# ## Dependencies
from typing import NamedTuple
from enum import Enum
import numpy as np
from numpy.random import default_rng
from tqdm import tqdm
import matplotlib.pyplot as plt
import matplotlib.patches as mpatches
import pandas as pd
import seaborn as sns
sns.set_theme()
# ## Parameters
class Params(NamedTuple):
total_episodes: int # Total episodes
learning_rate: float # Learning rate
gamma: float # Discounting rate
seed: int # Define a seed so that we get reproducible results
n_runs: int # Number of runs
action_size: int # Number of possible actions
state_size: int # Number of possible states
epsilon: float # Exploration probability
params = Params(
total_episodes=50,
learning_rate=0.83,
gamma=0.95,
seed=42,
n_runs=100,
action_size=None,
state_size=None,
epsilon=0.1,
)
# Set the seed
rng = np.random.default_rng(params.seed)
# ## The environment
class Actions(Enum):
Left = 0
Right = 1
class RandomWalk1D:
"""`RandomWalk1D` to test the Q-learning algorithm.
The agent (A) starts in state 3.
The actions it can take are going left or right.
The episode ends when it reaches state 0 or 6.
When it reaches state 0, it gets a reward of -1,
when it reaches state 6, it gets a reward of +1.
At any other state it gets a reward of zero.
Rewards: -1 <-A-> +1
States: <-0-1-2-3-4-5-6->
Environment inspired from `ReinforcementLearning.jl`'s tutorial:
https://juliareinforcementlearning.org/docs/tutorial/
"""
def __init__(self):
self.observation_space = np.arange(0, 7)
self.action_space = [item.value for item in list(Actions)]
self.right_boundary = 6
self.left_boundary = 0
self.reset()
def reset(self):
self.current_state = 3
return self.current_state
def step(self, action):
if action == Actions.Left.value:
new_state = np.max([self.left_boundary, self.current_state - 1])
elif action == Actions.Right.value:
new_state = np.min([self.right_boundary, self.current_state + 1])
else:
raise ValueError("Impossible action type")
self.current_state = new_state
reward = self.reward(self.current_state)
is_terminated = self.is_terminated(self.current_state)
return new_state, reward, is_terminated
def reward(self, observation):
reward = 0
if observation == self.right_boundary:
reward = 1
elif observation == self.left_boundary:
reward = -1
return reward
def is_terminated(self, observation):
is_terminated = False
if observation == self.right_boundary or observation == self.left_boundary:
is_terminated = True
return is_terminated
env = RandomWalk1D()
params = params._replace(action_size=len(env.action_space))
params = params._replace(state_size=len(env.observation_space))
print(f"Action size: {params.action_size}")
print(f"State size: {params.state_size}")
# ## The learning algorithm: Q-learning
class Qlearning:
def __init__(self, learning_rate, gamma, state_size, action_size):
self.state_size = state_size
self.action_size = action_size
self.learning_rate = learning_rate
self.gamma = gamma
self.reset_qtable()
def update(self, state, action, reward, new_state):
"""Update Q(s,a):= Q(s,a) + lr [R(s,a) + gamma * max Q(s',a') - Q(s,a)]"""
delta = (
reward
+ self.gamma * np.max(self.qtable[new_state, :])
- self.qtable[state, action]
)
q_update = self.qtable[state, action] + self.learning_rate * delta
return q_update
def reset_qtable(self):
"""Reset the Q-table."""
self.qtable = np.zeros((self.state_size, self.action_size))
# ## The explorer algorithm: epsilon-greedy
class EpsilonGreedy:
def __init__(self, epsilon, rng=None):
self.epsilon = epsilon
if rng:
self.rng = rng
else:
self.rng = default_rng()
def choose_action(self, action_space, state, qtable):
"""Choose an action `a` in the current world state (s)."""
# First we randomize a number
explor_exploit_tradeoff = self.rng.uniform(0, 1)
def sample(action_space):
return self.rng.choice(action_space)
# Exploration
if explor_exploit_tradeoff < self.epsilon:
action = sample(action_space)
# Exploitation (taking the biggest Q-value for this state)
else:
# Break ties randomly
# If all actions are the same for this state we choose a random one
# (otherwise `np.argmax()` would always take the first one)
if np.all(qtable[state, :]) == qtable[state, 0]:
action = sample(action_space)
else:
action = np.argmax(qtable[state, :])
return action
# ## Running the environment
learner = Qlearning(
learning_rate=params.learning_rate,
gamma=params.gamma,
state_size=params.state_size,
action_size=params.action_size,
)
explorer = EpsilonGreedy(epsilon=params.epsilon, rng=rng)
# This will be our main function to run our environment until the maximum
# number of episodes `params.total_episodes`.
# To account for stochasticity, we will also run our environment a few times.
rewards = np.zeros((params.total_episodes, params.n_runs))
steps = np.zeros((params.total_episodes, params.n_runs))
episodes = np.arange(params.total_episodes)
qtables = np.zeros((params.n_runs, params.state_size, params.action_size))
all_states = []
all_actions = []
for run in range(params.n_runs): # Run several times to account for stochasticity
learner.reset_qtable() # Reset the Q-table between runs
for episode in tqdm(
episodes, desc=f"Run {run}/{params.n_runs} - Episodes", leave=False
):
state = env.reset() # Reset the environment
step = 0
done = False
total_rewards = 0
while not done:
action = explorer.choose_action(
action_space=env.action_space, state=state, qtable=learner.qtable
)
# Log all states and actions
all_states.append(state)
all_actions.append(action)
# Take the action (a) and observe the outcome state(s') and reward (r)
new_state, reward, done = env.step(action)
learner.qtable[state, action] = learner.update(
state, action, reward, new_state
)
total_rewards += reward
step += 1
# Our new state is state
state = new_state
# Log all rewards and steps
rewards[episode, run] = total_rewards
steps[episode, run] = step
qtables[run, :, :] = learner.qtable
# ## Visualization
def postprocess(episodes, params, rewards, steps, qtables):
"""Convert the results of the simulation in dataframes."""
res = pd.DataFrame(
data={
"Episodes": np.tile(episodes, reps=params.n_runs),
"Rewards": rewards.flatten(order="F"),
"Steps": steps.flatten(order="F"),
}
)
# res["cum_rewards"] = rewards.cumsum(axis=0).flatten(order="F")
qtable = qtables.mean(axis=0) # Average the Q-table between runs
return res, qtable
res, qtable = postprocess(episodes, params, rewards, steps, qtables)
def plot_steps_and_rewards(df):
"""Plot the steps and rewards from dataframes."""
fig, ax = plt.subplots(nrows=1, ncols=2, figsize=(15, 5))
sns.lineplot(data=df, x="Episodes", y="Rewards", ax=ax[0])
ax[0].set(ylabel=f"Rewards\naveraged over {params.n_runs} runs")
sns.lineplot(data=df, x="Episodes", y="Steps", ax=ax[1])
ax[1].set(ylabel=f"Steps number\naveraged over {params.n_runs} runs")
fig.tight_layout()
plt.show()
plot_steps_and_rewards(res)
qtable_flat = qtable.flatten()[np.newaxis, :]
def plot_q_values():
fig, ax = plt.subplots(figsize=(15, 1.5))
cmap = sns.color_palette("vlag", as_cmap=True)
chart = sns.heatmap(
qtable_flatqtable.flatten()[np.newaxis, :],
annot=True,
ax=ax,
cmap=cmap,
yticklabels=False, # linewidth=0.5
center=0,
)
states_nodes = np.arange(1, 14, 2)
chart.set_xticks(states_nodes)
chart.set_xticklabels([str(item) for item in np.arange(0, 7, 1)])
chart.set_title("Q values")
ax.tick_params(bottom=True)
# Add actions arrows
for node in states_nodes:
arrows_left = {"x_tail": node, "y_tail": 1.3, "x_head": node - 1, "y_head": 1.3}
arrow = mpatches.FancyArrowPatch(
(arrows_left["x_tail"], arrows_left["y_tail"]),
(arrows_left["x_head"], arrows_left["y_head"]),
mutation_scale=10,
clip_on=False,
color="k",
)
ax.add_patch(arrow)
arrows_right = {
"x_tail": node,
"y_tail": 1.3,
"x_head": node + 1,
"y_head": 1.3,
}
arrow = mpatches.FancyArrowPatch(
(arrows_right["x_tail"], arrows_right["y_tail"]),
(arrows_right["x_head"], arrows_right["y_head"]),
mutation_scale=10,
clip_on=False,
color="k",
)
ax.add_patch(arrow)
# Add rectangle to separate each state pair
rect = mpatches.Rectangle(
(node - 1, 0),
2,
1,
linewidth=2,
edgecolor="k",
facecolor="none",
clip_on=False,
)
ax.add_patch(rect)
plt.show()
plot_q_values()
Which will produce the following rewards and number of steps to end the episode plot:
And the following plot of the Q-values learned: