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0
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ACER algorithm (#184)

* initial ACER commit

* Code cleanup + several fixes

* Q-retrace bug fix + small clean-ups

* added documentation for acer

* ACER benchmarks

* update benchmarks table

* Add nightly running of golden and trace tests. (#202)

Resolves #200

* comment out nightly trace tests until values reset.

* remove redundant observe ignore (#168)

* ensure nightly test env containers exist. (#205)

Also bump integration test timeout

* wxPython removal (#207)

Replacing wxPython with Python's Tkinter.
Also removing the option to choose multiple files as it is unused and causes errors, and fixing the load file/directory spinner.

* Create CONTRIBUTING.md (#210)

* Create CONTRIBUTING.md.  Resolves #188

* run nightly golden tests sequentially. (#217)

Should reduce resource requirements and potential CPU contention but increases
overall execution time.

* tests: added new setup configuration + test args (#211)

- added utils for future tests and conftest
- added test args

* new docs build

* golden test update
This commit is contained in:
shadiendrawis
2019-02-20 23:52:34 +02:00
committed by GitHub
parent 7253f511ed
commit 2b5d1dabe6
175 changed files with 2327 additions and 664 deletions

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@@ -30,7 +30,7 @@
<link rel="index" title="Index" href="../../../genindex.html" />
<link rel="search" title="Search" href="../../../search.html" />
<link rel="next" title="Bootstrapped DQN" href="../value_optimization/bs_dqn.html" />
<link rel="prev" title="Actor-Critic" href="../policy_optimization/ac.html" />
<link rel="prev" title="ACER" href="../policy_optimization/acer.html" />
<link href="../../../_static/css/custom.css" rel="stylesheet" type="text/css">
@@ -107,6 +107,7 @@
<ul class="current">
<li class="toctree-l1 current"><a class="reference internal" href="../index.html">Agents</a><ul class="current">
<li class="toctree-l2"><a class="reference internal" href="../policy_optimization/ac.html">Actor-Critic</a></li>
<li class="toctree-l2"><a class="reference internal" href="../policy_optimization/acer.html">ACER</a></li>
<li class="toctree-l2 current"><a class="current reference internal" href="#">Behavioral Cloning</a><ul>
<li class="toctree-l3"><a class="reference internal" href="#network-structure">Network Structure</a></li>
<li class="toctree-l3"><a class="reference internal" href="#algorithm-description">Algorithm Description</a><ul>
@@ -252,7 +253,7 @@ the expert for each state.</p>
<a href="../value_optimization/bs_dqn.html" class="btn btn-neutral float-right" title="Bootstrapped DQN" accesskey="n" rel="next">Next <span class="fa fa-arrow-circle-right"></span></a>
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<a href="../policy_optimization/acer.html" class="btn btn-neutral" title="ACER" accesskey="p" rel="prev"><span class="fa fa-arrow-circle-left"></span> Previous</a>
</div>
@@ -286,7 +287,8 @@ the expert for each state.</p>
<script type="text/javascript" src="../../../_static/jquery.js"></script>
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@@ -107,6 +107,7 @@
<ul class="current">
<li class="toctree-l1 current"><a class="reference internal" href="../index.html">Agents</a><ul class="current">
<li class="toctree-l2"><a class="reference internal" href="../policy_optimization/ac.html">Actor-Critic</a></li>
<li class="toctree-l2"><a class="reference internal" href="../policy_optimization/acer.html">ACER</a></li>
<li class="toctree-l2"><a class="reference internal" href="bc.html">Behavioral Cloning</a></li>
<li class="toctree-l2"><a class="reference internal" href="../value_optimization/bs_dqn.html">Bootstrapped DQN</a></li>
<li class="toctree-l2"><a class="reference internal" href="../value_optimization/categorical_dqn.html">Categorical DQN</a></li>
@@ -301,7 +302,8 @@ The key of the state dictionary which corresponds to the value that will be used
<script type="text/javascript" src="../../../_static/jquery.js"></script>
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View File

@@ -107,6 +107,7 @@
<ul class="current">
<li class="toctree-l1 current"><a class="current reference internal" href="#">Agents</a><ul>
<li class="toctree-l2"><a class="reference internal" href="policy_optimization/ac.html">Actor-Critic</a></li>
<li class="toctree-l2"><a class="reference internal" href="policy_optimization/acer.html">ACER</a></li>
<li class="toctree-l2"><a class="reference internal" href="imitation/bc.html">Behavioral Cloning</a></li>
<li class="toctree-l2"><a class="reference internal" href="value_optimization/bs_dqn.html">Bootstrapped DQN</a></li>
<li class="toctree-l2"><a class="reference internal" href="value_optimization/categorical_dqn.html">Categorical DQN</a></li>
@@ -213,6 +214,7 @@ A detailed description of those algorithms can be found by navigating to each of
<p class="caption"><span class="caption-text">Agents</span></p>
<ul>
<li class="toctree-l1"><a class="reference internal" href="policy_optimization/ac.html">Actor-Critic</a></li>
<li class="toctree-l1"><a class="reference internal" href="policy_optimization/acer.html">ACER</a></li>
<li class="toctree-l1"><a class="reference internal" href="imitation/bc.html">Behavioral Cloning</a></li>
<li class="toctree-l1"><a class="reference internal" href="value_optimization/bs_dqn.html">Bootstrapped DQN</a></li>
<li class="toctree-l1"><a class="reference internal" href="value_optimization/categorical_dqn.html">Categorical DQN</a></li>
@@ -334,17 +336,9 @@ training or testing.</p>
<dt id="rl_coach.agents.agent.Agent.collect_savers">
<code class="descname">collect_savers</code><span class="sig-paren">(</span><em>parent_path_suffix: str</em><span class="sig-paren">)</span> &#x2192; rl_coach.saver.SaverCollection<a class="reference internal" href="../../_modules/rl_coach/agents/agent.html#Agent.collect_savers"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.agent.Agent.collect_savers" title="Permalink to this definition"></a></dt>
<dd><p>Collect all of agents network savers
:param parent_path_suffix: path suffix of the parent of the agent</p>
<blockquote>
<div>(could be name of level manager or composite agent)</div></blockquote>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Returns:</th><td class="field-body">collection of all agent savers</td>
</tr>
</tbody>
</table>
:param parent_path_suffix: path suffix of the parent of the agent
(could be name of level manager or composite agent)
:return: collection of all agent savers</p>
</dd></dl>
<dl class="method">
@@ -640,15 +634,20 @@ by val, and by the current phase set in self.phase.</p>
<dl class="method">
<dt id="rl_coach.agents.agent.Agent.run_pre_network_filter_for_inference">
<code class="descname">run_pre_network_filter_for_inference</code><span class="sig-paren">(</span><em>state: Dict[str, numpy.ndarray]</em><span class="sig-paren">)</span> &#x2192; Dict[str, numpy.ndarray]<a class="reference internal" href="../../_modules/rl_coach/agents/agent.html#Agent.run_pre_network_filter_for_inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.agent.Agent.run_pre_network_filter_for_inference" title="Permalink to this definition"></a></dt>
<code class="descname">run_pre_network_filter_for_inference</code><span class="sig-paren">(</span><em>state: Dict[str, numpy.ndarray], update_filter_internal_state: bool = True</em><span class="sig-paren">)</span> &#x2192; Dict[str, numpy.ndarray]<a class="reference internal" href="../../_modules/rl_coach/agents/agent.html#Agent.run_pre_network_filter_for_inference"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.agent.Agent.run_pre_network_filter_for_inference" title="Permalink to this definition"></a></dt>
<dd><p>Run filters which where defined for being applied right before using the state for inference.</p>
<table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>state</strong> The state to run the filters on</td>
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first simple">
<li><strong>state</strong> The state to run the filters on</li>
<li><strong>update_filter_internal_state</strong> Should update the filters internal state - should not update when evaluating</li>
</ul>
</td>
</tr>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body">The filtered state</td>
<tr class="field-even field"><th class="field-name">Returns:</th><td class="field-body"><p class="first last">The filtered state</p>
</td>
</tr>
</tbody>
</table>
@@ -860,7 +859,8 @@ Can be useful for agents that want to tweak the reward, termination signal, etc.
<script type="text/javascript" src="../../_static/jquery.js"></script>
<script type="text/javascript" src="../../_static/underscore.js"></script>
<script type="text/javascript" src="../../_static/doctools.js"></script>
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@@ -107,6 +107,7 @@
<ul class="current">
<li class="toctree-l1 current"><a class="reference internal" href="../index.html">Agents</a><ul class="current">
<li class="toctree-l2"><a class="reference internal" href="../policy_optimization/ac.html">Actor-Critic</a></li>
<li class="toctree-l2"><a class="reference internal" href="../policy_optimization/acer.html">ACER</a></li>
<li class="toctree-l2"><a class="reference internal" href="../imitation/bc.html">Behavioral Cloning</a></li>
<li class="toctree-l2"><a class="reference internal" href="../value_optimization/bs_dqn.html">Bootstrapped DQN</a></li>
<li class="toctree-l2"><a class="reference internal" href="../value_optimization/categorical_dqn.html">Categorical DQN</a></li>
@@ -239,10 +240,9 @@ and the result is a single vector of future values for each action.</li>
<h3>Training the network<a class="headerlink" href="#training-the-network" title="Permalink to this headline"></a></h3>
<p>Given a batch of transitions, run them through the network to get the current predictions of the future measurements
per action, and set them as the initial targets for training the network. For each transition
<span class="math notranslate nohighlight">\((s_t,a_t,r_t,s_{t+1} )\)</span> in the batch, the target of the network for the action that was taken, is the actual</p>
<blockquote>
<div>measurements that were seen in time-steps <span class="math notranslate nohighlight">\(t+1,t+2,t+4,t+8,t+16\)</span> and <span class="math notranslate nohighlight">\(t+32\)</span>.
For the actions that were not taken, the targets are the current values.</div></blockquote>
<span class="math notranslate nohighlight">\((s_t,a_t,r_t,s_{t+1} )\)</span> in the batch, the target of the network for the action that was taken, is the actual
measurements that were seen in time-steps <span class="math notranslate nohighlight">\(t+1,t+2,t+4,t+8,t+16\)</span> and <span class="math notranslate nohighlight">\(t+32\)</span>.
For the actions that were not taken, the targets are the current values.</p>
<dl class="class">
<dt id="rl_coach.agents.dfp_agent.DFPAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.dfp_agent.</code><code class="descname">DFPAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/dfp_agent.html#DFPAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.dfp_agent.DFPAlgorithmParameters" title="Permalink to this definition"></a></dt>
@@ -253,7 +253,8 @@ For the actions that were not taken, the targets are the current values.</div></
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
<li><strong>num_predicted_steps_ahead</strong> (int)
Number of future steps to predict measurements for. The future steps wont be sequential, but rather jump
in multiples of 2. For example, if num_predicted_steps_ahead = 3, then the steps will be: t+1, t+2, t+4</li>
in multiples of 2. For example, if num_predicted_steps_ahead = 3, then the steps will be: t+1, t+2, t+4.
The predicted steps will be [t + 2**i for i in range(num_predicted_steps_ahead)]</li>
<li><strong>goal_vector</strong> (List[float])
The goal vector will weight each of the measurements to form an optimization goal. The vector should have
the same length as the number of measurements, and it will be vector multiplied by the measurements.
@@ -329,7 +330,8 @@ have a different scale and you want to normalize them to the same scale.</li>
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@@ -29,7 +29,7 @@
<link rel="stylesheet" href="../../../_static/css/custom.css" type="text/css" />
<link rel="index" title="Index" href="../../../genindex.html" />
<link rel="search" title="Search" href="../../../search.html" />
<link rel="next" title="Behavioral Cloning" href="../imitation/bc.html" />
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@@ -115,6 +115,7 @@
</li>
</ul>
</li>
<li class="toctree-l2"><a class="reference internal" href="acer.html">ACER</a></li>
<li class="toctree-l2"><a class="reference internal" href="../imitation/bc.html">Behavioral Cloning</a></li>
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@@ -282,7 +283,7 @@ If set to True, the state value targets for the V head will be estimated using t
<div class="rst-footer-buttons" role="navigation" aria-label="footer navigation">
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@@ -319,7 +320,8 @@ If set to True, the state value targets for the V head will be estimated using t
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@@ -0,0 +1,379 @@
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<h1>ACER<a class="headerlink" href="#acer" title="Permalink to this headline"></a></h1>
<p><strong>Actions space:</strong> Discrete</p>
<p><strong>References:</strong> <a class="reference external" href="https://arxiv.org/abs/1611.01224">Sample Efficient Actor-Critic with Experience Replay</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
<a class="reference internal image-reference" href="../../../_images/acer.png"><img alt="../../../_images/acer.png" class="align-center" src="../../../_images/acer.png" style="width: 500px;" /></a>
</div>
<div class="section" id="algorithm-description">
<h2>Algorithm Description<a class="headerlink" href="#algorithm-description" title="Permalink to this headline"></a></h2>
<div class="section" id="choosing-an-action-discrete-actions">
<h3>Choosing an action - Discrete actions<a class="headerlink" href="#choosing-an-action-discrete-actions" title="Permalink to this headline"></a></h3>
<p>The policy network is used in order to predict action probabilites. While training, a sample is taken from a categorical
distribution assigned with these probabilities. When testing, the action with the highest probability is used.</p>
</div>
<div class="section" id="training-the-network">
<h3>Training the network<a class="headerlink" href="#training-the-network" title="Permalink to this headline"></a></h3>
<p>Each iteration perform one on-policy update with a batch of the last <span class="math notranslate nohighlight">\(T_{max}\)</span> transitions,
and <span class="math notranslate nohighlight">\(n\)</span> (replay ratio) off-policy updates from batches of <span class="math notranslate nohighlight">\(T_{max}\)</span> transitions sampled from the replay buffer.</p>
<p>Each update perform the following procedure:</p>
<ol class="arabic">
<li><p class="first"><strong>Calculate state values:</strong></p>
<div class="math notranslate nohighlight">
\[V(s_t) = \mathbb{E}_{a \sim \pi} [Q(s_t,a)]\]</div>
</li>
<li><p class="first"><strong>Calculate Q retrace:</strong></p>
<blockquote>
<div><div class="math notranslate nohighlight">
\[Q^{ret}(s_t,a_t) = r_t +\gamma \bar{\rho}_{t+1}[Q^{ret}(s_{t+1},a_{t+1}) - Q(s_{t+1},a_{t+1})] + \gamma V(s_{t+1})\]</div>
<div class="math notranslate nohighlight">
\[\text{where} \quad \bar{\rho}_{t} = \min{\left\{c,\rho_t\right\}},\quad \rho_t=\frac{\pi (a_t \mid s_t)}{\mu (a_t \mid s_t)}\]</div>
</div></blockquote>
</li>
<li><dl class="first docutils">
<dt><strong>Accumulate gradients:</strong></dt>
<dd><p class="first"><span class="math notranslate nohighlight">\(\bullet\)</span> <strong>Policy gradients (with bias correction):</strong></p>
<blockquote>
<div><div class="math notranslate nohighlight">
\[\begin{split}\hat{g}_t^{policy} &amp; = &amp; \bar{\rho}_{t} \nabla \log \pi (a_t \mid s_t) [Q^{ret}(s_t,a_t) - V(s_t)] \\
&amp; &amp; + \mathbb{E}_{a \sim \pi} \left(\left[\frac{\rho_t(a)-c}{\rho_t(a)}\right] \nabla \log \pi (a \mid s_t) [Q(s_t,a) - V(s_t)] \right)\end{split}\]</div>
</div></blockquote>
<p><span class="math notranslate nohighlight">\(\bullet\)</span> <strong>Q-Head gradients (MSE):</strong></p>
<blockquote class="last">
<div><div class="math notranslate nohighlight">
\[\begin{split}\hat{g}_t^{Q} = (Q^{ret}(s_t,a_t) - Q(s_t,a_t)) \nabla Q(s_t,a_t)\\\end{split}\]</div>
</div></blockquote>
</dd>
</dl>
</li>
<li><p class="first"><strong>(Optional) Trust region update:</strong> change the policy loss gradient w.r.t network output:</p>
<blockquote>
<div><div class="math notranslate nohighlight">
\[\hat{g}_t^{trust-region} = \hat{g}_t^{policy} - \max \left\{0, \frac{k^T \hat{g}_t^{policy} - \delta}{\lVert k \rVert_2^2}\right\} k\]</div>
<div class="math notranslate nohighlight">
\[\text{where} \quad k = \nabla D_{KL}[\pi_{avg} \parallel \pi]\]</div>
<p>The average policy network is an exponential moving average of the parameters of the network (<span class="math notranslate nohighlight">\(\theta_{avg}=\alpha\theta_{avg}+(1-\alpha)\theta\)</span>).
The goal of the trust region update is to the difference between the updated policy and the average policy to ensure stability.</p>
</div></blockquote>
</li>
</ol>
<dl class="class">
<dt id="rl_coach.agents.acer_agent.ACERAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.acer_agent.</code><code class="descname">ACERAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/acer_agent.html#ACERAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.acer_agent.ACERAlgorithmParameters" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
<col class="field-body" />
<tbody valign="top">
<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
<li><strong>num_steps_between_gradient_updates</strong> (int)
Every num_steps_between_gradient_updates transitions will be considered as a single batch and use for
accumulating gradients. This is also the number of steps used for bootstrapping according to the n-step formulation.</li>
<li><strong>ratio_of_replay</strong> (int)
The number of off-policy training iterations in each ACER iteration.</li>
<li><strong>num_transitions_to_start_replay</strong> (int)
Number of environment steps until ACER starts to train off-policy from the experience replay.
This emulates a heat-up phase where the agents learns only on-policy until there are enough transitions in
the experience replay to start the off-policy training.</li>
<li><strong>rate_for_copying_weights_to_target</strong> (float)
The rate of the exponential moving average for the average policy which is used for the trust region optimization.
The target network in this algorithm is used as the average policy.</li>
<li><strong>importance_weight_truncation</strong> (float)
The clipping constant for the importance weight truncation (not used in the Q-retrace calculation).</li>
<li><strong>use_trust_region_optimization</strong> (bool)
If set to True, the gradients of the network will be modified with a term dependant on the KL divergence between
the average policy and the current one, to bound the change of the policy during the network update.</li>
<li><strong>max_KL_divergence</strong> (float)
The upper bound parameter for the trust region optimization, use_trust_region_optimization needs to be set true
for this parameter to have an effect.</li>
<li><strong>beta_entropy</strong> (float)
An entropy regulaization term can be added to the loss function in order to control exploration. This term
is weighted using the beta value defined by beta_entropy.</li>
</ul>
</td>
</tr>
</tbody>
</table>
</dd></dl>
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@@ -297,7 +298,8 @@ Then, train the online network according to the calculated targets.</p>
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<h3>Training the network<a class="headerlink" href="#training-the-network" title="Permalink to this headline"></a></h3>
<ol class="arabic simple">
<li>Sample a batch of transitions from the replay buffer.</li>
<li>Using the next states from the sampled batch, run the online network in order to find the $Q$ maximizing
<li>Using the next states from the sampled batch, run the online network in order to find the <span class="math notranslate nohighlight">\(Q\)</span> maximizing
action <span class="math notranslate nohighlight">\(argmax_a Q(s_{t+1},a)\)</span>. For these actions, use the corresponding next states and run the target
network to calculate <span class="math notranslate nohighlight">\(Q(s_{t+1},argmax_a Q(s_{t+1},a))\)</span>.</li>
<li>In order to zero out the updates for the actions that were not played (resulting from zeroing the MSE loss),
@@ -286,7 +287,8 @@ Set those values as the targets for the actions that were not actually played.</
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<li>In order to zero out the updates for the actions that were not played (resulting from zeroing the MSE loss),
use the current states from the sampled batch, and run the online network to get the current Q values predictions.
Set those values as the targets for the actions that were not actually played.</li>
<li>For each action that was played, use the following equation for calculating the targets of the network: $$ y_t=r(s_t,a_t)+γcdot max_a {Q(s_{t+1},a)} $$
<li>For each action that was played, use the following equation for calculating the targets of the network:
<span class="math notranslate nohighlight">\(y_t=r(s_t,a_t )+\gamma \cdot max_a Q(s_{t+1})\)</span></li>
<li>Finally, train the online network using the current states as inputs, and with the aforementioned targets.</li>
<li>Once in every few thousand steps, copy the weights from the online network to the target network.</li>
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@@ -277,7 +278,8 @@ single action has been taken at this state.</p>
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@@ -297,7 +298,8 @@ the single-step bootstrapped targets.</td>
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@@ -314,7 +315,8 @@ please refer to the original paper (<a class="reference external" href="https://
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@@ -290,7 +291,8 @@ After every training step, use a soft update in order to copy the weights from t
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@@ -339,7 +340,8 @@ when the state was first seen, and not the latest, most up-to-date network value
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@@ -317,7 +318,8 @@ seen values, since it is not based on bootstrapping the current network values.<
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@@ -303,7 +304,8 @@ It describes the interval [-k, k] in which the huber loss acts as a MSE loss.</l
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@@ -325,7 +326,8 @@ transitions into the memory, and to do so we need the entire episode first.</li>
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