class VES:
"""
Basic Version of OpenAI Evolution Strategies
"""
def __init__(self,
num_params,
mu_init=None,
sigma_init=0.1,
lr=10**-2,
pop_size=256,
antithetic=True,
weight_decay=0,
rank_fitness=True):
# misc
self.num_params = num_params
self.first_interation = True
# distribution parameters
if mu_init is None:
self.mu = np.zeros(self.num_params)
else:
self.mu = np.array(mu_init)
self.sigma = sigma_init
# optimization stuff
self.learning_rate = lr
self.optimizer = Adam(self.learning_rate)
# sampling stuff
self.pop_size = pop_size
self.antithetic = antithetic
if self.antithetic:
assert (self.pop_size % 2 == 0), "Population size must be even"
self.weight_decay = weight_decay
self.rank_fitness = rank_fitness
def ask(self):
"""
Returns a list of candidates parameterss
"""
if self.antithetic:
epsilon_half = np.random.randn(self.pop_size // 2, self.num_params)
epsilon = np.concatenate([epsilon_half, -epsilon_half])
else:
epsilon = np.random.randn(self.pop_size, self.num_params)
return self.mu + epsilon * self.sigma
def tell(self, scores, solutions):
"""
Updates the distribution
"""
assert (len(scores) == self.pop_size
), "Inconsistent reward_table size reported."
reward = np.array(scores)
if self.rank_fitness:
reward = compute_centered_ranks(reward)
if self.weight_decay > 0:
l2_decay = compute_weight_decay(self.weight_decay, solutions)
reward += l2_decay
epsilon = (solutions - self.mu) / self.sigma
grad = -1 / (self.sigma * self.pop_size) * np.dot(reward, epsilon)
# optimization step
step = self.optimizer.step(grad)
self.mu += step
def get_distrib_params(self):
"""
Returns the parameters of the distrubtion:
the mean and sigma
"""
return np.copy(self.mu), np.copy(self.sigma**2)
class GES:
"""
Guided Evolution Strategies
"""
def __init__(self,
num_params,
mu_init=None,
sigma_init=0.1,
lr=10**-2,
alpha=0.5,
beta=2,
k=1,
pop_size=256,
antithetic=True,
weight_decay=0,
rank_fitness=False):
# misc
self.num_params = num_params
self.first_interation = True
# distribution parameters
if mu_init is None:
self.mu = np.zeros(self.num_params)
else:
self.mu = np.array(mu_init)
self.sigma = sigma_init
self.U = np.ones((self.num_params, k))
# optimization stuff
self.alpha = alpha
self.beta = beta
self.k = k
self.learning_rate = lr
self.optimizer = Adam(self.learning_rate)
# sampling stuff
self.pop_size = pop_size
self.antithetic = antithetic
if self.antithetic:
assert (self.pop_size % 2 == 0), "Population size must be even"
self.weight_decay = weight_decay
self.rank_fitness = rank_fitness
def ask(self):
"""
Returns a list of candidates parameterss
"""
if self.antithetic:
epsilon_half = np.sqrt(self.alpha / self.num_params) * \
np.random.randn(self.pop_size // 2, self.num_params)
epsilon_half += np.sqrt((1 - self.alpha) / self.k) * \
np.random.randn(self.pop_size // 2, self.k) @ self.U.T
epsilon = np.concatenate([epsilon_half, -epsilon_half])
else:
epsilon = np.sqrt(self.alpha / self.num_params) * \
np.random.randn(self.pop_size, self.num_params)
epsilon += np.sqrt(1 - self.alpha) * \
np.random.randn(self.pop_size, self.num_params) @ self.U.T
return self.mu + epsilon * self.sigma
def tell(self, scores, solutions):
"""
Updates the distribution
"""
assert (len(scores) == self.pop_size
), "Inconsistent reward_table size reported."
reward = np.array(scores)
if self.rank_fitness:
reward = compute_centered_ranks(reward)
if self.weight_decay > 0:
l2_decay = compute_weight_decay(self.weight_decay, solutions)
reward += l2_decay
epsilon = (solutions - self.mu) / self.sigma
grad = -self.beta/(self.sigma * self.pop_size) * \
np.dot(reward, epsilon)
# optimization step
step = self.optimizer.step(grad)
self.mu += step
def add(self, params, grads, fitness):
"""
Adds new "gradient" to U
"""
if params is not None:
self.mu = params
grads = grads / np.linalg.norm(grads)
self.U[:, -1] = grads
def get_distrib_params(self):
"""
Returns the parameters of the distrubtion:
the mean and sigma
"""
return np.copy(self.mu), np.copy(self.sigma**2)
