【強化学習#3】ベルマン方程式と動的計画法
記事の目的
youtubeの「【強化学習#3】ベルマン方程式と動的計画法」で解説した内容のコードです。
目次
1 環境とエージェント
import numpy as np import matplotlib.pyplot as plt import seaborn as sns np.random.seed(1)
class Environment: def __init__(self, size=3, lucky=[]): self.size = size self.lucky = lucky self.goal = (size-1, size-1) self.states = [(x, y) for x in range(size) for y in range(size)] self.value = {} for s in self.states: self.value[s] = 0 def next_state(self, s, a): s_next = (s[0] + a[0], s[1] + a[1]) if s == self.goal: return [(1, s)] if s_next not in self.states: return [(1, s)] if s_next in self.lucky: return [(0.8, self.goal), (0.2, s_next)] return [(1, s_next)] def reward(self, s, s_next): if s == self.goal: return 0 if s_next == self.goal: return 1 return 0
class Agent(): def __init__(self, environment, policy=[0, 0, 1/2, 1/2]): self.actions = [(-1, 0), (0, -1), (1, 0), (0, 1)] self.environment = environment self.policy = {} for s in self.environment.states: for i, a in enumerate(self.actions): self.policy[(s, a)] = policy[i]
2 動的計画法
def value(agent, gamma=0.5, delta=0.001): while True: delta_max = 0 for s in agent.environment.states: v_next = 0 for a in agent.actions: for p, s_next in agent.environment.next_state(s, a): r = agent.environment.reward(s, s_next) v_next += agent.policy[s, a]*p*(r+gamma*agent.environment.value[s_next]) delta_max = max(delta_max, abs(agent.environment.value[s] - v_next)) agent.environment.value[s] = v_next if delta_max < delta: break
3 可視化用関数
def show_maze(environment): size = environment.size fig = plt.figure(figsize=(3,3)) plt.plot([-0.5, -0.5], [-0.5, size-0.5], color='k') plt.plot([-0.5, size-0.5], [size-0.5, size-0.5], color='k') plt.plot([size-0.5, -0.5], [-0.5, -0.5], color='k') plt.plot([size-0.5, size-0.5], [size-0.5, -0.5], color='k') for i in range(size): for j in range(size): plt.text(i, j, "{}".format(i+size*j), size=20, ha="center", va="center") if (i,j) in environment.lucky: x = np.array([i-0.5,i-0.5,i+0.5,i+0.5]) y = np.array([j-0.5,j+0.5,j+0.5,j-0.5]) plt.fill(x,y, color="lightgreen") plt.axis("off")
def show_values(agent): fig = plt.figure(figsize=(3,3)) result = np.zeros([agent.environment.size, agent.environment.size]) for (x, y) in agent.environment.states: result[y][x] = agent.environment.value[(x, y)] sns.heatmap(result, square=True, cbar=False, annot=True, fmt='3.2f', cmap='autumn_r').invert_yaxis() plt.axis("off")
4 シミュレーション
4.1 シミュレーション1
env1 = Environment(lucky=[(1,2)]) agent1 = Agent(env1) show_maze(env1)
show_values(agent1)
value(agent1) show_values(agent1)
4.2 シミュレーション2
env2 = Environment(size=4, lucky=[(1,2), (2,3)]) agent2 = Agent(env2) show_maze(env2)
value(agent2) show_values(agent2)
4.3 シミュレーション3
env3 = Environment(size=4, lucky=[(1,2),(2,3)]) agent3 = Agent(env3, policy=[1/4, 1/4, 1/4,1/4]) show_maze(env3)
value(agent3) show_values(agent3)