Reward for Cart Pole Problem Reinforcement Learning - reinforcement-learning

For the cart pole balancing problem, I am wondering why so many implementations of reinforcement learning to solve for a controller have a reward function that awards -1 every time the pole falls over, and 0 for every time step in which the pole remains upright.
How would this train the system, if falling over immediately yields the same reward as falling over after a minute of balancing?

The information you're missing at the minute is the time taken to reach that reward.
The RL algorithms when performing updates to the controller will typically use a discounted reward, in which a -1 reward that happens sooner is less preferable than a -1 reward that happens later.
For example, if the pole is slightly to the left of centre; we will receive a -1 sooner by moving the pole all the way to the left, than if we move the pole all the way to the right. Therefore, when the pole is to the left, moving it to the right is better. And when the pole is to the right, moving it to the left is better. Thus balancing the pole around the centre.
In terms of how the reward is discounted, we typically use a discount factor parameter between 0 and 1 to multiply the reward per time-step. For example, if by selecting the left action we get a -1 reward in 1 time-step, and the right action will give us a -1 reward in 2 time-steps, then the expected discounted rewards (with a discount factor of 0.99) would be 0.99*-1 for left (-0.99) and 0.99*0.99*-1 for right (-0.9801), so choosing right would be better.
Also, FYI - https://stats.stackexchange.com is a better place for asking RL questions, as the question wasn't really about coding.

Related

Atari score vs reward in rllib DQN implementation

I'm trying to replicate DQN scores for Breakout using RLLib. After 5M steps the average reward is 2.0 while the known score for Breakout using DQN is 100+. I'm wondering if this is because of reward clipping and therefore actual reward does not correspond to score from Atari. In OpenAI baselines, the actual score is placed in info['r'] the reward value is actually the clipped value. Is this the same case for RLLib? Is there any way to see actual average score while training?
According to the list of trainer parameters, the library will clip Atari rewards by default:
# Whether to clip rewards prior to experience postprocessing. Setting to
# None means clip for Atari only.
"clip_rewards": None,
However, the episode_reward_mean reported on tensorboard should still correspond to the actual, non-clipped scores.
While the average score of 2 is not much at all relative to the benchmarks for Breakout, 5M steps may not be large enough for DQN unless you are employing something akin to the rainbow to significantly speed things up. Even then, DQN is notoriously slow to converge, so you may want to check your results using a longer run instead and/or consider upgrading your DQN configurations.
I've thrown together a quick test and it looks like the reward clipping doesn't have much of an effect on Breakout, at least early on in the training (unclipped in blue, clipped in orange):
I don't know too much about Breakout to comment on its scoring system, but if higher rewards become available later on as we get better performance (as opposed to getting the same small reward but with more frequency, say), we should start seeing the two diverge.
In such cases, we can still normalize the rewards or convert them to logarithmic scale.
Here's the configurations I used:
lr: 0.00025
learning_starts: 50000
timesteps_per_iteration: 4
buffer_size: 1000000
train_batch_size: 32
target_network_update_freq: 10000
# (some) rainbow components
n_step: 10
noisy: True
# work-around to remove epsilon-greedy
schedule_max_timesteps: 1
exploration_final_eps: 0
prioritized_replay: True
prioritized_replay_alpha: 0.6
prioritized_replay_beta: 0.4
num_atoms: 51
double_q: False
dueling: False
You may be more interested in their rl-experiments where they posted some results from their own library against the standard benchmarks along with the configurations where you should be able to get even better performance.

Confused about Rewards in David Silver Lecture 2

While watching the Reinforcement Learning course by David Silver on youtube (and the slide: Lecture 2 MDP), I found the "Reward" and "Value Function" really confusing.
I tried to understand the "given rewards" marked on the slide (P11), but I cannot figure out why it is the case. Like, the "Class 1: R = -2" but "Pub: R = +1"
why the negative reward for Class and the positive reward for Pub? why the different value?
How to calculate the reward with the Discount Factor? (P17 and P18)
I think the lack of intuition for Reinforcement Learning is the main reason why I have encountered this kind of problem...
So, I'd really appreciate it if someone can give me a little hint.
You usually set the reward and the discount such that using RL you will drive the agent to solve a task.
In the student example the goal is to pass the exam. The student can spend his time attending a class, sleeping, on Facebook or at the pub. Attending a class is something "boring", so the student doesn't see the immediate benefits of doing it. Hence the negative reward. On the contrary, going to the pub is fun and gives a positive reward. However, only by attending all 3 classes the student can pass the exam and get the big final reward.
Now the question is: how much does the student value immediate vs future rewards? The discount factor tells you that: a small discount gives more importance to immediate rewards, because future rewards just "fade" in the long run. If we use a small discount, the student may prefer to always go to the pub or to sleep. With a discount close to 0, already after one step all rewards get close to 0 as well, so at each state the student will try to maximize the immediate reward, because after that "nothing else matter".
On the contrary, high discounts (max 1) value long-term rewards more: in this case the optimal student will attend all classes and pass the exam.
Choosing the discount can be tricky, especially if there is no terminal state (in this case "sleep" is terminal), because with a discount of 1 the agent may ignore the number of steps used to reach the highest reward. For instance, if classes would give a reward of -1 instead of -2, for the agent would be the same to spend time alternating between "class" and "pub" forever and at some point to pass the exam, because with discount 1 the rewards never fade, so even after 10 years the students will still get +10 for passing the exam.
Think also of a virtual agent having to reach a goal position. With discount 1, the agent would not learn to reach it in the least amount of steps: as long as it reaches it, it's the same for him.
Beside that, there is also a numerical problem with discount 1. Since the goal is to maximize the cumulative sum of the discounted reward, if rewards are not discounted (and the horizon is infinite) the sum will not converge.
Q1) First of all you should not forget that there rewards are given by the environment. The actions taken by the agent do not have an effect on the rewards of the environment, but of course it affects the reward gained by the followed trajectory.
In the example these +1 and -2 are just funny examples :) "As a student" you get bored during the class, so the reward of it is -2, while you have fun in the pub, so the reward is +1. Don't get confused with the reasons behind these numbers, they are environment given.
Q2) Let's do the calculation for the state with the value 4.1 in "Example: State-Value Function for Student MRP (2)":
v(s) = (-2) + 0.9 * [(0.4 * 1.9) + (0.6 * 10)] = (-2) + 6.084 =~ 4.1
Here David is using the Bellman Equation for MRPs. You can find it on the same slide.

Reward function for Policy Gradient Descent in Reinforcement Learning

I'm currently learning about Policy Gradient Descent in the context of Reinforcement Learning. TL;DR, my question is: "What are the constraints on the reward function (in theory and practice) and what would be a good reward function for the case below?"
Details:
I want to implement a Neural Net which should learn to play a simple board game using Policy Gradient Descent. I'll omit the details of the NN as they don't matter. The loss function for Policy Gradient Descent, as I understand it is negative log likelihood: loss = - avg(r * log(p))
My question now is how to define the reward r? Since the game can have 3 different outcomes: win, loss, or draw - it seems rewarding 1 for a win, 0 for a draw, -1 for a loss (and some discounted value of those for action leading to those outcomes) would be a natural choice.
However, mathematically I have doubts:
Win Reward: 1 - This seems to make sense. This should push probabilities towards 1 for moves involved in wins with diminishing gradient the closer the probability gets to 1.
Draw Reward: 0 - This does not seem to make sense. This would just cancel out any probabilities in the equation and no learning should be possible (as the gradient should always be 0).
Loss Reward: -1 - This should kind of work. It should push probabilities towards 0 for moves involved in losses. However, I'm concerned about the asymmetry of the gradient compared to the win case. The closer to 0 the probability gets, the steeper the gradient gets. I'm concerned that this would create an extremely strong bias towards a policy that avoids losses - to the degree where the win signal doesn't matter much at all.
You are on the right track. However, I believe you are confusing rewards with action probabilities. In case of draw, it learns that the reward itself is zero at the end of the episode. However, in case of loss, the loss function is discounted reward (which should be -1) times the action probabilities. So it will get you more towards actions which end in win and away from loss with actions ending in draw falling in the middle. Intuitively, it is very similar to supervised deep learning only with an additional weighting parameter (reward) attached to it.
Additionally, I believe this paper from Google DeepMind would be useful for you: https://arxiv.org/abs/1712.01815.
They actually talk about solving the chess problem using RL.

RL Policy Gradient: How to deal with rewards that are strictly positive?

In short:
In the policy gradient method, if the reward is always positive (never negative), the policy gradient will always be positive, hence it will keep making our parameters larger. This makes the learning algorithm meaningless. How do we get around this problem?
In detail:
In "RL Course by David Silver" lecture 7 (on YouTube), he introduced the REINFORCE algorithm for policy gradient (here just showing 1 step):
The actual policy update is:
Note that v_t here stands for the reward we get. Let's say we're playing a game where the reward is always positive (eg. accumulating a score), and there are never any negative rewards, the gradient will always be positive, hence theta will keep increasing! So how do we deal with rewards that never change sign?
Theta isn't one number, but rather a vector of numbers that parameterize your model. The gradient with respect to your parameter may be positive or negative. For example, consider that your parameters are just the probabilities for each action. They are constrained to add to 1.0. Increasing the probability of one action requires at least one of the other actions decrease in probability.
Hi in the formula there is also a log probability for the action which can be positive or negative. By doing policy gradients, the policy will increase or decrease the probability of doing a specific action under give states and the value function just gives how much the probability gonna to change. So it is totally fine all rewards are positive.

Explain process noise terminology in Kalman Filter

I am just learning Kalman filter. In the Kalman Filter terminology, I am having some difficulty with process noise. Process noise seems to be ignored in many concrete examples (most focused on measurement noise). If someone can point me to some introductory level link that described process noise well with examples, that’d be great.
Let’s use a concrete scalar example for my question, given:
x_j = a x_j-1 + b u_j + w_j
Let’s say x_j models the temperature within a fridge with time. It is 5 degrees and should stay that way, so we model with a = 1. If at some point t = 100, the temperature of the fridge becomes 7 degrees (ie. hot day, poor insulation), then I believe the process noise at this point is 2 degrees. So our state variable x_100 = 7 degrees, and this is the true value of the system.
Question 1:
If I then paraphrase the phrase I often see for describing Kalman filter, “we filter the signal x so that the effects of the noise w are minimized “, http://www.swarthmore.edu/NatSci/echeeve1/Ref/Kalman/ScalarKalman.html if we minimize the effects of the 2 degrees, are we trying to get rid of the 2 degree difference? But the true state at is x_100 == 7 degrees. What are we doing to the process noise w exactly when we Kalmen filter?
Question 2:
The process noise has a variance of Q. In the simple fridge example, it seems easy to model because you know the underlying true state is 5 degrees and you can take Q as the deviation from that state. But if the true underlying state is fluctuating with time, when you model, what part of this would be considered state fluctuation vs. “process noise”. And how do we go about determining a good Q (again example would be nice)?
I have found that as Q is always added to the covariance prediction no matter which time step you are at, (see Covariance prediction formula from http://greg.czerniak.info/guides/kalman1/) that if you select an overly large Q, then it doesn’t seem like the Kalman filter would be well-behaved.
Thanks.
EDIT1 My Interpretation
My interpretation of the term process noise is the difference between the actual state of the system and the state modeled from the state transition matrix (ie. a * x_j-1). And what Kalman filter tries to do, is to bring the prediction closer to the actual state. In that sense, it actually partially "incorporate" the process noise into the prediction through the residual feedback mechanism, rather than "eliminate" it, so that it can predict the actual state better. I have not read such an explanation anywhere in my search, and I would appreciate anyone commenting on this view.
In Kalman filtering the "process noise" represents the idea/feature that the state of the system changes over time, but we do not know the exact details of when/how those changes occur, and thus we need to model them as a random process.
In your refrigerator example:
the state of the system is the temperature,
we obtain measurements of the temperature on some time interval, say hourly,
by looking the thermometer dial. Note that you usually need to
represent the uncertainties involved in the measurement process
in Kalman filtering, but you didn't focus on this in your question.
Let's assume that these errors are small.
At time t you look at the thermometer, see that it says 7degrees;
since we've assumed the measurement errors are very small, that means
that the true temperature is (very close to) 7 degrees.
Now the question is: what is the temperature at some later time, say 15 minutes
after you looked?
If we don't know if/when the condenser in the refridgerator turns on we could have:
1. the temperature at the later time is yet higher than 7degrees (15 minutes manages
to get close to the maximum temperature in a cycle),
2. Lower if the condenser is/has-been running, or even,
3. being just about the same.
This idea that there are a distribution of possible outcomes for the real state of the
system at some later time is the "process noise"
Note: my qualitative model for the refrigerator is: the condenser is not running, the temperature goes up until it reaches a threshold temperature a few degrees above the nominal target temperature (note - this is a sensor so there may be noise in terms of the temperature at which the condenser turns on), the condenser stays on until the temperature
gets a few degrees below the set temperature. Also note that if someone opens the door, then there will be a jump in the temperature; since we don't know when someone might do this, we model it as a random process.
Yeah, I don't think that sentence is a good one. The primary purpose of a Kalman filter is to minimize the effects of observation noise, not process noise. I think the author may be conflating Kalman filtering with Kalman control (where you ARE trying to minimize the effect of process noise).
The state does not "fluctuate" over time, except through the influence of process noise.
Remember, a system does not generally have an inherent "true" state. A refrigerator is a bad example, because it's already a control system, with nonlinear properties. A flying cannonball is a better example. There is some place where it "really is", but that's not intrinsic to A. In this example, you can think of wind as a kind of "process noise". (Not a great example, since it's not white noise, but work with me here.) The wind is a 3-dimensional process noise affecting the cannonball's velocity; it does not directly affect the cannonball's position.
Now, suppose that the wind in this area always blows northwest. We should see a positive covariance between the north and west components of wind. A deviation of the cannonball's velocity northwards should make us expect to see a similar deviation to westward, and vice versa.
Think of Q more as covariance than as variance; the autocorrelation aspect of it is almost incidental.
Its a good discussion going over here. I would like to add that the concept of process noise is that what ever prediction that is made based on the model is having some errors and it is represented using the Q matrix. If you note the equations in KF for prediction of Covariance matrix (P_prediction) which is actually the mean squared error of the state being predicted, the Q is simply added to it. PPredict=APA'+Q . I suggest, it would give a good insight if you could find the derivation of KF equations.
If your state-transition model is exact, process noise would be zero. In real-world, it would be nearly impossible to capture the exact state-transition with a mathematical model. The process noise captures that uncertainty.