cerrorfunction.h

强化学习算法（R-Learning）难得的珍贵资料

// Copyright (C) 2003
// Gerhard Neumann ([e-mail])

//                
// This file is part of RL Toolbox.
// http://www.igi.tugraz.at/ril_toolbox
//
// All rights reserved.
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions
// are met:
// 1. Redistributions of source code must retain the above copyright
//    notice, this list of conditions and the following disclaimer.
// 2. Redistributions in binary form must reproduce the above copyright
//    notice, this list of conditions and the following disclaimer in the
//    documentation and/or other materials provided with the distribution.
// 3. The name of the author may not be used to endorse or promote products
//    derived from this software without specific prior written permission.
// 
// THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
// IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
// IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT,
// INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
// NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
// DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
// THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
// (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
// THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

#ifndef C_ERRORFUNCTION__H
#define C_ERRORFUNCTION__H

#include "cagentlistener.h"
#include "cstate.h"
#include "cfeaturefunction.h"
#include "cpolicies.h"
#include "cresiduals.h"
#include "ril_debug.h"

class CErrorFunction : virtual public CParameterObject
{
protected:

public:
	virtual rlt_real getError(CStateCollection *oldState, CAction *action ,rlt_real reward, CStateCollection *newState, CActionData *data = NULL);
	virtual rlt_real getDerivatedError(CStateCollection *oldState, CAction *action ,rlt_real reward, CStateCollection *newState, CActionData *data = NULL) = 0;
	virtual void getErrorGradient(CStateCollection *oldState, CAction *action, CStateCollection *newState, rlt_real error, CFeatureList *gradient, CActionData *data = NULL) = 0; 

	virtual int getNumWeights() = 0;

	virtual void updateGradient(CFeatureList *gradientFeatures) = 0;

};

class CTDErrorFunction : public CErrorFunction
{
protected:
	CResidualFunction *residual;
	CResidualGradientFunction *residualGradientFunction;

	CGradientQFunction *qFunction;
	CAgentController *estimationPolicy;

	CFeatureList *oldGradient;
	CFeatureList *newGradient;
	CFeatureList *residualGradient;

	CActionDataSet *actionDataSet;

public:
	CTDErrorFunction(CAgentController *estimationPolicy, CResidualFunction *residual,CResidualGradientFunction *residualGradientFunction, CGradientQFunction *qFunction);

	~CTDErrorFunction();

	virtual rlt_real getDerivatedError(CStateCollection *oldState, CAction *action ,rlt_real reward, CStateCollection *newState, CActionData *data = NULL);

	virtual void getErrorGradient(CStateCollection *oldState, CAction *action, CStateCollection *newState,  rlt_real error, CFeatureList *gradient, CActionData *data = NULL); 

	virtual int getNumWeights();

	virtual void updateGradient(CFeatureList *gradientFeatures);
};

class CAdvantageLearningErrorFunction : public CErrorFunction
{
protected:
	CGradientQFunction *qFunction;
	rlt_real dt;

	CFeatureList *qFuncGradient;

	CActionDataSet *actionDataSet;
public:
	CAdvantageLearningErrorFunction(CGradientQFunction *qFunction, rlt_real dt, rlt_real K, rlt_real beta);
	~CAdvantageLearningErrorFunction();

	virtual rlt_real getDerivatedError(CStateCollection *oldState, CAction *action ,rlt_real reward, CStateCollection *newState, CActionData *data = NULL);

	virtual void getErrorGradient(CStateCollection *oldState, CAction *action, CStateCollection *newState, rlt_real error, CFeatureList *gradient, CActionData *data = NULL); 

	virtual int getNumWeights();

	virtual void updateGradient(CFeatureList *gradientFeatures);

	void setK(rlt_real K);
	rlt_real getK();

	void setTimeIntervall(rlt_real dt);
	rlt_real getTimeIntervall();
};

class CValueIterationErrorFunction : public CErrorFunction
{
protected:
	CGradientVFunction *vFunction;

	CFeatureList *oldGradient;
	CFeatureList *newGradient;

	CResidualFunction *residualFunction;
	CResidualGradientFunction *gradientFunction;
	
public:
	CValueIterationErrorFunction(CGradientVFunction *vFunction, CResidualFunction *residualFunction, CResidualGradientFunction *gradientFunction);
	~CValueIterationErrorFunction();

	virtual rlt_real getDerivatedError(CStateCollection *oldState, CAction *action ,rlt_real reward, CStateCollection *newState, CActionData *data = NULL);	
	
	virtual void getErrorGradient(CStateCollection *oldState, CAction *action, CStateCollection *newState, rlt_real error, CFeatureList *gradient, CActionData *data = NULL); 

	virtual int getNumWeights();

	virtual void updateGradient(CFeatureList *gradientFeatures);
};


class CPolicySearchErrorFunction : public CErrorFunction, public CSemiMDPListener
{
protected:
	
	rlt_real timeStep;
	CErrorFunction *errorFunction;

public:
	CPolicySearchErrorFunction(CErrorFunction *errorFunction, rlt_real beta, rlt_real b, rlt_real gamma);

	virtual rlt_real getError(CStateCollection *oldState, CAction *action ,rlt_real reward, CStateCollection *newState, CActionData *data = NULL);
	virtual rlt_real getDerivatedError(CStateCollection *oldState, CAction *action ,rlt_real reward, CStateCollection *newState, CActionData *data = NULL);
	
	virtual void getErrorGradient(CStateCollection *oldState, CAction *action, CStateCollection *newState, rlt_real error, CFeatureList *gradient, CActionData *data = NULL); 

	virtual int getNumWeights();

	virtual void updateGradient(CFeatureList *gradientFeatures);

	virtual void nextStep(CStateCollection *oldState, CAction *action, CStateCollection *newState);
	virtual void newEpisode();
};

#endif