Wednesday, December 26, 2018

Q-LocalSearch

“This time I won’t make any silly jokes or references”, that’s what SHE said !
In today’s article, I’m gonna try to explain to you what I’ve been doing for the last week, and any comment or suggestion would be great, even if you feel that you are not concerned, maybe you are looking at it from an angle that could help, and you can find the the full code in this link ( make sure to choose the branch : “local-search-rl” ).
Anyway, in this part of the code, you can see that there’s the initial local search function and the q-local search one, it’s good to maintain the extensibility of the code, so when I need to implement a new algorithm, all I have to do is choose between them since they do not affect the other parts.
def bso(self):
i=0
while(i<self.maxIterations):
print("refSol is : ",self.refSolution.solution)
self.tabou.append(self.refSolution)
print("Iteration N° : ",i)

self.searchArea()
print("********************************************************")
print("Search zone is :")
for k in range (self.nbrBees):
print(self.beeList[k].id)
print(self.beeList[k].solution)
print("*******************************************************")
#The local search
for j in range(self.nbrBees):
self.beeList[j].reward = 0
self.beeList[j].localSearch()  # This is the initial local search
self.beeList[j].ql_localSearch()  # This is the q-local search
print( "Fitness of bee " + str(j) + " " + str(self.beeList[j].fitness) )
self.refSolution=self.selectRefSol()
i+=1
If we consider the initial algorithm of local search at the level of a bee, it does an exhaustive search, in other words it takes the solution, flips all its bits 1 by 1, and evaluates each time, which makes the complexity, if we take it as the cost of training a model, equivalent to the number of attributes of the model (for example the sonar dataset, has 60 attributes, this means we would train 60 models ) and this is only for a single bee, and for a single iteration, which makes the complexity : o(Max Iter x Nbr Bees x Nbr Local Iter x Nbr Attributes)
This is the initial local search function :
 
def localSearch(self):
best=self.fitness
#done=False
lista=[j for j, n in enumerate(self.solution) if n == 1]
indice =lista[0]

for itr in range(self.locIterations):
while(True):
pos=-1
oldFitness=self.fitness
for i in range(len(self.solution)):

if ((len(lista)==1) and (indice==i)and (i < self.data.nb_attribs-1)):
i+=1
self.solution[i]= (self.solution[i] + 1) % 2

quality = self.data.evaluate(self.solution)
if (quality >best):
pos = i
best=quality
self.solution[i]= (self.solution[i]+1) % 2
self.fitness = oldFitness
if (pos != -1):
self.solution[pos]= (self.solution[pos]+1)%2
self.fitness = best
else:
break
for i in range(len(self.solution)):
oldFitness=self.fitness
if ((len(lista)==1) and (indice==i) and (i < self.data.nb_attribs-1)):
i+=1
self.solution[i]= (self.solution[i] + 1) % 2
quality = self.data.evaluate(self.solution)
if (quality<best):
self.solution[i]= (self.solution[i] + 1) % 2
self.fitness = oldFitness
The idea behind Q-LocalSearch is to provide a sub-set of “filtered” data ( which remains optional ), to flip the attributes intelligently, or in other words, according to a policy, to avoid the exhaustive search.
We begin by explaining what is Q-Learning:
Q-learning is a model-free, off-policy reinforcement learning algorithm proposed by (Watkins & Dayan, 1992). It consists of evaluating the goodness of a state-action pair. Q-value at state s and action a, is defined the expected cumulative reward from taking action a in state s and then following the policy.
Reinforcement learning basic classification

Q-Table

Q-Table is just a fancy name for a simple track-keeping table, like ADL said in his article. It consists generally of a 2D-array, where the rows represent the states and the columns, the possible actions, and because when you deal with feature selection, it’s not wise to use a static data structure, so I am using a list[the index is nbrOnes(state)] of dictionaries[the key is “state”] of dictionaries[the key is “action”] ( a dictionary or dict in python, is like a HashMap in JAVA )
q_table[nbrOnes(state)][“state”][“action”]

Q-function

The Q-learning algorithm is based on the Bellman Optimality Equation given below :

Q(state, action) = R(state, action) + Gamma * Max[Q(next state, all actions)]
The Q-function explained
And that’s how we update the table each time, and we use the q-values to pick the next state, which is in this case, what attributes to flip, and here’s the Q-LocalSearch function :
 
def ql_localSearch(self):

for itr in range(self.locIterations):
state = self.solution
self.fitness = self.data.evaluate(state)

if not self.data.ql.str_sol(state) in self.data.ql.q_table[self.data.ql.nbrUn(state)]:
self.data.ql.q_table[self.data.ql.nbrUn(state)][self.data.ql.str_sol(state)] = {self.data.ql.str_sol(state):{}}
action = self.data.ql.step(self.data,state)
next_state = self.data.ql.get_next_state(state,action)
accur_ns = self.data.evaluate(next_state)
self.data.ql.learn(self.data,state,action,self.fitness,next_state)
self.solution = next_state.copy()

Recap

To recap what we’ve done here today, we talked about Q-learning, and how we used it to make a so called Q-LocalSearch function, which is a way to use Q-learning algorithm for feature selection.
And for this model we have :
  • state : is a combinaison of features
  • action : flipping a feature
  • reward : for now, we consider the accuracy ( fitness ) of the state-action as a reward, but in the next article maybe, we will go deeper and see why it’s not the optimal way to define it.
I really hope you enjoyed it, I’m trying to put everything that I judge important, and if you need more details do not hesitate to leave a comment, or PM me.
And yeah, you can always check my last article.

Friday, December 7, 2018

The One with reinforcement learning

“ Hello guys it’s Estelle ! ” , Oh … My … God …, I need to stop … please help :(

I know it’s been a while since my last article, so let me make up for it with this one. I assume that you are a little bit familiar with machine learning stuff, if not let me know so I can make an article about that, but for now, let’s talk about reinforcement learning.
First let’s present what are the model of the reinforcement learning approach :

Source : A Brief Survey of Deep Reinforcement Learning, 2017

We have an agent ( or multiple ) in a state who choses an action to do from a set of actions based on a certain policy ( could be fixed like taking always the action that maximizes the next reward ), this action is going to change ( or not ) the environment, and the agent receives a reward signal ( the values of the reward could be continuous/discrete, positive/negative, it depends on the case where you are using RL ), and the agent changes its state to a new state. That’s basically the main idea of reinforcement learning, now let’s see where reinforcement learning is located among other fields :

Source : David Silver’s Reinforcement learning course, Introduction to RL

A little scary right ? How can you study a thing that needs knowledge in all these fields ? Well it’s all right, because you do not have to be an expert to understand reinforcement learning, but the first step is to be curious and try to understand. So, how’s RL different from other machine learning paradigms such as supervised learning ? 

  1. The first difference is that there’s no supervisor : the agent judges the choices he’s making based only on a reward signal ( also called trial-and-error paradigm )
  2. The feedback is delayed, not instantaneous, which means that the impact of a choice that the agent make could be after so many steps and decide whether it was or not a good move.
  3. Time really matters, in other words, it’s a sequential process of decision making which makes it a dynamic system where data is not i.i.d. ( independent and identically distributed ) like in supervised or unsupervised learning.
  4. Agent’s actions affect the subsequent data it receives, imagine a red light, where to cars are waiting, when the green light comes, they could pick the same road, which leads us to the same data distribution in the case of RL, but they can choose different paths, which means observing different things, and receiving different rewards in RL.
We can compare RL vs SL like this :

Source : CIFAR Reinforcement Learning Summer School (RLSS) 2017, MontrĂ©al


I don’t want to fill you with a lot of information, so that’s all for this article. I will leave some examples of what’s done with reinforcement learning :

 


 


 

If you have any questions or comments, please feel free to let me know, thank you !

PS : you can find my last article here





Q-LocalSearch

“This time I won’t make any silly jokes or references”, that’s what SHE said ! In today’s article, I’m gonna try to explain to you what I...