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https://github.com/Damcy/prioritized-experience-replay

implement of prioritized experience replay
https://github.com/Damcy/prioritized-experience-replay

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implement of prioritized experience replay

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# Prioritized Experience Replay

### Usage
1. in rank_base.py Experience.stroe give a simple description of store replay memory, or you can also refer rank_base_test.py
2. It's more convenient to store replay as format (state_1, action_1, reward, state_2, terminal). If we use this method, all replay memory in Experience are legal and can be sampled as we like.
3. run it with python3/python2.7

### Rank-based
use binary heap tree as priority queue, and build an Experience class to store and retrieve the sample

Interface:
* All interfaces are in rank_based.py
* init conf, please read Experience.__init__ for more detail, all parameters can be set by input conf
* replay sample store: Experience.store
params: [in] experience, sample to store
returns: bools, True for success, False for failed
* replay sample sample: Experience.sample
params: [in] global_step, used for cal beta
returns:
experience, list of samples
w, list of weight
rank_e_id, list of experience's id, used for update priority value
* update priority value: Experience.update
params:
[in] indices, rank_e_ids
[in] delta, new TD-error

### Proportional
you can find the implementation here: [proportional](https://github.com/takoika/PrioritizedExperienceReplay)

### Reference
1. "Prioritized Experience Replay" http://arxiv.org/abs/1511.05952
2. [Atari](https://github.com/Kaixhin/Atari) by @Kaixhin, Atari uses torch to implement rank-based algorithm.

### Application
1. TEST1 PASSED: These code has been applied to my own NLP DQN experiment, it significantly improves performance. See [here](https://github.com/Damcy/cascadeLSTMDRL) for more detail.