# DeepQLearning

This package provides an implementation of the Deep Q learning algorithm for solving MDPs. For more information see https://arxiv.org/pdf/1312.5602.pdf. It uses POMDPs.jl and Flux.jl

It supports the following innovations:

- Target network
- Prioritized replay https://arxiv.org/pdf/1511.05952.pdf
- Dueling https://arxiv.org/pdf/1511.06581.pdf
- Double Q http://www.aaai.org/ocs/index.php/AAAI/AAAI16/paper/download/12389/11847
- Recurrent Q Learning

## Installation

```
using Pkg
Pkg.add("DeepQLearning")
```

## Usage

```
using DeepQLearning
using POMDPs
using Flux
using POMDPModels
using POMDPSimulators
using POMDPTools
# load MDP model from POMDPModels or define your own!
mdp = SimpleGridWorld();
# Define the Q network (see Flux.jl documentation)
# the gridworld state is represented by a 2 dimensional vector.
model = Chain(Dense(2, 32), Dense(32, length(actions(mdp))))
exploration = EpsGreedyPolicy(mdp, LinearDecaySchedule(start=1.0, stop=0.01, steps=10000/2))
solver = DeepQLearningSolver(qnetwork = model, max_steps=10000,
exploration_policy = exploration,
learning_rate=0.005,log_freq=500,
recurrence=false,double_q=true, dueling=true, prioritized_replay=true)
policy = solve(solver, mdp)
sim = RolloutSimulator(max_steps=30)
r_tot = simulate(sim, mdp, policy)
println("Total discounted reward for 1 simulation: $r_tot")
```

## Specifying exploration / evaluation policy

An exploration policy and evaluation policy can be specified in the solver parameters.

An **exploration policy** can be provided in the form of a function that must return an action. The function provided will be called as follows: `f(policy, env, obs, global_step, rng)`

where `policy`

is the NN policy being trained, `env`

the environment, `obs`

the observation at which to take the action, `global_step`

the interaction step of the solver, and `rng`

a random number generator. This package provides by default an epsilon greedy policy with linear decrease of epsilon with `global_step`

.

An **evaluation policy** can be provided in a similar manner. The function will be called as follows: `f(policy, env, n_eval, max_episode_length, verbose)`

where `policy`

is the NN policy being trained, `env`

the environment, `n_eval`

the number of evaluation episode, `max_episode_length`

the maximum number of steps in one episode, and `verbose`

a boolean to enable printing or not. The evaluation function must returns three elements:

- Average total reward (Float), the average score per episode
- Average number of steps (Float), the average number of steps taken per episode
- Info, a dictionary mapping
`String`

to`Float`

that can be used to log custom scalar values.

## Q-Network

The `qnetwork`

options of the solver should accept any `Chain`

object. It is expected that they will be multi-layer perceptrons or convolutional layers followed by dense layer. If the network is ending with dense layers, the `dueling`

option will split all the dense layers at the end of the network.

If the observation is a multi-dimensional array (e.g. an image), one can use the `flattenbatch`

function to flatten all the dimensions of the image. It is useful to connect convolutional layers and dense layers for example. `flattenbatch`

will flatten all the dimensions but the batch size.

The input size of the network is problem dependent and must be specified when you create the q network.

This package exports the type `AbstractNNPolicy`

which represents neural network based policy. In addition to the functions from `POMDPs.jl`

, `AbstractNNPolicy`

objects supports the following:
- `getnetwork(policy)`

: returns the value network of the policy
- `resetstate!(policy)`

: reset the hidden states of a policy (does nothing if it is not an RNN)

## Saving/Reloading model

See Flux.jl documentation for saving and loading models. The DeepQLearning solver saves the weights of the Q-network as a `bson`

file in `solver.logdir/"qnetwork.bson"`

.

## Logging

Logging is done through TensorBoardLogger.jl. A log directory can be specified in the solver options, to disable logging you can set the `logdir`

option to `nothing`

.

## GPU Support

`DeepQLearning.jl`

should support running the calculations on GPUs through the package CuArrays.jl.
You must checkout the branch `gpu-support`

. Note that it has not been tested thoroughly.
To run the solver on GPU you must first load `CuArrays`

and then proceed as usual.

using CuArrays
using DeepQLearning
using POMDPs
using Flux
using POMDPModels
mdp = SimpleGridWorld();
# the model weights will be send to the gpu in the call to solve
model = Chain(Dense(2, 32), Dense(32, length(actions(mdp))))
solver = DeepQLearningSolver(qnetwork = model, max_steps=10000,
learning_rate=0.005,log_freq=500,
recurrence=false,double_q=true, dueling=true, prioritized_replay=true)
policy = solve(solver, mdp)

## Solver Options

**Fields of the Q Learning solver:**

`qnetwork::Any = nothing`

Specify the architecture of the Q network`learning_rate::Float64 = 1e-4`

learning rate`max_steps::Int64`

total number of training step default = 1000`target_update_freq::Int64`

frequency at which the target network is updated default = 500`batch_size::Int64`

batch size sampled from the replay buffer default = 32`train_freq::Int64`

frequency at which the active network is updated default = 4`log_freq::Int64`

frequency at which to logg info default = 100`eval_freq::Int64`

frequency at which to eval the network default = 100`num_ep_eval::Int64`

number of episodes to evaluate the policy default = 100`eps_fraction::Float64`

fraction of the training set used to explore default = 0.5`eps_end::Float64`

value of epsilon at the end of the exploration phase default = 0.01`double_q::Bool`

double q learning udpate default = true`dueling::Bool`

dueling structure for the q network default = true`recurrence::Bool = false`

set to true to use DRQN, it will throw an error if you set it to false and pass a recurrent model.`prioritized_replay::Bool`

enable prioritized experience replay default = true`prioritized_replay_alpha::Float64`

default = 0.6`prioritized_replay_epsilon::Float64`

default = 1e-6`prioritized_replay_beta::Float64`

default = 0.4`buffer_size::Int64`

size of the experience replay buffer default = 1000`max_episode_length::Int64`

maximum length of a training episode default = 100`train_start::Int64`

number of steps used to fill in the replay buffer initially default = 200`save_freq::Int64`

save the model every`save_freq`

steps, default = 1000`evaluation_policy::Function = basic_evaluation`

function use to evaluate the policy every`eval_freq`

steps, the default is a rollout that return the undiscounted average reward`exploration_policy::Any = linear_epsilon_greedy(max_steps, eps_fraction, eps_end)`

exploration strategy (default is epsilon greedy with linear decay)`rng::AbstractRNG`

random number generator default = MersenneTwister(0)`logdir::String = ""`

folder in which to save the model`verbose::Bool`

default = true