hbestm's picture
Duplicate from Ssspirit/gpt-academic-play
2531606
from typing import Any, Dict, List, Optional, Tuple, Type, Union
import gym
import numpy as np
import torch as th
from torch.nn import functional as F
from stable_baselines3.common import logger
from stable_baselines3.common.off_policy_algorithm import OffPolicyAlgorithm
from stable_baselines3.common.preprocessing import maybe_transpose
from stable_baselines3.common.type_aliases import GymEnv, MaybeCallback, Schedule
from stable_baselines3.common.utils import get_linear_fn, is_vectorized_observation, polyak_update
from stable_baselines3.dqn.policies import DQNPolicy
class DQN(OffPolicyAlgorithm):
"""
Deep Q-Network (DQN)
Paper: https://arxiv.org/abs/1312.5602, https://www.nature.com/articles/nature14236
Default hyperparameters are taken from the nature paper,
except for the optimizer and learning rate that were taken from Stable Baselines defaults.
:param policy: The policy model to use (MlpPolicy, CnnPolicy, ...)
:param env: The environment to learn from (if registered in Gym, can be str)
:param learning_rate: The learning rate, it can be a function
of the current progress remaining (from 1 to 0)
:param buffer_size: size of the replay buffer
:param learning_starts: how many steps of the model to collect transitions for before learning starts
:param batch_size: Minibatch size for each gradient update
:param tau: the soft update coefficient ("Polyak update", between 0 and 1) default 1 for hard update
:param gamma: the discount factor
:param train_freq: Update the model every ``train_freq`` steps. Alternatively pass a tuple of frequency and unit
like ``(5, "step")`` or ``(2, "episode")``.
:param gradient_steps: How many gradient steps to do after each rollout (see ``train_freq``)
Set to ``-1`` means to do as many gradient steps as steps done in the environment
during the rollout.
:param optimize_memory_usage: Enable a memory efficient variant of the replay buffer
at a cost of more complexity.
See https://github.com/DLR-RM/stable-baselines3/issues/37#issuecomment-637501195
:param target_update_interval: update the target network every ``target_update_interval``
environment steps.
:param exploration_fraction: fraction of entire training period over which the exploration rate is reduced
:param exploration_initial_eps: initial value of random action probability
:param exploration_final_eps: final value of random action probability
:param max_grad_norm: The maximum value for the gradient clipping
:param tensorboard_log: the log location for tensorboard (if None, no logging)
:param create_eval_env: Whether to create a second environment that will be
used for evaluating the agent periodically. (Only available when passing string for the environment)
:param policy_kwargs: additional arguments to be passed to the policy on creation
:param verbose: the verbosity level: 0 no output, 1 info, 2 debug
:param seed: Seed for the pseudo random generators
:param device: Device (cpu, cuda, ...) on which the code should be run.
Setting it to auto, the code will be run on the GPU if possible.
:param _init_setup_model: Whether or not to build the network at the creation of the instance
"""
def __init__(
self,
policy: Union[str, Type[DQNPolicy]],
env: Union[GymEnv, str],
learning_rate: Union[float, Schedule] = 1e-4,
buffer_size: int = 1000000,
learning_starts: int = 50000,
batch_size: Optional[int] = 32,
tau: float = 1.0,
gamma: float = 0.99,
train_freq: Union[int, Tuple[int, str]] = 4,
gradient_steps: int = 1,
optimize_memory_usage: bool = False,
target_update_interval: int = 10000,
exploration_fraction: float = 0.1,
exploration_initial_eps: float = 1.0,
exploration_final_eps: float = 0.05,
max_grad_norm: float = 10,
tensorboard_log: Optional[str] = None,
create_eval_env: bool = False,
policy_kwargs: Optional[Dict[str, Any]] = None,
verbose: int = 0,
seed: Optional[int] = None,
device: Union[th.device, str] = "auto",
_init_setup_model: bool = True,
):
super(DQN, self).__init__(
policy,
env,
DQNPolicy,
learning_rate,
buffer_size,
learning_starts,
batch_size,
tau,
gamma,
train_freq,
gradient_steps,
action_noise=None, # No action noise
policy_kwargs=policy_kwargs,
tensorboard_log=tensorboard_log,
verbose=verbose,
device=device,
create_eval_env=create_eval_env,
seed=seed,
sde_support=False,
optimize_memory_usage=optimize_memory_usage,
supported_action_spaces=(gym.spaces.Discrete,),
)
self.exploration_initial_eps = exploration_initial_eps
self.exploration_final_eps = exploration_final_eps
self.exploration_fraction = exploration_fraction
self.target_update_interval = target_update_interval
self.max_grad_norm = max_grad_norm
# "epsilon" for the epsilon-greedy exploration
self.exploration_rate = 0.0
# Linear schedule will be defined in `_setup_model()`
self.exploration_schedule = None
self.q_net, self.q_net_target = None, None
if _init_setup_model:
self._setup_model()
def _setup_model(self) -> None:
super(DQN, self)._setup_model()
self._create_aliases()
self.exploration_schedule = get_linear_fn(
self.exploration_initial_eps, self.exploration_final_eps, self.exploration_fraction
)
def _create_aliases(self) -> None:
self.q_net = self.policy.q_net
self.q_net_target = self.policy.q_net_target
def _on_step(self) -> None:
"""
Update the exploration rate and target network if needed.
This method is called in ``collect_rollouts()`` after each step in the environment.
"""
if self.num_timesteps % self.target_update_interval == 0:
polyak_update(self.q_net.parameters(), self.q_net_target.parameters(), self.tau)
self.exploration_rate = self.exploration_schedule(self._current_progress_remaining)
logger.record("rollout/exploration rate", self.exploration_rate)
def train(self, gradient_steps: int, batch_size: int = 100) -> None:
# Update learning rate according to schedule
self._update_learning_rate(self.policy.optimizer)
losses = []
for _ in range(gradient_steps):
# Sample replay buffer
replay_data = self.replay_buffer.sample(batch_size, env=self._vec_normalize_env)
with th.no_grad():
# Compute the next Q-values using the target network
next_q_values = self.q_net_target(replay_data.next_observations)
# Follow greedy policy: use the one with the highest value
next_q_values, _ = next_q_values.max(dim=1)
# Avoid potential broadcast issue
next_q_values = next_q_values.reshape(-1, 1)
# 1-step TD target
target_q_values = replay_data.rewards + (1 - replay_data.dones) * self.gamma * next_q_values
# Get current Q-values estimates
current_q_values = self.q_net(replay_data.observations)
# Retrieve the q-values for the actions from the replay buffer
current_q_values = th.gather(current_q_values, dim=1, index=replay_data.actions.long())
# Compute Huber loss (less sensitive to outliers)
loss = F.smooth_l1_loss(current_q_values, target_q_values)
losses.append(loss.item())
# Optimize the policy
self.policy.optimizer.zero_grad()
loss.backward()
# Clip gradient norm
th.nn.utils.clip_grad_norm_(self.policy.parameters(), self.max_grad_norm)
self.policy.optimizer.step()
# Increase update counter
self._n_updates += gradient_steps
logger.record("train/n_updates", self._n_updates, exclude="tensorboard")
logger.record("train/loss", np.mean(losses))
def predict(
self,
observation: np.ndarray,
state: Optional[np.ndarray] = None,
mask: Optional[np.ndarray] = None,
deterministic: bool = False,
) -> Tuple[np.ndarray, Optional[np.ndarray]]:
"""
Overrides the base_class predict function to include epsilon-greedy exploration.
:param observation: the input observation
:param state: The last states (can be None, used in recurrent policies)
:param mask: The last masks (can be None, used in recurrent policies)
:param deterministic: Whether or not to return deterministic actions.
:return: the model's action and the next state
(used in recurrent policies)
"""
if not deterministic and np.random.rand() < self.exploration_rate:
if is_vectorized_observation(maybe_transpose(observation, self.observation_space), self.observation_space):
n_batch = observation.shape[0]
action = np.array([self.action_space.sample() for _ in range(n_batch)])
else:
action = np.array(self.action_space.sample())
else:
action, state = self.policy.predict(observation, state, mask, deterministic)
return action, state
def learn(
self,
total_timesteps: int,
callback: MaybeCallback = None,
log_interval: int = 4,
eval_env: Optional[GymEnv] = None,
eval_freq: int = -1,
n_eval_episodes: int = 5,
tb_log_name: str = "DQN",
eval_log_path: Optional[str] = None,
reset_num_timesteps: bool = True,
) -> OffPolicyAlgorithm:
return super(DQN, self).learn(
total_timesteps=total_timesteps,
callback=callback,
log_interval=log_interval,
eval_env=eval_env,
eval_freq=eval_freq,
n_eval_episodes=n_eval_episodes,
tb_log_name=tb_log_name,
eval_log_path=eval_log_path,
reset_num_timesteps=reset_num_timesteps,
)
def _excluded_save_params(self) -> List[str]:
return super(DQN, self)._excluded_save_params() + ["q_net", "q_net_target"]
def _get_torch_save_params(self) -> Tuple[List[str], List[str]]:
state_dicts = ["policy", "policy.optimizer"]
return state_dicts, []