class D3PGAgent(AgentBase):
"""Distributional DDPG (D3PG) [1].
It's closely related to, and sits in-between, D4PG and DDPG. Compared to D4PG it lacks
the multi actors support. It extends the DDPG agent with:
1. Distributional critic update.
2. N-step returns.
3. Prioritization of the experience replay (PER).
[1] "Distributed Distributional Deterministic Policy Gradients"
(2018, ICLR) by G. Barth-Maron & M. Hoffman et al.
"""
name = "D3PG"
def __init__(self,
state_size: int,
action_size: int,
hidden_layers: Sequence[int] = (128, 128),
**kwargs):
super().__init__(**kwargs)
self.device = self._register_param(kwargs, "device", DEVICE)
self.state_size = state_size
self.action_size = action_size
self.num_atoms = int(self._register_param(kwargs, 'num_atoms', 51))
v_min = float(self._register_param(kwargs, 'v_min', -10))
v_max = float(self._register_param(kwargs, 'v_max', 10))
# Reason sequence initiation.
self.action_min = float(self._register_param(kwargs, 'action_min', -1))
self.action_max = float(self._register_param(kwargs, 'action_max', 1))
self.action_scale = int(self._register_param(kwargs, 'action_scale',
1))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size: int = int(
self._register_param(kwargs, 'batch_size', 64))
self.buffer_size: int = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = PERBuffer(self.batch_size, self.buffer_size)
self.n_steps = int(self._register_param(kwargs, "n_steps", 3))
self.n_buffer = NStepBuffer(n_steps=self.n_steps, gamma=self.gamma)
self.warm_up: int = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq: int = int(
self._register_param(kwargs, 'update_freq', 1))
if kwargs.get("simple_policy", False):
std_init = kwargs.get("std_init", 1.0)
std_max = kwargs.get("std_max", 1.5)
std_min = kwargs.get("std_min", 0.25)
self.policy = MultivariateGaussianPolicySimple(self.action_size,
std_init=std_init,
std_min=std_min,
std_max=std_max,
device=self.device)
else:
self.policy = MultivariateGaussianPolicy(self.action_size,
device=self.device)
self.actor_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'actor_hidden_layers', hidden_layers))
self.critic_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'critic_hidden_layers',
hidden_layers))
# This looks messy but it's not that bad. Actor, critic_net and Critic(critic_net). Then the same for `target_`.
self.actor = ActorBody(state_size,
self.policy.param_dim * action_size,
hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh,
device=self.device)
critic_net = CriticBody(state_size,
action_size,
out_features=self.num_atoms,
hidden_layers=self.critic_hidden_layers,
device=self.device)
self.critic = CategoricalNet(num_atoms=self.num_atoms,
v_min=v_min,
v_max=v_max,
net=critic_net,
device=self.device)
self.target_actor = ActorBody(state_size,
self.policy.param_dim * action_size,
hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh,
device=self.device)
target_critic_net = CriticBody(state_size,
action_size,
out_features=self.num_atoms,
hidden_layers=self.critic_hidden_layers,
device=self.device)
self.target_critic = CategoricalNet(num_atoms=self.num_atoms,
v_min=v_min,
v_max=v_max,
net=target_critic_net,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
self.critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-4))
self.value_loss_func = nn.BCELoss(reduction='none')
# self.actor_params = list(self.actor.parameters()) #+ list(self.policy.parameters())
self.actor_params = list(self.actor.parameters()) + list(
self.policy.parameters())
self.actor_optimizer = Adam(self.actor_params, lr=self.actor_lr)
self.critic_optimizer = Adam(self.critic.parameters(),
lr=self.critic_lr)
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 50.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 50.0))
# Breath, my child.
self.iteration = 0
self._loss_actor = float('nan')
self._loss_critic = float('nan')
self._display_dist = torch.zeros(self.critic.z_atoms.shape)
self._metric_batch_error = torch.zeros(self.batch_size)
self._metric_batch_value_dist = torch.zeros(self.batch_size)
@property
def loss(self) -> Dict[str, float]:
return {'actor': self._loss_actor, 'critic': self._loss_critic}
@loss.setter
def loss(self, value):
if isinstance(value, dict):
self._loss_actor = value['actor']
self._loss_critic = value['critic']
else:
self._loss_actor = value
self._loss_critic = value
@torch.no_grad()
def act(self, state, epsilon: float = 0.0) -> List[float]:
"""
Returns actions for given state as per current policy.
Parameters:
state: Current available state from the environment.
epislon: Epsilon value in the epislon-greedy policy.
"""
state = to_tensor(state).float().to(self.device)
if self._rng.random() < epsilon:
action = self.action_scale * (torch.rand(self.action_size) - 0.5)
else:
action_seed = self.actor.act(state).view(1, -1)
action_dist = self.policy(action_seed)
action = action_dist.sample()
action *= self.action_scale
action = action.squeeze()
# Purely for logging
self._display_dist = self.target_critic.act(
state, action.to(self.device)).squeeze().cpu()
self._display_dist = F.softmax(self._display_dist, dim=0)
return torch.clamp(action, self.action_min,
self.action_max).cpu().tolist()
def step(self, state, action, reward, next_state, done):
self.iteration += 1
# Delay adding to buffer to account for n_steps (particularly the reward)
self.n_buffer.add(state=state,
action=action,
reward=[reward],
done=[done],
next_state=next_state)
if not self.n_buffer.available:
return
self.buffer.add(**self.n_buffer.get().get_dict())
if self.iteration < self.warm_up:
return
if len(self.buffer) > self.batch_size and (self.iteration %
self.update_freq) == 0:
self.learn(self.buffer.sample())
def compute_value_loss(self,
states,
actions,
next_states,
rewards,
dones,
indices=None):
# Q_w estimate
value_dist_estimate = self.critic(states, actions)
assert value_dist_estimate.shape == (self.batch_size, 1,
self.num_atoms)
value_dist = F.softmax(value_dist_estimate.squeeze(), dim=1)
assert value_dist.shape == (self.batch_size, self.num_atoms)
# Q_w' estimate via Bellman's dist operator
next_action_seeds = self.target_actor.act(next_states)
next_actions = self.policy(next_action_seeds).sample()
assert next_actions.shape == (self.batch_size, self.action_size)
target_value_dist_estimate = self.target_critic.act(
states, next_actions)
assert target_value_dist_estimate.shape == (self.batch_size, 1,
self.num_atoms)
target_value_dist_estimate = target_value_dist_estimate.squeeze()
assert target_value_dist_estimate.shape == (self.batch_size,
self.num_atoms)
discount = self.gamma**self.n_steps
target_value_projected = self.target_critic.dist_projection(
rewards, 1 - dones, discount, target_value_dist_estimate)
assert target_value_projected.shape == (self.batch_size,
self.num_atoms)
target_value_dist = F.softmax(target_value_dist_estimate,
dim=-1).detach()
assert target_value_dist.shape == (self.batch_size, self.num_atoms)
# Comparing Q_w with Q_w'
loss = self.value_loss_func(value_dist, target_value_projected)
self._metric_batch_error = loss.detach().sum(dim=-1)
samples_error = loss.sum(dim=-1).pow(2)
loss_critic = samples_error.mean()
if hasattr(self.buffer, 'priority_update') and indices is not None:
assert (~torch.isnan(samples_error)).any()
self.buffer.priority_update(indices,
samples_error.detach().cpu().numpy())
return loss_critic
def compute_policy_loss(self, states):
# Compute actor loss
pred_action_seeds = self.actor(states)
pred_actions = self.policy(pred_action_seeds).rsample()
# Negative because the optimizer minimizes, but we want to maximize the value
value_dist = self.critic(states, pred_actions)
self._metric_batch_value_dist = value_dist.detach()
# Estimate on Z support
return -torch.mean(value_dist * self.critic.z_atoms)
def learn(self, experiences):
"""Update critics and actors"""
rewards = to_tensor(experiences['reward']).float().to(self.device)
dones = to_tensor(experiences['done']).type(torch.int).to(self.device)
states = to_tensor(experiences['state']).float().to(self.device)
actions = to_tensor(experiences['action']).to(self.device)
next_states = to_tensor(experiences['next_state']).float().to(
self.device)
assert rewards.shape == dones.shape == (self.batch_size, 1)
assert states.shape == next_states.shape == (self.batch_size,
self.state_size)
assert actions.shape == (self.batch_size, self.action_size)
indices = None
if hasattr(self.buffer, 'priority_update'): # When using PER buffer
indices = experiences['index']
loss_critic = self.compute_value_loss(states, actions, next_states,
rewards, dones, indices)
# Value (critic) optimization
self.critic_optimizer.zero_grad()
loss_critic.backward()
nn.utils.clip_grad_norm_(self.actor_params, self.max_grad_norm_critic)
self.critic_optimizer.step()
self._loss_critic = float(loss_critic.item())
# Policy (actor) optimization
loss_actor = self.compute_policy_loss(states)
self.actor_optimizer.zero_grad()
loss_actor.backward()
nn.utils.clip_grad_norm_(self.actor.parameters(),
self.max_grad_norm_actor)
self.actor_optimizer.step()
self._loss_actor = float(loss_actor.item())
# Networks gradual sync
soft_update(self.target_actor, self.actor, self.tau)
soft_update(self.target_critic, self.critic, self.tau)
def state_dict(self) -> Dict[str, dict]:
"""Describes agent's networks.
Returns:
state: (dict) Provides actors and critics states.
"""
return {
"actor": self.actor.state_dict(),
"target_actor": self.target_actor.state_dict(),
"critic": self.critic.state_dict(),
"target_critic": self.target_critic()
}
def log_metrics(self,
data_logger: DataLogger,
step: int,
full_log: bool = False):
data_logger.log_value("loss/actor", self._loss_actor, step)
data_logger.log_value("loss/critic", self._loss_critic, step)
policy_params = {
str(i): v
for i, v in enumerate(
itertools.chain.from_iterable(self.policy.parameters()))
}
data_logger.log_values_dict("policy/param", policy_params, step)
data_logger.create_histogram('metric/batch_errors',
self._metric_batch_error, step)
data_logger.create_histogram('metric/batch_value_dist',
self._metric_batch_value_dist, step)
if full_log:
dist = self._display_dist
z_atoms = self.critic.z_atoms
z_delta = self.critic.z_delta
data_logger.add_histogram('dist/dist_value',
min=z_atoms[0],
max=z_atoms[-1],
num=self.num_atoms,
sum=dist.sum(),
sum_squares=dist.pow(2).sum(),
bucket_limits=z_atoms + z_delta,
bucket_counts=dist,
global_step=step)
def get_state(self):
return dict(
actor=self.actor.state_dict(),
target_actor=self.target_actor.state_dict(),
critic=self.critic.state_dict(),
target_critic=self.target_critic.state_dict(),
config=self._config,
)
def save_state(self, path: str):
agent_state = self.get_state()
torch.save(agent_state, path)
def load_state(self, path: str):
agent_state = torch.load(path)
self._config = agent_state.get('config', {})
self.__dict__.update(**self._config)
self.actor.load_state_dict(agent_state['actor'])
self.critic.load_state_dict(agent_state['critic'])
self.target_actor.load_state_dict(agent_state['target_actor'])
self.target_critic.load_state_dict(agent_state['target_critic'])
def __init__(self,
state_size: int,
action_size: int,
hidden_layers: Sequence[int] = (128, 128),
**kwargs):
super().__init__(**kwargs)
self.device = self._register_param(kwargs, "device", DEVICE)
self.state_size = state_size
self.action_size = action_size
self.num_atoms = int(self._register_param(kwargs, 'num_atoms', 51))
v_min = float(self._register_param(kwargs, 'v_min', -10))
v_max = float(self._register_param(kwargs, 'v_max', 10))
# Reason sequence initiation.
self.action_min = float(self._register_param(kwargs, 'action_min', -1))
self.action_max = float(self._register_param(kwargs, 'action_max', 1))
self.action_scale = int(self._register_param(kwargs, 'action_scale',
1))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size: int = int(
self._register_param(kwargs, 'batch_size', 64))
self.buffer_size: int = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = PERBuffer(self.batch_size, self.buffer_size)
self.n_steps = int(self._register_param(kwargs, "n_steps", 3))
self.n_buffer = NStepBuffer(n_steps=self.n_steps, gamma=self.gamma)
self.warm_up: int = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq: int = int(
self._register_param(kwargs, 'update_freq', 1))
if kwargs.get("simple_policy", False):
std_init = kwargs.get("std_init", 1.0)
std_max = kwargs.get("std_max", 1.5)
std_min = kwargs.get("std_min", 0.25)
self.policy = MultivariateGaussianPolicySimple(self.action_size,
std_init=std_init,
std_min=std_min,
std_max=std_max,
device=self.device)
else:
self.policy = MultivariateGaussianPolicy(self.action_size,
device=self.device)
self.actor_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'actor_hidden_layers', hidden_layers))
self.critic_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'critic_hidden_layers',
hidden_layers))
# This looks messy but it's not that bad. Actor, critic_net and Critic(critic_net). Then the same for `target_`.
self.actor = ActorBody(state_size,
self.policy.param_dim * action_size,
hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh,
device=self.device)
critic_net = CriticBody(state_size,
action_size,
out_features=self.num_atoms,
hidden_layers=self.critic_hidden_layers,
device=self.device)
self.critic = CategoricalNet(num_atoms=self.num_atoms,
v_min=v_min,
v_max=v_max,
net=critic_net,
device=self.device)
self.target_actor = ActorBody(state_size,
self.policy.param_dim * action_size,
hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh,
device=self.device)
target_critic_net = CriticBody(state_size,
action_size,
out_features=self.num_atoms,
hidden_layers=self.critic_hidden_layers,
device=self.device)
self.target_critic = CategoricalNet(num_atoms=self.num_atoms,
v_min=v_min,
v_max=v_max,
net=target_critic_net,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
self.critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-4))
self.value_loss_func = nn.BCELoss(reduction='none')
# self.actor_params = list(self.actor.parameters()) #+ list(self.policy.parameters())
self.actor_params = list(self.actor.parameters()) + list(
self.policy.parameters())
self.actor_optimizer = Adam(self.actor_params, lr=self.actor_lr)
self.critic_optimizer = Adam(self.critic.parameters(),
lr=self.critic_lr)
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 50.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 50.0))
# Breath, my child.
self.iteration = 0
self._loss_actor = float('nan')
self._loss_critic = float('nan')
self._display_dist = torch.zeros(self.critic.z_atoms.shape)
self._metric_batch_error = torch.zeros(self.batch_size)
self._metric_batch_value_dist = torch.zeros(self.batch_size)
class SACAgent(AgentBase):
"""
Soft Actor-Critic.
Uses stochastic policy and dual value network (two critics).
Based on
"Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor"
by Haarnoja et al. (2018) (http://arxiv.org/abs/1801.01290).
"""
name = "SAC"
def __init__(self, in_features: FeatureType, action_size: int, **kwargs):
"""
Parameters:
hidden_layers: (default: (128, 128)) Shape of the hidden layers that are fully connected networks.
gamma: (default: 0.99) Discount value.
tau: (default: 0.02) Soft copy fraction.
batch_size: (default 64) Number of samples in a batch.
buffer_size: (default: 1e6) Size of the prioritized experience replay buffer.
warm_up: (default: 0) Number of samples that needs to be observed before starting to learn.
update_freq: (default: 1) Number of samples between policy updates.
number_updates: (default: 1) Number of times of batch sampling/training per `update_freq`.
alpha: (default: 0.2) Weight of log probs in value function.
alpha_lr: (default: None) If provided, it will add alpha as a training parameters and `alpha_lr` is its learning rate.
action_scale: (default: 1.) Scale for returned action values.
max_grad_norm_alpha: (default: 1.) Gradient clipping for the alpha.
max_grad_norm_actor: (default 10.) Gradient clipping for the actor.
max_grad_norm_critic: (default: 10.) Gradient clipping for the critic.
device: Defaults to CUDA if available.
"""
super().__init__(**kwargs)
self.device = kwargs.get("device", DEVICE)
self.in_features: Tuple[int] = (in_features, ) if isinstance(
in_features, int) else tuple(in_features)
self.state_size: int = in_features if isinstance(
in_features, int) else reduce(operator.mul, in_features)
self.action_size = action_size
self.gamma: float = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau: float = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size: int = int(
self._register_param(kwargs, 'batch_size', 64))
self.buffer_size: int = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.memory = PERBuffer(self.batch_size, self.buffer_size)
self.action_min = self._register_param(kwargs, 'action_min', -1)
self.action_max = self._register_param(kwargs, 'action_max', 1)
self.action_scale = self._register_param(kwargs, 'action_scale', 1)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.number_updates = int(
self._register_param(kwargs, 'number_updates', 1))
self.actor_number_updates = int(
self._register_param(kwargs, 'actor_number_updates', 1))
self.critic_number_updates = int(
self._register_param(kwargs, 'critic_number_updates', 1))
# Reason sequence initiation.
hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'hidden_layers', (128, 128)))
actor_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'actor_hidden_layers', hidden_layers))
critic_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'critic_hidden_layers',
hidden_layers))
self.simple_policy = bool(
self._register_param(kwargs, "simple_policy", False))
if self.simple_policy:
self.policy = MultivariateGaussianPolicySimple(
self.action_size, **kwargs)
self.actor = ActorBody(self.state_size,
self.policy.param_dim * self.action_size,
hidden_layers=actor_hidden_layers,
device=self.device)
else:
self.policy = GaussianPolicy(actor_hidden_layers[-1],
self.action_size,
out_scale=self.action_scale,
device=self.device)
self.actor = ActorBody(self.state_size,
actor_hidden_layers[-1],
hidden_layers=actor_hidden_layers[:-1],
device=self.device)
self.double_critic = DoubleCritic(self.in_features,
self.action_size,
CriticBody,
hidden_layers=critic_hidden_layers,
device=self.device)
self.target_double_critic = DoubleCritic(
self.in_features,
self.action_size,
CriticBody,
hidden_layers=critic_hidden_layers,
device=self.device)
# Target sequence initiation
hard_update(self.target_double_critic, self.double_critic)
# Optimization sequence initiation.
self.target_entropy = -self.action_size
alpha_lr = self._register_param(kwargs, "alpha_lr")
self.alpha_lr = float(alpha_lr) if alpha_lr else None
alpha_init = float(self._register_param(kwargs, "alpha", 0.2))
self.log_alpha = torch.tensor(np.log(alpha_init),
device=self.device,
requires_grad=True)
actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-4))
self.actor_params = list(self.actor.parameters()) + list(
self.policy.parameters())
self.critic_params = list(self.double_critic.parameters())
self.actor_optimizer = optim.Adam(self.actor_params, lr=actor_lr)
self.critic_optimizer = optim.Adam(list(self.critic_params),
lr=critic_lr)
if self.alpha_lr is not None:
self.alpha_optimizer = optim.Adam([self.log_alpha],
lr=self.alpha_lr)
self.max_grad_norm_alpha = float(
self._register_param(kwargs, "max_grad_norm_alpha", 1.0))
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 10.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 10.0))
# Breath, my child.
self.iteration = 0
self._loss_actor = float('inf')
self._loss_critic = float('inf')
self._metrics: Dict[str, Union[float, Dict[str, float]]] = {}
@property
def alpha(self):
return self.log_alpha.exp()
@property
def loss(self):
return {'actor': self._loss_actor, 'critic': self._loss_critic}
@loss.setter
def loss(self, value):
if isinstance(value, dict):
self._loss_actor = value['actor']
self._loss_critic = value['critic']
else:
self._loss_actor = value
self._loss_critic = value
def reset_agent(self) -> None:
self.actor.reset_parameters()
self.policy.reset_parameters()
self.double_critic.reset_parameters()
hard_update(self.target_double_critic, self.double_critic)
def state_dict(self) -> Dict[str, dict]:
"""
Returns network's weights in order:
Actor, TargetActor, Critic, TargetCritic
"""
return {
"actor": self.actor.state_dict(),
"policy": self.policy.state_dict(),
"double_critic": self.double_critic.state_dict(),
"target_double_critic": self.target_double_critic.state_dict(),
}
@torch.no_grad()
def act(self,
state,
epsilon: float = 0.0,
deterministic=False) -> List[float]:
if self.iteration < self.warm_up or self._rng.random() < epsilon:
random_action = torch.rand(self.action_size) * (
self.action_max + self.action_min) + self.action_min
return random_action.cpu().tolist()
state = to_tensor(state).view(1,
self.state_size).float().to(self.device)
proto_action = self.actor(state)
action = self.policy(proto_action, deterministic)
return action.flatten().tolist()
def step(self, state, action, reward, next_state, done):
self.iteration += 1
self.memory.add(
state=state,
action=action,
reward=reward,
next_state=next_state,
done=done,
)
if self.iteration < self.warm_up:
return
if len(self.memory) > self.batch_size and (self.iteration %
self.update_freq) == 0:
for _ in range(self.number_updates):
self.learn(self.memory.sample())
def compute_value_loss(self, states, actions, rewards, next_states,
dones) -> Tuple[Tensor, Tensor]:
Q1_expected, Q2_expected = self.double_critic(states, actions)
with torch.no_grad():
proto_next_action = self.actor(states)
next_actions = self.policy(proto_next_action)
log_prob = self.policy.logprob
assert next_actions.shape == (self.batch_size, self.action_size)
assert log_prob.shape == (self.batch_size, 1)
Q1_target_next, Q2_target_next = self.target_double_critic.act(
next_states, next_actions)
assert Q1_target_next.shape == Q2_target_next.shape == (
self.batch_size, 1)
Q_min = torch.min(Q1_target_next, Q2_target_next)
QH_target = Q_min - self.alpha * log_prob
assert QH_target.shape == (self.batch_size, 1)
Q_target = rewards + self.gamma * QH_target * (1 - dones)
assert Q_target.shape == (self.batch_size, 1)
Q1_diff = Q1_expected - Q_target
error_1 = Q1_diff.pow(2)
mse_loss_1 = error_1.mean()
self._metrics['value/critic1'] = {
'mean': float(Q1_expected.mean()),
'std': float(Q1_expected.std())
}
self._metrics['value/critic1_lse'] = float(mse_loss_1.item())
Q2_diff = Q2_expected - Q_target
error_2 = Q2_diff.pow(2)
mse_loss_2 = error_2.mean()
self._metrics['value/critic2'] = {
'mean': float(Q2_expected.mean()),
'std': float(Q2_expected.std())
}
self._metrics['value/critic2_lse'] = float(mse_loss_2.item())
Q_diff = Q1_expected - Q2_expected
self._metrics['value/Q_diff'] = {
'mean': float(Q_diff.mean()),
'std': float(Q_diff.std())
}
error = torch.min(error_1, error_2)
loss = mse_loss_1 + mse_loss_2
return loss, error
def compute_policy_loss(self, states):
proto_actions = self.actor(states)
pred_actions = self.policy(proto_actions)
log_prob = self.policy.logprob
assert pred_actions.shape == (self.batch_size, self.action_size)
Q_estimate = torch.min(*self.double_critic(states, pred_actions))
assert Q_estimate.shape == (self.batch_size, 1)
self._metrics['policy/entropy'] = -float(log_prob.detach().mean())
loss = (self.alpha * log_prob - Q_estimate).mean()
# Update alpha
if self.alpha_lr is not None:
self.alpha_optimizer.zero_grad()
loss_alpha = -(self.alpha *
(log_prob + self.target_entropy).detach()).mean()
loss_alpha.backward()
nn.utils.clip_grad_norm_(self.log_alpha, self.max_grad_norm_alpha)
self.alpha_optimizer.step()
return loss
def learn(self, samples):
"""update the critics and actors of all the agents """
rewards = to_tensor(samples['reward']).float().to(self.device).view(
self.batch_size, 1)
dones = to_tensor(samples['done']).int().to(self.device).view(
self.batch_size, 1)
states = to_tensor(samples['state']).float().to(self.device).view(
self.batch_size, self.state_size)
next_states = to_tensor(samples['next_state']).float().to(
self.device).view(self.batch_size, self.state_size)
actions = to_tensor(samples['action']).to(self.device).view(
self.batch_size, self.action_size)
# Critic (value) update
for _ in range(self.critic_number_updates):
value_loss, error = self.compute_value_loss(
states, actions, rewards, next_states, dones)
self.critic_optimizer.zero_grad()
value_loss.backward()
nn.utils.clip_grad_norm_(self.critic_params,
self.max_grad_norm_critic)
self.critic_optimizer.step()
self._loss_critic = value_loss.item()
# Actor (policy) update
for _ in range(self.actor_number_updates):
policy_loss = self.compute_policy_loss(states)
self.actor_optimizer.zero_grad()
policy_loss.backward()
nn.utils.clip_grad_norm_(self.actor_params,
self.max_grad_norm_actor)
self.actor_optimizer.step()
self._loss_actor = policy_loss.item()
if hasattr(self.memory, 'priority_update'):
assert any(~torch.isnan(error))
self.memory.priority_update(samples['index'], error.abs())
soft_update(self.target_double_critic, self.double_critic, self.tau)
def log_metrics(self,
data_logger: DataLogger,
step: int,
full_log: bool = False):
data_logger.log_value("loss/actor", self._loss_actor, step)
data_logger.log_value("loss/critic", self._loss_critic, step)
data_logger.log_value("loss/alpha", self.alpha, step)
if self.simple_policy:
policy_params = {
str(i): v
for i, v in enumerate(
itertools.chain.from_iterable(self.policy.parameters()))
}
data_logger.log_values_dict("policy/param", policy_params, step)
for name, value in self._metrics.items():
if isinstance(value, dict):
data_logger.log_values_dict(name, value, step)
else:
data_logger.log_value(name, value, step)
if full_log:
# TODO: Add Policy layers
for idx, layer in enumerate(self.actor.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"policy/layer_weights_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"policy/layer_bias_{idx}",
layer.bias, step)
for idx, layer in enumerate(self.double_critic.critic_1.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"critic_1/layer_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"critic_1/layer_bias_{idx}",
layer.bias, step)
for idx, layer in enumerate(self.double_critic.critic_2.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"critic_2/layer_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"critic_2/layer_bias_{idx}",
layer.bias, step)
def get_state(self):
return dict(
actor=self.actor.state_dict(),
policy=self.policy.state_dict(),
double_critic=self.double_critic.state_dict(),
target_double_critic=self.target_double_critic.state_dict(),
config=self._config,
)
def save_state(self, path: str):
agent_state = self.get_state()
torch.save(agent_state, path)
def load_state(self, path: str):
agent_state = torch.load(path)
self._config = agent_state.get('config', {})
self.__dict__.update(**self._config)
self.actor.load_state_dict(agent_state['actor'])
self.policy.load_state_dict(agent_state['policy'])
self.double_critic.load_state_dict(agent_state['double_critic'])
self.target_double_critic.load_state_dict(
agent_state['target_double_critic'])
def __init__(self, in_features: FeatureType, action_size: int, **kwargs):
"""
Parameters:
hidden_layers: (default: (128, 128)) Shape of the hidden layers that are fully connected networks.
gamma: (default: 0.99) Discount value.
tau: (default: 0.02) Soft copy fraction.
batch_size: (default 64) Number of samples in a batch.
buffer_size: (default: 1e6) Size of the prioritized experience replay buffer.
warm_up: (default: 0) Number of samples that needs to be observed before starting to learn.
update_freq: (default: 1) Number of samples between policy updates.
number_updates: (default: 1) Number of times of batch sampling/training per `update_freq`.
alpha: (default: 0.2) Weight of log probs in value function.
alpha_lr: (default: None) If provided, it will add alpha as a training parameters and `alpha_lr` is its learning rate.
action_scale: (default: 1.) Scale for returned action values.
max_grad_norm_alpha: (default: 1.) Gradient clipping for the alpha.
max_grad_norm_actor: (default 10.) Gradient clipping for the actor.
max_grad_norm_critic: (default: 10.) Gradient clipping for the critic.
device: Defaults to CUDA if available.
"""
super().__init__(**kwargs)
self.device = kwargs.get("device", DEVICE)
self.in_features: Tuple[int] = (in_features, ) if isinstance(
in_features, int) else tuple(in_features)
self.state_size: int = in_features if isinstance(
in_features, int) else reduce(operator.mul, in_features)
self.action_size = action_size
self.gamma: float = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau: float = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size: int = int(
self._register_param(kwargs, 'batch_size', 64))
self.buffer_size: int = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.memory = PERBuffer(self.batch_size, self.buffer_size)
self.action_min = self._register_param(kwargs, 'action_min', -1)
self.action_max = self._register_param(kwargs, 'action_max', 1)
self.action_scale = self._register_param(kwargs, 'action_scale', 1)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.number_updates = int(
self._register_param(kwargs, 'number_updates', 1))
self.actor_number_updates = int(
self._register_param(kwargs, 'actor_number_updates', 1))
self.critic_number_updates = int(
self._register_param(kwargs, 'critic_number_updates', 1))
# Reason sequence initiation.
hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'hidden_layers', (128, 128)))
actor_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'actor_hidden_layers', hidden_layers))
critic_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'critic_hidden_layers',
hidden_layers))
self.simple_policy = bool(
self._register_param(kwargs, "simple_policy", False))
if self.simple_policy:
self.policy = MultivariateGaussianPolicySimple(
self.action_size, **kwargs)
self.actor = ActorBody(self.state_size,
self.policy.param_dim * self.action_size,
hidden_layers=actor_hidden_layers,
device=self.device)
else:
self.policy = GaussianPolicy(actor_hidden_layers[-1],
self.action_size,
out_scale=self.action_scale,
device=self.device)
self.actor = ActorBody(self.state_size,
actor_hidden_layers[-1],
hidden_layers=actor_hidden_layers[:-1],
device=self.device)
self.double_critic = DoubleCritic(self.in_features,
self.action_size,
CriticBody,
hidden_layers=critic_hidden_layers,
device=self.device)
self.target_double_critic = DoubleCritic(
self.in_features,
self.action_size,
CriticBody,
hidden_layers=critic_hidden_layers,
device=self.device)
# Target sequence initiation
hard_update(self.target_double_critic, self.double_critic)
# Optimization sequence initiation.
self.target_entropy = -self.action_size
alpha_lr = self._register_param(kwargs, "alpha_lr")
self.alpha_lr = float(alpha_lr) if alpha_lr else None
alpha_init = float(self._register_param(kwargs, "alpha", 0.2))
self.log_alpha = torch.tensor(np.log(alpha_init),
device=self.device,
requires_grad=True)
actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-4))
self.actor_params = list(self.actor.parameters()) + list(
self.policy.parameters())
self.critic_params = list(self.double_critic.parameters())
self.actor_optimizer = optim.Adam(self.actor_params, lr=actor_lr)
self.critic_optimizer = optim.Adam(list(self.critic_params),
lr=critic_lr)
if self.alpha_lr is not None:
self.alpha_optimizer = optim.Adam([self.log_alpha],
lr=self.alpha_lr)
self.max_grad_norm_alpha = float(
self._register_param(kwargs, "max_grad_norm_alpha", 1.0))
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 10.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 10.0))
# Breath, my child.
self.iteration = 0
self._loss_actor = float('inf')
self._loss_critic = float('inf')
self._metrics: Dict[str, Union[float, Dict[str, float]]] = {}
class DDPGAgent(AgentBase):
"""
Deep Deterministic Policy Gradients (DDPG).
Instead of popular Ornstein-Uhlenbeck (OU) process for noise this agent uses Gaussian noise.
"""
name = "DDPG"
def __init__(self,
state_size: int,
action_size: int,
actor_lr: float = 2e-3,
critic_lr: float = 2e-3,
noise_scale: float = 0.2,
noise_sigma: float = 0.1,
**kwargs):
super().__init__(**kwargs)
self.device = self._register_param(kwargs, "device", DEVICE)
self.state_size = state_size
self.action_size = action_size
# Reason sequence initiation.
hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'hidden_layers', (128, 128)))
self.actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers,
gate_out=torch.tanh).to(self.device)
self.critic = CriticBody(state_size,
action_size,
hidden_layers=hidden_layers).to(self.device)
self.target_actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers,
gate_out=torch.tanh).to(self.device)
self.target_critic = CriticBody(state_size,
action_size,
hidden_layers=hidden_layers).to(
self.device)
# Noise sequence initiation
self.noise = GaussianNoise(shape=(action_size, ),
mu=1e-8,
sigma=noise_sigma,
scale=noise_scale,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_lr = float(
self._register_param(kwargs, 'actor_lr', actor_lr))
self.critic_lr = float(
self._register_param(kwargs, 'critic_lr', critic_lr))
self.actor_optimizer = Adam(self.actor.parameters(), lr=self.actor_lr)
self.critic_optimizer = Adam(self.critic.parameters(),
lr=self.critic_lr)
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 10.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 10.0))
self.action_min = float(self._register_param(kwargs, 'action_min', -1))
self.action_max = float(self._register_param(kwargs, 'action_max', 1))
self.action_scale = float(
self._register_param(kwargs, 'action_scale', 1))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = ReplayBuffer(self.batch_size, self.buffer_size)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.number_updates = int(
self._register_param(kwargs, 'number_updates', 1))
# Breath, my child.
self.reset_agent()
self.iteration = 0
self._loss_actor = 0.
self._loss_critic = 0.
def reset_agent(self) -> None:
self.actor.reset_parameters()
self.critic.reset_parameters()
self.target_actor.reset_parameters()
self.target_critic.reset_parameters()
@property
def loss(self) -> Dict[str, float]:
return {'actor': self._loss_actor, 'critic': self._loss_critic}
@loss.setter
def loss(self, value):
if isinstance(value, dict):
self._loss_actor = value['actor']
self._loss_critic = value['critic']
else:
self._loss_actor = value
self._loss_critic = value
@torch.no_grad()
def act(self, obs, noise: float = 0.0) -> List[float]:
"""Acting on the observations. Returns action.
Returns:
action: (list float) Action values.
"""
obs = to_tensor(obs).float().to(self.device)
action = self.actor(obs)
action += noise * self.noise.sample()
action = torch.clamp(action * self.action_scale, self.action_min,
self.action_max)
return action.cpu().numpy().tolist()
def step(self, state, action, reward, next_state, done) -> None:
self.iteration += 1
self.buffer.add(state=state,
action=action,
reward=reward,
next_state=next_state,
done=done)
if self.iteration < self.warm_up:
return
if len(self.buffer) > self.batch_size and (self.iteration %
self.update_freq) == 0:
for _ in range(self.number_updates):
self.learn(self.buffer.sample())
def compute_value_loss(self, states, actions, next_states, rewards, dones):
next_actions = self.target_actor.act(next_states)
assert next_actions.shape == actions.shape
Q_target_next = self.target_critic.act(next_states, next_actions)
Q_target = rewards + self.gamma * Q_target_next * (1 - dones)
Q_expected = self.critic(states, actions)
assert Q_expected.shape == Q_target.shape == Q_target_next.shape
return mse_loss(Q_expected, Q_target)
def compute_policy_loss(self, states) -> None:
"""Compute Policy loss based on provided states.
Loss = Mean(-Q(s, _a) ),
where _a is actor's estimate based on state, _a = Actor(s).
"""
pred_actions = self.actor(states)
return -self.critic(states, pred_actions).mean()
def learn(self, experiences) -> None:
"""Update critics and actors"""
rewards = to_tensor(experiences['reward']).float().to(
self.device).unsqueeze(1)
dones = to_tensor(experiences['done']).type(torch.int).to(
self.device).unsqueeze(1)
states = to_tensor(experiences['state']).float().to(self.device)
actions = to_tensor(experiences['action']).to(self.device)
next_states = to_tensor(experiences['next_state']).float().to(
self.device)
assert rewards.shape == dones.shape == (self.batch_size, 1)
assert states.shape == next_states.shape == (self.batch_size,
self.state_size)
assert actions.shape == (self.batch_size, self.action_size)
# Value (critic) optimization
loss_critic = self.compute_value_loss(states, actions, next_states,
rewards, dones)
self.critic_optimizer.zero_grad()
loss_critic.backward()
nn.utils.clip_grad_norm_(self.critic.parameters(),
self.max_grad_norm_critic)
self.critic_optimizer.step()
self._loss_critic = float(loss_critic.item())
# Policy (actor) optimization
loss_actor = self.compute_policy_loss(states)
self.actor_optimizer.zero_grad()
loss_actor.backward()
nn.utils.clip_grad_norm_(self.actor.parameters(),
self.max_grad_norm_actor)
self.actor_optimizer.step()
self._loss_actor = loss_actor.item()
# Soft update target weights
soft_update(self.target_actor, self.actor, self.tau)
soft_update(self.target_critic, self.critic, self.tau)
def state_dict(self) -> Dict[str, dict]:
"""Describes agent's networks.
Returns:
state: (dict) Provides actors and critics states.
"""
return {
"actor": self.actor.state_dict(),
"target_actor": self.target_actor.state_dict(),
"critic": self.critic.state_dict(),
"target_critic": self.target_critic.state_dict()
}
def log_metrics(self,
data_logger: DataLogger,
step: int,
full_log: bool = False):
data_logger.log_value("loss/actor", self._loss_actor, step)
data_logger.log_value("loss/critic", self._loss_critic, step)
if full_log:
for idx, layer in enumerate(self.actor.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"actor/layer_weights_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"actor/layer_bias_{idx}",
layer.bias, step)
for idx, layer in enumerate(self.critic.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"critic/layer_weights_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"critic/layer_bias_{idx}",
layer.bias, step)
def get_state(self) -> AgentState:
net = dict(
actor=self.actor.state_dict(),
target_actor=self.target_actor.state_dict(),
critic=self.critic.state_dict(),
target_critic=self.target_critic.state_dict(),
)
network_state: NetworkState = NetworkState(net=net)
return AgentState(model=self.name,
state_space=self.state_size,
action_space=self.action_size,
config=self._config,
buffer=self.buffer.get_state(),
network=network_state)
def save_state(self, path: str) -> None:
agent_state = self.get_state()
torch.save(agent_state, path)
def load_state(self,
*,
path: Optional[str] = None,
agent_state: Optional[dict] = None):
if path is None and agent_state:
raise ValueError(
"Either `path` or `agent_state` must be provided to load agent's state."
)
if path is not None and agent_state is None:
agent_state = torch.load(path)
self._config = agent_state.get('config', {})
self.__dict__.update(**self._config)
self.actor.load_state_dict(agent_state['actor'])
self.critic.load_state_dict(agent_state['critic'])
self.target_actor.load_state_dict(agent_state['target_actor'])
self.target_critic.load_state_dict(agent_state['target_critic'])
def __init__(self,
state_size: int,
action_size: int,
actor_lr: float = 2e-3,
critic_lr: float = 2e-3,
noise_scale: float = 0.2,
noise_sigma: float = 0.1,
**kwargs):
super().__init__(**kwargs)
self.device = self._register_param(kwargs, "device", DEVICE)
self.state_size = state_size
self.action_size = action_size
# Reason sequence initiation.
hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'hidden_layers', (128, 128)))
self.actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers,
gate_out=torch.tanh).to(self.device)
self.critic = CriticBody(state_size,
action_size,
hidden_layers=hidden_layers).to(self.device)
self.target_actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers,
gate_out=torch.tanh).to(self.device)
self.target_critic = CriticBody(state_size,
action_size,
hidden_layers=hidden_layers).to(
self.device)
# Noise sequence initiation
self.noise = GaussianNoise(shape=(action_size, ),
mu=1e-8,
sigma=noise_sigma,
scale=noise_scale,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_lr = float(
self._register_param(kwargs, 'actor_lr', actor_lr))
self.critic_lr = float(
self._register_param(kwargs, 'critic_lr', critic_lr))
self.actor_optimizer = Adam(self.actor.parameters(), lr=self.actor_lr)
self.critic_optimizer = Adam(self.critic.parameters(),
lr=self.critic_lr)
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 10.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 10.0))
self.action_min = float(self._register_param(kwargs, 'action_min', -1))
self.action_max = float(self._register_param(kwargs, 'action_max', 1))
self.action_scale = float(
self._register_param(kwargs, 'action_scale', 1))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = ReplayBuffer(self.batch_size, self.buffer_size)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.number_updates = int(
self._register_param(kwargs, 'number_updates', 1))
# Breath, my child.
self.reset_agent()
self.iteration = 0
self._loss_actor = 0.
self._loss_critic = 0.
def __init__(self,
state_size: int,
action_size: int,
noise_scale: float = 0.2,
noise_sigma: float = 0.1,
**kwargs):
"""
Parameters:
state_size (int): Number of input dimensions.
action_size (int): Number of output dimensions
noise_scale (float): Added noise amplitude. Default: 0.2.
noise_sigma (float): Added noise variance. Default: 0.1.
Keyword parameters:
hidden_layers (tuple of ints): Tuple defining hidden dimensions in fully connected nets. Default: (128, 128).
actor_lr (float): Learning rate for the actor (policy). Default: 0.003.
critic_lr (float): Learning rate for the critic (value function). Default: 0.003.
gamma (float): Discount value. Default: 0.99.
tau (float): Soft-copy factor. Default: 0.02.
actor_hidden_layers (tuple of ints): Shape of network for actor. Default: `hideen_layers`.
critic_hidden_layers (tuple of ints): Shape of network for critic. Default: `hideen_layers`.
max_grad_norm_actor (float) Maximum norm value for actor gradient. Default: 100.
max_grad_norm_critic (float): Maximum norm value for critic gradient. Default: 100.
batch_size (int): Number of samples used in learning. Default: 64.
buffer_size (int): Maximum number of samples to store. Default: 1e6.
warm_up (int): Number of samples to observe before starting any learning step. Default: 0.
update_freq (int): Number of steps between each learning step. Default 1.
number_updates (int): How many times to use learning step in the learning phase. Default: 1.
action_min (float): Minimum returned action value. Default: -1.
action_max (float): Maximum returned action value. Default: 1.
action_scale (float): Multipler value for action. Default: 1.
"""
super().__init__(**kwargs)
self.device = self._register_param(
kwargs, "device", DEVICE) # Default device is CUDA if available
# Reason sequence initiation.
self.state_size = state_size
self.action_size = action_size
hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'hidden_layers', (128, 128)))
self.actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers).to(self.device)
self.critic = DoubleCritic(state_size,
action_size,
CriticBody,
hidden_layers=hidden_layers).to(self.device)
self.target_actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers).to(
self.device)
self.target_critic = DoubleCritic(state_size,
action_size,
CriticBody,
hidden_layers=hidden_layers).to(
self.device)
# Noise sequence initiation
# self.noise = GaussianNoise(shape=(action_size,), mu=1e-8, sigma=noise_sigma, scale=noise_scale, device=device)
self.noise = OUProcess(shape=action_size,
scale=noise_scale,
sigma=noise_sigma,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-3))
critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-3))
self.actor_optimizer = AdamW(self.actor.parameters(), lr=actor_lr)
self.critic_optimizer = AdamW(self.critic.parameters(), lr=critic_lr)
self.max_grad_norm_actor: float = float(
kwargs.get("max_grad_norm_actor", 100))
self.max_grad_norm_critic: float = float(
kwargs.get("max_grad_norm_critic", 100))
self.action_min = float(self._register_param(kwargs, 'action_min',
-1.))
self.action_max = float(self._register_param(kwargs, 'action_max', 1.))
self.action_scale = float(
self._register_param(kwargs, 'action_scale', 1.))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = ReplayBuffer(self.batch_size, self.buffer_size)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.update_policy_freq = int(
self._register_param(kwargs, 'update_policy_freq', 1))
self.number_updates = int(
self._register_param(kwargs, 'number_updates', 1))
self.noise_reset_freq = int(
self._register_param(kwargs, 'noise_reset_freq', 10000))
# Breath, my child.
self.reset_agent()
self.iteration = 0
self._loss_actor = 0.
self._loss_critic = 0.
def __init__(self, state_size: int, action_size: int, hidden_layers: Sequence[int]=(128, 128), **kwargs):
"""
Parameters:
state_size (int): Number of input dimensions.
action_size (int): Number of output dimensions
hidden_layers (tuple of ints): Tuple defining hidden dimensions in fully connected nets. Default: (128, 128).
Keyword parameters:
gamma (float): Discount value. Default: 0.99.
tau (float): Soft-copy factor. Default: 0.02.
actor_lr (float): Learning rate for the actor (policy). Default: 0.0003.
critic_lr (float): Learning rate for the critic (value function). Default: 0.0003.
actor_hidden_layers (tuple of ints): Shape of network for actor. Default: `hideen_layers`.
critic_hidden_layers (tuple of ints): Shape of network for critic. Default: `hideen_layers`.
max_grad_norm_actor (float) Maximum norm value for actor gradient. Default: 100.
max_grad_norm_critic (float): Maximum norm value for critic gradient. Default: 100.
num_atoms (int): Number of discrete values for the value distribution. Default: 51.
v_min (float): Value distribution minimum (left most) value. Default: -10.
v_max (float): Value distribution maximum (right most) value. Default: 10.
n_steps (int): Number of steps (N-steps) for the TD. Defualt: 3.
batch_size (int): Number of samples used in learning. Default: 64.
buffer_size (int): Maximum number of samples to store. Default: 1e6.
warm_up (int): Number of samples to observe before starting any learning step. Default: 0.
update_freq (int): Number of steps between each learning step. Default 1.
action_min (float): Minimum returned action value. Default: -1.
action_max (float): Maximum returned action value. Default: 1.
action_scale (float): Multipler value for action. Default: 1.
"""
super().__init__(**kwargs)
self.device = self._register_param(kwargs, "device", DEVICE)
self.state_size = state_size
self.action_size = action_size
self.num_atoms = int(self._register_param(kwargs, 'num_atoms', 51))
v_min = float(self._register_param(kwargs, 'v_min', -10))
v_max = float(self._register_param(kwargs, 'v_max', 10))
# Reason sequence initiation.
self.action_min = float(self._register_param(kwargs, 'action_min', -1))
self.action_max = float(self._register_param(kwargs, 'action_max', 1))
self.action_scale = int(self._register_param(kwargs, 'action_scale', 1))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size: int = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size: int = int(self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = PERBuffer(self.batch_size, self.buffer_size)
self.n_steps = int(self._register_param(kwargs, "n_steps", 3))
self.n_buffer = NStepBuffer(n_steps=self.n_steps, gamma=self.gamma)
self.warm_up: int = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq: int = int(self._register_param(kwargs, 'update_freq', 1))
if kwargs.get("simple_policy", False):
std_init = kwargs.get("std_init", 1.0)
std_max = kwargs.get("std_max", 1.5)
std_min = kwargs.get("std_min", 0.25)
self.policy = MultivariateGaussianPolicySimple(self.action_size, std_init=std_init, std_min=std_min, std_max=std_max, device=self.device)
else:
self.policy = MultivariateGaussianPolicy(self.action_size, device=self.device)
self.actor_hidden_layers = to_numbers_seq(self._register_param(kwargs, 'actor_hidden_layers', hidden_layers))
self.critic_hidden_layers = to_numbers_seq(self._register_param(kwargs, 'critic_hidden_layers', hidden_layers))
# This looks messy but it's not that bad. Actor, critic_net and Critic(critic_net). Then the same for `target_`.
self.actor = ActorBody(
state_size, self.policy.param_dim*action_size, hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh, device=self.device
)
critic_net = CriticBody(
state_size, action_size, out_features=self.num_atoms, hidden_layers=self.critic_hidden_layers, device=self.device
)
self.critic = CategoricalNet(
num_atoms=self.num_atoms, v_min=v_min, v_max=v_max, net=critic_net, device=self.device
)
self.target_actor = ActorBody(
state_size, self.policy.param_dim*action_size, hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh, device=self.device
)
target_critic_net = CriticBody(
state_size, action_size, out_features=self.num_atoms, hidden_layers=self.critic_hidden_layers, device=self.device
)
self.target_critic = CategoricalNet(
num_atoms=self.num_atoms, v_min=v_min, v_max=v_max, net=target_critic_net, device=self.device
)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
self.critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-4))
self.value_loss_func = nn.BCELoss(reduction='none')
# self.actor_params = list(self.actor.parameters()) #+ list(self.policy.parameters())
self.actor_params = list(self.actor.parameters()) + list(self.policy.parameters())
self.actor_optimizer = Adam(self.actor_params, lr=self.actor_lr)
self.critic_optimizer = Adam(self.critic.parameters(), lr=self.critic_lr)
self.max_grad_norm_actor = float(self._register_param(kwargs, "max_grad_norm_actor", 100))
self.max_grad_norm_critic = float(self._register_param(kwargs, "max_grad_norm_critic", 100))
# Breath, my child.
self.iteration = 0
self._loss_actor = float('nan')
self._loss_critic = float('nan')
self._display_dist = torch.zeros(self.critic.z_atoms.shape)
self._metric_batch_error = torch.zeros(self.batch_size)
self._metric_batch_value_dist = torch.zeros(self.batch_size)
def __init__(self, state_size: int, action_size: int, **kwargs):
"""
Parameters:
state_size: Number of input dimensions.
action_size: Number of output dimensions
hidden_layers: (default: (100, 100) ) Tuple defining hidden dimensions in fully connected nets.
is_discrete: (default: False) Whether return discrete action.
kl_div: (default: False) Whether to use KL divergence in loss.
using_gae: (default: True) Whether to use General Advantage Estimator.
gae_lambda: (default: 0.96) Value of \lambda in GAE.
actor_lr: (default: 0.0003) Learning rate for the actor (policy).
critic_lr: (default: 0.001) Learning rate for the critic (value function).
actor_betas: (default: (0.9, 0.999) Adam's betas for actor optimizer.
critic_betas: (default: (0.9, 0.999) Adam's betas for critic optimizer.
gamma: (default: 0.99) Discount value.
ppo_ratio_clip: (default: 0.25) Policy ratio clipping value.
num_epochs: (default: 1) Number of time to learn from samples.
rollout_length: (default: 48) Number of actions to take before update.
batch_size: (default: rollout_length) Number of samples used in learning.
actor_number_updates: (default: 10) Number of times policy losses are propagated.
critic_number_updates: (default: 10) Number of times value losses are propagated.
entropy_weight: (default: 0.005) Weight of the entropy term in the loss.
value_loss_weight: (default: 0.005) Weight of the entropy term in the loss.
"""
super().__init__(**kwargs)
self.device = self._register_param(
kwargs, "device", DEVICE) # Default device is CUDA if available
self.state_size = state_size
self.action_size = action_size
self.hidden_layers = to_numbers_seq(
self._register_param(kwargs, "hidden_layers", (100, 100)))
self.iteration = 0
self.is_discrete = bool(
self._register_param(kwargs, "is_discrete", False))
self.using_gae = bool(self._register_param(kwargs, "using_gae", True))
self.gae_lambda = float(
self._register_param(kwargs, "gae_lambda", 0.96))
self.actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
self.actor_betas: Tuple[float, float] = to_numbers_seq(
self._register_param(kwargs, 'actor_betas', (0.9, 0.999)))
self.critic_lr = float(self._register_param(kwargs, 'critic_lr', 1e-3))
self.critic_betas: Tuple[float, float] = to_numbers_seq(
self._register_param(kwargs, 'critic_betas', (0.9, 0.999)))
self.gamma = float(self._register_param(kwargs, "gamma", 0.99))
self.ppo_ratio_clip = float(
self._register_param(kwargs, "ppo_ratio_clip", 0.25))
self.using_kl_div = bool(
self._register_param(kwargs, "using_kl_div", False))
self.kl_beta = float(self._register_param(kwargs, 'kl_beta', 0.1))
self.target_kl = float(self._register_param(kwargs, "target_kl", 0.01))
self.kl_div = float('inf')
self.num_workers = int(self._register_param(kwargs, "num_workers", 1))
self.num_epochs = int(self._register_param(kwargs, "num_epochs", 1))
self.rollout_length = int(
self._register_param(kwargs, "rollout_length",
48)) # "Much less than the episode length"
self.batch_size = int(
self._register_param(kwargs, "batch_size", self.rollout_length))
self.actor_number_updates = int(
self._register_param(kwargs, "actor_number_updates", 10))
self.critic_number_updates = int(
self._register_param(kwargs, "critic_number_updates", 10))
self.entropy_weight = float(
self._register_param(kwargs, "entropy_weight", 0.5))
self.value_loss_weight = float(
self._register_param(kwargs, "value_loss_weight", 1.0))
self.local_memory_buffer = {}
self.action_scale = float(
self._register_param(kwargs, "action_scale", 1))
self.action_min = float(self._register_param(kwargs, "action_min", -1))
self.action_max = float(self._register_param(kwargs, "action_max", 1))
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 100.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 100.0))
if kwargs.get("simple_policy", False):
self.policy = MultivariateGaussianPolicySimple(
self.action_size, **kwargs)
else:
self.policy = MultivariateGaussianPolicy(self.action_size,
device=self.device)
self.buffer = RolloutBuffer(batch_size=self.batch_size,
buffer_size=self.rollout_length)
self.actor = ActorBody(state_size,
self.policy.param_dim * action_size,
gate_out=torch.tanh,
hidden_layers=self.hidden_layers,
device=self.device)
self.critic = ActorBody(state_size,
1,
gate_out=None,
hidden_layers=self.hidden_layers,
device=self.device)
self.actor_params = list(self.actor.parameters()) + list(
self.policy.parameters())
self.critic_params = list(self.critic.parameters())
self.actor_opt = optim.Adam(self.actor_params,
lr=self.actor_lr,
betas=self.actor_betas)
self.critic_opt = optim.Adam(self.critic_params,
lr=self.critic_lr,
betas=self.critic_betas)
self._loss_actor = float('nan')
self._loss_critic = float('nan')
self._metrics: Dict[str, float] = {}
class TD3Agent(AgentBase):
"""
Twin Delayed Deep Deterministic (TD3) Policy Gradient.
In short, it's a slightly modified/improved version of the DDPG. Compared to the DDPG in this package,
which uses Guassian noise, this TD3 uses Ornstein–Uhlenbeck process as the noise.
"""
name = "TD3"
def __init__(self,
state_size: int,
action_size: int,
noise_scale: float = 0.2,
noise_sigma: float = 0.1,
**kwargs):
"""
Parameters:
state_size (int): Number of input dimensions.
action_size (int): Number of output dimensions
noise_scale (float): Added noise amplitude. Default: 0.2.
noise_sigma (float): Added noise variance. Default: 0.1.
Keyword parameters:
hidden_layers (tuple of ints): Tuple defining hidden dimensions in fully connected nets. Default: (128, 128).
actor_lr (float): Learning rate for the actor (policy). Default: 0.003.
critic_lr (float): Learning rate for the critic (value function). Default: 0.003.
gamma (float): Discount value. Default: 0.99.
tau (float): Soft-copy factor. Default: 0.02.
actor_hidden_layers (tuple of ints): Shape of network for actor. Default: `hideen_layers`.
critic_hidden_layers (tuple of ints): Shape of network for critic. Default: `hideen_layers`.
max_grad_norm_actor (float) Maximum norm value for actor gradient. Default: 100.
max_grad_norm_critic (float): Maximum norm value for critic gradient. Default: 100.
batch_size (int): Number of samples used in learning. Default: 64.
buffer_size (int): Maximum number of samples to store. Default: 1e6.
warm_up (int): Number of samples to observe before starting any learning step. Default: 0.
update_freq (int): Number of steps between each learning step. Default 1.
number_updates (int): How many times to use learning step in the learning phase. Default: 1.
action_min (float): Minimum returned action value. Default: -1.
action_max (float): Maximum returned action value. Default: 1.
action_scale (float): Multipler value for action. Default: 1.
"""
super().__init__(**kwargs)
self.device = self._register_param(
kwargs, "device", DEVICE) # Default device is CUDA if available
# Reason sequence initiation.
self.state_size = state_size
self.action_size = action_size
hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'hidden_layers', (128, 128)))
self.actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers).to(self.device)
self.critic = DoubleCritic(state_size,
action_size,
CriticBody,
hidden_layers=hidden_layers).to(self.device)
self.target_actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers).to(
self.device)
self.target_critic = DoubleCritic(state_size,
action_size,
CriticBody,
hidden_layers=hidden_layers).to(
self.device)
# Noise sequence initiation
# self.noise = GaussianNoise(shape=(action_size,), mu=1e-8, sigma=noise_sigma, scale=noise_scale, device=device)
self.noise = OUProcess(shape=action_size,
scale=noise_scale,
sigma=noise_sigma,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-3))
critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-3))
self.actor_optimizer = AdamW(self.actor.parameters(), lr=actor_lr)
self.critic_optimizer = AdamW(self.critic.parameters(), lr=critic_lr)
self.max_grad_norm_actor: float = float(
kwargs.get("max_grad_norm_actor", 100))
self.max_grad_norm_critic: float = float(
kwargs.get("max_grad_norm_critic", 100))
self.action_min = float(self._register_param(kwargs, 'action_min',
-1.))
self.action_max = float(self._register_param(kwargs, 'action_max', 1.))
self.action_scale = float(
self._register_param(kwargs, 'action_scale', 1.))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = ReplayBuffer(self.batch_size, self.buffer_size)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.update_policy_freq = int(
self._register_param(kwargs, 'update_policy_freq', 1))
self.number_updates = int(
self._register_param(kwargs, 'number_updates', 1))
self.noise_reset_freq = int(
self._register_param(kwargs, 'noise_reset_freq', 10000))
# Breath, my child.
self.reset_agent()
self.iteration = 0
self._loss_actor = 0.
self._loss_critic = 0.
@property
def loss(self) -> Dict[str, float]:
return {'actor': self._loss_actor, 'critic': self._loss_critic}
@loss.setter
def loss(self, value):
if isinstance(value, dict):
self._loss_actor = value['actor']
self._loss_critic = value['critic']
else:
self._loss_actor = value
self._loss_critic = value
def reset_agent(self) -> None:
self.actor.reset_parameters()
self.critic.reset_parameters()
self.target_actor.reset_parameters()
self.target_critic.reset_parameters()
def act(self,
state,
epsilon: float = 0.0,
training_mode=True) -> List[float]:
"""
Agent acting on observations.
When the training_mode is True (default) a noise is added to each action.
"""
# Epsilon greedy
if self._rng.random() < epsilon:
rnd_actions = torch.rand(self.action_size) * (
self.action_max - self.action_min) - self.action_min
return rnd_actions.tolist()
with torch.no_grad():
state = to_tensor(state).float().to(self.device)
action = self.actor(state)
if training_mode:
action += self.noise.sample()
return (self.action_scale * torch.clamp(action, self.action_min,
self.action_max)).tolist()
def target_act(self, staten, noise: float = 0.0):
with torch.no_grad():
staten = to_tensor(staten).float().to(self.device)
action = self.target_actor(staten) + noise * self.noise.sample()
return torch.clamp(action, self.action_min,
self.action_max).cpu().numpy().astype(
np.float32)
def step(self, state, action, reward, next_state, done):
self.iteration += 1
self.buffer.add(state=state,
action=action,
reward=reward,
next_state=next_state,
done=done)
if (self.iteration % self.noise_reset_freq) == 0:
self.noise.reset_states()
if self.iteration < self.warm_up:
return
if len(self.buffer) <= self.batch_size:
return
if not (self.iteration % self.update_freq) or not (
self.iteration % self.update_policy_freq):
for _ in range(self.number_updates):
# Note: Inside this there's a delayed policy update.
# Every `update_policy_freq` it will learn `number_updates` times.
self.learn(self.buffer.sample())
def learn(self, experiences):
"""Update critics and actors"""
rewards = to_tensor(experiences['reward']).float().to(
self.device).unsqueeze(1)
dones = to_tensor(experiences['done']).type(torch.int).to(
self.device).unsqueeze(1)
states = to_tensor(experiences['state']).float().to(self.device)
actions = to_tensor(experiences['action']).to(self.device)
next_states = to_tensor(experiences['next_state']).float().to(
self.device)
if (self.iteration % self.update_freq) == 0:
self._update_value_function(states, actions, rewards, next_states,
dones)
if (self.iteration % self.update_policy_freq) == 0:
self._update_policy(states)
soft_update(self.target_actor, self.actor, self.tau)
soft_update(self.target_critic, self.critic, self.tau)
def _update_value_function(self, states, actions, rewards, next_states,
dones):
# critic loss
next_actions = self.target_actor.act(next_states)
Q_target_next = torch.min(
*self.target_critic.act(next_states, next_actions))
Q_target = rewards + (self.gamma * Q_target_next * (1 - dones))
Q1_expected, Q2_expected = self.critic(states, actions)
loss_critic = mse_loss(Q1_expected, Q_target) + mse_loss(
Q2_expected, Q_target)
# Minimize the loss
self.critic_optimizer.zero_grad()
loss_critic.backward()
nn.utils.clip_grad_norm_(self.critic.parameters(),
self.max_grad_norm_critic)
self.critic_optimizer.step()
self._loss_critic = float(loss_critic.item())
def _update_policy(self, states):
# Compute actor loss
pred_actions = self.actor(states)
loss_actor = -self.critic(states, pred_actions)[0].mean()
self.actor_optimizer.zero_grad()
loss_actor.backward()
nn.utils.clip_grad_norm_(self.actor.parameters(),
self.max_grad_norm_actor)
self.actor_optimizer.step()
self._loss_actor = loss_actor.item()
def state_dict(self) -> Dict[str, dict]:
"""Describes agent's networks.
Returns:
state: (dict) Provides actors and critics states.
"""
return {
"actor": self.actor.state_dict(),
"target_actor": self.target_actor.state_dict(),
"critic": self.critic.state_dict(),
"target_critic": self.target_critic()
}
def log_metrics(self,
data_logger: DataLogger,
step: int,
full_log: bool = False):
data_logger.log_value("loss/actor", self._loss_actor, step)
data_logger.log_value("loss/critic", self._loss_critic, step)
def get_state(self):
return dict(
actor=self.actor.state_dict(),
target_actor=self.target_actor.state_dict(),
critic=self.critic.state_dict(),
target_critic=self.target_critic.state_dict(),
config=self._config,
)
def save_state(self, path: str):
agent_state = self.get_state()
torch.save(agent_state, path)
def load_state(self, path: str):
agent_state = torch.load(path)
self._config = agent_state.get('config', {})
self.__dict__.update(**self._config)
self.actor.load_state_dict(agent_state['actor'])
self.critic.load_state_dict(agent_state['critic'])
self.target_actor.load_state_dict(agent_state['target_actor'])
self.target_critic.load_state_dict(agent_state['target_critic'])
class PPOAgent(AgentBase):
"""
Proximal Policy Optimization (PPO) [1] is an online policy gradient method
that could be considered as an implementation-wise simplified version of
the Trust Region Policy Optimization (TRPO).
[1] "Proximal Policy Optimization Algorithms" (2017) by J. Schulman, F. Wolski,
P. Dhariwal, A. Radford, O. Klimov. https://arxiv.org/abs/1707.06347
"""
name = "PPO"
def __init__(self, state_size: int, action_size: int, **kwargs):
"""
Parameters:
state_size: Number of input dimensions.
action_size: Number of output dimensions
hidden_layers: (default: (100, 100) ) Tuple defining hidden dimensions in fully connected nets.
is_discrete: (default: False) Whether return discrete action.
kl_div: (default: False) Whether to use KL divergence in loss.
using_gae: (default: True) Whether to use General Advantage Estimator.
gae_lambda: (default: 0.96) Value of \lambda in GAE.
actor_lr: (default: 0.0003) Learning rate for the actor (policy).
critic_lr: (default: 0.001) Learning rate for the critic (value function).
actor_betas: (default: (0.9, 0.999) Adam's betas for actor optimizer.
critic_betas: (default: (0.9, 0.999) Adam's betas for critic optimizer.
gamma: (default: 0.99) Discount value.
ppo_ratio_clip: (default: 0.25) Policy ratio clipping value.
num_epochs: (default: 1) Number of time to learn from samples.
rollout_length: (default: 48) Number of actions to take before update.
batch_size: (default: rollout_length) Number of samples used in learning.
actor_number_updates: (default: 10) Number of times policy losses are propagated.
critic_number_updates: (default: 10) Number of times value losses are propagated.
entropy_weight: (default: 0.005) Weight of the entropy term in the loss.
value_loss_weight: (default: 0.005) Weight of the entropy term in the loss.
"""
super().__init__(**kwargs)
self.device = self._register_param(
kwargs, "device", DEVICE) # Default device is CUDA if available
self.state_size = state_size
self.action_size = action_size
self.hidden_layers = to_numbers_seq(
self._register_param(kwargs, "hidden_layers", (100, 100)))
self.iteration = 0
self.is_discrete = bool(
self._register_param(kwargs, "is_discrete", False))
self.using_gae = bool(self._register_param(kwargs, "using_gae", True))
self.gae_lambda = float(
self._register_param(kwargs, "gae_lambda", 0.96))
self.actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
self.actor_betas: Tuple[float, float] = to_numbers_seq(
self._register_param(kwargs, 'actor_betas', (0.9, 0.999)))
self.critic_lr = float(self._register_param(kwargs, 'critic_lr', 1e-3))
self.critic_betas: Tuple[float, float] = to_numbers_seq(
self._register_param(kwargs, 'critic_betas', (0.9, 0.999)))
self.gamma = float(self._register_param(kwargs, "gamma", 0.99))
self.ppo_ratio_clip = float(
self._register_param(kwargs, "ppo_ratio_clip", 0.25))
self.using_kl_div = bool(
self._register_param(kwargs, "using_kl_div", False))
self.kl_beta = float(self._register_param(kwargs, 'kl_beta', 0.1))
self.target_kl = float(self._register_param(kwargs, "target_kl", 0.01))
self.kl_div = float('inf')
self.num_workers = int(self._register_param(kwargs, "num_workers", 1))
self.num_epochs = int(self._register_param(kwargs, "num_epochs", 1))
self.rollout_length = int(
self._register_param(kwargs, "rollout_length",
48)) # "Much less than the episode length"
self.batch_size = int(
self._register_param(kwargs, "batch_size", self.rollout_length))
self.actor_number_updates = int(
self._register_param(kwargs, "actor_number_updates", 10))
self.critic_number_updates = int(
self._register_param(kwargs, "critic_number_updates", 10))
self.entropy_weight = float(
self._register_param(kwargs, "entropy_weight", 0.5))
self.value_loss_weight = float(
self._register_param(kwargs, "value_loss_weight", 1.0))
self.local_memory_buffer = {}
self.action_scale = float(
self._register_param(kwargs, "action_scale", 1))
self.action_min = float(self._register_param(kwargs, "action_min", -1))
self.action_max = float(self._register_param(kwargs, "action_max", 1))
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 100.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 100.0))
if kwargs.get("simple_policy", False):
self.policy = MultivariateGaussianPolicySimple(
self.action_size, **kwargs)
else:
self.policy = MultivariateGaussianPolicy(self.action_size,
device=self.device)
self.buffer = RolloutBuffer(batch_size=self.batch_size,
buffer_size=self.rollout_length)
self.actor = ActorBody(state_size,
self.policy.param_dim * action_size,
gate_out=torch.tanh,
hidden_layers=self.hidden_layers,
device=self.device)
self.critic = ActorBody(state_size,
1,
gate_out=None,
hidden_layers=self.hidden_layers,
device=self.device)
self.actor_params = list(self.actor.parameters()) + list(
self.policy.parameters())
self.critic_params = list(self.critic.parameters())
self.actor_opt = optim.Adam(self.actor_params,
lr=self.actor_lr,
betas=self.actor_betas)
self.critic_opt = optim.Adam(self.critic_params,
lr=self.critic_lr,
betas=self.critic_betas)
self._loss_actor = float('nan')
self._loss_critic = float('nan')
self._metrics: Dict[str, float] = {}
@property
def loss(self) -> Dict[str, float]:
return {'actor': self._loss_actor, 'critic': self._loss_critic}
@loss.setter
def loss(self, value):
if isinstance(value, dict):
self._loss_actor = value['actor']
self._loss_critic = value['critic']
else:
self._loss_actor = value
self._loss_critic = value
def __eq__(self, o: object) -> bool:
return super().__eq__(o) \
and self._config == o._config \
and self.buffer == o.buffer \
and self.get_network_state() == o.get_network_state() # TODO @dawid: Currently net isn't compared properly
def __clear_memory(self):
self.buffer.clear()
@torch.no_grad()
def act(self, state, epsilon: float = 0.):
actions = []
logprobs = []
values = []
state = to_tensor(state).view(self.num_workers,
self.state_size).float().to(self.device)
for worker in range(self.num_workers):
actor_est = self.actor.act(state[worker].unsqueeze(0))
assert not torch.any(torch.isnan(actor_est))
dist = self.policy(actor_est)
action = dist.sample()
value = self.critic.act(
state[worker].unsqueeze(0)) # Shape: (1, 1)
logprob = self.policy.log_prob(dist, action) # Shape: (1,)
values.append(value)
logprobs.append(logprob)
if self.is_discrete: # *Technically* it's the max of Softmax but that's monotonic.
action = int(torch.argmax(action))
else:
action = torch.clamp(action * self.action_scale,
self.action_min, self.action_max)
action = action.cpu().numpy().flatten().tolist()
actions.append(action)
self.local_memory_buffer['value'] = torch.cat(values)
self.local_memory_buffer['logprob'] = torch.stack(logprobs)
assert len(actions) == self.num_workers
return actions if self.num_workers > 1 else actions[0]
def step(self, state, action, reward, next_state, done, **kwargs):
self.iteration += 1
self.buffer.add(
state=torch.tensor(state).reshape(self.num_workers,
self.state_size).float(),
action=torch.tensor(action).reshape(self.num_workers,
self.action_size).float(),
reward=torch.tensor(reward).reshape(self.num_workers, 1),
done=torch.tensor(done).reshape(self.num_workers, 1),
logprob=self.local_memory_buffer['logprob'].reshape(
self.num_workers, 1),
value=self.local_memory_buffer['value'].reshape(
self.num_workers, 1),
)
if self.iteration % self.rollout_length == 0:
self.train()
self.__clear_memory()
def train(self):
"""
Main loop that initiates the training.
"""
experiences = self.buffer.all_samples()
rewards = to_tensor(experiences['reward']).to(self.device)
dones = to_tensor(experiences['done']).type(torch.int).to(self.device)
states = to_tensor(experiences['state']).to(self.device)
actions = to_tensor(experiences['action']).to(self.device)
values = to_tensor(experiences['value']).to(self.device)
logprobs = to_tensor(experiences['logprob']).to(self.device)
assert rewards.shape == dones.shape == values.shape == logprobs.shape
assert states.shape == (
self.rollout_length, self.num_workers,
self.state_size), f"Wrong states shape: {states.shape}"
assert actions.shape == (
self.rollout_length, self.num_workers,
self.action_size), f"Wrong action shape: {actions.shape}"
with torch.no_grad():
if self.using_gae:
next_value = self.critic.act(states[-1])
advantages = compute_gae(rewards, dones, values, next_value,
self.gamma, self.gae_lambda)
advantages = normalize(advantages)
returns = advantages + values
# returns = normalize(advantages + values)
assert advantages.shape == returns.shape == values.shape
else:
returns = revert_norm_returns(rewards, dones, self.gamma)
returns = returns.float()
advantages = normalize(returns - values)
assert advantages.shape == returns.shape == values.shape
for _ in range(self.num_epochs):
idx = 0
self.kl_div = 0
while idx < self.rollout_length:
_states = states[idx:idx + self.batch_size].view(
-1, self.state_size).detach()
_actions = actions[idx:idx + self.batch_size].view(
-1, self.action_size).detach()
_logprobs = logprobs[idx:idx + self.batch_size].view(
-1, 1).detach()
_returns = returns[idx:idx + self.batch_size].view(-1,
1).detach()
_advantages = advantages[idx:idx + self.batch_size].view(
-1, 1).detach()
idx += self.batch_size
self.learn(
(_states, _actions, _logprobs, _returns, _advantages))
self.kl_div = abs(
self.kl_div) / (self.actor_number_updates *
self.rollout_length / self.batch_size)
if self.kl_div > self.target_kl * 1.75:
self.kl_beta = min(2 * self.kl_beta, 1e2) # Max 100
if self.kl_div < self.target_kl / 1.75:
self.kl_beta = max(0.5 * self.kl_beta, 1e-6) # Min 0.000001
self._metrics['policy/kl_beta'] = self.kl_beta
def compute_policy_loss(self, samples):
states, actions, old_log_probs, _, advantages = samples
actor_est = self.actor(states)
dist = self.policy(actor_est)
entropy = dist.entropy()
new_log_probs = self.policy.log_prob(dist, actions).view(-1, 1)
assert new_log_probs.shape == old_log_probs.shape
r_theta = (new_log_probs - old_log_probs).exp()
r_theta_clip = torch.clamp(r_theta, 1.0 - self.ppo_ratio_clip,
1.0 + self.ppo_ratio_clip)
assert r_theta.shape == r_theta_clip.shape
# KL = E[log(P/Q)] = sum_{P}( P * log(P/Q) ) -- \approx --> avg_{P}( log(P) - log(Q) )
approx_kl_div = (old_log_probs - new_log_probs).mean().item()
if self.using_kl_div:
# Ratio threshold for updates is 1.75 (although it should be configurable)
policy_loss = -torch.mean(
r_theta * advantages) + self.kl_beta * approx_kl_div
else:
joint_theta_adv = torch.stack(
(r_theta * advantages, r_theta_clip * advantages))
assert joint_theta_adv.shape[0] == 2
policy_loss = -torch.amin(joint_theta_adv, dim=0).mean()
entropy_loss = -self.entropy_weight * entropy.mean()
loss = policy_loss + entropy_loss
self._metrics['policy/kl_div'] = approx_kl_div
self._metrics['policy/policy_ratio'] = float(r_theta.mean())
self._metrics['policy/policy_ratio_clip_mean'] = float(
r_theta_clip.mean())
return loss, approx_kl_div
def compute_value_loss(self, samples):
states, _, _, returns, _ = samples
values = self.critic(states)
self._metrics['value/value_mean'] = values.mean()
self._metrics['value/value_std'] = values.std()
return F.mse_loss(values, returns)
def learn(self, samples):
self._loss_actor = 0.
for _ in range(self.actor_number_updates):
self.actor_opt.zero_grad()
loss_actor, kl_div = self.compute_policy_loss(samples)
self.kl_div += kl_div
if kl_div > 1.5 * self.target_kl:
# Early break
# print(f"Iter: {i:02} Early break")
break
loss_actor.backward()
nn.utils.clip_grad_norm_(self.actor_params,
self.max_grad_norm_actor)
self.actor_opt.step()
self._loss_actor = loss_actor.item()
for _ in range(self.critic_number_updates):
self.critic_opt.zero_grad()
loss_critic = self.compute_value_loss(samples)
loss_critic.backward()
nn.utils.clip_grad_norm_(self.critic_params,
self.max_grad_norm_critic)
self.critic_opt.step()
self._loss_critic = float(loss_critic.item())
def log_metrics(self,
data_logger: DataLogger,
step: int,
full_log: bool = False):
data_logger.log_value("loss/actor", self._loss_actor, step)
data_logger.log_value("loss/critic", self._loss_critic, step)
for metric_name, metric_value in self._metrics.items():
data_logger.log_value(metric_name, metric_value, step)
policy_params = {
str(i): v
for i, v in enumerate(
itertools.chain.from_iterable(self.policy.parameters()))
}
data_logger.log_values_dict("policy/param", policy_params, step)
if full_log:
for idx, layer in enumerate(self.actor.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"actor/layer_weights_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"actor/layer_bias_{idx}",
layer.bias, step)
for idx, layer in enumerate(self.critic.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"critic/layer_weights_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"critic/layer_bias_{idx}",
layer.bias, step)
def get_state(self) -> AgentState:
return AgentState(model=self.name,
state_space=self.state_size,
action_space=self.action_size,
config=self._config,
buffer=copy.deepcopy(self.buffer.get_state()),
network=copy.deepcopy(self.get_network_state()))
def get_network_state(self) -> NetworkState:
return NetworkState(net=dict(
policy=self.policy.state_dict(),
actor=self.actor.state_dict(),
critic=self.critic.state_dict(),
))
def set_buffer(self, buffer_state: BufferState) -> None:
self.buffer = BufferFactory.from_state(buffer_state)
def set_network(self, network_state: NetworkState) -> None:
self.policy.load_state_dict(network_state.net['policy'])
self.actor.load_state_dict(network_state.net['actor'])
self.critic.load_state_dict(network_state.net['critic'])
@staticmethod
def from_state(state: AgentState) -> AgentBase:
agent = PPOAgent(state.state_space, state.action_space, **state.config)
if state.network is not None:
agent.set_network(state.network)
if state.buffer is not None:
agent.set_buffer(state.buffer)
return agent
def save_state(self, path: str):
agent_state = self.get_state()
torch.save(agent_state, path)
def load_state(self, path: str):
agent_state = torch.load(path)
self._config = agent_state.get('config', {})
self.__dict__.update(**self._config)
self.policy.load_state_dict(agent_state['policy'])
self.actor.load_state_dict(agent_state['actor'])
self.critic.load_state_dict(agent_state['critic'])
class DDPGAgent(AgentBase):
"""
Deep Deterministic Policy Gradients (DDPG).
Instead of popular Ornstein-Uhlenbeck (OU) process for noise this agent uses Gaussian noise.
"""
name = "DDPG"
def __init__(self,
state_size: int,
action_size: int,
noise_scale: float = 0.2,
noise_sigma: float = 0.1,
**kwargs):
"""
Parameters:
state_size: Number of input dimensions.
action_size: Number of output dimensions
noise_scale (float): Added noise amplitude. Default: 0.2.
noise_sigma (float): Added noise variance. Default: 0.1.
Keyword parameters:
hidden_layers (tuple of ints): Tuple defining hidden dimensions in fully connected nets. Default: (64, 64).
gamma (float): Discount value. Default: 0.99.
tau (float): Soft-copy factor. Default: 0.002.
actor_lr (float): Learning rate for the actor (policy). Default: 0.0003.
critic_lr (float): Learning rate for the critic (value function). Default: 0.0003.
max_grad_norm_actor (float) Maximum norm value for actor gradient. Default: 10.
max_grad_norm_critic (float): Maximum norm value for critic gradient. Default: 10.
batch_size (int): Number of samples used in learning. Default: 64.
buffer_size (int): Maximum number of samples to store. Default: 1e6.
warm_up (int): Number of samples to observe before starting any learning step. Default: 0.
update_freq (int): Number of steps between each learning step. Default 1.
number_updates (int): How many times to use learning step in the learning phase. Default: 1.
action_min (float): Minimum returned action value. Default: -1.
action_max (float): Maximum returned action value. Default: 1.
action_scale (float): Multipler value for action. Default: 1.
"""
super().__init__(**kwargs)
self.device = self._register_param(kwargs, "device", DEVICE)
self.state_size = state_size
self.action_size = action_size
# Reason sequence initiation.
hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'hidden_layers', (64, 64)))
self.actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers,
gate_out=torch.tanh).to(self.device)
self.critic = CriticBody(state_size,
action_size,
hidden_layers=hidden_layers).to(self.device)
self.target_actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers,
gate_out=torch.tanh).to(self.device)
self.target_critic = CriticBody(state_size,
action_size,
hidden_layers=hidden_layers).to(
self.device)
# Noise sequence initiation
self.noise = GaussianNoise(shape=(action_size, ),
mu=1e-8,
sigma=noise_sigma,
scale=noise_scale,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
self.critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-4))
self.actor_optimizer = Adam(self.actor.parameters(), lr=self.actor_lr)
self.critic_optimizer = Adam(self.critic.parameters(),
lr=self.critic_lr)
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 10.0))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 10.0))
self.action_min = float(self._register_param(kwargs, 'action_min', -1))
self.action_max = float(self._register_param(kwargs, 'action_max', 1))
self.action_scale = float(
self._register_param(kwargs, 'action_scale', 1))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = ReplayBuffer(self.batch_size, self.buffer_size)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.number_updates = int(
self._register_param(kwargs, 'number_updates', 1))
# Breath, my child.
self.reset_agent()
self.iteration = 0
self._loss_actor = 0.
self._loss_critic = 0.
def reset_agent(self) -> None:
self.actor.reset_parameters()
self.critic.reset_parameters()
self.target_actor.reset_parameters()
self.target_critic.reset_parameters()
@property
def loss(self) -> Dict[str, float]:
return {'actor': self._loss_actor, 'critic': self._loss_critic}
@loss.setter
def loss(self, value):
if isinstance(value, dict):
self._loss_actor = value['actor']
self._loss_critic = value['critic']
else:
self._loss_actor = value
self._loss_critic = value
def __eq__(self, o: object) -> bool:
return super().__eq__(o) \
and self._config == o._config \
and self.buffer == o.buffer \
and self.get_network_state() == o.get_network_state()
@torch.no_grad()
def act(self, obs, noise: float = 0.0) -> List[float]:
"""Acting on the observations. Returns action.
Returns:
action: (list float) Action values.
"""
obs = to_tensor(obs).float().to(self.device)
action = self.actor(obs)
action += noise * self.noise.sample()
action = torch.clamp(action * self.action_scale, self.action_min,
self.action_max)
return action.cpu().numpy().tolist()
def step(self, state, action, reward, next_state, done) -> None:
self.iteration += 1
self.buffer.add(state=state,
action=action,
reward=reward,
next_state=next_state,
done=done)
if self.iteration < self.warm_up:
return
if len(self.buffer) > self.batch_size and (self.iteration %
self.update_freq) == 0:
for _ in range(self.number_updates):
self.learn(self.buffer.sample())
def compute_value_loss(self, states, actions, next_states, rewards, dones):
next_actions = self.target_actor.act(next_states)
assert next_actions.shape == actions.shape
Q_target_next = self.target_critic.act(next_states, next_actions)
Q_target = rewards + self.gamma * Q_target_next * (1 - dones)
Q_expected = self.critic(states, actions)
assert Q_expected.shape == Q_target.shape == Q_target_next.shape
return mse_loss(Q_expected, Q_target)
def compute_policy_loss(self, states) -> None:
"""Compute Policy loss based on provided states.
Loss = Mean(-Q(s, _a) ),
where _a is actor's estimate based on state, _a = Actor(s).
"""
pred_actions = self.actor(states)
return -self.critic(states, pred_actions).mean()
def learn(self, experiences) -> None:
"""Update critics and actors"""
rewards = to_tensor(experiences['reward']).float().to(
self.device).unsqueeze(1)
dones = to_tensor(experiences['done']).type(torch.int).to(
self.device).unsqueeze(1)
states = to_tensor(experiences['state']).float().to(self.device)
actions = to_tensor(experiences['action']).to(self.device)
next_states = to_tensor(experiences['next_state']).float().to(
self.device)
assert rewards.shape == dones.shape == (self.batch_size, 1)
assert states.shape == next_states.shape == (self.batch_size,
self.state_size)
assert actions.shape == (self.batch_size, self.action_size)
# Value (critic) optimization
loss_critic = self.compute_value_loss(states, actions, next_states,
rewards, dones)
self.critic_optimizer.zero_grad()
loss_critic.backward()
nn.utils.clip_grad_norm_(self.critic.parameters(),
self.max_grad_norm_critic)
self.critic_optimizer.step()
self._loss_critic = float(loss_critic.item())
# Policy (actor) optimization
loss_actor = self.compute_policy_loss(states)
self.actor_optimizer.zero_grad()
loss_actor.backward()
nn.utils.clip_grad_norm_(self.actor.parameters(),
self.max_grad_norm_actor)
self.actor_optimizer.step()
self._loss_actor = loss_actor.item()
# Soft update target weights
soft_update(self.target_actor, self.actor, self.tau)
soft_update(self.target_critic, self.critic, self.tau)
def state_dict(self) -> Dict[str, dict]:
"""Describes agent's networks.
Returns:
state: (dict) Provides actors and critics states.
"""
return {
"actor": self.actor.state_dict(),
"target_actor": self.target_actor.state_dict(),
"critic": self.critic.state_dict(),
"target_critic": self.target_critic.state_dict()
}
def log_metrics(self,
data_logger: DataLogger,
step: int,
full_log: bool = False):
data_logger.log_value("loss/actor", self._loss_actor, step)
data_logger.log_value("loss/critic", self._loss_critic, step)
if full_log:
for idx, layer in enumerate(self.actor.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"actor/layer_weights_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"actor/layer_bias_{idx}",
layer.bias, step)
for idx, layer in enumerate(self.critic.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"critic/layer_weights_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"critic/layer_bias_{idx}",
layer.bias, step)
def get_state(self) -> AgentState:
return AgentState(
model=self.name,
state_space=self.state_size,
action_space=self.action_size,
config=self._config,
buffer=copy.deepcopy(self.buffer.get_state()),
network=copy.deepcopy(self.get_network_state()),
)
def get_network_state(self) -> NetworkState:
net = dict(
actor=self.actor.state_dict(),
target_actor=self.target_actor.state_dict(),
critic=self.critic.state_dict(),
target_critic=self.target_critic.state_dict(),
)
return NetworkState(net=net)
@staticmethod
def from_state(state: AgentState) -> AgentBase:
config = copy.copy(state.config)
config.update({
'state_size': state.state_space,
'action_size': state.action_space
})
agent = DDPGAgent(**config)
if state.network is not None:
agent.set_network(state.network)
if state.buffer is not None:
agent.set_buffer(state.buffer)
return agent
def set_buffer(self, buffer_state: BufferState) -> None:
self.buffer = BufferFactory.from_state(buffer_state)
def set_network(self, network_state: NetworkState) -> None:
self.actor.load_state_dict(copy.deepcopy(network_state.net['actor']))
self.target_actor.load_state_dict(network_state.net['target_actor'])
self.critic.load_state_dict(network_state.net['critic'])
self.target_critic.load_state_dict(network_state.net['target_critic'])
def save_state(self, path: str) -> None:
agent_state = self.get_state()
torch.save(agent_state, path)
def load_state(self,
*,
path: Optional[str] = None,
agent_state: Optional[dict] = None):
if path is None and agent_state:
raise ValueError(
"Either `path` or `agent_state` must be provided to load agent's state."
)
if path is not None and agent_state is None:
agent_state = torch.load(path)
self._config = agent_state.get('config', {})
self.__dict__.update(**self._config)
self.actor.load_state_dict(agent_state['actor'])
self.critic.load_state_dict(agent_state['critic'])
self.target_actor.load_state_dict(agent_state['target_actor'])
self.target_critic.load_state_dict(agent_state['target_critic'])
def __init__(self,
state_size: int,
action_size: int,
actor_lr: float = 1e-3,
critic_lr: float = 1e-3,
noise_scale: float = 0.2,
noise_sigma: float = 0.1,
device=None,
**kwargs):
super().__init__(**kwargs)
self.device = device if device is not None else DEVICE
# Reason sequence initiation.
self.state_size = state_size
self.action_size = action_size
hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'hidden_layers', (128, 128)))
self.actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers).to(self.device)
self.critic = DoubleCritic(state_size,
action_size,
CriticBody,
hidden_layers=hidden_layers).to(self.device)
self.target_actor = ActorBody(state_size,
action_size,
hidden_layers=hidden_layers).to(
self.device)
self.target_critic = DoubleCritic(state_size,
action_size,
CriticBody,
hidden_layers=hidden_layers).to(
self.device)
# Noise sequence initiation
# self.noise = GaussianNoise(shape=(action_size,), mu=1e-8, sigma=noise_sigma, scale=noise_scale, device=device)
self.noise = OUProcess(shape=action_size,
scale=noise_scale,
sigma=noise_sigma,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_optimizer = AdamW(self.actor.parameters(), lr=actor_lr)
self.critic_optimizer = AdamW(self.critic.parameters(), lr=critic_lr)
self.max_grad_norm_actor: float = float(
kwargs.get("max_grad_norm_actor", 10.0))
self.max_grad_norm_critic: float = float(
kwargs.get("max_grad_norm_critic", 10.0))
self.action_min = float(self._register_param(kwargs, 'action_min',
-1.))
self.action_max = float(self._register_param(kwargs, 'action_max', 1.))
self.action_scale = float(
self._register_param(kwargs, 'action_scale', 1.))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size = int(
self._register_param(kwargs, 'buffer_size', int(1e5)))
self.buffer = ReplayBuffer(self.batch_size, self.buffer_size)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.update_policy_freq = int(
self._register_param(kwargs, 'update_policy_freq', 1))
self.number_updates = int(
self._register_param(kwargs, 'number_updates', 1))
self.noise_reset_freq = int(
self._register_param(kwargs, 'noise_reset_freq', 10000))
# Breath, my child.
self.reset_agent()
self.iteration = 0
self._loss_actor = 0.
self._loss_critic = 0.
class D4PGAgent(AgentBase):
"""
Distributed Distributional DDPG (D4PG) [1].
Extends the DDPG agent with:
1. Distributional critic update.
2. The use of distributed parallel actors.
3. N-step returns.
4. Prioritization of the experience replay (PER).
[1] "Distributed Distributional Deterministic Policy Gradients"
(2018, ICLR) by G. Barth-Maron & M. Hoffman et al.
"""
name = "D4PG"
def __init__(self,
state_size: int,
action_size: int,
hidden_layers: Sequence[int] = (128, 128),
**kwargs):
"""
Parameters:
state_size (int): Number of input dimensions.
action_size (int): Number of output dimensions
hidden_layers (tuple of ints): Tuple defining hidden dimensions in fully connected nets. Default: (128, 128).
Keyword parameters:
gamma (float): Discount value. Default: 0.99.
tau (float): Soft-copy factor. Default: 0.02.
actor_lr (float): Learning rate for the actor (policy). Default: 0.0003.
critic_lr (float): Learning rate for the critic (value function). Default: 0.0003.
actor_hidden_layers (tuple of ints): Shape of network for actor. Default: `hideen_layers`.
critic_hidden_layers (tuple of ints): Shape of network for critic. Default: `hideen_layers`.
max_grad_norm_actor (float) Maximum norm value for actor gradient. Default: 100.
max_grad_norm_critic (float): Maximum norm value for critic gradient. Default: 100.
num_atoms (int): Number of discrete values for the value distribution. Default: 51.
v_min (float): Value distribution minimum (left most) value. Default: -10.
v_max (float): Value distribution maximum (right most) value. Default: 10.
n_steps (int): Number of steps (N-steps) for the TD. Defualt: 3.
batch_size (int): Number of samples used in learning. Default: 64.
buffer_size (int): Maximum number of samples to store. Default: 1e6.
warm_up (int): Number of samples to observe before starting any learning step. Default: 0.
update_freq (int): Number of steps between each learning step. Default 1.
number_updates (int): How many times to use learning step in the learning phase. Default: 1.
action_min (float): Minimum returned action value. Default: -1.
action_max (float): Maximum returned action value. Default: 1.
action_scale (float): Multipler value for action. Default: 1.
num_workers (int): Number of workers that will assume this agent. Default: 1.
"""
super().__init__(**kwargs)
self.device = self._register_param(kwargs, "device", DEVICE)
self.state_size = state_size
self.action_size = action_size
self.num_atoms = int(self._register_param(kwargs, 'num_atoms', 51))
v_min = float(self._register_param(kwargs, 'v_min', -10))
v_max = float(self._register_param(kwargs, 'v_max', 10))
# Reason sequence initiation.
self.action_min = float(self._register_param(kwargs, 'action_min', -1))
self.action_max = float(self._register_param(kwargs, 'action_max', 1))
self.action_scale = float(
self._register_param(kwargs, 'action_scale', 1))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = PERBuffer(self.batch_size, self.buffer_size)
self.n_steps = int(self._register_param(kwargs, "n_steps", 3))
self.n_buffer = NStepBuffer(n_steps=self.n_steps, gamma=self.gamma)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.actor_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'actor_hidden_layers', hidden_layers))
self.critic_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'critic_hidden_layers',
hidden_layers))
if kwargs.get("simple_policy", False):
std_init = float(self._register_param(kwargs, "std_init", 1.0))
std_max = float(self._register_param(kwargs, "std_max", 2.0))
std_min = float(self._register_param(kwargs, "std_min", 0.05))
self.policy = MultivariateGaussianPolicySimple(self.action_size,
std_init=std_init,
std_min=std_min,
std_max=std_max,
device=self.device)
else:
self.policy = MultivariateGaussianPolicy(self.action_size,
device=self.device)
# This looks messy but it's not that bad. Actor, critic_net and Critic(critic_net). Then the same for `target_`.
self.actor = ActorBody(state_size,
self.policy.param_dim * action_size,
hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh,
device=self.device)
critic_net = CriticBody(state_size,
action_size,
out_features=self.num_atoms,
hidden_layers=self.critic_hidden_layers,
device=self.device)
self.critic = CategoricalNet(num_atoms=self.num_atoms,
v_min=v_min,
v_max=v_max,
net=critic_net,
device=self.device)
self.target_actor = ActorBody(state_size,
self.policy.param_dim * action_size,
hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh,
device=self.device)
target_critic_net = CriticBody(state_size,
action_size,
out_features=self.num_atoms,
hidden_layers=self.critic_hidden_layers,
device=self.device)
self.target_critic = CategoricalNet(num_atoms=self.num_atoms,
v_min=v_min,
v_max=v_max,
net=target_critic_net,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
self.critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-4))
self.value_loss_func = nn.BCELoss(reduction='none')
self.actor_params = list(self.actor.parameters()) + list(
self.policy.parameters())
self.actor_optimizer = Adam(self.actor_params, lr=self.actor_lr)
self.critic_optimizer = Adam(self.critic.parameters(),
lr=self.critic_lr)
self.max_grad_norm_actor = float(
self._register_param(kwargs, "max_grad_norm_actor", 100))
self.max_grad_norm_critic = float(
self._register_param(kwargs, "max_grad_norm_critic", 100))
self.num_workers = int(self._register_param(kwargs, "num_workers", 1))
# Breath, my child.
self.iteration = 0
self._loss_actor = float('nan')
self._loss_critic = float('nan')
@property
def loss(self) -> Dict[str, float]:
return {'actor': self._loss_actor, 'critic': self._loss_critic}
@loss.setter
def loss(self, value):
if isinstance(value, dict):
self._loss_actor = value['actor']
self._loss_critic = value['critic']
else:
self._loss_actor = value
self._loss_critic = value
@torch.no_grad()
def act(self, state, epsilon: float = 0.) -> List[float]:
"""
Returns actions for given state as per current policy.
Parameters:
state: Current available state from the environment.
epislon: Epsilon value in the epislon-greedy policy.
"""
actions = []
state = to_tensor(state).view(self.num_workers,
self.state_size).float().to(self.device)
for worker in range(self.num_workers):
if self._rng.random() < epsilon:
action = self.action_scale * (torch.rand(self.action_size) -
0.5)
else:
action_seed = self.actor.act(state[worker].view(1, -1))
action_dist = self.policy(action_seed)
action = action_dist.sample()
action *= self.action_scale
action = torch.clamp(action.squeeze(), self.action_min,
self.action_max).cpu()
actions.append(action.tolist())
assert len(actions) == self.num_workers
return actions
def step(self, states, actions, rewards, next_states, dones):
self.iteration += 1
# Delay adding to buffer to account for n_steps (particularly the reward)
self.n_buffer.add(
state=torch.tensor(states).reshape(self.num_workers,
self.state_size).float(),
next_state=torch.tensor(next_states).reshape(
self.num_workers, self.state_size).float(),
action=torch.tensor(actions).reshape(self.num_workers,
self.action_size).float(),
reward=torch.tensor(rewards).reshape(self.num_workers, 1),
done=torch.tensor(dones).reshape(self.num_workers, 1),
)
if not self.n_buffer.available:
return
samples = self.n_buffer.get().get_dict()
for worker_idx in range(self.num_workers):
self.buffer.add(
state=samples['state'][worker_idx],
next_state=samples['next_state'][worker_idx],
action=samples['action'][worker_idx],
done=samples['done'][worker_idx],
reward=samples['reward'][worker_idx],
)
if self.iteration < self.warm_up:
return
if len(self.buffer) > self.batch_size and (self.iteration %
self.update_freq) == 0:
self.learn(self.buffer.sample())
def compute_value_loss(self,
states,
actions,
next_states,
rewards,
dones,
indices=None):
# Q_w estimate
value_dist_estimate = self.critic(states, actions)
assert value_dist_estimate.shape == (self.batch_size, 1,
self.num_atoms)
value_dist = F.softmax(value_dist_estimate.squeeze(), dim=1)
assert value_dist.shape == (self.batch_size, self.num_atoms)
# Q_w' estimate via Bellman's dist operator
next_action_seeds = self.target_actor.act(next_states)
next_actions = self.policy(next_action_seeds).sample()
assert next_actions.shape == (self.batch_size, self.action_size)
target_value_dist_estimate = self.target_critic.act(
states, next_actions)
assert target_value_dist_estimate.shape == (self.batch_size, 1,
self.num_atoms)
target_value_dist_estimate = target_value_dist_estimate.squeeze()
assert target_value_dist_estimate.shape == (self.batch_size,
self.num_atoms)
discount = self.gamma**self.n_steps
target_value_projected = self.target_critic.dist_projection(
rewards, 1 - dones, discount, target_value_dist_estimate)
assert target_value_projected.shape == (self.batch_size,
self.num_atoms)
target_value_dist = F.softmax(target_value_dist_estimate,
dim=-1).detach()
assert target_value_dist.shape == (self.batch_size, self.num_atoms)
# Comparing Q_w with Q_w'
loss = self.value_loss_func(value_dist, target_value_projected)
self._metric_batch_error = loss.detach().sum(dim=-1)
samples_error = loss.sum(dim=-1).pow(2)
loss_critic = samples_error.mean()
if hasattr(self.buffer, 'priority_update') and indices is not None:
assert (~torch.isnan(samples_error)).any()
self.buffer.priority_update(indices,
samples_error.detach().cpu().numpy())
return loss_critic
def compute_policy_loss(self, states):
# Compute actor loss
pred_action_seeds = self.actor(states)
pred_actions = self.policy.act(pred_action_seeds)
pred_actions = self.policy(pred_action_seeds).rsample()
# Negative because the optimizer minimizes, but we want to maximize the value
value_dist = self.critic(states, pred_actions)
self._batch_value_dist_metric = value_dist.detach()
# Estimate on Z support
return -torch.mean(value_dist * self.critic.z_atoms)
def learn(self, experiences):
"""Update critics and actors"""
# No need for size assertion since .view() has explicit sizes
rewards = to_tensor(experiences['reward']).view(
self.batch_size, 1).float().to(self.device)
dones = to_tensor(experiences['done']).view(self.batch_size, 1).type(
torch.int).to(self.device)
states = to_tensor(experiences['state']).view(
self.batch_size, self.state_size).float().to(self.device)
actions = to_tensor(experiences['action']).view(
self.batch_size, self.action_size).to(self.device)
next_states = to_tensor(experiences['next_state']).view(
self.batch_size, self.state_size).float().to(self.device)
indices = None
if hasattr(self.buffer, 'priority_update'): # When using PER buffer
indices = experiences['index']
# Value (critic) optimization
loss_critic = self.compute_value_loss(states, actions, next_states,
rewards, dones, indices)
self.critic_optimizer.zero_grad()
loss_critic.backward()
nn.utils.clip_grad_norm_(self.actor_params, self.max_grad_norm_critic)
self.critic_optimizer.step()
self._loss_critic = float(loss_critic.item())
# Policy (actor) optimization
loss_actor = self.compute_policy_loss(states)
self.actor_optimizer.zero_grad()
loss_actor.backward()
nn.utils.clip_grad_norm_(self.actor.parameters(),
self.max_grad_norm_actor)
self.actor_optimizer.step()
self._loss_actor = float(loss_actor.item())
# Networks gradual sync
soft_update(self.target_actor, self.actor, self.tau)
soft_update(self.target_critic, self.critic, self.tau)
def state_dict(self) -> Dict[str, dict]:
"""Describes agent's networks.
Returns:
state: (dict) Provides actors and critics states.
"""
return {
"actor": self.actor.state_dict(),
"target_actor": self.target_actor.state_dict(),
"critic": self.critic.state_dict(),
"target_critic": self.target_critic()
}
def log_metrics(self, data_logger: DataLogger, step, full_log=False):
data_logger.log_value("loss/actor", self._loss_actor, step)
data_logger.log_value("loss/critic", self._loss_critic, step)
policy_params = {
str(i): v
for i, v in enumerate(
itertools.chain.from_iterable(self.policy.parameters()))
}
data_logger.log_values_dict("policy/param", policy_params, step)
data_logger.create_histogram('metric/batch_errors',
self._metric_batch_error.sum(-1), step)
data_logger.create_histogram('metric/batch_value_dist',
self._batch_value_dist_metric, step)
# This method, `log_metrics`, isn't executed on every iteration but just in case we delay plotting weights.
# It simply might be quite costly. Thread wisely.
if full_log:
for idx, layer in enumerate(self.actor.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"actor/layer_weights_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"actor/layer_bias_{idx}",
layer.bias, step)
for idx, layer in enumerate(self.critic.net.layers):
if hasattr(layer, "weight"):
data_logger.create_histogram(f"critic/layer_{idx}",
layer.weight, step)
if hasattr(layer, "bias") and layer.bias is not None:
data_logger.create_histogram(f"critic/layer_bias_{idx}",
layer.bias, step)
def get_state(self):
return dict(
actor=self.actor.state_dict(),
target_actor=self.target_actor.state_dict(),
critic=self.critic.state_dict(),
target_critic=self.target_critic.state_dict(),
config=self._config,
)
def save_state(self, path: str):
agent_state = self.get_state()
torch.save(agent_state, path)
def load_state(self, path: str):
agent_state = torch.load(path)
self._config = agent_state.get('config', {})
self.__dict__.update(**self._config)
self.actor.load_state_dict(agent_state['actor'])
self.critic.load_state_dict(agent_state['critic'])
self.target_actor.load_state_dict(agent_state['target_actor'])
self.target_critic.load_state_dict(agent_state['target_critic'])
def __init__(self,
state_size: int,
action_size: int,
hidden_layers: Sequence[int] = (128, 128),
**kwargs):
"""
Parameters:
num_atoms: Number of discrete values for the value distribution. Default 51.
v_min: Value distribution minimum (left most) value. Default -10.
v_max: Value distribution maximum (right most) value. Default 10.
n_steps: Number of steps (N-steps) for the TD. Defualt 3.
num_workers: Number of workers that will assume this agent.
"""
super().__init__(**kwargs)
self.device = self._register_param(kwargs, "device", DEVICE)
self.state_size = state_size
self.action_size = action_size
self.num_atoms = int(self._register_param(kwargs, 'num_atoms', 51))
v_min = float(self._register_param(kwargs, 'v_min', -10))
v_max = float(self._register_param(kwargs, 'v_max', 10))
# Reason sequence initiation.
self.action_min = float(self._register_param(kwargs, 'action_min', -1))
self.action_max = float(self._register_param(kwargs, 'action_max', 1))
self.action_scale = float(
self._register_param(kwargs, 'action_scale', 1))
self.gamma = float(self._register_param(kwargs, 'gamma', 0.99))
self.tau = float(self._register_param(kwargs, 'tau', 0.02))
self.batch_size = int(self._register_param(kwargs, 'batch_size', 64))
self.buffer_size = int(
self._register_param(kwargs, 'buffer_size', int(1e6)))
self.buffer = PERBuffer(self.batch_size, self.buffer_size)
self.n_steps = int(self._register_param(kwargs, "n_steps", 3))
self.n_buffer = NStepBuffer(n_steps=self.n_steps, gamma=self.gamma)
self.warm_up = int(self._register_param(kwargs, 'warm_up', 0))
self.update_freq = int(self._register_param(kwargs, 'update_freq', 1))
self.actor_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'actor_hidden_layers', hidden_layers))
self.critic_hidden_layers = to_numbers_seq(
self._register_param(kwargs, 'critic_hidden_layers',
hidden_layers))
if kwargs.get("simple_policy", False):
std_init = float(self._register_param(kwargs, "std_init", 1.0))
std_max = float(self._register_param(kwargs, "std_max", 2.0))
std_min = float(self._register_param(kwargs, "std_min", 0.05))
self.policy = MultivariateGaussianPolicySimple(self.action_size,
std_init=std_init,
std_min=std_min,
std_max=std_max,
device=self.device)
else:
self.policy = MultivariateGaussianPolicy(self.action_size,
device=self.device)
# This looks messy but it's not that bad. Actor, critic_net and Critic(critic_net). Then the same for `target_`.
self.actor = ActorBody(state_size,
self.policy.param_dim * action_size,
hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh,
device=self.device)
critic_net = CriticBody(state_size,
action_size,
out_features=self.num_atoms,
hidden_layers=self.critic_hidden_layers,
device=self.device)
self.critic = CategoricalNet(num_atoms=self.num_atoms,
v_min=v_min,
v_max=v_max,
net=critic_net,
device=self.device)
self.target_actor = ActorBody(state_size,
self.policy.param_dim * action_size,
hidden_layers=self.actor_hidden_layers,
gate_out=torch.tanh,
device=self.device)
target_critic_net = CriticBody(state_size,
action_size,
out_features=self.num_atoms,
hidden_layers=self.critic_hidden_layers,
device=self.device)
self.target_critic = CategoricalNet(num_atoms=self.num_atoms,
v_min=v_min,
v_max=v_max,
net=target_critic_net,
device=self.device)
# Target sequence initiation
hard_update(self.target_actor, self.actor)
hard_update(self.target_critic, self.critic)
# Optimization sequence initiation.
self.actor_lr = float(self._register_param(kwargs, 'actor_lr', 3e-4))
self.critic_lr = float(self._register_param(kwargs, 'critic_lr', 3e-4))
self.value_loss_func = nn.BCELoss(reduction='none')
self.actor_params = list(self.actor.parameters()) + list(
self.policy.parameters())
self.actor_optimizer = Adam(self.actor_params, lr=self.actor_lr)
self.critic_optimizer = Adam(self.critic.parameters(),
lr=self.critic_lr)
self.max_grad_norm_actor: float = float(
self._register_param(kwargs, "max_grad_norm_actor", 50.0))
self.max_grad_norm_critic: float = float(
self._register_param(kwargs, "max_grad_norm_critic", 50.0))
self.num_workers = int(self._register_param(kwargs, "num_workers", 1))
# Breath, my child.
self.iteration = 0
self._loss_actor = float('nan')
self._loss_critic = float('nan')