def step(self, observations, remove_base=False, **vals):
"""Update the Network"""
# get the next feature vector
add = len(self.min_obs) - len(observations)
observations = np.concatenate(
(observations, np.zeros(add))
) # we don't have the predictions in the first layer, so concat zeros
self.min_obs = np.minimum(observations, self.min_obs)
self.max_obs = np.maximum(observations, self.max_obs)
observations += np.abs(self.min_obs)
observations = np.divide(
observations, (np.abs(self.max_obs) + np.abs(self.min_obs)),
where=(np.abs(self.max_obs) + np.abs(self.min_obs)) != 0)
observations[np.isnan(observations)] = 0
observations[np.isinf(observations)] = 0
# we take off the protected range, as they exist only to serve as cumulants.
if remove_base:
phi_next = self.function_approximation.get_features(observations)
else:
phi_next = self.function_approximation.get_features(
observations[self.protected_range:])
phi_next = np.concatenate((phi_next, [1]))[:, None]
if type(self.last_phi) is np.ndarray:
# update the traces based on the new visitation
self.eligibility_traces = accumulate(self.eligibility_traces,
self.discounts,
self.traces_lambda, phi_next)
# calculate the new cumulants
current_cumulants = np.array([
cumulant.cumulant(observations) for cumulant in self.cumulants
])[:, None]
# get a vector of TD errors corresponding to the performance.
td_error = calculate_temporal_difference_error(
self.weights, current_cumulants, self.discounts, phi_next,
self.last_phi)
# update the weights based on the caluculated TD error
predictions = self.predict(phi_next)
# update the running trace of maximum meta_weight updates
if self.use_step_sizes:
self.n = update_normalizer_accumulation(
self.n, self.beta, self.eligibility_traces, self.last_phi,
self.h, td_error)
self.beta = update_meta_weights(self.beta, self.last_phi,
self.meta_step_size, td_error,
self.h, self.n)
self.step_sizes = normalize_step_size(
calculate_step_size(self.beta), self.beta,
self.eligibility_traces, self.discounts, self.last_phi,
phi_next)
# update weights
self.weights = update_weights(td_error, self.eligibility_traces,
self.weights, self.step_sizes)
# update beta trace
self.h = update_meta_weight_update_trace(self.h,
self.eligibility_traces,
self.last_phi, td_error,
self.step_sizes)
# maintain verifiers
self.rupee, self.tau, self.eligibility_avg, self.rupee_h_trace = \
update_rupee(
self.rupee_beta,
self.tau,
self.eligibility_avg,
self.rupee_h_trace,
self.eligibility_traces,
td_error,
self.step_sizes,
self.last_phi
)
self.ude, self.delta_avg, self.delta_var = update_ude(
self.ude_beta, self.delta_avg, self.delta_var, td_error)
self.estimated_return, self.synced_prediction, self.reward_history, self.gamma_history, self.prediction_history = \
update_verifier(
self.reward_history,
self.gamma_history,
self.prediction_history,
self.discounts,
current_cumulants,
predictions
)
self.avg_error = self.avg_error * 0.9 + 0.1 * np.abs(td_error)
self.last_phi = phi_next
return self.last_prediction
def step(self, observations, remove_base=False, **vals):
"""Update the Network"""
# get the next feature vector
add = len(self.min_obs) - len(observations)
observations = np.concatenate(
(observations, np.zeros(add))
) # we don't have the predictions in the first layer, so concat zeros
self.min_obs = np.minimum(observations, self.min_obs)
self.max_obs = np.maximum(observations, self.max_obs)
observations += np.abs(self.min_obs)
observations = np.divide(
observations, (np.abs(self.max_obs) + np.abs(self.min_obs)),
where=(np.abs(self.max_obs) + np.abs(self.min_obs)) != 0)
observations[np.isnan(observations)] = 0
observations[np.isinf(observations)] = 0
# we take off the protected range, as they exist only to serve as cumulants.
if remove_base:
phi_next = self.function_approximation.get_features(observations)
else:
phi_next = self.function_approximation.get_features(
observations[self.protected_range:])
phi_next = np.concatenate((phi_next, [1]))[:, None]
if type(self.last_phi) is np.ndarray:
# update the traces based on the new visitation
self.eligibility_traces = accumulate(self.eligibility_traces,
self.discounts,
self.traces_lambda, phi_next)
# calculate the new cumulants
current_cumulants = np.array([
cumulant.cumulant(observations) for cumulant in self.cumulants
])[:, None]
# get a vector of TD errors corresponding to the performance.
td_error = calculate_temporal_difference_error(
self.weights, current_cumulants, self.discounts, phi_next,
self.last_phi)
# update the weights based on the caluculated TD error
predictions = self.predict(phi_next)
# update the running trace of maximum meta_weight updates
if self.use_step_sizes:
self.n = update_normalizer_accumulation(
self.n, self.beta, self.eligibility_traces, self.last_phi,
self.h, td_error)
self.beta = update_meta_weights(self.beta, self.last_phi,
self.meta_step_size, td_error,
self.h)
self.beta = normalize_meta_weights(self.beta,
self.eligibility_traces,
self.discounts,
self.last_phi, phi_next)
self.step_sizes = calculate_step_size(self.beta)
# update weights
self.weights = update_weights(td_error, self.eligibility_traces,
self.weights, self.step_sizes)
# update beta trace
self.h = update_meta_weight_update_trace(self.h,
self.eligibility_traces,
self.last_phi, td_error,
self.step_sizes)
# print "begin \t", self.ude_beta.shape, \
# "\nele \t", self.eligibility_avg.shape, \
# "\nh tra \t", self.rupee_h_trace.shape, \
# "\nele t \t", self.eligibility_traces.shape, \
# "\ntd er \t", td_error.shape, \
# "\nss \t", self.step_sizes.shape, \
# "\nphi \t", self.last_phi.shape, \
# "\ntau \t", self.tau.shape,\
# '\n'
# maintain verifiers
self.rupee, self.tau, self.eligibility_avg, self.rupee_h_trace =\
update_rupee(
self.ude_beta,
self.tau,
self.eligibility_avg,
self.rupee_h_trace,
self.eligibility_traces,
td_error,
self.step_sizes,
self.last_phi
)
self.ude, self.delta_avg, self.delta_var = update_ude(
self.ude_beta, self.delta_avg, self.delta_var, td_error)
self.estimated_return, self.synced_prediction, self.reward_history, self.gamma_history, self.prediction_history = \
update_verifier(
self.reward_history,
self.gamma_history,
self.prediction_history,
self.discounts,
current_cumulants,
predictions
)
if len(np.where(np.isnan(td_error))[0]) > 0:
print("regenning", np.where(np.isnan(td_error))[0])
self.generate_prediction(
np.where(np.isnan(td_error))[0], observations)
self.generate_prediction(
np.where(np.isinf(td_error))[0], observations)
self.generate_prediction(
np.where(np.isnan(self.error()))[0], observations)
self.generate_prediction(
np.where(np.isinf(self.error()))[0], observations)
self.last_prediction = predictions[:, 0]
# Unexpected demon error
self.ude_beta[np.where(np.isnan(
self.ude))] = (10 * np.average(self.step_sizes))
self.ude_beta[np.where(np.isinf(
self.ude))] = (10 * np.average(self.step_sizes))
self.delta_avg[np.where(np.isnan(self.ude))] = 0
self.delta_avg[np.where(np.isinf(self.ude))] = 0
self.delta_var[np.where(np.isnan(self.ude))] = 0
self.delta_var[np.where(np.isinf(self.ude))] = 0
self.ude[np.where(np.isinf(self.ude))] = 0
self.ude[np.where(np.isnan(self.ude))] = 0
# RUPEE
# beta is shared between RUPEE and UDE
# todo: does sharing beta make sense: rupee seems to use 0.1 alpha, not 10 alpha
# self.tau[np.where(np.isnan(self.rupee))] = 0.001
# self.tau[np.where(np.isinf(self.rupee))] = 0.001
# self.rupee_h_trace[:,np.where(np.isnan(self.rupee))] = np.zeros(self.eligibility_traces.shape[1])
# self.rupee_h_trace[:,np.where(np.isinf(self.rupee))] = np.zeros(self.eligibility_traces.shape[1])
# self.eligibility_avg[:,np.where(np.isnan(self.rupee))] = np.zeros(self.eligibility_traces.shape[1])
# self.eligibility_avg[:,np.where(np.isinf(self.rupee))] = np.zeros(self.eligibility_traces.shape[1])
self.last_phi = phi_next
return self.last_prediction