def generate_model_iteration():
n_states, n_actions = 2, 2
mdp = utils.build_random_mdp(n_states, n_actions, 0.5)
pis = utils.gen_grid_policies(7)
init = rnd.standard_normal(
(mdp.S * mdp.S * mdp.A + mdp.S * mdp.A)
) # needs its own init. alternatively could find init that matches value of other inits?!?
vs = utils.polytope(mdp.P, mdp.r, mdp.discount, pis)
plt.figure(figsize=(16, 16))
plt.scatter(vs[:, 0], vs[:, 1], c='b', s=10, alpha=0.75)
lr = 0.01
pi_star = utils.solve(policy_iteration(mdp),
utils.softmax(rnd.standard_normal(
(mdp.S, mdp.A))))[-1]
# adversarial pis
apis = utils.get_deterministic_policies(mdp.S, mdp.A)
apis = np.stack(apis)
update_fn = model_iteration(mdp, lr, apis)
params = utils.solve(update_fn, init)
params = [parse_model_params(mdp.S, mdp.A, p) for p in params]
vs = np.vstack([
utils.value_functional(utils.softmax(p_logits), r, pi_star,
mdp.discount).T for p_logits, r in params
])
n = vs.shape[0]
plt.scatter(vs[0, 0], vs[0, 1], c='g', label='PG')
plt.scatter(vs[1:-1, 0], vs[1:-1, 1], c=range(n - 2), cmap='spring', s=10)
plt.scatter(vs[-1, 0], vs[-1, 1], c='g', marker='x')
p_logits, r = params[-1]
vs = utils.polytope(utils.softmax(p_logits), r, mdp.discount, pis)
plt.scatter(vs[:, 0], vs[:, 1], c='r', s=10, alpha=0.75)
plt.title('Model iteration')
plt.xlabel('Value of state 1')
plt.ylabel('Value of state 2')
# plt.show()
plt.savefig('figs/model_iteration_1.png')
learned_mdp = utils.MDP(mdp.S, mdp.A, utils.softmax(p_logits), r,
mdp.discount, mdp.d0)
pi_star_approx = utils.solve(
policy_iteration(learned_mdp),
utils.softmax(rnd.standard_normal((mdp.S, mdp.A))))[-1]
print(pi_star_approx, '\n', pi_star)
def generate_polytope_densities():
n_states, n_actions = 2, 2
pis = utils.gen_grid_policies(41)
nx = 4
ny = 5
plt.figure(figsize=(16, 16))
for i in range(nx * ny):
print(i)
mdp = utils.build_random_mdp(n_states, n_actions, 0.5)
Vs = utils.polytope(mdp.P, mdp.r, mdp.discount, pis)
# just set all to be the same probability
p_pi = 0.1
pVs = [
density_value_functional(p_pi, mdp.P, mdp.r, pi, mdp.discount)
for pi in pis
]
plt.subplot(nx, ny, i + 1)
fig = plt.scatter(Vs[:, 0], Vs[:, 1], c=pVs)
# plt.colorbar()
fig.axes.get_xaxis().set_visible(False)
fig.axes.get_yaxis().set_visible(False)
plt.tight_layout()
plt.show()
def hyperbolic_polytope():
# https://arxiv.org/abs/1902.06865
n_states, n_actions = 2, 2
N = 21
pis = utils.gen_grid_policies(N)
mdp = utils.build_random_mdp(n_states, n_actions, None)
n = 10
discounts = np.linspace(0.1, 1-1e-4, n)
Vs = []
for discount in discounts:
Vs.append((1-discount)*utils.polytope(mdp.P, mdp.r, discount, pis))
h_V = sum(Vs)/n
plt.subplot(2, 1, 1)
plt.scatter(h_V[:, 0], h_V[:, 1])
plt.subplot(2, 1, 2)
V = (1-0.9)*utils.polytope(mdp.P, mdp.r, 0.9, pis)
plt.scatter(V[:, 0], V[:, 1])
plt.show()
def lmdp_field():
"""
For each policy.
Calculate its dynamics, P_pi.
Estimate the value via the LMDP.
Plot difference under linearTD operator.
"""
n_states, n_actions = 2, 2
pis = utils.gen_grid_policies(11)
mdp = utils.build_random_mdp(n_states, n_actions, 0.5)
p, q = lmdps.mdp_encoder(mdp.P, mdp.r)
vs = []
dvs = []
for pi in pis:
u = np.einsum('ijk,jk->ij', mdp.P, pi)
v = lmdps.linear_value_functional(p, q, u, mdp.discount)
z = np.exp(v)
Tz = lmdps.linear_bellman_operator(p, q, z, mdp.discount)
dv = np.log(Tz) - np.log(z)
vs.append(v)
dvs.append(dv)
dvs = np.vstack(dvs)
vs = np.vstack(vs)
normed_dvs = utils.normalize(dvs)
plt.figure(figsize=(16, 16))
plt.subplot(1, 2, 1)
plt.title('Linearised Bellman operator')
plt.quiver(vs[:, 0], vs[:, 1], normed_dvs[:, 0], normed_dvs[:, 1],
np.linalg.norm(dvs, axis=1))
# plot bellman
Vs = utils.polytope(mdp.P, mdp.r, mdp.discount, pis)
diff_op = lambda V: utils.bellman_optimality_operator(
mdp.P, mdp.r, np.expand_dims(V, 1), mdp.discount) - np.expand_dims(
V, 1)
dVs = np.stack([np.max(diff_op(V), axis=1) for V in Vs])
normed_dVs = utils.normalize(dVs)
plt.subplot(1, 2, 2)
plt.title('Bellman operator')
plt.quiver(Vs[:, 0], Vs[:, 1], normed_dVs[:, 0], normed_dVs[:, 1],
np.linalg.norm(dVs, axis=1))
# plt.savefig('figs/LBO_BO.png')
plt.show()
def compare_mdp_lmdp():
n_states, n_actions = 2, 2
mdp = utils.build_random_mdp(n_states, n_actions, 0.9)
pis = utils.gen_grid_policies(7)
vs = utils.polytope(mdp.P, mdp.r, mdp.discount, pis)
plt.figure(figsize=(16, 16))
plt.scatter(vs[:, 0], vs[:, 1], s=10, alpha=0.75)
# solve via LMDPs
p, q = lmdps.mdp_encoder(mdp.P, mdp.r)
u, v = lmdps.lmdp_solver(p, q, mdp.discount)
pi_u_star = lmdps.lmdp_decoder(u, mdp.P)
pi_p = lmdps.lmdp_decoder(p, mdp.P)
# solve MDP
init = np.random.standard_normal((n_states, n_actions))
pi_star = utils.solve(search_spaces.policy_iteration(mdp), init)[-1]
# pi_star = onehot(np.argmax(qs, axis=1), n_actions)
# evaluate both policies.
v_star = utils.value_functional(mdp.P, mdp.r, pi_star, mdp.discount)
v_u_star = utils.value_functional(mdp.P, mdp.r, pi_u_star, mdp.discount)
v_p = utils.value_functional(mdp.P, mdp.r, pi_p, mdp.discount)
plt.scatter(v_star[0, 0],
v_star[1, 0],
c='m',
alpha=0.5,
marker='x',
label='mdp')
plt.scatter(v_u_star[0, 0],
v_u_star[1, 0],
c='g',
alpha=0.5,
marker='x',
label='lmdp')
plt.scatter(v_p[0, 0], v_p[1, 0], c='k', marker='x', alpha=0.5, label='p')
plt.legend()
plt.show()
def emp_est_snr_map():
n_states, n_actions = 2, 2
mdp = utils.build_random_mdp(n_states, n_actions, 0.5)
pis = utils.gen_grid_policies(5)
vals = utils.polytope(mdp.P, mdp.r, mdp.discount, pis)
vars = []
hs = []
for i, pi in enumerate(pis):
print('\r{}'.format(i), end='', flush=True)
vars.append(est_var_R(mdp, pi))
hs.append(utils.entropy(pi))
plt.subplot(2, 1, 1)
plt.scatter(vals[:, 0], vals[:, 1], c=hs)
plt.subplot(2, 1, 2)
plt.scatter(vals[:, 0], vals[:, 1], c=vars)
# plt.subplot(3,1,1)
# plt.scatter(vals[:, 0], vals[:, 0], c=hs)
plt.show()
def generate_snr_map():
n_states, n_actions = 2, 3
mdp = utils.build_random_mdp(n_states, n_actions, 0.5)
# pis = utils.gen_grid_policies(11)
pis = [utils.random_policy(n_states, n_actions) for _ in range(512)]
Vs = utils.polytope(mdp.P, mdp.r, mdp.discount, pis)
mags = [grad_mag(mdp.P, mdp.r, pi, mdp.discount) for pi in pis]
uncert = [variance(mdp.P, mdp.r, pi, mdp.discount) for pi in pis]
snr = [s / n for s, n in zip(mags, uncert)]
plt.subplot(3, 1, 1)
plt.title('Magnitude')
plt.scatter(Vs[:, 0], Vs[:, 1], c=mags)
plt.subplot(3, 1, 2)
plt.title('Variance')
plt.scatter(Vs[:, 0], Vs[:, 1], c=uncert)
plt.subplot(3, 1, 3)
plt.title('SNR')
plt.scatter(Vs[:, 0], Vs[:, 1], c=snr)
plt.show()
plt.scatter(vs[0, 0], vs[0, 1], c=c, s=30, label='{}'.format(n-2))
plt.scatter(vs[1:-1, 0], vs[1:-1, 1], c=range(n-2), cmap='viridis', s=10)
plt.scatter(vs[-1, 0], vs[-1, 1], c='m', marker='x')
for i in range(len(vs)-2):
dv = 0.1*(vs[i+1, :] - vs[i, :])
plt.arrow(vs[i, 0], vs[i, 1], dv[0], dv[1], color=c, alpha=0.5, width=0.005)
if __name__ == '__main__':
# rnd.seed(42)
print('start')
n_states, n_actions = 2, 2
mdp = utils.build_random_mdp(n_states, n_actions, 0.5)
print('\nBuilding polytope')
pis = np.stack(utils.gen_grid_policies(41))
vs = utils.polytope(mdp.P, mdp.r, mdp.discount, pis)
plt.figure(figsize=(16,16))
plt.scatter(vs[:, 0], vs[:, 1], s=10, alpha=0.75)
colors = ['b', 'g', 'r', 'c', 'm', 'y', 'k']
for i, c in zip(range(4), colors):
print('\nRunning experiment {}'.format(i))
# generate_vi(mdp, c)
generate_pg(mdp, c)
# generate_pi(mdp, c)
plt.legend()
plt.colorbar()
plt.show()
import numpy as np
import numpy.random as rnd
import matplotlib.pyplot as plt
import mdp.utils as utils
import mdp.search_spaces as ss
if __name__ == '__main__':
P = np.zeros((2, 2, 2))
a = np.random.random((2, 2))
a = a / np.sum(a, axis=0)
P[:, :, 0] = a
P[:, :, 1] = a
# print(P[:, :, 0])
# print(P[:, :, 1])
r = np.array([[1, 0], [0, 1]])
discount = 0.5
pis = utils.gen_grid_policies(21)
vs = utils.polytope(P, r, discount, pis)
plt.scatter(vs[:, 0], vs[:, 1])
plt.show()