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Previously, in part 2 of the Reinforcement Learning series, we introduced the basic Q-Learning algorithm as a means to approximate the fundamental $Q$ function associated to every RL problem. In this notebook we continue our discussion, and introduce two simple yet powerful enhancements to the basic Q-Learning algorithm.
Recall that at the heart of the basic Q-Learning algorithm is the following recursive update equation
$$Q\left(s_{k},\,a_{k}\right)=r_{k}+\underset{i\in\varOmega(s_{k+1})}{\text{maximum}}\,\,Q\left(s_{k+1},\,\alpha_{i}\right)$$where the term on the left hand side $Q\left(s_{k},\,a_{k}\right)$ stands for the maximum possible reward we receive if we start at state $s_{k}$ and take action $a_k$. This is equal to the sum of the two terms on the right hand side:
The recursive equation above was derived assuming $Q$ was optimal. But at first, when we begin training, this is not true! We don't have knowledge of the optimal $Q$ - that is why we have to train in the first place! So, neither term on the left and right involving $Q$ gives us a maximal value initially in the process. However, we can make several adjustments to the basic Q-Learning algorithm to compensate for the fact that the optimal $Q$, and hence the validity of the recursive update equation, takes several episodes of simulation to resolve properly.
One glaring inefficiency in the basic Q-Learning algorithm that cries out for improvement is the fact that the agent takes random actions during training (see line 8 of the basic Q-Learning psuedo-code to refresh your memory). This inefficiency becomes more palpable if we simply look at the total rewards per episode of training.
In the python cells below we first create an instance of our Gridworld, and run Q-Learning for 500 training episodes. We then plot the total reward gained per episode recorded during simulation.
# import gridworld library - make sure this is executed prior to running any gridworld cell
%load_ext autoreload
%autoreload 2
import sys
sys.path.append('../../')
from mlrefined_libraries import gridworld_library as lib
%matplotlib inline
# generate instance of gridworld
small_maze = lib.gridworld_enviro.environment(world_size = 'small', world_type = 'maze')
# create an instance of the q-learner
small_maze_qlearner = lib.gridworld_qlearn.learner(gridworld = small_maze)
# run q-learning
small_maze_qlearner.train(verbose = False, action_method = 'random', training_episodes = 500)
import matplotlib.pyplot as plt
plt.style.use('ggplot')
# create figure
fig = plt.figure(figsize = (12,5))
ax = fig.add_subplot(1,1,1)
# plot total reward history
ax.plot(small_maze_qlearner.training_reward)
ax.set_xlabel('episode')
ax.set_ylabel('total reward')
plt.show()
This rapid fluctuation in total reward per episode is what we typically see when using random action selection for training an RL agent. The average reward over time does not improve even though $Q$ is getting better and better as we go along. Adjacently this means that the average amount of computation time stays roughly the same no matter how well we have resolved $Q$.
While training with random action selection does force us to explore the input space well during training, we never exploit the resolving $Q$ function during training in order to take actions. After a while - at least - it seems clear that we don't need to rely completely on random action-taking. We can use our (partially) resolved $Q$ to take proper actions while training. As $Q$ becomes more and more close to optimal this would clearly lower our training time in later episodes, since we are taking actions informed by the $Q$ function instead of merely random ones.
But when should we start exploiting our $Q$ function during training? We already have a sense of what happens if we never do this - training will be highly inefficient. On the other hand, if we start exploiting too soon and too much we might not explore enough of the state space to create a robust learner as our learning of $Q$ would be heavily biased in favor of early successful episodes.
In practice there are various ways of applying this exploration-exploitation trade-off for choosing actions during training. Most of these use a simple stochastic switch: at each step of an episode of simulation choose the next action randomly with a certain probability $p$, or via the optimal policy with probability $1-p$. In the most naive approach the probability $p$ is simply fixed beforehand at some value between 0 and 1, and used for all steps/episodes of training. Pseudo-code for this action switch looks as follows.
1: set the exploration-exploitation probability $p\in[0,1]$
2: choose a random number $r$ uniformly from the unit interval $[0,1]$
3: if $r\le p$
4: select a valid action $a_k$ at random
5: else
6: select the valid action $a_k$ via optimal policy, i.e., $a_k$ that maximizes $Q\left(s_{k},\,a_{k}\right)$
7: end if
More thoughtful implementations push $p$ towards zero as training proceeds, since our approximation of $Q$ gets better as training proceeds.
To see how much exploitation of $Q$ helps make training more efficient, we perform a number of experiments which compare it to strictly random action-taking.
The Gridworld Q-Learning library has both methods built in, and we can change between the two using the action_method argument, set to random or exploit for the random or exploration-exploitation action methods.
In the next Python cell we run both Q-Learning action methods with the same initializations for 500 training episodes. The exploration-exploitation probability is set to 0.5 for all runs.
### compare random versus exploit-based training
# create a q-learner that will use random actions
random_qlearner = lib.gridworld_qlearn.learner(gridworld = small_maze)
# create a q-learner that will use exploration-exploitation
exploit_qlearner = lib.gridworld_qlearn.learner(gridworld = small_maze)
# train each: random and exploit-based learners
random_qlearner.train(verbose = False, action_method = 'random',training_episodes = 500)
exploit_qlearner.train(verbose = False, action_method = 'exploit',training_episodes = 500)
Having run both algorithms we can compare them on any of the 500 episodes by using the Gridworld animator. In the next Python cell we animate the first 100 steps of the very first episode of each method and show the result side-by-side. You can scroll through both simultaneously by pressing the play button.
# create instance of animator
animator = lib.gridworld_animators.animator()
# run animator to compare action methods
animator.animate_training_comparison(gridworld = small_maze,learner_1 = random_qlearner,learner_2 = exploit_qlearner, episode = 0)
Since it is the very first episode, and the $Q$ function has not yet been resolved to any real degree in either case, neither method appears to converge better than the other.
But after just a few episodes of simulation the $Q$ function starts to take shape, and we can see by plotting the same comparison for episode 20, that the exploration-exploitation method completes much faster, and with far greater total reward.
# run animator to compare action methods
animator.animate_training_comparison(gridworld = small_maze,learner_1 = random_qlearner,learner_2 = exploit_qlearner, episode = 19)
To get a bigger picture sense of the total cost savings we perform the above experiments over all 500 episodes of simulation, compute and compare the total training time, and plot the resulting total reward per episode of training for both methods.
import time
# compare random versus exploration-exploitation actions on training
training_rewards = []
methods = ['random','exploit']
for i in range(len(methods)):
method = methods[i]
# create instance of learner
small_maze_qlearner = lib.gridworld_qlearn.learner(gridworld = small_maze)
# run q-learning
start = time.clock()
small_maze_qlearner.train(verbose = False, action_method = method,training_episodes = 500)
end = time.clock()
value = (end - start)
print ('method ' + str(method) + ' completed training in ' + str(value) + ' seconds')
# record rewards and history
training_rewards.append(small_maze_qlearner.training_reward)
fig = plt.figure(figsize = (12,5))
ax = fig.add_subplot(1,1,1)
for i in range(len(methods)):
ax.plot(training_rewards[i])
ax.set_xlabel('episode')
ax.set_ylabel('total reward')
ax.legend(['method = ' + str(methods[0]),'method = ' + str(methods[1])],loc='center left', bbox_to_anchor=(1, .5))
plt.show()
The cost savings during training are even more impressive for larger problems. Here we compute and compare training times for both methods (random actions vs. exploration-exploitation) using a larger version of the Gridworld maze that you can see by activating the cell below.
# generate a larger instance of Gridworld
large_maze = lib.gridworld_enviro.environment(world_size = 'large', world_type = 'maze')
# show the grid
large_maze.color_gridworld()
# compare random versus exploration-exploitation actions on training
training_rewards = []
methods = ['random','exploit']
for i in range(len(methods)):
method = methods[i]
# create instance of learner
large_maze_qlearner = lib.gridworld_qlearn.learner(gridworld = large_maze)
# run q-learning
start = time.clock()
large_maze_qlearner.train(verbose = False, action_method = method,training_episodes = 500)
end = time.clock()
value = (end - start)
print ('method ' + str(method) + ' completed training in ' + str(value) + ' seconds')
# record rewards and history
training_rewards.append(large_maze_qlearner.training_reward)
The If it is true, at least in the first episodes of Q-Learning, that the long-term reward isn't that trustworthy, why don't we dampen its contribution to the update? We can do this by adding a parameter (sometimes referred to as a penalty parameter or regularization parameter) to the long-term reward. This short-term long-term trade-off parameter is tacked on to the long-term reward, and is often denoted by $\gamma$. With the trade-off parameter included, our recursion update formula takes a similar form as
$$Q\left(s_{k},\,a_{k}\right)=r_{k}+\gamma\cdot\underset{i\in\varOmega(s_{k+1})}{\text{maximum}}\,\,Q\left(s_{k+1},\,\alpha_{i}\right)$$We constrain $\gamma \in [0,1]$ so that by scaling it up and down we can tune the influence that short-term versus long-term rewards have on how $Q$ is learned. In particular by
As with the exploration-exploitation trade-off, one can either set $\gamma$ to a fixed value for all steps/episodes during training, or change its value from episode-to-episode according to a pre-defined schedule. Sometimes setting $\gamma$ to some value smaller than $1$ helps proving mathematical convergence of Q-Learning. In practice however $\gamma$ is usually set close to 1 (if not 1), and we just tinker with the exploration-exploitation probability, because in the end both trade-offs (exploration-exploitation and short-term long-term reward) address the same issue: our initial distrust of $Q$.
All together, we have the following enhanced version of the basic Q-Learning algorithm.
1: initialize $Q$
2: set the number of episodes $E$
3: set the maximum number of steps per episode $T$
4: set the exploration-exploitation probability $p\in[0,1]$
5: set the short-term long-term reward trade-off $\gamma\in[0,1]$
6: for $e$ = $1$, $2$, ..., $E$
7: $k \longleftarrow 1$
8: select a random initial state $s_1$
9: while goal state not reached and $k \leq T$
10: choose a random number $r$ uniformly from the unit interval $[0,1]$
11: if $r\le p$
12: select a valid action $a_k$ at random
13: else
14: select the valid action $a_k$ that maximizes $Q\left(s_{k},\,a_{k}\right)$
15: end if
16:
record the resulting state $s_{k+1}$ and corresponding reward $r_k$
17: $Q\left(s_{k},\,a_{k}\right) \longleftarrow r_{k}+\gamma\cdot\underset{i\in\varOmega(s_{k+1})}{\text{maximum}}\,\,Q\left(s_{k+1},\,\alpha_{i}\right)$
18: $k \longleftarrow k+1$
19: end while
20: end for
In this notebook we introduced two enhancements that make Q-Learning more efficient. With these enhancements we managed to run Q-Learning on a large Gidworld maze (with more than 600 states) in a matter of seconds. However, in many RL problems (e.g., chess) the state space is so large that storing and computing with $Q$ becomes extremely challenging. In the next notebook we will discuss the crucial role function approximators (neural networks, trees, and kernels) play in ameliorating this issue, allowing us to extend the Reinforcement paradigm to problems with infinitely large state spaces.