强化学习拟合一个函数的代码
时间: 2023-07-19 07:31:13 浏览: 94
在强化学习框架下学习交易
下面是一个简单的强化学习拟合正弦函数的代码示例,使用的是 Python 和 PyTorch 框架:
```python
import torch
import torch.nn as nn
import torch.optim as optim
import numpy as np
# 定义 Q-learning 网络
class QNet(nn.Module):
def __init__(self):
super(QNet, self).__init__()
self.fc1 = nn.Linear(1, 10)
self.fc2 = nn.Linear(10, 1)
def forward(self, x):
x = torch.relu(self.fc1(x))
x = self.fc2(x)
return x
# 定义环境
class Env:
def __init__(self):
self.x_min = 0
self.x_max = 2 * np.pi
def reset(self):
self.x = np.random.uniform(self.x_min, self.x_max)
return self.x
def step(self, y):
y_true = np.sin(self.x)
reward = -((y - y_true) ** 2)
self.x += 0.1 # 步长为 0.1
done = self.x >= self.x_max
return self.x, reward, done
# 训练模型
def train(model, env, optimizer, gamma=0.9, epochs=100):
for epoch in range(epochs):
state = env.reset()
done = False
while not done:
state_tensor = torch.FloatTensor([state])
q_values = model(state_tensor)
action = q_values.argmax().item()
y_pred = env.x
next_state, reward, done = env.step(y_pred)
next_state_tensor = torch.FloatTensor([next_state])
next_q_values = model(next_state_tensor)
max_q_value = next_q_values.max().item()
target_q_value = reward + gamma * max_q_value
loss = nn.MSELoss()(q_values[action], torch.FloatTensor([target_q_value]))
optimizer.zero_grad()
loss.backward()
optimizer.step()
state = next_state
# 测试模型
def test(model, env, n=100):
mse = 0
for i in range(n):
state = env.reset()
done = False
while not done:
state_tensor = torch.FloatTensor([state])
q_values = model(state_tensor)
action = q_values.argmax().item()
y_pred = env.x
next_state, reward, done = env.step(y_pred)
mse += (y_pred - np.sin(state)) ** 2
state = next_state
print("MSE:", mse / n)
# 训练和测试
env = Env()
model = QNet()
optimizer = optim.Adam(model.parameters(), lr=0.01)
train(model, env, optimizer, epochs=10000)
test(model, env)
```
在这个例子中,我们定义了一个 Q-learning 网络和一个环境。Q-learning 网络用来估计状态-动作对的 Q 值函数,环境则用来生成状态和奖励。训练过程中,我们使用 Q-learning 算法来更新 Q 值函数,以尽可能地减小预测值与真实值之间的误差。测试过程中,我们使用一些测试数据来验证模型的预测准确性和泛化能力。
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