def reduce_data(self, mode=1, plot=True):
print "Reducing data..."
K = 500
X = self.D[:, :self.state_dim]
# Normalize
# x_max_X = np.max(X, axis=0)
# x_min_X = np.min(X, axis=0)
# for i in range(self.state_action_dim):
# X[:,i] = (X[:,i]-x_min_X[i])/(x_max_X[i]-x_min_X[i])
kdt = KDTree(X, leaf_size=20, metric='euclidean')
df = DiffusionMap(sigma=1, embedding_dim=2, k=K)
Xreduced = []
for i in range(X.shape[0]):
if not (i % 100):
print i, X.shape[0]
idx = kdt.query(X[i, :].reshape(1, -1), k=K, return_distance=False)
X_nn = X[idx, :].reshape(K, self.state_dim)
V, _ = df.fit_transform(X_nn, density_normalize=False)
Xreduced.append(V[0, :])
Xreduced = np.array(Xreduced)
if plot:
plt.scatter(Xreduced[:, 0], Xreduced[:, 1])
plt.show()
return Xreduced
def test__density_normalize__colsum(mixtureNormals):
df = DiffusionMap(sigma=1, embedding_dim=2, verbose=False)
K = scipy.sparse.rand(100, 100, density=0.1)
K_norm = df.__density_normalize__(K)
np.testing.assert_allclose(K_norm.toarray().sum(0), 1)
def test_DiffusionMap_fit_transform_eigenvalue_ordering(mixtureNormals):
"must return the largest first"
X = mixtureNormals
embDim = 2
df = DiffusionMap(sigma=1, embedding_dim=embDim)
X_embed, lam = df.fit_transform(X)
assert (lam[0] > lam[1])
def test_DiffusionMap_fit_transform_eigenvalue_ordering(mixtureNormals):
"must return the largest first"
X = mixtureNormals
embDim = 2
df = DiffusionMap(sigma=1, embedding_dim=embDim)
X_embed, lam = df.fit_transform(X)
assert lam[0] > lam[1]
def test_DiffusionMap_get_kernel_matrix_symmetry(mixtureNormals):
"make sure the kernel matrix is symmetric"
X = mixtureNormals
df = DiffusionMap(sigma=1, embedding_dim=2, verbose=False)
K = df.__get_kernel_matrix__(X, k=2)
Q = (K - K.T).toarray() # np.all doesnt work on sparse matrices
assert np.all(Q == 0), "returned kernel matrix is not symmetric"
def test_DiffusionMap_get_kernel_matrix_symmetry(mixtureNormals):
"make sure the kernel matrix is symmetric"
X = mixtureNormals
df = DiffusionMap(sigma=1, embedding_dim=2)
K = df._get_kernel_matrix(X, k=2)
Q = (K - K.T).toarray() # np.all doesnt work on sparse matrices
assert np.all(Q == 0), 'returned kernel matrix is not symmetric'
def test_DiffusionMap_fit_transform_output_dimensions(mixtureNormals):
X = mixtureNormals
embDim = 2
df = DiffusionMap(sigma=1, embedding_dim=embDim)
X_embed, lam = df.fit_transform(X)
assert X_embed.shape == (X.shape[0], embDim), "returns wrong dimensionally"
assert lam.shape[0] == X_embed.shape[1], "must return as many eigenvalues as embedded dimensions"
def test_DiffusionMap_fit_transform_output_dimensions(mixtureNormals):
X = mixtureNormals
embDim = 2
df = DiffusionMap(sigma=1, embedding_dim=embDim)
X_embed, lam = df.fit_transform(X)
assert X_embed.shape == (X.shape[0], embDim), "returns wrong dimensionally"
assert lam.shape[0] == X_embed.shape[
1], "must return as many eigenvalues as embedded dimensions"
def test_DiffusionMap_nearestNeighbour_number_of_neighbours(mixtureNormals):
X = mixtureNormals
embDim = 2
df = DiffusionMap(sigma=1, embedding_dim=embDim)
kNN = 4
distances, indices = df.__get_NN__(X, k=kNN)
assert distances.shape == (X.shape[0], kNN)
assert indices.shape == (X.shape[0], kNN)
def test_DiffusionMap_nearestNeighbour_number_of_neighbours(mixtureNormals):
X = mixtureNormals
embDim = 2
df = DiffusionMap(sigma=1, embedding_dim=embDim)
kNN = 4
distances, indices = df._get_NN(X, k=kNN)
assert distances.shape == (X.shape[0], kNN)
assert indices.shape == (X.shape[0], kNN)
def __init__(self):
# Number of NN
if useDiffusionMaps:
dim = 3
self.K = 1000
self.K_manifold = 100
sigma = 2.0
if diffORspec == 'diff':
# self.df = DiffusionMap(sigma=sigma, embedding_dim=dim)
self.df = DiffusionMap(sigma=10, embedding_dim=dim, k=self.K)
print(
'[gp_transition] Using diffusion maps with dimension %d, K: (%d, %d) and sigma=%f.'
% (dim, self.K_manifold, self.K, sigma))
else:
self.embedding = spectralEmbed(embedding_dim=dim)
print(
'[gp_transition] Using spectral embedding with dimension %d.'
% (dim))
data_load.__init__(self,
simORreal=simORreal,
discreteORcont=discreteORcont,
K=self.K,
K_manifold=self.K_manifold,
sigma=sigma,
dim=dim,
dr='diff')
else:
self.K = 100
print('[gp_transition] No diffusion maps used, K=%d.' % self.K)
data_load.__init__(self,
simORreal=simORreal,
discreteORcont=discreteORcont,
K=self.K,
dr='spec')
svm_failure.__init__(
self,
simORreal=simORreal,
discrete=(True if discreteORcont == 'discrete' else False))
mean_shift.__init__(self)
rospy.Service('/gp/transition', batch_transition, self.GetTransition)
rospy.Service('/gp/transitionOneParticle', one_transition,
self.GetTransitionOneParticle)
rospy.Service('/gp/transitionRepeat', batch_transition_repeat,
self.GetTransitionRepeat)
rospy.Service('/gp/batchSVMcheck', batch_transition,
self.batch_svm_check_service)
rospy.Service('/gp/set_K', setk, self.setK)
rospy.Service('/gp/set_new_kdtree', setKD, self.setKDtree)
rospy.init_node('gp_transition', anonymous=True)
print('[gp_transition] Ready.')
rospy.spin()
def test_DiffusionMap_density_normalization(mixtureNormals):
df = DiffusionMap(sigma=1, embedding_dim=2)
A = np.random.normal(0, 1, size=(10, 2))
K = np.dot(A, A.T) # 10x10 symmetric kernel-matrix
K = csr_matrix(K)
K_norm = df.__density_normalize__(K)
theSum = K_norm.sum(0)
np.testing.assert_allclose(theSum, 1)
def test_DiffusionMap_get_kernel_matrix_number_of_neighbours(mixtureNormals):
"""actually we would like to test for the exact number of neighvours
but due tot the symmetrizing, it can exceed the kNN"""
X = mixtureNormals
embDim = 2
df = DiffusionMap(sigma=1, embedding_dim=embDim)
kNN = 4
K = df._get_kernel_matrix(X, k=kNN)
assert K.shape == (X.shape[0], X.shape[0])
nonzero_elements_per_row = np.sum(K.toarray() != 0, 1)
print(nonzero_elements_per_row)
assert np.all(
nonzero_elements_per_row >= kNN
) # the number of nonzero elements must be kNN or larger (due to the symmetrizing
def test_DiffusionMap_get_kernel_matrix_number_of_neighbours(mixtureNormals):
"""actually we would like to test for the exact number of neighvours
but due tot the symmetrizing, it can exceed the kNN"""
X = mixtureNormals
embDim = 2
df = DiffusionMap(sigma=1, embedding_dim=embDim)
kNN = 4
K = df.__get_kernel_matrix__(X, k=kNN)
assert K.shape == (X.shape[0], X.shape[0])
nonzero_elements_per_row = np.sum(K.toarray() != 0, 1)
print(nonzero_elements_per_row)
assert np.all(
nonzero_elements_per_row >= kNN
) # the number of nonzero elements must be kNN or larger (due to the symmetrizing
def __init__(self):
svm_failure.__init__(
self, discrete=(True if discreteORcont == 'discrete' else False))
data_load.__init__(self,
simORreal=simORreal,
discreteORcont=discreteORcont)
# Number of NN
if useDiffusionMaps:
self.K = 1000
self.K_manifold = 100
self.df = DiffusionMap(sigma=1, embedding_dim=3, k=self.K)
else:
self.K = 100
rospy.Service('/gpup/transition', gpup_transition, self.GetTransition)
rospy.Service('/gpup/transitionRepeat', gpup_transition_repeat,
self.GetTransitionRepeat)
rospy.init_node('gpup_transition', anonymous=True)
print('[gpup_transition] Ready.')
rate = rospy.Rate(15) # 15hz
while not rospy.is_shutdown():
rospy.spin()
def setK(self, msg):
V = np.array(msg.data)
if V[0] < self.state_dim:
useDiffusionMaps = True
dim = int(V[0])
self.K_manifold = int(V[1])
self.K = int(V[2])
if diffORspec == 'diff':
sigma = V[3]
self.df = DiffusionMap(sigma=sigma, embedding_dim=dim)
if V[4]:
self.dr = 'diff'
self.precompute_hyperp(K=self.K,
K_manifold=self.K_manifold,
sigma=sigma,
dim=dim)
print(
'[gp_transition] Using diffusion maps with dimension %d, K: (%d, %d) and sigma=%f.'
% (dim, self.K_manifold, self.K, sigma))
elif diffORspec == 'spec':
self.embedding = spectralEmbed(embedding_dim=dim)
if V[4]:
self.dr = 'spec'
self.precompute_hyperp(K=self.K,
K_manifold=self.K_manifold,
dim=dim)
print(
'[gp_transition] Using spectral embedding with dimension %d.'
% (dim))
else:
useDiffusionMaps = False
self.K = int(V[1])
if V[4]:
self.precompute_hyperp(K=self.K)
print('[gp_transition] No diffusion maps used, K=%d.' % self.K)
import gpflow
import time
from scipy.io import loadmat
import pickle
import math
from diffusionMaps import DiffusionMap
saved = False
discrete = True
useDiffusionMaps = True
# Number of NN
if useDiffusionMaps:
K = 5000
df = DiffusionMap(sigma=1, embedding_dim=3, k=K)
else:
K = 100
print('Loading data...')
if discrete:
Q = loadmat('../../data/sim_data_discrete.mat')
Qtrain = Q['D']
is_start = Q['is_start'][0][0]
is_end = Q['is_end'][0][0] - 180
Qtest = Qtrain[is_start:is_end, :]
Qtrain = np.concatenate((Qtrain[:is_start, :], Qtrain[is_end:, :]), axis=0)
else:
Q = loadmat('../../data/sim_data_cont.mat')
Qtrain = Q['D']
is_start = Q['is_start'][0][0]
def test__get_kernel_matrix_sparse(mixtureNormals):
df = DiffusionMap(sigma=1, embedding_dim=2, verbose=False)
K = df.__get_kernel_matrix__(mixtureNormals, k=10)
assert issparse(K)
class Spin_gp(data_load, mean_shift, svm_failure):
time_nn = 0.0
num_checks_nn = 0
def __init__(self):
# Number of NN
if useDiffusionMaps:
dim = 3
self.K = 1000
self.K_manifold = 100
sigma = 2.0
if diffORspec == 'diff':
# self.df = DiffusionMap(sigma=sigma, embedding_dim=dim)
self.df = DiffusionMap(sigma=10, embedding_dim=dim, k=self.K)
print(
'[gp_transition] Using diffusion maps with dimension %d, K: (%d, %d) and sigma=%f.'
% (dim, self.K_manifold, self.K, sigma))
else:
self.embedding = spectralEmbed(embedding_dim=dim)
print(
'[gp_transition] Using spectral embedding with dimension %d.'
% (dim))
data_load.__init__(self,
simORreal=simORreal,
discreteORcont=discreteORcont,
K=self.K,
K_manifold=self.K_manifold,
sigma=sigma,
dim=dim,
dr='diff')
else:
self.K = 100
print('[gp_transition] No diffusion maps used, K=%d.' % self.K)
data_load.__init__(self,
simORreal=simORreal,
discreteORcont=discreteORcont,
K=self.K,
dr='spec')
svm_failure.__init__(
self,
simORreal=simORreal,
discrete=(True if discreteORcont == 'discrete' else False))
mean_shift.__init__(self)
rospy.Service('/gp/transition', batch_transition, self.GetTransition)
rospy.Service('/gp/transitionOneParticle', one_transition,
self.GetTransitionOneParticle)
rospy.Service('/gp/transitionRepeat', batch_transition_repeat,
self.GetTransitionRepeat)
rospy.Service('/gp/batchSVMcheck', batch_transition,
self.batch_svm_check_service)
rospy.Service('/gp/set_K', setk, self.setK)
rospy.Service('/gp/set_new_kdtree', setKD, self.setKDtree)
rospy.init_node('gp_transition', anonymous=True)
print('[gp_transition] Ready.')
rospy.spin()
def setK(self, msg):
V = np.array(msg.data)
if V[0] < self.state_dim:
useDiffusionMaps = True
dim = int(V[0])
self.K_manifold = int(V[1])
self.K = int(V[2])
if diffORspec == 'diff':
sigma = V[3]
self.df = DiffusionMap(sigma=sigma, embedding_dim=dim)
if V[4]:
self.dr = 'diff'
self.precompute_hyperp(K=self.K,
K_manifold=self.K_manifold,
sigma=sigma,
dim=dim)
print(
'[gp_transition] Using diffusion maps with dimension %d, K: (%d, %d) and sigma=%f.'
% (dim, self.K_manifold, self.K, sigma))
elif diffORspec == 'spec':
self.embedding = spectralEmbed(embedding_dim=dim)
if V[4]:
self.dr = 'spec'
self.precompute_hyperp(K=self.K,
K_manifold=self.K_manifold,
dim=dim)
print(
'[gp_transition] Using spectral embedding with dimension %d.'
% (dim))
else:
useDiffusionMaps = False
self.K = int(V[1])
if V[4]:
self.precompute_hyperp(K=self.K)
print('[gp_transition] No diffusion maps used, K=%d.' % self.K)
# return EmptyResponse()
def setKDtree(self, msg):
N = msg.data
self.set_new_kdtree(N)
print('[gp_transition] Change kd-tree to have %d points.' % N)
return True
# Particles prediction
def batch_predict(self, SA):
sa = np.mean(SA, 0)
# Theta, K = self.get_theta(sa) # Get hyper-parameters for this query point
K = 1
idx = self.kdt.query(sa.reshape(1, -1), k=K, return_distance=False)
X_nn = self.Xtrain[idx, :].reshape(K, self.state_action_dim)
Y_nn = self.Ytrain[idx, :].reshape(K, self.state_dim)
if useDiffusionMaps:
X_nn, Y_nn = self.reduction(sa, X_nn, Y_nn)
dS_next = np.zeros((SA.shape[0], self.state_dim))
std_next = np.zeros((SA.shape[0], self.state_dim))
for i in range(self.state_dim):
gp_est = GaussianProcess(X_nn[:, :self.state_action_dim],
Y_nn[:, i],
optimize=True,
theta=None,
algorithm='Matlab')
mm, vv = gp_est.batch_predict(SA[:, :self.state_action_dim])
dS_next[:, i] = mm
std_next[:, i] = np.sqrt(np.diag(vv))
S_next = SA[:, :self.
state_dim] + dS_next #np.random.normal(dS_next, std_next)
return S_next
# Particles prediction
def batch_predict_iterative(self, SA):
S_next = []
while SA.shape[0]:
sa = np.copy(SA[np.random.randint(SA.shape[0]), :])
Theta, K = self.get_theta(
sa) # Get hyper-parameters for this query point
D, idx = self.kdt.query(sa.reshape(1, -1),
k=K,
return_distance=True)
r = np.max(D) * 1.1
X_nn = self.Xtrain[idx, :].reshape(K, self.state_action_dim)
Y_nn = self.Ytrain[idx, :].reshape(K, self.state_dim)
neigh = NearestNeighbors(radius=r)
neigh.fit(SA)
idx_local = neigh.radius_neighbors(sa.reshape(1, -1),
return_distance=False)[0]
SA_local = np.copy(SA[idx_local, :])
SA = np.delete(SA, idx_local, axis=0)
if useDiffusionMaps:
X_nn, Y_nn = self.reduction(sa, X_nn, Y_nn)
dS_next = np.zeros((SA_local.shape[0], self.state_dim))
std_next = np.zeros((SA_local.shape[0], self.state_dim))
for i in range(self.state_dim):
gp_est = GaussianProcess(X_nn[:, :self.state_action_dim],
Y_nn[:, i],
optimize=False,
theta=Theta[i],
algorithm='Matlab')
mm, vv = gp_est.batch_predict(
SA_local[:, :self.state_action_dim])
dS_next[:, i] = mm
std_next[:, i] = np.sqrt(np.diag(vv))
S_next_local = SA_local[:, :self.state_dim] + np.random.normal(
dS_next, std_next)
for s in S_next_local:
S_next.append(s)
return np.array(S_next)
def one_predict(self, sa):
Theta, _ = self.get_theta(
sa) # Get hyper-parameters for this query point
K = self.K
idx = self.kdt.query(sa.reshape(1, -1), k=K, return_distance=False)
X_nn = self.Xtrain[idx, :].reshape(K, self.state_action_dim)
Y_nn = self.Ytrain[idx, :].reshape(K, self.state_dim)
if useDiffusionMaps:
X_nn, Y_nn = self.reduction(sa, X_nn, Y_nn)
ds_next = np.zeros((self.state_dim, ))
std_next = np.zeros((self.state_dim, ))
for i in range(self.state_dim):
gp_est = GaussianProcess(X_nn[:, :self.state_action_dim],
Y_nn[:, i],
optimize=False,
theta=Theta[i],
algorithm='Matlab')
mm, vv = gp_est.predict(sa[:self.state_action_dim])
ds_next[i] = mm
std_next[i] = np.sqrt(vv)
s_next = sa[:self.
state_dim] + ds_next #np.random.normal(ds_next, std_next)
if self.state_dim == 5:
s_next[4] += 1.0 if s_next[4] < 0.0 else 0.0
s_next[4] -= 1.0 if s_next[4] > 1.0 else 0.0
return s_next
def reduction(self, sa, X, Y):
if diffORspec == 'diff':
inx = self.df.ReducedClosestSetIndices(sa,
X,
k_manifold=self.K_manifold)
elif diffORspec == 'spec':
inx = self.embedding.ReducedClosestSetIndices(
sa, X, k_manifold=self.K_manifold)
return X[inx, :][0], Y[inx, :][0]
def batch_propa(self, S, a):
SA = np.concatenate((S, np.tile(a, (S.shape[0], 1))), axis=1)
SA = self.normz_batch(SA)
SA_normz = self.batch_predict(SA)
# SA_normz = self.batch_predict_iterative(SA)
S_next = self.denormz_batch(SA_normz)
return S_next
def batch_svm_check(self, S, a):
failed_inx = []
for i in range(S.shape[0]):
p = self.probability(S[i, :], a[:2]) # Probability of failure
prob_fail = np.random.uniform(0, 1)
if prob_fail <= p:
failed_inx.append(i)
return failed_inx
def batch_svm_check_service(self, req):
S = np.array(req.states).reshape(-1, self.state_dim)
a = np.array(req.action)
failed_inx = []
for i in range(S.shape[0]):
p = self.probability(S[i, :], a) # Probability of failure
prob_fail = np.random.uniform(0, 1)
if prob_fail <= p:
failed_inx.append(i)
node_probability = 1.0 - float(len(failed_inx)) / float(S.shape[0])
return {'node_probability': node_probability}
# Predicts the next step by calling the GP class
def GetTransition(self, req):
S = np.array(req.states).reshape(-1, self.state_dim)
a = np.array(req.action)
collision_probability = 0.0
if (len(S) == 1):
p = self.probability(S[0, :], a[:2])
node_probability = 1.0 - p
sa = np.concatenate((S[0, :], a), axis=0)
sa = self.normz(sa)
sa_normz = self.one_predict(sa)
s_next = self.denormz(sa_normz)
return {
'next_states': s_next,
'mean_shift': s_next,
'node_probability': node_probability,
'collision_probability': collision_probability
}
else:
# Check which particles failed
failed_inx = self.batch_svm_check(S, a[:2])
node_probability = 1.0 - float(len(failed_inx)) / float(S.shape[0])
# Remove failed particles by duplicating good ones
bad_action = np.array([0., 0.])
if len(failed_inx):
good_inx = np.delete(np.array(range(S.shape[0])), failed_inx)
if len(good_inx) == 0: # All particles failed
S_next = []
mean = [0, 0]
return {
'next_states': S_next,
'mean_shift': mean,
'node_probability': node_probability,
'bad_action': np.array([0., 0.]),
'collision_probability': 1.0
}
# Find main direction of fail
S_failed_mean = np.mean(S[failed_inx, :], axis=0)
S_mean = np.mean(S, axis=0)
ang = np.rad2deg(
np.arctan2(S_failed_mean[1] - S_mean[1],
S_failed_mean[0] - S_mean[0]))
if ang <= 45. and ang >= -45.:
bad_action = np.array([1., -1.])
elif ang >= 135. or ang <= -135.:
bad_action = np.array([-1., 1.])
elif ang > 45. and ang < 135.:
bad_action = np.array([1., 1.])
elif ang < -45. and ang > -135.:
bad_action = np.array([-1., -1.])
dup_inx = good_inx[np.random.choice(len(good_inx),
size=len(failed_inx),
replace=True)]
S[failed_inx, :] = S[dup_inx, :]
# Propagate
S_next = self.batch_propa(S, a)
mean = np.mean(S_next, 0) #self.get_mean_shift(S_next)
return {
'next_states': S_next.reshape((-1, )),
'mean_shift': mean,
'node_probability': node_probability,
'bad_action': bad_action,
'collision_probability': collision_probability
}
# Predicts the next step by calling the GP class - repeats the same action 'n' times
def GetTransitionRepeat(self, req):
S = np.array(req.states).reshape(-1, self.state_dim)
a = np.array(req.action)
n = req.num_repeat
for _ in range(n):
S_next = self.batch_propa(S, a)
S = S_next
mean = self.get_mean_shift(S_next)
return {'next_states': S_next.reshape((-1, )), 'mean_shift': mean}
# Predicts the next step by calling the GP class
def GetTransitionOneParticle(self, req):
s = np.array(req.state)
a = np.array(req.action)
# Check which particles failed
p = 0 #self.probability(s, a[:2])
node_probability = 1.0 - p
# Propagate
sa = np.concatenate((s, a), axis=0)
# sa = self.normz( sa )
st = rospy.get_time()
sa_normz = self.one_predict(self.normz(sa))
self.time_nn += rospy.get_time() - st
self.num_checks_nn += 1
s_next = self.denormz(sa_normz)
# print(self.time_nn / self.num_checks_nn)
return {'next_state': s_next, 'node_probability': node_probability}
def test__get_kernel_matrix_sparse(mixtureNormals):
df = DiffusionMap(sigma=1, embedding_dim=2)
K = df._get_kernel_matrix(mixtureNormals, k=10)
assert issparse(K)
def test__density_normalize__sparse(mixtureNormals):
df = DiffusionMap(sigma=1, embedding_dim=2, verbose=False)
K = csr_matrix([[1, 1], [0, 1]])
assert issparse(df.__density_normalize__(K)), "returned matrix is not sparse after normalization"
class Spin_gpup(data_load, svm_failure):
def __init__(self):
svm_failure.__init__(
self, discrete=(True if discreteORcont == 'discrete' else False))
data_load.__init__(self,
simORreal=simORreal,
discreteORcont=discreteORcont)
# Number of NN
if useDiffusionMaps:
self.K = 1000
self.K_manifold = 100
self.df = DiffusionMap(sigma=1, embedding_dim=3, k=self.K)
else:
self.K = 100
rospy.Service('/gpup/transition', gpup_transition, self.GetTransition)
rospy.Service('/gpup/transitionRepeat', gpup_transition_repeat,
self.GetTransitionRepeat)
rospy.init_node('gpup_transition', anonymous=True)
print('[gpup_transition] Ready.')
rate = rospy.Rate(15) # 15hz
while not rospy.is_shutdown():
rospy.spin()
# rate.sleep()
def predict(self, s_mean, s_var):
sa = s_mean.reshape(-1, 1)
idx = self.kdt.query(sa.T, k=self.K, return_distance=False)
X_nn = self.Xtrain[idx, :].reshape(self.K, self.state_action_dim)
Y_nn = self.Ytrain[idx, :].reshape(self.K, self.state_dim)
if useDiffusionMaps:
X_nn, Y_nn = reduction(sa, X_nn, Y_nn)
m = np.zeros(self.state_dim)
v = np.zeros(self.state_dim)
for i in range(self.state_dim):
gpup_est = UncertaintyPropagation(X_nn[:, :self.state_dim],
Y_nn[:, i],
optimize=False,
theta=self.get_theta(sa))
m[i], v[i] = gpup_est.predict(
sa[:self.state_dim].reshape(1, -1)[0], s_var[:self.state_dim])
return m, np.sqrt(v)
def reduction(self, sa, X, Y):
inx = self.df.ReducedClosestSetIndices(sa,
X,
k_manifold=self.K_manifold)
return X[inx, :][0], Y[inx, :][0]
# Predicts the next step by calling the GP class
def GetTransition(self, req):
s_mean = np.array(req.mean)
s_std = np.array(req.std)
a = np.array(req.action)
node_probability = 1.0 - self.svm_check(s_mean, s_std, a)
s_mean_normz = self.normz(np.concatenate((s_mean, a), axis=0))
s_std_normz = self.normz_change(
s_std
) # self.normz( s_mean + s_std ) - s_mean_normz[:self.state_dim]
ds_mean_next_normz, ds_std_next_normz = self.predict(
s_mean_normz, s_std_normz**2)
s_mean_next = self.denormz(s_mean_normz[:self.state_dim] +
ds_mean_next_normz)
s_std_next = np.sqrt(
self.denormz_change(ds_std_next_normz)**2 + s_std**2
) # self.denormz(s_mean_normz[:self.state_dim] + ds_mean_next_normz + s_std_normz + ds_std_next_normz) - s_mean_next
return {
'next_mean': s_mean_next,
'next_std': s_std_next,
'node_probability': node_probability
}
# Predicts the next step by calling the GP class - repeats the same action 'n' times
def GetTransitionRepeat(self, req):
s_mean = np.array(req.mean)
s_std = np.array(req.std)
a = np.array(req.action)
n = req.num_repeat
for _ in range(n):
s_mean_normz = self.normz(np.concatenate((s_mean, a), axis=0))
s_std_normz = self.normz_change(
s_std
) # self.normz( s_mean + s_std ) - s_mean_normz[:self.state_dim]
ds_mean_next_normz, ds_std_next_normz = self.predict(
s_mean_normz, s_std_normz**2)
s_mean_next = self.denormz(s_mean_normz[:self.state_dim] +
ds_mean_next_normz)
s_std_next = np.sqrt(
self.denormz_change(ds_std_next_normz)**2 + s_std**2
) # self.denormz(s_mean_normz[:self.state_dim] + ds_mean_next_normz + s_std_normz + ds_std_next_normz) - s_mean_next
s_mean = s_mean_next
s_std = s_std_normz
return {'next_mean': s_mean_next, 'next_std': s_std_next}
def svm_check(self, mean, std, a):
N = 100
S = np.random.normal(mean, std, size=(N, len(mean)))
failed_inx = []
for i in range(S.shape[0]):
p, _ = self.probability(S[i, :], a) # Probability of failure
prob_fail = np.random.uniform(0, 1)
if prob_fail <= p:
failed_inx.append(i)
return float(len(failed_inx)) / float(N)
