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In Deep Q-Learning (DQN), a well-known algorithm that uses fitted value iteration, the update rule involves the loss function,
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where,
θ are the parameters of the Q-network.
θ- represents the parameters of a target network that is periodically updated.
The basic procedure of Q-learning with function approximation, specifically using Deep Q-Networks (DQN), is:
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Initialize Parameters:
Define the environment, state space, action space, and the reward function.
Set hyperparameters such as learning rate, discount factor (gamma), exploration-exploitation trade-off (epsilon), replay buffer size, etc.
Initialize the Q-network with random weights.
Initializing the Q-values for all state-action pairs to zero at the beginning of the learning process. This is a common initialization strategy in reinforcement learning, including Q-learning and its variants like Deep Q-Networks (DQN). The idea behind this initialization is to start with a neutral stance, assuming no prior knowledge about the quality of actions in different states. As the agent interacts with the environment, it updates these Q-values based on observed rewards and learns which actions are more favorable in different states.
Learning Process: As the agent takes actions and receives rewards, it updates the Q-values using the Q-learning update rule, given by:
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where,
Q(s,a) is the Q-value for state-action pair (s, a).
α is the learning rate.
R is the observed reward.
γ is the discount factor, balancing immediate rewards against future rewards.
s′ is the next state after taking action a.
maxa′Q(s′, a′) is the maximum Q-value for the next state s', estimating the expected future rewards.
is the temporal difference error, and updating Q(s,a) with this error combines the immediate reward and the estimated future rewards.
The learning process continues iteratively, with the Q-values being updated based on the agent's experiences in the environment.
- Initialize Replay Buffer:
Create a replay buffer to store experiences (state, action, reward, next state) for replay during training.
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Define Q-Network:
Design a neural network architecture to represent the Q-function. It takes the state as input and outputs Q-values for all possible actions.
The network is often a deep neural network with one or more hidden layers. -
Define Loss Function:
Define the loss function, typically the mean squared error between the predicted Q-values and the target Q-values. -
Explore and Exploit:
Use an epsilon-greedy strategy to balance exploration and exploitation.
With probability epsilon, choose a random action. Otherwise, choose the action with the highest Q-value from the current state. -
Interact with Environment:
Take an action in the environment based on the exploration-exploitation strategy.
Observe the next state and the reward from the environment. -
Store Experience in Replay Buffer:
Store the experience (state, action, reward, next state) in the replay buffer. -
Sample Mini-Batch:
Randomly sample a mini-batch of experiences from the replay buffer for training. -
Calculate Target Q-Values:
Use the Q-network to calculate Q-values for the next state.
Calculate the target Q-values using the reward and the maximum Q-value for the next state. -
Update Q-Network:
Minimize the loss between the predicted Q-values and the target Q-values.
Backpropagate the error through the network and update the weights using optimization algorithms like stochastic gradient descent (SGD) or variants like Adam.
Estimate the value of Q(s, a) based on current reward and expected future rewards.
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Repeat:
Repeat steps 6-10 for a predetermined number of episodes or until convergence. -
Evaluation:
After training, evaluate the performance of the learned Q-network by letting it interact with the environment without exploration.
DQN incorporates experience replay and target networks to stabilize training and improve convergence. It is essential to carefully tune hyperparameters and monitor the learning process to achieve effective results.
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