强化学习10-Deep Q Learning-fix target

针对 Deep Q Learning 可能无法收敛的问题，这里提出了一种  fix target 的方法，就是冻结现实神经网络，延时更新参数。

这个方法的初衷是这样的：

1. 之前我们每个（批）记忆都会更新参数，这是一种实时更新神经网络参数的方法，这个方法有个问题，就是每次都更新，由于样本都是随机的，可能存在各种不正常现象，比如你考试得了90分，妈妈奖励了你，但是也有可能是考了90分，被臭骂一顿，因为别人都考了95分以上，当然这只是个例子，正是各种异常现象，可能导致损失忽小忽大，参数来回震荡，无法收敛。

2. fix target 方法搭了2个神经网络，一个是估计，一个是现实，估计神经网络实时更新，而现实神经网络暂时冻结，q估计用估计神经网络，q现实用现实神经网络，冻结现实神经网络，就是我先不动，然后派很多人去做尝试，回来给我汇报，我根据汇报总结经验，然后再行动，这是我们正常的处事逻辑，这样显得神经网络更稳重，容易收敛。

核心代码如下

def _build_net(self):
        # ------------------ build evaluate_net ------------------
        self.s = tf.placeholder(tf.float32, [None, self.n_features], name='s')  # input
        self.q_target = tf.placeholder(tf.float32, [None, self.n_actions], name='Q_target')  # for calculating loss
        with tf.variable_scope('eval_net'):
            # n_l1 第一隐层的神经元个数   w b 初始化
            c_names, n_l1, w_initializer, b_initializer = \
                ['eval_net_params', tf.GraphKeys.GLOBAL_VARIABLES], 10, \
                tf.random_normal_initializer(0., 0.3), tf.constant_initializer(0.1)  # config of layers

            # first layer. collections is used later when assign to target net
            with tf.variable_scope('l1'):
                w1 = tf.get_variable('w1', [self.n_features, n_l1], initializer=w_initializer, collections=c_names)
                b1 = tf.get_variable('b1', [1, n_l1], initializer=b_initializer, collections=c_names)
                l1 = tf.nn.relu(tf.matmul(self.s, w1) + b1)

            # second layer. collections is used later when assign to target net
            with tf.variable_scope('l2'):
                w2 = tf.get_variable('w2', [n_l1, self.n_actions], initializer=w_initializer, collections=c_names)
                b2 = tf.get_variable('b2', [1, self.n_actions], initializer=b_initializer, collections=c_names)
                self.q_eval = tf.matmul(l1, w2) + b2

        with tf.variable_scope('loss'):
            self.loss = tf.reduce_mean(tf.squared_difference(self.q_target, self.q_eval))
        with tf.variable_scope('train'):
            self._train_op = tf.train.RMSPropOptimizer(self.lr).minimize(self.loss)

        # ------------------ build target_net ------------------
        self.s_ = tf.placeholder(tf.float32, [None, self.n_features], name='s_')    # input
        with tf.variable_scope('target_net'):
            # c_names(collections_names) are the collections to store variables
            c_names = ['target_net_params', tf.GraphKeys.GLOBAL_VARIABLES]

            # first layer. collections is used later when assign to target net
            with tf.variable_scope('l1'):
                w1 = tf.get_variable('w1', [self.n_features, n_l1], initializer=w_initializer, collections=c_names)
                b1 = tf.get_variable('b1', [1, n_l1], initializer=b_initializer, collections=c_names)
                l1 = tf.nn.relu(tf.matmul(self.s_, w1) + b1)

            # second layer. collections is used later when assign to target net
            with tf.variable_scope('l2'):
                w2 = tf.get_variable('w2', [n_l1, self.n_actions], initializer=w_initializer, collections=c_names)
                b2 = tf.get_variable('b2', [1, self.n_actions], initializer=b_initializer, collections=c_names)
                self.q_next = tf.matmul(l1, w2) + b2

    def store_transition(self, s, a, r, s_):
        # 存储记忆,固定大小的记忆库
        if not hasattr(self, 'memory_counter'):
            self.memory_counter = 0

        transition = np.hstack((s, [a, r], s_))

        # replace the old memory with new memory
        index = self.memory_counter % self.memory_size
        self.memory[index, :] = transition

        self.memory_counter += 1

    def choose_action(self, observation):
        # q learning 选择动作 e贪心
        observation = observation[np.newaxis, :]

        if np.random.uniform() < self.epsilon:
            actions_value = self.sess.run(self.q_eval, feed_dict={self.s: observation})
            action = np.argmax(actions_value)
        else:
            action = np.random.randint(0, self.n_actions)
        return action

    def learn(self):
        # 每隔一定步数更新，代表积累了一定的经验才进行总结，这样显得不那么武断，对应到神经网络，就是更新效率高，容易收敛
        if self.learn_step_counter % self.replace_target_iter == 0:     # 更新神经网络参数
            self.sess.run(self.replace_target_op)
            print('\ntarget_params_replaced\n')

        ##### 取样本
            ## memory 是 初始化一个 memory_size 的数据表，当记忆大于这个表时，表已被填满，随机从表中选择记忆即可，
            ## 当记忆小于这个表时，表未被填满，只能从记忆里随机选样本
        if self.memory_counter > self.memory_size:
            sample_index = np.random.choice(self.memory_size, size=self.batch_size)
        else:
            sample_index = np.random.choice(self.memory_counter, size=self.batch_size)
        batch_memory = self.memory[sample_index, :]

        ##### 训练神经网络
            # 利用神经网络 计算 q_next 下个状态的q值，q_eval 当前状态的q值
        q_next, q_eval = self.sess.run([self.q_next, self.q_eval], feed_dict={
                self.s_: batch_memory[:, -self.n_features:],   # 下一个状态
                self.s: batch_memory[:, :self.n_features],     # 当前状态
            })

        q_target = q_eval.copy()        # q_eval 是q 估计

        ### 更新 q learning 的 q表
        ## 每个真实实验有个动作和奖励
        batch_index = np.arange(self.batch_size, dtype=np.int32)
        eval_act_index = batch_memory[:, self.n_features].astype(int)   # 动作
        reward = batch_memory[:, self.n_features + 1]                   # 奖励

        ## 更新q表
        q_target[batch_index, eval_act_index] = reward + self.gamma * np.max(q_next, axis=1)        # q 现实
        # 注意这里的动作当前状态选择的动作，而不是下个状态基于贪心的动作

        # train eval network
        _, self.cost = self.sess.run([self._train_op, self.loss],
                                     feed_dict={self.s: batch_memory[:, :self.n_features],
                                                self.q_target: q_target})
        self.cost_his.append(self.cost)

        # increasing epsilon
        self.epsilon = self.epsilon + self.epsilon_increment if self.epsilon < self.epsilon_max else self.epsilon_max
        self.learn_step_counter += 1

图示如下