protected virtual DenseVector GetUpdatedRwdParamsGradient(uint prevStateID, uint actionID, uint nextStateID)
{
//updates gradient of policy wrt params
//gets [∇θt Qt(a|it;θt) - ∑ ∇θt Qt(b|it;θt)]
var sumActionQGradient = new DenseVector(this.RewardParameters.Count);
var otherActions = this.GetActionsExcept(actionID);
foreach (var otherAction in otherActions)
{
sumActionQGradient += this.GetQGradient(prevStateID, otherAction, nextStateID, this.PlanningDepth);
}
if (sumActionQGradient.Contains(double.NaN))
{
int i = 0;
i++;
}
//∇θt μ(at|it;Qt) = τ·μ(a|Qt) [∇θt Qt(a|it;θt) - ∑ ∇θt Qt(b|it;θt)]
var gradient = this.Temperature * this.GetActionProb(prevStateID, actionID) * (-sumActionQGradient);
if (gradient.Contains(double.NaN))
{
int i = 0;
i++;
}
return(gradient);
}
public Tuple <double[], double[]> BuildDualVariables(double[,] solution)
{
DenseVector alfaVector = DenseVector.Create(3, int.MaxValue);
DenseVector betaVector = DenseVector.Create(3, int.MaxValue);
var matrix = DenseMatrix.OfArray(solution);
alfaVector[0] = 0;
do
{
for (int index = 0; index < 3; index++)
{
var values = matrix.Row(index);
for (int i = 0; i < values.Count; i++)
{
if (alfaVector[index] != int.MaxValue && values[i] != 0)
{
betaVector[i] = Solve(alfaVector[index], values[i]);
}
}
values = matrix.Column(index);
for (int i = 0; i < values.Count; i++)
{
if (betaVector[index] != int.MaxValue && values[i] != 0)
{
alfaVector[i] = Solve(betaVector[index], values[i]);
}
}
}
} while (alfaVector.Contains(int.MaxValue) && betaVector.Contains(int.MaxValue));
return(new Tuple <double[], double[]>(alfaVector.Values, betaVector.Values));
}
