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DRL 組み合わせ最適化

newzy
November 24, 2021

 DRL 組み合わせ最適化

newzy

November 24, 2021
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  1. ํࡦϕʔεͷ3&*/'03$& 6/26 •ํࡦ 𝜋 𝑠 ɿঢ়ଶ𝑠ʹ͓͚Δߦಈ𝑎Λग़ྗ͢Δؔ਺ •𝜋! ɿύϥϝʔλ 𝜃Ͱ௚઀ύϥϝʔλԽ͞Εͨํࡦ •ํࡦͷߋ৽ࣜɿ𝛼͸ֶश཰ɼ𝐽

    𝜋! ͸໨తؔ਺ 𝜃 ← 𝜃 + 𝛼∇! 𝐽 𝜋! •ํࡦޯ഑ͷࣜɿ𝔼͸ظ଴஋ɼ𝑅" ͸ऩӹɼ𝑏 𝑠 ͸ϕʔεϥΠϯ ∇! 𝐽 𝜋! = 𝔼#! ∇! log 𝜋! ⋅ 𝑅" − 𝑏 𝑠
  2. 10.0 ∇! 𝐽 𝜃 ≈ 1 𝑁 6 $%& '

    𝑅 𝜏$ − 𝑏$ 𝑠 ∇! log 𝑝! 𝜏$ ∣ 𝑠 𝑤ℎ𝑒𝑟𝑒 𝑝! 𝝉$ ∣ 𝑠 ≡ @ "%( ) 𝑝! 𝑎" $ ∣ 𝑠, 𝑎&:"+& $ يಓ 𝝉$ = 𝑎& $ , 𝑎( $ , … , 𝑎) $ GPS 𝑖 = 1,2, … , 𝑁 ڞ༗ϕʔεϥΠϯ 𝑏$(𝑠) = 𝑏TIBSFE (𝑠) = 1 𝑁 6 ,%& ' 𝑅 𝝉, GPS 𝑖 = 1,2, … , 𝑁 13/26
  3. ࢀߟจݙ  ,XPO :FPOH%BF FUBM10.01PMJDZ0QUJNJ[BUJPOXJUI .VMUJQMF0QUJNBGPS3FJOGPSDFNFOU-FBSOJOH "EWBODFTJO /FVSBM*OGPSNBUJPO1SPDFTTJOH4ZTUFNT  

      ,PPM 8PVUFS )FSLF WBO)PPG BOE.BY8FMMJOH"UUFOUJPO  -FBSOUP4PMWF3PVUJOH1SPCMFNT *OUFSOBUJPOBM$POGFSFODF PO-FBSOJOH3FQSFTFOUBUJPOT    7JOZBMT 0SJPM .FJSF 'PSUVOBUP BOE/BWEFFQ+BJUMZ1PJOUFS /FUXPSLT "EWBODFTJO/FVSBM*OGPSNBUJPO1SPDFTTJOH 4ZTUFNT    26/26