To develop a Python program to find the optimal policy for the given RL environment using SARSA-Learning and compare the state values with the Monte Carlo method.
The bandit slippery walk problem is a reinforcement learning problem in which an agent must learn to navigate a 7-state environment in order to reach a goal state. The environment is slippery, so the agent has a chance of moving in the opposite direction of the action it takes.
The environment has 7 states:
- Two Terminal States: G: The goal state & H: A hole state.
- Five Transition states / Non-terminal States including S: The starting state.
The agent can take two actions:
- R: Move right.
- L: Move left.
The transition probabilities for each action are as follows:
- 50% chance that the agent moves in the intended direction.
- 33.33% chance that the agent stays in its current state.
- 16.66% chance that the agent moves in the opposite direction.
For example, if the agent is in state S and takes the "R" action, then there is a 50% chance that it will move to state 4, a 33.33% chance that it will stay in state S, and a 16.66% chance that it will move to state 2.
The agent receives a reward of +1 for reaching the goal state (G). The agent receives a reward of 0 for all other states.
- Initialize the Q-values arbitrarily for all state-action pairs.
- Repeat for each episode:
- Initialize the starting state.
- Repeat for each step of episode:
- Choose action from state using policy derived from Q (e.g., epsilon-greedy).
- Take action, observe reward and next state.
- Choose action from next state using policy derived from Q (e.g., epsilon-greedy).
- Update Q(s, a) := Q(s, a) + alpha * [R + gamma * Q(s', a') - Q(s, a)]
- Update the state and action.
- Until state is terminal.
- Until performance converges.
def sarsa(env,
gamma=1.0,
init_alpha=0.5,
min_alpha=0.01,
alpha_decay_ratio=0.5,
init_epsilon=1.0,
min_epsilon=0.1,
epsilon_decay_ratio=0.9,
n_episodes=3000):
nS, nA = env.observation_space.n, env.action_space.n
pi_track = []
Q = np.zeros((nS, nA), dtype=np.float64)
Q_track = np.zeros((n_episodes, nS, nA), dtype=np.float64)
select_action = lambda state,Q,epsilon:
np.argmax(Q[state])
if np.random.random() > epsilon
else np.random.randint(len(Q[state]))
alphas = decay_schedule(init_alpha,min_alpha,alpha_decay_ratio,n_episodes)
epsilons = decay_schedule(init_epsilon,min_epsilon,epsilon_decay_ratio,n_episodes)
for e in tqdm(range(n_episodes),leave=False):
state, done = env.reset(), False
action = select_action(state,Q,epsilons[e])
while not done:
next_state,reward,done,_ = env.step(action)
next_action = select_action(next_state,Q,epsilons[e])
td_target = reward+gamma*Q[next_state][next_action]*(not done)
td_error = td_target - Q[state][action]
Q[state][action] = Q[state][action] + alphas[e] * td_error
state, action = next_state,next_action
Q_track[e] = Q
pi_track.append(np.argmax(Q,axis=1))
V = np.max(Q,axis=1)
pi = lambda s: {s:a for s,a in enumerate(np.argmax(Q,axis=1))}[s]
return Q, V, pi, Q_track, pi_track
Thus the optimal policy for the given RL environment is found using SARSA-Learning and the state values are compared with the Monte Carlo method.