CartPole DQN

From Quantitative Analysis Software Courses
Revision as of 15:27, 17 February 2018 by Petosa (talk | contribs) (→‎Tutorial)
Jump to navigation Jump to search

Overview

This tutorial will show you how to solve the popular CartPole problem using deep Q-learning. The CartPole problem is as follows:

A pole is attached by an un-actuated joint to a cart, which moves along a frictionless track.
The system is controlled by applying a force of +1 or -1 to the cart.
The pendulum starts upright, and the goal is to prevent it from falling over.
A reward of +1 is provided for every timestep that the pole remains upright.
The episode ends when the pole is more than 15 degrees from vertical,
or the cart moves more than 2.4 units from the center.
An agent attempting to balance the pole on the cart.

Tutorial

This section will walk you through the steps of solving the CartPole problem with a deep Q-network. This tutorial is written for python 3.

Packages

You must first pip install the following packages: gym keras and numpy

DQN Agent

The first step of our implementation will be creating a DQNAgent object. This object will manage the state of our learning, and is independent of the CartPole problem. It has all the generic parts of a Q-learning agent and can be reused for other deep Q-learning applications.

Start by creating a file DQNAgent.py and include the following imports:

from keras.layers import Input, Dense
from keras.optimizers import RMSprop
from keras.models import Model
from collections import deque

The reason for each import will become apparent as our implementation continues. Next add a blank DQNAgent class with an empty constructor.

class DQNAgent:
    
    def __init__(self):
        pass

This class will take in all of our hyperparemeters, so let's update our constructor to take in those parameters. We also provide some default values for some of those hyperparameters.

class DQNAgent:
    
    def __init__(self, input_dim, output_dim, learning_rate=.005,
            mem_size=50000, batch_size=64, gamma=.99, explore_start=1.0, explore_stop=.01, decay_rate=.0005):
        pass
  • input_dim is the number of input nodes for our DQN.
  • output_dim is the number of output nodes for our DQN.
  • learning_rate is a Keras parameter for our network describing how much we value new information.
  • mem_size is the maximum number of instances allowed in our bucket for experience replay.
  • batch_size is the number of experience tuples we train our model on each replay event.
  • gamma is our discount factor for the Bellman equation update.
  • explore_start is the initial exploration probability.
  • explore_stop is the lowest the exploration probability can ever get.
  • decay_rate is the rate at which exploration probability decays.

Now for the next step, we complete our constructor by saving all of these parameters as instance variables, defining a neural network model, and defining a few other parameters.

class DQNAgent:
    
def __init__(self, input_dim, output_dim, learning_rate=.005,
        mem_size=50000, batch_size=64, gamma=.99, explore_start=1.0, explore_stop=.01, decay_rate=.0005):

    # Save class variables.
    self.learning_rate = learning_rate
    self.mem_size = mem_size
    self.batch_size = batch_size
    self.gamma = gamma
    self.explore_start = explore_start
    self.explore_stop = explore_stop
    self.decay_rate = decay_rate

    # Define other instance variables.
    self.explore_p = explore_start # The current probability of taking a random action.
    self.step = 0 # The number of actions taken by our agent so far. Used to calculate explore_p decay.

    # Define and compile our DQN.
    input_layer = Input(shape=(input_dim,))
    hl = Dense(24, activation="relu")(input_layer)
    hl = Dense(24, activation="relu")(hl)
    hl = Dense(24, activation="relu")(hl)
    output_layer = Dense(output_dim, activation="linear")(hl)
    self.model = Model(input_layer, output_layer)
    self.model.compile(loss="mse", optimizer=RMSprop(lr=learning_rate))