dqn/dqn.py

import copy
import numpy as np
import random
import torch
import torch.nn as nn
import torch.nn.functional as F

from collections import deque
from torch.optim import Adam
from stable_baselines3.common.vec_env.base_vec_env import VecEnv, VecEnvObs
from torch.utils.tensorboard.writer import SummaryWriter
from typing import List, NamedTuple, Optional, TypeVar

from dqn.policy import DQNPolicy
from shared.algorithm import Algorithm
from shared.callbacks.callback import Callback
from shared.schedule import linear_schedule


class Transition(NamedTuple):
    obs: np.ndarray
    action: np.ndarray
    reward: float
    done: bool
    next_obs: np.ndarray


class Batch(NamedTuple):
    obs: np.ndarray
    actions: np.ndarray
    rewards: np.ndarray
    dones: np.ndarray
    next_obs: np.ndarray


class ReplayBuffer:
    def __init__(self, num_envs: int, maxlen: int) -> None:
        self.num_envs = num_envs
        self.buffer = deque(maxlen=maxlen)

    def add(
        self,
        obs: VecEnvObs,
        action: np.ndarray,
        reward: np.ndarray,
        done: np.ndarray,
        next_obs: VecEnvObs,
    ) -> None:
        assert isinstance(obs, np.ndarray)
        assert isinstance(next_obs, np.ndarray)
        for i in range(self.num_envs):
            self.buffer.append(
                Transition(obs[i], action[i], reward[i], done[i], next_obs[i])
            )

    def sample(self, batch_size: int) -> Batch:
        ts = random.sample(self.buffer, batch_size)
        return Batch(
            obs=np.array([t.obs for t in ts]),
            actions=np.array([t.action for t in ts]),
            rewards=np.array([t.reward for t in ts]),
            dones=np.array([t.done for t in ts]),
            next_obs=np.array([t.next_obs for t in ts]),
        )

    def __len__(self) -> int:
        return len(self.buffer)


DQNSelf = TypeVar("DQNSelf", bound="DQN")


class DQN(Algorithm):
    def __init__(
        self,
        policy: DQNPolicy,
        env: VecEnv,
        device: torch.device,
        tb_writer: SummaryWriter,
        learning_rate: float = 1e-4,
        buffer_size: int = 1_000_000,
        learning_starts: int = 50_000,
        batch_size: int = 32,
        tau: float = 1.0,
        gamma: float = 0.99,
        train_freq: int = 4,
        gradient_steps: int = 1,
        target_update_interval: int = 10_000,
        exploration_fraction: float = 0.1,
        exploration_initial_eps: float = 1.0,
        exploration_final_eps: float = 0.05,
        max_grad_norm: float = 10.0,
    ) -> None:
        super().__init__(policy, env, device, tb_writer)
        self.policy = policy

        self.optimizer = Adam(self.policy.q_net.parameters(), lr=learning_rate)

        self.target_q_net = copy.deepcopy(self.policy.q_net).to(self.device)
        self.target_q_net.train(False)
        self.tau = tau
        self.target_update_interval = target_update_interval

        self.replay_buffer = ReplayBuffer(self.env.num_envs, buffer_size)
        self.batch_size = batch_size

        self.learning_starts = learning_starts
        self.train_freq = train_freq
        self.gradient_steps = gradient_steps

        self.gamma = gamma
        self.exploration_eps_schedule = linear_schedule(
            exploration_initial_eps,
            exploration_final_eps,
            end_fraction=exploration_fraction,
        )

        self.max_grad_norm = max_grad_norm

    def learn(
        self: DQNSelf, total_timesteps: int, callback: Optional[Callback] = None
    ) -> DQNSelf:
        self.policy.train(True)
        obs = self.env.reset()
        obs = self._collect_rollout(self.learning_starts, obs, 1)
        learning_steps = total_timesteps - self.learning_starts
        timesteps_elapsed = 0
        steps_since_target_update = 0
        while timesteps_elapsed < learning_steps:
            progress = timesteps_elapsed / learning_steps
            eps = self.exploration_eps_schedule(progress)
            obs = self._collect_rollout(self.train_freq, obs, eps)
            rollout_steps = self.train_freq
            timesteps_elapsed += rollout_steps
            for _ in range(
                self.gradient_steps if self.gradient_steps > 0 else self.train_freq
            ):
                self.train()
            steps_since_target_update += rollout_steps
            if steps_since_target_update >= self.target_update_interval:
                self._update_target()
                steps_since_target_update = 0
            if callback:
                callback.on_step(timesteps_elapsed=rollout_steps)
        return self

    def train(self) -> None:
        if len(self.replay_buffer) < self.batch_size:
            return
        o, a, r, d, next_o = self.replay_buffer.sample(self.batch_size)
        o = torch.as_tensor(o, device=self.device)
        a = torch.as_tensor(a, device=self.device).unsqueeze(1)
        r = torch.as_tensor(r, dtype=torch.float32, device=self.device)
        d = torch.as_tensor(d, dtype=torch.long, device=self.device)
        next_o = torch.as_tensor(next_o, device=self.device)

        with torch.no_grad():
            target = r + (1 - d) * self.gamma * self.target_q_net(next_o).max(1).values
        current = self.policy.q_net(o).gather(dim=1, index=a).squeeze(1)
        loss = F.smooth_l1_loss(current, target)

        self.optimizer.zero_grad()
        loss.backward()
        if self.max_grad_norm:
            nn.utils.clip_grad_norm_(self.policy.q_net.parameters(), self.max_grad_norm)
        self.optimizer.step()

    def _collect_rollout(self, timesteps: int, obs: VecEnvObs, eps: float) -> VecEnvObs:
        for _ in range(0, timesteps, self.env.num_envs):
            action = self.policy.act(obs, eps, deterministic=False)
            next_obs, reward, done, _ = self.env.step(action)
            self.replay_buffer.add(obs, action, reward, done, next_obs)
            obs = next_obs
        return obs

    def _update_target(self) -> None:
        for target_param, param in zip(
            self.target_q_net.parameters(), self.policy.q_net.parameters()
        ):
            target_param.data.copy_(
                self.tau * param.data + (1 - self.tau) * target_param.data
            )