from environment
s1,r,d,_ = env.step(a)
#Update Q-Table with new knowledge
Q[s,a] = Q[s,a] + lr*(r + y*np.max(Q[s1,:]) - Q[s,a])
rAll += r
s = s1
if d == True:
break
#jList.append(j)
rList.append(rAll)
print "Score over time: " +
str(sum(rList)/num_episodes)
print "Final Q-Table Values"
print Q
Deep-Q-learning
q-table存在一个问题,真实情况的state可能无穷多,这样q-table就会无限大,解决这个问题的办法是通过神经网络实现q-table。输入state,输出不同action的q-value。
Experience replay
强化学习由于state之间的相关性存在稳定性的问题,解决的办法是在训练的时候存储当前训练的状态到记忆体
M
,更新参数的时候随机从
具体地,
M
中存储的数据类型为
Exploration - Exploitation
- Exploration:在刚开始训练的时候,为了能够看到更多可能的情况,需要对action加入一定的随机性。
- Exploitation:随着训练的加深,逐渐降低随机性,也就是降低随机action出现的概率。
算法
实例
CartPole
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
# import lib
import gym
import tensorflow as tf
import numpy as np
# Create the Cart-Pole game environment
env = gym.make('CartPole-v0')
# Q-network
class QNetwork:
def __init__(self, learning_rate=0.01, state_size=4,
action_size=2, hidden_size=10,
name='QNetwork'):
# state inputs to the Q-network
with tf.variable_scope(name):
self.inputs_ = tf.placeholder(tf.float32, [None, state_size], name='inputs')
# One hot encode the actions to later choose the Q-value for the action
self.actions_ = tf.placeholder(tf.int32, [None], name='actions')
one_hot_actions = tf.one_hot(self.actions_, action_size)
# Target Q values for training
self.targetQs_ = tf.placeholder(tf.float32, [None], name='target')
# ReLU hidden layers
self.fc1 = tf.contrib.layers.fully_connected(self.inputs_, hidden_size)
self.fc2 = tf.contrib.layers.fully_connected(self.fc1, hidden_size)
# Linear output layer
self.output = tf.contrib.layers.fully_connected(self.fc2, action_size,
activation_fn=None)
### Train with loss (targetQ - Q)^2
# output has length 2, for two actions. This next line chooses
# one value from output (per row) according to the one-hot encoded actions.
self.Q = tf.reduce_sum(tf.multiply(self.output, one_hot_actions), axis=1)
self.loss = tf.reduce_mean(tf.square(self.targetQs_ - self.Q))
self.opt = tf.train.AdamOptimizer(learning_rate).minimize(self.loss)
# Experience replay
from collections import deque
class Memory():
def __init__(self, max_size = 1000):
self.buffer = deque(maxlen=max_size)
def add(self, experience):
self.buffer.append(experience)
def sample(self, batch_size):
idx = np.random.choice(np.arange(len(self.buffer)),
size=batch_size,
replace=False)
return [self.buffer[ii] for ii in idx]
# hyperparameters
train_episodes = 1000
# max number of episodes to learn from
max_steps = 200
# max steps in an episode
gamma = 0.99
# future reward discount
# Exploration parameters
explore_start = 1.0
# exploration probability at start
explore_stop = 0.01
# minimum exploration probability
decay_rate = 0.0001
# exponential decay rate for exploration prob
# Network parameters
hidden_size = 64
# number of units in each Q-network hidden layer
learning_rate = 0.0001
# Q-network learning rate
# Memory parameters
memory_size = 10000
# memory capacity
batch_size = 20
# experience mini-batch size
pretrain_length = batch_size
# number experiences to pretrain the memory
tf.reset_default_graph()
mainQN = QNetwork(name='main', hidden_size=hidden_size, learning_rate=learning_rate)
# Populate the experience memory
# Initialize the simulation
env.reset()
# Take one random step to get the pole and cart moving
state, reward, done, _ = env.step(env.action_space.sample())
memory = Memory(max_size=memory_size)
# Make a bunch of random actions and store the experiences
for ii in range(pretrain_length):
# Uncomment the line below to watch the simulation
# env.render()
# Make a random action
action = env.action_space.sample()
next_state, reward, done, _ = env.step(action)
if done:
# The simulation fails so no next state
next_state = np.zeros(state.shape)
# Add experience to memory
memory.add((state, action, reward, next_state))
# Start new episode
env.reset()
# Take one random step to get the pole and cart moving
state, reward, done, _ = env.step(env.action_space.sample())
else:
# Add experience to memory
memory.add((state, action, reward, next_state))
state = next_state
# Training
# Now train with experiences
saver = tf.train.Saver()
rewards_list = []
with tf.Session() as sess:
# Initialize variables
sess.run(tf.global_variables_initializer())
step = 0
for ep in range(1, train_episodes):
total_reward = 0
t = 0
while t < max_steps:
step += 1
# Uncomment this next line to watch the training
env.render()
# Explore or Exploit
explore_p = explore_stop + (explore_start - explore_stop)*np.exp(-decay_rate*step)
if explore_p > np.random.rand():
# Make a random action
action = env.action_space.sample()
else:
# Get action from Q-network
feed = {mainQN.inputs_: state.reshape((1, *state.shape))}
Qs = sess.run(mainQN.output, feed_dict=feed)
action = np.argmax(Qs)
# Take action, get new state and reward
next_state, reward, done, _ = env.step(action)
total_reward += reward
if done:
# the episode ends so no next state
next_state = np.zeros(state.shape)
t = max_steps
print('Episode: {}'.format(ep),
'Total reward: {}'.format(total_reward),
'Training loss: {:.4f}'.format(loss),
'Explore P: {:.4f}'.format(explore_p))
rewards_list.append((ep, total_reward))
# Add experience to memory
memory.add((state, action, reward, next_state))
# Start new episode
env.reset()
# Take one random step to get the pole and cart moving
state, reward, done, _ = env.step(env.action_space.sample())
else:
# Add experience to memory
memory.add((state, action, reward, next_state))
state = next_state
t += 1
# Sample mini-batch from memory
batch = memory.sample(batch_size)
states = np.array([each[0] for each in batch])
actions = np.array([each[1] for each in batch])
rewards = np.array([each[2] for each in batch])
next_states = np.array([each[3] for each in batch])
# Train network
target_Qs = sess.run(mainQN.output, feed_dict={mainQN.inputs_: next_states})
# Set target_Qs to 0 for states where episode ends
episode_ends = (next_states == np.zeros(states[0].shape)).all(axis=1)
target_Qs[episode_ends] = (0, 0)
targets = rewards + gamma * np.max(target_Qs, axis=1)
loss, _ = sess.run([mainQN.loss, mainQN.opt],
feed_dict={mainQN.inputs_: states,
mainQN.targetQs_: targets,
mainQN.actions_: actions})
saver.save(sess, "checkpoints/cartpole.ckpt")
# Testing
test_episodes = 10
test_max_steps = 400
env.reset()
with tf.Session() as sess:
saver.restore(sess, tf.train.latest_checkpoint('checkpoints'))
for ep in range(1, test_episodes):
t = 0
while t < test_max_steps:
env.render()
# Get action from Q-network
feed = {mainQN.inputs_: state.reshape((1, *state.shape))}
Qs = sess.run(mainQN.output, feed_dict=feed)
action = np.argmax(Qs)
# Take action, get new state and reward
next_state, reward, done, _ = env.step(action)
if done:
t = test_max_steps
env.reset()
# Take one random step to get the pole and cart moving
state, reward, done, _ = env.step(env.action_space.sample())
else:
state = next_state
t += 1
env.close()
FrozenLake
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
# import lib
import gym
import numpy as np
import random
import tensorflow as tf
import matplotlib.pyplot as plt
%matplotlib inline
# laod env
env = gym.make('FrozenLake-v0')
# The Q-Network Approach
tf.reset_default_graph()
#These lines establish the feed-forward part of the network used to choose actions
inputs1 = tf.placeholder(shape=[1,16],dtype=tf.float32)
W = tf.Variable(tf.random_uniform([16,4],0,0.01))
Qout = tf.matmul(inputs1,W)
predict = tf.argmax(Qout,1)
#Below we obtain the loss by taking the sum of squares difference between the target and prediction Q values.
nextQ = tf.placeholder(shape=[1,4],dtype=tf.float32)
loss = tf.reduce_sum(tf.square(nextQ - Qout))
trainer = tf.train.GradientDescentOptimizer(learning_rate=0.1)
updateModel = trainer.minimize(loss)
# Training
init = tf.initialize_all_variables()
# Set learning parameters
y = .99
e = 0.1
num_episodes = 2000
#create lists to contain total rewards and steps per episode
jList = []
rList = []
with tf.Session() as sess:
sess.run(init)
for i in range(num_episodes):
#Reset environment and get first new observation
s = env.reset()
rAll = 0
d = False
j = 0
#The Q-Network
while j < 99:
j+=1
#Choose an action by greedily (with e chance of random action) from the Q-network
a,allQ = sess.run([predict,Qout],feed_dict={inputs1:np.identity(16)[s:s+1]})
if np.random.rand(1) < e:
a[0] = env.action_space.sample()
#Get new state and reward from environment
s1,r,d,_ = env.step(a[0])
#Obtain the Q' values by feeding the new state through our network
Q1 = sess.run(Qout,feed_dict={inputs1:np.identity(16)[s1:s1+1]})
#Obtain maxQ' and set our target value for chosen action.
maxQ1 = np.max(Q1)
targetQ = allQ
targetQ[0,a[0]] = r + y*maxQ1
#Train our network using target and predicted Q values
_,W1 = sess.run([updateModel,W],feed_dict={inputs1:np.identity(16)[s:s+1],nextQ:targetQ})
rAll += r
s = s1
if d == True:
#Reduce chance of random action as we train the model.
e = 1./((i/50) + 10)
break
jList.append(j)
rList.append(rAll)
print "Percent of succesful episodes: " + str(sum(rList)/num_episodes) + "%"
参考资料
- Simple Reinforcement Learning with Tensorflow Part 0: Q-Learning with Tables and Neural Networks
- Udacity Deep Learning Nano Degree
最后
以上就是诚心悟空最近收集整理的关于强化学习之Q-learning简介强化学习Q-learningDeep-Q-learning参考资料的全部内容,更多相关强化学习之Q-learning简介强化学习Q-learningDeep-Q-learning参考资料内容请搜索靠谱客的其他文章。
发表评论 取消回复