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content/CSE510/CSE510_L10.md

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+# CSE510 Deep Reinforcement Learning (Lecture 10)
+
+## Deep Q-network (DQN)
+
+Network input = Observation history
+
+- Window of previous screen shots in Atari
+
+Network output = One output node per action (returns Q-value)
+
+### Stability issues of DQN
+
+Naïve Q-learning oscillates or diverges with neural nets
+
+Data is sequential and successive samples are correlated (time-correlated)
+
+- Correlations present in the sequence of observations
+- Correlations between the estimated value and the target values
+- Forget previous experiences and overfit similar correlated samples
+
+Policy changes rapidly with slight changes to Q-values
+
+- Policy may oscillate
+- Distribution of data can swing from one extreme to another
+
+Scale of rewards and Q-values is unknown
+
+- Gradients can be unstable when back-propagated
+
+### Deadly Triad in Reinforcement Learning
+
+Off-policy learning (learning the expected reward changes of policy change instead of the optimal policy)
+Function approximation (usually with supervised learning)
+
+$Q(s,a)\gets f_\theta(s,a)$
+
+Bootstrapping (self-reference)
+
+- $Q(s,a)\gets r(s,a)+\gamma \max_{a'\in A} Q(s',a')$
+
+### Stable Solutions for DQN
+
+DQN provides a stable solution to deep value-based RL
+
+1. Experience replay
+2. Freeze target Q-network
+3. Clip rewards to sensible range
+
+#### Experience replay
+
+To remove correlations, build dataset from agent's experience
+
+- Take action $a_t$
+- Store transition $(s_t, a_t, r_t, s_{t+1})$ in replay memory $D$
+- Sample random mini-batch of transitions $(s,a,r,s')$ from replay memory $D$
+- Optimize Mean Squared Error between Q-network and Q-learning target
+
+$$
+L_i(\theta_i) = \mathbb{E}_{(s,a,r,s') \sim U(D)} \left[ \left( r+\gamma \max_{a'\in A} Q(s',a';\theta_i^-)-Q(s,a;\theta_i) \right)^2 \right]
+$$
+
+Here $U(D)$ is the uniform distribution over the replay memory $D$.
+
+#### Fixed Target Q-Network
+
+To avoid oscillations, fix parameters used in Q- learning target
+
+- Compute Q-learning target w.r.t old, fixed parameters
+- Optimize MSE between Q-learning targets and Q-network
+- Periodically update target Q-network parameters
+
+#### Reward/Value Range
+
+- To limit impact of any one update, control the reward / value range
+- DQN clips the rewards to $[-1, +1]$
+  - Prevents too large Q-values
+  - Ensures gradients are well-conditioned
+
+### DQN Implementation
+
+#### Preprocessing
+
+- Raw images: $210\times 160$ pixel images with 128-color palette
+- Rescaled images: $84\times 84$
+- Input: $84\times 84\times 4$ (4 most recent frames)
+
+#### Training
+
+DQN source code:
+sites.google.com/a/deepmind.com/
+
+- 49 Atari 2600 games
+- Use RMSProp algorithms with minibatches 32
+- Use 50 million frames (38 days)
+- Replay memory contains 1 million recent frames
+- Agent select actions on every 4th frames 
+
+#### Evaluation
+
+- Agent plays each games 30 times for 5 min with random initial conditions
+- Human plays the games in the same scenarios
+- Random agent play in the same scenarios to obtain baseline performance 
+
+### DeepMind Atari
+
+Beat human players in 49 out of 49 games
+
+Strengths:
+
+- Quick-moving, short-horizon games
+- Pinball (2539%)
+
+Weakness:
+
+- Long-horizon games that do not converge
+- Walk-around games
+- Montezuma’s revenge
+
+### DQN Summary
+
+- Deep Q-network agent can learn successful policies directly from high-dimensional input using end-to-end reinforcement learning
+
+- The algorithm achieve a level surpassing professional human games tester across 49 games
+
+## Extensions of DQN
+
+- Double Q-learning for fighting maximization bias
+- Prioritized experience replay
+- Dueling Q networks
+- Multistep returns
+- Distributed DQN
+
+### Double Q-learning for fighting maximization bias
+
+#### Maximization Bias for Q-learning
+
+![Maximization Bias of Q-learning](https://notenextra.trance-0.com/CSE510/Maximization_bias_of_Q-learning.png)
+
+False signals from $\mathcal{N}(0.1,1)$, may have few positive results from random noise. (However, in the long run, it will converge to the expected negative value.)
+
+#### Double Q-learning
+
+(Hado van Hasselt 2010)
+
+Train 2 action-value functions, Q1 and Q2
+
+Do Q-learning on both, but
+
+- never on the same time steps (Q1 and Q2 are indep.)
+- pick Q1 or Q2 at random to be updated on each step
+
+If updating Q1, use Q2 for the value of the next state:
+
+$$
+Q_1(S_t,A_t) \gets Q_1(S_t,A_t) + \alpha (R_{t+1} + \gamma Q_2(S_{t+1}, \arg\max_{a'\in A} Q_1(S_{t+1},a')) - Q_1(S_t,A_t))
+$$
+
+Action selections are (say) $\epsilon$-greedy with respect to the sum of Q1 and Q2. (unbiased estimation and same convergence as Q-learning)
+
+Drawbacks:
+
+- More computationally expensive (only one function is trained at a time)
+
+```pseudocode
+Initialize Q1 and Q2
+For each episode:
+    Initialize state
+    For each step:
+        Choose $A$ from $S$ using policy derived from Q1 and Q2
+        Take action $A$, observe $R$ and $S'$
+        With probability $0.5$, update Q1:
+            $Q1(S,A) \gets Q1(S,A) + \alpha (R + \gamma Q2(S', \arg\max_{a'\in A} Q1(S',a')) - Q1(S,A))$
+        Otherwise, update Q2:
+            $Q2(S,A) \gets Q2(S,A) + \alpha (R + \gamma Q1(S', \arg\max_{a'\in A} Q2(S',a')) - Q2(S,A))$
+        $S \gets S'$
+    End for
+End for
+```
+
+#### Double DQN
+
+(van Hasselt, Guez, Silver, 2015)
+
+A better implementation of Double Q-learning.
+
+- Dealing with maximization bias of Q-Learning
+- Current Q-network $w$ is used to select actions
+- Older Q-network $w^-$ is used to evaluate actions 
+
+$$
+l=\left(r+\gamma Q(s', \arg\max_{a'\in A} Q(s',a';w);w^-) - Q(s,a;w)\right)^2
+$$
+
+Here $\arg\max_{a'\in A} Q(s',a';w)$ is the action selected by the current Q-network $w$.
+
+$Q(s', \arg\max_{a'\in A} Q(s',a';w);w^-)$ is the action evaluation by the older Q-network $w^-$.
+
+### Prioritized Experience Replay
+
+(Schaul, Quan, Antonoglou, Silver, ICLR 2016)
+
+Weight experience according to "surprise" (or error)
+
+- Store experience in priority queue according to DQN error
+  $$
+  \left|r+\gamma \arg\max_{a'\in A} Q(s',a',w^-)-Q(s,a,w)\right|
+  $$
+
+- Stochastic Prioritization
+  $$
+  P(i)=\frac{p_i^\alpha}{\sum_k p_k^\alpha}
+  $$
+  - $p_i$ is proportional to the DQN error
+
+- $\alpha$ determines how much prioritization is used, with $\alpha = 0$ corresponding to the uniform case.
+
+### Dueling Q networks
+
+(Wang et.al., ICML, 2016)
+
+- Split Q-network into two channels
+
+  - Action-independent value function $V(s; w)$: measures how good is the state $s$
+
+  - Action-dependent advantage function $A(s, a; w)$: measure how much better is action $a$ than the average action in state $s$
+    $$
+    Q(s,a; w) = V(s; w) + A(s, a; w)
+    $$
+
+- Advantage function is defined as:
+  $$
+  A^\pi(s, a) = Q^\pi(s, a) - V^\pi(s)
+  $$
+
+The value stream learns to pay attention to the road
+
+**The advantage stream**: pay attention only when there are cars immediately in front, so as to avoid collisions
+
+### Multistep returns
+
+Truncated n-step return from a state $s_t$
+
+$$
+R^{n}_t = \sum_{i=0}^{n-1} \gamma^{(k)}_t R_{t+k+1}
+$$
+
+Multistep Q-learning update rule:
+
+$$
+I=\left(R^{n}_t + \gamma^{(n)}_t \max_{a'\in A} Q(s_{t+n},a';w)-Q(s,a,w)\right)^2
+$$
+
+Singlestep Q-learning update rule:
+
+$$
+I=\left(r+\gamma \max_{a'\in A} Q(s',a';w)-Q(s,a,w)\right)^2
+$$
+
+### Distributed DQN
+
+- Separating Learning from Acting
+- Distributing hundreds of actors over CPUs
+- Advantages: better harnessing computation, local priority evaluation, better exploration
+
+#### Distributed DQN with Recurrent Experience Replay (R2D2)
+
+Providing an LSTM layer after the convolutional stack
+
+- To deal with partial observability
+
+Other tricks:
+
+- prioritized distributed replay
+- n-step double Q-learning (with n = 5)
+- generating experience by a large number of actors (typically 256)
+- learning from batches of replayed experience by a single learner
+
+#### Agent 57
+
+[link to paper](https://deepmind.google/discover/blog/agent57-outperforming-the-human-atari-benchmark/)

content/CSE510/_meta.js

@@ -12,4 +12,5 @@ export default {
     CSE510_L7: "CSE510 Deep Reinforcement Learning (Lecture 7)",
     CSE510_L8: "CSE510 Deep Reinforcement Learning (Lecture 8)",
     CSE510_L9: "CSE510 Deep Reinforcement Learning (Lecture 9)",
+    CSE510_L10: "CSE510 Deep Reinforcement Learning (Lecture 10)",
 }

content/Math401/Extending_thesis/Math401_S3.md

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+# Math 401, Fall 2025: Thesis notes, S3, Special Barnard space