def experiment(alg, params, n_epochs, fit_per_run, ep_per_run):
np.random.seed()
# MDP
mdp = LQR.generate(dimensions=1)
approximator = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
policy = DeterministicPolicy(mu=approximator)
mu = np.zeros(policy.weights_size)
sigma = 1e-3 * np.eye(policy.weights_size)
distribution = GaussianCholeskyDistribution(mu, sigma)
# Agent
agent = alg(mdp.info, distribution, policy, **params)
# Train
core = Core(agent, mdp)
dataset_eval = core.evaluate(n_episodes=ep_per_run)
print('distribution parameters: ', distribution.get_parameters())
J = compute_J(dataset_eval, gamma=mdp.info.gamma)
print('J at start : ' + str(np.mean(J)))
for i in range(n_epochs):
core.learn(n_episodes=fit_per_run * ep_per_run,
n_episodes_per_fit=ep_per_run)
dataset_eval = core.evaluate(n_episodes=ep_per_run)
print('distribution parameters: ', distribution.get_parameters())
J = compute_J(dataset_eval, gamma=mdp.info.gamma)
print('J at iteration ' + str(i) + ': ' + str(np.mean(J)))
def test_V_lqr_gaussian_policy_gradient_K_diff_dims():
A = np.array([[1., 0.4],
[0.2, 0.8]])
B = np.array([[0.8],
[0.5]])
Q = np.eye(2)
R = np.eye(1)
lqr = LQR(A, B, Q, R, max_pos=np.inf, max_action=np.inf,
random_init=False, episodic=False, gamma=0.9, horizon=100,
initial_state=None)
K = np.array([[1.0, 0.1]])
Sigma = np.array([[0.2]])
s = np.array([1.0, 1.3])
dJ = compute_lqr_V_gaussian_policy_gradient_K(s, lqr, K, Sigma)
f = lambda theta: compute_lqr_V_gaussian_policy(s, lqr, theta.reshape(K.shape), Sigma)
dJ_num = numerical_diff_function(f, K.reshape(-1))
assert np.allclose(dJ, dJ_num)
def test_lqr_solver_linear():
lqr = LQR.generate(3)
K = compute_lqr_feedback_gain(lqr)
K_test = np.array([[0.89908343, 0., 0.],
[0., 0.24025307, 0.],
[0., 0., 0.24025307]])
assert np.allclose(K, K_test)
def experiment(n_epochs, n_iterations, ep_per_run, save_states_to_disk):
np.random.seed()
logger = Logger('plot_and_norm_example', results_dir=None)
logger.strong_line()
logger.info('Plotting and normalization example')
# MDP
mdp = LQR.generate(dimensions=2, max_pos=10., max_action=5., episodic=True)
approximator = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
sigma = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
sigma_weights = 2 * np.ones(sigma.weights_size)
sigma.set_weights(sigma_weights)
policy = StateStdGaussianPolicy(approximator, sigma)
# Agent
optimizer = AdaptiveOptimizer(eps=.01)
algorithm_params = dict(optimizer=optimizer)
agent = REINFORCE(mdp.info, policy, **algorithm_params)
# normalization callback
prepro = MinMaxPreprocessor(mdp_info=mdp.info)
# plotting callback
plotter = PlotDataset(mdp.info, obs_normalized=True)
# Train
core = Core(agent, mdp, callback_step=plotter, preprocessors=[prepro])
# training loop
for n in range(n_epochs):
core.learn(n_episodes=n_iterations * ep_per_run,
n_episodes_per_fit=ep_per_run)
dataset = core.evaluate(n_episodes=ep_per_run, render=False)
J = np.mean(compute_J(dataset, mdp.info.gamma))
logger.epoch_info(n + 1, J=J)
if save_states_to_disk:
# save normalization / plot states to disk path
logger.info('Saving plotting and normalization data')
os.makedirs("./logs/plot_and_norm", exist_ok=True)
prepro.save("./logs/plot_and_norm/preprocessor.msh")
plotter.save_state("./logs/plot_and_norm/plotting_state")
# load states from disk path
logger.info('Loading preprocessor and plotter')
prerpo = MinMaxPreprocessor.load(
"./logs/plot_and_norm/preprocessor.msh")
plotter.load_state("./logs/plot_and_norm/plotting_state")
def test_V_lqr():
lqr = LQR.generate(3)
K = np.array([[1.0, 0.1, 0.01],
[0.5, 1.2, 0.02],
[.02, 0.3, 0.9]])
s = np.array([1.0, 1.3, -0.3])
V_lqr = compute_lqr_V(s, lqr, K).item()
assert np.allclose(V_lqr, -6.3336186348534875)
def test_Q_lqr_gaussian_policy_10dim():
lqr = LQR.generate(10)
K = np.eye(10) * 0.1
Sigma = np.eye(10) * 0.1
s = np.ones(10)
a = np.ones(10)
#
Q_lqg = compute_lqr_Q_gaussian_policy(s, a, lqr, K, Sigma).item()
assert np.allclose(Q_lqg, -48.00590405904062)
def test_Q_lqr():
lqr = LQR.generate(3)
K = np.array([[1.0, 0.1, 0.01],
[0.5, 1.2, 0.02],
[.02, 0.3, 0.9]])
s = np.array([1.0, 1.3, -0.3])
a = np.array([0.5, 0.2, 0.1])
Q_lqr = compute_lqr_Q(s, a, lqr, K).item()
assert np.allclose(Q_lqr, -10.83964921837036)
def experiment(n_epochs, n_iterations, ep_per_run, save_states_to_disk):
np.random.seed()
# MDP
mdp = LQR.generate(dimensions=2, max_pos=10., max_action=5., episodic=True)
approximator = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
sigma = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
sigma_weights = 2 * np.ones(sigma.weights_size)
sigma.set_weights(sigma_weights)
policy = StateStdGaussianPolicy(approximator, sigma)
# Agent
learning_rate = AdaptiveParameter(value=.01)
algorithm_params = dict(learning_rate=learning_rate)
agent = REINFORCE(mdp.info, policy, **algorithm_params)
# normalization callback
prepro = MinMaxPreprocessor(mdp_info=mdp.info)
# plotting callback
plotter = PlotDataset(mdp.info, obs_normalized=True)
# Train
core = Core(agent, mdp, callback_step=plotter, preprocessors=[prepro])
# training loop
for n in range(n_epochs):
core.learn(n_episodes=n_iterations * ep_per_run,
n_episodes_per_fit=ep_per_run)
dataset = core.evaluate(n_episodes=ep_per_run, render=False)
print('Epoch: ', n, ' J: ', np.mean(compute_J(dataset,
mdp.info.gamma)))
if save_states_to_disk:
# save normalization / plot states to disk path
os.makedirs("./temp/", exist_ok=True)
prepro.save_state("./temp/normalization_state")
plotter.save_state("./temp/plotting_state")
# load states from disk path
prepro.load_state("./temp/normalization_state")
plotter.load_state("./temp/plotting_state")
def test_V_lqr_gaussian_policy():
lqr = LQR.generate(3)
K = np.array([[1.0, 0.1, 0.01],
[0.5, 1.2, 0.02],
[.02, 0.3, 0.9]])
Sigma = np.array([[0.18784063, 0.02205161, 0.19607835],
[0.02205161, 0.59897771, 0.09953863],
[0.19607835, 0.09953863, 0.23284475]])
s = np.array([1.0, 1.3, -0.3])
V_lqg = compute_lqr_V_gaussian_policy(s, lqr, K, Sigma)
assert np.allclose(V_lqg, -28.39165320182624)
def test_P():
lqr = LQR.generate(3)
K = np.array(
[[1.0, 0.1, 0.01],
[0.5, 1.2, 0.02],
[.02, 0.3, 0.9]]
)
P = compute_lqr_P(lqr, K)
P_test = np.array([[1.60755632, 0.78058807, 0.03219049],
[0.78058807, 1.67738666, 0.24905620],
[0.03219049, 0.2490562 , 0.83697781]])
assert np.allclose(P, P_test)
def test_Q_lqr_gaussian_policy():
lqr = LQR.generate(3)
K = np.array([[1.0, 0.1, 0.01],
[0.5, 1.2, 0.02],
[.02, 0.3, 0.9]])
Sigma = np.array([[0.18784063, 0.02205161, 0.19607835],
[0.02205161, 0.59897771, 0.09953863],
[0.19607835, 0.09953863, 0.23284475]])
s = np.array([1.0, 1.3, -0.3])
a = np.array([-0.5, -0.2, 0.1])
Q_lqg = compute_lqr_Q_gaussian_policy(s, a, lqr, K, Sigma).item()
assert np.allclose(Q_lqg, -23.887098201718487)
def experiment(alg, n_epochs, n_iterations, ep_per_run):
np.random.seed()
logger = Logger(alg.__name__, results_dir=None)
logger.strong_line()
logger.info('Experiment Algorithm: ' + alg.__name__)
# MDP
mdp = LQR.generate(dimensions=2, max_action=1., max_pos=1.)
approximator = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
sigma = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
sigma_weights = 0.25 * np.ones(sigma.weights_size)
sigma.set_weights(sigma_weights)
policy = StateStdGaussianPolicy(approximator, sigma)
# Agent
optimizer = AdaptiveOptimizer(eps=1e-2)
algorithm_params = dict(optimizer=optimizer)
agent = alg(mdp.info, policy, **algorithm_params)
# Train
core = Core(agent, mdp)
dataset_eval = core.evaluate(n_episodes=ep_per_run)
J = compute_J(dataset_eval, gamma=mdp.info.gamma)
logger.epoch_info(0,
J=np.mean(J),
policy_weights=policy.get_weights().tolist())
for i in trange(n_epochs, leave=False):
core.learn(n_episodes=n_iterations * ep_per_run,
n_episodes_per_fit=ep_per_run)
dataset_eval = core.evaluate(n_episodes=ep_per_run)
J = compute_J(dataset_eval, gamma=mdp.info.gamma)
logger.epoch_info(i + 1,
J=np.mean(J),
policy_weights=policy.get_weights().tolist())
def test_V_lqr_gaussian_policy_gradient_K():
lqr = LQR.generate(3)
K = np.array([[1.0, 0.1, 0.01],
[0.5, 1.2, 0.02],
[.02, 0.3, 0.9]])
Sigma = np.array([[0.18784063, 0.02205161, -0.19607835],
[0.02205161, 0.59897771, 0.09953863],
[-0.19607835, 0.09953863, 0.23284475]])
s = np.array([1.0, 1.3, -0.3])
dJ = compute_lqr_V_gaussian_policy_gradient_K(s, lqr, K, Sigma)
f = lambda theta: compute_lqr_V_gaussian_policy(s, lqr, theta.reshape(K.shape), Sigma)
dJ_num = numerical_diff_function(f, K.reshape(-1))
assert np.allclose(dJ, dJ_num)
def experiment(alg, params, n_epochs, fit_per_epoch, ep_per_fit):
np.random.seed()
logger = Logger(alg.__name__, results_dir=None)
logger.strong_line()
logger.info('Experiment Algorithm: ' + alg.__name__)
# MDP
mdp = LQR.generate(dimensions=1)
approximator = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
policy = DeterministicPolicy(mu=approximator)
mu = np.zeros(policy.weights_size)
sigma = 1e-3 * np.eye(policy.weights_size)
distribution = GaussianCholeskyDistribution(mu, sigma)
# Agent
agent = alg(mdp.info, distribution, policy, **params)
# Train
core = Core(agent, mdp)
dataset_eval = core.evaluate(n_episodes=ep_per_fit)
J = compute_J(dataset_eval, gamma=mdp.info.gamma)
logger.epoch_info(0,
J=np.mean(J),
distribution_parameters=distribution.get_parameters())
for i in trange(n_epochs, leave=False):
core.learn(n_episodes=fit_per_epoch * ep_per_fit,
n_episodes_per_fit=ep_per_fit)
dataset_eval = core.evaluate(n_episodes=ep_per_fit)
J = compute_J(dataset_eval, gamma=mdp.info.gamma)
logger.epoch_info(
i + 1,
J=np.mean(J),
distribution_parameters=distribution.get_parameters())
def experiment(alg, n_epochs, n_iterations, ep_per_run):
np.random.seed()
# MDP
mdp = LQR.generate(dimensions=1)
approximator = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
sigma = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
sigma_weights = 2 * np.ones(sigma.weights_size)
sigma.set_weights(sigma_weights)
policy = StateStdGaussianPolicy(approximator, sigma)
# Agent
learning_rate = AdaptiveParameter(value=.01)
algorithm_params = dict(learning_rate=learning_rate)
agent = alg(mdp.info, policy, **algorithm_params)
# Train
core = Core(agent, mdp)
dataset_eval = core.evaluate(n_episodes=ep_per_run)
print('policy parameters: ', policy.get_weights())
J = compute_J(dataset_eval, gamma=mdp.info.gamma)
print('J at start : ' + str(np.mean(J)))
for i in range(n_epochs):
core.learn(n_episodes=n_iterations * ep_per_run,
n_episodes_per_fit=ep_per_run)
dataset_eval = core.evaluate(n_episodes=ep_per_run)
print('policy parameters: ', policy.get_weights())
J = compute_J(dataset_eval, gamma=mdp.info.gamma)
print('J at iteration ' + str(i) + ': ' + str(np.mean(J)))
def learn(alg, **alg_params):
np.random.seed(1)
torch.manual_seed(1)
# MDP
mdp = LQR.generate(dimensions=2)
approximator = Regressor(LinearApproximator,
input_shape=mdp.info.observation_space.shape,
output_shape=mdp.info.action_space.shape)
policy = DeterministicPolicy(mu=approximator)
mu = np.zeros(policy.weights_size)
sigma = 1e-3 * np.ones(policy.weights_size)
distribution = GaussianDiagonalDistribution(mu, sigma)
agent = alg(mdp.info, distribution, policy, **alg_params)
core = Core(agent, mdp)
core.learn(n_episodes=5, n_episodes_per_fit=5)
return agent
