diff --git a/docs/machine-learning/policy-gradient-visualization.md b/docs/machine-learning/policy-gradient-visualization.md new file mode 100644 index 000000000..6b203d1c4 --- /dev/null +++ b/docs/machine-learning/policy-gradient-visualization.md @@ -0,0 +1,141 @@ +--- +id: policy-gradient-visualization +title: Policy Gradient Methods Algorithm +sidebar_label: Policy Gradient Methods +description: "An introduction to policy gradient methods in reinforcement learning, including their role in optimizing policies directly for better performance in continuous action spaces." +tags: [machine learning, reinforcement learning, policy gradient, algorithms, visualization] +--- + + + +### Definition: + +**Policy Gradient Methods** are a class of reinforcement learning algorithms that optimize the policy directly by updating its parameters to maximize the expected cumulative reward. Unlike value-based methods that learn a value function, policy gradient approaches adjust the policy itself, making them suitable for environments with continuous action spaces. + +### Characteristics: +- **Direct Policy Optimization**: + Instead of deriving the policy from a value function, policy gradient methods optimize the policy directly by following the gradient of the expected reward. + +- **Continuous Action Spaces**: + These methods excel in scenarios where actions are continuous, making them essential for real-world applications like robotic control and complex decision-making tasks. + +### How It Works: +Policy gradient methods operate by adjusting the policy parameters $\theta$ in the direction that increases the expected return $J(\theta)$. The update step typically follows this rule: + +$$ +\theta \leftarrow \theta + \alpha \nabla_\theta J(\theta) +$$ + +where $\alpha$ is the learning rate and $\nabla_\theta J(\theta)$ represents the gradient of the expected reward to the policy parameters. + +### Problem Statement: +Implement policy gradient algorithms as part of a reinforcement learning framework to enhance support for continuous action spaces and enable users to visualize policy updates and improvements over time. + +### Key Concepts: +- **Policy**: + A function $\pi_\theta(a|s)$ that defines the probability of taking action $a$ in state $s$ given parameters $\theta$. + +- **Score Function**: + The gradient estimation used is known as the **likelihood ratio gradient** or **REINFORCE** algorithm, computed by: + +$$ +\nabla_\theta J(\theta) \approx \sum_{t=1}^{T} \nabla_\theta \log \pi_\theta(a_t | s_t) G_t +$$ + +where $G_t$ is the discounted return after time step $t$. + +- **Baseline**: + To reduce variance in gradient estimation, a baseline (e.g., value function) is often subtracted from the return without changing the expected value of the gradient. + +### Types of Policy Gradient Algorithms: +1. **REINFORCE Algorithm**: + A simple Monte Carlo policy gradient method where updates are made after complete episodes. + +2. **Actor-Critic Methods**: + Combine policy gradient methods (actor) with a value function estimator (critic) to improve learning efficiency by using TD (Temporal-Difference) updates. + +3. **Proximal Policy Optimization (PPO)**: + A popular policy gradient approach prevents large updates to the policy by using a clipped objective function, enhancing stability. + +### Steps Involved: +1. **Initialize Policy Parameters**: + Start with random weights for the policy network. + +2. **Sample Trajectories**: + Collect episodes by interacting with the environment using the current policy. + +3. **Calculate Returns**: + Compute the total reward for each step in the trajectory. + +4. **Estimate Policy Gradient**: + Calculate the policy gradient based on sampled trajectories. + +5. **Update Policy**: + Adjust the policy parameters in the direction of the gradient. + +### Example Implementation: +Here is a basic example of implementing a policy gradient method using Python and PyTorch: + +```python +import torch +import torch.nn as nn +import torch.optim as optim +import numpy as np + +# Simple policy network +class PolicyNetwork(nn.Module): + def __init__(self, input_dim, hidden_dim, output_dim): + super(PolicyNetwork, self).__init__() + self.fc1 = nn.Linear(input_dim, hidden_dim) + self.fc2 = nn.Linear(hidden_dim, output_dim) + + def forward(self, x): + x = torch.relu(self.fc1(x)) + return torch.softmax(self.fc2(x), dim=-1) + +# Hyperparameters +input_dim = 4 # Example state size (e.g., from CartPole) +hidden_dim = 128 +output_dim = 2 # Number of actions +learning_rate = 0.01 + +# Initialize policy network and optimizer +policy_net = PolicyNetwork(input_dim, hidden_dim, output_dim) +optimizer = optim.Adam(policy_net.parameters(), lr=learning_rate) + +# Placeholder for training loop +for episode in range(1000): + # Sample an episode (code to interact with environment not shown) + # Compute returns and policy gradients + # Update policy parameters using optimizer + pass +``` + +### Visualization: +Implementing visualizations can help observe how the policy changes over time, which can be done by plotting: +- **Policy Distribution**: Display the action probabilities for given states over episodes. +- **Rewards Over Episodes**: Track the cumulative reward to assess learning progress. +- **Gradient Updates**: Visualize parameter updates to understand learning dynamics. + +### Benefits: +- **Flexibility in Action Spaces**: + Applicable to both discrete and continuous action spaces. + +- **Improved Exploration**: + Direct policy optimization can lead to better exploration strategies. + +- **Stability Enhancements**: + Advanced variants like PPO and Trust Region Policy Optimization (TRPO) add stability to policy updates. + +### Challenges: +- **High Variance**: + Gradient estimates can have high variance, making learning unstable without variance reduction techniques (e.g., baselines). + +- **Sample Inefficiency**: + Requires many samples to produce reliable policy updates. + +- **Tuning**: + Requires careful tuning of hyperparameters like learning rate and policy architecture. + +### Conclusion: +Policy gradient methods provide a robust framework for training reinforcement learning agents in complex environments, especially those involving continuous actions. By directly optimizing the policy, they offer a path to enhanced performance in various real-world applications.