# # Copyright (c) 2017 Intel Corporation # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # from agents.value_optimization_agent import * # Quantile Regression Deep Q Network - https://arxiv.org/pdf/1710.10044v1.pdf class QuantileRegressionDQNAgent(ValueOptimizationAgent): def __init__(self, env, tuning_parameters, replicated_device=None, thread_id=0): ValueOptimizationAgent.__init__(self, env, tuning_parameters, replicated_device, thread_id) self.quantile_probabilities = np.ones(self.tp.agent.atoms) / float(self.tp.agent.atoms) # prediction's format is (batch,actions,atoms) def get_q_values(self, quantile_values): return np.dot(quantile_values, self.quantile_probabilities) def learn_from_batch(self, batch): current_states, next_states, actions, rewards, game_overs, _ = self.extract_batch(batch) # get the quantiles of the next states and current states next_state_quantiles = self.main_network.target_network.predict(next_states) current_quantiles = self.main_network.online_network.predict(current_states) # get the optimal actions to take for the next states target_actions = np.argmax(self.get_q_values(next_state_quantiles), axis=1) # calculate the Bellman update batch_idx = list(range(self.tp.batch_size)) rewards = np.expand_dims(rewards, -1) game_overs = np.expand_dims(game_overs, -1) TD_targets = rewards + (1.0 - game_overs) * self.tp.agent.discount \ * next_state_quantiles[batch_idx, target_actions] # get the locations of the selected actions within the batch for indexing purposes actions_locations = [[b, a] for b, a in zip(batch_idx, actions)] # calculate the cumulative quantile probabilities and reorder them to fit the sorted quantiles order cumulative_probabilities = np.array(range(self.tp.agent.atoms+1))/float(self.tp.agent.atoms) # tau_i quantile_midpoints = 0.5*(cumulative_probabilities[1:] + cumulative_probabilities[:-1]) # tau^hat_i quantile_midpoints = np.tile(quantile_midpoints, (self.tp.batch_size, 1)) for idx in range(self.tp.batch_size): quantile_midpoints[idx, :] = quantile_midpoints[idx, np.argsort(current_quantiles[batch_idx, actions])[idx]] # train result = self.main_network.train_and_sync_networks([current_states, actions_locations, quantile_midpoints], TD_targets) total_loss = result[0] return total_loss