Q FunctionsΒΆ
d3rlpy provides various Q functions including state-of-the-arts, which are
internally used in algorithm objects.
You can switch Q functions by passing q_func_factory
argument at
algorithm initialization.
import d3rlpy
cql = d3rlpy.algos.CQLConfig(q_func_factory=d3rlpy.models.QRQFunctionFactory())
Also you can change hyper parameters.
q_func = d3rlpy.models.QRQFunctionFactory(n_quantiles=32)
cql = d3rlpy.algos.CQLConfig(q_func_factory=q_func).create()
The default Q function is mean
approximator, which estimates expected scalar
action-values.
However, in recent advancements of deep reinforcement learning, the new type
of action-value approximators has been proposed, which is called
distributional Q functions.
Unlike the mean
approximator, the distributional Q functions estimate
distribution of action-values.
This distributional approaches have shown consistently much stronger
performance than the mean
approximator.
Here is a list of available Q functions in the order of performance ascendingly. Currently, as a trade-off between performance and computational complexity, the higher performance requires the more expensive computational costs.
Standard Q function factory class. |
|
Quantile Regression Q function factory class. |
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Implicit Quantile Network Q function factory class. |