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dqnPriReplay.py
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dqnPriReplay.py
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"""
The DQN improvement: Prioritized Experience Replay (based on https://arxiv.org/abs/1511.05952)
View more on my tutorial page: https://morvanzhou.github.io/tutorials/
Using:
Tensorflow: 1.0
gym: 0.8.0
"""
import numpy as np
import tensorflow as tf
np.random.seed(1)
tf.set_random_seed(1)
class SumTree(object):
"""
This SumTree code is modified version and the original code is from:
https://github.com/jaara/AI-blog/blob/master/SumTree.py
Story the data with it priority in tree and data frameworks.
"""
data_pointer = 0
def __init__(self, capacity):
self.capacity = capacity # for all priority values
self.tree = np.zeros(2 * capacity - 1)
# [--------------Parent nodes-------------][-------leaves to recode priority-------]
# size: capacity - 1 size: capacity
self.data = np.zeros(capacity, dtype=object) # for all transitions
# [--------------data frame-------------]
# size: capacity
def add(self, p, data):
tree_idx = self.data_pointer + self.capacity - 1
self.data[self.data_pointer] = data # update data_frame
self.update(tree_idx, p) # update tree_frame
self.data_pointer += 1
if self.data_pointer >= self.capacity: # replace when exceed the capacity
self.data_pointer = 0
def update(self, tree_idx, p):
change = p - self.tree[tree_idx]
self.tree[tree_idx] = p
# then propagate the change through tree
while tree_idx != 0: # this method is faster than the recursive loop in the reference code
tree_idx = (tree_idx - 1) // 2
self.tree[tree_idx] += change
def get_leaf(self, v):
"""
Tree structure and array storage:
Tree index:
0 -> storing priority sum
/ \
1 2
/ \ / \
3 4 5 6 -> storing priority for transitions
Array type for storing:
[0,1,2,3,4,5,6]
"""
parent_idx = 0
while True: # the while loop is faster than the method in the reference code
cl_idx = 2 * parent_idx + 1 # this leaf's left and right kids
cr_idx = cl_idx + 1
if cl_idx >= len(self.tree): # reach bottom, end search
leaf_idx = parent_idx
break
else: # downward search, always search for a higher priority node
if v <= self.tree[cl_idx]:
parent_idx = cl_idx
else:
v -= self.tree[cl_idx]
parent_idx = cr_idx
data_idx = leaf_idx - self.capacity + 1
return leaf_idx, self.tree[leaf_idx], self.data[data_idx]
@property
def total_p(self):
return self.tree[0] # the root
class Memory(object): # stored as ( s, a, r, s_ ) in SumTree
"""
This SumTree code is modified version and the original code is from:
https://github.com/jaara/AI-blog/blob/master/Seaquest-DDQN-PER.py
"""
epsilon = 0.01 # small amount to avoid zero priority
alpha = 0.6 # [0~1] convert the importance of TD error to priority
beta = 0.4 # importance-sampling, from initial value increasing to 1
beta_increment_per_sampling = 0.001
abs_err_upper = 1. # clipped abs error
def __init__(self, capacity):
self.tree = SumTree(capacity)
def store(self, transition):
max_p = np.max(self.tree.tree[-self.tree.capacity:])
if max_p == 0:
max_p = self.abs_err_upper
self.tree.add(max_p, transition) # set the max p for new p
def sample(self, n):
temp = np.array(self.tree.data[0])
b_idx, b_memory, ISWeights = np.empty((n,), dtype=np.int32), np.empty((n, temp.size)), np.empty((n, 1))
# temp = self.tree.data[0]
# if len(temp) == 1:
# temp2 = np.array(temp)
# else:
# temp2 = temp
# print(temp,temp2)
#
# b_idx, b_memory, ISWeights = np.empty((n,), dtype=np.int32), np.empty((n, temp2.size)), np.empty((n, 1))
pri_seg = self.tree.total_p / n # priority segment
self.beta = np.min([1., self.beta + self.beta_increment_per_sampling]) # max = 1
min_prob = np.min(self.tree.tree[-self.tree.capacity:]) / self.tree.total_p # for later calculate ISweight
for i in range(n):
a, b = pri_seg * i, pri_seg * (i + 1)
v = np.random.uniform(a, b)
idx, p, data = self.tree.get_leaf(v)
prob = p / self.tree.total_p
ISWeights[i, 0] = np.power(prob/min_prob, -self.beta)
b_idx[i], b_memory[i, :] = idx, data
return b_idx, b_memory, ISWeights
def batch_update(self, tree_idx, abs_errors):
abs_errors += self.epsilon # convert to abs and avoid 0
clipped_errors = np.minimum(abs_errors, self.abs_err_upper)
ps = np.power(clipped_errors, self.alpha)
for ti, p in zip(tree_idx, ps):
self.tree.update(ti, p)
class DQNPrioritizedReplay:
e_greedy= 0.9
exploreInit = 1.0
exploreProb = [ ]
exploreProbMin = 0.01
# exploreDecay = 0.1 for other DQN solver
exploreDecay = 0.01
# get 10% PER and right converge
exploreHist = [ ]
exploreDecayType = 'expo'
def __init__(
self,
dqnNode,
n_actions,
n_features,
learning_rate=0.001,
reward_decay=0.9,
exploreDecayType = 'expo',
replace_target_iter=500,
memory_size=10000,
batch_size=32,
e_greedy_increment=None,
output_graph=False,
prioritized=True,
sess=None,
):
self.n_actions = n_actions
self.n_features = n_features
self.lr = learning_rate
self.gamma = reward_decay
self.epsilon_max = self.e_greedy
self.replace_target_iter = replace_target_iter
self.memory_size = memory_size
self.batch_size = batch_size
self.exploreDecayType = exploreDecayType
self.epsilon_increment = e_greedy_increment
self.epsilon = 0 if e_greedy_increment is not None else self.epsilon_max
self.exploreProb = self.exploreInit
self.prioritized = prioritized # decide to use double q or not
self.learn_step_counter = 0
self._build_net()
t_params = tf.get_collection('target_net_params')
e_params = tf.get_collection('eval_net_params')
self.replace_target_op = [tf.assign(t, e) for t, e in zip(t_params, e_params)]
if self.prioritized:
self.memory = Memory(capacity=memory_size)
else:
self.memory = np.zeros((self.memory_size, n_features*2+2))
if sess is None:
self.sess = tf.Session()
self.sess.run(tf.global_variables_initializer())
else:
self.sess = sess
if output_graph:
tf.summary.FileWriter("logs/", self.sess.graph)
self.cost_his = []
def _build_net(self):
def build_layers(s, c_names, n_l1, w_initializer, b_initializer, trainable):
with tf.variable_scope('l1'):
w1 = tf.get_variable('w1', [self.n_features, n_l1], initializer=w_initializer, collections=c_names, trainable=trainable)
b1 = tf.get_variable('b1', [1, n_l1], initializer=b_initializer, collections=c_names, trainable=trainable)
l1 = tf.nn.relu(tf.matmul(s, w1) + b1)
with tf.variable_scope('l2'):
w2 = tf.get_variable('w2', [n_l1, self.n_actions], initializer=w_initializer, collections=c_names, trainable=trainable)
b2 = tf.get_variable('b2', [1, self.n_actions], initializer=b_initializer, collections=c_names, trainable=trainable)
out = tf.matmul(l1, w2) + b2
return out
# ------------------ build evaluate_net ------------------
self.s = tf.placeholder(tf.float32, [None, self.n_features], name='s') # input
self.q_target = tf.placeholder(tf.float32, [None, self.n_actions], name='Q_target') # for calculating loss
if self.prioritized:
self.ISWeights = tf.placeholder(tf.float32, [None, 1], name='IS_weights')
with tf.variable_scope('eval_net',reuse=tf.AUTO_REUSE):
c_names, n_l1, w_initializer, b_initializer = \
['eval_net_params', tf.GraphKeys.GLOBAL_VARIABLES], self.n_features, \
tf.random_normal_initializer(0., 0.3), tf.constant_initializer(0.1) # config of layers
self.q_eval = build_layers(self.s, c_names, n_l1, w_initializer, b_initializer, True)
with tf.variable_scope('loss'):
if self.prioritized:
self.abs_errors = tf.reduce_sum(tf.abs(self.q_target - self.q_eval), axis=1) # for updating Sumtree
self.loss = tf.reduce_mean(self.ISWeights * tf.squared_difference(self.q_target, self.q_eval))
else:
self.loss = tf.reduce_mean(tf.squared_difference(self.q_target, self.q_eval))
with tf.variable_scope('train',reuse=tf.AUTO_REUSE):
self._train_op = tf.train.RMSPropOptimizer(self.lr).minimize(self.loss)
# ------------------ build target_net ------------------
self.s_ = tf.placeholder(tf.float32, [None, self.n_features], name='s_') # input
with tf.variable_scope('target_net',reuse=tf.AUTO_REUSE):
c_names = ['target_net_params', tf.GraphKeys.GLOBAL_VARIABLES]
self.q_next = build_layers(self.s_, c_names, n_l1, w_initializer, b_initializer, False)
def store_transition(self, s, a, r, s_):
if self.prioritized: # prioritized replay
transition = np.hstack((s, [a, r], s_))
self.memory.store(transition) # have high priority for newly arrived transition
else: # random replay
if not hasattr(self, 'memory_counter'):
self.memory_counter = 0
transition = np.hstack((s, [a, r], s_))
index = self.memory_counter % self.memory_size
self.memory[index, :] = transition
self.memory_counter += 1
def choose_action(self, observation):
observation = observation[np.newaxis, :]
if np.random.uniform() < 1 - self.exploreProb:
actions_value = self.sess.run(self.q_eval, feed_dict={self.s: observation})
action = np.argmax(actions_value)
else:
action = np.random.randint(0, self.n_actions)
return action
def learn(self):
if self.learn_step_counter % self.replace_target_iter == 0:
self.sess.run(self.replace_target_op)
# print('\ntarget_params_replaced\n')
if self.prioritized:
tree_idx, batch_memory, ISWeights = self.memory.sample(self.batch_size)
else:
sample_index = np.random.choice(self.memory_size, size=self.batch_size)
batch_memory = self.memory[sample_index, :]
q_next, q_eval = self.sess.run(
[self.q_next, self.q_eval],
feed_dict={self.s_: batch_memory[:, -self.n_features:],
self.s: batch_memory[:, :self.n_features]})
q_target = q_eval.copy()
batch_index = np.arange(self.batch_size, dtype=np.int32)
eval_act_index = batch_memory[:, self.n_features].astype(int)
reward = batch_memory[:, self.n_features + 1]
q_target[batch_index, eval_act_index] = reward + self.gamma * np.max(q_next, axis=1)
if self.prioritized:
_, abs_errors, self.cost = self.sess.run([self._train_op, self.abs_errors, self.loss],
feed_dict={self.s: batch_memory[:, :self.n_features],
self.q_target: q_target,
self.ISWeights: ISWeights})
self.memory.batch_update(tree_idx, abs_errors) # update priority
else:
_, self.cost = self.sess.run([self._train_op, self.loss],
feed_dict={self.s: batch_memory[:, :self.n_features],
self.q_target: q_target})
self.cost_his.append(self.cost)
#self.epsilon = self.epsilon + self.epsilon_increment if self.epsilon < self.epsilon_max else self.epsilon_max
if self.exploreDecayType == 'expo':
self.exploreProb = self.exploreInit * \
np.exp(-self.exploreDecay * self.learn_step_counter )
self.learn_step_counter += 1
if self.exploreProb <= self.exploreProbMin:
self.exploreProb = self.exploreProbMin
elif self.exploreDecayType == 'incre':
self.epsilon = self.epsilon + self.epsilon_increment \
if self.epsilon < self.epsilon_max else self.epsilon_max
self.exploreProb = 1 - self.epsilon
self.learn_step_counter += 1