Sutton "Reinforcement Learning" 2nd Edition Ch13: Policy Gradient Methods

4VUUPOOE&EJUJPOྠಡձ  $I  1PMJDZ(SBEJFOU.FUIPET ,PTVLF.JZPTIJ WFSTJPO

1PMJDZ(SBEJFOU.FUIPET w ͜Ε·Ͱͷষ w "DUJPOWBMVFΛֶश͠"DUJPOWBMVFʹج͍ͮͯ  "DUJPOΛબ୒ BDUJPOWBMVFNFUIPET w ࠓճͷষ
w QPMJDZΛ௚઀QBSBNFUFSͰදݱ  QBSBNFUFSJ[FEQPMJDZ w "DUJPOબ୒ʹWBMVFGVODUJPOΛར༻͠ͳ͍  QPMJDZͷֶशࣗମʹ͸࢖͏৔߹΋͋Δ w QPMJDZΛදݱ͢ΔQBSBNFUFSʹରͯ͠HSBEJFOUBTDFOU

1BUBNFUFSJ[FEQPMJDZ θt+1 = θt + α ̂ ∇J (θt) π(a|s,
θ) = Pr {At = a|St = s, θt = θ} ֬཰తͳ1PMJDZΛE`࣍ݩͷύϥϝʔλВͰද͢ ϙϦγʔΠͷྑ͠ѱ͠Λ൑அ͢ΔͨΊͷ  1FSGPSNBODFNFBTVSF+ В εΧϥʔ஋ Λಋೖɻ +͕࠷େԽͷର৅ +ͷВʹର͢Δޯ഑ͷ֬཰తͳਪఆ஋ͷظ଴஋ Вͱಉ͘͡E`࣍ݩ

1FSGPSNBODF.FBTVSF + ϙϦγʔΠͷྑ͠ѱ͠ͷ൑அج४ w &QJTPEJDDBTF w +͸ΠʹԊͬͨ࣌ͷ։࢝4UBUF 4 ͷঢ়ଶՁ஋ w
$POUJOVJOHDBTF w +͸BWFSBHFSFXBSESBUF

1PMJDZ"QQSPYJNBUJPOBOE JUT"EWBOUBHFT w "DUJPOWBMVFGVODUJPOͷܽ఺ w ֬཰తͳϙϦγʔΛࣗવʹදݱ͢Δํ๏͕ແ͍ w ΧʔυήʔϜͷ༷ͳෆ׬શ৘ใήʔϜͰ͸࠷దϙϦγʔ͕֬཰తʹͳΔ৔߹͕ଟ͍  FYϙʔΧʔͰͷϒϥϑ  
w 1BSBNFUFSJ[FEQPMJDZͷ௕ॴ w ֬཰తͳϙϦγʔΛදݱͰ͖Δ w ࿈ଓ"DUJPOʹ΋ରԠͰ͖Δ w 1PMJDZͷมߋ͕εϜʔζ w 1PMJDZͷۙࣅදݱ͕WBMVFGVODJUPOΛ࢖͏৔߹ΑΓ΋1PMJDZ௚઀දݱͷํ͕  γϯϓϧʹͳΔΑ͏ͳ໰୊ͷ৔߹༗ޮ ςτϦεͳͲ w 1PMJDZʹରͯ͠ࣄલ৘ใΛ૊ΈࠐΈ΍͍͢

4PGUNBYJOBDUJPO QSFGFSFODFT π(a|s, θ) ≐ eh(s,a,θ) ∑ b eh(s,b,θ) h(s,
a, θ) = θ⊤x(s, a) GFBUVSFWFDUPS ύϥϝʔλВΛઢܗͰදݱ͢Δ৔߹

1PMJDZ(SBEJFOU5IFPSFN J(θ) ≐ vπθ (s0) ∇J(θ) ∝ ∑ s μ(s)∑
a qπ (s, a)∇π(a|s, θ) &QJTPEJDͳ৔߹Ͱͷ1FSGPSNBODFNFBTVSF ΠʹԊͬͨͱ͖ʹঢ়ଶTΛͱΔ֬཰ 1FSGPSNBODFNFBTVSF͸ ɾBDUJPOબ୒ ɾ๚ΕΔTͷස౓෼෍Ж T ʹґଘ͠ɺͦΕΒ͸ϙϦγʔͷύϥϝʔλВͷӨڹΛड͚Δɻ ͔͠͠1FSGPSNBODF.FBTVSF+ͷВʹର͢Δޯ഑㲆+͸  Tͷ෼෍ʹର͢Δඍ෼Λؚ·ͳ͍ܗͰهड़͞ΕΔ

3&*/'03$&  .POUF$BMSP1PMJDZ(SBEJFOU ∇J(θ) ∝ ∑ s μ(s)∑ a qπ (s,
a)∇π(a|s, θ) = π [∑ a qπ (St , a)∇π (a|St , θ) ] θt+1 ≐ θt + α∑ a ̂ q (St , a, w)∇π (a|St , θ) 1PMJDZHSBEJFOUUIFPSFN ͜͜Ͱ͸શBDUJPOʹର͢Δ࿨ͷܗʹͳ͍ͬͯΔ ͜ΕΛBDUJPOͰͷ.POUF$BSMPαϯϓϦϯάͰஔ͖׵͑Δ͜ͱΛߟ͑Δ

4IPSUDPSSJEPS w 4͔Β։࢝ (ʹ౸ୡ͢Δͱ5FSNJOBUF w ঢ়ଶۙࣅΛ͢Δͱશ4UBUF͕ಉ͡ঢ়ଶͱͯ͠ݟ͑Δ w TUBUFͷ࣌ɺӈBDUJPOͰࠨ΁ɺࠨBDUJPOͰӈ΁Ҡಈ  ͦΕҎ֎͸ӈBDUJPO͸ӈɺࠨBDUJPO͸ࠨ w
TUFQಈͨ͘ͼʹSFXBSE w ࠷దͳQPMJDZ͸֬཰తQPMJDZ ֬཰Ͱӈ΁

TIPSUDPSSJEPSHSJEXPSMEͰͷ3&*/'03$&

3&*/'03$&XJUI#BTFMJOF ∇J(θ) ∝ ∑ s μ(s)∑ a (qπ (s, a)
− b(s))∇π(a|s, θ) ∑ a b(s)∇π(a|s, θ) = b(s)∇∑ a π(a|s, θ) = b(s)∇1 = 0 θt+1 ≐ θt + α (Gt − b (St)) ∇π (At |St , θt) π (At |St , θt) CBTFMJOF͸Bʹґଘ͠ͳ͍ Вͱؔ܎ͳ͍ ΋ͷΛબ΂͹ɺ Լهͷ࿨͸ʹͳΓޯ഑ਪఆͷظ଴஋ʹӨڹ͠ͳ͍ CBTFMJOFΛಋೖͯ͠ɺ+ͷޯ഑㲆+ͷਪఆ஋ͷWBSJBODFΛԼ͛Δ͜ͱΛߟ͑Δ CBTFMJOF͸TUBUFʹґଘ͢Δ΂͖  ྫશBDUJPOͷWBMVF͕ߴ͍৔߹͸CBTFMJOF΋ߴ͍ํ͕֤BDUJPOͷࠩผԽ͕Ͱ͖Δ CBTMJOFͷࣗવͳબ୒͸ঢ়ଶՁ஋7 Вͷߋ৽ࣜ

7ͷۙࣅͷͨΊͷύϥϝʔλXΛಋೖ͠ɺ͜Εʹؔͯ͠΋.POUF$BSMP๏ͰٻΊɺ#BTFMJOFͱͯ͠ར༻

3&*/'03$&ͷCBTFMJOFΛೖΕͨ࣌ͷൺֱ

"DUPS$SJUJD.FUIPET θt+1 ≐ θt + α (Gt:t+1 − ̂ v
(St , w)) ∇π (At |St , θt) π (At |St , θt) = θt + α (Rt+1 + γ ̂ v (St+1 , w) − ̂ v (St , w)) ∇π (At |St , θt) π (At |St , θt) = θt + αδt ∇π (At |St , θt) π (At |St , θt) 7ΛCBTFMJOFͱͯ͠ར༻ͨ͠3&*/'03$&͸ɺ#PPUTUSBQQJOH͸͍ͯ͠ͳ͍ #PPUTUSBQQJOHΛར༻ͯ͠CJBTΛೖΕͨํ͕WBSJBODF͕ݮֶͬͯशૣ͘ͳΔ &QJTPEFऴྃ·Ͱͷใु࿨Λ TUFQͷCPPUTUSBQQJOHͰஔ͖׵͑

$PJOUJOVJOH1SPCMFNT J(θ) ≐ r(π) ≐ lim h→∞ 1 h h
∑ t=1 [Rt |S0 , A0:t−1 ∼ π] = lim t→∞ [Rt |S0 , A0:t−1 ∼ π] = ∑ s μ(s)∑ a π(a|s)∑ s′,r p (s′, r|s, a) r Gt ≐ Rt+1 − r(π) + Rt+2 − r(π) + Rt+3 − r(π) + ⋯ ࿈ଓΤϐιʔυͷ৔߹ɺQFSGPSNBODFNFBTVSF͸  ΠʹԊͬͨ࣌ͷTUFQ͋ͨΓͷSFXBSEฏۉ vπ (s) ≐ π [Gt |St = s] qπ (s, a) ≐ π [Gt |St = s, At = a] ∇J(θ) = ∑ s μ(s)∑ a qπ (s, a)∇π(a|s, θ) ͱఆٛ͢Δͱ&QJTPEJDͳ৔߹ͱಉ༷ͷ1PMJDZHSBEJFOUUIFPMFN͕ಋग़͞ΕΔ

$POUJOVPVT"DUJPOT π(a|s, θ) ≐ 1 σ(s, θ) 2π exp (
− (a − μ(s, θ))2 2σ(s, θ)2 ) μ(s, θ) ≐ θ⊤ μ xμ (s) σ(s, θ) ≐ exp (θ⊤ σ xσ (s)) ࿈ଓ"DUJPOΛߟ͑Δ θ = [θμ , θσ] ⊤

4VNNBSZ w 1PMJDZ(SBEJFOUͰ͸ߦಈՁ஋ؔ਺ਪఆΛར༻ͤͣʹQBSBNFUSJ[F͞Εͨ1PMJDZΛ௚઀ֶश w 1BSBNFUFSJ[F͞Εͨ1PMJDZͷར఺ w ֬཰తͳදݱ୳ࡧܾఆతͳؒΛ઴ۙతʹදݱՄೳ w 1PMJDZHSBEJFOUUIFPSFN w
ঢ়ଶ෼෍ͷඍ෼Λؚ·ͳ͍ܗͰ1FSGPSNBODF.FBTVSF͕1PMJDZύϥϝʔλʹ  Ͳ͏ӨڹΛड͚Δ͔͕هड़Ͱ͖Δ w 3&*/03$& w .POUF$BSMP w ঢ়ଶՁ஋Λ#BTFMJOFͱͯ͠ಋೖ͠ɺCJBTΛ૿΍ͣ͞ʹWBSJBODFΛԼ͛Δ w "DUPS$SJUJD w ঢ়ଶՁ஋ΛCPPUTUSBQQJOHʹར༻ͯ͠5%ֶश.$ΑΓ΋௿WBSJBODF w ঢ়ଶՁ஋ʹΑΓ1PMJDZͷBDUJPOબ୒ʹରͯ͠DSFEJUBTTJHO DSJUJTJ[F

∇J(θ) = ∇vπ (s0) = ∑ s ( ∞ ∑
k=0 Pr (s0 → s, k, π) )∑ a ∇π(a|s)qπ (s, a) = ∑ s η(s)∑ a ∇π(a|s)qπ (s, a) = ∑ s′ η (s′)∑ s η(s) ∑ s′ η (s′) ∑ a ∇π(a|s)qπ (s, a) = ∑ s′ η (s′)∑ s μ(s)∑ a ∇π(a|s)qπ (s, a) ∝ ∑ s μ(s)∑ a ∇π(a|s)qπ (s, a) 1FSGPSNBODFNFBTVSFΛٻΊΔͨΊʹTʹTΛೖΕΔ T͕ग़ͯ͘Δճ਺ η(s) : T͕ग़ͯ͘Δ֬཰ μ(s) : ূ໌ऴΘΓ

Sutton "Reinforcement Learning" 2nd Edition Ch1...

Sutton "Reinforcement Learning" 2nd Edition Ch13: Policy Gradient Methods

Kosuke Miyoshi

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4VUUPOOE&EJUJPOྠಡձ  $I  1PMJDZ(SBEJFOU.FUIPET ,PTVLF.JZPTIJ WFSTJPO

1PMJDZ(SBEJFOU.FUIPET w ͜Ε·Ͱͷষ w "DUJPOWBMVFΛֶश͠"DUJPOWBMVFʹج͍ͮͯ  "DUJPOΛબ୒ BDUJPOWBMVFNFUIPET w ࠓճͷষ

1BUBNFUFSJ[FEQPMJDZ θt+1 = θt + α ̂ ∇J (θt) π(a|s,

1FSGPSNBODF.FBTVSF + ϙϦγʔΠͷྑ͠ѱ͠ͷ൑அج४ w &QJTPEJDDBTF w +͸ΠʹԊͬͨ࣌ͷ։࢝4UBUF 4 ͷঢ়ଶՁ஋ w

1PMJDZ"QQSPYJNBUJPOBOE JUT"EWBOUBHFT w "DUJPOWBMVFGVODUJPOͷܽ఺ w ֬཰తͳϙϦγʔΛࣗવʹදݱ͢Δํ๏͕ແ͍ w ΧʔυήʔϜͷ༷ͳෆ׬શ৘ใήʔϜͰ͸࠷దϙϦγʔ͕֬཰తʹͳΔ৔߹͕ଟ͍  FYϙʔΧʔͰͷϒϥϑ

4PGUNBYJOBDUJPO QSFGFSFODFT π(a|s, θ) ≐ eh(s,a,θ) ∑ b eh(s,b,θ) h(s,

1PMJDZ(SBEJFOU5IFPSFN J(θ) ≐ vπθ (s0) ∇J(θ) ∝ ∑ s μ(s)∑

3&*/'03$&  .POUF$BMSP1PMJDZ(SBEJFOU ∇J(θ) ∝ ∑ s μ(s)∑ a qπ (s,

3&*/'03$&  .POUF$BMSP1PMJDZ(SBEJFOU ∇J(θ) = π [∑ a π (a|St ,

4IPSUDPSSJEPS w 4͔Β։࢝ (ʹ౸ୡ͢Δͱ5FSNJOBUF w ঢ়ଶۙࣅΛ͢Δͱશ4UBUF͕ಉ͡ঢ়ଶͱͯ͠ݟ͑Δ w TUBUFͷ࣌ɺӈBDUJPOͰࠨ΁ɺࠨBDUJPOͰӈ΁Ҡಈ  ͦΕҎ֎͸ӈBDUJPO͸ӈɺࠨBDUJPO͸ࠨ w

TIPSUDPSSJEPSHSJEXPSMEͰͷ3&*/'03$&

3&*/'03$&XJUI#BTFMJOF ∇J(θ) ∝ ∑ s μ(s)∑ a (qπ (s, a)

7ͷۙࣅͷͨΊͷύϥϝʔλXΛಋೖ͠ɺ͜Εʹؔͯ͠΋.POUF$BSMP๏ͰٻΊɺ#BTFMJOFͱͯ͠ར༻

3&*/'03$&ͷCBTFMJOFΛೖΕͨ࣌ͷൺֱ

"DUPS$SJUJD.FUIPET θt+1 ≐ θt + α (Gt:t+1 − ̂ v

$PJOUJOVJOH1SPCMFNT J(θ) ≐ r(π) ≐ lim h→∞ 1 h h

$POUJOVPVT"DUJPOT π(a|s, θ) ≐ 1 σ(s, θ) 2π exp (

4VNNBSZ w 1PMJDZ(SBEJFOUͰ͸ߦಈՁ஋ؔ਺ਪఆΛར༻ͤͣʹQBSBNFUSJ[F͞Εͨ1PMJDZΛ௚઀ֶश w 1BSBNFUFSJ[F͞Εͨ1PMJDZͷར఺ w ֬཰తͳදݱ୳ࡧܾఆతͳؒΛ઴ۙతʹදݱՄೳ w 1PMJDZHSBEJFOUUIFPSFN w

1PMJDZ(SBEJFOU5IFPMFNͷূ໌ &QJTPEJDDBTF Pr(s → x, k, π) TUBUFT͔ΒLTUFQޙʹTUBUFYʹͳΔ֬཰ ∇vπ (s)

∇J(θ) = ∇vπ (s0) = ∑ s ( ∞ ∑