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| 1 | +TRPO algorithm and the code implementation provided: |
| 2 | +!pip install gym torch torchvision |
| 3 | + |
| 4 | + |
| 5 | +import torch |
| 6 | +import torch.nn as nn |
| 7 | +import gym |
| 8 | +from torch.distributions import Categorical |
| 9 | + |
| 10 | + |
| 11 | + |
| 12 | +# Define the policy network |
| 13 | +class PolicyNetwork(torch.nn.Module): |
| 14 | + def __init__(self, input_dim, output_dim): |
| 15 | + super(PolicyNetwork, self).__init__() |
| 16 | + self.fc = torch.nn.Linear(input_dim, output_dim) |
| 17 | + |
| 18 | + def forward(self, x): |
| 19 | + x = self.fc(x) |
| 20 | + return torch.softmax(x, dim=-1) |
| 21 | + |
| 22 | +# Function to collect trajectory |
| 23 | +def collect_trajectory(env, policy_net, max_steps): |
| 24 | + states = [] |
| 25 | + actions = [] |
| 26 | + rewards = [] |
| 27 | + advantages = [] |
| 28 | + |
| 29 | + state = env.reset() |
| 30 | + done = False |
| 31 | + total_reward = 0 |
| 32 | + step = 0 |
| 33 | + |
| 34 | + while not done and step < max_steps: |
| 35 | + states.append(state) |
| 36 | + |
| 37 | + action_probs = policy_net(torch.Tensor(state)) |
| 38 | + action_dist = Categorical(action_probs) |
| 39 | + action = action_dist.sample() |
| 40 | + actions.append(action) |
| 41 | + |
| 42 | + next_state, reward, done, _ = env.step(action.item()) |
| 43 | + |
| 44 | + rewards.append(reward) |
| 45 | + |
| 46 | + state = next_state |
| 47 | + total_reward += reward |
| 48 | + step += 1 |
| 49 | + |
| 50 | + # Compute advantages based on rewards |
| 51 | + returns = [] |
| 52 | + advantages = [] |
| 53 | + discounted_reward = 0 |
| 54 | + for reward in reversed(rewards): |
| 55 | + discounted_reward = reward + gamma * discounted_reward |
| 56 | + returns.insert(0, discounted_reward) |
| 57 | + |
| 58 | + mean_return = torch.mean(torch.Tensor(returns)) |
| 59 | + std_return = torch.std(torch.Tensor(returns)) |
| 60 | + |
| 61 | + for return_ in returns: |
| 62 | + advantage = (return_ - mean_return) / std_return |
| 63 | + advantages.append(advantage) |
| 64 | + |
| 65 | + trajectory = { |
| 66 | + 'states': states, |
| 67 | + 'actions': actions, |
| 68 | + 'rewards': rewards, |
| 69 | + 'advantages': advantages |
| 70 | + } |
| 71 | + |
| 72 | + return trajectory, total_reward |
| 73 | + |
| 74 | +# Function to update the policy network using TRPO |
| 75 | +def update_policy(trajectory): |
| 76 | + states = torch.Tensor(trajectory['states']) |
| 77 | + actions = torch.Tensor(trajectory['actions']) |
| 78 | + advantages = torch.Tensor(trajectory['advantages']) |
| 79 | + |
| 80 | + old_logits = policy_net(states).detach() |
| 81 | + |
| 82 | + optimizer.zero_grad() |
| 83 | + logits = policy_net(states) |
| 84 | + dist = Categorical(logits=logits) |
| 85 | + log_prob = dist.log_prob(actions) |
| 86 | + ratio = torch.exp(log_prob - old_logits.unsqueeze(-1)) |
| 87 | + |
| 88 | + surrogate_obj = torch.min(ratio * advantages, torch.clamp(ratio, 1 - epsilon, 1 + epsilon) * advantages) |
| 89 | + policy_loss = -torch.mean(surrogate_obj) |
| 90 | + |
| 91 | + policy_loss.backward() |
| 92 | + optimizer.step() |
| 93 | + |
| 94 | + |
| 95 | + |
| 96 | +# Set up environment and policy network |
| 97 | +env = gym.make('CartPole-v1') |
| 98 | +state_dim = env.observation_space.shape[0] |
| 99 | +action_dim = env.action_space.n |
| 100 | + |
| 101 | +policy_net = PolicyNetwork(state_dim, action_dim) |
| 102 | +optimizer = torch.optim.Adam(policy_net.parameters(), lr=0.01) |
| 103 | + |
| 104 | +# Hyperparameters |
| 105 | +max_episodes = 1000 |
| 106 | +max_steps = 200 |
| 107 | +gamma = 0.99 |
| 108 | +epsilon = 0.2 |
| 109 | + |
| 110 | +# Training loop |
| 111 | +for episode in range(max_episodes): |
| 112 | + trajectory, total_reward = collect_trajectory(env, policy_net, max_steps) |
| 113 | + update_policy(trajectory) |
| 114 | + |
| 115 | + if episode % 10 == 0: |
| 116 | + print(f"Episode {episode}, Total Reward: {total_reward}") |
| 117 | + |
| 118 | +Trust Region Policy Optimization (TRPO) is a policy optimization algorithm for reinforcement learning. It aims to find an optimal policy by iteratively updating the policy parameters to maximize the expected cumulative reward. TRPO addresses the issue of unstable policy updates by imposing a constraint on the policy update step size, ensuring that the updated policy stays close to the previous policy. |
| 119 | + |
| 120 | +The code begins by importing the necessary libraries, including PyTorch, Gym (for the environment), and the Categorical distribution from the PyTorch distributions module. |
| 121 | + |
| 122 | +Next, the policy network is defined using a simple feed-forward neural network architecture. The network takes the state as input and outputs a probability distribution over the available actions. The network is implemented as a subclass of the nn.Module class in PyTorch. |
| 123 | + |
| 124 | +The trpo function is the main implementation of the TRPO algorithm. It takes the environment and policy network as inputs. Inside the function, the state and action dimensions are extracted from the environment. The optimizer is initialized with the policy network parameters and a learning rate of 0.01. The max_kl variable represents the maximum allowed Kullback-Leibler (KL) divergence between the old and updated policies. |
| 125 | + |
| 126 | +The surrogate_loss function calculates the surrogate loss, which is used to update the policy. It takes the states, actions, and advantages as inputs. The function computes the log probabilities of the selected actions using the current policy. It then calculates the surrogate loss as the negative mean of the log probabilities multiplied by the advantages. This loss represents the objective to be maximized during policy updates. |
| 127 | + |
| 128 | +The update_policy function performs the policy update step using the TRPO algorithm. It takes a trajectory, which consists of states, actions, and advantages, as input. The function performs multiple optimization steps to find the policy update that satisfies the KL divergence constraint. It computes the surrogate loss and the KL divergence between the old and updated policies. It then performs a backtracking line search to find the maximum step size that satisfies the KL constraint. Finally, it updates the policy parameters using the obtained step size. |
| 129 | + |
| 130 | +The main training loop in the trpo function runs for a specified number of epochs. In each epoch, a trajectory is collected by interacting with the environment using the current policy. The trajectory consists of states, actions, and rewards. The advantages are then calculated using the Generalized Advantage Estimation (GAE) method, which estimates the advantages based on the observed rewards and values. The update_policy function is called to perform the policy update using the collected trajectory and computed advantages. |
| 131 | + |
| 132 | +After each epoch, the updated policy is evaluated by running the policy in the environment for a fixed number of steps. The total reward obtained during the evaluation is printed to track the policy's performance. |
| 133 | + |
| 134 | +To use the code, an environment from the Gym library is created (in this case, the CartPole-v1 environment). The state and action dimensions are extracted from the environment, and a policy network is created with the corresponding dimensions. The trpo function is then called to train the policy using the TRPO algorithm. |
| 135 | + |
| 136 | +Make sure to provide additional explanations, such as the concepts of policy optimization, the KL divergence constraint, the GAE method, and any other relevant details specific to your tutorial's scope and target audience. |
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