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I read the book "Foundation of Deep Reinforcement Learning, Laura Graesser and Wah Loon Keng", and when I go through the REINFORCE algorithm, they show the objective function:

$$ J\left(\pi_{\theta}\right)=\mathbb{E}_{\tau \sim \pi_{\theta}}[R(\tau)]=\mathbb{E}_{\tau \sim \pi_{\theta}}\left[\sum_{t=0}^{T} \gamma^{t} r_{t}\right] $$

and the gradient of the objective:

$$ \nabla_{\theta} J\left(\pi_{\theta}\right)=\mathbb{E}_{\tau \sim \pi_{\theta}}\left[\sum_{t=0}^{T} R_{t}(\tau) \nabla_{\theta} \log \pi_{\theta}\left(a_{t} \mid s_{t}\right)\right] $$

But when they implement it,

class Pi(nn.Module):
    def __init__(self, in_dim, out_dim):
        super(Pi, self).__init__()
        layers = [
                nn.Linear(in_dim, 64),
                nn.ReLU(),
                nn.Linear(64, out_dim)
        ]
        self.model = nn.Sequential(*layers)
        self.onpolicy_reset()
        self.train()

    def onpolicy_reset(self):
        self.log_probs = []
        self.rewards = []

    def forward(self, x):
        pdparam = self.model(x)
        return pdparam

    def act(self, state):
        x = torch.from_numpy(state.astype(np.float32))
        pdparam = self.forward(x) # (1, num_action), each number represent the raw logits for that specific action
        # model contain the paremeters theta of the policy, pd is the probability 
        # distribution parameterized by model's theta 
        pd = Categorical(logits = pdparam)
        action = pd.sample()
        log_prob = pd.log_prob(action)
        self.log_probs.append(log_prob)
        return action.item()

def train(pi, optimizer):
    T = len(pi.rewards)
    rets = np.empty(T, dtype = np.float32)
    future_ret = 0.0
    for t in reversed(range(T)):
        future_ret = pi.rewards[t] + gamma*future_ret
        rets[t] = future_ret

    rets = torch.tensor(rets)
    log_probs = torch.stack(pi.log_probs)
    loss = -log_probs*rets
    loss = torch.sum(loss)
    optimizer.zero_grad()
    loss.backward()
    optimizer.step()
    return loss

def main():
    env = gym.make('CartPole-v0')
    # in_dim is the state dimension
    in_dim = env.observation_space.shape[0]
    # out_dim is the action dimension
    out_dim = env.action_space.n
    pi = Pi(in_dim, out_dim)
    optimizer = optim.Adam(pi.parameters(), lr = 0.005)
    for epi in range(300):
        state = env.reset()
        for t in range(200): # max timstep of cartpole is 200
            action = pi.act(state)
            state, reward, done, _ = env.step(action)
            pi.rewards.append(reward)
        # env.render(mode='rgb_array')
            if done:
                break
        loss = train(pi, optimizer)
        total_reward = sum(pi.rewards)
        solved = total_reward > 195.0
        pi.onpolicy_reset()
        print(f'Episode {epi}, loss: {loss}, total reward: {total_reward}, solve: {solved}')
    return pi

In train(), they minimize the gradient term, and I can not understand why is that.

Can someone shed light on that?

I am new to this so please forget me if this question is stupid.

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    $\begingroup$ Because we want to maximise the objective $J$, i.e we want to maximise expected future returns. $\endgroup$ Apr 2, 2021 at 9:28
  • $\begingroup$ I am sorry for some confusion in the question, where I ask "why do they minimize the gradient but not the loss", but actually they maximize the gradient of the objective. However, the point is why the gradient but not the objective function to be maximized? $\endgroup$ Apr 5, 2021 at 6:55

1 Answer 1

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They are not maximizing the gradient, the gradient is of the form \begin{equation} \nabla_{\theta} J \approx \sum_{t=0}^T G_t \nabla_{\theta} \log(\pi_{\theta}(a_t|s_t)) \end{equation} that means that when implementing it in software you can form your objective as \begin{equation} J = \sum_{t=0}^T G_t \log(\pi_{\theta}(a_t|s_t)) \end{equation} and then taking the gradient of that objective is equal to the policy gradient.

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  • $\begingroup$ I appreciate you taking the time to answer my naive question! $\endgroup$ Apr 5, 2021 at 11:02
  • $\begingroup$ @HaoHuynhNhat you should upvote and accept the answer if it has answered your question. $\endgroup$ Apr 5, 2021 at 16:30
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    $\begingroup$ @DavidIreland Yeah thanks for your reminder! this is my first question so I didn't know that! $\endgroup$ Apr 6, 2021 at 2:52

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