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Machine Learning Assignment 6
Comp540
This homework is due April 20 at 8 pm on Canvas. The code base hw6.zip for the assignment is
an attachment to Assignment 6 on Canvas. Place your answers to Problems 1, 2, 3 (typeset) in a
file called writeup.pdf. Please follow the new submission instructions. Set up a group for yourself
following items as separate attachments before the due date and time:
• Your writeup pdf, named writeup.pdf.
• For Problems 4, 5, 6 include your jupyter notebooks, saved in HTML format. Since there are
multiple notebooks, please submit each one separately.
• For Problem 7, submit a zip file with all of the code, but make changes only in the specified
files at the specified places. In writeup.pdf attach screen shots of the output of the autograder
on all 8 parts of that problem.
• The zip file containing all your code for Problems 4, 5 and 6. Be sure that the datasets you
use are NOT part of the zip, as this will increase the size considerably.
1 Hidden Markov Models (10 points)
We are tracking the evolution of a patient’s health {healthy, unhealthy} over time periods 0, 1, . . .
by taking measurements of P (a medical test) with values {low, medium, high}. Measurements are
taken at every time step 0, 1, . . . and will be used to infer the patient’s health. The value of the
observed test at time t is a stochastic function of the patient’s health at t. When the patient is
healthy, the probability of observing a low test reading is 0.5, a medium test reading is 0.3, and
a high test reading is 0.2. When the patient is unhealthy, the probability of observing a low test
reading is 0.3, a medium test reading is 0.3 and a high test reading is 0.4. At time 0, the patient’s
condition is unknown – we will assume that it is equally likely that he is healthy or unhealthy.
There is a probability of 0.2 that there is a health state change between time steps t and t + 1,
between values healthy and unhealthy.
• (3 points) Formulate this problem as a Hidden Markov model identifying the set of observables
O, the set of hidden states S and the parameters λ = [π, a, b], the initial state distribution,
the transition matrix and the emission matrix. Draw the corresponding graphical model.
• (3 points) Calculate the probability that the patient is healthy at t = 2 given that the test
readings at t = 1 and t = 2 are both low.
• (4 points) What is the most likely state sequence for t = 0, 1, 2 given the evidence from the
previous subpart?
2 EM for mixtures of Bernoullis (10 points)
1
2 • (5 points) Show that the M step for ML estimation of a mixture of Bernoullis is given by
µkj =
Pm
i=1 r
(i)
k
x
(i)
j
Pm
i=1 r
(i)
k
• (5 points) Show that the M step for the MAP estimation of a mixture of Bernoullis with a
Beta(α, β) prior is given by
µkj =
(
Pm
i=1 r
(i)
k
x
(i)
j
) + α + 1
(
Pm
i=1 r
(i)
k
) + α + β − 2
3 Principal Components Analysis (10 points)
In class, we showed that PCA finds the variance maximizing directions onto which to project the
data. In this problem, we find another interpretation of PCA. Suppose we are given a set of points
{x
(1), . . . , x(m)}. Let us assume that we have preprocessed the data to have zero-mean and unit
variance in each dimension. For a given unit-length vector u, let fu(x) be the projection of point
x into the direction given by u. Let V = {αu : α ∈ <}. Then,
fu(v) = argminv∈V ||x − v||2
Show that the unit length vector u that minimizes the mean squared error between projected points
and original points corresponds to the first principal component for the data, i.e., show that
argminu:uuT =1Xm
i=1
||x
(i) − fu(x
(i)
)||2
gives the first principal component of the data. Hint: First show that fu(x) = u
T xu.
4 K-means clustering (10 points)
In this problem, you will implement the k-means algorithm and use it for image compression. You
will first start on an example 2D dataset that will help you gain intuition about how the k-means
algorithm works. After that, you will use the k-means algorithm for image compression by reducing
the number of colors that occur in an image to only those that are most common in that image.
You will be using kmeans.ipynb for this part. The relevant files for this part are in the folder
kmeans.
kmeans.ipynb No Yes Python notebook that will run your functions for k-means clustering
utils kmeans.py Yes Yes Functions for implementing k-means
kmeansdata2.mat No No Simple 2D Example dataset for k-means
bird small.png No No Example image for compression by kmeans
hw6.pdf No Yes this document
3 Implementing k-means
The k-means algorithm is a method to automatically cluster similar examples together. That is,
given a training set {x
(1), . . . , x(m)} (where x
(i) ∈ <d
), k-means groups the data into a few cohesive
clusters. The intuition behind k-means is an iterative procedure that starts by guessing the initial
clsuter centroids, and then refines this guess by repeatedly assigning examples to their closest
centroids and then recomputing the centroids based on the assignments. The k-means algorithm is
as follows:
# Initialize centroids
centroids = kmeans_init_centroids(X, K)
for iter in range(iterations):
# Cluster assignment step: Assign each data point to the
# closest centroid. idx[i] is the index
# of the centroid assigned to example i
idx = find_closest_centroids(X, centroids)
# Move centroid step: Compute means based on centroid
# assignments
centroids = compute_centroids(X, idx, K);
The inner-loop of the algorithm repeatedly carries out two steps: (i) Assigning each training example x
(i)
to its closest centroid, and (ii) Recomputing each centroid using the points assigned to it.
The k-means algorithm will always converge to some final set of centroids. Note that the converged
solution may not always be ideal and will depend on the initial setting of the centroids. Therefore,
in practice the k-means algorithm is usually run a few times with different random initializations.
One way to choose between these different solutions from different random initializations is to
choose the one with the lowest cost function (distortion). You will implement the two phases of
the k-means algorithm separately in the next sections.
Problem 3.1: Finding closest centroids (4 points)
In the cluster assignment phase of the k-means algorithm, the algorithm assigns every training
example x
(i)
to its closest centroid, given the current positions of centroids. Specifically, for every
example i we set
c
(i) = j that minimizes ||x
(i) − µj ||2
where c
(i)
is the index of the centroid that is closest to x
(i)
, and µj is the position (value) of the
j
th centroid. Note that c
(i)
corresponds to idx[i] in our code.
Your task is to complete the function find closest centroids in utils kmeans.py. This function
takes the data matrix X and the locations of all centroids inside centroids and outputs a onedimensional array idx that holds the index (a value in {0, …,K-1}, where K is total number of
centroids) of the closest centroid to every training example. You can implement this using a loop
over every training example and every centroid.
When you run the appropriate cell of the notebook kmeans.ipynb you should see the output [0 2
1] corresponding to the centroid assignments for the first 3 examples in our data set.
Problem 3.2: Computing centroid means (3 points) 4
Given assignments of every point to a centroid, the second phase of the algorithm recomputes, for
each centroid, the mean of the points that were assigned to it. Specifically, for every centroid j we
set
µj =
1
|Cj |
X
i∈Cj
x
(i)
where Cj is the set of examples that are assigned to centroid j.
You should now complete the function compute centroids in utils kmeans.py. You can implement this function using a loop over the centroids. You can also use a loop over the examples; but
if you can use a vectorized implementation that does not use such a loop, your code should run
faster. Once you have completed the function, the appropriate cell in means.ipynb will run your
function and output the centroids after the first step of k-means.
k-means on example dataset
After you have completed the two functions (find closest centroids and compute centroids),
the next step in means.ipynb will run the k-means algorithm on a toy 2D dataset to help you
understand how k-means works. Your functions are called from inside the run kmeans function in
utils kmeans.py. We encourage you to take a look at the function to understand how it works.
Notice that the function calls the two functions you implemented in a loop. When you run the
next step, the k-means code will produce a visualization that steps you through the progress of the
algorithm at each iteration. At the end, your figure should look as the one displayed in Figure 1.
Problem 3.3: Random initialization (3 points)
The initial assignments of centroids for the example dataset were designed so that you will see
the same figure as in Figure 1. In practice, a good strategy for initializing the centroids is to
select random examples from the training set. In this part of the exercise, you should complete the
function kmeans init centroids in utils kmeans.py. First, randomly permute the indices of the
examples. Then, select the first K examples based on the random permutation of the indices. This
allows the examples to be selected at random without the risk of selecting the same example twice.
Image compression with k-means
In this exercise, you will apply k-means to image compression. In a straightforward 24-bit color
representation of an image, each pixel is represented as three 8-bit unsigned integers (ranging from
0 to 255) that specify the red, green and blue intensity values. This encoding is often refered to as
the RGB encoding. Our image contains thousands of colors, and in this part of the exercise, you
will reduce the number of colors to 16 colors.
By making this reduction, it is possible to represent (compress) the photo in an efficient way.
Specifically, you only need to store the RGB values of the 16 selected colors, and for each pixel in
the image you now need to only store the index of the color at that location (where only 4 bits
5
Figure 1: Expected output of k-means
are necessary to represent 16 possibilities). In this exercise, you will use the k-means algorithm to
select the 16 colors that will be used to represent the compressed image. In particular, you will
treat every pixel in the original image as a data example and use the K-means algorithm to find
the 16 colors that best group (cluster) the pixels in the 3- dimensional RGB space. Once you have
computed the cluster centroids on the image, you will then use the 16 colors to replace the pixels
in the original image.
k-means on pixels
A cell in kmeans.ipynb first loads the image, and then reshapes it to create an m×3 matrix of pixel
colors (where m = 16384 = 128×128), and calls your k-means function on it. After finding the top
K = 16 colors to represent the image, you can now assign each pixel position to its closest centroid
using the find closest centroids function. This allows you to represent the original image using
the centroid assignments of each pixel. Notice that you have significantly reduced the number of
bits that are required to describe the image. The original image required 24 bits for each one of
the 128 × 128 pixel locations, resulting in total size of 128 × 128 × 24 = 393, 216 bits. The new
representation requires some overhead storage in form of a dictionary of 16 colors, each of which
require 24 bits, but the image itself then only requires 4 bits per pixel location. The final number
of bits used is therefore 16 × 24 + 128 × 128 × 4 = 65, 920 bits, which corresponds to compressing
the original image by about a factor of 6.
6
Figure 2: Original and reconstructed image (when using k-means to compress the image).
Finally, you can view the effects of the compression by reconstructing the image based only on
the centroid assignments. Specifically, you can replace each pixel location with the mean of the
centroid assigned to it. Figure 2 shows the reconstruction we obtained. Even though the resulting
image retains most of the characteristics of the original, we also see some compression artifacts.
5 Principal Components Analysis (10 points)
In this exercise, you will use principal component analysis (PCA) to perform dimensionality reduction. You will first experiment with an example 2D dataset to get intuition on how PCA works,
and then use it on a bigger dataset of 5000 faces. The notebook pca.ipynb, will help you step
through the exercise.
pca.ipynb Yes Yes Python notebook for running your functions for principal component analysis
utils pca.py Yes Yes functions for implementing PCA
pcadata1.mat No No Simple 2D Example dataset for PCA
pcafaces.mat No No faces dataset for PCA
hw6.pdf No Yes this document
7
1 2 3 4 5 6
2
3
4
5
6
7
8
Figure 3: Example Dataset 1
Example Dataset
direction of large variation and one of smaller variation. The notebook pca.ipynb will plot the
training data (Figure 3). In this part of the exercise, you will visualize what happens when you
use PCA to reduce the data from 2D to 1D. In practice, you might want to reduce data from 256
to 50 dimensions, say; but using lower dimensional data in this example allows us to visualize the
algorithms better.
Problem 4.1: Implementing PCA (4 points)
In this part of the exercise, you will implement PCA. PCA consists of two computational steps:
First, you compute the covariance matrix of the data. Then, you use numpy’s SVD function to
compute the eigenvectors U1, U2, . . . , Un. These will correspond to the principal components of
variation in the data.
Before using PCA, it is important to first normalize the data by subtracting the mean value of
each feature from the dataset, and scaling each dimension so that they are in the same range.
The notebook pca.ipynb, does this normalization for you using the feature normalize function.
After normalizing the data, you can run PCA to compute the principal components. You task is to
complete the function pca in utils pca.py to compute the principal components of the dataset.
8
1 2 3 4 5 6
2
3
4
5
6
7
8
Figure 4: Computed eigenvectors of the dataset
First, you should compute the covariance matrix of the data, which is given by:
Σ = 1
m
XT X
where X is the data matrix with examples in rows, and m is the number of examples. Note that
Σ is a d × d matrix and not the summation operator.
After computing the covariance matrix, you can run SVD on it to compute the principal components. In numpy, you can run SVD with the following command:
U, S, V = np.linalg.svd(Sigma,full_matrices = False)
where U will contain the principal components and S will contain a diagonal matrix.
Once you have completed the function pcs, the pca.ipynb notebook will run PCA on the example
dataset and plot the corresponding principal components found (Figure 4). The script will also
output the top principal component (eigenvector) found, and you should expect to see an output
of about [-0.707 -0.707]. (It is possible that numpy may instead output the negative of this, since
U1 and −U1 are equally valid choices for the first principal component.)
Dimensionality reduction with PCA 9
After computing the principal components, you can use them to reduce the feature dimension of
your dataset by projecting each example onto a lower dimensional space, x
(i) → z
(i)
(e.g., projecting
the data from 2D to 1D). In this part of the exercise, you will use the eigenvectors returned by
PCA and project the example dataset into a 1-dimensional space. In practice, if you were using
a learning algorithm such as linear regression or perhaps neural networks, you could now use the
projected data instead of the original data. By using the projected data, you can train your model
faster as there are fewer dimensions in the input.
Problem 4.2: Projecting the data onto the principal components (3 points)
You should now complete the function project data in utils pca.py. Specifically, you are given
a dataset X, the principal components U, and the desired number of dimensions to reduce to K. You
should project each example in X onto the top K components in U. Note that the top K components
in U are given by the first K columns of U. Once you have completed project data, the pica.ipynb
notebook will project the first example onto the first dimension and you should see a value of about
1.481 (or possibly -1.481, if you got −U1 instead of U1).
Problem 4.3: Reconstructing an approximation of the data (3 points)
After projecting the data onto the lower dimensional space, you can approximately recover the
data by projecting them back onto the original high dimensional space. Your task is to complete
the function recover data in utils pca.py to project each example in Z back onto the original
space and return the recovered approximation in X rec. Once you have completed the function
recover data, pca.ipynb will recover an approximation of the first example and you should see a
Visualizing the projections
After completing both project data and recover data, pca.ipynb will now perform both the
projection and approximate reconstruction to show how the projection affects the data. In Figure
5, the original data points are indicated with the blue circles, while the projected data points
are indicated with the red circles. The projection effectively only retains the information in the
direction given by U1.
Face image dataset
In this part of the exercise, you will run PCA on face images to see how it can be used in practice for
dimension reduction. The dataset pcafaces.mat contains a dataset X of face images, each 32 × 32
in grayscale. Each row of X corresponds to one face image (a row vector of length 1024). The next
cell in pcaipynb will load and visualize the first 100 of these face images (Figure 6).
10
−4 −3 −2 −1 0 1 2 3
−4
−3
−2
−1
0
1
2
3
Figure 5: The normalized and projected data after PCA
PCA on faces
To run PCA on the face dataset, we first normalize the dataset by subtracting the mean of each
feature from the data matrix X. The notebook pca.ipynb will do this for you and then run your
PCA function. After running PCA, you will obtain the principal components of the dataset. Notice
that each principal component in U (each row) is a vector of length d (where for the face dataset,
d = 1024). It turns out that we can visualize these principal components by reshaping each of
them into a 32 × 32 matrix that corresponds to the pixels in the original dataset. The notebook
pca.ipynb displays the first 25 principal components that describe the largest variations (Figure
7). If you want, you can also change the code to display more principal components to see how
they capture more and more details.
Dimensionality reduction
Now that you have computed the principal components for the face dataset, you can use it to reduce
the dimension of the face dataset. This allows you to use your learning algorithm with a smaller
input size (e.g., 100 dimensions) instead of the original 1024 dimensions. This can help speed up
The next part in pca.ipynb will project the face dataset onto only the first 100 principal components. Concretely, each face image is now described by a vector z
(i) ∈ <100. To understand
11
Figure 6: Faces dataset
what is lost in the dimension reduction, you can recover the data using only the projected dataset.
In pica.ipynb, an approximate recovery of the data is performed and the original and projected
face images are displayed side by side (Figure 8). From the reconstruction, you can observe that
the general structure and appearance of the face are kept while the fine details are lost. This is
a remarkable reduction (more than 10×) in the dataset size that can help speed up your learning algorithm significantly. For example, if you were training a neural network to perform person
recognition (given a face image, predict the identitfy of the person), you can use the dimension
reduced input of only a 100 dimensions instead of the original pixels.
6 Anomaly detection (10 points)
In this problem, you will implement an anomaly detection algorithm to detect anomalous behavior
in server computers. The features measure the throughput (mb/s) and latency (ms) of response of
each server. We have a dataset D = {x
(1), . . . , x(m)} of unlabeled examples where m = 307 and
each example x
(i) ∈ <2
. You suspect that the vast majority of these examples are normal (nonanomalous) examples of the servers operating normally, but there might also be some examples of
servers acting anomalously within this dataset. The files for this exercise are:
12
Figure 7: Principal components on the face dataset
anomaly detection.ipynb No Yes Python notebookt that will run anomaly
detection functions
utils anomaly.py Yes Yes functions to implement anomaly detection
anomalydata1.mat No No First example dataset for anomaly detection
anomalydata2.mat No No Second example dataset for anomaly detection
hw6.pdf No Yes this document
You will use a Gaussian model to detect anomalous examples in your dataset. You will first start
on a 2D dataset that will allow you to visualize what the algorithm is doing. On that dataset you
will fit a Gaussian distribution and then find values that have very low probability and hence can
be considered anomalies. After that, you will apply the anomaly detection algorithm to a larger
dataset with many dimensions. You will be using anomaly detection.ipynb for this problem.
The first part of anomaly detection.ipynb will visualize the dataset as shown in Figure 9.
13
Original faces Recovered faces
Figure 8: Original and reconstructed face dataset reconstructed from only the top 100 principal
components
Gaussian distribution
To perform anomaly detection, you will first need to fit a model to the datas distribution. Given a
training set {x
(1), . . . , x(m)} (where x
(i) ∈ <2
), you want to estimate the Gaussian distribution for
each of the features xj . For each feature j = 1 . . . d, you need to find parameters µj and σ
2
j
, that
fit the data in the j
th dimension in each example. Recall that a univariate Gaussian distribution is
given by
p(x; µ, σ2
) = 1

2πσ2
exp

(x − µ)
2

2
!
where µ is the mean and σ
2
is the variance.
Problem 5.1: Estimating parameters of a Gaussian distribution (5 points)
You can estimate the parameters, µj and σ
2
j
of the j
th feature by using the following equations. To
estimate the mean, you will use:
µj =
1
m
Xm
i=1
x
(i)
j
To estimate the variance, you will use:
σ
2
j =
1
m
Xm
i=1
(x
(i)
j − µj )
2
Your task is to complete the function estimate gaussian in utils anomaly.py. This function
takes as input the data matrix X and should output an d-dimensional vector mu that holds the
mean of all the d features and another d-dimensional vector var that holds the variances of all
the features. You should implement this in a vectorized way to be more efficient. Note that in
numpy, the var function will (by default) use 1
m−1
m when computing σ
2
j
. Use the ddof
parameter of numpy.var and set it to zero for calculating variance.
14
Figure 9: The first dataset
Once you have completed the function estimate gaussian, the next cell of anomaly detection.ipynb
will visualize the contours of the fitted Gaussian distribution. You should get a plot similar to Figure 10. From your plot, you can see that most of the examples are in the region with the highest
probability, while the anomalous examples are in the regions with lower probabilities.
Problem 5.2: Selecting the threshold  (5 points)
Now that you have estimated the Gaussian parameters, you can investigate which examples have a
very high probability given this distribution and which examples have a very low probability. The
low probability examples are more likely to be the anomalies in our dataset. One way to determine
which examples are anomalies is to select a threshold based on a validation set. In this part of
the assignment, you will implement an algorithm to select the threshold  using the F1 score on a
validation set.
You should now complete the function select threshold in utils anomaly.py. For this, we
will use a validation set {(x
(1)
v , y
(1)
v ), . . . ,(x
(mv)
v , y
(mv)
v )}, where the label yv = 1 corresponds to an
15
Figure 10: The Gaussian distribution contours of the distribution fit to the dataset
anomalous example, and yv = 0 corresponds to a normal example. For each example in the validation set, we will compute p(x
(i)
v ). The vector of these probabilities p(x
(1)
v ), . . . , p(x
(mv)
v ) is passed
to select threshold function in the vector pval. The corresponding set of labels y
(1)
v , . . . , y
(mv)
v
is passed to the same function in the vector yval.
The function select threshold. should return two values; the first is the selected threshold .
If an example x has a low probability, i.e., p(x) < , then it is considered to be an anomaly. The
function should also return the F1 score, which tells you how well you are doing on finding the
ground truth anomalies given a certain threshold. For many different values of , you will compute
the resulting F1 score by computing how many examples the current threshold classifies correctly
and incorrectly.
The F1 score is computed using precision (prec) and recall (rec):
F1 =
2 × prec × rec
prec + rec
You compute precision and recall by: 16
prec =
tp
tp + f p
rec =
tp
tp + fn
where
• tp is the number of true positives: the ground truth label says it is an anomaly and our
algorithm correctly classified it as an anomaly.
• fp is the number of false positives: the ground truth label says it is not an anomaly, but our
algorithm incorrectly classified it as an anomaly.
• fn is the number of false negatives: the ground truth label says it is an anomaly, but our
algorithm incorrectly classified it as not being anomalous.
In the provided function select threshold, there is already a loop that will try many different
values of  and select the best  based on the F1 score. You need to implement the computation of
the F1 score over all the validation examples (to compute the values tp, fp, fn). You should see a
value for epsilon of about 8.99 ∗ 10−5
.
Implementation hints: In order to compute tp, fp and fn, you should use a vectorized implementation
rather than loop over all the examples.
Once you have completed the function select threshold, the next cell in anomaly detection.ipynb
will run your function and color the anomalies red in the plot as in Figure 11.
High dimensional dataset
The last part of the notebook anomaly detection.ipynb will run the anomaly detection algorithm
you implemented on a more realistic and much harder dataset. In this dataset, each example is
described by 11 features, capturing many more properties of the compute servers. The script
will use your functions to estimate the Gaussian parameters, evaluate the probabilities for both the
training data X from which you estimated the Gaussian parameters, and do so for the the validation
set Xval. Finally, it will use select threshold to find the best threshold . You should see a value
of about 1.38 ∗ 10−18 for , and 117 anomalies should be found.
7 Reinforcement Learning (40 points)
This problem uses the UC Berkeley pacman project code base. In this project, you will implement
value iteration and Q-learning. You will test your agents first on Gridworld (from class), then apply
them to a simulated robot controller (Crawler) and finally to the game of Pacman. This project
questions with the command:
17
Figure 11: The classified anomalies
It can be run for one particular question, such as q2, by:
It can be run for one particular test by commands of the form:
The code for this project is organized as follows:
What to submit
You will fill in portions of valueIterationAgents.py, qlearningAgents.py, and analysis.py.
You should submit these files separately on Canvas and include in writeup.pdf the results of
your autograder runs (screenshots). Also submit a zipped version of the code base with these files
18
valueIterationAgents.py Yes Yes A value iteration agent for solving known
MDPs.
qlearningAgents.py Yes Yes Q-learning agents for Gridworld, Crawler and
Pacman.
analysis.py Yes Yes A file to put your answers to questions given
in the project.
mdp.py No Yes Defines methods on general MDPs.
learningAgents.py No Yes Defines the base classes ValueEstimationAgent and QLearningAgent, which your agents
will extend.
util.py No Yes Utilities, including util.Counter, which is particularly useful for Q-learners.
gridworld.py No Yes The Gridworld implementation.
featureExtractors.py No Yes Classes for extracting features on
(state,action) pairs. Used for the approximate
Q-learning agent (in qlearningAgents.py).
environment.py No No Abstract class for general reinforcement learning environments. Used by gridworld.py.
graphicsGridworldDisplay.py No No Gridworld graphical display.
graphicsUtils.py No No Graphics utilities.
textGridworldDisplay.py No No Plug-in for the Gridworld text interface.
crawler.py No No The crawler code and test harness. You will
run this but not edit it.
graphicsCrawlerDisplay.py No No GUI for the crawler robot.
testParser.py No No Parses autograder test and solution files
testClasses.py No No General autograding test classes
test cases/ No No Directory containing the test cases for each
question
reinforcementTestClasses.py No No Project 3 specific autograding test classes
19 included – so we can run your solution if needed. Please do not change the other files in this
distribution or submit any of our original files other than these files.
Markov Decision Processes and Grid World
To get started, run Gridworld in manual control mode, which uses the arrow keys:
python gridworld.py -m
You will see the two-exit layout from class. The blue dot is the agent. Note that when you press
up, the agent only actually moves north 80% of the time. Such is the life of a Gridworld agent!
You can control many aspects of the simulation. A full list of options is available by running:
python gridworld.py -h
The default agent moves randomly
python gridworld.py -g MazeGrid
You should see the random agent bounce around the grid until it happens upon an exit. Not the
finest hour for an AI agent.
Note: The Gridworld MDP is such that you first must enter a pre-terminal state (the double boxes
shown in the GUI) and then take the special ’exit’ action before the episode actually ends (in the
true terminal state called TERMINAL STATE, which is not shown in the GUI). If you run an
episode manually, your total return may be less than you expected, due to the discount rate (-d to
change; 0.9 by default).
Look at the console output that accompanies the graphical output (or use -t for all text). You will
be told about each transition the agent experiences (to turn this off, use -q).
As in Pacman, positions are represented by (x,y) Cartesian coordinates and any arrays are indexed
by [x][y], with ’north’ being the direction of increasing y, etc. By default, most transitions will
receive a reward of zero, though you can change this with the living reward option (-r).
Problem 7.1 Value Iteration (10 points)
Write a value iteration agent in ValueIterationAgent, which has been partially specified for you in
valueIterationAgents.py. Your value iteration agent is an offline planner, not a reinforcement
learning agent, and so the relevant training option is the number of iterations of value iteration
it should run (option -i) in its initial planning phase. ValueIterationAgent takes an MDP on
construction and runs value iteration for the specified number of iterations before the constructor
returns.
Value iteration computes k-step estimates of the optimal values, Vk. In addition to running value
iteration, implement the following methods for ValueIterationAgent using Vk.
20 • computeActionFromValues(state) computes the best action according to the value function
given by self.values.
• computeQValueFromValues(state, action) returns the Q-value of the (state, action)
pair given by the value function given by self.values.
These quantities are all displayed in the GUI: values are numbers in squares, Q-values are numbers
in square quarters, and policies are arrows out from each square.
Important: Use the ”batch” version of value iteration where each vector Vk is computed from a
fixed vector Vk−1 , not the ”online” version where one single weight vector is updated in place. This
means that when a state’s value is updated in iteration k based on the values of its successor states,
the successor state values used in the value update computation should be those from iteration
k − 1 (even if some of the successor states had already been updated in iteration k). The difference
is discussed in Sutton & Barto in the 6th paragraph of chapter 4.1.
Note: A policy synthesized from values of depth k (which reflect the next k rewards) will actually
reflect the next k + 1 rewards (i.e. you return πk+1). Similarly, the Q-values will also reflect one
more reward than the values (i.e. you return Qk+1). You should return the synthesized policy
πk+1.
Hint: Use the util.Counter class in util.py, which is a dictionary with a default value of zero.
Methods such as totalCount should simplify your code. However, be careful with argMax: the
actual argmax you want may be a key not in the counter!
Hint: Make sure to handle the case when a state has no available actions in an MDP (think about
what this means for future rewards).
The following command loads your ValueIterationAgent, which will compute a policy and execute
it 10 times. Press a key to cycle through values, Q-values, and the simulation. You should find
that the value of the start state (V(start), which you can read off of the GUI) and the empirical
resulting average reward (printed after the 10 rounds of execution finish) are quite close.
python gridworld.py -a value -i 100 -k 10
Hint: On the default BookGrid, running value iteration for 5 iterations should give you the output
in Figure 12.
python gridworld.py -a value -i 5
Problem 7.2 Bridge Crossing Analysis (2 points)
BridgeGrid is a grid world map with the a low-reward terminal state and a high-reward terminal
state separated by a narrow ”bridge”, on either side of which is a chasm of high negative reward.
21
Figure 12: Results of value iteration on BookGrid
The agent starts near the low-reward state. With the default discount of 0.9 and the default noise
of 0.2, the optimal policy does not cross the bridge. Change only ONE of the discount and noise
parameters so that the optimal policy causes the agent to attempt to cross the bridge. Put your
answer in question2() of analysis.py. Noise refers to how often an agent ends up in an unintended
successor state when they perform an action. The default corresponds to:
python gridworld.py -a value -i 100 -g BridgeGrid –discount 0.9 –noise 0.2
Grading: We will check that you only changed one of the given parameters, and that with this
change, a correct value iteration agent should cross the bridge. To check your answer, run the
Problem 7.3 Policies (5 points)
Consider the DiscountGrid layout, shown below. This grid has two terminal states with positive
payoff (in the middle row), a close exit with payoff +1 and a distant exit with payoff +10. The
bottom row of the grid consists of terminal states with negative payoff (shown in red); each state in
this ”cliff” region has payoff -10. The starting state is the yellow square. We distinguish between
two types of paths: (1) paths that ”risk the cliff” and travel near the bottom row of the grid; these
paths are shorter but risk earning a large negative payoff, and are represented by the red arrow in
the figure below. (2) paths that ”avoid the cliff” and travel along the top edge of the grid. These
paths are longer but are less likely to incur huge negative payoffs. These paths are represented by
the green arrow in the figure below.
22
Figure 13: Bridge Crossing Analysis
Figure 14: DiscountGrid Problem
23 In this question, you will choose settings of the discount, noise, and living reward parameters for this
MDP to produce optimal policies of several different types. Your setting of the parameter values
for each part should have the property that, if your agent followed its optimal policy without being
subject to any noise, it would exhibit the given behavior. If a particular behavior is not achieved
for any setting of the parameters, assert that the policy is impossible by returning the string ’NOT
POSSIBLE’.
Here are the optimal policy types you should attempt to produce:
• Prefer the close exit (+1), risking the cliff (-10)
• Prefer the close exit (+1), but avoiding the cliff (-10)
• Prefer the distant exit (+10), risking the cliff (-10)
• Prefer the distant exit (+10), avoiding the cliff (-10)
• Avoid both exits and the cliff (so an episode should never terminate)
question3a() through question3e() should each return a 3-item tuple of (discount, noise, living
reward) in analysis.py.
Note: You can check your policies in the GUI. For example, using a correct answer to 3(a), the
arrow in (0,1) should point east, the arrow in (1,1) should also point east, and the arrow in (2,1)
should point north.
Note: On some machines you may not see an arrow. In this case, press a button on the keyboard to
switch to qValue display, and mentally calculate the policy by taking the arg max of the available
qValues for each state.
Grading: We will check that the desired policy is returned in each case.
0.1 Problem 7.4: Q-learning (10 points)
Note that your value iteration agent does not actually learn from experience. Rather, it ponders its
MDP model to arrive at a complete policy before ever interacting with a real environment. When
it does interact with the environment, it simply follows the precomputed policy (e.g. it becomes a
reflex agent). This distinction may be subtle in a simulated environment like a Gridword, but it’s
very important in the real world, where the real MDP is not available.
You will now write a Q-learning agent, which does very little on construction, but instead learns
by trial and error from interactions with the environment through its update(state, action,
nextState, reward) method. A stub of a Q-learner is specified in QLearningAgent in qlearningAgents.py,
and you can select it with the option -a q. For this question, you must implement the update,
computeValueFromQValues, getQValue, and computeActionFromQValues methods.
24
Figure 15: Q-learning
Note: For computeActionFromQValues, you should break ties randomly for better behavior. The
random.choice() function will help. In a particular state, actions that your agent hasn’t seen
before still have a Q-value, specifically a Q-value of zero, and if all of the actions that your agent
has seen before have a negative Q-value, an unseen action may be optimal.
Important: Make sure that in your computeValueFromQValues and computeActionFromQValues
functions, you only access Q values by calling getQValue. This abstraction will be useful for
question 8 when you override getQValue to use features of state-action pairs rather than stateaction pairs directly.
With the Q-learning update in place, you can watch your Q-learner learn under manual control,
using the keyboard:
python gridworld.py -a q -k 5 -m
Recall that -k will control the number of episodes your agent gets to learn. Watch how the agent
learns about the state it was just in, not the one it moves to, and ”leaves learning in its wake.”
Hint: to help with debugging, you can turn off noise by using the –noise 0.0 parameter (though
this obviously makes Q-learning less interesting). If you manually steer Pacman north and then
east along the optimal path for four episodes, you should see the following Q-values:
Grading: We will run your Q-learning agent and check that it learns the same Q-values and policy
as our reference implementation when each is presented with the same set of examples. To grade
Problem 7.5: Epsilon-greedy policies (5 points) 25
Complete your Q-learning agent by implementing epsilon-greedy action selection in getAction,
meaning it chooses random actions an epsilon fraction of the time, and follows its current best
Q-values otherwise. Note that choosing a random action may result in choosing the best action –
that is, you should not choose a random sub-optimal action, but rather any random legal action.
python gridworld.py -a q -k 100
Your final Q-values should resemble those of your value iteration agent, especially along welltraveled paths. However, your average returns will be lower than the Q-values predict because of
the random actions and the initial learning phase.
You can choose an element from a list uniformly at random by calling the random.choice function.
You can simulate a binary variable with probability p of success by using util.flipCoin(p), which
returns True with probability p and False with probability 1-p.
With no additional code, you should now be able to run a Q-learning crawler robot:
python crawler.py
If this doesn’t work, you’ve probably written some code too specific to the GridWorld problem and
you should make it more general to all MDPs.
This will invoke the crawling robot from class using your Q-learner. Play around with the various
learning parameters to see how they affect the agent’s policies and actions. Note that the step
delay is a parameter of the simulation, whereas the learning rate and epsilon are parameters of
your learning algorithm, and the discount factor is a property of the environment.
Problem 7.6: Bridge Crossing Revisited (1 point)
First, train a completely random Q-learner with the default learning rate on the noiseless BridgeGrid
for 50 episodes and observe whether it finds the optimal policy.
python gridworld.py -a q -k 50 -n 0 -g BridgeGrid -e 1
Now try the same experiment with an epsilon of 0. Is there an epsilon and a learning rate for which
it is highly likely (greater than 99%) that the optimal policy will be learned after 50 iterations?
question6() in analysis.py should return EITHER a 2-item tuple of (epsilon, learning rate) OR
the string ’NOT POSSIBLE’ if there is none. Epsilon is controlled by -e, learning rate by -l.
Note: Your response should be not depend on the exact tie-breaking mechanism used to choose
actions. This means your answer should be correct even if for instance we rotated the entire bridge
grid world 90 degrees.
Problem 7.7: Q-learning and Pacman (2 points) 26
Time to play some Pacman! Pacman will play games in two phases. In the first phase, training,
Pacman will begin to learn about the values of positions and actions. Because it takes a very
long time to learn accurate Q-values even for tiny grids, Pacman’s training games run in quiet
mode by default, with no GUI (or console) display. Once Pacman’s training is complete, he will
enter testing mode. When testing, Pacman’s self.epsilon and self.alpha will be set to 0.0,
effectively stopping Q-learning and disabling exploration, in order to allow Pacman to exploit his
learned policy. Test games are shown in the GUI by default. Without any code changes you should
be able to run Q-learning Pacman for very tiny grids as follows:
python pacman.py -p PacmanQAgent -x 2000 -n 2010 -l smallGrid
Note that PacmanQAgent is already defined for you in terms of the QLearningAgent you’ve already
written. PacmanQAgent is only different in that it has default learning parameters that are more
effective for the Pacman problem (epsilon=0.05, alpha=0.2, gamma=0.8). You will receive full
credit for this question if the command above works without exceptions and your agent wins at
least 80% of the time. The autograder will run 100 test games after the 2000 training games.
Hint: If your QLearningAgent works for gridworld.py and crawler.py but does not seem to
be learning a good policy for Pacman on smallGrid, it may be because your getAction and/or
computeActionFromQValues methods do not in some cases properly consider unseen actions. In
particular, because unseen actions have by definition a Q-value of zero, if all of the actions that
have been seen have negative Q-values, an unseen action may be optimal. Beware of the argmax
function from util.Counter!
Note: If you want to experiment with learning parameters, you can use the option -a, for example
-a epsilon=0.1,alpha=0.3,gamma=0.7. These values will then be accessible as self.epsilon,
self.gamma and self.alpha inside the agent.
Note: While a total of 2010 games will be played, the first 2000 games will not be displayed because
of the option -x 2000, which designates the first 2000 games for training (no output). Thus, you
will only see Pacman play the last 10 of these games. The number of training games is also passed
to your agent as the option numTraining.
Note: If you want to watch 10 training games to see what’s going on, use the command:
python pacman.py -p PacmanQAgent -n 10 -l smallGrid -a numTraining=10
During training, you will see output every 100 games with statistics about how Pacman is faring.
Epsilon is positive during training, so Pacman will play poorly even after having learned a good
policy: this is because he occasionally makes a random exploratory move into a ghost. As a
benchmark, it should take between 1000 and 1400 games before Pacman’s rewards for a 100 episode
segment becomes positive, reflecting that he’s started winning more than losing. By the end of
training, it should remain positive and be fairly high (between 100 and 350).
Make sure you understand what is happening here: the MDP state is the exact board configuration27
facing Pacman, with the now complex transitions describing an entire ply of change to that state.
The intermediate game configurations in which Pacman has moved but the ghosts have not replied
are not MDP states, but are bundled in to the transitions. Once Pacman is done training, he should
win very reliably in test games (at least 90% of the time), since now he is exploiting his learned
policy. However, you will find that training the same agent on the seemingly simple mediumGrid
does not work well. In our implementation, Pacman’s average training rewards remain negative
throughout training. At test time, he plays badly, probably losing all of his test games. Training
will also take a long time, despite its ineffectiveness. Pacman fails to win on larger layouts because
each board configuration is a separate state with separate Q-values. He has no way to generalize
that running into a ghost is bad for all positions. Obviously, this approach will not scale.
Problem 7.8: Approximate Q-learning (5 points)
Implement an approximate Q-learning agent that learns weights for features of states, where many
states might share the same features. Write your implementation in ApproximateQAgent class in
qlearningAgents.py, which is a subclass of PacmanQAgent.
Note: Approximate Q-learning assumes the existence of a feature function f(s, a) over state and
action pairs, which yields a vector f1(s, a), . . . , fi(s, a), . . . , fn(s, a) of feature values. We provide
feature functions for you in featureExtractors.py. Feature vectors are util.Counter (like a
dictionary) objects containing the non-zero pairs of features and values; all omitted features have
value zero.
The approximate Q-function takes the following form
Q(s, a) =
i
X=n
i=1
wifi(s, a)
where each weight wi
is associated with a particular feature fi(s, a). In your code, you should
implement the weight vector as a dictionary mapping features (which the feature extractors will
return) to weight values. You will update your weight vectors similarly to how you updated Qvalues:
wi ← wi + α ∗ difference ∗ fi(s, a)
difference = [r + γmaxa
0Q(s
0
, a
0
)] − Q(s, a)
Note that difference is the same as for the Q-learning updating with the (s, a, r, s
0
) tuple.
By default, ApproximateQAgent uses the IdentityExtractor, which assigns a single feature to
every (state,action) pair. With this feature extractor, your approximate Q-learning agent should
work identically to PacmanQAgent. You can test this with the following command:
python pacman.py -p ApproximateQAgent -x 2000 -n 2010 -l smallGrid
Important: ApproximateQAgent is a subclass of QLearningAgent, and it therefore shares several
methods like getAction. Make sure that your methods in QLearningAgent call getQValue instead
28 of accessing Q-values directly, so that when you override getQValue in your approximate agent,
the new approximate q-values are used to compute actions.
Once you’re confident that your approximate learner works correctly with the identity features, run
your approximate Q-learning agent with our custom feature extractor, which can learn to win with
ease:
python pacman.py -p ApproximateQAgent -a extractor=SimpleExtractor -x 50 -n 60 -l mediumGrid
Even much larger layouts should be no problem for your ApproximateQAgent. (warning: this may
take a few minutes to train)
python pacman.py -p ApproximateQAgent -a extractor=SimpleExtractor -x 50 -n 60 -l mediumClassicIf you have no errors, your approximate Q-learning agent should win almost every time with these
simple features, even with only 50 training games.
Grading: We will run your approximate Q-learning agent and check that it learns the same Q-values
and feature weights as our reference implementation when each is presented with the same set of