2026-08-13 23:48:47 +03:00 | | | //+------------------------------------------------------------------+
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| | | //| Net_SAC_DICE.mqh |
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| | | //| Copyright DNG® |
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| | | //| https://www.mql5.com/ru/users/dng |
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2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
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| | | #property copyright "Copyright DNG®"
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| | | #property link "https://www.mql5.com/ru/users/dng"
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| | | #property version "1.00"
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| | | //+------------------------------------------------------------------+
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| | | //| Includes |
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| | | //+------------------------------------------------------------------+
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| | | #include "..\RL\FQF.mqh"
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| | | //---
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2026-08-13 23:48:47 +03:00 | | | #define defSACDICE 0x7795 ///<Neuron Net
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2026-06-05 22:00:59 +03:00 | | | #define LogProbMultiplier 1.0e-5f
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| | |
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| | | //+------------------------------------------------------------------+
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2026-08-13 23:48:47 +03:00 | | | //| |
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2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
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| | | class CNet_SAC_D_DICE : protected CNet
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| | | {
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| | | protected:
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| | | CNet cActorExploer;
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| | | CNet cCritic1;
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| | | CNet cCritic2;
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| | | CNet cTargetCritic1;
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| | | CNet cTargetCritic2;
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| | | CNet cZeta;
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| | | CNet cNu;
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| | | CNet cTargetNu;
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| | | vector<float> fLambda;
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| | | vector<float> fLambda_m;
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| | | vector<float> fLambda_v;
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| | | int iLatentLayer;
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| | | float fCAGrad_C;
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| | | int iCAGrad_Iters;
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| | | int iUpdateDelay;
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| | | int iUpdateDelayCount;
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| | | //---
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| | | float fLoss1;
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| | | float fLoss2;
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| | | vector<float> fZeta;
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| | | vector<float> fQWeights;
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| | | //---
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| | | vector<float> GetLogProbability(CBufferFloat *Actions);
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| | | vector<float> CAGrad(vector<float> &grad);
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| | |
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| | | public:
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| | | //---
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| | | CNet_SAC_D_DICE(void);
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| | | ~CNet_SAC_D_DICE(void) {}
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| | | //---
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| | | bool Create(CArrayObj *actor, CArrayObj *critic, CArrayObj *zeta, CArrayObj *nu, int latent_layer = -1);
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| | | //---
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| | | virtual bool Study(CArrayFloat *State, CArrayFloat *SecondInput, CBufferFloat *Actions, vector<float> &Rewards, CBufferFloat *NextState, CBufferFloat *NextSecondInput, float discount, float tau);
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| | | virtual void GetLoss(float &loss1, float &loss2) { loss1 = fLoss1; loss2 = fLoss2; }
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| | | virtual bool TargetsUpdate(float tau);
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| | | //---
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| | | virtual void SetQWeights(vector<float> &weights) { fQWeights=weights; }
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| | | virtual void SetCAGradC(float c) { fCAGrad_C=c; }
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| | | virtual void SetLambda(vector<float> &lambda) { fLambda=lambda;
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| | | fLambda_m=vector<float>::Zeros(lambda.Size());
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| | | fLambda_v=fLambda_m; }
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| | | virtual void TargetsUpdateDelay(int delay) { iUpdateDelay=delay; iUpdateDelayCount=delay; }
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| | | //---
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| | | virtual bool Save(string file_name, bool common = true);
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| | | bool Load(string file_name, bool common = true);
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| | | };
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| | | //+------------------------------------------------------------------+
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2026-08-13 23:48:47 +03:00 | | | //| |
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2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
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| | | CNet_SAC_D_DICE::CNet_SAC_D_DICE(void) : fLoss1(0),
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| | | fLoss2(0),
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| | | fCAGrad_C(0.5f),
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| | | iCAGrad_Iters(15),
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| | | iUpdateDelay(100),
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2026-08-13 23:48:47 +03:00 | | | // Implements iUpdateDelayCount.
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2026-06-05 22:00:59 +03:00 | | | iUpdateDelayCount(100)
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| | | {
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| | | fLambda = vector<float>::Full(1, 1.0e-5f);
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| | | fLambda_m = vector<float>::Zeros(1);
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| | | fLambda_v = vector<float>::Zeros(1);
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| | | fZeta = vector<float>::Zeros(1);
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| | | fQWeights = vector<float>::Ones(1);
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| | | }
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| | | //+------------------------------------------------------------------+
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2026-08-13 23:48:47 +03:00 | | | //| |
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| | | //+------------------------------------------------------------------+
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| | | //| | Creates or initializes . |
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2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
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| | | bool CNet_SAC_D_DICE::Create(CArrayObj *actor, CArrayObj *critic, CArrayObj *zeta, CArrayObj *nu, int latent_layer = -1)
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| | | {
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| | | ResetLastError();
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| | | //---
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| | | if(!cActorExploer.Create(actor) || !CNet::Create(actor))
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| | | {
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| | | PrintFormat("Error of create Actor: %d", GetLastError());
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| | | return false;
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| | | }
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| | | //---
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| | | if(!opencl)
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| | | {
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| | | Print("Don't opened OpenCL context");
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| | | return false;
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| | | }
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| | | //---
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| | | if(!cCritic1.Create(critic) || !cCritic2.Create(critic))
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| | | {
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| | | PrintFormat("Error of create Critic: %d", GetLastError());
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| | | return false;
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| | | }
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| | | //---
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| | | if(!cZeta.Create(zeta) || !cNu.Create(nu))
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| | | {
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| | | PrintFormat("Error of create function nets: %d", GetLastError());
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| | | return false;
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| | | }
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| | | //---
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| | | if(!cTargetCritic1.Create(critic) || !cTargetCritic2.Create(critic) ||
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| | | !cTargetNu.Create(nu))
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| | | {
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| | | PrintFormat("Error of create target models: %d", GetLastError());
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| | | return false;
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| | | }
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| | | //---
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| | | cActorExploer.SetOpenCL(opencl);
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| | | cCritic1.SetOpenCL(opencl);
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| | | cCritic2.SetOpenCL(opencl);
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| | | cZeta.SetOpenCL(opencl);
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| | | cNu.SetOpenCL(opencl);
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| | | cTargetCritic1.SetOpenCL(opencl);
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| | | cTargetCritic2.SetOpenCL(opencl);
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| | | cTargetNu.SetOpenCL(opencl);
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| | | //---
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| | | if(!cTargetCritic1.WeightsUpdate(GetPointer(cCritic1), 1.0) ||
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| | | !cTargetCritic2.WeightsUpdate(GetPointer(cCritic2), 1.0) ||
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| | | !cTargetNu.WeightsUpdate(GetPointer(cNu), 1.0))
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| | | {
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| | | PrintFormat("Error of update target models: %d", GetLastError());
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| | | return false;
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| | | }
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| | | //---
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| | | cZeta.getResults(fZeta);
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| | | ulong size = fZeta.Size();
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| | | fLambda = vector<float>::Full(size,1.0e-5f);
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| | | fLambda_m = vector<float>::Zeros(size);
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| | | fLambda_v = vector<float>::Zeros(size);
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| | | fQWeights = vector<float>::Ones(size);
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| | | iLatentLayer = latent_layer;
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| | | //---
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| | | return true;
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| | | }
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| | | //+------------------------------------------------------------------+
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2026-08-13 23:48:47 +03:00 | | | //| |
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2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
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| | | bool CNet_SAC_D_DICE::Study(CArrayFloat *State,
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| | | CArrayFloat *SecondInput,
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| | | CBufferFloat *Actions,
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| | | vector<float> &Rewards,
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| | | CBufferFloat *NextState,
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| | | CBufferFloat *NextSecondInput,
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| | | float discount,
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| | | float tau)
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| | | {
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| | | //---
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| | | if(!Actions)
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| | | return false;
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| | | //---
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| | | if(!!NextState)
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| | | if(!CNet::feedForward(NextState, 1, false, NextSecondInput))
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| | | return false;
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| | | if(!cTargetCritic1.feedForward(GetPointer(this), iLatentLayer, GetPointer(this), layers.Total() - 1) ||
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| | | !cTargetCritic2.feedForward(GetPointer(this), iLatentLayer, GetPointer(this), layers.Total() - 1))
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| | | return false;
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| | | //---
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| | | if(!cTargetNu.feedForward(GetPointer(this), iLatentLayer, GetPointer(this), layers.Total() - 1))
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| | | return false;
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| | | //---
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| | | if(!CNet::feedForward(State, 1, false, SecondInput))
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| | | return false;
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| | | CBufferFloat *output = ((CNeuronBaseOCL*)((CLayer*)layers.At(layers.Total() - 1)).At(0)).getOutput();
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| | | output.AssignArray(Actions);
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| | | output.BufferWrite();
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| | | if(!cNu.feedForward(GetPointer(this), iLatentLayer, GetPointer(this)))
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| | | return false;
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| | | if(!cZeta.feedForward(GetPointer(this), iLatentLayer, GetPointer(this)))
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| | | return false;
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| | | //---
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| | | vector<float> nu, next_nu, zeta, ones;
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| | | cNu.getResults(nu);
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| | | cZeta.getResults(zeta);
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| | | if(!!NextState)
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| | | cTargetNu.getResults(next_nu);
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| | | else
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| | | next_nu = vector<float>::Zeros(nu.Size());
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| | | ones = vector<float>::Ones(zeta.Size());
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| | | vector<float> log_prob = GetLogProbability(output);
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| | | int shift = (int)(Rewards.Size() - log_prob.Size());
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| | | if(shift < 0)
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| | | return false;
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| | | float policy_ratio = 0;
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| | | for(ulong i = 0; i < log_prob.Size(); i++)
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| | | policy_ratio += log_prob[i] - Rewards[shift + i] / LogProbMultiplier;
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| | | policy_ratio = MathExp(policy_ratio / log_prob.Size());
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| | | vector<float> bellman_residuals = (next_nu * discount + Rewards) * policy_ratio - nu;
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| | | vector<float> zeta_loss = MathPow(zeta, 2.0f) / 2.0f - zeta * (MathAbs(bellman_residuals) - fLambda) ;
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| | | vector<float> nu_loss = zeta * MathAbs(bellman_residuals) + MathPow(nu, 2.0f) / 2.0f;
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| | | vector<float> lambda_los = fLambda * (ones - zeta);
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| | | //--- update lambda
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| | | vector<float> grad_lambda = CAGrad((ones - zeta) * (lambda_los * (-1.0f)));
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| | | fLambda_m = fLambda_m * b1 + grad_lambda * (1 - b1);
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| | | fLambda_v = fLambda_v * b2 + MathPow(grad_lambda, 2) * (1.0f - b2);
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| | | fLambda += fLambda_m * lr / MathSqrt(fLambda_v + lr / 100.0f);
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| | | //---
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| | | CBufferFloat temp;
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| | | temp.BufferInit(MathMax(Actions.Total(), SecondInput.Total()), 0);
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| | | temp.BufferCreate(opencl);
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| | | //--- update nu
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| | | int last_layer = cNu.layers.Total() - 1;
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| | | CLayer *layer = cNu.layers.At(last_layer);
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| | | if(!layer)
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| | | return false;
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| | | CNeuronBaseOCL *neuron = layer.At(0);
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| | | if(!neuron)
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| | | return false;
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| | | CBufferFloat *buffer = neuron.getGradient();
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| | | if(!buffer)
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| | | return false;
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| | | vector<float> nu_grad = CAGrad(nu_loss * (zeta * bellman_residuals / MathAbs(bellman_residuals) - nu));
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| | | if(!buffer.AssignArray(nu_grad) || !buffer.BufferWrite())
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| | | return false;
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| | | if(!cNu.backPropGradient(output, GetPointer(temp)))
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| | | return false;
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| | | //--- update zeta
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| | | last_layer = cZeta.layers.Total() - 1;
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| | | layer = cZeta.layers.At(last_layer);
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| | | if(!layer)
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| | | return false;
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| | | neuron = layer.At(0);
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| | | if(!neuron)
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| | | return false;
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| | | buffer = neuron.getGradient();
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| | | if(!buffer)
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| | | return false;
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| | | vector<float> zeta_grad = CAGrad(zeta_loss * (zeta - MathAbs(bellman_residuals) + fLambda) * (-1.0f));
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| | | if(!buffer.AssignArray(zeta_grad) || !buffer.BufferWrite())
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| | | return false;
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| | | if(!cZeta.backPropGradient(output, GetPointer(temp)))
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| | | return false;
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| | | //--- feed forward critics
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| | | if(!cCritic1.feedForward(GetPointer(this), iLatentLayer, output) ||
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| | | !cCritic2.feedForward(GetPointer(this), iLatentLayer, output))
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| | | return false;
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| | | //--- target
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| | | vector<float> result;
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| | | if(fZeta.CompareByDigits(vector<float>::Zeros(fZeta.Size()),8) == 0)
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| | | fZeta = MathAbs(zeta);
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| | | else
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| | | fZeta = fZeta * 0.9f + MathAbs(zeta) * 0.1f;
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| | | zeta = MathPow(MathAbs(zeta), 1.0f / 3.0f) / (MathPow(fZeta, 1.0f / 3.0f) * 10.0f);
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| | | vector<float> target = vector<float>::Zeros(Rewards.Size());
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| | | if(!!NextState)
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| | | {
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| | | cTargetCritic1.getResults(target);
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| | | cTargetCritic2.getResults(result);
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| | | if(fQWeights.Dot(result) < fQWeights.Dot(target))
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| | | target = result;
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| | | }
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| | | target = (target * discount + Rewards);
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| | | ulong total = log_prob.Size();
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| | | for(ulong i = 0; i < total; i++)
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| | | target[shift + i] = log_prob[i] * LogProbMultiplier;
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| | | //--- update critic1
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| | | cCritic1.getResults(result);
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| | | vector<float> loss = zeta * MathPow(result - target, 2.0f);
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| | | if(fLoss1 == 0)
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| | | fLoss1 = MathSqrt(fQWeights.Dot(loss) / fQWeights.Sum());
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| | | else
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| | | fLoss1 = MathSqrt(0.999f * MathPow(fLoss1, 2.0f) + 0.001f * fQWeights.Dot(loss) / fQWeights.Sum());
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| | | vector<float> grad = CAGrad(loss * zeta * (target - result) * 2.0f);
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| | | last_layer = cCritic1.layers.Total() - 1;
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| | | layer = cCritic1.layers.At(last_layer);
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| | | if(!layer)
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| | | return false;
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| | | neuron = layer.At(0);
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| | | if(!neuron)
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| | | return false;
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| | | buffer = neuron.getGradient();
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| | | if(!buffer)
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| | | return false;
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| | | if(!buffer.AssignArray(grad) || !buffer.BufferWrite())
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| | | return false;
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| | | if(!cCritic1.backPropGradient(output, GetPointer(temp)) || !backPropGradient(SecondInput, GetPointer(temp), iLatentLayer))
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| | | return false;
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| | | //--- update critic2
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| | | cCritic2.getResults(result);
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| | | loss = zeta * MathPow(result - target, 2.0f);
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| | | if(fLoss2 == 0)
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| | | fLoss2 = MathSqrt(fQWeights.Dot(loss) / fQWeights.Sum());
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| | | else
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| | | fLoss2 = MathSqrt(0.999f * MathPow(fLoss2, 2.0f) + 0.001f * fQWeights.Dot(loss) / fQWeights.Sum());
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| | | grad = CAGrad(loss * zeta * (target - result) * 2.0f);
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| | | last_layer = cCritic2.layers.Total() - 1;
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| | | layer = cCritic2.layers.At(last_layer);
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| | | if(!layer)
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| | | return false;
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| | | neuron = layer.At(0);
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| | | if(!neuron)
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| | | return false;
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| | | buffer = neuron.getGradient();
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| | | if(!buffer)
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| | | return false;
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| | | if(!buffer.AssignArray(grad) || !buffer.BufferWrite())
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| | | return false;
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| | | if(!cCritic2.backPropGradient(output, GetPointer(temp)) || !backPropGradient(SecondInput, GetPointer(temp), iLatentLayer))
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| | | return false;
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| | | //--- update policy
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| | | vector<float> mean;
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| | | CNet *critic = NULL;
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| | | if(fLoss1 <= fLoss2)
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| | | {
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| | | cCritic1.getResults(result);
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| | | cCritic2.getResults(mean);
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| | | critic = GetPointer(cCritic1);
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| | | }
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| | | else
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| | | {
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| | | cCritic1.getResults(mean);
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| | | cCritic2.getResults(result);
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| | | critic = GetPointer(cCritic2);
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| | | }
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| | | vector<float> var = MathAbs(mean - result) / 2.0f;
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| | | mean += result;
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| | | mean /= 2.0f;
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| | | target = mean;
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| | | for(ulong i = 0; i < log_prob.Size(); i++)
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| | | target[shift + i] = discount * log_prob[i] * LogProbMultiplier;
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| | | target = CAGrad(zeta * (target - var * 2.5f) - result) + result;
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| | | CBufferFloat bTarget;
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| | | bTarget.AssignArray(target);
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| | | critic.TrainMode(false);
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| | | if(!critic.backProp(GetPointer(bTarget), GetPointer(this)) ||
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| | | !backPropGradient(SecondInput, GetPointer(temp)))
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| | | {
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| | | critic.TrainMode(true);
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| | | return false;
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| | | }
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| | | //--- update exploration policy
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| | | if(!cActorExploer.feedForward(State, 1, false, SecondInput))
|
| | | {
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| | | critic.TrainMode(true);
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| | | return false;
|
| | | }
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| | | output = ((CNeuronBaseOCL*)((CLayer*)cActorExploer.layers.At(layers.Total() - 1)).At(0)).getOutput();
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| | | output.AssignArray(Actions);
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| | | output.BufferWrite();
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| | | cActorExploer.GetLogProbs(log_prob);
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| | | target = mean;
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| | | for(ulong i = 0; i < log_prob.Size(); i++)
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| | | target[shift + i] = discount * log_prob[i] * LogProbMultiplier;
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| | | target = CAGrad(zeta * (target + var * 2.0f) - result) + result;
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| | | bTarget.AssignArray(target);
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| | | if(!critic.backProp(GetPointer(bTarget), GetPointer(cActorExploer)) ||
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| | | !cActorExploer.backPropGradient(SecondInput, GetPointer(temp)))
|
| | | {
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| | | critic.TrainMode(true);
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| | | return false;
|
| | | }
|
| | | critic.TrainMode(true);
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| | | //---
|
| | | if(!!NextState)
|
| | | {
|
| | | if(iUpdateDelayCount > 0)
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| | | {
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| | | iUpdateDelayCount--;
|
| | | return true;
|
| | | }
|
| | | iUpdateDelayCount = iUpdateDelay;
|
| | | }
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| | | if(!cTargetCritic1.WeightsUpdate(GetPointer(cCritic1), tau) ||
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| | | !cTargetCritic2.WeightsUpdate(GetPointer(cCritic2), tau) ||
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| | | !cTargetNu.WeightsUpdate(GetPointer(cNu), tau))
|
| | | {
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| | | PrintFormat("Error of update target models: %d", GetLastError());
|
| | | return false;
|
| | | }
|
| | | //---
|
| | | return true;
|
| | | }
|
| | | //+------------------------------------------------------------------+
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2026-08-13 23:48:47 +03:00 | | | //| |
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| | | //+------------------------------------------------------------------+
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| | | //| | Gets LogProbability. |
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2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
|
| | | vector<float> CNet_SAC_D_DICE::GetLogProbability(CBufferFloat *Actions)
|
| | | {
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| | | CBufferFloat temp;
|
| | | vector<float> result = vector<float>::Zeros(0);
|
| | | temp.AssignArray(Actions);
|
| | | if(!CalcLogProbs(GetPointer(temp)))
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| | | return result;
|
| | | temp.GetData(result);
|
| | | //---
|
| | | return result;
|
| | | }
|
| | | //+------------------------------------------------------------------+
|
2026-08-13 23:48:47 +03:00 | | | //| |
|
| | | //+------------------------------------------------------------------+
|
| | | //| | Saves . |
|
2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
|
| | | bool CNet_SAC_D_DICE::Save(string file_name, bool common = true)
|
| | | {
|
| | | if(file_name == NULL)
|
| | | return false;
|
| | | //---
|
| | | int handle = FileOpen(file_name + ".set", (common ? FILE_COMMON : 0) | FILE_BIN | FILE_WRITE);
|
| | | if(handle == INVALID_HANDLE)
|
| | | return false;
|
| | | ulong size = fLambda.Size();
|
| | | if(FileWriteInteger(handle, iLatentLayer) < sizeof(iLatentLayer) ||
|
| | | FileWriteLong(handle, (long)size) < sizeof(long))
|
| | | return false;
|
| | | for(ulong i = 0; i < size; i++)
|
| | | if(FileWriteFloat(handle, fLambda[i]) < sizeof(fLambda[i]) ||
|
| | | FileWriteFloat(handle, fLambda_m[i]) < sizeof(fLambda_m[i]) ||
|
| | | FileWriteFloat(handle, fLambda_v[i]) < sizeof(fLambda_v[i]) ||
|
| | | FileWriteFloat(handle, fQWeights[i]) < sizeof(fQWeights[i]))
|
| | | return false;
|
| | | FileFlush(handle);
|
| | | FileClose(handle);
|
| | | //---
|
| | | if(!CNet::Save(file_name + "Act.nnw", 0, 0, 0, TimeCurrent(), common))
|
| | | return false;
|
| | | //---
|
| | | if(!cActorExploer.Save(file_name + "ActExp.nnw", 0, 0, 0, TimeCurrent(), common))
|
| | | return false;
|
| | | //---
|
| | | if(!cTargetCritic1.Save(file_name + "Crt1.nnw", fLoss1, 0, 0, TimeCurrent(), common))
|
| | | return false;
|
| | | //---
|
| | | if(!cTargetCritic2.Save(file_name + "Crt2.nnw", fLoss2, 0, 0, TimeCurrent(), common))
|
| | | return false;
|
| | | //---
|
| | | if(!cZeta.Save(file_name + "Zeta.nnw", 0, 0, 0, TimeCurrent(), common))
|
| | | return false;
|
| | | //---
|
| | | if(!cTargetNu.Save(file_name + "Nu.nnw", 0, 0, 0, TimeCurrent(), common))
|
| | | return false;
|
| | | //---
|
| | | return true;
|
| | | }
|
| | | //+------------------------------------------------------------------+
|
2026-08-13 23:48:47 +03:00 | | | //| |
|
| | | //+------------------------------------------------------------------+
|
| | | //| | Loads . |
|
2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
|
| | | bool CNet_SAC_D_DICE::Load(string file_name, bool common = true)
|
| | | {
|
| | | if(file_name == NULL)
|
| | | return false;
|
| | | //---
|
| | | int handle = FileOpen(file_name + ".set", (common ? FILE_COMMON : 0) | FILE_BIN | FILE_READ);
|
| | | if(handle == INVALID_HANDLE)
|
| | | return false;
|
| | | if(FileIsEnding(handle))
|
| | | return false;
|
| | | iLatentLayer = FileReadInteger(handle);
|
| | | if(FileIsEnding(handle))
|
| | | return false;
|
| | | ulong size = (ulong)FileReadLong(handle);
|
| | | fLambda = vector<float>::Zeros(size);
|
| | | fLambda_m = fLambda;
|
| | | fLambda_v = fLambda;
|
| | | fQWeights = vector<float>::Ones(size);
|
| | | for(ulong i = 0; i < size; i++)
|
| | | {
|
| | | if(FileIsEnding(handle))
|
| | | return false;
|
| | | fLambda[i] = FileReadFloat(handle);
|
| | | if(FileIsEnding(handle))
|
| | | return false;
|
| | | fLambda_m[i] = FileReadFloat(handle);
|
| | | if(FileIsEnding(handle))
|
| | | return false;
|
| | | fLambda_v[i] = FileReadFloat(handle);
|
| | | if(FileIsEnding(handle))
|
| | | return false;
|
| | | fQWeights[i] = FileReadFloat(handle);
|
| | | }
|
| | | FileClose(handle);
|
| | | //---
|
| | | float temp;
|
| | | datetime dt;
|
| | | if(!CNet::Load(file_name + "Act.nnw", temp, temp, temp, dt, common))
|
| | | return false;
|
| | | //---
|
| | | if(!cActorExploer.Load(file_name + "ActExp.nnw", temp, temp, temp, dt, common))
|
| | | return false;
|
| | | //---
|
| | | if(!cCritic1.Load(file_name + "Crt1.nnw", fLoss1, temp, temp, dt, common) ||
|
| | | !cTargetCritic1.Load(file_name + "Crt1.nnw", temp, temp, temp, dt, common))
|
| | | return false;
|
| | | //---
|
| | | if(!cCritic2.Load(file_name + "Crt2.nnw", fLoss2, temp, temp, dt, common) ||
|
| | | !cTargetCritic2.Load(file_name + "Crt2.nnw", temp, temp, temp, dt, common))
|
| | | return false;
|
| | | //---
|
| | | if(!cZeta.Load(file_name + "Zeta.nnw", temp, temp, temp, dt, common))
|
| | | return false;
|
| | | //---
|
| | | if(!cNu.Load(file_name + "Nu.nnw", temp, temp, temp, dt, common) ||
|
| | | !cTargetNu.Load(file_name + "Nu.nnw", temp, temp, temp, dt, common))
|
| | | return false;
|
| | | //---
|
| | | cActorExploer.SetOpenCL(opencl);
|
| | | cCritic1.SetOpenCL(opencl);
|
| | | cCritic2.SetOpenCL(opencl);
|
| | | cZeta.SetOpenCL(opencl);
|
| | | cNu.SetOpenCL(opencl);
|
| | | cTargetCritic1.SetOpenCL(opencl);
|
| | | cTargetCritic2.SetOpenCL(opencl);
|
| | | cTargetNu.SetOpenCL(opencl);
|
| | | //---
|
| | | return true;
|
| | | }
|
| | | //+------------------------------------------------------------------+
|
2026-08-13 23:48:47 +03:00 | | | //| |
|
| | | //+------------------------------------------------------------------+
|
| | | //| | Creates and manages object lifecycle for CAGrad. |
|
2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
|
| | | vector<float> CNet_SAC_D_DICE::CAGrad(vector<float> &grad)
|
| | | {
|
| | | matrix<float> GG = grad.Outer(grad);
|
| | | GG.ReplaceNan(0);
|
| | | if(MathAbs(GG).Sum() == 0)
|
| | | return grad;
|
| | | float scale = MathSqrt(GG.Diag() + 1.0e-4f).Mean();
|
| | | GG = GG / MathPow(scale,2);
|
| | | vector<float> Gg = GG.Mean(1);
|
| | | float gg = Gg.Mean();
|
| | | vector<float> w = vector<float>::Zeros(grad.Size());
|
| | | float c = MathSqrt(gg + 1.0e-4f) * fCAGrad_C;
|
| | | vector<float> w_best = w;
|
| | | float obj_best = FLT_MAX;
|
| | | vector<float> moment = vector<float>::Zeros(w.Size());
|
| | | for(int i = 0; i < iCAGrad_Iters; i++)
|
| | | {
|
| | | vector<float> ww;
|
| | | w.Activation(ww,AF_SOFTMAX);
|
| | | float obj = ww.Dot(Gg) + c * MathSqrt(ww.MatMul(GG).Dot(ww) + 1.0e-4f);
|
| | | if(MathAbs(obj) < obj_best)
|
| | | {
|
| | | obj_best = MathAbs(obj);
|
| | | w_best = w;
|
| | | }
|
| | | if(i < (iCAGrad_Iters - 1))
|
| | | {
|
| | | float loss = -obj;
|
| | | vector<float> derev = Gg + GG.MatMul(ww) * c / (MathSqrt(ww.MatMul(GG).Dot(ww) + 1.0e-4f) * 2) + ww.MatMul(GG) * c / (MathSqrt(ww.MatMul(GG).Dot(ww) + 1.0e-4f) * 2);
|
| | | vector<float> delta = derev * loss;
|
| | | ulong size = delta.Size();
|
| | | matrix<float> ident = matrix<float>::Identity(size, size);
|
| | | vector<float> ones = vector<float>::Ones(size);
|
| | | matrix<float> sm_der = ones.Outer(ww);
|
| | | sm_der = sm_der.Transpose() * (ident - sm_der);
|
| | | delta = sm_der.MatMul(delta);
|
| | | if(delta.Ptp() != 0)
|
| | | delta = delta / delta.Ptp();
|
| | | moment = delta * 0.8f + moment * 0.5f;
|
| | | w += moment;
|
| | | if(w.Ptp() != 0)
|
| | | w = w / w.Ptp();
|
| | | }
|
| | | }
|
| | | w_best.Activation(w,AF_SOFTMAX);
|
| | | float gw_norm = MathSqrt(w.MatMul(GG).Dot(w) + 1.0e-4f);
|
| | | float lmbda = c / (gw_norm + 1.0e-4f);
|
| | | vector<float> result = ((w * lmbda + 1.0f / (float)grad.Size()) * grad) / (1 + MathPow(fCAGrad_C,2));
|
| | | //---
|
| | | return result;
|
| | | }
|
| | | //+------------------------------------------------------------------+
|
2026-08-13 23:48:47 +03:00 | | | //| |
|
| | | //+------------------------------------------------------------------+
|
| | | //| | Implements TargetsUpdate. |
|
2026-06-05 22:00:59 +03:00 | | | //+------------------------------------------------------------------+
|
| | | bool CNet_SAC_D_DICE::TargetsUpdate(float tau)
|
| | | {
|
| | | if(!cTargetCritic1.WeightsUpdate(GetPointer(cCritic1), tau) ||
|
| | | !cTargetCritic2.WeightsUpdate(GetPointer(cCritic2), tau) ||
|
| | | !cTargetNu.WeightsUpdate(GetPointer(cNu), tau))
|
| | | {
|
| | | PrintFormat("Error of update target models: %d", GetLastError());
|
| | | return false;
|
| | | }
|
| | | //---
|
| | | return true;
|
| | | }
|
| | | //+------------------------------------------------------------------+
|
2026-08-13 23:48:47 +03:00 | | |
|