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update of api docstrings across coach and tutorials [WIP] (#91)

* updating the documentation website
* adding the built docs
* update of api docstrings across coach and tutorials 0-2
* added some missing api documentation
* New Sphinx based documentation
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Itai Caspi
2018-11-15 15:00:13 +02:00
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<div class="section" id="bootstrapped-dqn">
<h1>Bootstrapped DQN<a class="headerlink" href="#bootstrapped-dqn" 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/1602.04621">Deep Exploration via Bootstrapped DQN</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
<img alt="../../../_images/bs_dqn.png" class="align-center" src="../../../_images/bs_dqn.png" />
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<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">
<h3>Choosing an action<a class="headerlink" href="#choosing-an-action" title="Permalink to this headline"></a></h3>
<p>The current states are used as the input to the network. The network contains several $Q$ heads, which are used
for returning different estimations of the action <span class="math notranslate nohighlight">\(Q\)</span> values. For each episode, the bootstrapped exploration policy
selects a single head to play with during the episode. According to the selected head, only the relevant
output <span class="math notranslate nohighlight">\(Q\)</span> values are used. Using those <span class="math notranslate nohighlight">\(Q\)</span> values, the exploration policy then selects the action for acting.</p>
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<div class="section" id="storing-the-transitions">
<h3>Storing the transitions<a class="headerlink" href="#storing-the-transitions" title="Permalink to this headline"></a></h3>
<p>For each transition, a Binomial mask is generated according to a predefined probability, and the number of output heads.
The mask is a binary vector where each element holds a 0 for heads that shouldnt train on the specific transition,
and 1 for heads that should use the transition for training. The mask is stored as part of the transition info in
the replay buffer.</p>
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<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>First, sample a batch of transitions from the replay buffer. Run the current states through the network and get the
current <span class="math notranslate nohighlight">\(Q\)</span> value predictions for all the heads and all the actions. For each transition in the batch,
and for each output head, if the transition mask is 1 - change the targets of the played action to <span class="math notranslate nohighlight">\(y_t\)</span>,
according to the standard DQN update rule:</p>
<p><span class="math notranslate nohighlight">\(y_t=r(s_t,a_t )+\gamma\cdot max_a Q(s_{t+1},a)\)</span></p>
<p>Otherwise, leave it intact so that the transition does not affect the learning of this head.
Then, train the online network according to the calculated targets.</p>
<p>As in DQN, once in every few thousand steps, copy the weights from the online network to the target network.</p>
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<div class="section" id="categorical-dqn">
<h1>Categorical DQN<a class="headerlink" href="#categorical-dqn" 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/1707.06887">A Distributional Perspective on Reinforcement Learning</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
<img alt="../../../_images/distributional_dqn.png" class="align-center" src="../../../_images/distributional_dqn.png" />
</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="training-the-network">
<h3>Training the network<a class="headerlink" href="#training-the-network" title="Permalink to this headline"></a></h3>
<ol class="arabic">
<li><p class="first">Sample a batch of transitions from the replay buffer.</p>
</li>
<li><p class="first">The Bellman update is projected to the set of atoms representing the <span class="math notranslate nohighlight">\(Q\)</span> values distribution, such
that the <span class="math notranslate nohighlight">\(i-th\)</span> component of the projected update is calculated as follows:</p>
<p><span class="math notranslate nohighlight">\((\Phi \hat{T} Z_{\theta}(s_t,a_t))_i=\sum_{j=0}^{N-1}\Big[1-\frac{\lvert[\hat{T}_{z_{j}}]^{V_{MAX}}_{V_{MIN}}-z_i\rvert}{\Delta z}\Big]^1_0 \ p_j(s_{t+1}, \pi(s_{t+1}))\)</span></p>
<p>where:
* <span class="math notranslate nohighlight">\([ \cdot ]\)</span> bounds its argument in the range <span class="math notranslate nohighlight">\([a, b]\)</span>
* <span class="math notranslate nohighlight">\(\hat{T}_{z_{j}}\)</span> is the Bellman update for atom <span class="math notranslate nohighlight">\(z_j\)</span>: <span class="math notranslate nohighlight">\(\hat{T}_{z_{j}} := r+\gamma z_j\)</span></p>
</li>
<li><p class="first">Network is trained with the cross entropy loss between the resulting probability distribution and the target
probability distribution. Only the target of the actions that were actually taken is updated.</p>
</li>
<li><p class="first">Once in every few thousand steps, weights are copied from the online network to the target network.</p>
</li>
</ol>
<dl class="class">
<dt id="rl_coach.agents.categorical_dqn_agent.CategoricalDQNAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.categorical_dqn_agent.</code><code class="descname">CategoricalDQNAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/categorical_dqn_agent.html#CategoricalDQNAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.categorical_dqn_agent.CategoricalDQNAlgorithmParameters" 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>v_min</strong> (float)
The minimal value that will be represented in the network output for predicting the Q value.
Corresponds to <span class="math notranslate nohighlight">\(v_{min}\)</span> in the paper.</li>
<li><strong>v_max</strong> (float)
The maximum value that will be represented in the network output for predicting the Q value.
Corresponds to <span class="math notranslate nohighlight">\(v_{max}\)</span> in the paper.</li>
<li><strong>atoms</strong> (int)
The number of atoms that will be used to discretize the range between v_min and v_max.
For the C51 algorithm described in the paper, the number of atoms is 51.</li>
</ul>
</td>
</tr>
</tbody>
</table>
</dd></dl>
</div>
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<div class="section" id="double-dqn">
<h1>Double DQN<a class="headerlink" href="#double-dqn" 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/1509.06461.pdf">Deep Reinforcement Learning with Double Q-learning</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
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<h2>Algorithm Description<a class="headerlink" href="#algorithm-description" title="Permalink to this headline"></a></h2>
<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>
<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
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),
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:
<span class="math notranslate nohighlight">\(y_t=r(s_t,a_t )+\gamma \cdot Q(s_{t+1},argmax_a Q(s_{t+1},a))\)</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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<div class="section" id="deep-q-networks">
<h1>Deep Q Networks<a class="headerlink" href="#deep-q-networks" title="Permalink to this headline"></a></h1>
<p><strong>Actions space:</strong> Discrete</p>
<p><strong>References:</strong> <a class="reference external" href="https://www.cs.toronto.edu/~vmnih/docs/dqn.pdf">Playing Atari with Deep Reinforcement Learning</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
<img alt="../../../_images/dqn.png" class="align-center" src="../../../_images/dqn.png" />
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<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="training-the-network">
<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 target network to calculate the <span class="math notranslate nohighlight">\(Q\)</span> values for each of
the actions <span class="math notranslate nohighlight">\(Q(s_{t+1},a)\)</span>, and keep only the maximum value for each state.</li>
<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: $$ y_t=r(s_t,a_t)+γcdot max_a {Q(s_{t+1},a)} $$
<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>
</ol>
<dl class="class">
<dt id="rl_coach.agents.dqn_agent.DQNAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.dqn_agent.</code><code class="descname">DQNAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/dqn_agent.html#DQNAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.dqn_agent.DQNAlgorithmParameters" title="Permalink to this definition"></a></dt>
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<div class="section" id="dueling-dqn">
<h1>Dueling DQN<a class="headerlink" href="#dueling-dqn" 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/1511.06581">Dueling Network Architectures for Deep Reinforcement Learning</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
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<h2>General Description<a class="headerlink" href="#general-description" title="Permalink to this headline"></a></h2>
<p>Dueling DQN presents a change in the network structure comparing to DQN.</p>
<p>Dueling DQN uses a specialized <em>Dueling Q Head</em> in order to separate <span class="math notranslate nohighlight">\(Q\)</span> to an <span class="math notranslate nohighlight">\(A\)</span> (advantage)
stream and a <span class="math notranslate nohighlight">\(V\)</span> stream. Adding this type of structure to the network head allows the network to better differentiate
actions from one another, and significantly improves the learning.</p>
<p>In many states, the values of the different actions are very similar, and it is less important which action to take.
This is especially important in environments where there are many actions to choose from. In DQN, on each training
iteration, for each of the states in the batch, we update the <a href="#id1"><span class="problematic" id="id2">:ath:`Q`</span></a> values only for the specific actions taken in
those states. This results in slower learning as we do not learn the <span class="math notranslate nohighlight">\(Q\)</span> values for actions that were not taken yet.
On dueling architecture, on the other hand, learning is faster - as we start learning the state-value even if only a
single action has been taken at this state.</p>
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<div class="section" id="mixed-monte-carlo">
<h1>Mixed Monte Carlo<a class="headerlink" href="#mixed-monte-carlo" 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/1703.01310">Count-Based Exploration with Neural Density Models</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
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<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>In MMC, targets are calculated as a mixture between Double DQN targets and full Monte Carlo samples (total discounted returns).</p>
<p>The DDQN targets are calculated in the same manner as in the DDQN agent:</p>
<p><span class="math notranslate nohighlight">\(y_t^{DDQN}=r(s_t,a_t )+\gamma Q(s_{t+1},argmax_a Q(s_{t+1},a))\)</span></p>
<p>The Monte Carlo targets are calculated by summing up the discounted rewards across the entire episode:</p>
<p><span class="math notranslate nohighlight">\(y_t^{MC}=\sum_{j=0}^T\gamma^j r(s_{t+j},a_{t+j} )\)</span></p>
<p>A mixing ratio $alpha$ is then used to get the final targets:</p>
<p><span class="math notranslate nohighlight">\(y_t=(1-\alpha)\cdot y_t^{DDQN}+\alpha \cdot y_t^{MC}\)</span></p>
<p>Finally, the online network is trained using the current states as inputs, and the calculated targets.
Once in every few thousand steps, copy the weights from the online network to the target network.</p>
<dl class="class">
<dt id="rl_coach.agents.mmc_agent.MixedMonteCarloAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.mmc_agent.</code><code class="descname">MixedMonteCarloAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/mmc_agent.html#MixedMonteCarloAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.mmc_agent.MixedMonteCarloAlgorithmParameters" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
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<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><strong>monte_carlo_mixing_rate</strong> (float)
The mixing rate is used for setting the amount of monte carlo estimate (full return) that will be mixes into
the single-step bootstrapped targets.</td>
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<h1>N-Step Q Learning<a class="headerlink" href="#n-step-q-learning" 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/1602.01783">Asynchronous Methods for Deep Reinforcement Learning</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
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<h2>Algorithm Description<a class="headerlink" href="#algorithm-description" title="Permalink to this headline"></a></h2>
<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>The <span class="math notranslate nohighlight">\(N\)</span>-step Q learning algorithm works in similar manner to DQN except for the following changes:</p>
<ol class="arabic simple">
<li>No replay buffer is used. Instead of sampling random batches of transitions, the network is trained every
<span class="math notranslate nohighlight">\(N\)</span> steps using the latest <span class="math notranslate nohighlight">\(N\)</span> steps played by the agent.</li>
<li>In order to stabilize the learning, multiple workers work together to update the network.
This creates the same effect as uncorrelating the samples used for training.</li>
<li>Instead of using single-step Q targets for the network, the rewards from $N$ consequent steps are accumulated
to form the <span class="math notranslate nohighlight">\(N\)</span>-step Q targets, according to the following equation:
<span class="math notranslate nohighlight">\(R(s_t, a_t) = \sum_{i=t}^{i=t + k - 1} \gamma^{i-t}r_i +\gamma^{k} V(s_{t+k})\)</span>
where <span class="math notranslate nohighlight">\(k\)</span> is <span class="math notranslate nohighlight">\(T_{max} - State\_Index\)</span> for each state in the batch</li>
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<dl class="class">
<dt id="rl_coach.agents.n_step_q_agent.NStepQAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.n_step_q_agent.</code><code class="descname">NStepQAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/n_step_q_agent.html#NStepQAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.n_step_q_agent.NStepQAlgorithmParameters" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
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<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_copying_online_weights_to_target</strong> (StepMethod)
The number of steps between copying the online network weights to the target network weights.</li>
<li><strong>apply_gradients_every_x_episodes</strong> (int)
The number of episodes between applying the accumulated gradients to the network. After every
num_steps_between_gradient_updates steps, the agent will calculate the gradients for the collected data,
it will then accumulate it in internal accumulators, and will only apply them to the network once in every
apply_gradients_every_x_episodes episodes.</li>
<li><strong>num_steps_between_gradient_updates</strong> (int)
The number of steps between calculating gradients for the collected data. In the A3C paper, this parameter is
called t_max. Since this algorithm is on-policy, only the steps collected between each two gradient calculations
are used in the batch.</li>
<li><strong>targets_horizon</strong> (str)
Should be either N-Step or 1-Step, and defines the length for which to bootstrap the network values over.
Essentially, 1-Step follows the regular 1 step bootstrapping Q learning update. For more information,
please refer to the original paper (<a class="reference external" href="https://arxiv.org/abs/1602.01783">https://arxiv.org/abs/1602.01783</a>)</li>
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<div class="section" id="normalized-advantage-functions">
<h1>Normalized Advantage Functions<a class="headerlink" href="#normalized-advantage-functions" title="Permalink to this headline"></a></h1>
<p><strong>Actions space:</strong> Continuous</p>
<p><strong>References:</strong> <a class="reference external" href="https://arxiv.org/abs/1603.00748.pdf">Continuous Deep Q-Learning with Model-based Acceleration</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/naf.png"><img alt="../../../_images/naf.png" class="align-center" src="../../../_images/naf.png" style="width: 600px;" /></a>
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<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">
<h3>Choosing an action<a class="headerlink" href="#choosing-an-action" title="Permalink to this headline"></a></h3>
<p>The current state is used as an input to the network. The action mean <span class="math notranslate nohighlight">\(\mu(s_t )\)</span> is extracted from the output head.
It is then passed to the exploration policy which adds noise in order to encourage exploration.</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>The network is trained by using the following targets:
<span class="math notranslate nohighlight">\(y_t=r(s_t,a_t )+\gamma\cdot V(s_{t+1})\)</span>
Use the next states as the inputs to the target network and extract the <span class="math notranslate nohighlight">\(V\)</span> value, from within the head,
to get <span class="math notranslate nohighlight">\(V(s_{t+1} )\)</span>. Then, update the online network using the current states and actions as inputs,
and <span class="math notranslate nohighlight">\(y_t\)</span> as the targets.
After every training step, use a soft update in order to copy the weights from the online network to the target network.</p>
<dl class="class">
<dt id="rl_coach.agents.naf_agent.NAFAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.naf_agent.</code><code class="descname">NAFAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/naf_agent.html#NAFAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.naf_agent.NAFAlgorithmParameters" title="Permalink to this definition"></a></dt>
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<div class="section" id="neural-episodic-control">
<h1>Neural Episodic Control<a class="headerlink" href="#neural-episodic-control" 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/1703.01988">Neural Episodic Control</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/nec.png"><img alt="../../../_images/nec.png" class="align-center" src="../../../_images/nec.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">
<h3>Choosing an action<a class="headerlink" href="#choosing-an-action" title="Permalink to this headline"></a></h3>
<ol class="arabic simple">
<li>Use the current state as an input to the online network and extract the state embedding, which is the intermediate
output from the middleware.</li>
<li>For each possible action <span class="math notranslate nohighlight">\(a_i\)</span>, run the DND head using the state embedding and the selected action <span class="math notranslate nohighlight">\(a_i\)</span> as inputs.
The DND is queried and returns the <span class="math notranslate nohighlight">\(P\)</span> nearest neighbor keys and values. The keys and values are used to calculate
and return the action <span class="math notranslate nohighlight">\(Q\)</span> value from the network.</li>
<li>Pass all the <span class="math notranslate nohighlight">\(Q\)</span> values to the exploration policy and choose an action accordingly.</li>
<li>Store the state embeddings and actions taken during the current episode in a small buffer <span class="math notranslate nohighlight">\(B\)</span>, in order to
accumulate transitions until it is possible to calculate the total discounted returns over the entire episode.</li>
</ol>
</div>
<div class="section" id="finalizing-an-episode">
<h3>Finalizing an episode<a class="headerlink" href="#finalizing-an-episode" title="Permalink to this headline"></a></h3>
<p>For each step in the episode, the state embeddings and the taken actions are stored in the buffer <span class="math notranslate nohighlight">\(B\)</span>.
When the episode is finished, the replay buffer calculates the <span class="math notranslate nohighlight">\(N\)</span>-step total return of each transition in the
buffer, bootstrapped using the maximum <span class="math notranslate nohighlight">\(Q\)</span> value of the <span class="math notranslate nohighlight">\(N\)</span>-th transition. Those values are inserted
along with the total return into the DND, and the buffer <span class="math notranslate nohighlight">\(B\)</span> is reset.</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>Train the network only when the DND has enough entries for querying.</p>
<p>To train the network, the current states are used as the inputs and the <span class="math notranslate nohighlight">\(N\)</span>-step returns are used as the targets.
The <span class="math notranslate nohighlight">\(N\)</span>-step return used takes into account <span class="math notranslate nohighlight">\(N\)</span> consecutive steps, and bootstraps the last value from
the network if necessary:
<span class="math notranslate nohighlight">\(y_t=\sum_{j=0}^{N-1}\gamma^j r(s_{t+j},a_{t+j} ) +\gamma^N max_a Q(s_{t+N},a)\)</span></p>
<dl class="class">
<dt id="rl_coach.agents.nec_agent.NECAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.nec_agent.</code><code class="descname">NECAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/nec_agent.html#NECAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.nec_agent.NECAlgorithmParameters" 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>dnd_size</strong> (int)
Defines the number of transitions that will be stored in each one of the DNDs. Note that the total number
of transitions that will be stored is dnd_size x num_actions.</li>
<li><strong>l2_norm_added_delta</strong> (float)
A small value that will be added when calculating the weight of each of the DND entries. This follows the
<span class="math notranslate nohighlight">\(\delta\)</span> patameter defined in the paper.</li>
<li><strong>new_value_shift_coefficient</strong> (float)
In the case where a ew embedding that was added to the DND was already present, the value that will be stored
in the DND is a mix between the existing value and the new value. The mix rate is defined by
new_value_shift_coefficient.</li>
<li><strong>number_of_knn</strong> (int)
The number of neighbors that will be retrieved for each DND query.</li>
<li><strong>DND_key_error_threshold</strong> (float)
When the DND is queried for a specific embedding, this threshold will be used to determine if the embedding
exists in the DND, since exact matches of embeddings are very rare.</li>
<li><strong>propagate_updates_to_DND</strong> (bool)
If set to True, when the gradients of the network will be calculated, the gradients will also be
backpropagated through the keys of the DND. The keys will then be updated as well, as if they were regular
network weights.</li>
<li><strong>n_step</strong> (int)
The bootstrap length that will be used when calculating the state values to store in the DND.</li>
<li><strong>bootstrap_total_return_from_old_policy</strong> (bool)
If set to True, the bootstrap that will be used to calculate each state-action value, is the network value
when the state was first seen, and not the latest, most up-to-date network value.</li>
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<div class="section" id="persistent-advantage-learning">
<h1>Persistent Advantage Learning<a class="headerlink" href="#persistent-advantage-learning" 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/1512.04860">Increasing the Action Gap: New Operators for Reinforcement Learning</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
<img alt="../../../_images/dqn.png" class="align-center" src="../../../_images/dqn.png" />
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<h2>Algorithm Description<a class="headerlink" href="#algorithm-description" title="Permalink to this headline"></a></h2>
<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>
<ol class="arabic simple">
<li>Sample a batch of transitions from the replay buffer.</li>
<li>Start by calculating the initial target values in the same manner as they are calculated in DDQN
<span class="math notranslate nohighlight">\(y_t^{DDQN}=r(s_t,a_t )+\gamma Q(s_{t+1},argmax_a Q(s_{t+1},a))\)</span></li>
<li>The action gap <span class="math notranslate nohighlight">\(V(s_t )-Q(s_t,a_t)\)</span> should then be subtracted from each of the calculated targets.
To calculate the action gap, run the target network using the current states and get the <span class="math notranslate nohighlight">\(Q\)</span> values
for all the actions. Then estimate <span class="math notranslate nohighlight">\(V\)</span> as the maximum predicted <span class="math notranslate nohighlight">\(Q\)</span> value for the current state:
<span class="math notranslate nohighlight">\(V(s_t )=max_a Q(s_t,a)\)</span></li>
<li>For <em>advantage learning (AL)</em>, reduce the action gap weighted by a predefined parameter <span class="math notranslate nohighlight">\(\alpha\)</span> from
the targets <span class="math notranslate nohighlight">\(y_t^{DDQN}\)</span>:
<span class="math notranslate nohighlight">\(y_t=y_t^{DDQN}-\alpha \cdot (V(s_t )-Q(s_t,a_t ))\)</span></li>
<li>For <em>persistent advantage learning (PAL)</em>, the target network is also used in order to calculate the action
gap for the next state:
<span class="math notranslate nohighlight">\(V(s_{t+1} )-Q(s_{t+1},a_{t+1})\)</span>
where <span class="math notranslate nohighlight">\(a_{t+1}\)</span> is chosen by running the next states through the online network and choosing the action that
has the highest predicted <span class="math notranslate nohighlight">\(Q\)</span> value. Finally, the targets will be defined as -
<span class="math notranslate nohighlight">\(y_t=y_t^{DDQN}-\alpha \cdot min(V(s_t )-Q(s_t,a_t ),V(s_{t+1} )-Q(s_{t+1},a_{t+1} ))\)</span></li>
<li>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>
</ol>
<dl class="class">
<dt id="rl_coach.agents.pal_agent.PALAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.pal_agent.</code><code class="descname">PALAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/pal_agent.html#PALAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.pal_agent.PALAlgorithmParameters" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
<col class="field-name" />
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<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>pal_alpha</strong> (float)
A factor that weights the amount by which the advantage learning update will be taken into account.</li>
<li><strong>persistent_advantage_learning</strong> (bool)
If set to True, the persistent mode of advantage learning will be used, which encourages the agent to take
the same actions one after the other instead of changing actions.</li>
<li><strong>monte_carlo_mixing_rate</strong> (float)
The amount of monte carlo values to mix into the targets of the network. The monte carlo values are just the
total discounted returns, and they can help reduce the time it takes for the network to update to the newly
seen values, since it is not based on bootstrapping the current network values.</li>
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<div class="section" id="quantile-regression-dqn">
<h1>Quantile Regression DQN<a class="headerlink" href="#quantile-regression-dqn" 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/1710.10044">Distributional Reinforcement Learning with Quantile Regression</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
<img alt="../../../_images/qr_dqn.png" class="align-center" src="../../../_images/qr_dqn.png" />
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<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="training-the-network">
<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>First, the next state quantiles are predicted. These are used in order to calculate the targets for the network,
by following the Bellman equation.
Next, the current quantile locations for the current states are predicted, sorted, and used for calculating the
quantile midpoints targets.</li>
<li>The network is trained with the quantile regression loss between the resulting quantile locations and the target
quantile locations. Only the targets of the actions that were actually taken are updated.</li>
<li>Once in every few thousand steps, weights are copied from the online network to the target network.</li>
</ol>
<dl class="class">
<dt id="rl_coach.agents.qr_dqn_agent.QuantileRegressionDQNAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.qr_dqn_agent.</code><code class="descname">QuantileRegressionDQNAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/qr_dqn_agent.html#QuantileRegressionDQNAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.qr_dqn_agent.QuantileRegressionDQNAlgorithmParameters" title="Permalink to this definition"></a></dt>
<dd><table class="docutils field-list" frame="void" rules="none">
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<tr class="field-odd field"><th class="field-name">Parameters:</th><td class="field-body"><ul class="first last simple">
<li><strong>atoms</strong> (int)
the number of atoms to predict for each action</li>
<li><strong>huber_loss_interval</strong> (float)
One of the huber loss parameters, and is referred to as <span class="math notranslate nohighlight">\(\kapa\)</span> in the paper.
It describes the interval [-k, k] in which the huber loss acts as a MSE loss.</li>
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<div class="section" id="rainbow">
<h1>Rainbow<a class="headerlink" href="#rainbow" 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/1710.02298">Rainbow: Combining Improvements in Deep Reinforcement Learning</a></p>
<div class="section" id="network-structure">
<h2>Network Structure<a class="headerlink" href="#network-structure" title="Permalink to this headline"></a></h2>
<img alt="../../../_images/rainbow.png" class="align-center" src="../../../_images/rainbow.png" />
</div>
<div class="section" id="algorithm-description">
<h2>Algorithm Description<a class="headerlink" href="#algorithm-description" title="Permalink to this headline"></a></h2>
<p>Rainbow combines 6 recent advancements in reinforcement learning:</p>
<ul class="simple">
<li>N-step returns</li>
<li>Distributional state-action value learning</li>
<li>Dueling networks</li>
<li>Noisy Networks</li>
<li>Double DQN</li>
<li>Prioritized Experience Replay</li>
</ul>
<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>
<ol class="arabic">
<li><p class="first">Sample a batch of transitions from the replay buffer.</p>
</li>
<li><p class="first">The Bellman update is projected to the set of atoms representing the <span class="math notranslate nohighlight">\(Q\)</span> values distribution, such
that the <span class="math notranslate nohighlight">\(i-th\)</span> component of the projected update is calculated as follows:</p>
<p><span class="math notranslate nohighlight">\((\Phi \hat{T} Z_{\theta}(s_t,a_t))_i=\sum_{j=0}^{N-1}\Big[1-\frac{\lvert[\hat{T}_{z_{j}}]^{V_{MAX}}_{V_{MIN}}-z_i\rvert}{\Delta z}\Big]^1_0 \ p_j(s_{t+1}, \pi(s_{t+1}))\)</span></p>
<p>where:
* <span class="math notranslate nohighlight">\([ \cdot ]\)</span> bounds its argument in the range <span class="math notranslate nohighlight">\([a, b]\)</span>
* <span class="math notranslate nohighlight">\(\hat{T}_{z_{j}}\)</span> is the Bellman update for atom
<span class="math notranslate nohighlight">\(z_j\)</span>: <span class="math notranslate nohighlight">\(\hat{T}_{z_{j}} := r_t+\gamma r_{t+1} + ... + \gamma r_{t+n-1} + \gamma^{n-1} z_j\)</span></p>
</li>
<li><p class="first">Network is trained with the cross entropy loss between the resulting probability distribution and the target
probability distribution. Only the target of the actions that were actually taken is updated.</p>
</li>
<li><p class="first">Once in every few thousand steps, weights are copied from the online network to the target network.</p>
</li>
<li><p class="first">After every training step, the priorities of the batch transitions are updated in the prioritized replay buffer
using the KL divergence loss that is returned from the network.</p>
</li>
</ol>
<dl class="class">
<dt id="rl_coach.agents.rainbow_dqn_agent.RainbowDQNAlgorithmParameters">
<em class="property">class </em><code class="descclassname">rl_coach.agents.rainbow_dqn_agent.</code><code class="descname">RainbowDQNAlgorithmParameters</code><a class="reference internal" href="../../../_modules/rl_coach/agents/rainbow_dqn_agent.html#RainbowDQNAlgorithmParameters"><span class="viewcode-link">[source]</span></a><a class="headerlink" href="#rl_coach.agents.rainbow_dqn_agent.RainbowDQNAlgorithmParameters" 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>n_step</strong> (int)
The number of steps to bootstrap the network over. The first N-1 steps actual rewards will be accumulated
using an exponentially growing discount factor, and the Nth step will be bootstrapped from the network
prediction.</li>
<li><strong>store_transitions_only_when_episodes_are_terminated</strong> (bool)
If set to True, the transitions will be stored in an Episode object until the episode ends, and just then
written to the memory. This is useful since we want to calculate the N-step discounted rewards before saving the
transitions into the memory, and to do so we need the entire episode first.</li>
</ul>
</td>
</tr>
</tbody>
</table>
</dd></dl>
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