Model-Based RL:


(MCTS, AlphaZero, MuZero)
 

lecturer: Pavel Temirchev

Curricula

  • What if the environment's model is given?
     
  • Open-loop and closed-loop planning
     
  • Tree Search planning, MCTS
     
  • Policy Iteration guided by MCTS
     
  • The case of unknown dynamics

What if the environment's model
is given?

Reminder:

p(\tau) = p(s_0)\prod_{t=0}^T \pi(a_t|s_t) p(s_{t+1}|s_t, a_t)
p(s_{t+1}|s_t, a_t)

Previously:

  • observed only samples from the environment
  • not able to start from an arbitrary state
  • were required to interact with the environment

Now the environment's model is fully accessible:

  • can plan in our mind without interaction
  • do not really need a policy! (in deterministic environments)
  • we assume rewards are known too!

or \(s_{t+1} = f(s_t, a_t)\)

Curricula

  • What if the environment's model is given?
     
  • Open-loop and closed-loop planning
     
  • Tree Search planning, MCTS
     
  • Policy Iteration guided by MCTS
     
  • The case of unknown dynamics

Interaction vs. Planning

In deterministic environments

Model-free RL (interaction):

a_t
s_{t+1}, r_t
​agent
​environment
\pi(a|s)

Interaction vs. Planning

In deterministic environments

Model-based RL (open-loop planning):

​agent
​environment
a_t, r_t, s_{t+1}, a_{t+1}, r_{t+1}, s_{t+2}, \dots
s.t. \;\; f(s, a) = s'
p(a_t, a_{t+1}, a_{t+2}, \dots|s_t)
​optimal plan
a_t, a_{t+1}, a_{t+2}, \dots
r_t, s_{t+1}, r_{t+1}, s_{t+2}, r_{t+2}, \dots

Planning in stochastic environments

Plan:

p(G) = 0.1
p(G) = 0.9

Reality:

Closed-loop planning (Model Predictive Control - MPC):

​agent
​environment
a_t, r_t, s_{t+1}, a_{t+1}, r_{t+1}, s_{t+2}, \dots
s.t. \;\; f(s, a) = s'
p(a_t, a_{t+1}, a_{t+2}, \dots|s_t)
​optimal plan
a_t
r_t, s_{t+1}

Planning in stochastic environments

Apply only first action!

Discard all other actions!

REPLAN AT NEW STATE!!

How to plan?

Continuous actions:

  • Linear Quadratic Regulator (LQR)
  • iterative LQR (iLQR)
  • Differential Dynamic Programming (DDP)
  • ....

Discrete actions:

  • Monte-Carlo Tree Search
  • ....
  • ....

NEXT TIME

What would be your suggestions?

Curricula

  • What if the environment's model is given?
     
  • Open-loop and closed-loop planning
     
  • Tree Search planning, MCTS
     
  • Policy Iteration guided by MCTS
     
  • The case of unknown dynamics

Tree Search

Deterministic dynamics case

s_0
a_{01}
a_{00}
s_{10}
s_{11}
s_{20}
s_{21}
s_{22}
s_{23}
a_{11}
a_{10}
a_{13}
a_{12}
V(s) = r(s)
V(s) = \max_a V(f(s, a))
r=1
r=0
r=2
r=-1
1
0
2
-1
1
\;\;\;\;\;2
V(s) = \max_a[r(s, a) + \mathbb{E}_{p(s'|s, a)} V(s')] \;\rightarrow\; V(s) = \max_a[r(s, a) + V(s')]

reminder:

-1
Q(s, a) = V(s')

apply \(s' = f(s, a)\) to follow the tree
assume only terminal rewards! 

a^* = \arg\max_a Q(s, a)

Tree Search

Deterministic dynamics case

  • Full search is exponentially hard!
     
  • We are not required to track states: the sequence of actions contains all the required informations

Tree Search

Stochastic dynamics case

s_0
a_{01}
a_{00}
s_{10}
s_{13}
a_{11}
a_{10}
V(s) = r(s)
V(s) = \max_a Q(s, a)

apply \(s' \sim p(s'|s, a)\) to follow the tree
assume only terminal rewards! 

a^* = \arg\max_a Q(s, a)
s_{11}
s_{12}
a_{11}
a_{10}
a_{11}
a_{10}
a_{11}
a_{10}
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
s
Q(s, a) = \sum_{s'} \hat{p}(s'|s,a)V(s')
Q(s, a) = \sum_{s'} \hat{p}(s'|s,a)V(s')
p(s'|s, a) \approx \hat{p}(s'|s, a) = \frac{n(s')}{n^{parent}(s')}

Now we need an infinite amount of runs through the tree!

Tree Search

Stochastic dynamics case

  • The problem is even harder!
     
  • We will need to track states since an action can lead us to a random outcome
     
  • The model should be able to give us samples. Actual probabilities will not be used.

If the dynamics noise is small, forget about stochasticity and use the approach for deterministic dynamics.

The actions will be suboptimal.

But who cares...

Monte-Carlo Tree Search: v0.5

also known as Pure Monte-Carlo Game Search

R \sim p(R|s)

Simulate with some policy \(\pi_O\) and calculate reward-to-go

s_0
a_{01}
a_{00}
s_{10}
s_{11}
s_{20}
s_{21}
s_{22}
s_{23}
a_{11}
a_{10}
a_{13}
a_{12}
V(s) = \max_a V(f(s, a))
Q(s, a) = V(s')
a^* = \arg\max_a Q(s, a)
V^{\pi_O}(s) = \mathbb{E}_{p(R|s)} R

We need an infinite amount of runs to converge!

Monte-Carlo Tree Search: v0.5

also known as Pure Monte-Carlo Game Search

  • Not so hard as full search, but still!
     
  • Will give a plan which is better than following \(\pi_O\), but is suboptimal!
     
  • The better the plan - the harder the problem!

Is it necessary to explore all the actions with the same frequency?

Maybe we'd better explore actions with a higher estimate of \(Q(s, a)\) ?

At an earlier stage, we also should have some exploration bonus for the least explored actions!

Upper Confidence Bound for Trees

UCT

Basic Upper Confidence Bound for Bandits:

Th.: Given some assumptions the following is true:

\mathbb{P}\Big(Q(a) - \hat{Q}(a) \ge \sqrt{\frac{2}{n(a)}\log\big(\frac{1}{\delta}\big)} \Big) \le \delta

details are here

Upper Confidence Bound bonus for MCTS:

We should choose actions that maximize the following value:

W(s, a) = \hat{Q}(s, a) + c\sqrt{\frac{\log n^{parent}(a)}{n(a)}}
s_0
a_{01}
a_{00}

Monte-Carlo Tree Search: v1.0

R \sim p(R|s)

Simulate with some policy \(\pi_O\) and calculate reward-to-go

a_{01}
a_{00}
s_{10}: (0, 0)
s_{11} : (0, 0)
s_{20}: (0, 0)
s_{21}: (0, 0)
s_{22}: (0, 0)
a_{11}
a_{10}
a_{13}
a_{12}
V(s) = \frac{\Sigma}{n(s)}
\pi_I(s) = \arg\max_a W(f(s, a))
W(s) = V(s) + c\sqrt{\frac{\log n^{parent}(s)}{n(s)}}

For each state we store a tuple:

\( \big(\Sigma, n(s) \big) \)

\(\Sigma\) - cummulative reward

\(n(s)\) - counter of visits

Stages:

  1. Forward
  2. Expand
  3. Backward
W = \infty
W = \infty
s_{10}: (1, 1)
s_{11} : (0, 1)
W = 1 + c
W = c \sqrt{\ln2}
W = 1 + c\sqrt{\ln2}
W = 1 + \sqrt{\ln2}
W = \infty
s_{20}: (1, 1)
s_{10}: (2, 2)
s_0
W = 1 + c\sqrt{\frac{\ln3}{2}}
W = c \sqrt{\ln3}
W = \infty
W = \infty
W = \infty
s_{22}: (-1, 1)
s_{11} : (-1, 2)
W = -\frac{1}{2} + c \sqrt{\frac{\ln4}{2}}
W = 1 + c \sqrt{\frac{\ln4}{2}}
s_{21}: (-2, 1)
s_{10}: (0, 3)

and again, and again....

Monte-Carlo Tree Search

Python pseudo-code

def mcts(root, n_iter, c):
    for n in range(n_iter):
    	leaf = forward(root, c)
        reward_to_go = rollout(leaf)
        backpropagate(leaf, reward_to_go)
    return best_action(root, c=0)

def forward(node, c):
    while is_all_actions_visited(node):
        a = best_action(node, c)
        node = dynamics(node, a)
    if is_terminal(node):
        return node
    a = best_action(node, c)
    child = dynamics(node, a)
    add_child(node, child)
    return child
def rollout(node):
    while not is_terminal(node):
        a = rollout_policy(node)
        node = dynamics(node, a)
    return reward(node)
def backpropagate(node, reward):
    if is_root(node):
        return None
    node.n_visits += 1
    node.cumulative_reward += reward
    node = parent(node)
    return backpropagate(node, reward)

Minimax MCTS

​agent
environment

The environment's dynamics is unknown!

environment

The environment's dynamics is now known!

​agent
maximizing return
minimizing return

Minimax MCTS

There are just a few differences compared to the MCTS v1.0 algorithm:

  • Now you should track which player's move is now
     
  • \(o = 1\;\; \texttt{if player's 1 move, else}\;\; -1 \)
     
  • During forward pass, best actions now should maximize:
    \(W(s) = oV(s) +  c\sqrt{\frac{\log n^{parent}(s)}{n(s)}}\)
     
  • The best action, computed by MCTS is now:
    \(a^* = \arg\max_a oQ(s, a) \)
     
  • Other stages are not changed at all!

Curricula

  • What if the environment's model is given?
     
  • Open-loop and closed-loop planning
     
  • Tree Search planning, MCTS
     
  • Policy Iteration guided by MCTS
     
  • The case of unknown dynamics

Policy Iteration guided by MCTS

You may have noted that MCTS looks something like this:

  • Estimate value \(V^{\pi_O}\) for the rollout policy \(\pi_O\) using Monte-Carlo samples
     
  • Compute it's improvement as \(\pi_O^{MCTS}(s) \leftarrow MCTS(s, \pi_O)\)

This is how AlphaZero works!
article1, article2, article3

But then we just throw \(\pi_O^{MCTS}\) and \(V^{\pi_O}\) away and recompute them again!

We can use two Neural Networks to simplify and improve computations:

  • \(V_\phi\) that will capture state-values and will be used instead of rollout estimates
     
  • \(\pi_\theta\) that will learn from MCTS improvements

MCTS algorithm from AlphaZero

During the forward stage:

  • At leaf states \(s_L\), we are not required to make rollouts - we already have its value:
    \(V(s_L) = V_\phi(s_L)\)
    or we can still do a rollout: \(V(s_L) = \lambda V_\phi(s_L) + (1-\lambda)\hat{V}(s_L)\)
     
  • The exploration bonus is now changed - the policy guides exploration:
    \(W(s') = V(s') +  c\frac{\pi_\theta(a|s)}{1+ n(s')}\)
    There are no infinite bonuses
s
a
s'

Now, the output of MCTS\((s)\) is not the best action for \(s\), but rather a distribution:

        \( \pi_\theta^{MCTS}(a|s) \propto n(f(s, a))^{1/\tau}\)

Other stages are not affected.

Assume, we have a rollout policy \(\pi_\theta\) and a corresponding value function \(V_\phi\)

But how to improve parameters \(\theta\)?
And update \(\phi\) for the new policy?

Policy Iteration through a self-play

s_0

Play several games with yourself:

R

Keep the tree through the game!

a_0 \sim \pi_\theta^{MCTS}(s_0)
s_1
a_1 \sim \pi_\theta^{MCTS}(s_1)

. . .

s_T
a_T \sim \pi_\theta^{MCTS}(s_T)

Store the triples: \( (s_t, \pi_\theta^{MCTS}(s_t), R), \;\; \forall t\)

Once in a while, sample batches \( (s, \pi_\theta^{MCTS}, R) \) from the buffer and minimize:

l = (R - V_\phi(s))^2 - ( \pi_\theta^{MCTS} )^T \log \pi_\theta(s) + \kappa ||\theta||^2_2 + \psi ||\phi||^2_2

Better to share parameters of NNs

AlphaZero results

AlphaZero results

AlphaZero results

Curricula

  • What if the environment's model is given?
     
  • Open-loop and closed-loop planning
     
  • Tree Search planning, MCTS
     
  • Policy Iteration guided by MCTS
     
  • The case of unknown dynamics

What if the dynamics is unknown?

\( f(s, a) \) - ????

If we assume dynamics to be unknown but deterministic,

then we can note the following:

  • states are fully controlled by applied actions
  • during MCTS search the states are not required
    in case of known \( V^{\pi_O}(s), \pi_O(s), r(s) \)
    (rewards are here for more general environments than board-games)
  • we only need to predict future value, policy and rewards for a new state
    given previous states and applied actions!

we can learn it directly from transtions of a real environment

BUT NEXT TIME

What if the dynamics is unknown?

The easiest motivation ever!

Previously, in AlphaZero we had:

Now the dynamics is not available!

Thus, we will throw all the available variables into a larger NN:

\(s_{root}, a_0, \dots, a_L\)

​dynamics

\(s_L\)

​get value
and policy

\(V_\theta (s_L), \pi_\theta (s_L) = f_\theta(s_L)\)

\(s_{root}, a_0, \dots, a_L\)

​get value
and policy
of future states

\(V_\theta (s_L), \pi_\theta (s_L) = f_\theta(s_L)\)

Architecture of the Neural Network

the estimate of r(s, a)

a_{t+1}

\(g_\theta(z_{t+1}, a_{t+1}) \)

\rho_{t+1}
z_{t+2}

\(f_\theta(z_{t+2}) \)

V_{t+2}
\pi_{t+2}

. . .

. . .

​encoder
z_t
a_t

\(g_\theta(z_t, a_t) \)

\rho_t
z_{t+1}

\(f_\theta(z_{t+1}) \)

V_{t+1}
\pi_{t+1}
s_t
s_{t-1}
s_{t-m}

. . .

MuZero: article

s_0

Play several games:

a_0 \sim \pi_\theta^{MCTS}(s_0)
s_1
a_1 \sim \pi_\theta^{MCTS}(s_1)

. . .

s_T
a_T \sim \pi_\theta^{MCTS}(s_T)

Store whole games: \( (..., s_t, a_t, \pi_t^{MCTS}, r_t, u_t, s_{t+1}, ...)\)

Randomly pick state \(s_i\) from the buffer with a subsequence of length \(K\)

l = \sum_{k=0}^K (u_{i+k} -v_k)^2 + (r_{i+k} - \rho_k)^2 - ( \pi_{i+k}^{MCTS} )^T \log \pi_k + \kappa ||\theta||^2_2
r_0
r_1
r_T
u_t = \sum_{t'=t}^{T}\gamma^{(t'-t)}r_{t'}
v_k, \pi_k, \rho_k = NN(s_i, a_i, \dots, a_{i+k})

MuZero: results

MuZero: results

WOW

It works!

MB-RL: MCTS, AlphaZero, MuZero

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MB-RL: MCTS, AlphaZero, MuZero

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