Saturday, 5 September 2020

What Loss Or Reward Is Backpropagated In Policy Gradients For Reinforcement Learning?

I have made a small script in Python to solve various Gym environments with policy gradients.

import gym, os
import numpy as np
#create environment
env = gym.make('Cartpole-v0')
env.reset()
s_size = len(env.reset())
a_size = 2

#import my neural network code
os.chdir(r'C:\---\---\---\Python Code')
import RLPolicy
policy = RLPolicy.NeuralNetwork([s_size,a_size],learning_rate=0.000001,['softmax']) #a 3layer network might be ([s_size, 5, a_size],learning_rate=1,['tanh','softmax'])
#it supports the sigmoid activation function also
print(policy.weights)

DISCOUNT = 0.95 #parameter for discounting future rewards

#first step
action = policy.feedforward(env.reset)
state,reward,done,info = env.step(action)

for t in range(3000):
    done = False
    states = [] #lists for recording episode
    probs2 = []
    rewards = []
    while not done:
        #env.render() #to visualize learning

        probs = policy.feedforward(state)[-1] #calculate probabilities of actions
        action = np.random.choice(a_size,p=probs) #choose action from probs

        #record and update state
        probs2.append(probs) 
        states.append(state)
        state,reward,done,info = env.step(action)
        rewards.append(reward) #should reward be before updating state?

    #calculate gradients
    gradients_w = []
    gradients_b = []
    for i in range(len((rewards))):
        totalReward = sum([rewards[t]*DISCOUNT**t for t in range(len(rewards[i:]))]) #discounted reward
        ## !! this is the line that I need help with
        gradient = policy.backpropagation(states[i],totalReward*(probs2[i])) #what should be backpropagated through the network
        ## !!

        ##record gradients
        gradients_w.append(gradient[0])
        gradients_b.append(gradient[1])
    #combine gradients and update the weights and biases
    gradients_w = np.array(gradients_w,object)
    gradients_b = np.array(gradients_b,object)
    policy.weights += policy.learning_rate * np.flip(np.sum(gradients_w,0),0) #np.flip because the gradients are calculated backwards
    policy.biases += policy.learning_rate * np.flip(np.sum(gradients_b,0),0)
    #reset and record
    env.reset()
    if t%100==0:
        print('t'+str(t),'r',sum(rewards))

What should be passed backwards to calculate the gradients? I am using gradient ascent but I could switch it to descent. Some people have defined the reward function as totalReward*log(probabilities). Would that make the score totalReward*(1/probs) or log(probs) or something else?
I have tried
totalReward*np.log(probs)
totalReward*(1/probs)
totalReward*(probs**2) #just a guess of what could work
totalReward*probs

probs = np.zeros(a_size)  
probs[action] = 1  
totalRewards*probs

and a couple others. The last one is the only one that was able to solve any of them and it only worked on Cartpole. I have tested the various loss or score function for thousands of episodes on Cartpole, Pendulum, and MountainCar. Sometimes it will improve a small amount but it will never solve it. What am I doing wrong?

And here is the RLPolicy code. It is not well written or pseudo coded but I don't think it is the problem because I checked it with gradient checking several times. But it would be helpful even if I could narrow it down to a problem with the neural network.

#Neural Network
import numpy as np
import random, math, time, os
from matplotlib import pyplot as plt

def activation(x,function):
    if function=='sigmoid':
        return(1/(1+math.e**(-x))) #Sigmoid
    if function=='relu':
        x[x<0]=0
        return(x)
    if function=='tanh':
        return(np.tanh(x.astype(float))) #tanh
    if function=='softmax':
        z = np.exp(np.array((x-max(x)),float))
        y = np.sum(z)
    return(z/y)
def activationDerivative(x,function):
    if function=='sigmoid':
        return(x*(1-x))
    if function=='relu':
        x[x<0]==0
        x[x>0]==1
        return(x)
    if function=='tanh':
        return(1-x**2)
    if function=='softmax':
        s = x.reshape(-1,1)
        return(np.diagflat(s) - np.dot(s, s.T))

class NeuralNetwork():
    
    def __init__ (self,layers,learning_rate,momentum,regularization,activations):
        self.learning_rate = learning_rate   
        if (isinstance(layers[1],list)):
            h = layers[1][:]
            del layers[1]
            for i in h:
                layers.insert(-1,i)
        self.layers = layers
        self.weights = [2*np.random.rand(self.layers[i]*self.layers[i+1])-1 for i in range(len(self.layers)-1)]
        self.biases = [2*np.random.rand(self.layers[i+1])-1 for i in range(len(self.layers)-1)]    
        self.weights = np.array(self.weights,object)
        self.biases = np.array(self.biases,object)
        self.activations = activations
    def feedforward(self, input_array):
        layer = input_array
        neuron_outputs = [layer]
        for i in range(len(self.layers)-1):
            layer = np.tile(layer,self.layers[i+1])
            layer = np.reshape(layer,[self.layers[i+1],self.layers[i]])
            weights = np.reshape(self.weights[i],[self.layers[i+1],self.layers[i]])
            layer = weights*layer
            layer = np.sum(layer,1)#,self.layers[i+1]-1)
            layer = layer+self.biases[i]
            layer = activation(layer,self.activations[i])
            neuron_outputs.append(np.array(layer,float))
        return(neuron_outputs)
    def neuronErrors(self,l,neurons,layerError,n_os):
        if (l==len(self.layers)-2):
            return(layerError)
        totalErr = [] #total error
        for e in range(len(layerError)): #-layers
            e = e*self.layers[l+2]
            a_ws = self.weights[l+1][e:e+self.layers[l+1]]
            e = int(e/self.layers[l+2])
            err = layerError[e]*a_ws #error
            totalErr.append(err)
        return(sum(totalErr))
    def backpropagation(self,state,loss):
        weights_gradient = [np.zeros(self.layers[i]*self.layers[i+1]) for i in range(len(self.layers)-1)]
        biases_gradient = [np.zeros(self.layers[i+1]) for i in range(len(self.layers)-1)]  
        neuron_outputs = self.feedforward(state)
        grad = self.individualBackpropagation(loss, neuron_outputs)
        return(grad)

    def individualBackpropagation(self, difference, neuron_outputs): #number of output
        lr = self.learning_rate
        n_os = neuron_outputs[:]
        w_o = self.weights[:]
        b_o = self.biases[:]
        w_n = self.weights[:]
        b_n = self.biases[:]
        gradient_w = []
        gradient_b = []
        error = difference[:] #error for neurons
        for l in range(len(self.layers)-2,-1,-1):
            p_n = np.tile(n_os[l],self.layers[l+1]) #previous neuron
            neurons = np.arange(self.layers[l+1])
            error = (self.neuronErrors(l,neurons,error,n_os))
            if not self.activations[l]=='softmax':
                error = error*activationDerivative(neuron_outputs[l+1],self.activations[l])
            else:
                error = error @ activationDerivative(neuron_outputs[l+1],self.activations[l]) #because softmax derivative returns different dimensions
            w_grad = np.repeat(error,self.layers[l]) #weights gradient
            b_grad = np.ravel(error) #biases gradient
            w_grad = w_grad*p_n
            b_grad = b_grad
            gradient_w.append(w_grad)
            gradient_b.append(b_grad)
        return(gradient_w,gradient_b)

Thanks for any answers, this is my first question here.



from What Loss Or Reward Is Backpropagated In Policy Gradients For Reinforcement Learning?

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