Example #1
0
class PG_concurrent(BatchPolopt):
    """
    Designed to enable concurrent training of a SNN that parameterizes skills
    and also train the manager at the same time

    Note that, if I'm not trying to do the sample approximation of the weird log of sum term,
    I don't need to know which skill was picked, just need to know the action
    """

    # double check this constructor later
    def __init__(
            self,
            manager_optimizer=None,
            optimizer=None,
            snn_optimizer=None,
            optimizer_args=None,
            step_size=1e-6,
            latents=None,  # some sort of iterable of the actual latent vectors
            period=10,  # how often I choose a latent
            truncate_local_is_ratio=None,
            **kwargs):
        if optimizer is None:
            if optimizer_args is None:
                # optimizer_args = dict()
                optimizer_args = dict(batch_size=None)
            self.optimizer = FirstOrderOptimizer(
                learning_rate=step_size,
                **optimizer_args)  # I hope this is right
        self.manager_optimizer = manager_optimizer
        self.snn_optimizer = snn_optimizer
        self.step_size = step_size
        self.truncate_local_is_ratio = truncate_local_is_ratio
        super(PG_concurrent,
              self).__init__(**kwargs)  # not sure if this line is correct
        self.latents = latents
        self.period = period

        # todo: fix this sampler stuff
        self.sampler = HierBatchSampler(self, self.period)

        # i hope this is right
        self.diagonal = DiagonalGaussian(
            self.policy.low_policy.action_space.flat_dim)
        self.debug_fns = []

    # initialize the computation graph
    # optimize is run on >= 1 trajectory at a time

    def init_opt(self):
        # obs_var_raw = self.env.observation_space.new_tensor_variable(
        #     'obs',
        #     extra_dims=1,
        # )

        obs_var_raw = ext.new_tensor(
            'obs', ndim=3, dtype=theano.config.floatX)  # todo: check the dtype

        action_var = self.env.action_space.new_tensor_variable(
            'action',
            extra_dims=1,
        )

        # this will have to be the advantage every self.period timesteps
        advantage_var = ext.new_tensor('advantage',
                                       ndim=1,
                                       dtype=theano.config.floatX)

        obs_var_sparse = ext.new_tensor(
            'sparse_obs',
            ndim=2,
            dtype=theano.config.
            floatX  # todo: check this with carlos, refer to discrete.py in rllab.spaces
        )

        assert isinstance(self.policy, HierarchicalPolicy)

        # todo: assumptions: 1 trajectory, which is a multiple of p; that the obs_var_probs is valid

        # undoing the reshape, so that batch sampling is ok
        obs_var = TT.reshape(obs_var_raw, [
            obs_var_raw.shape[0] * obs_var_raw.shape[1], obs_var_raw.shape[2]
        ])
        # obs_var = obs_var_raw

        # i, j should contain the probability of latent j at time step self.period*i
        # should be a len(obs)//self.period by len(self.latent) tensor
        latent_probs = self.policy.manager.dist_info_sym(
            obs_var_sparse)['prob']

        # get the distribution parameters
        # dist_info_vars = []
        # for latent in self.latents:
        #     self.policy.low_policy.set_latent_train(latent)
        #     dist_info_vars.append(self.policy.low_policy.dist_info_sym(obs_var))
        # hopefully the above line takes multiple samples, and state_info_vars not needed as input

        dist_info_vars = self.policy.low_policy.dist_info_sym_all_latents(
            obs_var)
        probs = [
            TT.exp(self.diagonal.log_likelihood_sym(action_var, dist_info))
            for dist_info in dist_info_vars
        ]

        # need to reshape at the end
        reshaped_probs = [
            TT.reshape(prob, [obs_var.shape[0] // self.period, self.period])
            for prob in probs
        ]

        # now, multiply out each row and concatenate
        subtrajectory_probs = TT.stack([
            TT.prod(reshaped_prob, axis=1) for reshaped_prob in reshaped_probs
        ],
                                       axis=1)
        # shape error might come out of here

        # elementwise multiplication, then sum up each individual row and take log
        likelihood = TT.log(TT.sum(subtrajectory_probs * latent_probs, axis=1))

        surr_loss = -TT.mean(likelihood * advantage_var)

        input_list = [obs_var_raw, obs_var_sparse, action_var, advantage_var]
        # npo has state_info_vars and old_dist_info_vars, I don't think I need them until I go for NPO/TRPO

        self.optimizer.update_opt(loss=surr_loss,
                                  target=self.policy,
                                  inputs=input_list)
        return dict()

    #do the optimization
    def optimize_policy(self, itr, samples_data):
        assert len(samples_data) // self.period == 0

        # note that I have to do extra preprocessing to the advantages, and also create obs_var_sparse

        input_values = tuple(
            ext.extract(samples_data, "observations", "actions", "advantages"))
        # print(input_values[0].shape)

        obs_raw = input_values[0].reshape(
            input_values[0].shape[0] // self.period, self.period,
            input_values[0].shape[1])
        # obs_raw = input_values[0]

        obs_sparse = input_values[0].take(
            [i for i in range(0, input_values[0].shape[0], self.period)],
            axis=0)
        advantage_sparse = np.sum(input_values[2].reshape(
            [input_values[2].shape[0] // self.period, self.period]),
                                  axis=1)
        all_input_values = (obs_raw, obs_sparse, input_values[1],
                            advantage_sparse)

        loss_before = self.optimizer.loss(all_input_values)
        self.optimizer.optimize(all_input_values)
        loss_after = self.optimizer.loss(all_input_values)
        logger.record_tabular('LossBefore', loss_before)
        logger.record_tabular('LossAfter', loss_after)
        logger.record_tabular('dLoss', loss_before - loss_after)
        return dict()

    def optimize_manager(self, itr, samples_data):
        pass

    def optimize_snn(self, itr, samples_data):
        pass

    def get_itr_snapshot(self, itr, samples_data):
        return dict(itr=itr,
                    policy=self.policy,
                    baseline=self.baseline,
                    env=self.env)

    def log_diagnostics(self, paths):
        #paths obtained by self.sampler.obtain_samples
        BatchPolopt.log_diagnostics(self, paths)
class PG_concurrent_approx(BatchPolopt, Serializable
                           ):  # todo: should this implement serializable?
    """
    Designed to enable concurrent training of a SNN that parameterizes skills
    and also train the manager at the same time

    Note that, if I'm not trying to do the sample approximation of the weird log of sum term,
    I don't need to know which skill was picked, just need to know the action
    """

    # double check this constructor later
    def __init__(
            self,
            optimizer=None,
            optimizer_args=None,
            step_size=1e-2,
            num_latents=6,
            latents=None,  # some sort of iterable of the actual latent vectors
            period=10,  # how often I choose a latent
            truncate_local_is_ratio=None,
            use_skill_dependent_baseline=False,
            **kwargs):
        Serializable.quick_init(self, locals())
        if optimizer is None:
            default_args = dict(batch_size=None, max_epochs=1)
            if optimizer_args is None:
                optimizer_args = default_args
            else:
                optimizer_args = dict(default_args, **optimizer_args)
            optimizer = FirstOrderOptimizer(learning_rate=step_size,
                                            **optimizer_args)
        self.optimizer = optimizer
        self.step_size = step_size
        self.truncate_local_is_ratio = truncate_local_is_ratio
        super(PG_concurrent_approx,
              self).__init__(**kwargs)  # not sure if this line is correct
        self.num_latents = kwargs['policy'].latent_dim
        self.latents = latents
        self.period = period

        # todo: fix this sampler stuff
        self.sampler = HierBatchSampler(self, self.period)

        # i hope this is right
        self.diagonal = DiagonalGaussian(
            self.policy.low_policy.action_space.flat_dim)
        self.debug_fns = []

        assert isinstance(self.policy, HierarchicalPolicy)
        if self.policy is not None:
            self.period = self.policy.period
        assert self.policy.period == self.period

        self.trainable_manager = self.policy.trainable_manager

        # skill dependent baseline
        self.use_skill_dependent_baseline = use_skill_dependent_baseline
        if use_skill_dependent_baseline:
            curr_env = kwargs['env']
            skill_dependent_action_space = curr_env.action_space
            skill_dependent_obs_space_dim = (
                (curr_env.observation_space.shape[0] + 1) * self.num_latents, )
            skill_dependent_obs_space = Box(
                -1.0, 1.0, shape=skill_dependent_obs_space_dim)
            skill_depdendent_env_spec = EnvSpec(skill_dependent_obs_space,
                                                skill_dependent_action_space)
            self.skill_dependent_baseline = LinearFeatureBaseline(
                env_spec=skill_depdendent_env_spec)

    # initialize the computation graph
    # optimize is run on >= 1 trajectory at a time

    def init_opt(self):
        # obs_var_raw = self.env.observation_space.new_tensor_variable(
        #     'obs',
        #     extra_dims=1,
        # )

        obs_var_raw = ext.new_tensor(
            'obs', ndim=3, dtype=theano.config.floatX)  # todo: check the dtype

        action_var = self.env.action_space.new_tensor_variable(
            'action',
            extra_dims=1,
        )

        # this will have to be the advantage every self.period timesteps
        advantage_var_sparse = ext.new_tensor('sparse_advantage',
                                              ndim=1,
                                              dtype=theano.config.floatX)

        advantage_var = ext.new_tensor('advantage',
                                       ndim=1,
                                       dtype=theano.config.floatX)

        obs_var_sparse = ext.new_tensor(
            'sparse_obs',
            ndim=2,
            dtype=theano.config.
            floatX  # todo: check this with carlos, refer to discrete.py in rllab.spaces
        )

        latent_var_sparse = ext.new_tensor('sparse_latent',
                                           ndim=2,
                                           dtype=theano.config.floatX)

        latent_var = ext.new_tensor('latents',
                                    ndim=2,
                                    dtype=theano.config.floatX)

        assert isinstance(self.policy, HierarchicalPolicy)

        # todo: assumptions: 1 trajectory, which is a multiple of p; that the obs_var_probs is valid

        # undoing the reshape, so that batch sampling is ok
        obs_var = TT.reshape(obs_var_raw, [
            obs_var_raw.shape[0] * obs_var_raw.shape[1], obs_var_raw.shape[2]
        ])
        # obs_var = obs_var_raw

        #############################################################
        ### calculating the manager portion of the surrogate loss ###
        #############################################################

        # i, j should contain the probability of latent j at time step self.period*i
        # should be a len(obs)//self.period by len(self.latent) tensor
        latent_probs = self.policy.manager.dist_info_sym(
            obs_var_sparse)['prob']
        actual_latent_probs = TT.sum(latent_probs * latent_var_sparse, axis=1)
        if self.trainable_manager:
            manager_surr_loss = -TT.mean(
                TT.log(actual_latent_probs) * advantage_var_sparse)
        else:
            manager_surr_loss = 0

        ############################################################
        ### calculating the skills portion of the surrogate loss ###
        ############################################################

        # get the distribution parameters
        # dist_info_vars = []
        # for latent in self.latents:
        #     self.policy.low_policy.set_latent_train(latent)
        #     dist_info_vars.append(self.policy.low_policy.dist_info_sym(obs_var))
        # hopefully the above line takes multiple samples, and state_info_vars not needed as input

        dist_info_vars = self.policy.low_policy.dist_info_sym_all_latents(
            obs_var)
        probs = TT.stack([
            self.diagonal.log_likelihood_sym(action_var, dist_info)
            for dist_info in dist_info_vars
        ],
                         axis=1)
        # todo: verify that dist_info_vars is in order

        actual_action_log_probs = TT.sum(probs * latent_var, axis=1)
        skill_surr_loss = -TT.mean(actual_action_log_probs * advantage_var)

        surr_loss = manager_surr_loss / self.period + skill_surr_loss  # so that the relative magnitudes are correct

        input_list = [
            obs_var_raw, obs_var_sparse, action_var, advantage_var,
            advantage_var_sparse, latent_var, latent_var_sparse
        ]
        # input_list = [obs_var_raw, obs_var_sparse, action_var, advantage_var]
        # npo has state_info_vars and old_dist_info_vars, I don't think I need them until I go for NPO/TRPO

        self.optimizer.update_opt(loss=surr_loss,
                                  target=self.policy,
                                  inputs=input_list)
        return dict()

    # do the optimization
    def optimize_policy(self, itr, samples_data):
        # import IPython; IPython.embed()
        print(len(samples_data['observations']), self.period)
        assert len(samples_data['observations']) % self.period == 0

        # note that I have to do extra preprocessing to the advantages, and also create obs_var_sparse

        if self.use_skill_dependent_baseline:
            input_values = tuple(
                ext.extract(samples_data, "observations", "actions",
                            "advantages", "agent_infos", "skill_advantages"))
        else:
            input_values = tuple(
                ext.extract(samples_data, "observations", "actions",
                            "advantages", "agent_infos"))
        # print(input_values[0].shape)

        obs_raw = input_values[0].reshape(
            input_values[0].shape[0] // self.period, self.period,
            input_values[0].shape[1])
        # obs_raw = input_values[0]

        obs_sparse = input_values[0].take(
            [i for i in range(0, input_values[0].shape[0], self.period)],
            axis=0)
        advantage_sparse = input_values[2].reshape(
            [input_values[2].shape[0] // self.period, self.period])[:, 0]
        latents = input_values[3]['latents']
        latents_sparse = latents.take(
            [i for i in range(0, latents.shape[0], self.period)], axis=0)

        if self.use_skill_dependent_baseline:
            all_input_values = (obs_raw, obs_sparse, input_values[1],
                                input_values[4], advantage_sparse, latents,
                                latents_sparse)
        else:
            all_input_values = (obs_raw, obs_sparse, input_values[1],
                                input_values[2], advantage_sparse, latents,
                                latents_sparse)

        loss_before = self.optimizer.loss(all_input_values)
        self.optimizer.optimize(all_input_values)
        loss_after = self.optimizer.loss(all_input_values)
        logger.record_tabular('LossBefore', loss_before)
        logger.record_tabular('LossAfter', loss_after)
        logger.record_tabular('dLoss', loss_before - loss_after)
        return dict()

    def get_itr_snapshot(self, itr, samples_data):
        return dict(itr=itr,
                    policy=self.policy,
                    baseline=self.baseline,
                    env=self.env)

    def log_diagnostics(self, paths):
        # paths obtained by self.sampler.obtain_samples
        BatchPolopt.log_diagnostics(self, paths)
Example #3
0
class Hippo(BatchPolopt):
    def __init__(
            self,
            optimizer=None,
            optimizer_args=None,
            step_size=0.0003,
            latents=None,  # some sort of iterable of the actual latent vectors
            average_period=10,  # average over all the periods
            truncate_local_is_ratio=None,
            epsilon=0.1,
            train_pi_iters=80,
            use_skill_dependent_baseline=False,
            **kwargs):
        if optimizer is None:
            if optimizer_args is None:
                # optimizer_args = dict()
                optimizer_args = dict(batch_size=None)
            self.optimizer = FirstOrderOptimizer(learning_rate=step_size,
                                                 max_epochs=train_pi_iters,
                                                 **optimizer_args)
        self.step_size = step_size
        self.truncate_local_is_ratio = truncate_local_is_ratio
        self.epsilon = epsilon

        super(Hippo,
              self).__init__(**kwargs)  # not sure if this line is correct
        self.num_latents = kwargs['policy'].latent_dim
        self.latents = latents
        self.average_period = average_period

        # import pdb; pdb.set_trace()
        self.sampler = BatchSampler(self)

        # i hope this is right
        self.diagonal = DiagonalGaussian(
            self.policy.low_policy.action_space.flat_dim)
        self.debug_fns = []
        self.use_skill_dependent_baseline = use_skill_dependent_baseline

        assert isinstance(self.policy, HierarchicalPolicy)
        self.old_policy = copy.deepcopy(self.policy)

    def init_opt(self):
        obs_var = ext.new_tensor(
            'obs', ndim=2, dtype=theano.config.floatX)  # todo: check the dtype

        manager_obs_var = ext.new_tensor('manager_obs',
                                         ndim=2,
                                         dtype=theano.config.floatX)

        action_var = self.env.action_space.new_tensor_variable(
            'action',
            extra_dims=1,
        )

        # this will have to be the advantage every time the manager makes a decision
        manager_advantage_var = ext.new_tensor('manager_advantage',
                                               ndim=1,
                                               dtype=theano.config.floatX)

        skill_advantage_var = ext.new_tensor('skill_advantage',
                                             ndim=1,
                                             dtype=theano.config.floatX)

        latent_var_sparse = ext.new_tensor('sparse_latent',
                                           ndim=2,
                                           dtype=theano.config.floatX)

        latent_var = ext.new_tensor('latents',
                                    ndim=2,
                                    dtype=theano.config.floatX)

        assert isinstance(self.policy, HierarchicalPolicy)

        #############################################################
        ### calculating the manager portion of the surrogate loss ###
        #############################################################

        # i, j should contain the probability of latent j at time step self.period*i
        # should be a len(obs)//self.period by len(self.latent) tensor
        latent_probs = self.policy.manager.dist_info_sym(
            manager_obs_var)['prob']
        old_latent_probs = self.old_policy.manager.dist_info_sym(
            manager_obs_var)['prob']

        actual_latent_probs = TT.sum(latent_probs * latent_var_sparse, axis=1)
        old_actual_latent_probs = TT.sum(old_latent_probs * latent_var_sparse,
                                         axis=1)
        lr = TT.exp(
            TT.log(actual_latent_probs) - TT.log(old_actual_latent_probs))
        manager_surr_loss_vector = TT.minimum(
            lr * manager_advantage_var,
            TT.clip(lr, 1 - self.epsilon, 1 + self.epsilon) *
            manager_advantage_var)
        manager_surr_loss = -TT.mean(manager_surr_loss_vector)

        ############################################################
        ### calculating the skills portion of the surrogate loss ###
        ############################################################

        dist_info_vars = self.policy.low_policy.dist_info_sym_all_latents(
            obs_var)
        probs = TT.stack([
            self.diagonal.log_likelihood_sym(action_var, dist_info)
            for dist_info in dist_info_vars
        ],
                         axis=1)
        actual_action_log_probs = TT.sum(
            probs * latent_var,
            axis=1)  # todo: verify that dist_info_vars is in order

        # old policy stuff
        old_dist_info_vars = self.old_policy.low_policy.dist_info_sym_all_latents(
            obs_var)
        old_probs = TT.stack([
            self.diagonal.log_likelihood_sym(action_var, dist_info)
            for dist_info in old_dist_info_vars
        ],
                             axis=1)
        old_actual_action_log_probs = TT.sum(old_probs * latent_var, axis=1)
        skill_lr = TT.exp(actual_action_log_probs -
                          old_actual_action_log_probs)

        skill_surr_loss_vector = TT.minimum(
            skill_lr * skill_advantage_var,
            TT.clip(skill_lr, 1 - self.epsilon, 1 + self.epsilon) *
            skill_advantage_var)
        skill_surr_loss = -TT.mean(skill_surr_loss_vector)

        surr_loss = manager_surr_loss / self.average_period + skill_surr_loss

        input_list = [
            obs_var, manager_obs_var, action_var, manager_advantage_var,
            skill_advantage_var, latent_var, latent_var_sparse
        ]

        self.optimizer.update_opt(loss=surr_loss,
                                  target=self.policy,
                                  inputs=input_list)
        return dict()

    # do the optimization
    def optimize_policy(self, itr, samples_data):
        # print(len(samples_data['observations']), self.period)
        # assert len(samples_data['observations']) % self.period == 0
        assert not self.use_skill_dependent_baseline

        # note that I have to do extra preprocessing to the advantages, and also create obs_var_sparse
        input_values = tuple(
            ext.extract(samples_data, "observations", "actions", "advantages",
                        "agent_infos"))

        time_remaining = input_values[3]['time_remaining']
        resampled_period = input_values[3]['resampled_period']
        obs_var = np.insert(input_values[0],
                            self.policy.obs_robot_dim,
                            time_remaining,
                            axis=1)
        manager_obs_var = obs_var[resampled_period]
        action_var = input_values[1]
        manager_adv_var = input_values[2][resampled_period]
        skill_adv_var = input_values[2]
        latent_var = input_values[3]['latents']
        latent_var_sparse = latent_var[resampled_period]

        all_input_values = (obs_var, manager_obs_var, action_var,
                            manager_adv_var, skill_adv_var, latent_var,
                            latent_var_sparse)

        # todo: assign current parameters to old policy; does this work?
        old_param_values = self.policy.get_param_values()
        self.old_policy.set_param_values(old_param_values)
        loss_before = self.optimizer.loss(all_input_values)
        self.optimizer.optimize(all_input_values)
        loss_after = self.optimizer.loss(all_input_values)
        logger.record_tabular('LossBefore', loss_before)
        logger.record_tabular('LossAfter', loss_after)
        logger.record_tabular('dLoss', loss_before - loss_after)
        return dict()

    def get_itr_snapshot(self, itr, samples_data):
        return dict(itr=itr,
                    policy=self.policy,
                    baseline=self.baseline,
                    env=self.env)

    def log_diagnostics(self, paths):
        # paths obtained by self.sampler.obtain_samples
        BatchPolopt.log_diagnostics(self, paths)
Example #4
0
class StochasticGaussianMLPPolicy(StochasticPolicy, LasagnePowered,
                                  Serializable):
    def __init__(
        self,
        env_spec,
        input_latent_vars=None,
        hidden_sizes=(32, 32),
        hidden_latent_vars=None,
        learn_std=True,
        init_std=1.0,
        hidden_nonlinearity=NL.tanh,
        output_nonlinearity=None,
    ):
        Serializable.quick_init(self, locals())
        assert isinstance(env_spec.action_space, Box)

        obs_dim = env_spec.observation_space.flat_dim
        action_dim = env_spec.action_space.flat_dim

        # create network
        mean_network = StochasticMLP(
            input_shape=(obs_dim, ),
            input_latent_vars=input_latent_vars,
            output_dim=action_dim,
            hidden_sizes=hidden_sizes,
            hidden_latent_vars=hidden_latent_vars,
            hidden_nonlinearity=hidden_nonlinearity,
            output_nonlinearity=output_nonlinearity,
        )

        l_mean = mean_network.output_layer
        obs_var = mean_network.input_layer.input_var

        l_log_std = ParamLayer(
            mean_network.input_layer,
            num_units=action_dim,
            param=lasagne.init.Constant(np.log(init_std)),
            name="output_log_std",
            trainable=learn_std,
        )

        self._mean_network = mean_network
        self._n_latent_layers = len(mean_network.latent_layers)
        self._l_mean = l_mean
        self._l_log_std = l_log_std

        LasagnePowered.__init__(self, [l_mean, l_log_std])
        super(StochasticGaussianMLPPolicy, self).__init__(env_spec)

        outputs = self.dist_info_sym(mean_network.input_var)
        latent_keys = sorted(
            set(outputs.keys()).difference({"mean", "log_std"}))

        extras = get_full_output([self._l_mean, self._l_log_std] +
                                 self._mean_network.latent_layers, )[1]
        latent_distributions = [
            extras[layer]["distribution"]
            for layer in self._mean_network.latent_layers
        ]

        self._latent_keys = latent_keys
        self._latent_distributions = latent_distributions
        self._dist = DiagonalGaussian(action_dim)

        self._f_dist_info = ext.compile_function(
            inputs=[obs_var],
            outputs=outputs,
        )
        self._f_dist_info_givens = None

    @property
    def latent_layers(self):
        return self._mean_network.latent_layers

    @property
    def latent_dims(self):
        return self._mean_network.latent_dims

    def dist_info(self, obs, state_infos=None):
        if state_infos is None or len(state_infos) == 0:
            return self._f_dist_info(obs)
        if self._f_dist_info_givens is None:
            # compile function
            obs_var = self._mean_network.input_var
            latent_keys = [
                "latent_%d" % idx for idx in range(self._n_latent_layers)
            ]
            latent_vars = [
                TT.matrix("latent_%d" % idx)
                for idx in range(self._n_latent_layers)
            ]
            latent_dict = dict(list(zip(latent_keys, latent_vars)))
            self._f_dist_info_givens = ext.compile_function(
                inputs=[obs_var] + latent_vars,
                outputs=self.dist_info_sym(obs_var, latent_dict),
            )
        latent_vals = []
        for idx in range(self._n_latent_layers):
            latent_vals.append(state_infos["latent_%d" % idx])
        return self._f_dist_info_givens(*[obs] + latent_vals)

    def reset(self):  #here I would sample a latents var.
        # sample latents
        # store it in self.something that then goes to all the others
        pass

    def dist_info_sym(self, obs_var, state_info_vars=None):
        if state_info_vars is not None:
            latent_givens = {
                latent_layer: state_info_vars["latent_%d" % idx]
                for idx, latent_layer in enumerate(
                    self._mean_network.latent_layers)
            }
            latent_dist_infos = dict()
            for idx, latent_layer in enumerate(
                    self._mean_network.latent_layers):
                cur_dist_info = dict()
                prefix = "latent_%d_" % idx
                for k, v in state_info_vars.items():
                    if k.startswith(prefix):
                        cur_dist_info[k[len(prefix):]] = v
                latent_dist_infos[latent_layer] = cur_dist_info
        else:
            latent_givens = dict()
            latent_dist_infos = dict()
        all_outputs, extras = get_full_output(
            [self._l_mean, self._l_log_std] + self._mean_network.latent_layers,
            inputs={self._mean_network._l_in: obs_var},
            latent_givens=latent_givens,
            latent_dist_infos=latent_dist_infos,
        )

        mean_var = all_outputs[0]
        log_std_var = all_outputs[1]
        latent_vars = all_outputs[2:]
        latent_dist_infos = []
        for latent_layer in self._mean_network.latent_layers:
            latent_dist_infos.append(extras[latent_layer]["dist_info"])

        output_dict = dict(mean=mean_var, log_std=log_std_var)
        for idx, latent_var, latent_dist_info in zip(itertools.count(),
                                                     latent_vars,
                                                     latent_dist_infos):
            output_dict["latent_%d" % idx] = latent_var
            for k, v in latent_dist_info.items():
                output_dict["latent_%d_%s" % (idx, k)] = v

        return output_dict

    def kl_sym(self, old_dist_info_vars, new_dist_info_vars):
        """
        Compute the symbolic KL divergence of distributions of both the actions and the latents variables
        """
        kl = self._dist.kl_sym(old_dist_info_vars, new_dist_info_vars)
        for idx, latent_dist in enumerate(self._latent_distributions):
            # collect dist info for each latents variable
            prefix = "latent_%d_" % idx
            old_latent_dist_info = {
                k[len(prefix):]: v
                for k, v in old_dist_info_vars.items() if k.startswith(prefix)
            }
            new_latent_dist_info = {
                k[len(prefix):]: v
                for k, v in new_dist_info_vars.items() if k.startswith(prefix)
            }
            kl += latent_dist.kl_sym(old_latent_dist_info,
                                     new_latent_dist_info)
        return kl

    def likelihood_ratio_sym(self, action_var, old_dist_info_vars,
                             new_dist_info_vars):
        """
        Compute the symbolic likelihood ratio of both the actions and the latents variables.
        """
        lr = self._dist.likelihood_ratio_sym(action_var, old_dist_info_vars,
                                             new_dist_info_vars)
        for idx, latent_dist in enumerate(self._latent_distributions):
            latent_var = old_dist_info_vars["latent_%d" % idx]
            prefix = "latent_%d_" % idx
            old_latent_dist_info = {
                k[len(prefix):]: v
                for k, v in old_dist_info_vars.items() if k.startswith(prefix)
            }
            new_latent_dist_info = {
                k[len(prefix):]: v
                for k, v in new_dist_info_vars.items() if k.startswith(prefix)
            }
            lr *= latent_dist.likelihood_ratio_sym(latent_var,
                                                   old_latent_dist_info,
                                                   new_latent_dist_info)
        return lr

    def log_likelihood(self, actions, dist_info, action_only=False):
        """
        Computes the log likelihood of both the actions and the latents variables, unless action_only is set to True,
        in which case it will only compute the log likelihood of the actions.
        :return:
        """
        logli = self._dist.log_likelihood(actions, dist_info)
        if not action_only:
            for idx, latent_dist in enumerate(self._latent_distributions):
                latent_var = dist_info["latent_%d" % idx]
                prefix = "latent_%d_" % idx
                latent_dist_info = {
                    k[len(prefix):]: v
                    for k, v in dist_info.items() if k.startswith(prefix)
                }
                logli += latent_dist.log_likelihood(latent_var,
                                                    latent_dist_info)
        return logli

    def log_likelihood_sym(self, action_var, dist_info_vars):
        logli = self._dist.log_likelihood_sym(action_var, dist_info_vars)
        for idx, latent_dist in enumerate(self._latent_distributions):
            latent_var = dist_info_vars["latent_%d" % idx]
            prefix = "latent_%d_" % idx
            latent_dist_info = {
                k[len(prefix):]: v
                for k, v in dist_info_vars.items() if k.startswith(prefix)
            }
            logli += latent_dist.log_likelihood_sym(latent_var,
                                                    latent_dist_info)
        return logli

    def entropy(self, dist_info):
        ent = self._dist.entropy(dist_info)
        for idx, latent_dist in enumerate(self._latent_distributions):
            prefix = "latent_%d_" % idx
            latent_dist_info = {
                k[len(prefix):]: v
                for k, v in dist_info.items() if k.startswith(prefix)
            }
            ent += latent_dist.entropy(latent_dist_info)
        return ent

    @property
    def dist_info_keys(self):
        return ["mean", "log_std"] + self._latent_keys

    @overrides
    def get_action(self, observation):
        actions, outputs = self.get_actions([observation])
        return actions[0], {k: v[0] for k, v in outputs.items()}

    def get_actions(self, observations):
        outputs = self._f_dist_info(observations)
        mean = outputs["mean"]
        log_std = outputs["log_std"]
        rnd = np.random.normal(size=mean.shape)
        actions = rnd * np.exp(log_std) + mean
        return actions, outputs

    def log_diagnostics(self, paths):
        log_stds = np.vstack(
            [path["agent_infos"]["log_std"] for path in paths])
        logger.record_tabular('AveragePolicyStd', np.mean(np.exp(log_stds)))

    @property
    def distribution(self):
        """
        We set the distribution to the policy itself since we need some behavior different from a usual diagonal
        Gaussian distribution.
        """
        return self

    @property
    def state_info_keys(self):
        return self._latent_keys