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Itai Caspi 6d40ad1650 update of api docstrings across coach and tutorials [WIP] (#91)
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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>
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<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>
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<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>
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<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>
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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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