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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
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ACER
============
**Actions space:** Discrete
**References:** `Sample Efficient Actor-Critic with Experience Replay <https://arxiv.org/abs/1611.01224>`_
Network Structure
-----------------
.. image:: /_static/img/design_imgs/acer.png
:width: 500px
:align: center
Algorithm Description
---------------------
Choosing an action - Discrete actions
+++++++++++++++++++++++++++++++++++++
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.
Training the network
++++++++++++++++++++
Each iteration perform one on-policy update with a batch of the last :math:`T_{max}` transitions,
and :math:`n` (replay ratio) off-policy updates from batches of :math:`T_{max}` transitions sampled from the replay buffer.
Each update perform the following procedure:
1. **Calculate state values:**
.. math:: V(s_t) = \mathbb{E}_{a \sim \pi} [Q(s_t,a)]
2. **Calculate Q retrace:**
.. math:: 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})
.. math:: \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)}
3. **Accumulate gradients:**
:math:`\bullet` **Policy gradients (with bias correction):**
.. math:: \hat{g}_t^{policy} & = & \bar{\rho}_{t} \nabla \log \pi (a_t \mid s_t) [Q^{ret}(s_t,a_t) - V(s_t)] \\
& & + \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)
:math:`\bullet` **Q-Head gradients (MSE):**
.. math:: \hat{g}_t^{Q} = (Q^{ret}(s_t,a_t) - Q(s_t,a_t)) \nabla Q(s_t,a_t)\\
4. **(Optional) Trust region update:** change the policy loss gradient w.r.t network output:
.. math:: \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
.. math:: \text{where} \quad k = \nabla D_{KL}[\pi_{avg} \parallel \pi]
The average policy network is an exponential moving average of the parameters of the network (:math:`\theta_{avg}=\alpha\theta_{avg}+(1-\alpha)\theta`).
The goal of the trust region update is to the difference between the updated policy and the average policy to ensure stability.
.. autoclass:: rl_coach.agents.acer_agent.ACERAlgorithmParameters