Comments (5)
See also: https://arxiv.org/abs/1808.09940
"We also conduct intensive experiments in China Stock market and show that PG is more desirable in financial market than DDPG and PPO, although both of them are more advanced. "
I think PG is useful in some circumstances, although it's simpler than DDPG.
I tried to implement PG in this framework, but it is too complex for me.
from reinforcementlearningzoo.jl.
I've implemented it before. But that's a long time ago. I'll take a look at it this weekend.
from reinforcementlearningzoo.jl.
I'm sorry that I may not have enough time to work on this issue until the next month due to some personal issues.
I'll explain the implementation details here in case you'd like to try this by yourself:
First, we may need to have an (Added in RLCore)ElasticCompact**Trajectory
like structure for efficiency.
- We can't use
Circular*Trajectory
here because its capacity is constant. In REINFORCE algorithm, we need to sample a complete trajectory and split it into batches to update the policy. - We can use
Vector
as the container instead ofElasticArray
. I guess there isn't too much performance difference between them for the REINFORCE algorithm. But unfortunately, I haven't exported some aliases likeVector*Trajectory
in RLCore. (Also you need to wrap it in a EpisodicTrajectory)
Then the rest is simple, we update the policy only at the end of an episode, randomly select different batches and update the inner approximator
. You are encouraged to read the implementation of PPO
for similar implementation.
Ideally, the REINFORCE algorithm should also support tabular cases, https://github.com/JuliaReinforcementLearning/ReinforcementLearningAnIntroduction.jl/blob/master/src/extensions/policies/reinforce_policy.jl . But we can make it into another PR.
By the way, if you need the implementation similar to the one in openai/spinningup, then you need to dispatch the update!
method based on the type of the inner approximator.
from reinforcementlearningzoo.jl.
thanks for your guidance.
I'd like to implement this algo, and this project is awesome, I like it.
But I'm a beginner in Julia & RL, so give me some time.
from reinforcementlearningzoo.jl.
Cool! No hurry.
I just tagged a new release of [email protected]. Now you should have all the necessary components to implement it.
from reinforcementlearningzoo.jl.
Related Issues (19)
- Use StableRNG in tests
- How to run experiment HOT 1
- Mean Actor-Critic HOT 7
- Need RLCore's @E_cmd to run experiment as given in README
- Optimizer setting in PPO experiments HOT 1
- TagBot trigger issue HOT 10
- Please create new issues in ReinforcementLearning.jl for better retrieval
- TD3 Implementation HOT 1
- A possible error HOT 4
- JuliaRL_PPO_Pendulum action_space not defined error HOT 2
- JuliaRL_A2C_CartPole experiment hook TotalRewardPerEpisode not work HOT 2
- install error? HOT 3
- Provide artifacts of pretrained models HOT 1
- Add IQN
- Implement Soft Actor Critic HOT 1
- Support legal_actions and legal_actions_mask
- Add PPO
- Improve the PPOLearner to support continuous action space HOT 3
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from reinforcementlearningzoo.jl.