maddataanalyst / relex

RELEX - Reinforcement Learning Experiments. RL experimentation and 'from scratch' implementations repo.

RELEX - Reinforcement Learning Experiments

Intro

RELEX project was created with three ideas in mind: To teach myself Reinforcement Learning by implementing algorithms from scratch; To teach others who struggle to understand some detailed aspects of reinforcement learning algorithms; To create a space where I can experiment with innovative ideas and environments for research purposes.

Therefore, this is not a production-ready or deployment-ready library. But if you are looking for some (hopefully) easy-to-understand implementations of RL from scratch or some inspirations for study/research/paper - probably this is the right place :)

The idea behind RELEX

I wanted to keep implementations in this library as simple as possible, even if this means that algorithms will work slowly (because of lack of parallelism). I wanted to have something easy-to-debug, break and play with instead of a lightning-fast but hard-to-follow tool. For example, PPO implementation, or AC in theory, is embarrassingly parallel (multiple independent agents, gathering trajectories using copies of the environment), but RELEX version is single-threaded, so you can easily follow what's going on.

Sources for algorithms

Papers

1. Value-based algorithms:
   1. DQN: Mnih, V., Kavukcuoglu, K., Silver, D., Rusu, A. A., Veness, J., Bellemare, M. G., ... & Hassabis, D. (2015). Human-level control through deep reinforcement learning. nature, 518(7540), 529-533.
2. Policy gradient:
   1. PPO
      1. Schulman, J., Wolski, F., Dhariwal, P., Radford, A., & Klimov, O. (2017). Proximal policy optimization algorithms. arXiv preprint arXiv:1707.06347.
      2. Schulman, J., Moritz, P., Levine, S., Jordan, M., & Abbeel, P. (2015). High-dimensional continuous control using generalized advantage estimation. arXiv preprint arXiv:1506.02438.
   2. AC
      1. Mnih, V., Badia, A. P., Mirza, M., Graves, A., Lillicrap, T., Harley, T., ... & Kavukcuoglu, K. (2016, June). Asynchronous methods for deep reinforcement learning. In International conference on machine learning (pp. 1928-1937). PMLR.
      2. Konda, V., & Tsitsiklis, J. (1999). Actor-critic algorithms. Advances in neural information processing systems, 12.
   3. VPG
      1. Sutton, R. S., McAllester, D., Singh, S., & Mansour, Y. (1999). Policy gradient methods for reinforcement learning with function approximation. Advances in neural information processing systems, 12.
      2. Abbeel, P. (2016). OPTIMIZING EXPECTATIONS: FROM DEEP REINFORCEMENT LEARNING TO STOCHASTIC COMPUTATION GRAPHS (Doctoral dissertation, University of California, Berkeley).
3. Hybrid algorithms:
   1. DDPG: Lillicrap, T. P., Hunt, J. J., Pritzel, A., Heess, N., Erez, T., Tassa, Y., ... & Wierstra, D. (2015). Continuous control with deep reinforcement learning. arXiv preprint arXiv:1509.02971.
   2. TD3: Fujimoto, S., Hoof, H., & Meger, D. (2018, July). Addressing function approximation error in actor-critic methods. In International conference on machine learning (pp. 1587-1596). PMLR.
   3. SAC:
      1. Haarnoja, T., Zhou, A., Abbeel, P., & Levine, S. (2018, July). Soft actor-critic: Off-policy maximum entropy deep reinforcement learning with a stochastic actor. In International conference on machine learning (pp. 1861-1870). PMLR.
      2. Haarnoja, T., Zhou, A., Hartikainen, K., Tucker, G., Ha, S., Tan, J., ... & Levine, S. (2018). Soft actor-critic algorithms and applications. arXiv preprint arXiv:1812.05905.

Tutorials/other libraries/books

1. Spinning up AI
2. Morales, M. (2020). Grokking deep reinforcement learning. Manning Publications.
3. Winder, P. (2021). Reinforcement learning: Industrial applications of intelligent agents.

Algorithms

TF2+ implementations

Policy gradient algorithms:

• PPO
• AC
• VPG

Hybrid algorithms:

• SAC
• DDPG
• TD3

Value-based algorithms:

• DQN (vanilla)
• DDQN
• Dueling DQN

Pytorch implementations

TODO - top priority after DQN/DDQN/Dueling DQN and others.

Project structure

This project is structured according to the Data Science Cookiecutter schema. Below you can find the description of the main directories from RL / ML perspective:

1. experiments/ - contains self-contained scripts under MLFLow monitoring, each with a full experimentation pipeline.
   1. Experiments are divided into:
      1. policy gradient - generic experiments to check/debug/learn how algorithms work;
      2. stock_trading- experiments connected with stock markets;
      3. Various - uncategorized experiments utilizing e.g. external libraries like Stable-Baselines 3.
   2. In each experiment the following operations are performed:
      1. Check the algorithm performance before training.
      2. Evaluate "benchmark agents" (e.g., always predict mean, random choice).
      3. Train the main agent
      4. Evaluate agent after training.
      5. Make statistical comparison - nonparametric Kruskal test followed by post-hoc tests between pairs of agents (benchmarks vs main).
2. notebooks/ - personally, I'm against using notebooks to store finalized code. However, sometimes - for educational purposes or when preparing a scientific paper, a "notebook" (quotation intentional - notebook in a strict sense) form comes as a natural choice. Most notebooks in this folder are part of research papers (in writing, in review, or already published) or are "scratchpads" that will later be rewritten as self-contained scripts.
3. src/ dir that is divided into:
   1. algorithms - contains implementations of various RL algorithms, divided into categories (policy gradient and others).
   2. models - contains basic, shared neural network architectures used by various models. E.g.: policy/value networks used by all policy gradient algorithms.
   3. experiments - contains various utilities for experiments that help automate the experimentation process.
   4. envs - various experimental implementations of environments. For example: "project allocation environment" used in one of the papers, or "stock trading" envs.

Where to start?

1. If you are interested in a particular algorithm implementation - go to src/algorithms.
2. If you are interested in shared/common neural networks (like policy or value nets) - go to src/models
3. If you want to look at experiments:
   1. experiments/ - contains self-containing scripts for each algorithm or problem.
   2. notebooks/ - also include experiments, sometimes half-done, not working, or in progress, in the form of notebooks.

Project based on the cookiecutter data science project template. #cookiecutterdatascience

Publications

Below you can find publications utilizing Relex library.

Below you can find publications utilizing Relex. The list will be gradually updated as I develop both - the library and write new papers (which can take a looooot of time, sometimes a year, before a review).

I will be glad, if you could cite the papers in your own work if you use Relex somewhere.

Paper	Status
Wójcik, F. (2022). Utilization of deep reinforcement learning for discrete resource allocation problem in project management - a simulation experiment. Informatyka Ekonomiczna=Business Informatics.	In review (as of July 2022)