/// <summary>
/// Updates the Q-Learner model by reinforcing with the new state/action feedback values.
/// </summary>
/// <param name="x">State vector.</param>
/// <param name="y">Action label.</param>
/// <param name="r">Reward value.</param>
public override void Learn(Vector x, double y, double r)
{
var state = this.Q.Keys.Last();
var stateP = MDPConverter.GetState(x, this.FeatureProperties, this.FeatureDiscretizer);
var action = MDPConverter.GetAction(y, state.Id, stateP.Id);
this.Q.AddOrUpdate(stateP, action, r);
this.Q[state, action] = (1.0 - this.LearningRate) * Q[state, action]
+ this.LearningRate * (r + this.Lambda * Q[stateP, Q.GetMaxAction(stateP)]);
}
/// <summary>
/// Updates the Q-Learner model by reinforcing with the new state/action and transition state feedback values.
/// </summary>
/// <param name="x1">Item features, i.e. the original State.</param>
/// <param name="y">Action label.</param>
/// <param name="x2">Transition state value.</param>
/// <param name="r">Reward value.</param>
public override void Learn(Vector x1, double y, Vector x2, double r)
{
var state = MDPConverter.GetState(x1, this.FeatureProperties, this.FeatureDiscretizer);
var stateP = MDPConverter.GetState(x2, this.FeatureProperties, this.FeatureDiscretizer);
var action = MDPConverter.GetAction(y, state.Id, stateP.Id);
if (!Q.ContainsKey(state))
{
Q.AddOrUpdate(state, action, r);
}
if (!Q.ContainsKey(stateP))
{
Q.AddKey(stateP);
}
this.Q[state, action] = (1.0 - this.LearningRate) * Q[state, action]
+ this.LearningRate * (r + this.Lambda * Q[stateP, Q.GetMaxAction(stateP)]);
}
/// <summary>
/// Generates a <see cref="QLearnerModel"/> based on states/actions with transitions and rewards.
/// </summary>
/// <param name="X1">Initial State matrix.</param>
/// <param name="y">Action label vector.</param>
/// <param name="X2">Transition State matrix.</param>
/// <param name="r">Reward values.</param>
/// <returns>QLearnerModel.</returns>
public override IReinforcementModel Generate(Matrix X1, Vector y, Matrix X2, Vector r)
{
this.Preprocess(X1, y, X2, r);
var examples = MDPConverter.GetStates(X1, y, X2, this.FeatureProperties, this.FeatureDiscretizer);
var states = examples.Item1; var actions = examples.Item2; var statesP = examples.Item3;
QTable Q = new QTable();
// construct Q table
for (int i = 0; i < states.Count(); i++)
{
var state = states.ElementAt(i);
var action = actions.ElementAt(i);
var stateP = statesP.ElementAt(i);
Q.AddOrUpdate(state, action, r[i]);
if (!Q.ContainsKey(stateP))
{
Q.AddKey(stateP);
}
}
double count = states.Select(s => s.Id).Distinct().Count();
double change = 0;
for (int pass = 0; pass < this.MaxIterations; pass++)
{
change = 0;
for (int i = 0; i < states.Count(); i++)
{
IState state = states.ElementAt(i);
IAction action = actions.ElementAt(i);
IState stateP = statesP.ElementAt(i);
double reward = r[i];
double q = (1.0 - this.LearningRate) * Q[state, action]
+ this.LearningRate * (reward + this.Lambda * Q[stateP, Q.GetMaxAction(stateP)]);
change += (1.0 / count) * System.Math.Abs((Q[state, action] - q));
Q[state, action] = q;
}
if (change <= this.Epsilon)
{
break;
}
}
return(new QLearnerModel()
{
Descriptor = this.Descriptor,
TransitionDescriptor = this.TransitionDescriptor,
NormalizeFeatures = this.NormalizeFeatures,
FeatureNormalizer = this.FeatureNormalizer,
FeatureProperties = this.FeatureProperties,
FeatureDiscretizer = this.FeatureDiscretizer,
LearningRate = this.LearningRate,
Lambda = this.Lambda,
Q = Q
});
}
public void Test_QLearning_Path_Finder()
{
// start
var master = new MDPState(2);
var kitchen = new MDPState(3);
master.Successors.Add(new MDPSuccessorState(new AI.Action(1, "Goto Kitchen"), 0.1, kitchen, 0));
var entrance = new MDPState(1);
var lounge = new MDPState(4);
kitchen.Successors.Add(new MDPSuccessorState(new AI.Action(2, "Goto Lounge"), 0.1, lounge, -15));
kitchen.Successors.Add(new MDPSuccessorState(new AI.Action(3, "Goto Entrance Hall"), 0, entrance, -30));
var spare = new MDPState(0);
lounge.Successors.Add(new MDPSuccessorState(new AI.Action(4, "Goto Spare Room"), 0.1, spare, -10));
var outside = new MDPState(5);
lounge.Successors.Add(new MDPSuccessorState(new AI.Action(5, "Go Outside"), 0.1, outside, 30));
entrance.Successors.Add(new MDPSuccessorState(new AI.Action(6, "Go Outside"), 0.1, outside, 50));
outside.Successors.Add(new MDPSuccessorState(new AI.Action(7, "Stay Outside"), 0.2, outside, 50));
var examples = MDPConverter.ToExamples(master);
Assert.Equal(7, examples.Item1.Rows);
Assert.Equal(7, examples.Item2.Length);
Assert.Equal(7, examples.Item3.Rows);
Assert.Equal(7, examples.Item4.Length);
var generator = new Reinforcement.QLearning.QLearnerGenerator()
{
Lambda = 0.9
};
Reinforcement.QLearning.QLearnerModel model = (Reinforcement.QLearning.QLearnerModel)generator.Generate(examples.Item1, examples.Item2, examples.Item3, examples.Item4);
Assert.Equal(3, (int)model.Predict(kitchen.ToVector()) /*, "Expected to move from kitchen to entrance hall"*/);
Assert.Equal(5, (int)model.Predict(lounge.ToVector()) /*, "Expected to move from lounge to outside"*/);
Assert.Equal(7, (int)model.Predict(outside.ToVector()) /*, "Expected to stay outside"*/);
string path = "Start: " + master.Id; IMDPState current = master;
int counter = 0;
while (current.Id != outside.Id)
{
if (counter > 20)
{
break;
}
double v = model.Predict(current.ToVector());
var next = current.GetSuccessors().Where(w => w.Action.Id == (int)v).FirstOrDefault() as IMDPSuccessor;
if (next == null)
{
break;
}
current = next.State as IMDPState;
counter++;
path += $"\n next: { current.Id } ({ next.Reward.ToString("N2") })";
}
Console.Write(path);
}
/// <summary>
/// Generates a <see cref="QLearnerModel" /> based on states/actions with transitions and rewards.
/// </summary>
/// <param name="X1">Initial State matrix.</param>
/// <param name="y">Action label vector.</param>
/// <param name="X2">Transition State matrix.</param>
/// <param name="r">Reward values.</param>
/// <returns>QLearnerModel.</returns>
public override IReinforcementModel Generate(Matrix X1, Vector y, Matrix X2, Vector r)
{
Preprocess(X1, y, X2, r);
var examples = MDPConverter.GetStates(X1, y, X2, FeatureProperties, FeatureDiscretizer);
var states = examples.Item1;
var actions = examples.Item2;
var statesP = examples.Item3;
var Q = new QTable();
// construct Q table
for (var i = 0; i < states.Count(); i++)
{
var state = states.ElementAt(i);
var action = actions.ElementAt(i);
var stateP = statesP.ElementAt(i);
Q.AddOrUpdate(state, action, r[i]);
if (!Q.ContainsKey(stateP))
{
Q.AddKey(stateP);
}
}
double count = states.Select(s => s.Id).Distinct().Count();
for (var pass = 0; pass < MaxIterations; pass++)
{
double change = 0;
for (var i = 0; i < states.Count(); i++)
{
var state = states.ElementAt(i);
var action = actions.ElementAt(i);
var stateP = statesP.ElementAt(i);
var reward = r[i];
var q = (1.0 - LearningRate) * Q[state, action]
+ LearningRate * (reward + Lambda * Q[stateP, Q.GetMaxAction(stateP)]);
change += 1.0 / count * System.Math.Abs(Q[state, action] - q);
Q[state, action] = q;
}
if (change <= Epsilon)
{
break;
}
}
return(new QLearnerModel
{
Descriptor = Descriptor,
TransitionDescriptor = TransitionDescriptor,
NormalizeFeatures = NormalizeFeatures,
FeatureNormalizer = FeatureNormalizer,
FeatureProperties = FeatureProperties,
FeatureDiscretizer = FeatureDiscretizer,
LearningRate = LearningRate,
Lambda = Lambda,
Q = Q
});
}