def discounted_return(reward, length, discount):
"""Discounted Monte-Carlo returns."""
timestep = tf.range(reward.shape[1].value)
mask = tf.cast(timestep[None, :] < length[:, None], tf.float32)
return_ = tf.reverse(
tf.transpose(
tf.scan(lambda agg, cur: cur + discount * agg,
tf.transpose(tf.reverse(mask * reward, [1]), [1, 0]),
tf.zeros_like(reward[:, -1]), 1, False), [1, 0]), [1])
return tf.check_numerics(tf.stop_gradient(return_), 'return')
def lambda_advantage(reward, value, length, discount):
"""Generalized Advantage Estimation."""
timestep = tf.range(reward.shape[1].value)
mask = tf.cast(timestep[None, :] < length[:, None], tf.float32)
next_value = tf.concat([value[:, 1:], tf.zeros_like(value[:, -1:])], 1)
delta = reward + discount * next_value - value
advantage = tf.reverse(
tf.transpose(
tf.scan(lambda agg, cur: cur + discount * agg,
tf.transpose(tf.reverse(mask * delta, [1]), [1, 0]), tf.zeros_like(delta[:, -1]),
1, False), [1, 0]), [1])
return tf.check_numerics(tf.stop_gradient(advantage), 'advantage')
def lambda_return(reward, value, length, discount, lambda_):
"""TD-lambda returns."""
timestep = tf.range(reward.shape[1].value)
mask = tf.cast(timestep[None, :] < length[:, None], tf.float32)
sequence = mask * reward + discount * value * (1 - lambda_)
discount = mask * discount * lambda_
sequence = tf.stack([sequence, discount], 2)
return_ = tf.reverse(
tf.transpose(
tf.scan(lambda agg, cur: cur[0] + cur[1] * agg,
tf.transpose(tf.reverse(sequence, [1]), [1, 2, 0]), tf.zeros_like(value[:, -1]),
1, False), [1, 0]), [1])
return tf.check_numerics(tf.stop_gradient(return_), 'return')