"""Markov Decision Processes (Chapter 17) First we define an MDP, and the special case of a GridMDP, in which states are laid out in a 2-dimensional grid. We also represent a policy as a dictionary of {state:action} pairs, and a Utility function as a dictionary of {state:number} pairs. We then define the value_iteration and policy_iteration algorithms.""" from utils import argmax, vector_add, orientations, turn_right, turn_left import random class MDP: """A Markov Decision Process, defined by an initial state, transition model, and reward function. We also keep track of a gamma value, for use by algorithms. The transition model is represented somewhat differently from the text. Instead of P(s' | s, a) being a probability number for each state/state/action triplet, we instead have T(s, a) return a list of (p, s') pairs. We also keep track of the possible states, terminal states, and actions for each state. [page 646]""" def __init__(self, init, actlist, terminals, transitions = {}, reward = None, states=None, gamma=.9): if not (0 < gamma <= 1): raise ValueError("An MDP must have 0 < gamma <= 1") if states: self.states = states else: ## collect states from transitions table self.states = self.get_states_from_transitions(transitions) self.init = init if isinstance(actlist, list): ## if actlist is a list, all states have the same actions self.actlist = actlist elif isinstance(actlist, dict): ## if actlist is a dict, different actions for each state self.actlist = actlist self.terminals = terminals self.transitions = transitions if self.transitions == {}: print("Warning: Transition table is empty.") self.gamma = gamma if reward: self.reward = reward else: self.reward = {s : 0 for s in self.states} #self.check_consistency() def R(self, state): """Return a numeric reward for this state.""" return self.reward[state] def T(self, state, action): """Transition model. From a state and an action, return a list of (probability, result-state) pairs.""" if(self.transitions == {}): raise ValueError("Transition model is missing") else: return self.transitions[state][action] def actions(self, state): """Set of actions that can be performed in this state. By default, a fixed list of actions, except for terminal states. Override this method if you need to specialize by state.""" if state in self.terminals: return [None] else: return self.actlist def get_states_from_transitions(self, transitions): if isinstance(transitions, dict): s1 = set(transitions.keys()) s2 = set([tr[1] for actions in transitions.values() for effects in actions.values() for tr in effects]) return s1.union(s2) else: print('Could not retrieve states from transitions') return None def check_consistency(self): # check that all states in transitions are valid assert set(self.states) == self.get_states_from_transitions(self.transitions) # check that init is a valid state assert self.init in self.states # check reward for each state #assert set(self.reward.keys()) == set(self.states) assert set(self.reward.keys()) == set(self.states) # check that all terminals are valid states assert all([t in self.states for t in self.terminals]) # check that probability distributions for all actions sum to 1 for s1, actions in self.transitions.items(): for a in actions.keys(): s = 0 for o in actions[a]: s += o[0] assert abs(s - 1) < 0.001 class GridMDP(MDP): """A two-dimensional grid MDP, as in [Figure 17.1]. All you have to do is specify the grid as a list of lists of rewards; use None for an obstacle (unreachable state). Also, you should specify the terminal states. An action is an (x, y) unit vector; e.g. (1, 0) means move east.""" def __init__(self, grid, terminals, init=(0, 0), gamma=.9): grid.reverse() # because we want row 0 on bottom, not on top reward = {} states = set() self.rows = len(grid) self.cols = len(grid[0]) self.grid = grid for x in range(self.cols): for y in range(self.rows): if grid[y][x] is not None: states.add((x, y)) reward[(x, y)] = grid[y][x] self.states = states actlist = orientations transitions = {} for s in states: transitions[s] = {} for a in actlist: transitions[s][a] = self.calculate_T(s, a) MDP.__init__(self, init, actlist=actlist, terminals=terminals, transitions = transitions, reward = reward, states = states, gamma=gamma) def calculate_T(self, state, action): if action is None: return [(0.0, state)] else: return [(0.8, self.go(state, action)), (0.1, self.go(state, turn_right(action))), (0.1, self.go(state, turn_left(action)))] def T(self, state, action): if action is None: return [(0.0, state)] else: return self.transitions[state][action] def go(self, state, direction): """Return the state that results from going in this direction.""" state1 = vector_add(state, direction) return state1 if state1 in self.states else state def to_grid(self, mapping): """Convert a mapping from (x, y) to v into a [[..., v, ...]] grid.""" return list(reversed([[mapping.get((x, y), None) for x in range(self.cols)] for y in range(self.rows)])) def to_arrows(self, policy): chars = { (1, 0): '>', (0, 1): '^', (-1, 0): '<', (0, -1): 'v', None: '.'} return self.to_grid({s: chars[a] for (s, a) in policy.items()}) # ______________________________________________________________________________ """ [Figure 17.1] A 4x3 grid environment that presents the agent with a sequential decision problem. """ sequential_decision_environment = GridMDP([[-0.04, -0.04, -0.04, +1], [-0.04, None, -0.04, -1], [-0.04, -0.04, -0.04, -0.04]], terminals=[(3, 2), (3, 1)]) # ______________________________________________________________________________ def value_iteration(mdp, epsilon=0.001): """Solving an MDP by value iteration. [Figure 17.4]""" U1 = {s: 0 for s in mdp.states} R, T, gamma = mdp.R, mdp.T, mdp.gamma while True: U = U1.copy() delta = 0 for s in mdp.states: U1[s] = R(s) + gamma * max([sum([p * U[s1] for (p, s1) in T(s, a)]) for a in mdp.actions(s)]) delta = max(delta, abs(U1[s] - U[s])) if delta < epsilon * (1 - gamma) / gamma: return U def best_policy(mdp, U): """Given an MDP and a utility function U, determine the best policy, as a mapping from state to action. (Equation 17.4)""" pi = {} for s in mdp.states: pi[s] = argmax(mdp.actions(s), key=lambda a: expected_utility(a, s, U, mdp)) return pi def expected_utility(a, s, U, mdp): """The expected utility of doing a in state s, according to the MDP and U.""" return sum([p * U[s1] for (p, s1) in mdp.T(s, a)]) # ______________________________________________________________________________ def policy_iteration(mdp): """Solve an MDP by policy iteration [Figure 17.7]""" U = {s: 0 for s in mdp.states} pi = {s: random.choice(mdp.actions(s)) for s in mdp.states} while True: U = policy_evaluation(pi, U, mdp) unchanged = True for s in mdp.states: a = argmax(mdp.actions(s), key=lambda a: expected_utility(a, s, U, mdp)) if a != pi[s]: pi[s] = a unchanged = False if unchanged: return pi def policy_evaluation(pi, U, mdp, k=20): """Return an updated utility mapping U from each state in the MDP to its utility, using an approximation (modified policy iteration).""" R, T, gamma = mdp.R, mdp.T, mdp.gamma for i in range(k): for s in mdp.states: U[s] = R(s) + gamma * sum([p * U[s1] for (p, s1) in T(s, pi[s])]) return U __doc__ += """ >>> pi = best_policy(sequential_decision_environment, value_iteration(sequential_decision_environment, .01)) >>> sequential_decision_environment.to_arrows(pi) [['>', '>', '>', '.'], ['^', None, '^', '.'], ['^', '>', '^', '<']] >>> from utils import print_table >>> print_table(sequential_decision_environment.to_arrows(pi)) > > > . ^ None ^ . ^ > ^ < >>> print_table(sequential_decision_environment.to_arrows(policy_iteration(sequential_decision_environment))) > > > . ^ None ^ . ^ > ^ < """ # noqa """ s = { 'a' : { 'plan1' : [(0.2, 'a'), (0.3, 'b'), (0.3, 'c'), (0.2, 'd')], 'plan2' : [(0.4, 'a'), (0.15, 'b'), (0.45, 'c')], 'plan3' : [(0.2, 'a'), (0.5, 'b'), (0.3, 'c')], }, 'b' : { 'plan1' : [(0.2, 'a'), (0.6, 'b'), (0.2, 'c'), (0.1, 'd')], 'plan2' : [(0.6, 'a'), (0.2, 'b'), (0.1, 'c'), (0.1, 'd')], 'plan3' : [(0.3, 'a'), (0.3, 'b'), (0.4, 'c')], }, 'c' : { 'plan1' : [(0.3, 'a'), (0.5, 'b'), (0.1, 'c'), (0.1, 'd')], 'plan2' : [(0.5, 'a'), (0.3, 'b'), (0.1, 'c'), (0.1, 'd')], 'plan3' : [(0.1, 'a'), (0.3, 'b'), (0.1, 'c'), (0.5, 'd')], }, } """