Source code for irlc.ex02.dp

# This file may not be shared/redistributed without permission. Please read copyright notice in the git repo. If this file contains other copyright notices disregard this text.
"""

References:
  [Her24] Tue Herlau. Sequential decision making. (Freely available online), 2024.
"""
from irlc.ex02.graph_traversal import SmallGraphDP
from irlc.ex02.dp_model import DPModel

[docs] def DP_stochastic(model: DPModel): r""" Implement the stochastic DP algorithm. The implementation follows (Her24, Algorithm 1). Once you are done, you should be able to call the function as: .. runblock:: pycon >>> from irlc.ex02.graph_traversal import SmallGraphDP >>> from irlc.ex02.dp import DP_stochastic >>> model = SmallGraphDP(t=5) # Instantiate the small graph with target node 5 >>> J, pi = DP_stochastic(model) >>> print(pi[0][2]) # Action taken in state ``x=2`` at time step ``k=0``. :param model: An instance of :class:`irlc.ex02.dp_model.DPModel` class. This represents the problem we wish to solve. :return: - ``J`` - A list of of cost function so that ``J[k][x]`` represents :math:`J_k(x)` - ``pi`` - A list of dictionaries so that ``pi[k][x]`` represents :math:`\mu_k(x)` """ """ In case you run into problems, I recommend following the hints in (Her24, Subsection 6.2.1) and focus on the case without a noise term; once it works, you can add the w-terms. When you don't loop over noise terms, just specify them as w = None in env.f and env.g. """ N = model.N J = [{} for _ in range(N + 1)] pi = [{} for _ in range(N)] J[N] = {x: model.gN(x) for x in model.S(model.N)} for k in range(N-1, -1, -1): for x in model.S(k): """ Update pi[k][x] and Jstar[k][x] using the general DP algorithm given in (Her24, Algorithm 1). If you implement it using the pseudo-code, I recommend you define Q (from the algorithm) as a dictionary like the J-function such that > Q[u] = Q_u (for all u in model.A(x,k)) Then you find the u with the lowest value of Q_u, i.e. > umin = arg_min_u Q[u] (for help, google: `python find key in dictionary with minimum value'). Then you can use this to update J[k][x] = Q_umin and pi[k][x] = umin. """ # TODO: 4 lines missing. raise NotImplementedError("Insert your solution and remove this error.") """ After the above update it should be the case that: J[k][x] = J_k(x) pi[k][x] = pi_k(x) """ return J, pi
if __name__ == "__main__": # Test dp on small graph given in (Her24, Subsection 6.2.1) print("Testing the deterministic DP algorithm on the small graph environment") model = SmallGraphDP(t=5) # Instantiate the small graph with target node 5 J, pi = DP_stochastic(model) # Print all optimal cost functions J_k(x_k) for k in range(len(J)): print(", ".join([f"J_{k}({i}) = {v:.1f}" for i, v in J[k].items()])) print(f"Cost of shortest path when starting in node 2 is: {J[0][2]=} (and should be 4.5)")