是否有人知道中提出的算法Ronald J. Williams的任何示例代码 A class of gradient-estimating algorithms for reinforcement learning in neural networks
答案 0 :(得分:9)
是的,在GitHub上搜索,你会得到一大堆结果:
最受欢迎的代码使用此代码(在Python中):
__author__ = 'Thomas Rueckstiess, ruecksti@in.tum.de'
from pybrain.rl.learners.directsearch.policygradient import PolicyGradientLearner
from scipy import mean, ravel, array
class Reinforce(PolicyGradientLearner):
""" Reinforce is a gradient estimator technique by Williams (see
"Simple Statistical Gradient-Following Algorithms for
Connectionist Reinforcement Learning"). It uses optimal
baselines and calculates the gradient with the log likelihoods
of the taken actions. """
def calculateGradient(self):
# normalize rewards
# self.ds.data['reward'] /= max(ravel(abs(self.ds.data['reward'])))
# initialize variables
returns = self.dataset.getSumOverSequences('reward')
seqidx = ravel(self.dataset['sequence_index'])
# sum of sequences up to n-1
loglhs = [sum(self.loglh['loglh'][seqidx[n]:seqidx[n + 1], :]) for n in range(self.dataset.getNumSequences() - 1)]
# append sum of last sequence as well
loglhs.append(sum(self.loglh['loglh'][seqidx[-1]:, :]))
loglhs = array(loglhs)
baselines = mean(loglhs ** 2 * returns, 0) / mean(loglhs ** 2, 0)
# TODO: why gradient negative?
gradient = -mean(loglhs * (returns - baselines), 0)
return gradient