# Preset file in Amazon SageMaker RL from rl_coach.agents.ddqn_agent import DDQNAgentParameters from rl_coach.architectures.head_parameters import DuelingQHeadParameters from rl_coach.architectures.layers import Dense from rl_coach.base_parameters import PresetValidationParameters, VisualizationParameters from rl_coach.core_types import EnvironmentEpisodes, EnvironmentSteps, TrainingSteps from rl_coach.environments.gym_environment import GymVectorEnvironment from rl_coach.graph_managers.basic_rl_graph_manager import BasicRLGraphManager from rl_coach.graph_managers.graph_manager import ScheduleParameters from rl_coach.memories.memory import MemoryGranularity from rl_coach.schedules import LinearSchedule ################# # Graph Scheduling ################# schedule_params = ScheduleParameters() schedule_params.improve_steps = TrainingSteps(50000) schedule_params.steps_between_evaluation_periods = EnvironmentSteps(5000) schedule_params.evaluation_steps = EnvironmentEpisodes(5) schedule_params.heatup_steps = EnvironmentSteps(1000) ############ # DQN Agent ############ agent_params = DDQNAgentParameters() # DQN params agent_params.algorithm.discount = 0.99 agent_params.algorithm.num_consecutive_playing_steps = EnvironmentSteps(1) agent_params.algorithm.num_steps_between_copying_online_weights_to_target = EnvironmentSteps(1000) # NN configuration agent_params.network_wrappers["main"].batch_size = 32 agent_params.network_wrappers["main"].learning_rate = 0.0001 agent_params.network_wrappers["main"].input_embedders_parameters["observation"].scheme = [ Dense(512) ] agent_params.network_wrappers["main"].replace_mse_with_huber_loss = False agent_params.network_wrappers["main"].heads_parameters = [DuelingQHeadParameters()] agent_params.network_wrappers["main"].middleware_parameters.scheme = [Dense(512)] # ER size agent_params.memory.max_size = (MemoryGranularity.Transitions, 10000) # E-Greedy schedule agent_params.exploration.epsilon_schedule = LinearSchedule(1.0, 0.01, 40000) ############# # Environment ############# env_params = GymVectorEnvironment(level="trading_env:TradingEnv") ################## # Manage resources ################## preset_validation_params = PresetValidationParameters() preset_validation_params.test = True graph_manager = BasicRLGraphManager( agent_params=agent_params, env_params=env_params, schedule_params=schedule_params, vis_params=VisualizationParameters(), preset_validation_params=preset_validation_params, )