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konda.py
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import numpy as np
import tensorflow as tf
import keras.backend as K
from keras.layers import Dense, Activation, Input
from keras.models import Model, load_model
from keras.optimizers import Adam
from keras.regularizers import l2
import time
#Optimizers for Critic Network
class RMSprop:
def __init__(self, weights, alpha=0.01, decay_rate=0.99, beta1=0.9, beta2=0.999, epsilon=1e-5):
self.alpha = alpha
self.rmsprop_cache = np.zeros_like(weights)
self.decay_rate = decay_rate
self.epsilon = epsilon
self.theta = weights
def backward_pass(self, gradient):
self.rmsprop_cache = self.decay_rate * self.rmsprop_cache + (1 - self.decay_rate) * gradient**2
self.theta = self.theta + self.alpha * gradient / (np.sqrt(self.rmsprop_cache) + self.epsilon)
return self.theta
class AdamOptimizer:
def __init__(self, weights, alpha=0.001, beta1=0.9, beta2=0.999, epsilon=1e-8):
self.alpha = alpha
self.beta1 = beta1
self.beta2 = beta2
self.epsilon = epsilon
self.m = 0
self.v = 0
self.t = 0
self.theta = weights
def backward_pass(self, gradient):
self.t = self.t + 1
self.m = self.beta1*self.m + (1 - self.beta1)*gradient
self.v = self.beta2*self.v + (1 - self.beta2)*(gradient**2)
m_hat = self.m/(1 - self.beta1**self.t)
v_hat = self.v/(1 - self.beta2**self.t)
self.theta = self.theta + self.alpha*(m_hat/(np.sqrt(v_hat) - self.epsilon))
return self.theta
class Actor():
def __init__(self, ALPHA, n_actions =4,
layer1_size=16,layer2_size=16, input_dims = 8):
self.lr = ALPHA
self.input_dims = input_dims
self.h1_dims = layer1_size
self.h2_dims = layer2_size
self.n_actions = n_actions
self.state_memory = []
self.action_memory = []
self.Q_memory = []
self.actor, self.phi, self.policy = self.build_polic_network()
self.actions_space = [i for i in range(n_actions)]
def build_polic_network(self):
#Bulding a network
input = Input(shape=(self.input_dims,))
advantages = Input(shape=[1])
# no hidden layer
if(self.h1_dims == 0 and self.h2_dims==0):
probs = Dense(self.n_actions, activation='softmax')(input)
#Output of this model will be input for the Critic Network
phi = Model(inputs=[input], outputs=[input])
#One hidden layer
elif(self.h1_dims != 0 and self.h2_dims == 0):
dense1 = Dense(self.h1_dims,activation='relu')(input)
probs = Dense(self.n_actions, activation='softmax')(dense1)
#Output of this model will be input for the Critic Network
phi = Model(inputs=[input], outputs=[dense1])
#Two hidden layers
else:
dense1 = Dense(self.h1_dims,activation='relu')(input)
dense2 = Dense(self.h2_dims, activation='relu')(dense1)
probs = Dense(self.n_actions, activation='softmax')(dense2)
#Output of this model will be input for the Critic Network
phi = Model(inputs=[input], outputs=[dense2])
#Loss funciton implimenting Cross Entropy
def custum_loss(y_true,y_pred):
#Clipping to ignore getting 0 and 1 has input from softmax layer
out = K.clip(y_pred, 1e-8,1-1e-8)
log_lik = y_true*K.log(out)
return K.sum(-log_lik*advantages)
#Generate the model with proper inputs and outputs
actor = Model(inputs=[input,advantages], outputs=[probs])
actor.compile(optimizer=Adam(lr=self.lr), loss=custum_loss)
actor.summary()
predict = Model(inputs=[input], outputs=[probs])
# phi.compile(optimizer=Adam(lr=self.lr), loss="custum_loss(Q,y_true,y_pred)")
return actor, phi, predict
def store_transition(self, observation, action, Q):
self.action_memory.append(action)
self.state_memory.append(observation)
self.Q_memory.append(Q)
def learn(self):
state_memory = np.array(self.state_memory)
action_memory = np.array(self.action_memory)
Q_memory = np.array(self.Q_memory)
Q_memory = Q_memory - np.mean(Q_memory)
Q_memory/=np.std(Q_memory)
actions = np.zeros([len(action_memory), self.n_actions])
actions[np.arange(len(action_memory)),action_memory] = 1
cost = self.actor.train_on_batch([state_memory, Q_memory], actions)
self.state_memory = []
self.action_memory = []
self.Q_memory = []
# return cost
def choose_action(self, observation):
state = observation[np.newaxis, :]
#Get the probability for each action
probabilities = self.policy.predict(state)[0]
#Get the action by sampling from the given probability
action = np.random.choice(self.actions_space, p=probabilities)
return action
def save_model(self,name):
self.policy.save(name)
def load_weights(self,name):
self.policy.load_weights(name)
class Critic():
def __init__(self, ALPHA, lambda_=0, Gamma = 0.99, n_actions =4,
input_dims = 8,decay=0.01):
self.gamma = Gamma
self.decay = decay
self.lambda_ = lambda_
self.input_dims = input_dims
self.n_actions = n_actions
self.actions_space = [i for i in range(n_actions)]
self.linear_weights = np.random.randn(input_dims, 1).ravel() / np.sqrt(input_dims)
self.optimizer = RMSprop(self.linear_weights,alpha=ALPHA)
def predict(self, actor_hidden_out, probs, action):
Q_input = np.zeros(self.input_dims)
probs = [-prob for prob in probs]
probs[action] = 1 + probs[action]
output_size = len(actor_hidden_out)
#Geting input for critic linear approximation as given
# in Policy Gradient Methods for
#Reinforcement Learning with FunctionApproximation
#by Richard S. Sutton, David McAllester, Satinder Singh, Yishay Mansour
for i in range(self.n_actions):
Q_input = Q_input + np.pad(actor_hidden_out,\
(i*output_size,(self.n_actions-1-i)*output_size)\
, 'constant') * probs[i]
return np.dot(self.linear_weights, Q_input)
def initialize_eligibility(self, actor_output, action):
output_size = len(actor_output)
phi = np.pad(actor_output,(action*output_size,\
(self.n_actions-1-action)*output_size),'constant')
self.eligibilty = phi
def learn(self, reward, next_state,next_action, Q, done, actor):
#Output of last hidden layer of actor network
actor_output = actor.phi.predict(next_state)[0]
output_size = len(actor_output)
#probability of actions
probs = actor.policy.predict(next_state)[0]
#Get Q for next state-action pair
Q_ = self.predict(actor_output, probs, next_action)
#When done is true no need to take value of next state and change only the target value of present action
TD_error = reward + self.gamma * Q_ * (1 - int(done)) - Q
td_el = TD_error * self.eligibilty
#Normalize
# norm = np.linalg.norm(td_el)
# if norm != 0.0:
# td_el = td_el/norm
#Update weights
self.linear_weights = self.optimizer.backward_pass(td_el)
phi_ = np.pad(actor_output,(next_action*output_size,\
(self.n_actions-1-next_action)*output_size),'constant')
#Update Eligibility Traces
self.eligibilty = self.gamma * self.lambda_ * self.eligibilty + phi_
def save_model(self,name):
np.save(name,self.linear_weights)
def load_weights(self,name):
self.critic.load_weights(name)