f8b21af4be
10_Wiki/Topics 대규모 정리: - 오류 캡처/미완성 stub 문서 227개 제거 - 교차폴더 중복 43클러스터 병합 (63파일 → redirect) - 링크명 정규화: 깨진 링크 수정·redirect 직결·개념 매핑 ~2,400건 - 카테고리 MOC 6개 신규 생성 - Graph 섹션 미해결 related-keyword 링크 10,058건 제거 Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
260 lines
8.1 KiB
Markdown
260 lines
8.1 KiB
Markdown
---
|
|
id: wiki-2026-0508-experience-replay
|
|
title: Experience Replay
|
|
category: 10_Wiki/Topics
|
|
status: verified
|
|
canonical_id: self
|
|
aliases: [experience replay, replay buffer, prioritized replay, hindsight, HER]
|
|
duplicate_of: none
|
|
source_trust_level: A
|
|
confidence_score: 0.97
|
|
verification_status: applied
|
|
tags: [reinforcement-learning, dqn, replay-buffer, prioritized, her, off-policy]
|
|
raw_sources: []
|
|
last_reinforced: 2026-05-10
|
|
github_commit: pending
|
|
tech_stack:
|
|
language: Python
|
|
framework: PyTorch / Stable-Baselines3 / Tianshou
|
|
---
|
|
|
|
# Experience Replay
|
|
|
|
## 매 한 줄
|
|
> **"매 RL transition 의 buffer 의 store + sample → 매 i.i.d.-like train"**. Lin 1992, Mnih DQN 2013. 매 off-policy 의 backbone. 매 modern: 매 Prioritized (PER), Hindsight (HER), distributed (Ape-X), n-step.
|
|
|
|
## 매 핵심
|
|
|
|
### 매 motivation
|
|
- **Sequential correlation**: 매 trajectory 의 i.i.d. X.
|
|
- **Sample efficiency**: 매 reuse.
|
|
- **Stability**: 매 catastrophic forgetting 의 reduce.
|
|
|
|
### 매 variant
|
|
- **Uniform**: 매 random sample.
|
|
- **Prioritized (PER)**: 매 TD error.
|
|
- **HER**: 매 sparse reward 의 goal relabel.
|
|
- **n-step**: 매 multi-step return.
|
|
- **Reservoir** (Pham): 매 lifelong.
|
|
- **Distributed** (Ape-X, R2D2): 매 actor 의 parallel.
|
|
|
|
### 매 응용
|
|
- **DQN / DDQN**: 매 standard.
|
|
- **DDPG / TD3 / SAC**: 매 continuous.
|
|
- **HER**: 매 robotics goal.
|
|
- **Recurrent**: 매 sequence.
|
|
|
|
## 💻 패턴
|
|
|
|
### Uniform replay buffer
|
|
```python
|
|
import numpy as np
|
|
from collections import deque
|
|
|
|
class ReplayBuffer:
|
|
def __init__(self, capacity=100_000):
|
|
self.buf = deque(maxlen=capacity)
|
|
|
|
def push(self, s, a, r, s_next, done):
|
|
self.buf.append((s, a, r, s_next, done))
|
|
|
|
def sample(self, batch_size):
|
|
idx = np.random.choice(len(self.buf), batch_size, replace=False)
|
|
batch = [self.buf[i] for i in idx]
|
|
return [np.array(x) for x in zip(*batch)]
|
|
|
|
def __len__(self): return len(self.buf)
|
|
```
|
|
|
|
### Prioritized Experience Replay (PER, Schaul 2016)
|
|
```python
|
|
class PER:
|
|
def __init__(self, capacity, alpha=0.6, beta=0.4):
|
|
self.tree = SumTree(capacity)
|
|
self.alpha = alpha
|
|
self.beta = beta
|
|
self.eps = 1e-6
|
|
self.max_p = 1.0
|
|
|
|
def push(self, transition):
|
|
self.tree.add(self.max_p, transition)
|
|
|
|
def sample(self, batch_size):
|
|
batch, idxs, priorities = [], [], []
|
|
seg = self.tree.total() / batch_size
|
|
for i in range(batch_size):
|
|
s = np.random.uniform(seg * i, seg * (i + 1))
|
|
idx, p, data = self.tree.get(s)
|
|
batch.append(data); idxs.append(idx); priorities.append(p)
|
|
|
|
sampling_p = np.array(priorities) / self.tree.total()
|
|
weights = (len(self.tree) * sampling_p) ** -self.beta
|
|
weights /= weights.max()
|
|
return batch, idxs, weights
|
|
|
|
def update_priorities(self, idxs, td_errors):
|
|
for idx, err in zip(idxs, td_errors):
|
|
p = (abs(err) + self.eps) ** self.alpha
|
|
self.tree.update(idx, p)
|
|
self.max_p = max(self.max_p, p)
|
|
```
|
|
|
|
### SumTree (PER 의 efficient sample)
|
|
```python
|
|
class SumTree:
|
|
def __init__(self, cap):
|
|
self.cap = cap
|
|
self.tree = np.zeros(2 * cap - 1)
|
|
self.data = np.zeros(cap, dtype=object)
|
|
self.ptr = 0
|
|
|
|
def add(self, p, data):
|
|
idx = self.ptr + self.cap - 1
|
|
self.data[self.ptr] = data
|
|
self.update(idx, p)
|
|
self.ptr = (self.ptr + 1) % self.cap
|
|
|
|
def update(self, idx, p):
|
|
change = p - self.tree[idx]
|
|
self.tree[idx] = p
|
|
while idx != 0:
|
|
idx = (idx - 1) // 2
|
|
self.tree[idx] += change
|
|
|
|
def get(self, s):
|
|
idx = 0
|
|
while idx < self.cap - 1:
|
|
l, r = 2 * idx + 1, 2 * idx + 2
|
|
if s <= self.tree[l]: idx = l
|
|
else: s -= self.tree[l]; idx = r
|
|
data_idx = idx - self.cap + 1
|
|
return idx, self.tree[idx], self.data[data_idx]
|
|
|
|
def total(self): return self.tree[0]
|
|
```
|
|
|
|
### Hindsight Experience Replay (HER)
|
|
```python
|
|
def her_relabel(trajectory, k=4, strategy='future'):
|
|
"""매 sparse-reward goal-conditioned RL."""
|
|
augmented = []
|
|
for t, (s, a, r, s_next, done) in enumerate(trajectory):
|
|
augmented.append((s, a, r, s_next, done))
|
|
# 매 future strategy: 매 future state 의 새 goal
|
|
for _ in range(k):
|
|
future_t = np.random.randint(t, len(trajectory))
|
|
new_goal = trajectory[future_t][3] # 매 future s_next
|
|
new_r = compute_reward(s_next, new_goal)
|
|
new_s = augment_with_goal(s, new_goal)
|
|
new_s_next = augment_with_goal(s_next, new_goal)
|
|
augmented.append((new_s, a, new_r, new_s_next, done))
|
|
return augmented
|
|
```
|
|
|
|
### N-step return
|
|
```python
|
|
def n_step_buffer(buffer, n=3, gamma=0.99):
|
|
samples = buffer.sample(batch_size)
|
|
s, a, r, s_next, done = samples
|
|
n_step_r = np.zeros_like(r)
|
|
for i in range(len(s)):
|
|
cum = 0
|
|
for k in range(n):
|
|
cum += gamma**k * r[i + k] if i + k < len(r) else 0
|
|
if i + k < len(done) and done[i + k]: break
|
|
n_step_r[i] = cum
|
|
return s, a, n_step_r, s_next, done
|
|
```
|
|
|
|
### Distributed (Ape-X)
|
|
```python
|
|
# 매 multiple actors → central learner
|
|
class DistributedReplay:
|
|
def __init__(self, capacity, n_actors):
|
|
self.local_buffers = [ReplayBuffer(capacity // n_actors) for _ in range(n_actors)]
|
|
self.priorities = [] # 매 from learner
|
|
|
|
def actor_push(self, actor_id, transition, td_estimate):
|
|
self.local_buffers[actor_id].push(transition)
|
|
|
|
def learner_sample(self, batch_size):
|
|
# 매 weighted sample across local buffers
|
|
return self._distributed_sample(batch_size)
|
|
```
|
|
|
|
### Recurrent replay (R2D2)
|
|
```python
|
|
class RecurrentReplay:
|
|
"""매 store sequences for LSTM."""
|
|
def push_sequence(self, sequence_of_transitions):
|
|
self.buf.append(sequence_of_transitions)
|
|
|
|
def sample(self, batch_size, seq_len=80, burn_in=40):
|
|
seqs = []
|
|
for _ in range(batch_size):
|
|
traj = self.buf[np.random.randint(len(self.buf))]
|
|
start = np.random.randint(0, len(traj) - seq_len + 1)
|
|
seqs.append(traj[start:start + seq_len])
|
|
return seqs
|
|
```
|
|
|
|
### DQN training (with replay)
|
|
```python
|
|
def dqn_step(q_net, target_net, batch, optim, gamma=0.99):
|
|
s, a, r, s_next, done = batch
|
|
q = q_net(s).gather(1, a.unsqueeze(1)).squeeze()
|
|
with torch.no_grad():
|
|
q_next = target_net(s_next).max(1).values
|
|
target = r + gamma * q_next * (1 - done)
|
|
loss = F.smooth_l1_loss(q, target)
|
|
optim.zero_grad(); loss.backward(); optim.step()
|
|
return (target - q).abs().detach() # 매 TD error for PER
|
|
```
|
|
|
|
### Beta annealing (PER)
|
|
```python
|
|
def anneal_beta(step, total_steps, start=0.4, end=1.0):
|
|
return start + (end - start) * (step / total_steps)
|
|
```
|
|
|
|
## 매 결정 기준
|
|
| 상황 | Approach |
|
|
|---|---|
|
|
| Standard DQN | Uniform |
|
|
| Sample-efficient | PER |
|
|
| Sparse reward + goal | HER |
|
|
| Long-horizon | n-step |
|
|
| LSTM policy | Recurrent (R2D2) |
|
|
| Massive scale | Distributed (Ape-X) |
|
|
| Lifelong | Reservoir |
|
|
|
|
**기본값**: 매 PER + n-step (n=3) + double DQN. 매 sparse + goal: HER. 매 production: distributed.
|
|
|
|
## 🔗 Graph
|
|
- 부모: [[Reinforcement-Learning]]
|
|
- 변형: [[Experience-Replay|Prioritized-Experience-Replay]]
|
|
- 응용: [[데이터_사이언스_및_ML_엔지니어링|DQN]]
|
|
- Adjacent: [[Eligibility-Traces]] · [[Catastrophic-Forgetting]]
|
|
|
|
## 🤖 LLM 활용
|
|
**언제**: 매 off-policy RL. 매 sparse reward. 매 distributed.
|
|
**언제 X**: 매 on-policy (PPO, A2C).
|
|
|
|
## ❌ 안티패턴
|
|
- **No buffer**: 매 correlation collapse.
|
|
- **PER without weight correction**: 매 biased.
|
|
- **Tiny buffer**: 매 forget.
|
|
- **HER without symmetric reward**: 매 fail.
|
|
- **Sample on-policy**: 매 method 의 mismatch.
|
|
|
|
## 🧪 검증 / 중복
|
|
- Verified (Mnih DQN 2013, Schaul PER 2016, Andrychowicz HER 2017, Horgan Ape-X 2018).
|
|
- 신뢰도 A.
|
|
|
|
## 🕓 Changelog
|
|
| 날짜 | 변경 |
|
|
|---|---|
|
|
| 2026-04-26 | RL-REPLAY auto |
|
|
| 2026-05-08 | Phase 1 |
|
|
| 2026-05-10 | Manual cleanup — uniform / PER / HER / n-step / distributed code |
|