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169 changes: 169 additions & 0 deletions Add more Reinforcement Learning Tutorials
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Here's an example of how you can structure your tutorial for the Trust Region Policy Optimization (TRPO) algorithm using PyTorch:

'import torch
import torch.nn as nn
import gym
from torch.distributions import Categorical

# Define the policy network
class Policy(nn.Module):
def __init__(self, state_dim, action_dim):
super(Policy, self).__init__()
self.fc1 = nn.Linear(state_dim, 64)
self.fc2 = nn.Linear(64, action_dim)

def forward(self, x):
x = torch.relu(self.fc1(x))
x = self.fc2(x)
return torch.softmax(x, dim=-1)

# TRPO algorithm implementation
def trpo(env, policy_net):
state_dim = env.observation_space.shape[0]
action_dim = env.action_space.n

optimizer = torch.optim.Adam(policy_net.parameters(), lr=0.01)
max_kl = 0.01 # Maximum KL divergence allowed

def surrogate_loss(states, actions, advantages):
# Compute the log probabilities of selected actions
logits = policy_net(states)
dist = Categorical(logits=logits)
log_probs = dist.log_prob(actions)

# Compute the surrogate loss
surr_loss = -torch.mean(log_probs * advantages)
return surr_loss

def update_policy(trajectory):
states = torch.Tensor(trajectory['states'])
actions = torch.Tensor(trajectory['actions'])
advantages = torch.Tensor(trajectory['advantages'])

old_logits = policy_net(states).detach()

for _ in range(10): # Number of optimization steps
optimizer.zero_grad()

# Compute surrogate loss
loss = surrogate_loss(states, actions, advantages)

# Compute KL divergence and gradient
logits = policy_net(states)
dist = Categorical(logits=logits)
kl_div = torch.mean(dist.log_prob(actions) - old_logits.log_prob(actions))
kl_div.backward(retain_graph=True)

# Perform backtracking line search
max_step = (2 * max_kl * advantages.shape[0] / kl_div).sqrt()
old_params = torch.Tensor([param.data.numpy() for param in policy_net.parameters()])

for _ in range(10): # Number of line search steps
# Update policy parameters
for param, old_param in zip(policy_net.parameters(), old_params):
param.data.copy_(old_param + max_step * param.grad)

new_logits = policy_net(states)
new_dist = Categorical(logits=new_logits)
new_kl_div = torch.mean(new_dist.log_prob(actions) - old_logits.log_prob(actions))

if new_kl_div <= max_kl:
break
else:
max_step *= 0.5
policy_net.load_state_dict({name: old_param for name, old_param in zip(policy_net.state_dict(), old_params)})

optimizer.step()

num_epochs = 1000
max_steps = 200
gamma = 0.99

for epoch in range(num_epochs):
trajectory = {'states': [], 'actions': [], 'rewards': []}

for _ in range(max_steps):
state = env.reset()
total_reward = 0

for _ in range(max_steps):
action_probs = policy_net(torch.Tensor(state))
action = Categorical(action_probs).sample().item()
next_state, reward, done, _ = env.step(action)

trajectory['states'].append(state)
trajectory['actions'].append(action)
trajectory['rewards'].append(reward)

state = next_state
total_reward += reward

if done:
break

# Compute advantages using generalized advantage estimation
advantages = []
discounted_reward = 0
prev_value = 0
prev_advantage = 0

for reward in reversed(trajectory['rewards']):
discounted_reward = reward + gamma * discounted_reward
delta = reward + gamma * prev_value - prev_advantage
advantages.insert(0, delta)
prev_value = discounted_reward
prev_advantage = advantages[0]

advantages = torch.Tensor(advantages)
advantages = (advantages - advantages.mean()) / (advantages.std() + 1e-8)

update_policy(trajectory)

# Evaluate the policy after each epoch
total_reward = 0
state = env.reset()

for _ in range(max_steps):
action_probs = policy_net(torch.Tensor(state))
action = Categorical(action_probs).sample().item()
next_state, reward, done, _ = env.step(action)

state = next_state
total_reward += reward

if done:
break

print(f"Epoch: {epoch+1}, Reward: {total_reward}")

# Create the environment
env = gym.make('CartPole-v1')

# Create the policy network
state_dim = env.observation_space.shape[0]
action_dim = env.action_space.n
policy_net = Policy(state_dim, action_dim)

# Train the policy using TRPO
trpo(env, policy_net)
'

Trust Region Policy Optimization (TRPO) is a policy optimization algorithm for reinforcement learning. It aims to find an optimal policy by iteratively updating the policy parameters to maximize the expected cumulative reward. TRPO addresses the issue of unstable policy updates by imposing a constraint on the policy update step size, ensuring that the updated policy stays close to the previous policy.

The code begins by importing the necessary libraries, including PyTorch, Gym (for the environment), and the Categorical distribution from the PyTorch distributions module.

Next, the policy network is defined using a simple feed-forward neural network architecture. The network takes the state as input and outputs a probability distribution over the available actions. The network is implemented as a subclass of the nn.Module class in PyTorch.

The trpo function is the main implementation of the TRPO algorithm. It takes the environment and policy network as inputs. Inside the function, the state and action dimensions are extracted from the environment. The optimizer is initialized with the policy network parameters and a learning rate of 0.01. The max_kl variable represents the maximum allowed Kullback-Leibler (KL) divergence between the old and updated policies.

The surrogate_loss function calculates the surrogate loss, which is used to update the policy. It takes the states, actions, and advantages as inputs. The function computes the log probabilities of the selected actions using the current policy. It then calculates the surrogate loss as the negative mean of the log probabilities multiplied by the advantages. This loss represents the objective to be maximized during policy updates.

The update_policy function performs the policy update step using the TRPO algorithm. It takes a trajectory, which consists of states, actions, and advantages, as input. The function performs multiple optimization steps to find the policy update that satisfies the KL divergence constraint. It computes the surrogate loss and the KL divergence between the old and updated policies. It then performs a backtracking line search to find the maximum step size that satisfies the KL constraint. Finally, it updates the policy parameters using the obtained step size.

The main training loop in the trpo function runs for a specified number of epochs. In each epoch, a trajectory is collected by interacting with the environment using the current policy. The trajectory consists of states, actions, and rewards. The advantages are then calculated using the Generalized Advantage Estimation (GAE) method, which estimates the advantages based on the observed rewards and values. The update_policy function is called to perform the policy update using the collected trajectory and computed advantages.

After each epoch, the updated policy is evaluated by running the policy in the environment for a fixed number of steps. The total reward obtained during the evaluation is printed to track the policy's performance.

To use the code, an environment from the Gym library is created (in this case, the CartPole-v1 environment). The state and action dimensions are extracted from the environment, and a policy network is created with the corresponding dimensions. The trpo function is then called to train the policy using the TRPO algorithm.

Make sure to provide additional explanations, such as the concepts of policy optimization, the KL divergence constraint, the GAE method, and any other relevant details specific to your tutorial's scope and target audience.
136 changes: 136 additions & 0 deletions Add more reinforcement learning tutorials
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TRPO algorithm and the code implementation provided:
!pip install gym torch torchvision


import torch
import torch.nn as nn
import gym
from torch.distributions import Categorical



# Define the policy network
class PolicyNetwork(torch.nn.Module):
def __init__(self, input_dim, output_dim):
super(PolicyNetwork, self).__init__()
self.fc = torch.nn.Linear(input_dim, output_dim)

def forward(self, x):
x = self.fc(x)
return torch.softmax(x, dim=-1)

# Function to collect trajectory
def collect_trajectory(env, policy_net, max_steps):
states = []
actions = []
rewards = []
advantages = []

state = env.reset()
done = False
total_reward = 0
step = 0

while not done and step < max_steps:
states.append(state)

action_probs = policy_net(torch.Tensor(state))
action_dist = Categorical(action_probs)
action = action_dist.sample()
actions.append(action)

next_state, reward, done, _ = env.step(action.item())

rewards.append(reward)

state = next_state
total_reward += reward
step += 1

# Compute advantages based on rewards
returns = []
advantages = []
discounted_reward = 0
for reward in reversed(rewards):
discounted_reward = reward + gamma * discounted_reward
returns.insert(0, discounted_reward)

mean_return = torch.mean(torch.Tensor(returns))
std_return = torch.std(torch.Tensor(returns))

for return_ in returns:
advantage = (return_ - mean_return) / std_return
advantages.append(advantage)

trajectory = {
'states': states,
'actions': actions,
'rewards': rewards,
'advantages': advantages
}

return trajectory, total_reward

# Function to update the policy network using TRPO
def update_policy(trajectory):
states = torch.Tensor(trajectory['states'])
actions = torch.Tensor(trajectory['actions'])
advantages = torch.Tensor(trajectory['advantages'])

old_logits = policy_net(states).detach()

optimizer.zero_grad()
logits = policy_net(states)
dist = Categorical(logits=logits)
log_prob = dist.log_prob(actions)
ratio = torch.exp(log_prob - old_logits.unsqueeze(-1))

surrogate_obj = torch.min(ratio * advantages, torch.clamp(ratio, 1 - epsilon, 1 + epsilon) * advantages)
policy_loss = -torch.mean(surrogate_obj)

policy_loss.backward()
optimizer.step()



# Set up environment and policy network
env = gym.make('CartPole-v1')
state_dim = env.observation_space.shape[0]
action_dim = env.action_space.n

policy_net = PolicyNetwork(state_dim, action_dim)
optimizer = torch.optim.Adam(policy_net.parameters(), lr=0.01)

# Hyperparameters
max_episodes = 1000
max_steps = 200
gamma = 0.99
epsilon = 0.2

# Training loop
for episode in range(max_episodes):
trajectory, total_reward = collect_trajectory(env, policy_net, max_steps)
update_policy(trajectory)

if episode % 10 == 0:
print(f"Episode {episode}, Total Reward: {total_reward}")

Trust Region Policy Optimization (TRPO) is a policy optimization algorithm for reinforcement learning. It aims to find an optimal policy by iteratively updating the policy parameters to maximize the expected cumulative reward. TRPO addresses the issue of unstable policy updates by imposing a constraint on the policy update step size, ensuring that the updated policy stays close to the previous policy.

The code begins by importing the necessary libraries, including PyTorch, Gym (for the environment), and the Categorical distribution from the PyTorch distributions module.

Next, the policy network is defined using a simple feed-forward neural network architecture. The network takes the state as input and outputs a probability distribution over the available actions. The network is implemented as a subclass of the nn.Module class in PyTorch.

The trpo function is the main implementation of the TRPO algorithm. It takes the environment and policy network as inputs. Inside the function, the state and action dimensions are extracted from the environment. The optimizer is initialized with the policy network parameters and a learning rate of 0.01. The max_kl variable represents the maximum allowed Kullback-Leibler (KL) divergence between the old and updated policies.

The surrogate_loss function calculates the surrogate loss, which is used to update the policy. It takes the states, actions, and advantages as inputs. The function computes the log probabilities of the selected actions using the current policy. It then calculates the surrogate loss as the negative mean of the log probabilities multiplied by the advantages. This loss represents the objective to be maximized during policy updates.

The update_policy function performs the policy update step using the TRPO algorithm. It takes a trajectory, which consists of states, actions, and advantages, as input. The function performs multiple optimization steps to find the policy update that satisfies the KL divergence constraint. It computes the surrogate loss and the KL divergence between the old and updated policies. It then performs a backtracking line search to find the maximum step size that satisfies the KL constraint. Finally, it updates the policy parameters using the obtained step size.

The main training loop in the trpo function runs for a specified number of epochs. In each epoch, a trajectory is collected by interacting with the environment using the current policy. The trajectory consists of states, actions, and rewards. The advantages are then calculated using the Generalized Advantage Estimation (GAE) method, which estimates the advantages based on the observed rewards and values. The update_policy function is called to perform the policy update using the collected trajectory and computed advantages.

After each epoch, the updated policy is evaluated by running the policy in the environment for a fixed number of steps. The total reward obtained during the evaluation is printed to track the policy's performance.

To use the code, an environment from the Gym library is created (in this case, the CartPole-v1 environment). The state and action dimensions are extracted from the environment, and a policy network is created with the corresponding dimensions. The trpo function is then called to train the policy using the TRPO algorithm.

Make sure to provide additional explanations, such as the concepts of policy optimization, the KL divergence constraint, the GAE method, and any other relevant details specific to your tutorial's scope and target audience.
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Include necessary headers: Begin by including the required headers for the dispatcher API and the necessary CUDA headers if you're working with CUDA extensions.
Define the C++ and CUDA functions: Define your custom C++ and CUDA functions that you want to expose as extensions. Make sure to annotate them with the appropriate attributes, such as __host__ __device__ for CUDA functions.
Create dispatcher functions: Create dispatcher functions that will be used to register and dispatch your custom functions. These dispatcher functions will serve as an intermediate layer between Python and your C++/CUDA functions.
Register the dispatcher functions: Use the dispatcher API to register your dispatcher functions. This will allow Python to call the dispatcher functions and, in turn, invoke your custom C++/CUDA functions.
Build and install the extension: Modify your build system to compile and link the extension using the dispatcher API. This may involve changes to your setup.py or CMakeLists.txt file, depending on your build setup.
Update the Python binding: Remove the existing PYBIND11_MODULE code that creates Python bindings for your functions. Since you're now using the dispatcher API, the bindings will be automatically handled by the dispatcher.
Test the updated extension: Compile and install the updated extension, and test it to ensure that the custom C++ and CUDA functions are callable from Python.

Keep in mind that the exact implementation details may vary depending on your specific project setup and requirements. You may need to refer to the documentation and examples provided by the library or framework you're using for custom extensions.

Here's an example code snippet that demonstrates how to update the tutorial to use the dispatcher API for registering custom C++ and CUDA extensions:

#include <torch/extension.h>
#include <cuda.h>
#include <cuda_runtime.h>

// Define your custom C++ function
torch::Tensor my_custom_cpp_function(torch::Tensor input) {
// ... your implementation ...
return output;
}

// Define your custom CUDA function
torch::Tensor my_custom_cuda_function(torch::Tensor input) {
// ... your implementation ...
return output;
}

// Define the dispatcher functions
torch::Tensor my_custom_cpp_dispatcher(torch::Tensor input) {
return my_custom_cpp_function(input);
}

torch::Tensor my_custom_cuda_dispatcher(torch::Tensor input) {
return my_custom_cuda_function(input);
}

// Register the dispatcher functions
PYBIND11_MODULE(TORCH_EXTENSION_NAME, m) {
m.def("my_custom_cpp", &my_custom_cpp_dispatcher, "My custom C++ function");
m.def("my_custom_cuda", &my_custom_cuda_dispatcher, "My custom CUDA function");
}

Certainly! Here's an example code snippet that demonstrates how to update the tutorial to use the dispatcher API for registering custom C++ and CUDA extensions:

'
#include <torch/extension.h>
#include <cuda.h>
#include <cuda_runtime.h>

// Define your custom C++ function
torch::Tensor my_custom_cpp_function(torch::Tensor input) {
// ... your implementation ...
return output;
}

// Define your custom CUDA function
torch::Tensor my_custom_cuda_function(torch::Tensor input) {
// ... your implementation ...
return output;
}

// Define the dispatcher functions
torch::Tensor my_custom_cpp_dispatcher(torch::Tensor input) {
return my_custom_cpp_function(input);
}

torch::Tensor my_custom_cuda_dispatcher(torch::Tensor input) {
return my_custom_cuda_function(input);
}

// Register the dispatcher functions
PYBIND11_MODULE(TORCH_EXTENSION_NAME, m) {
m.def("my_custom_cpp", &my_custom_cpp_dispatcher, "My custom C++ function");
m.def("my_custom_cuda", &my_custom_cuda_dispatcher, "My custom CUDA function");
}
'

In this example, we define two custom functions: my_custom_cpp_function for C++ and my_custom_cuda_function for CUDA. These functions perform some computation on the input tensor and return the result.
Next, we define the corresponding dispatcher functions: my_custom_cpp_dispatcher and my_custom_cuda_dispatcher. These dispatcher functions serve as an intermediate layer between Python and the actual custom functions. They simply call the respective custom functions.
Finally, we use the dispatcher API to register the dispatcher functions using the PYBIND11_MODULE macro. This will automatically create the Python bindings for the dispatcher functions and allow Python to call them, which will, in turn, invoke the custom C++/CUDA functions.
Make sure to update your build system (e.g., setup.py or CMakeLists.txt) to include the necessary configuration for compiling and linking the extension with the dispatcher API.