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<h1>近端策略优化-PPO</h1>
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<p>这是 P <a href="https://pytorch.org">yTorch</a> 实现的<a href="https://arxiv.org/abs/1707.06347">近端策略优化-PPO</a>。</p>
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<p>PPO 是一种用于强化学习的策略梯度方法。简单的策略梯度方法对每个样本(或一组样本)进行一次梯度更新。对单个样本执行多个梯度步骤会导致问题,因为策略偏差太大,从而产生错误的策略。PPO 允许我们在每个样本中进行多次梯度更新,方法是尽量使策略与用于采样数据的策略保持一致。如果更新后的策略与用于采样数据的策略不接近,则通过削减梯度流来实现此目的。</p>
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<p>你可以<a href="experiment.html">在这里</a>找到一个使用它的实验。该实验使用<a href="gae.html">广义优势估计</a>。</p>
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<p><a href="https://colab.research.google.com/github/labmlai/annotated_deep_learning_paper_implementations/blob/master/labml_nn/rl/ppo/experiment.ipynb"><img alt="Open In Colab" src="https://colab.research.google.com/assets/colab-badge.svg"></a></p>
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<div class="highlight"><pre><span class="lineno">28</span><span></span><span class="kn">import</span> <span class="nn">torch</span>
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<span class="lineno">29</span>
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<span class="lineno">30</span><span class="kn">from</span> <span class="nn">labml_helpers.module</span> <span class="kn">import</span> <span class="n">Module</span>
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<span class="lineno">31</span><span class="kn">from</span> <span class="nn">labml_nn.rl.ppo.gae</span> <span class="kn">import</span> <span class="n">GAE</span></pre></div>
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<div class='docs doc-strings'>
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<a href='#section-1'>#</a>
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</div>
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<h2>PPO 损失</h2>
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<p>以下是 PPO 更新规则的派生方式。</p>
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<p>我们希望最大限度地提高保单奖励<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1.502108em;vertical-align:-0.752108em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.43055999999999994em;"><span style="top:-2.347892em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.752108em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.09618em;">J</span><span class="mopen">(</span><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.017113em;vertical-align:-1.267113em;"></span><span class="mop"><span class="mop mathbb" style="position:relative;top:0.094445em;">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139199999999997em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqw" style=""><span class="mord mathnormal mtight" style="margin-right:0.1132em">τ</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.25586em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.843556em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span><span class="mord coloredeq eqy" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqba" style="margin-right:0.02778em">r</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span></span></span></span>在哪里<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eqba" style=""><span class="mord mathnormal" style="margin-right:0.02778em">r</span></span></span></span></span></span>,<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eqx" style=""><span class="mord mathnormal" style="margin-right:0.03588em">π</span></span></span></span></span></span>奖励在哪里,<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eqw" style=""><span class="mord mathnormal" style="margin-right:0.1132em">τ</span></span></span></span></span></span>是保单,是从保单中抽样的轨迹,<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span></span></span></span></span>是介于两者之间的折扣系数<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">[</span><span class="mord">0</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">1</span><span class="mclose">]</span></span></span></span></span>。</p>
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<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:13.268452em;vertical-align:-6.384226000000001em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:6.884226em;"><span style="top:-8.884226em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139199999999997em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqw" style=""><span class="mord mathnormal mtight" style="margin-right:0.1132em">τ</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.25586em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.843556em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span><span style="top:-5.567113em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139199999999997em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqw" style=""><span class="mord mathnormal mtight" style="margin-right:0.1132em">τ</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.25586em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.843556em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size2">(</span></span><span class="mord"><span class="mord mathnormal">Q</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size2">)</span></span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139199999999997em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqw" style=""><span class="mord mathnormal mtight" style="margin-right:0.1132em">τ</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.25586em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.843556em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size2">(</span></span><span class="mord coloredeq eqy" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqba" style="margin-right:0.02778em">r</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.301108em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mbin mtight">+</span><span class="mord mtight">1</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.208331em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size2">)</span></span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span><span style="top:1.0671130000000009em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139199999999997em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqw" style=""><span class="mord mathnormal mtight" style="margin-right:0.1132em">τ</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.25586em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.843556em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size2">(</span></span><span class="mord coloredeq eqy" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqba" style="margin-right:0.02778em">r</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing size2">)</span></span><span class="mclose"><span class="delimsizing size4">]</span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139199999999997em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqw" style=""><span class="mord mathnormal mtight" style="margin-right:0.1132em">τ</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.25586em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.30110799999999993em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">0</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:6.384226000000001em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:6.884226em;"><span style="top:-8.884226em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span></span></span><span style="top:-5.567113em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span></span></span><span style="top:-2.25em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span></span></span><span style="top:1.0671130000000009em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord coloredeq eql" style=""><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:6.384226000000001em;"><span></span></span></span></span></span></span></span></span></span></span></span></span><p>所以,<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1.502108em;vertical-align:-0.752108em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.43055999999999994em;"><span style="top:-2.347892em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.752108em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal" style="margin-right:0.09618em;">J</span><span class="mopen">(</span><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.017113em;vertical-align:-1.267113em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.43055999999999994em;"><span style="top:-2.347892em;margin-left:0em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span><span class="mop">max</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.752108em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139199999999997em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqw" style=""><span class="mord mathnormal mtight" style="margin-right:0.1132em">τ</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.25586em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.843556em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span></span></span></span></p>
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<p>定义折扣未来状态分配,<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:2.9185100000000004em;vertical-align:-1.267113em;"></span><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.843556em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span><span class="mord mathnormal" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathnormal">s</span><span class="mord">∣</span><span class="mord coloredeq eqx" style=""><span class="mord mathnormal" style="margin-right:0.03588em">π</span></span><span class="mclose">)</span></span></span></span></span></span></p>
|
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<p>那么,</p>
|
||
<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:5.818993em;vertical-align:-2.6594965em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.1594965em;"><span style="top:-5.1594964999999995em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord coloredeq eql" style=""><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span></span></span></span><span style="top:-2.2709435000000004em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.6594965em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.1594965em;"><span style="top:-5.1594964999999995em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139199999999997em;"><span style="top:-2.55em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqw" style=""><span class="mord mathnormal mtight" style="margin-right:0.1132em">τ</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.25586em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6513970000000002em;"><span style="top:-1.882887em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">t</span><span class="mrel mtight">=</span><span class="mord mtight">0</span></span></span></span><span style="top:-3.050005em;"><span class="pstrut" style="height:3.05em;"></span><span><span class="mop op-symbol large-op">∑</span></span></span><span style="top:-4.3000050000000005em;margin-left:0em;"><span class="pstrut" style="height:3.05em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">∞</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.267113em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.843556em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span><span style="top:-2.2709435000000004em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">s</span><span class="mrel mtight">∼</span><span class="mord mtight"><span class="mord mathnormal mtight">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6650357142857143em;"><span style="top:-2.8574928571428573em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3448em;margin-right:0.1em;"><span class="pstrut" style="height:2.69444em;"></span><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.34963999999999995em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="mord mtight coloredeq eqz" style=""><span class="mord mathnormal mtight" style="">a</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size2">]</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.6594965em;"><span></span></span></span></span></span></span></span></span></span></span></span></span><p>重要性抽样<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span></span></span></span></span>来自<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.680865em;vertical-align:-0.250305em;"></span><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span></span></span></span></span></p>
|
||
<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:5.8019099999999995em;vertical-align:-2.6509549999999997em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.1509549999999997em;"><span style="top:-5.579515em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord coloredeq eql" style=""><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span></span></span></span><span style="top:-2.6490750000000003em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.6509549999999997em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:3.1509549999999997em;"><span style="top:-5.579515em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3361079999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">s</span><span class="mrel mtight">∼</span><span class="mord mtight"><span class="mord mathnormal mtight">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6650357142857143em;"><span style="top:-2.8574928571428573em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3448em;margin-right:0.1em;"><span class="pstrut" style="height:2.69444em;"></span><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.34963999999999995em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="mord mtight coloredeq eqz" style=""><span class="mord mathnormal mtight" style="">a</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size2">[</span></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size2">]</span></span></span></span><span style="top:-2.6490750000000003em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999985em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">s</span><span class="mrel mtight">∼</span><span class="mord mtight"><span class="mord mathnormal mtight">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.6650357142857143em;"><span style="top:-2.8574928571428573em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3448em;margin-right:0.1em;"><span class="pstrut" style="height:2.69444em;"></span><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.34963999999999995em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="mord mtight coloredeq eqz" style=""><span class="mord mathnormal mtight" style="">a</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqn" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714283em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3447999999999998em;margin-left:-0.02778em;margin-right:0.1em;"><span class="pstrut" style="height:2.6833299999999998em;"></span><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.33853em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.39303571428571427em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.425125em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mord">∣</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mord">∣</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.936305em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.6509549999999997em;"><span></span></span></span></span></span></span></span></span></span></span></span></span><p>然后我们假设<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.664392em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span></span></span>和<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathnormal">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.684267em;"><span style="top:-3.0828750000000005em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight coloredeq eqn" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714283em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3447999999999998em;margin-left:-0.02778em;margin-right:0.1em;"><span class="pstrut" style="height:2.6833299999999998em;"></span><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.33853em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.39303571428571427em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span></span></span>是相似的。我们<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1.000305em;vertical-align:-0.250305em;"></span><span class="mord coloredeq eql" style=""><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span></span></span></span></span></span>通过这个假设引入的误差受<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></span>和之间的 KL 差异的约束<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.680865em;vertical-align:-0.250305em;"></span><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span></span></span></span></span>。<a href="https://arxiv.org/abs/1705.10528">约束策略优化</a>证明了这一点。我还没看过。</p>
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||
<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:9.101939999999999em;vertical-align:-4.3009699999999995em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.8009699999999995em;"><span style="top:-6.8009699999999995em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord coloredeq eql" style=""><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="margin-right:0.09618em">J</span><span class="mopen" style="">(</span><span class="mord" style=""><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span><span class="mclose" style="">)</span></span></span></span><span style="top:-3.5009400000000004em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"></span></span><span style="top:-0.6294700000000006em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:4.3009699999999995em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:4.8009699999999995em;"><span style="top:-6.8009699999999995em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop"><span class="mop mathbb" style="position:relative;top:0.094445em;">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3447999999999998em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.773675em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mopen nulldelimiter sizing reset-size3 size6"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.10525em;"><span style="top:-2.29025em;"><span class="pstrut" style="height:2.6342499999999998em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqz" style=""><span class="mord mathnormal mtight" style="">a</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqn" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3448em;margin-right:0.1em;"><span class="pstrut" style="height:2.69444em;"></span><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3447999999999998em;margin-left:-0.02778em;margin-right:0.1em;"><span class="pstrut" style="height:2.6833299999999998em;"></span><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.33853em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.68817em;"><span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.10525em;"><span class="pstrut" style="height:2.6342499999999998em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight">s</span><span class="mrel mtight">∼</span><span class="mord mtight"><span class="mord mathnormal mtight">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.88795em;"><span style="top:-2.95739em;margin-right:0.1em;"><span class="pstrut" style="height:2.5em;"></span><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3448em;margin-right:0.1em;"><span class="pstrut" style="height:2.69444em;"></span><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.34963999999999995em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.83555em;"><span></span></span></span></span></span><span class="mclose nulldelimiter sizing reset-size3 size6"></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.01376em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mord">∣</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mord">∣</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.936305em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span><span style="top:-3.5009400000000004em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≈</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop"><span class="mop mathbb" style="position:relative;top:0.094445em;">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3448em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.94294em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mopen nulldelimiter sizing reset-size3 size6"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.347057142857143em;"><span style="top:-2.532057142857143em;"><span class="pstrut" style="height:2.876057142857143em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqz" style=""><span class="mord mathnormal mtight" style="">a</span></span><span class="mrel mtight">∼</span><span class="mord mtight coloredeq eqn" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3448em;margin-right:0.1em;"><span class="pstrut" style="height:2.69444em;"></span><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3447999999999998em;margin-left:-0.02778em;margin-right:0.1em;"><span class="pstrut" style="height:2.6833299999999998em;"></span><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.33853em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.68817em;"><span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.347057142857143em;"><span class="pstrut" style="height:2.876057142857143em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight" style="color:orange"><span class="mord mathnormal mtight" style="">s</span><span class="mrel mtight" style="">∼</span><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="">d</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.22648em;"><span style="top:-3.29592em;margin-right:0.1em;"><span class="pstrut" style="height:2.5em;"></span><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mtight coloredeq eqn" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3448em;margin-right:0.1em;"><span class="pstrut" style="height:2.69444em;"></span><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3447999999999998em;margin-left:-0.02778em;margin-right:0.1em;"><span class="pstrut" style="height:2.6833299999999998em;"></span><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.33853em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.68817em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.83555em;"><span></span></span></span></span></span><span class="mclose nulldelimiter sizing reset-size3 size6"></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.183025em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size4">[</span></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.427em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mord">∣</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mord">∣</span><span class="mord mathnormal">s</span><span class="mclose">)</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.936305em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal">s</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mclose">)</span><span class="mclose"><span class="delimsizing size4">]</span></span></span></span><span style="top:-0.6294700000000006em;"><span class="pstrut" style="height:3.75em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord coloredeq eqv" style=""><span class="mord mathnormal" style="margin-right:0.05556em">γ</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.8804400000000001em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord mathcal">L</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.13889em;">CP</span><span class="mord mathnormal mtight" style="margin-right:0.07847em;">I</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:4.3009699999999995em;"><span></span></span></span></span></span></span></span></span></span></span></span></span>
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<div class="highlight"><pre><span class="lineno">34</span><span class="k">class</span> <span class="nc">ClippedPPOLoss</span><span class="p">(</span><span class="n">Module</span><span class="p">):</span></pre></div>
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<div class="highlight"><pre><span class="lineno">136</span> <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
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<span class="lineno">137</span> <span class="nb">super</span><span class="p">()</span><span class="o">.</span><span class="fm">__init__</span><span class="p">()</span></pre></div>
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<div class="highlight"><pre><span class="lineno">139</span> <span class="k">def</span> <span class="nf">forward</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">log_pi</span><span class="p">:</span> <span class="n">torch</span><span class="o">.</span><span class="n">Tensor</span><span class="p">,</span> <span class="n">sampled_log_pi</span><span class="p">:</span> <span class="n">torch</span><span class="o">.</span><span class="n">Tensor</span><span class="p">,</span>
|
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<span class="lineno">140</span> <span class="n">advantage</span><span class="p">:</span> <span class="n">torch</span><span class="o">.</span><span class="n">Tensor</span><span class="p">,</span> <span class="n">clip</span><span class="p">:</span> <span class="nb">float</span><span class="p">)</span> <span class="o">-></span> <span class="n">torch</span><span class="o">.</span><span class="n">Tensor</span><span class="p">:</span></pre></div>
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|
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<p>比例<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord coloredeq eqy" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqba" style="margin-right:0.02778em">r</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.630125em;vertical-align:-0.6201249999999999em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.01em;"><span style="top:-2.6550000000000002em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqn" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714283em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3447999999999998em;margin-left:-0.02778em;margin-right:0.1em;"><span class="pstrut" style="height:2.6833299999999998em;"></span><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.33853em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.39303571428571427em;"><span></span></span></span></span></span></span></span><span class="mopen mtight">(</span><span class="mord mtight"><span class="mord mtight coloredeq eqz" style=""><span class="mord mathnormal mtight" style="">a</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mord mtight">∣</span><span class="mord mtight"><span class="mord mathnormal mtight">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span><span class="mopen mtight">(</span><span class="mord mtight"><span class="mord mtight coloredeq eqz" style=""><span class="mord mathnormal mtight" style="">a</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mord mtight">∣</span><span class="mord mtight"><span class="mord mathnormal mtight">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.6201249999999999em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span>;<em>这与奖励不同</em><span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord coloredeq eqy" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqba" style="margin-right:0.02778em">r</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></span>。</p>
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|
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|
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<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">143</span> <span class="n">ratio</span> <span class="o">=</span> <span class="n">torch</span><span class="o">.</span><span class="n">exp</span><span class="p">(</span><span class="n">log_pi</span> <span class="o">-</span> <span class="n">sampled_log_pi</span><span class="p">)</span></pre></div>
|
||
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|
||
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|
||
<div class='section' id='section-5'>
|
||
<div class='docs'>
|
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<div class='section-link'>
|
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|
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|
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<h3>削减保单比率</h3>
|
||
<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:2.70003em;vertical-align:-1.1000150000000002em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.6000149999999997em;"><span style="top:-3.6000150000000004em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"><span class="mord mathcal">L</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">C</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.07847em;">I</span><span class="mord mathnormal mtight" style="margin-right:0.13889em;">P</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mord mathbb">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.15139200000000003em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqz" style=""><span class="mord mathnormal mtight" style="">a</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mpunct mtight">,</span><span class="mord mtight"><span class="mord mathnormal mtight">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span><span class="mrel mtight">∼</span><span class="mord mtight"><span class="mord mtight coloredeq eqx" style=""><span class="mord mathnormal mtight" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.286108em;"><span></span></span></span></span></span></span><span class="mopen"><span class="delimsizing size3">[</span></span><span class="mord mathnormal">min</span><span class="mopen"><span class="delimsizing size2">(</span></span><span class="mord coloredeq eqy" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqba" style="margin-right:0.02778em">r</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8201099999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">ˉ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathnormal">c</span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mord mathnormal">i</span><span class="mord mathnormal">p</span><span class="mopen"><span class="delimsizing size1">(</span></span><span class="mord coloredeq eqy" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqba" style="margin-right:0.02778em">r</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal">ϵ</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord coloredeq eqq" style=""><span class="mord" style="">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="">ϵ</span></span><span class="mclose"><span class="delimsizing size1">)</span></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8201099999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">ˉ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span><span class="mclose"><span class="delimsizing size2">)</span></span><span class="mclose"><span class="delimsizing size3">]</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:1.1000150000000002em;"><span></span></span></span></span></span></span></span></span></span></span></span></span><p>该比率被裁剪为接近 1。我们取最小值,以便只有当比率不在<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathnormal">ϵ</span></span></span></span></span>和之间时,梯度才会拉<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></span>向<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.680865em;vertical-align:-0.250305em;"></span><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span></span></span></span></span><span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.72777em;vertical-align:-0.08333em;"></span><span class="mord coloredeq eqq" style=""><span class="mord" style="">1</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin" style="">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathnormal" style="">ϵ</span></span></span></span></span></span>。这保持了 KL 之间的差异<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.58056em;vertical-align:-0.15em;"></span><span class="mord coloredeq eqs" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span></span>和<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.680865em;vertical-align:-0.250305em;"></span><span class="mord coloredeq eqn" style=""><span class="mord" style=""><span class="mord" style=""><span class="mord mathnormal coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">O</span><span class="mord mathnormal mtight" style="">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span></span></span></span></span>限制。较大的偏差可能导致性能下降;在这种情况下,策略性能会下降且无法恢复,因为我们正在从不良策略中抽样。</p>
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<p>使用归一化优势会给政策梯度估计器<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.9701099999999999em;vertical-align:-0.15em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8201099999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">ˉ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.7954779999999997em;vertical-align:-0.6477389999999998em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.1477389999999998em;"><span style="top:-2.527261em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.03588em;">σ</span><span class="mopen mtight">(</span><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mtight"><span class="mord mathnormal mtight">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span><span style="top:-2.9523300000000003em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span><span class="mclose mtight">)</span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.485em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mtight"><span class="mord mathnormal mtight">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span><span style="top:-2.9523300000000003em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span><span class="mbin mtight">−</span><span class="mord mathnormal mtight">μ</span><span class="mopen mtight">(</span><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-2.7em;"><span class="pstrut" style="height:2.7em;"></span><span class="mord mtight"><span class="mord mathnormal mtight">A</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.29634285714285713em;"><span style="top:-2.357em;margin-left:0em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span></span></span><span style="top:-2.9523300000000003em;"><span class="pstrut" style="height:2.7em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord mtight">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.143em;"><span></span></span></span></span></span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.6477389999999998em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span>带来偏差,但它大大减少了方差。</p>
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</div>
|
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<div class='code'>
|
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<div class="highlight"><pre><span class="lineno">172</span> <span class="n">clipped_ratio</span> <span class="o">=</span> <span class="n">ratio</span><span class="o">.</span><span class="n">clamp</span><span class="p">(</span><span class="nb">min</span><span class="o">=</span><span class="mf">1.0</span> <span class="o">-</span> <span class="n">clip</span><span class="p">,</span>
|
||
<span class="lineno">173</span> <span class="nb">max</span><span class="o">=</span><span class="mf">1.0</span> <span class="o">+</span> <span class="n">clip</span><span class="p">)</span>
|
||
<span class="lineno">174</span> <span class="n">policy_reward</span> <span class="o">=</span> <span class="n">torch</span><span class="o">.</span><span class="n">min</span><span class="p">(</span><span class="n">ratio</span> <span class="o">*</span> <span class="n">advantage</span><span class="p">,</span>
|
||
<span class="lineno">175</span> <span class="n">clipped_ratio</span> <span class="o">*</span> <span class="n">advantage</span><span class="p">)</span>
|
||
<span class="lineno">176</span>
|
||
<span class="lineno">177</span> <span class="bp">self</span><span class="o">.</span><span class="n">clip_fraction</span> <span class="o">=</span> <span class="p">(</span><span class="nb">abs</span><span class="p">((</span><span class="n">ratio</span> <span class="o">-</span> <span class="mf">1.0</span><span class="p">))</span> <span class="o">></span> <span class="n">clip</span><span class="p">)</span><span class="o">.</span><span class="n">to</span><span class="p">(</span><span class="n">torch</span><span class="o">.</span><span class="n">float</span><span class="p">)</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span>
|
||
<span class="lineno">178</span>
|
||
<span class="lineno">179</span> <span class="k">return</span> <span class="o">-</span><span class="n">policy_reward</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-6'>
|
||
<div class='docs doc-strings'>
|
||
<div class='section-link'>
|
||
<a href='#section-6'>#</a>
|
||
</div>
|
||
<h2>削减值函数损失</h2>
|
||
<p>同样,我们也裁剪值函数的更新。</p>
|
||
<span ><span class="katex-display"><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:4.80005em;vertical-align:-2.1500249999999994em;"></span><span class="mord"><span class="mtable"><span class="col-align-r"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.6500250000000003em;"><span style="top:-4.950025000000001em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.7520519999999999em;"><span style="top:-2.4064690000000004em;margin-left:-0.22222em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">C</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.07847em;">I</span><span class="mord mathnormal mtight" style="margin-right:0.13889em;">P</span></span></span></span><span style="top:-3.15066em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.29353099999999993em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-2.550005000000001em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"><span class="mord mathcal">L</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.22222em;">V</span><span class="mord mathnormal mtight" style="margin-right:0.13889em;">F</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord mathnormal" style="margin-right:0.02778em;">θ</span><span class="mclose">)</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.1500249999999994em;"><span></span></span></span></span></span><span class="col-align-l"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.6500250000000003em;"><span style="top:-4.950025000000001em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord mathnormal">c</span><span class="mord mathnormal" style="margin-right:0.01968em;">l</span><span class="mord mathnormal">i</span><span class="mord mathnormal">p</span><span class="mopen"><span class="delimsizing size2">(</span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9467699999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.22222em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.25em;"><span class="mord">^</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">−</span><span class="mord mathnormal">ϵ</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">+</span><span class="mord mathnormal">ϵ</span><span class="mclose"><span class="delimsizing size2">)</span></span></span></span><span style="top:-2.550005000000001em;"><span class="pstrut" style="height:3.45em;"></span><span class="mord"><span class="mord"></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord mathbb">E</span><span class="mopen"><span class="delimsizing size3">[</span></span><span class="mord mathnormal">m</span><span class="mord coloredeq eqz" style=""><span class="mord mathnormal" style="">a</span></span><span class="mord mathnormal">x</span><span class="mopen"><span class="delimsizing size2">(</span></span><span class="mopen"><span class="delimsizing size1">(</span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.7143919999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.00773em;">R</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.00773em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose"><span class="delimsizing size1">)</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.054008em;"><span style="top:-3.3029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mopen"><span class="delimsizing size1">(</span></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.7520519999999999em;"><span style="top:-2.4064690000000004em;margin-left:-0.22222em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.07153em;">C</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.07847em;">I</span><span class="mord mathnormal mtight" style="margin-right:0.13889em;">P</span></span></span></span><span style="top:-3.15066em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight coloredeq eqs" style=""><span class="mord mtight" style=""><span class="mord mtight" style=""><span class="mord mathnormal mtight coloredeq eqx" style="margin-right:0.03588em">π</span></span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3487714285714287em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight" style=""><span class="mord mathnormal mtight" style="margin-right:0.02778em">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15122857142857138em;"><span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.29353099999999993em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathnormal">s</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.00773em;">R</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.2805559999999999em;"><span style="top:-2.5500000000000003em;margin-left:-0.00773em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight">t</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose"><span class="mclose"><span class="delimsizing size1">)</span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.054008em;"><span style="top:-3.3029em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mclose"><span class="delimsizing size2">)</span></span><span class="mclose"><span class="delimsizing size3">]</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:2.1500249999999994em;"><span></span></span></span></span></span></span></span></span></span></span></span></span><p>裁剪可确保值函数<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.83333em;vertical-align:-0.15em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.22222em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span>不会明显偏离<span ><span class="katex"><span aria-hidden="true" class="katex-html"><span class="base"><span class="strut" style="height:0.933635em;vertical-align:-0.250305em;"></span><span class="mord"><span class="mord mathnormal" style="margin-right:0.22222em;">V</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.33610799999999996em;"><span style="top:-2.5500000000000003em;margin-left:-0.22222em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">θ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3567071428571427em;margin-left:-0.02778em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathnormal mtight" style="margin-right:0.02778em;">O</span><span class="mord mathnormal mtight">L</span><span class="mord mathnormal mtight" style="margin-right:0.02778em;">D</span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.14329285714285717em;"><span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s"></span></span><span class="vlist-r"><span class="vlist" style="height:0.250305em;"><span></span></span></span></span></span></span></span></span></span></span>。</p>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">182</span><span class="k">class</span> <span class="nc">ClippedValueFunctionLoss</span><span class="p">(</span><span class="n">Module</span><span class="p">):</span></pre></div>
|
||
</div>
|
||
</div>
|
||
<div class='section' id='section-7'>
|
||
<div class='docs'>
|
||
<div class='section-link'>
|
||
<a href='#section-7'>#</a>
|
||
</div>
|
||
|
||
</div>
|
||
<div class='code'>
|
||
<div class="highlight"><pre><span class="lineno">204</span> <span class="k">def</span> <span class="nf">forward</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">value</span><span class="p">:</span> <span class="n">torch</span><span class="o">.</span><span class="n">Tensor</span><span class="p">,</span> <span class="n">sampled_value</span><span class="p">:</span> <span class="n">torch</span><span class="o">.</span><span class="n">Tensor</span><span class="p">,</span> <span class="n">sampled_return</span><span class="p">:</span> <span class="n">torch</span><span class="o">.</span><span class="n">Tensor</span><span class="p">,</span> <span class="n">clip</span><span class="p">:</span> <span class="nb">float</span><span class="p">):</span>
|
||
<span class="lineno">205</span> <span class="n">clipped_value</span> <span class="o">=</span> <span class="n">sampled_value</span> <span class="o">+</span> <span class="p">(</span><span class="n">value</span> <span class="o">-</span> <span class="n">sampled_value</span><span class="p">)</span><span class="o">.</span><span class="n">clamp</span><span class="p">(</span><span class="nb">min</span><span class="o">=-</span><span class="n">clip</span><span class="p">,</span> <span class="nb">max</span><span class="o">=</span><span class="n">clip</span><span class="p">)</span>
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<span class="lineno">206</span> <span class="n">vf_loss</span> <span class="o">=</span> <span class="n">torch</span><span class="o">.</span><span class="n">max</span><span class="p">((</span><span class="n">value</span> <span class="o">-</span> <span class="n">sampled_return</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">,</span> <span class="p">(</span><span class="n">clipped_value</span> <span class="o">-</span> <span class="n">sampled_return</span><span class="p">)</span> <span class="o">**</span> <span class="mi">2</span><span class="p">)</span>
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<span class="lineno">207</span> <span class="k">return</span> <span class="mf">0.5</span> <span class="o">*</span> <span class="n">vf_loss</span><span class="o">.</span><span class="n">mean</span><span class="p">()</span></pre></div>
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