Function approximator and q-learning - reinforcement-learning

I am trying to implement q-learning with an action-value approximation-function. I am using openai-gym and the "MountainCar-v0" enviroment to test my algorithm out. My problem is, it does not converge or find the goal at all.
Basically the approximator works like the following, you feed in the 2 features: position and velocity and one of the 3 actions in a one-hot encoding: 0 -> [1,0,0], 1 -> [0,1,0] and 2 -> [0,0,1]. The output is the action-value approximation Q_approx(s,a), for one specific action.
I know that usually, the input is the state (2 features) and the output layer contains 1 output for each action. The big difference that I see is that I have run the feed forward pass 3 times (one for each action) and take the max, while in the standard implementation you run it once and take the max over the output.
Maybe my implementation is just completely wrong and I am thinking wrong. Gonna paste the code here, it is a mess but I am just experimenting a bit:
import gym
import numpy as np
from keras.models import Sequential
from keras.layers import Dense, Activation
env = gym.make('MountainCar-v0')
# The mean reward over 20 episodes
mean_rewards = np.zeros(20)
# Feature numpy holder
features = np.zeros(5)
# Q_a value holder
qa_vals = np.zeros(3)
one_hot = {
0 : np.asarray([1,0,0]),
1 : np.asarray([0,1,0]),
2 : np.asarray([0,0,1])
}
model = Sequential()
model.add(Dense(20, activation="relu",input_dim=(5)))
model.add(Dense(10,activation="relu"))
model.add(Dense(1))
model.compile(optimizer='rmsprop',
loss='mse',
metrics=['accuracy'])
epsilon_greedy = 0.1
discount = 0.9
batch_size = 16
# Experience replay containing features and target
experience = np.ones((10*300,5+1))
# Ring buffer
def add_exp(features,target,index):
if index % experience.shape[0] == 0:
index = 0
global filled_once
filled_once = True
experience[index,0:5] = features
experience[index,5] = target
index += 1
return index
for e in range(0,100000):
obs = env.reset()
old_obs = None
new_obs = obs
rewards = 0
loss = 0
for i in range(0,300):
if old_obs is not None:
# Find q_a max for s_(t+1)
features[0:2] = new_obs
for i,pa in enumerate([0,1,2]):
features[2:5] = one_hot[pa]
qa_vals[i] = model.predict(features.reshape(-1,5))
rewards += reward
target = reward + discount*np.max(qa_vals)
features[0:2] = old_obs
features[2:5] = one_hot[a]
fill_index = add_exp(features,target,fill_index)
# Find new action
if np.random.random() < epsilon_greedy:
a = env.action_space.sample()
else:
a = np.argmax(qa_vals)
else:
a = env.action_space.sample()
obs, reward, done, info = env.step(a)
old_obs = new_obs
new_obs = obs
if done:
break
if filled_once:
samples_ids = np.random.choice(experience.shape[0],batch_size)
loss += model.train_on_batch(experience[samples_ids,0:5],experience[samples_ids,5].reshape(-1))[0]
mean_rewards[e%20] = rewards
print("e = {} and loss = {}".format(e,loss))
if e % 50 == 0:
print("e = {} and mean = {}".format(e,mean_rewards.mean()))
Thanks in advance!

There shouldn't be much difference between the actions as inputs to your network or as different outputs of your network. It does make a huge difference if your states are images for example. because Conv nets work very well with images and there would be no obvious way of integrating the actions to the input.
Have you tried the cartpole balancing environment? It is better to test if your model is working correctly.
Mountain climb is pretty hard. It has no reward until you reach the top, which often doesn't happen at all. The model will only start learning something useful once you get to the top once. If you are never getting to the top you should probably increase your time doing exploration. in other words take more random actions, a lot more...

Related

Difference between WGAN and WGAN-GP (Gradient Penalty)

I just find that in the code here:
https://github.com/NUS-Tim/Pytorch-WGAN/tree/master/models
The "generator" loss, G, between WGAN and WGAN-GP is different, for WGAN:
g_loss = self.D(fake_images)
g_loss = g_loss.mean().mean(0).view(1)
g_loss.backward(one) # !!!
g_cost = -g_loss
But for WGAN-GP:
g_loss = self.D(fake_images)
g_loss = g_loss.mean()
g_loss.backward(mone) # !!!
g_cost = -g_loss
Why one is one=1 and another is mone=-1?
You might have misread the source code, the first sample you gave is not averaging the resut of D to compute its loss but instead uses the binary cross-entropy.
To be more precise:
The first method ("GAN") uses the BCE loss to compute the loss terms for D and G. The standard GAN optimization objective for D is to minimize E_x[log(D(x))] + E_z[log(1-D(G(z)))]. Source code:
outputs = self.D(images)
d_loss_real = self.loss(outputs.flatten(), real_labels) # <- bce loss
real_score = outputs
# Compute BCELoss using fake images
fake_images = self.G(z)
outputs = self.D(fake_images)
d_loss_fake = self.loss(outputs.flatten(), fake_labels) # <- bce loss
fake_score = outputs
# Optimizie discriminator
d_loss = d_loss_real + d_loss_fake
self.D.zero_grad()
d_loss.backward()
self.d_optimizer.step()
For d_loss_real you optimize towards 1s (output is considered real), while d_loss_fake optimizes towards 0s (output is considered fake).
While the second ("WCGAN") uses the Wasserstein loss (ref) whereby we maximise for D the loss: E_x[D(x)] - E_z[D(G(z))]. Source code:
# Train discriminator
# WGAN - Training discriminator more iterations than generator
# Train with real images
d_loss_real = self.D(images)
d_loss_real = d_loss_real.mean()
d_loss_real.backward(mone)
# Train with fake images
z = self.get_torch_variable(torch.randn(self.batch_size, 100, 1, 1))
fake_images = self.G(z)
d_loss_fake = self.D(fake_images)
d_loss_fake = d_loss_fake.mean()
d_loss_fake.backward(one)
# [...]
Wasserstein_D = d_loss_real - d_loss_fake
By doing d_loss_real.backward(mone) you backpropage with a gradient of opposite sign, i.e. its's a gradient ascend, and you end up maximizing d_loss_real.
In order to Update D network:
lossD = Expectation of D(fake data) - Expectation of D(real data) + gradient penalty
lossD ↓,D(real data) ↑
so you need to add minus one to the gradient process

Deep Q Learning - Cartpole Environment

I have a concern in understanding the Cartpole code as an example for Deep Q Learning. The DQL Agent part of the code as follow:
class DQLAgent:
def __init__(self, env):
# parameter / hyperparameter
self.state_size = env.observation_space.shape[0]
self.action_size = env.action_space.n
self.gamma = 0.95
self.learning_rate = 0.001
self.epsilon = 1 # explore
self.epsilon_decay = 0.995
self.epsilon_min = 0.01
self.memory = deque(maxlen = 1000)
self.model = self.build_model()
def build_model(self):
# neural network for deep q learning
model = Sequential()
model.add(Dense(48, input_dim = self.state_size, activation = "tanh"))
model.add(Dense(self.action_size,activation = "linear"))
model.compile(loss = "mse", optimizer = Adam(lr = self.learning_rate))
return model
def remember(self, state, action, reward, next_state, done):
# storage
self.memory.append((state, action, reward, next_state, done))
def act(self, state):
# acting: explore or exploit
if random.uniform(0,1) <= self.epsilon:
return env.action_space.sample()
else:
act_values = self.model.predict(state)
return np.argmax(act_values[0])
def replay(self, batch_size):
# training
if len(self.memory) < batch_size:
return
minibatch = random.sample(self.memory,batch_size)
for state, action, reward, next_state, done in minibatch:
if done:
target = reward
else:
target = reward + self.gamma*np.amax(self.model.predict(next_state)[0])
train_target = self.model.predict(state)
train_target[0][action] = target
self.model.fit(state,train_target, verbose = 0)
def adaptiveEGreedy(self):
if self.epsilon > self.epsilon_min:
self.epsilon *= self.epsilon_decay
In the training section, we found our target and train_target. So why did we set train_target[0][action] = target here?
Every predict made while learning is not correct, but thanks to error calculation and backpropagation, the predict made at the end of the network will get closer and closer, but when we make train_target[0][action] = target here the error becomes 0, and in this case, how will the learning be?
self.model.predict(state) will return a tensor of shape of (1, 2) containing the estimated Q values for each action (in cartpole the action space is {0,1}).
As you know the Q value is a measure of the expected reward.
By setting self.model.predict(state)[0][action] = target (where target is the expected sum of rewards) it is creating a target Q value on which to train the model. By then calling model.fit(state, train_target) it is using the target Q value to train said model to approximate better Q values for each state.
I don't understand why you are saying that the loss becomes 0: the target is set to the discounted sum of rewards plus the current reward
target = reward + self.gamma*np.amax(self.model.predict(next_state)[0])
while the network prediction for the highest Q value is
np.amax(self.model.predict(next_state)[0])
The loss between the target and the predicted values is what is used to train the model.
Edit - more detailed explaination
(you can ignore the [0] to the predicted values, as it is just to access the right column and unimportant in the understanding)
The target variable is set to the sum between the current reward and the estimated sum of future rewards, or the Q value. Note that this variable is called target but it is not the target of the network, but the target Q value for the chosen action.
The train_target variable is used as what you call the "dataset". It represents the target of the network.
train_target = self.model.predict(state)
train_target[0][action] = target
You can clearly see that:
train_target[<taken action>] = reward + self.gamma*np.amax(self.model.predict(next_state)[0])
train_target[<any other action>] = <prediction from the model>
the loss (mean squared error):
prediction = self.model.predict(state)
loss = (train_target - prediction)^2
For any line of the that is not the the loss is 0. For the one line that has been set the loss is
(target - prediction[action])^2
or
((reward + self.gamma*np.amax(self.model.predict(next_state)[0])) - self.model.predict(state)[0][action])^2
which is clearly different from 0.
Note that this agent is not ideal. I would strongly recommend the use of a target model instead of creating target Q values that way. Check out this answer as for why.

what should I do if my regression model stuck at a high value loss?

I'm using neural nets for a regression problem where I have 3 features and I'm trying to predict one continuous value. I noticed that my neural net start learning good but after 10 epochs it get stuck on a high loss value and could not improve anymore.
I tried to use Adam and other adaptive optimizers instead of SGD but that didn't work. I tried a complex architectures like adding layers, neurons, batch normalization and other activations etc.. and that also didn't work.
I tried to debug and try to find out if something is wrong with the implementation but when I use only 10 examples of the data my model learn fast so there are no errors. I start to increase the examples of the data and monitoring my model results as I increase the data examples. when I reach 3000 data examples my model start to get stuck on a high value loss.
I tried to increase layers, neurons and also to try other activations, batch normalization. My data are also normalized between [-1, 1], my target value is not normalized since it is regression and I'm predicting a continuous value. I also tried using keras but I've got the same result.
My real dataset have 40000 data, I don't know what should I try, I almost try all things that I know for optimization but none of them worked. I would appreciate it if someone can guide me on this. I'll post my Code but maybe it is too messy to try to understand, I'm sure there is no problem with my implementation, I'm using skorch/pytorch and some SKlearn functions:
# take all features as an Independant variable except the bearing and distance
# here when I start small the model learn good but from 3000 data points as you can see the model stuck on a high value. I mean the start loss is 15 and it start to learn good but when it reach 9 it stucks there
# and if I try to use the whole dataset for training then the loss start at 47 and start decreasing until it reach 36 and then stucks there too
X = dataset.iloc[:3000, 0:-2].reset_index(drop=True).to_numpy().astype(np.float32)
# take distance and bearing as the output values:
y = dataset.iloc[:3000, -2:].reset_index(drop=True).to_numpy().astype(np.float32)
y_bearing = y[:, 0].reshape(-1, 1)
y_distance = y[:, 1].reshape(-1, 1)
# normalize the input values
scaler = StandardScaler()
X_norm = scaler.fit_transform(X, y)
X_br_train, X_br_test, y_br_train, y_br_test = train_test_split(X_norm,
y_bearing,
test_size=0.1,
random_state=42,
shuffle=True)
X_dis_train, X_dis_test, y_dis_train, y_dis_test = train_test_split(X_norm,
y_distance,
test_size=0.1,
random_state=42,
shuffle=True)
bearing_trainset = Dataset(X_br_train, y_br_train)
bearing_testset = Dataset(X_br_test, y_br_test)
distance_trainset = Dataset(X_dis_train, y_dis_train)
distance_testset = Dataset(X_dis_test, y_dis_test)
def root_mse(y_true, y_pred):
return np.sqrt(mean_squared_error(y_true, y_pred))
class RMSELoss(nn.Module):
def __init__(self):
super().__init__()
self.mse = nn.MSELoss()
def forward(self, yhat, y):
return torch.sqrt(self.mse(yhat, y))
class AED(nn.Module):
"""custom average euclidean distance loss"""
def __init__(self):
super().__init__()
def forward(self, yhat, y):
return torch.dist(yhat, y)
def train(on_target,
hidden_units,
batch_size,
epochs,
optimizer,
lr,
regularisation_factor,
train_shuffle):
network = None
trainset = distance_trainset if on_target.lower() == 'distance' else bearing_trainset
testset = distance_testset if on_target.lower() == 'distance' else bearing_testset
print(f"shape of trainset.X = {trainset.X.shape}, shape of trainset.y = {trainset.y.shape}")
print(f"shape of testset.X = {testset.X.shape}, shape of testset.y = {testset.y.shape}")
mse = EpochScoring(scoring=mean_squared_error, lower_is_better=True, name='MSE')
r2 = EpochScoring(scoring=r2_score, lower_is_better=False, name='R2')
rmse = EpochScoring(scoring=make_scorer(root_mse), lower_is_better=True, name='RMSE')
checkpoint = Checkpoint(dirname=f'results/{on_target}/checkpoints')
train_end_checkpoint = TrainEndCheckpoint(dirname=f'results/{on_target}/checkpoints')
if on_target.lower() == 'bearing':
network = BearingNetwork(n_features=X_norm.shape[1],
n_hidden=hidden_units,
n_out=y_distance.shape[1])
elif on_target.lower() == 'distance':
network = DistanceNetwork(n_features=X_norm.shape[1],
n_hidden=hidden_units,
n_out=1)
model = NeuralNetRegressor(
module=network,
criterion=RMSELoss,
device='cpu',
batch_size=batch_size,
lr=lr,
optimizer=optim.Adam if optimizer.lower() == 'adam' else optim.SGD,
optimizer__weight_decay=regularisation_factor,
max_epochs=epochs,
iterator_train__shuffle=train_shuffle,
train_split=predefined_split(testset),
callbacks=[mse, r2, rmse, checkpoint, train_end_checkpoint]
)
print(f"{'*' * 10} start training the {on_target} model {'*' * 10}")
history = model.fit(trainset, y=None)
print(f"{'*' * 10} End Training the {on_target} Model {'*' * 10}")
if __name__ == '__main__':
args = parser.parse_args()
train(on_target=args.on_target,
hidden_units=args.hidden_units,
batch_size=args.batch_size,
epochs=args.epochs,
optimizer=args.optimizer,
lr=args.learning_rate,
regularisation_factor=args.regularisation_lambda,
train_shuffle=args.shuffle)
and this is my network declaration:
class DistanceNetwork(nn.Module):
"""separate NN for predicting distance"""
def __init__(self, n_features=5, n_hidden=16, n_out=1):
super().__init__()
self.model = nn.Sequential(
nn.Linear(n_features, n_hidden),
nn.LeakyReLU(),
nn.Linear(n_hidden, 5),
nn.LeakyReLU(),
nn.Linear(5, n_out)
)
here is the log while training:

How do I get CSV files into an Estimator in Tensorflow 1.6

I am new to tensorflow (and my first question in StackOverflow)
As a learning tool, I am trying to do something simple. (4 days later I am still confused)
I have one CSV file with 36 columns (3500 records) with 0s and 1s.
I am envisioning this file as a flattened 6x6 matrix.
I have another CSV file with 1 columnn of ground truth 0 or 1 (3500 records) which indicates if at least 4 of the 6 of elements in the 6x6 matrix's diagonal are 1's.
I am not sure I have processed the CSV files correctly.
I am confused as to how I create the features dictionary and Labels and how that fits into the DNNClassifier
I am using TensorFlow 1.6, Python 3.6
Below is the small amount of code I have so far.
import tensorflow as tf
import os
def x_map(line):
rDefaults = [[] for cl in range(36)]
x_row = tf.decode_csv(line, record_defaults=rDefaults)
return x_row
def y_map(line):
line = tf.string_to_number(line, out_type=tf.int32)
y_row = tf.one_hot(line, depth=2)
return y_row
x_path_file = os.path.join('D:', 'Diag', '6x6_train.csv')
y_path_file = os.path.join('D:', 'Diag', 'HasDiag_train.csv')
filenames = [x_path_file]
x_dataset = tf.data.TextLineDataset(filenames)
x_dataset = x_dataset.map(x_map)
x_dataset = x_dataset.batch(1)
x_iter = x_dataset.make_one_shot_iterator()
x_next_el = x_iter.get_next()
filenames = [y_path_file]
y_dataset = tf.data.TextLineDataset(filenames)
y_dataset = y_dataset.map(y_map)
y_dataset = y_dataset.batch(1)
y_iter = y_dataset.make_one_shot_iterator()
y_next_el = y_iter.get_next()
init = tf.global_variables_initializer()
with tf.Session() as sess:
sess.run(init)
x_el = (sess.run(x_next_el))
y_el = (sess.run(y_next_el))
The output for x_el is:
(array([1.], dtype=float32), array([1.], dtype=float32), array([1.], dtype=float32), array([1.], dtype=float32), array([1.], dtype=float32), array([0.] ... it goes on...
The output for y_el is:
[[1. 0.]]
You're pretty much there for a minimal working model. The main issue I see is that tf.decode_csv returns a tuple of tensors, where as I expect you want a single tensor with all values. Easy fix:
x_row = tf.stack(tf.decode_csv(line, record_defaults=rDefaults))
That should work... but it fails to take advantage of many of the awesome things the tf.data.Dataset API has to offer, like shuffling, parallel threading etc. For example, if you shuffle each dataset, those shuffling operations won't be consistent. This is because you've created two separate datasets and manipulated them independently. If you create them independently, zip them together then manipulate, those manipulations will be consistent.
Try something along these lines:
def get_inputs(
count=None, shuffle=True, buffer_size=1000, batch_size=32,
num_parallel_calls=8, x_paths=[x_path_file], y_paths=[y_path_file]):
"""
Get x, y inputs.
Args:
count: number of epochs. None indicates infinite epochs.
shuffle: whether or not to shuffle the dataset
buffer_size: used in shuffle
batch_size: size of batch. See outputs below
num_parallel_calls: used in map. Note if > 1, intra-batch ordering
will be shuffled
x_paths: list of paths to x-value files.
y_paths: list of paths to y-value files.
Returns:
x: (batch_size, 6, 6) tensor
y: (batch_size, 2) tensor of 1-hot labels
"""
def x_map(line):
rDefaults = [[] for cl in range(n_dims**2)]
x_row = tf.stack(tf.decode_csv(line, record_defaults=rDefaults))
return x_row
def y_map(line):
line = tf.string_to_number(line, out_type=tf.int32)
y_row = tf.one_hot(line, depth=2)
return y_row
def xy_map(x, y):
return x_map(x), y_map(y)
x_ds = tf.data.TextLineDataset(x_paths)
y_ds = tf.data.TextLineDataset(y_paths)
combined = tf.data.Dataset.zip((x_ds, y_ds))
combined = combined.repeat(count=count)
if shuffle:
combined = combined.shuffle(buffer_size)
combined = combined.map(xy_map, num_parallel_calls=num_parallel_calls)
combined = combined.batch(batch_size)
x, y = combined.make_one_shot_iterator().get_next()
return x, y
To experiment/debug,
x, y = get_inputs()
with tf.Session() as sess:
xv, yv = sess.run((x, y))
print(xv.shape, yv.shape)
For use in an estimator, pass the function itself.
estimator.train(get_inputs, max_steps=10000)
def get_eval_inputs():
return get_inputs(
count=1, shuffle=False
x_paths=[x_eval_paths],
y_paths=[y_eval_paths])
estimator.eval(get_eval_inputs)

prioritized experience replay in deep Q-learning

i was implementing DQN in mountain car problem of openai gym. this problem is special as the positive reward is very sparse. so i thought of implementing prioritized experience replay as proposed in this paper by google deep mind.
there are certain things that are confusing me:
how do we store the replay memory. i get that pi is the priority of transition and there are two ways but what is this P(i)?
if we follow the rules given won't P(i) change every time a sample is added.
what does it mean when it says "we sample according to this probability distribution". what is the distribution.
finally how do we sample from it. i get that if we store it in a priority queue we can sample directly but we are actually storing it in a sum tree.
thanks in advance
According to the paper, there are two ways for calculating Pi and base on your choice, your implementation differs. I assume you selected Proportional Prioriziation then you should use "sum-tree" data structure for storing a pair of transition and P(i). P(i) is just the normalized version of Pi and it shows how important that transition is or in other words how effective that transition is for improving your network. When P(i) is high, it means it's so surprising for the network so it can really help the network to tune itself.
You should add each new transition with infinity priority to make sure it will be played at least once and there is no need to update all the experience replay memory for each new coming transition. During the experience replay process, you select a mini-batch and update the probability of those experiences in the mini-batch.
Each experience has a probability so all of the experiences together make a distribution and we select our next mini-batch according to this distribution.
You can sample via this policy from your sum-tree:
def retrieve(n, s):
if n is leaf_node: return n
if n.left.val >= s: return retrieve(n.left, s)
else: return retrieve(n.right, s - n.left.val)
I have taken the code from here.
You can reuse the code in OpenAI Baseline or using SumTree
import numpy as np
import random
from baselines.common.segment_tree import SumSegmentTree, MinSegmentTree
class ReplayBuffer(object):
def __init__(self, size):
"""Create Replay buffer.
Parameters
----------
size: int
Max number of transitions to store in the buffer. When the buffer
overflows the old memories are dropped.
"""
self._storage = []
self._maxsize = size
self._next_idx = 0
def __len__(self):
return len(self._storage)
def add(self, obs_t, action, reward, obs_tp1, done):
data = (obs_t, action, reward, obs_tp1, done)
if self._next_idx >= len(self._storage):
self._storage.append(data)
else:
self._storage[self._next_idx] = data
self._next_idx = (self._next_idx + 1) % self._maxsize
def _encode_sample(self, idxes):
obses_t, actions, rewards, obses_tp1, dones = [], [], [], [], []
for i in idxes:
data = self._storage[i]
obs_t, action, reward, obs_tp1, done = data
obses_t.append(np.array(obs_t, copy=False))
actions.append(np.array(action, copy=False))
rewards.append(reward)
obses_tp1.append(np.array(obs_tp1, copy=False))
dones.append(done)
return np.array(obses_t), np.array(actions), np.array(rewards), np.array(obses_tp1), np.array(dones)
def sample(self, batch_size):
"""Sample a batch of experiences.
Parameters
----------
batch_size: int
How many transitions to sample.
Returns
-------
obs_batch: np.array
batch of observations
act_batch: np.array
batch of actions executed given obs_batch
rew_batch: np.array
rewards received as results of executing act_batch
next_obs_batch: np.array
next set of observations seen after executing act_batch
done_mask: np.array
done_mask[i] = 1 if executing act_batch[i] resulted in
the end of an episode and 0 otherwise.
"""
idxes = [random.randint(0, len(self._storage) - 1) for _ in range(batch_size)]
return self._encode_sample(idxes)
class PrioritizedReplayBuffer(ReplayBuffer):
def __init__(self, size, alpha):
"""Create Prioritized Replay buffer.
Parameters
----------
size: int
Max number of transitions to store in the buffer. When the buffer
overflows the old memories are dropped.
alpha: float
how much prioritization is used
(0 - no prioritization, 1 - full prioritization)
See Also
--------
ReplayBuffer.__init__
"""
super(PrioritizedReplayBuffer, self).__init__(size)
assert alpha >= 0
self._alpha = alpha
it_capacity = 1
while it_capacity < size:
it_capacity *= 2
self._it_sum = SumSegmentTree(it_capacity)
self._it_min = MinSegmentTree(it_capacity)
self._max_priority = 1.0
def add(self, *args, **kwargs):
"""See ReplayBuffer.store_effect"""
idx = self._next_idx
super().add(*args, **kwargs)
self._it_sum[idx] = self._max_priority ** self._alpha
self._it_min[idx] = self._max_priority ** self._alpha
def _sample_proportional(self, batch_size):
res = []
p_total = self._it_sum.sum(0, len(self._storage) - 1)
every_range_len = p_total / batch_size
for i in range(batch_size):
mass = random.random() * every_range_len + i * every_range_len
idx = self._it_sum.find_prefixsum_idx(mass)
res.append(idx)
return res
def sample(self, batch_size, beta):
"""Sample a batch of experiences.
compared to ReplayBuffer.sample
it also returns importance weights and idxes
of sampled experiences.
Parameters
----------
batch_size: int
How many transitions to sample.
beta: float
To what degree to use importance weights
(0 - no corrections, 1 - full correction)
Returns
-------
obs_batch: np.array
batch of observations
act_batch: np.array
batch of actions executed given obs_batch
rew_batch: np.array
rewards received as results of executing act_batch
next_obs_batch: np.array
next set of observations seen after executing act_batch
done_mask: np.array
done_mask[i] = 1 if executing act_batch[i] resulted in
the end of an episode and 0 otherwise.
weights: np.array
Array of shape (batch_size,) and dtype np.float32
denoting importance weight of each sampled transition
idxes: np.array
Array of shape (batch_size,) and dtype np.int32
idexes in buffer of sampled experiences
"""
assert beta > 0
idxes = self._sample_proportional(batch_size)
weights = []
p_min = self._it_min.min() / self._it_sum.sum()
max_weight = (p_min * len(self._storage)) ** (-beta)
for idx in idxes:
p_sample = self._it_sum[idx] / self._it_sum.sum()
weight = (p_sample * len(self._storage)) ** (-beta)
weights.append(weight / max_weight)
weights = np.array(weights)
encoded_sample = self._encode_sample(idxes)
return tuple(list(encoded_sample) + [weights, idxes])
def update_priorities(self, idxes, priorities):
"""Update priorities of sampled transitions.
sets priority of transition at index idxes[i] in buffer
to priorities[i].
Parameters
----------
idxes: [int]
List of idxes of sampled transitions
priorities: [float]
List of updated priorities corresponding to
transitions at the sampled idxes denoted by
variable `idxes`.
"""
assert len(idxes) == len(priorities)
for idx, priority in zip(idxes, priorities):
assert priority > 0
assert 0 <= idx < len(self._storage)
self._it_sum[idx] = priority ** self._alpha
self._it_min[idx] = priority ** self._alpha
self._max_priority = max(self._max_priority, priority)