package fehu
Reinforcement learning framework for OCaml
Install
dune-project
Dependency
Authors
Maintainers
Sources
raven-1.0.0.alpha1.tbz
sha256=8e277ed56615d388bc69c4333e43d1acd112b5f2d5d352e2453aef223ff59867
sha512=369eda6df6b84b08f92c8957954d107058fb8d3d8374082e074b56f3a139351b3ae6e3a99f2d4a4a2930dd950fd609593467e502368a13ad6217b571382da28c
doc/src/fehu.algorithms/dqn.ml.html
Source file dqn.ml
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open Kaun type config = { learning_rate : float; gamma : float; epsilon_start : float; epsilon_end : float; epsilon_decay : float; batch_size : int; buffer_capacity : int; target_update_freq : int; } let default_config = { learning_rate = 0.001; gamma = 0.99; epsilon_start = 1.0; epsilon_end = 0.01; epsilon_decay = 1000.0; batch_size = 32; buffer_capacity = 10_000; target_update_freq = 10; } type t = { q_network : module_; mutable q_params : Rune.float32_elt params; target_network : module_; mutable target_params : Rune.float32_elt params; optimizer : Rune.float32_elt Optimizer.gradient_transformation; mutable opt_state : Rune.float32_elt Optimizer.opt_state; replay_buffer : ( (float, Bigarray.float32_elt) Rune.t, (int32, Bigarray.int32_elt) Rune.t ) Fehu.Buffer.Replay.t; mutable rng : Rune.Rng.key; n_actions : int; config : config; } type update_metrics = { episode_return : float; episode_length : int; epsilon : float; avg_q_value : float; loss : float; } let create ~q_network ~n_actions ~rng config = let keys = Rune.Rng.split ~n:2 rng in (* Initialize Q-network *) let q_params = init q_network ~rngs:keys.(0) ~dtype:Rune.float32 in (* Initialize target network with same architecture *) let target_params = Ptree.copy q_params in (* Create optimizer *) let optimizer = Optimizer.adam ~lr:config.learning_rate () in let opt_state = optimizer.init q_params in (* Create replay buffer *) let replay_buffer = Fehu.Buffer.Replay.create ~capacity:config.buffer_capacity in { q_network; q_params; target_network = q_network; target_params; optimizer; opt_state; replay_buffer; rng = keys.(1); n_actions; config; } let predict t obs ~epsilon = (* Add batch dimension if needed: [features] -> [1, features] *) let obs_shape = Rune.shape obs in let obs_batched = if Array.length obs_shape = 1 then let features = obs_shape.(0) in Rune.reshape [| 1; features |] obs else obs in (* Epsilon-greedy exploration *) let keys = Rune.Rng.split t.rng ~n:2 in t.rng <- keys.(0); let sample_rng = keys.(1) in let uniform_sample = Rune.Rng.uniform sample_rng Rune.float32 [| 1 |] in let r = (Rune.to_array uniform_sample).(0) in if r < epsilon then ( (* Random action *) let keys = Rune.Rng.split t.rng ~n:2 in t.rng <- keys.(0); let action_rng = keys.(1) in let action_tensor = Rune.Rng.randint action_rng ~min:0 ~max:t.n_actions [| 1 |] in Rune.reshape [||] (Rune.cast Rune.int32 action_tensor)) else (* Greedy action - select action with highest Q-value *) let q_values = apply t.q_network t.q_params ~training:false obs_batched in (* q_values shape: [1, n_actions] *) let q_flat = Rune.reshape [| t.n_actions |] q_values in let q_array = Rune.to_array q_flat in (* Find argmax *) let best_action = ref 0 in let best_q = ref q_array.(0) in for i = 1 to Array.length q_array - 1 do if q_array.(i) > !best_q then ( best_action := i; best_q := q_array.(i)) done; Rune.scalar Rune.int32 (Int32.of_int !best_action) let add_transition t ~observation ~action ~reward ~next_observation ~terminated ~truncated = Fehu.Buffer.Replay.add t.replay_buffer Fehu.Buffer. { observation; action; reward; next_observation; terminated; truncated } let update t = (* Check if we have enough samples *) if Fehu.Buffer.Replay.size t.replay_buffer < t.config.batch_size then (0.0, 0.0) else let keys = Rune.Rng.split t.rng ~n:2 in t.rng <- keys.(0); let sample_rng = keys.(1) in (* Sample batch *) let batch = Fehu.Buffer.Replay.sample t.replay_buffer ~rng:sample_rng ~batch_size:t.config.batch_size in (* Compute avg Q-value for metrics (before gradient computation) *) let avg_q = let total_q = ref 0.0 in Array.iter (fun (trans : _ Fehu.Buffer.transition) -> let obs_shape = Rune.shape trans.observation in let obs_batched = if Array.length obs_shape = 1 then let features = obs_shape.(0) in Rune.reshape [| 1; features |] trans.observation else trans.observation in let q_values = apply t.q_network t.q_params ~training:false obs_batched in let action_idx = Int32.to_int (Rune.to_array trans.action).(0) in let current_q = Rune.item [ 0; action_idx ] q_values in total_q := !total_q +. current_q) batch; !total_q /. float_of_int (Array.length batch) in (* Compute loss and gradients *) let loss_tensor, grads = value_and_grad (fun params -> let total_loss = ref 0.0 in Array.iter (fun (trans : _ Fehu.Buffer.transition) -> (* Get observation shape and batch if needed *) let obs_shape = Rune.shape trans.observation in let obs_batched = if Array.length obs_shape = 1 then let features = obs_shape.(0) in Rune.reshape [| 1; features |] trans.observation else trans.observation in (* Current Q-value: Q(s, a) *) let q_values = apply t.q_network params ~training:true obs_batched in let action_idx = Int32.to_int (Rune.to_array trans.action).(0) in let current_q = Rune.item [ 0; action_idx ] q_values in (* Target Q-value *) let target_q = if trans.terminated then trans.reward else (* Get next observation shape and batch if needed *) let next_obs_shape = Rune.shape trans.next_observation in let next_obs_batched = if Array.length next_obs_shape = 1 then let features = next_obs_shape.(0) in Rune.reshape [| 1; features |] trans.next_observation else trans.next_observation in (* Use target network for next Q-values: max_a' Q_target(s', a') *) let next_q_values = apply t.target_network t.target_params ~training:false next_obs_batched in let next_q_flat = Rune.reshape [| t.n_actions |] next_q_values in let next_q_array = Rune.to_array next_q_flat in (* Find max Q-value *) let max_next_q = ref next_q_array.(0) in for i = 1 to Array.length next_q_array - 1 do if next_q_array.(i) > !max_next_q then max_next_q := next_q_array.(i) done; trans.reward +. (t.config.gamma *. !max_next_q) in (* TD error: (Q(s,a) - target)^2 *) let diff = current_q -. target_q in total_loss := !total_loss +. (diff *. diff)) batch; let avg_loss = !total_loss /. float_of_int (Array.length batch) in Rune.create Rune.float32 [||] [| avg_loss |]) t.q_params in let loss_float = (Rune.to_array loss_tensor).(0) in (* Apply gradients *) let updates, new_opt_state = t.optimizer.update t.opt_state t.q_params grads in t.q_params <- Optimizer.apply_updates t.q_params updates; t.opt_state <- new_opt_state; (loss_float, avg_q) let update_target_network t = t.target_params <- Ptree.copy t.q_params let learn t ~env ~total_timesteps ?(callback = fun ~episode:_ ~metrics:_ -> true) ?(warmup_steps = t.config.batch_size) () = let open Fehu in let timesteps = ref 0 in let episode = ref 0 in (* Warmup phase: collect initial experiences *) (if warmup_steps > 0 then let obs, _info = Env.reset env () in let current_obs = ref obs in let warmup_done = ref false in while !timesteps < warmup_steps && not !warmup_done do (* Random action during warmup *) let action = predict t !current_obs ~epsilon:1.0 in let transition = Env.step env action in add_transition t ~observation:!current_obs ~action ~reward:transition.Env.reward ~next_observation:transition.Env.observation ~terminated:transition.Env.terminated ~truncated:transition.Env.truncated; current_obs := transition.Env.observation; timesteps := !timesteps + 1; if transition.Env.terminated || transition.Env.truncated then let obs, _info = Env.reset env () in current_obs := obs done); (* Training loop *) while !timesteps < total_timesteps do episode := !episode + 1; let obs, _info = Env.reset env () in let current_obs = ref obs in let done_flag = ref false in let episode_reward = ref 0.0 in let episode_length = ref 0 in (* Compute epsilon for this episode *) let epsilon = t.config.epsilon_end +. (t.config.epsilon_start -. t.config.epsilon_end) *. exp (-.float_of_int !timesteps /. t.config.epsilon_decay) in let total_loss = ref 0.0 in let total_q = ref 0.0 in let update_count = ref 0 in (* Collect episode *) while not !done_flag do let action = predict t !current_obs ~epsilon in let transition = Env.step env action in add_transition t ~observation:!current_obs ~action ~reward:transition.Env.reward ~next_observation:transition.Env.observation ~terminated:transition.Env.terminated ~truncated:transition.Env.truncated; episode_reward := !episode_reward +. transition.Env.reward; episode_length := !episode_length + 1; timesteps := !timesteps + 1; (* Update Q-network *) let loss, avg_q = update t in if loss > 0.0 then ( total_loss := !total_loss +. loss; total_q := !total_q +. avg_q; update_count := !update_count + 1); current_obs := transition.Env.observation; done_flag := transition.Env.terminated || transition.Env.truncated done; (* Update target network periodically *) if !episode mod t.config.target_update_freq = 0 then update_target_network t; (* Compute metrics *) let avg_loss = if !update_count > 0 then !total_loss /. float_of_int !update_count else 0.0 in let avg_q_value = if !update_count > 0 then !total_q /. float_of_int !update_count else 0.0 in let metrics = { episode_return = !episode_reward; episode_length = !episode_length; epsilon; avg_q_value; loss = avg_loss; } in (* Call callback *) let continue = callback ~episode:!episode ~metrics in if not continue then timesteps := total_timesteps done; t let save _t _path = (* TODO: Implement serialization *) failwith "Dqn.save: not yet implemented" let load _path = (* TODO: Implement deserialization *) failwith "Dqn.load: not yet implemented"
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