Source code for rlzoo.algorithms.td3.td3

"""
Twin Delayed DDPG (TD3)
------------------------
DDPG suffers from problems like overestimate of Q-values and sensitivity to hyper-parameters.
Twin Delayed DDPG (TD3) is a variant of DDPG with several tricks:
* Trick One: Clipped Double-Q Learning. TD3 learns two Q-functions instead of one (hence “twin”), 
and uses the smaller of the two Q-values to form the targets in the Bellman error loss functions.

* Trick Two: “Delayed” Policy Updates. TD3 updates the policy (and target networks) less frequently 
than the Q-function. 

* Trick Three: Target Policy Smoothing. TD3 adds noise to the target action, to make it harder for 
the policy to exploit Q-function errors by smoothing out Q along changes in action.

The implementation of TD3 includes 6 networks: 2 Q-net, 2 target Q-net, 1 policy net, 1 target policy net
Actor policy in TD3 is deterministic, with Gaussian exploration noise.

Reference
---------
original paper: https://arxiv.org/pdf/1802.09477.pdf


Environment
---
Openai Gym Pendulum-v0, continuous action space
https://gym.openai.com/envs/Pendulum-v0/

Prerequisites
---
tensorflow >=2.0.0a0
tensorflow-probability 0.6.0
tensorlayer >=2.0.0

&&
pip install box2d box2d-kengz --user


"""
import time

import tensorflow_probability as tfp
import tensorlayer as tl
from rlzoo.common.utils import *
from rlzoo.common.buffer import *
from rlzoo.common.policy_networks import *
from rlzoo.common.value_networks import *

tfd = tfp.distributions
Normal = tfd.Normal

tl.logging.set_verbosity(tl.logging.DEBUG)


###############################  TD3  ####################################


[docs]class TD3(): """ twin-delayed ddpg """ def __init__(self, net_list, optimizers_list, replay_buffer_capacity=5e5, policy_target_update_interval=5): self.name = 'TD3' self.replay_buffer = ReplayBuffer(replay_buffer_capacity) # get all networks [self.q_net1, self.q_net2, self.target_q_net1, self.target_q_net2, self.policy_net, self.target_policy_net] = net_list assert isinstance(self.q_net1, QNetwork) assert isinstance(self.q_net2, QNetwork) assert isinstance(self.target_q_net1, QNetwork) assert isinstance(self.target_q_net2, QNetwork) assert isinstance(self.policy_net, DeterministicPolicyNetwork) assert isinstance(self.target_policy_net, DeterministicPolicyNetwork) assert isinstance(self.policy_net.action_space, gym.spaces.Box) print('Q Network (1,2): ', self.q_net1) print('Policy Network: ', self.policy_net) # initialize weights of target networks self.target_q_net1 = self.target_ini(self.q_net1, self.target_q_net1) self.target_q_net2 = self.target_ini(self.q_net2, self.target_q_net2) self.target_policy_net = self.target_ini(self.policy_net, self.target_policy_net) self.update_cnt = 0 self.policy_target_update_interval = policy_target_update_interval [self.q_optimizer1, self.q_optimizer2, self.policy_optimizer] = optimizers_list
[docs] def evaluate(self, state, eval_noise_scale, target=False): """ generate action with state for calculating gradients; :param eval_noise_scale: as the trick of target policy smoothing, for generating noisy actions. """ if target: action = self.target_policy_net(state) else: action = self.policy_net(state) # add noise normal = Normal(0, 1) eval_noise_clip = 2 * eval_noise_scale noise = normal.sample(action.shape) * eval_noise_scale noise = tf.clip_by_value(noise, -eval_noise_clip, eval_noise_clip) action = action + noise return action
[docs] def get_action(self, state, explore_noise_scale): """ generate action with state for interaction with envronment """ action = self.policy_net(np.array([state])) action = action.numpy()[0] # add noise normal = Normal(0, 1) noise = normal.sample(action.shape) * explore_noise_scale action = action + noise return action.numpy()
[docs] def get_action_greedy(self, state): """ generate action with state for interaction with envronment """ return self.policy_net(np.array([state])).numpy()[0]
[docs] def sample_action(self): """ generate random actions for exploration """ return self.policy_net.random_sample()
[docs] def target_ini(self, net, target_net): """ hard-copy update for initializing target networks """ for target_param, param in zip(target_net.trainable_weights, net.trainable_weights): target_param.assign(param) return target_net
[docs] def target_soft_update(self, net, target_net, soft_tau): """ soft update the target net with Polyak averaging """ for target_param, param in zip(target_net.trainable_weights, net.trainable_weights): target_param.assign( # copy weight value into target parameters target_param * (1.0 - soft_tau) + param * soft_tau ) return target_net
[docs] def update(self, batch_size, eval_noise_scale, reward_scale=1., gamma=0.9, soft_tau=1e-2): """ update all networks in TD3 """ self.update_cnt += 1 state, action, reward, next_state, done = self.replay_buffer.sample(batch_size) reward = reward[:, np.newaxis] # expand dim done = done[:, np.newaxis] new_next_action = self.evaluate( next_state, eval_noise_scale=eval_noise_scale, target=True ) # clipped normal noise reward = reward_scale * (reward - np.mean(reward, axis=0)) / (np.std(reward, axis=0) + 1e-6) # normalize with batch mean and std; plus a small number to prevent numerical problem # Training Q Function target_q_min = tf.minimum(self.target_q_net1([next_state, new_next_action]), self.target_q_net2([next_state, new_next_action])) target_q_value = reward + (1 - done) * gamma * target_q_min # if done==1, only reward with tf.GradientTape() as q1_tape: predicted_q_value1 = self.q_net1([state, action]) q_value_loss1 = tf.reduce_mean(tf.square(predicted_q_value1 - target_q_value)) q1_grad = q1_tape.gradient(q_value_loss1, self.q_net1.trainable_weights) self.q_optimizer1.apply_gradients(zip(q1_grad, self.q_net1.trainable_weights)) with tf.GradientTape() as q2_tape: predicted_q_value2 = self.q_net2([state, action]) q_value_loss2 = tf.reduce_mean(tf.square(predicted_q_value2 - target_q_value)) q2_grad = q2_tape.gradient(q_value_loss2, self.q_net2.trainable_weights) self.q_optimizer2.apply_gradients(zip(q2_grad, self.q_net2.trainable_weights)) # Training Policy Function if self.update_cnt % self.policy_target_update_interval == 0: with tf.GradientTape() as p_tape: new_action = self.evaluate( state, eval_noise_scale=0.0, target=False ) # no noise, deterministic policy gradients # """ implementation 1 """ # predicted_new_q_value = tf.minimum(self.q_net1([state, new_action]),self.q_net2([state, new_action])) """ implementation 2 """ predicted_new_q_value = self.q_net1([state, new_action]) policy_loss = -tf.reduce_mean(predicted_new_q_value) p_grad = p_tape.gradient(policy_loss, self.policy_net.trainable_weights) self.policy_optimizer.apply_gradients(zip(p_grad, self.policy_net.trainable_weights)) # Soft update the target nets self.target_q_net1 = self.target_soft_update(self.q_net1, self.target_q_net1, soft_tau) self.target_q_net2 = self.target_soft_update(self.q_net2, self.target_q_net2, soft_tau) self.target_policy_net = self.target_soft_update(self.policy_net, self.target_policy_net, soft_tau)
[docs] def save_ckpt(self, env_name): # save trained weights save_model(self.q_net1, 'model_q_net1', self.name, env_name) save_model(self.q_net2, 'model_q_net2', self.name, env_name) save_model(self.target_q_net1, 'model_target_q_net1', self.name, env_name) save_model(self.target_q_net2, 'model_target_q_net2', self.name, env_name) save_model(self.policy_net, 'model_policy_net', self.name, env_name) save_model(self.target_policy_net, 'model_target_policy_net', self.name, env_name)
[docs] def load_ckpt(self, env_name): # load trained weights load_model(self.q_net1, 'model_q_net1', self.name, env_name) load_model(self.q_net2, 'model_q_net2', self.name, env_name) load_model(self.target_q_net1, 'model_target_q_net1', self.name, env_name) load_model(self.target_q_net2, 'model_target_q_net2', self.name, env_name) load_model(self.policy_net, 'model_policy_net', self.name, env_name) load_model(self.target_policy_net, 'model_target_policy_net', self.name, env_name)
[docs] def learn(self, env, train_episodes=1000, test_episodes=1000, max_steps=150, batch_size=64, explore_steps=500, update_itr=3, reward_scale=1., save_interval=10, explore_noise_scale=1.0, eval_noise_scale=0.5, mode='train', render=False, plot_func=None): """ :param env: learning environment :param train_episodes: total number of episodes for training :param test_episodes: total number of episodes for testing :param max_steps: maximum number of steps for one episode :param batch_size: udpate batchsize :param explore_steps: for random action sampling in the beginning of training :param update_itr: repeated updates for single step :param reward_scale: value range of reward :param save_interval: timesteps for saving the weights and plotting the results :param explore_noise_scale: range of action noise for exploration :param eval_noise_scale: range of action noise for evaluation of action value :param mode: 'train' or 'test' :param render: if true, visualize the environment :param plot_func: additional function for interactive module """ # training loop if mode == 'train': print('Training... | Algorithm: {} | Environment: {}'.format(self.name, env.spec.id)) frame_idx = 0 rewards = [] t0 = time.time() for eps in range(train_episodes): state = env.reset() episode_reward = 0 for step in range(max_steps): if frame_idx > explore_steps: action = self.get_action(state, explore_noise_scale=explore_noise_scale) else: action = self.sample_action() next_state, reward, done, _ = env.step(action) if render: env.render() done = 1 if done == True else 0 self.replay_buffer.push(state, action, reward, next_state, done) state = next_state episode_reward += reward frame_idx += 1 if len(self.replay_buffer) > batch_size: for i in range(update_itr): self.update(batch_size, eval_noise_scale=eval_noise_scale, reward_scale=reward_scale) if done: break if eps % int(save_interval) == 0: plot_save_log(rewards, algorithm_name=self.name, env_name=env.spec.id) self.save_ckpt(env_name=env.spec.id) print('Episode: {}/{} | Episode Reward: {:.4f} | Running Time: {:.4f}' \ .format(eps, train_episodes, episode_reward, time.time() - t0)) rewards.append(episode_reward) if plot_func is not None: plot_func(rewards) plot_save_log(rewards, algorithm_name=self.name, env_name=env.spec.id) self.save_ckpt(env_name=env.spec.id) elif mode == 'test': frame_idx = 0 rewards = [] t0 = time.time() self.load_ckpt(env_name=env.spec.id) print('Testing... | Algorithm: {} | Environment: {}'.format(self.name, env.spec.id)) # set test mode self.q_net1.eval() self.q_net2.eval() self.target_q_net1.eval() self.target_q_net2.eval() self.policy_net.eval() self.target_policy_net.eval() for eps in range(test_episodes): state = env.reset() episode_reward = 0 for step in range(max_steps): action = self.get_action_greedy(state) next_state, reward, done, _ = env.step(action) if render: env.render() done = 1 if done == True else 0 state = next_state episode_reward += reward frame_idx += 1 if done: break print('Episode: {}/{} | Episode Reward: {:.4f} | Running Time: {:.4f}' \ .format(eps, test_episodes, episode_reward, time.time() - t0)) rewards.append(episode_reward) if plot_func is not None: plot_func(rewards) else: print('unknow mode type, activate test mode as default')