10_1_Actor_Critic.ipynb

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    "# What is an actor critic network?\n",
    "\n",
    "- So far we have learned a single output network that produces Q-values(Value Iteration) or an action policy (Policy Iteration)\n",
    "- What if we can use both value functions and policy functions? That's how actor-critic methods were developed. It turns out if we use both, we can learn more complex systems. In this notebook, we will a simple policy gradient actor-critic methods\n",
    "\n",
    "# Structure of Actor Critic Networks\n",
    "- There are two networks: an actor network and a critic network\n",
    "![actor-critic](assets/actor_critic.png)\n",
    "- Actor network:\n",
    "    * This network chooses an action!\n",
    "    * It takes an input of game state and produce outputs an action policy (as in policy-gradient)\n",
    "\n",
    "- Critic network:\n",
    "    * This network is simply a value network\n",
    "    * It takes the same input as the actor network and produces a current state value"
   ]
  },
  {
   "cell_type": "markdown",
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   "source": [
    "# From pervious lectures\n",
    "\n",
    "* We used policy gradient methods that is to find a policy $\\pi$ that\n",
    "$$\n",
    "\\text{maximize } E\\left[\\ R\\ \\mid\\ \\pi\\ \\right]\n",
    "$$\n",
    "\n",
    "$$\\text{where }R  = r_0 + r_1 + \\dots + r_{\\tau - 1}$$\n",
    "\n",
    "* We use an gradient estimator that is\n",
    "$$\n",
    "\\hat{g} = \\nabla_\\theta \\log \\pi \\left(a_t \\mid s_t; \\theta \\right) \\cdot R_t \n",
    "$$\n",
    "\n",
    "$$\\text{where }R_t = \\sum_{t'=t}^{T-1} \\left(discount\\ rate\\right)^{t'-t} \\cdot (reward)_t$$"
   ]
  },
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    "* The above gradient estimator simply means we boost the probability of an action that returns high rewards\n",
    "\n",
    "# Problems\n",
    "\n",
    "* The above method is however not stable because a step size of the gradients can be very large and once we overshoot, our agent will collect tracjectories based on a bad policy"
   ]
  },
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   "cell_type": "markdown",
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    "# Solution\n",
    "* In order to solve high variance problems, we will use $A_t$ instead of $R_t$ and this is called an advantage function\n",
    "* What is an advantage function? We know a Q function and a Value function. \n",
    "    * The $Q$ maps a state $s$ to an action $a$ value which is how good action $a$ is\n",
    "    * The $V$ maps a state $s$ to a value that shows how good an input state $s$ is\n",
    "    \n",
    "* Therefore, we can write two functions as following:\n",
    "$$ Q(s, a) = V(s) + A(a) $$\n",
    "\n",
    "* Therefore, \n",
    "\n",
    "$$ A(a) = Q(s, a) - V(s) $$\n",
    "\n",
    "* That's the definition of an advatage function. We are trying to find how good action $a$ is by subtracting a value function\n",
    "\n",
    "* Hence, we need to change the gradient estimator $\\hat{g}$ to the following\n",
    "$$\\hat{g} = \\nabla_\\theta \\log \\pi(a_t | s_t; \\theta) \\cdot A_t $$\n",
    "\n",
    "where\n",
    "\n",
    "\\begin{align*}\n",
    "A_t &= Q(s_t, a') - V(s_t) \\\\\n",
    "    &= R_{t} - V(s_t)\n",
    "\\end{align*}\n",
    "\n",
    "# Notes\n",
    "- Its performance is still not great because it has a few flaws\n",
    "    - We have to learn $V(s)$ first and learning $V(s)$ can be very difficult (requires careful reward enginneering)\n",
    "    - Every trajectories is highly correlated\n",
    "- In order to deal with these problems, we will later discuss various methods such as TRPO(Trust Region Policy Optimization) or A3C(Asynchronous Actor Critic Networks)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import gym\n",
    "import tensorflow as tf"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "slim = tf.contrib.slim"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
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   "source": [
    "class ActorCriticNetwork:\n",
    "    \"\"\" Actor Critic Network\n",
    "    \n",
    "    - 3 placeholders for policy\n",
    "        - S : state (shared)\n",
    "        - A : action one hot\n",
    "        - ADV : advantage value\n",
    "        \n",
    "    - 2 placeholders for value\n",
    "        - S : state (shared)\n",
    "        - R : reward\n",
    "    \n",
    "    - 2 outputs\n",
    "        - P : action policy, p(a | s)\n",
    "        - V : V(s)\n",
    "        \n",
    "    Examples\n",
    "    ----------\n",
    "    >>> input_shape = [None, 4]\n",
    "    >>> action_n = 2\n",
    "    >>> hidden_dims = [32, 32]\n",
    "    >>> ac_network = ActorCriticNetwork(input_shape, action_n, hidden_dims)\n",
    "    \"\"\"\n",
    "    def __init__(self, input_shape, action_n, hidden_dims):\n",
    "        # Policy Input\n",
    "        self.S = tf.placeholder(tf.float32, shape=input_shape, name=\"state_input\")\n",
    "        self.A = tf.placeholder(tf.float32, shape=[None, action_n], name=\"action_one_hot_input\")\n",
    "        self.ADV = tf.placeholder(tf.float32, shape=[None], name=\"advantage_input\")\n",
    "        \n",
    "        # Value Input\n",
    "        self.R = tf.placeholder(tf.float32, shape=[None], name=\"reward_input\")\n",
    "    \n",
    "        self._create_network(hidden_dims, action_n)\n",
    "        \n",
    "    def _create_network(self, hidden_dims, action_n):\n",
    "        net = self.S\n",
    "        \n",
    "        for i, h_dim in enumerate(hidden_dims):\n",
    "            net = slim.fully_connected(net, h_dim, activation_fn=None, scope=f\"fc-{i}\")\n",
    "            net = tf.nn.relu(net)\n",
    "        \n",
    "        # Policy shape: [None, action_n]\n",
    "        self.P = slim.fully_connected(net, action_n, activation_fn=tf.nn.softmax, scope=\"policy_output\")\n",
    "\n",
    "        # Value shape: [None, 1] -> [None]\n",
    "        _V = slim.fully_connected(net, 1, activation_fn=None, scope=\"value_output\")\n",
    "        self.V = tf.squeeze(_V)\n",
    "        \n",
    "        self._create_op()\n",
    "        \n",
    "    def _create_op(self):\n",
    "        # output shape: [None]\n",
    "        policy_gain = tf.reduce_sum(self.P * self.A, 1)\n",
    "\n",
    "        # output shape: [None]\n",
    "        policy_gain = tf.log(policy_gain) * self.ADV\n",
    "        policy_gain = tf.reduce_sum(policy_gain, name=\"policy_gain\")\n",
    "\n",
    "        entropy = - tf.reduce_sum(self.P * tf.log(self.P), 1)\n",
    "        entropy = tf.reduce_mean(entropy)\n",
    "        \n",
    "        value_loss = tf.losses.mean_squared_error(self.V, self.R, scope=\"value_loss\")\n",
    "        \n",
    "        # Becareful negative sign because we only can minimize\n",
    "        # we want to maximize policy gain and entropy (for exploration)\n",
    "        self.loss = - policy_gain  + value_loss - entropy * 0.01\n",
    "        self.optimizer = tf.train.AdamOptimizer()\n",
    "        self.train_op = self.optimizer.minimize(self.loss)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": true,
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   "source": [
    "class Agent:\n",
    "    \"\"\" Agent class  \"\"\"\n",
    "    \n",
    "    def __init__(self, env, network):\n",
    "        \"\"\" Constructor\n",
    "        \n",
    "        Parameters\n",
    "        ----------\n",
    "        env\n",
    "            Open ai gym environment        \n",
    "        network\n",
    "            Actor Critic Network   \n",
    "        \"\"\"\n",
    "        self.env = env\n",
    "        self.model = network\n",
    "        self.sess = tf.get_default_session()\n",
    "        self.action_n = env.action_space.n\n",
    "        \n",
    "        \n",
    "    def choose_an_action(self, state):\n",
    "        \"\"\" Returns an action (int) \"\"\"\n",
    "        \n",
    "        feed = {\n",
    "            self.model.S: state\n",
    "        }\n",
    "        \n",
    "        action_prob = self.sess.run(self.model.P, feed_dict=feed)[0]\n",
    "        \n",
    "        return np.random.choice(np.arange(self.action_n), p=action_prob)\n",
    "        \n",
    "    def train(self, S, A, R):\n",
    "        \"\"\" Train the actor critic networks\n",
    "        \n",
    "        (1) Compute discounted rewards R\n",
    "        (2) Compute advantage values A = R - V\n",
    "        (3) Perform gradients updates\n",
    "        \n",
    "        \"\"\"\n",
    "        \n",
    "        def discount_rewards(r, gamma=0.99):\n",
    "            \"\"\" take 1D float array of rewards and compute discounted reward \"\"\"\n",
    "            discounted_r = np.zeros_like(r, dtype=np.float32)\n",
    "            running_add = 0\n",
    "            \n",
    "            for t in reversed(range(len(r))):\n",
    "                running_add = running_add * gamma + r[t]\n",
    "                discounted_r[t] = running_add\n",
    "\n",
    "            return discounted_r\n",
    "\n",
    "        # 1. Get discounted `R`s\n",
    "        R = discount_rewards(R)\n",
    "        \n",
    "        # 2. Get `V`s\n",
    "        feed = {\n",
    "            self.model.S: S\n",
    "        }\n",
    "        V = self.sess.run(self.model.V, feed_dict=feed)\n",
    "        \n",
    "        # 3. Get Advantage values, A = R - V\n",
    "        ADV = R - V        \n",
    "        ADV = (ADV - np.mean(ADV)) / (np.std(ADV) + 1e-8)\n",
    "        \n",
    "        # 4. Perform gradient descents\n",
    "        feed = {\n",
    "            self.model.S: S,\n",
    "            self.model.A: A,\n",
    "            self.model.ADV: ADV,\n",
    "            self.model.R: R\n",
    "        }\n",
    "\n",
    "        self.sess.run(self.model.train_op, feed_dict=feed)        "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:10:41,639] Making new env: CartPole-v0\n",
      "[2017-04-08 21:10:41,643] Clearing 26 monitor files from previous run (because force=True was provided)\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "input_shape: [None, 4], action_n: 2\n"
     ]
    }
   ],
   "source": [
    "# Tensorflow Reset\n",
    "tf.reset_default_graph()\n",
    "sess = tf.InteractiveSession()\n",
    "\n",
    "# Gym Environment Setup\n",
    "env_name = \"CartPole-v0\"\n",
    "env = gym.make(env_name)\n",
    "env = gym.wrappers.Monitor(env, \"./gym-results/\", force=True)\n",
    "\n",
    "# Global parameters\n",
    "input_shape = [None, env.observation_space.shape[0]]\n",
    "action_n = env.action_space.n\n",
    "\n",
    "print(f\"input_shape: {input_shape}, action_n: {action_n}\")\n",
    "\n",
    "# Define A2C(Actor-Critic) and Agent\n",
    "ac_network = ActorCriticNetwork(input_shape, action_n, [32, 32])\n",
    "agent = Agent(env, ac_network)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "def preprocess_state(state_list):\n",
    "    \"\"\" Preprocess a state list\n",
    "    \n",
    "    Currently it's only used to reshape the value\n",
    "    When a single state is given, its shape is 1-d array,\n",
    "    which needs to be reshaped in 2-d array\n",
    "    \"\"\"\n",
    "    return np.reshape(state_list, [-1, *input_shape[1:]])\n",
    "\n",
    "def preprocess_action(action_list, n_actions):\n",
    "    \"\"\"Action -> 1-hot \"\"\"\n",
    "    N = len(action_list)\n",
    "    one_hot = np.zeros(shape=(N, n_actions))\n",
    "    one_hot[np.arange(N), action_list] = 1\n",
    "    \n",
    "    return one_hot\n",
    "\n",
    "# Test codes\n",
    "tmp = np.zeros((32, *input_shape[1:]))\n",
    "np.testing.assert_almost_equal(preprocess_state(tmp), np.zeros([32, *input_shape[1:]]))\n",
    "tmp = np.zeros(*input_shape[1:])\n",
    "np.testing.assert_almost_equal(preprocess_state(tmp), np.zeros([1, *input_shape[1:]]))\n",
    "tmp = [0, 1]\n",
    "np.testing.assert_almost_equal(preprocess_action(tmp, 2), np.eye(2))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false,
    "scrolled": false
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:10:42,119] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000000.mp4\n",
      "[2017-04-08 21:10:43,292] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000001.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-     0]   16\r\n"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:10:43,998] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000008.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-     1]   16\r",
      "[Episode-     2]   22\r",
      "[Episode-     3]   10\r",
      "[Episode-     4]   45\r",
      "[Episode-     5]   17\r",
      "[Episode-     6]   16\r",
      "[Episode-     7]   13\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:10:45,072] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000027.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-    46]   22\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:10:46,212] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000064.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-   107]   10\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:10:47,241] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000125.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-   209]   19\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:10:48,925] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000216.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-   337]   60\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:10:51,951] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000343.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-   507]   31\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:11:00,967] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000512.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-   722]  104\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:11:09,900] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video000729.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-   993]  130\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:11:25,444] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video001000.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-  1000]  200\n",
      "[Episode-  1996]   26\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:12:26,066] Starting new video recorder writing to /home/kkweon/github/ReinforcementZeroToAll/gym-results/openaigym.video.0.12761.video002000.mp4\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-  2000]  146\n",
      "[Episode-  2363]  200\n",
      "Game cleared in 2363, average rewards: 195.15\n"
     ]
    }
   ],
   "source": [
    "init = tf.global_variables_initializer()\n",
    "sess.run(init)\n",
    "\n",
    "MAX_EPISODES = 5000\n",
    "\n",
    "# For checking if the game is cleared\n",
    "EPISODE_100_REWARDS = []\n",
    "CLEAR_REWARD = env.spec.reward_threshold\n",
    "CLEAR_REWARD = CLEAR_REWARD if CLEAR_REWARD else 9999\n",
    "\n",
    "for episode in range(MAX_EPISODES):\n",
    "    s = env.reset()    \n",
    "    done = False\n",
    "    \n",
    "    s_list = []\n",
    "    a_list = []\n",
    "    r_list = []\n",
    "    \n",
    "    episode_r = 0\n",
    "    \n",
    "    while not done:\n",
    "        \n",
    "        s = preprocess_state(s)\n",
    "        a = agent.choose_an_action(s)\n",
    "\n",
    "        s2, r, done, info = env.step(a)\n",
    "        \n",
    "        s_list.append(s)\n",
    "        a_list.append(a)\n",
    "        r_list.append(r)\n",
    "        \n",
    "        s = s2\n",
    "            \n",
    "        episode_r += r\n",
    "   \n",
    "    a_list = preprocess_action(a_list, action_n)\n",
    "        \n",
    "    agent.train(np.vstack(s_list), a_list, r_list)\n",
    "    \n",
    "    print(f\"[Episode-{episode:>6}] {int(episode_r):>4}\", end=\"\\r\")\n",
    "    \n",
    "    # For line breaks\n",
    "    if episode % (MAX_EPISODES // 5) == 0:\n",
    "        print()\n",
    "        \n",
    "    EPISODE_100_REWARDS.append(episode_r)\n",
    "    \n",
    "    # Check if the game is cleared\n",
    "    if len(EPISODE_100_REWARDS) > 100:\n",
    "        EPISODE_100_REWARDS = EPISODE_100_REWARDS[1:]\n",
    "        \n",
    "        avg_rewards = np.mean(EPISODE_100_REWARDS)\n",
    "        \n",
    "        if avg_rewards > CLEAR_REWARD:\n",
    "            print()\n",
    "            print(f\"Game cleared in {episode}, average rewards: {avg_rewards}\")\n",
    "            break"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Test run\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-0] 198\n",
      "[Episode-20] 200\n",
      "[Episode-40] 200\n",
      "[Episode-60] 200\n",
      "[Episode-80] 200\n",
      "[Episode-98] 200\r"
     ]
    },
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "[2017-04-08 21:13:16,119] Finished writing results. You can upload them to the scoreboard via gym.upload('/home/kkweon/github/ReinforcementZeroToAll/gym-results')\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Episode-99] 200\r"
     ]
    }
   ],
   "source": [
    "for episode in range(100):\n",
    "    s = env.reset()    \n",
    "    done = False\n",
    "    \n",
    "    episode_r = 0\n",
    "    while not done:\n",
    "        if episode % 20 == 0:\n",
    "            env.render()\n",
    "        s = preprocess_state(s)\n",
    "        a = agent.choose_an_action(s)\n",
    "        s2, r, done, info = env.step(a)\n",
    "                \n",
    "        s = s2\n",
    "        episode_r += r    \n",
    "    \n",
    "    print(f\"[Episode-{episode}] {int(episode_r)}\", end=\"\\r\")\n",
    "    \n",
    "    if episode % 20 == 0:\n",
    "        print()\n",
    "        \n",
    "env.close()"
   ]
  }
 ],
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