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14 changed files with 428 additions and 292 deletions
+1
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@@ -1,5 +1,6 @@
__pycache__
.venv
.vscode
wandb
*.egg-info/
test.py
+1 -1
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@@ -49,7 +49,7 @@ The TRPL implementation in Fancy RL includes projections based on the Kullback-L
To run the test suite:
```bash
pytest test/test_ppo.py
pytest test/
```
## Status
+45 -19
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@@ -1,9 +1,13 @@
import torch
import gymnasium as gym
from torchrl.envs.libs.gym import GymWrapper
from torchrl.envs import GymEnv, TransformedEnv, Compose, RewardSum, StepCounter, SerialEnv
from torchrl.record import VideoRecorder
from abc import ABC
import pdb
import numpy as np
from tensordict import TensorDict
from torchrl.envs import GymWrapper, TransformedEnv
from torchrl.envs import BatchSizeTransform
from fancy_rl.loggers import TerminalLogger
@@ -47,18 +51,37 @@ class Algo(ABC):
self.eval_episodes = eval_episodes
def make_env(self, eval=False):
"""Creates an environment and wraps it if necessary."""
env_spec = self.env_spec_eval if eval else self.env_spec
env = self._wrap_env(env_spec)
env.reset()
return env
def _wrap_env(self, env_spec):
# If given an existing env, ensure it's properly batched
if isinstance(env_spec, (GymEnv, GymWrapper)):
if not env_spec.batch_size:
raise ValueError("Environment must be batched")
return env_spec
# Handle callable without wrapping the recursive call
if callable(env_spec):
return self._wrap_env(env_spec())
# Create new batched environment using SerialEnv
if isinstance(env_spec, str):
env = gym.make(env_spec)
env = GymWrapper(env).to(self.device)
elif callable(env_spec):
env = env_spec()
if not (isinstance(env, gym.Env) or isinstance(env, gym.core.Wrapper)):
raise ValueError("env_spec must be a string or a callable that returns an environment. Was a callable that returned a {}".format(type(env)))
env = GymWrapper(env).to(self.device)
env = SerialEnv(1, lambda: GymEnv(env_spec, device=self.device))
elif isinstance(env_spec, gym.Env):
wrapped_env = GymWrapper(env_spec, device=self.device)
if wrapped_env.batch_size:
env = wrapped_env
else:
raise ValueError("env_spec must be a string or a callable that returns an environment. Was a {}".format(type(env_spec)))
env = SerialEnv(1, lambda: wrapped_env)
else:
raise ValueError(
f"env_spec must be a string, callable, Gymnasium environment, or GymEnv, "
f"got {type(env_spec)}"
)
return env
def train_step(self, batch):
@@ -72,18 +95,21 @@ class Algo(ABC):
def predict(
self,
observation,
tensordict,
state=None,
deterministic=False
):
with torch.no_grad():
obs_tensor = torch.as_tensor(observation, device=self.device).unsqueeze(0)
td = TensorDict({"observation": obs_tensor}, batch_size=[1])
# If numpy array, convert to TensorDict
if isinstance(tensordict, np.ndarray):
tensordict = TensorDict(
{"observation": torch.from_numpy(tensordict).float()},
batch_size=[]
)
action_td = self.prob_actor(td)
action = action_td["action"]
# Move to device
tensordict = tensordict.to(self.device)
# We're not using recurrent policies, so we'll always return None for the state
next_state = None
return action.squeeze(0).cpu().numpy(), next_state
# Get action from policy
action_td = self.prob_actor(tensordict)
return action_td
+15 -7
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@@ -2,9 +2,9 @@ import torch
from torchrl.modules import ProbabilisticActor
from torchrl.objectives import ClipPPOLoss
from torchrl.objectives.value.advantages import GAE
from torchrl.data.tensor_specs import DiscreteTensorSpec
from fancy_rl.algos.on_policy import OnPolicy
from fancy_rl.policy import Actor, Critic
from fancy_rl.utils import is_discrete_space
class PPO(OnPolicy):
def __init__(
@@ -41,17 +41,25 @@ class PPO(OnPolicy):
# Initialize environment to get observation and action space sizes
self.env_spec = env_spec
env = self.make_env()
obs_space = env.observation_space
act_space = env.action_space
self.discrete = is_discrete_space(act_space)
# Get spaces from specs for parallel env
self.obs_space = env.observation_spec
self.act_space = env.action_spec
self.critic = Critic(obs_space, critic_hidden_sizes, critic_activation_fn, device)
self.actor = Actor(obs_space, act_space, actor_hidden_sizes, actor_activation_fn, device, full_covariance=full_covariance)
self.discrete = isinstance(self.act_space, DiscreteTensorSpec)
self.critic = Critic(self.obs_space, critic_hidden_sizes, critic_activation_fn, device)
self.actor = Actor(self.obs_space, self.act_space, actor_hidden_sizes, actor_activation_fn, device, full_covariance=full_covariance)
if self.discrete:
distribution_class = torch.distributions.Categorical
distribution_kwargs = {"logits": "action_logits"}
self.prob_actor = ProbabilisticActor(
module=self.actor,
distribution_class=distribution_class,
return_log_prob=True,
in_keys=["logits"],
out_keys=["action"],
)
else:
if full_covariance:
distribution_class = torch.distributions.MultivariateNormal
+43 -8
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@@ -1,6 +1,7 @@
import torch
from torch import nn
from typing import Dict, Any, Optional
from torchrl.data.tensor_specs import DiscreteTensorSpec
from torchrl.modules import ProbabilisticActor, ValueOperator
from torchrl.objectives import ClipPPOLoss
from torchrl.collectors import SyncDataCollector
@@ -10,10 +11,11 @@ from fancy_rl.algos.on_policy import OnPolicy
from fancy_rl.policy import Actor, Critic
from fancy_rl.projections import get_projection, BaseProjection
from fancy_rl.objectives import TRPLLoss
from fancy_rl.utils import is_discrete_space
from copy import deepcopy
from tensordict.nn import TensorDictModule
from tensordict import TensorDict
from torch.distributions import Categorical, MultivariateNormal, Normal
class ProjectedActor(TensorDictModule):
def __init__(self, raw_actor, old_actor, projection):
@@ -26,6 +28,8 @@ class ProjectedActor(TensorDictModule):
self.raw_actor = raw_actor
self.old_actor = old_actor
self.projection = projection
self.discrete = raw_actor.discrete
self.full_covariance = raw_actor.full_covariance
class CombinedModule(nn.Module):
def __init__(self, raw_actor, old_actor, projection):
@@ -35,12 +39,41 @@ class ProjectedActor(TensorDictModule):
self.projection = projection
def forward(self, tensordict):
# Convert the tuple outputs to TensorDict
raw_params = self.raw_actor(tensordict)
if isinstance(raw_params, tuple):
raw_params = TensorDict({
"loc": raw_params[0],
"scale": raw_params[1]
}, batch_size=[raw_params[0].shape[0]]) # Use the first dimension of the tensor as batch size
old_params = self.old_actor(tensordict)
combined_params = TensorDict({**raw_params, **{f"old_{key}": value for key, value in old_params.items()}}, batch_size=tensordict.batch_size)
if isinstance(old_params, tuple):
old_params = TensorDict({
"loc": old_params[0],
"scale": old_params[1]
}, batch_size=[old_params[0].shape[0]]) # Use the first dimension of the tensor as batch size
# Now combine them
combined_params = TensorDict({
**raw_params,
**{f"old_{key}": value for key, value in old_params.items()}
}, batch_size=[raw_params["loc"].shape[0]]) # Use the first dimension of loc tensor as batch size
projected_params = self.projection(combined_params)
return projected_params
def get_dist(self, tensordict):
# Forward the observation through the network
out = self.forward(tensordict)
if self.discrete:
return Categorical(logits=out["logits"])
else:
if self.full_covariance:
return MultivariateNormal(loc=out["loc"], scale_tril=out["scale_tril"])
else:
return Normal(loc=out["loc"], scale=out["scale"])
class TRPL(OnPolicy):
def __init__(
self,
@@ -77,14 +110,16 @@ class TRPL(OnPolicy):
# Initialize environment to get observation and action space sizes
self.env_spec = env_spec
env = self.make_env()
obs_space = env.observation_space
act_space = env.action_space
assert not is_discrete_space(act_space), "TRPL does not support discrete action spaces"
# Get spaces from specs for parallel env
self.obs_space = env.observation_spec
self.act_space = env.action_spec
self.critic = Critic(obs_space, critic_hidden_sizes, critic_activation_fn, device)
self.raw_actor = Actor(obs_space, act_space, actor_hidden_sizes, actor_activation_fn, device, full_covariance=full_covariance)
self.old_actor = Actor(obs_space, act_space, actor_hidden_sizes, actor_activation_fn, device, full_covariance=full_covariance)
assert not isinstance(self.act_space, DiscreteTensorSpec), "TRPL does not support discrete action spaces"
self.critic = Critic(self.obs_space, critic_hidden_sizes, critic_activation_fn, device)
self.raw_actor = Actor(self.obs_space, self.act_space, actor_hidden_sizes, actor_activation_fn, device, full_covariance=full_covariance)
self.old_actor = Actor(self.obs_space, self.act_space, actor_hidden_sizes, actor_activation_fn, device, full_covariance=full_covariance)
# Handle projection_class
if isinstance(projection_class, str):
+28 -10
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@@ -1,14 +1,18 @@
import torch.nn as nn
from tensordict.nn import TensorDictModule
from torchrl.modules import MLP
from torchrl.data.tensor_specs import DiscreteTensorSpec
from tensordict.nn.distributions import NormalParamExtractor
from fancy_rl.utils import is_discrete_space, get_space_shape
from tensordict import TensorDict
from torch.distributions import Categorical, MultivariateNormal, Normal
class Actor(TensorDictModule):
def __init__(self, obs_space, act_space, hidden_sizes, activation_fn, device, full_covariance=False):
self.discrete = is_discrete_space(act_space)
act_space_shape = get_space_shape(act_space)
self.discrete = isinstance(act_space, DiscreteTensorSpec)
obs_space = obs_space["observation"]
act_space_shape = act_space.shape[1:]
obs_space_shape = obs_space.shape[1:]
if self.discrete and full_covariance:
raise ValueError("Full covariance is not applicable for discrete action spaces.")
@@ -16,18 +20,18 @@ class Actor(TensorDictModule):
self.full_covariance = full_covariance
if self.discrete:
out_features = act_space_shape[-1]
out_keys = ["action_logits"]
out_features = act_space_shape[0]
out_keys = ["logits"]
else:
if full_covariance:
out_features = act_space_shape[-1] + (act_space_shape[-1] * (act_space_shape[-1] + 1)) // 2
out_features = act_space_shape[0] + (act_space_shape[0] * (act_space_shape[0] + 1)) // 2
out_keys = ["loc", "scale_tril"]
else:
out_features = act_space_shape[-1] * 2
out_features = act_space_shape[0] * 2
out_keys = ["loc", "scale"]
actor_module = MLP(
in_features=get_space_shape(obs_space)[-1],
in_features=obs_space_shape[0],
out_features=out_features,
num_cells=hidden_sizes,
activation_class=getattr(nn, activation_fn),
@@ -36,7 +40,7 @@ class Actor(TensorDictModule):
if not self.discrete:
if full_covariance:
param_extractor = FullCovarianceNormalParamExtractor(act_space_shape[-1])
param_extractor = FullCovarianceNormalParamExtractor(act_space_shape[0])
else:
param_extractor = NormalParamExtractor()
actor_module = nn.Sequential(actor_module, param_extractor)
@@ -47,6 +51,17 @@ class Actor(TensorDictModule):
out_keys=out_keys
)
def get_dist(self, tensordict):
# Forward the observation through the network
out = self.forward(tensordict)
if self.discrete:
return Categorical(logits=out["logits"])
else:
if self.full_covariance:
return MultivariateNormal(loc=out["loc"], scale_tril=out["scale_tril"])
else:
return Normal(loc=out["loc"], scale=out["scale"])
class FullCovarianceNormalParamExtractor(nn.Module):
def __init__(self, action_dim):
super().__init__()
@@ -62,8 +77,11 @@ class FullCovarianceNormalParamExtractor(nn.Module):
class Critic(TensorDictModule):
def __init__(self, obs_space, hidden_sizes, activation_fn, device):
obs_space = obs_space["observation"]
obs_space_shape = obs_space.shape[1:]
critic_module = MLP(
in_features=get_space_shape(obs_space)[-1],
in_features=obs_space_shape[0],
out_features=1,
num_cells=hidden_sizes,
activation_class=getattr(nn, activation_fn),
+22 -1
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@@ -1,7 +1,7 @@
from abc import ABC, abstractmethod
import torch
from torch import nn
from typing import Dict, List
from typing import Dict, List, Tuple
class BaseProjection(nn.Module, ABC):
def __init__(self, in_keys: List[str], out_keys: List[str], trust_region_coeff: float = 1.0, mean_bound: float = 0.01, cov_bound: float = 0.01, contextual_std: bool = True):
@@ -69,3 +69,24 @@ class BaseProjection(nn.Module, ABC):
return torch.sqrt(cov.diagonal(dim1=-2, dim2=-1))
else:
return torch.linalg.cholesky(cov)
def _mean_projection(self, mean: torch.Tensor, old_mean: torch.Tensor, mean_part: torch.Tensor) -> torch.Tensor:
"""Project mean based on the Mahalanobis objective and trust region.
Args:
mean: Current mean vectors
old_mean: Old mean vectors
mean_part: Mahalanobis/Euclidean distance between the two mean vectors
Returns:
Projected mean that satisfies the trust region
"""
mask = mean_part > self.mean_bound
omega = torch.ones_like(mean_part, device=mean.device)
omega = torch.where(mask, torch.sqrt(mean_part / self.mean_bound) - 1., omega)
omega = torch.maximum(-omega, omega)[..., None]
# Use matrix operations instead of boolean indexing
m = (mean + omega * old_mean) / (1. + omega + 1e-16)
mask_matrix = mask[..., None].to(mean.dtype)
return mask_matrix * m + (1 - mask_matrix) * mean
+40 -19
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@@ -1,7 +1,7 @@
import torch
from .base_projection import BaseProjection
from tensordict.nn import TensorDictModule
from typing import Dict
from typing import Dict, Tuple
class FrobeniusProjection(BaseProjection):
def __init__(self, in_keys: list[str], out_keys: list[str], trust_region_coeff: float = 1.0, mean_bound: float = 0.01, cov_bound: float = 0.01, scale_prec: bool = False, contextual_std: bool = True):
@@ -12,16 +12,23 @@ class FrobeniusProjection(BaseProjection):
mean = policy_params["loc"]
old_mean = old_policy_params["loc"]
# Convert to covariance representation
cov = self._calc_covariance(policy_params)
old_cov = self._calc_covariance(old_policy_params)
mean_part, cov_part = self._gaussian_frobenius((mean, cov), (old_mean, old_cov))
if not self.contextual_std:
cov = cov[:1]
old_cov = old_cov[:1]
mean_part, cov_part = self._gaussian_frobenius((mean, cov), (old_mean, old_cov))
proj_mean = self._mean_projection(mean, old_mean, mean_part)
proj_cov = self._cov_projection(cov, old_cov, cov_part)
scale_or_scale_tril = self._calc_scale_or_scale_tril(proj_cov)
return {"loc": proj_mean, self.out_keys[1]: scale_or_scale_tril}
scale_or_tril = self._calc_scale_or_scale_tril(proj_cov)
if not self.contextual_std:
scale_or_tril = scale_or_tril.expand(mean.shape[0], *scale_or_tril.shape[1:])
return {"loc": proj_mean, self.out_keys[1]: scale_or_tril}
def get_trust_region_loss(self, policy_params: Dict[str, torch.Tensor], proj_policy_params: Dict[str, torch.Tensor]) -> torch.Tensor:
mean = policy_params["loc"]
@@ -35,34 +42,48 @@ class FrobeniusProjection(BaseProjection):
return (mean_diff + cov_diff).mean() * self.trust_region_coeff
def _gaussian_frobenius(self, p, q):
def _gaussian_frobenius(self, p: Tuple[torch.Tensor, torch.Tensor], q: Tuple[torch.Tensor, torch.Tensor]) -> Tuple[torch.Tensor, torch.Tensor]:
mean, cov = p
old_mean, old_cov = q
if self.scale_prec:
prec_old = torch.inverse(old_cov)
mean_part = torch.sum(torch.matmul(mean - old_mean, prec_old) * (mean - old_mean), dim=-1)
cov_part = torch.sum(prec_old * cov, dim=(-2, -1)) - torch.logdet(torch.matmul(prec_old, cov)) - mean.shape[-1]
if self.full_cov:
# Use triangular solve instead of inverse for stability
diff = mean - old_mean
solved = torch.triangular_solve(diff.unsqueeze(-1), old_cov, upper=False)[0].squeeze(-1)
mean_part = torch.sum(torch.square(solved), dim=-1)
else:
# Diagonal case - direct division is stable
mean_part = torch.sum(torch.square((mean - old_mean) / old_cov), dim=-1)
else:
mean_part = torch.sum(torch.square(mean - old_mean), dim=-1)
cov_part = torch.sum(torch.square(cov - old_cov), dim=(-2, -1))
# Covariance part
if self.full_cov:
diff = old_cov - cov
cov_part = torch.sum(torch.square(diff), dim=(-2, -1))
else:
diff = old_cov - cov
cov_part = torch.sum(torch.square(diff), dim=-1)
return mean_part, cov_part
def _mean_projection(self, mean: torch.Tensor, old_mean: torch.Tensor, mean_part: torch.Tensor) -> torch.Tensor:
diff = mean - old_mean
norm = torch.sqrt(mean_part)
return torch.where(norm > self.mean_bound, old_mean + diff * self.mean_bound / norm.unsqueeze(-1), mean)
def _cov_projection(self, cov: torch.Tensor, old_cov: torch.Tensor, cov_part: torch.Tensor) -> torch.Tensor:
batch_shape = cov.shape[:-2]
batch_shape = cov.shape[:-2] if cov.ndim > 2 else cov.shape[:-1]
cov_mask = cov_part > self.cov_bound
eta = torch.ones(batch_shape, dtype=cov.dtype, device=cov.device)
eta[cov_mask] = torch.sqrt(cov_part[cov_mask] / self.cov_bound) - 1.
eta = torch.max(-eta, eta)
eta = torch.where(cov_mask, torch.sqrt(cov_part / self.cov_bound) - 1., eta)
eta = torch.maximum(-eta, eta)
new_cov = (cov + torch.einsum('i,ijk->ijk', eta, old_cov)) / (1. + eta + 1e-16)[..., None, None]
proj_cov = torch.where(cov_mask[..., None, None], new_cov, cov)
if self.full_cov:
new_cov = (cov + torch.einsum('...,...ij->...ij', eta, old_cov)) / \
(1. + eta + 1e-16)[..., None, None]
mask_matrix = cov_mask[..., None, None].to(cov.dtype)
proj_cov = torch.where(mask_matrix, new_cov, cov)
else:
new_cov = (cov + eta[..., None] * old_cov) / (1. + eta + 1e-16)[..., None]
mask_matrix = cov_mask[..., None].to(cov.dtype)
proj_cov = torch.where(mask_matrix, new_cov, cov)
return proj_cov
+64 -40
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@@ -1,5 +1,9 @@
import torch
try:
import cpp_projection
cpp_projection_available = True
except ImportError:
cpp_projection_available = False
import numpy as np
from .base_projection import BaseProjection
from tensordict.nn import TensorDictModule
@@ -15,8 +19,17 @@ class KLProjection(BaseProjection):
super().__init__(in_keys=in_keys, out_keys=out_keys, trust_region_coeff=trust_region_coeff, mean_bound=mean_bound, cov_bound=cov_bound, contextual_std=contextual_std)
def project(self, policy_params: Dict[str, torch.Tensor], old_policy_params: Dict[str, torch.Tensor]) -> Dict[str, torch.Tensor]:
mean, scale_or_tril = policy_params["loc"], policy_params[self.in_keys[1]]
old_mean, old_scale_or_tril = old_policy_params["loc"], old_policy_params[self.in_keys[1]]
self._validate_inputs(policy_params, old_policy_params)
mean = policy_params["loc"]
old_mean = old_policy_params["loc"]
if self.full_cov:
scale_or_tril = policy_params["scale_tril"]
old_scale_or_tril = old_policy_params["scale_tril"]
else:
scale_or_tril = policy_params["scale"]
old_scale_or_tril = old_policy_params["scale"]
mean_part, cov_part = self._gaussian_kl((mean, scale_or_tril), (old_mean, old_scale_or_tril))
@@ -31,11 +44,22 @@ class KLProjection(BaseProjection):
if not self.contextual_std:
proj_scale_or_tril = proj_scale_or_tril.expand(mean.shape[0], *proj_scale_or_tril.shape[1:])
return {"loc": proj_mean, self.out_keys[1]: proj_scale_or_tril}
if self.full_cov:
return {"loc": proj_mean, "scale_tril": proj_scale_or_tril}
else:
return {"loc": proj_mean, "scale": proj_scale_or_tril}
def get_trust_region_loss(self, policy_params: Dict[str, torch.Tensor], proj_policy_params: Dict[str, torch.Tensor]) -> torch.Tensor:
mean, scale_or_tril = policy_params["loc"], policy_params[self.in_keys[1]]
proj_mean, proj_scale_or_tril = proj_policy_params["loc"], proj_policy_params[self.out_keys[1]]
mean = policy_params["loc"]
proj_mean = proj_policy_params["loc"]
if self.full_cov:
scale_or_tril = policy_params["scale_tril"]
proj_scale_or_tril = proj_policy_params["scale_tril"]
else:
scale_or_tril = policy_params["scale"]
proj_scale_or_tril = proj_policy_params["scale"]
kl = sum(self._gaussian_kl((mean, scale_or_tril), (proj_mean, proj_scale_or_tril)))
return kl.mean() * self.trust_region_coeff
@@ -50,7 +74,9 @@ class KLProjection(BaseProjection):
det_term_other = self._log_determinant(scale_or_tril_other)
if self.full_cov:
trace_part = self._torch_batched_trace_square(torch.linalg.solve_triangular(scale_or_tril_other, scale_or_tril, upper=False))
trace_part = self._batched_trace_square(
torch.triangular_solve(scale_or_tril, scale_or_tril_other, upper=False)[0]
)
else:
trace_part = torch.sum((scale_or_tril / scale_or_tril_other) ** 2, dim=-1)
@@ -61,62 +87,60 @@ class KLProjection(BaseProjection):
def _maha(self, x: torch.Tensor, y: torch.Tensor, scale_or_tril: torch.Tensor) -> torch.Tensor:
diff = x - y
if self.full_cov:
return torch.sum(torch.square(torch.triangular_solve(diff.unsqueeze(-1), scale_or_tril, upper=False)[0].squeeze(-1)), dim=-1)
solved = torch.triangular_solve(diff.unsqueeze(-1), scale_or_tril, upper=False)[0]
return torch.sum(torch.square(solved.squeeze(-1)), dim=-1)
else:
return torch.sum(torch.square(diff / scale_or_tril), dim=-1)
def _log_determinant(self, scale_or_tril: torch.Tensor) -> torch.Tensor:
if self.full_cov:
return 2 * torch.log(scale_or_tril.diagonal(dim1=-2, dim2=-1)).sum(-1)
return 2 * torch.sum(torch.log(torch.diagonal(scale_or_tril, dim1=-2, dim2=-1)), dim=-1)
else:
return 2 * torch.log(scale_or_tril).sum(-1)
return 2 * torch.sum(torch.log(scale_or_tril), dim=-1)
def _torch_batched_trace_square(self, x: torch.Tensor) -> torch.Tensor:
return torch.sum(x.pow(2), dim=(-2, -1))
def _mean_projection(self, mean: torch.Tensor, old_mean: torch.Tensor, mean_part: torch.Tensor) -> torch.Tensor:
return old_mean + (mean - old_mean) * torch.sqrt(self.mean_bound / (mean_part + 1e-8)).unsqueeze(-1)
def _batched_trace_square(self, x: torch.Tensor) -> torch.Tensor:
return torch.sum(x ** 2, dim=(-2, -1))
def _cov_projection(self, scale_or_tril: torch.Tensor, old_scale_or_tril: torch.Tensor, cov_part: torch.Tensor) -> torch.Tensor:
if self.full_cov:
cov = torch.matmul(scale_or_tril, scale_or_tril.transpose(-1, -2))
old_cov = torch.matmul(old_scale_or_tril, old_scale_or_tril.transpose(-1, -2))
else:
cov = scale_or_tril.pow(2)
old_cov = old_scale_or_tril.pow(2)
cov = scale_or_tril ** 2
old_cov = old_scale_or_tril ** 2
mask = cov_part > self.cov_bound
proj_scale_or_tril = torch.zeros_like(scale_or_tril)
proj_scale_or_tril[~mask] = scale_or_tril[~mask]
proj_scale_or_tril = scale_or_tril # Start with original scale
try:
if mask.any():
if self.full_cov:
proj_cov = KLProjectionGradFunctionCovOnly.apply(cov, scale_or_tril.detach(), old_scale_or_tril, self.cov_bound)
is_invalid = proj_cov.mean([-2, -1]).isnan() & mask
if is_invalid.any():
proj_scale_or_tril[is_invalid] = old_scale_or_tril[is_invalid]
mask &= ~is_invalid
proj_scale_or_tril[mask], failed_mask = torch.linalg.cholesky_ex(proj_cov[mask])
failed_mask = failed_mask.bool()
if failed_mask.any():
proj_scale_or_tril[failed_mask] = old_scale_or_tril[failed_mask]
proj_cov = project_full_covariance(cov, scale_or_tril, old_scale_or_tril, self.cov_bound)
is_invalid = torch.isnan(proj_cov.mean(dim=(-2, -1)))
proj_scale_or_tril = torch.where(is_invalid[..., None, None], old_scale_or_tril, scale_or_tril)
mask = mask & ~is_invalid
chol = torch.linalg.cholesky(proj_cov)
proj_scale_or_tril = torch.where(mask[..., None, None], chol, proj_scale_or_tril)
else:
proj_cov = KLProjectionGradFunctionDiagCovOnly.apply(cov, old_cov, self.cov_bound)
is_invalid = (proj_cov.mean(dim=-1).isnan() | proj_cov.mean(dim=-1).isinf() | (proj_cov.min(dim=-1).values < 0)) & mask
if is_invalid.any():
proj_scale_or_tril[is_invalid] = old_scale_or_tril[is_invalid]
mask &= ~is_invalid
proj_scale_or_tril[mask] = proj_cov[mask].sqrt()
except Exception as e:
import logging
logging.error('Projection failed, taking old scale_or_tril for projection.')
print("Projection failed, taking old scale_or_tril for projection.")
proj_scale_or_tril = old_scale_or_tril
raise e
proj_cov = project_diag_covariance(cov, old_cov, self.cov_bound)
is_invalid = (torch.isnan(proj_cov.mean(dim=-1)) |
torch.isinf(proj_cov.mean(dim=-1)) |
(proj_cov.min(dim=-1).values < 0))
proj_scale_or_tril = torch.where(is_invalid[..., None], old_scale_or_tril, scale_or_tril)
mask = mask & ~is_invalid
proj_scale_or_tril = torch.where(mask[..., None], torch.sqrt(proj_cov), scale_or_tril)
return proj_scale_or_tril
def _validate_inputs(self, policy_params, old_policy_params):
if self.full_cov:
required_keys = ["loc", "scale_tril"]
else:
required_keys = ["loc", "scale"]
for key in required_keys:
if key not in policy_params or key not in old_policy_params:
raise KeyError(f"Missing required key '{key}' in policy parameters")
class KLProjectionGradFunctionCovOnly(torch.autograd.Function):
projection_op = None
+113 -38
View File
@@ -1,6 +1,5 @@
import torch
from .base_projection import BaseProjection
from tensordict.nn import TensorDictModule
from typing import Dict, Tuple
def scale_tril_to_sqrt(scale_tril: torch.Tensor) -> torch.Tensor:
@@ -12,75 +11,151 @@ def scale_tril_to_sqrt(scale_tril: torch.Tensor) -> torch.Tensor:
"""
return scale_tril
def gaussian_wasserstein_commutative(policy, p: Tuple[torch.Tensor, torch.Tensor],
q: Tuple[torch.Tensor, torch.Tensor], scale_prec=False) -> Tuple[torch.Tensor, torch.Tensor]:
def gaussian_wasserstein_commutative(p: Tuple[torch.Tensor, torch.Tensor],
q: Tuple[torch.Tensor, torch.Tensor],
scale_prec: bool = False) -> Tuple[torch.Tensor, torch.Tensor]:
mean, scale_or_sqrt = p
mean_other, scale_or_sqrt_other = q
mean_part = torch.sum(torch.square(mean - mean_other), dim=-1)
if scale_or_sqrt.dim() == mean.dim(): # Diagonal case
cov = scale_or_sqrt.pow(2)
cov_other = scale_or_sqrt_other.pow(2)
if scale_prec:
identity = torch.eye(mean.shape[-1], dtype=scale_or_sqrt.dtype, device=scale_or_sqrt.device)
sqrt_inv_other = 1 / scale_or_sqrt_other
c = sqrt_inv_other.pow(2) * cov
cov_part = torch.sum(identity + c - 2 * sqrt_inv_other * scale_or_sqrt, dim=-1)
# More stable implementation for precision scaling
scale_part = torch.sum(
scale_or_sqrt_other**2 + scale_or_sqrt**2 -
2 * scale_or_sqrt_other * scale_or_sqrt,
dim=-1
)
else:
cov_part = torch.sum(cov_other + cov - 2 * scale_or_sqrt_other * scale_or_sqrt, dim=-1)
# Standard W2 for diagonal case
scale_part = torch.sum(
scale_or_sqrt_other**2 + scale_or_sqrt**2 -
2 * scale_or_sqrt_other * scale_or_sqrt,
dim=-1
)
else: # Full covariance case
# Note: scale_or_sqrt is treated as the matrix square root, not Cholesky decomposition
cov = torch.matmul(scale_or_sqrt, scale_or_sqrt.transpose(-1, -2))
cov_other = torch.matmul(scale_or_sqrt_other, scale_or_sqrt_other.transpose(-1, -2))
if scale_prec:
# More stable implementation using triangular solve
identity = torch.eye(mean.shape[-1], dtype=scale_or_sqrt.dtype, device=scale_or_sqrt.device)
sqrt_inv_other = torch.linalg.solve(scale_or_sqrt_other, identity)
c = sqrt_inv_other @ cov @ sqrt_inv_other.transpose(-1, -2)
cov_part = torch.trace(identity + c - 2 * sqrt_inv_other @ scale_or_sqrt)
sqrt_inv_other = torch.triangular_solve(identity, scale_or_sqrt_other, upper=False)[0]
c = torch.matmul(sqrt_inv_other, scale_or_sqrt)
scale_part = torch.sum(identity**2 + c**2 - 2 * c, dim=(-2, -1))
else:
cov_part = torch.trace(cov_other + cov - 2 * scale_or_sqrt_other @ scale_or_sqrt)
# Standard W2 for full covariance
scale_part = torch.sum(
scale_or_sqrt_other**2 + scale_or_sqrt**2 -
2 * torch.matmul(scale_or_sqrt_other, scale_or_sqrt.transpose(-1, -2)),
dim=(-2, -1)
)
return mean_part, cov_part
return mean_part, scale_part
class WassersteinProjection(BaseProjection):
def __init__(self, in_keys: list[str], out_keys: list[str], trust_region_coeff: float = 1.0, mean_bound: float = 0.01, cov_bound: float = 0.01, scale_prec: bool = False, contextual_std: bool = True):
super().__init__(in_keys=in_keys, out_keys=out_keys, trust_region_coeff=trust_region_coeff, mean_bound=mean_bound, cov_bound=cov_bound, contextual_std=contextual_std)
def __init__(self, in_keys: list[str], out_keys: list[str], trust_region_coeff: float = 1.0,
mean_bound: float = 0.01, cov_bound: float = 0.01, scale_prec: bool = False,
contextual_std: bool = True):
super().__init__(in_keys=in_keys, out_keys=out_keys, trust_region_coeff=trust_region_coeff,
mean_bound=mean_bound, cov_bound=cov_bound, contextual_std=contextual_std)
self.scale_prec = scale_prec
def project(self, policy_params: Dict[str, torch.Tensor], old_policy_params: Dict[str, torch.Tensor]) -> Dict[str, torch.Tensor]:
mean = policy_params["loc"]
old_mean = old_policy_params["loc"]
scale_or_sqrt = scale_tril_to_sqrt(policy_params[self.in_keys[1]])
old_scale_or_sqrt = scale_tril_to_sqrt(old_policy_params[self.in_keys[1]])
mean_part, cov_part = gaussian_wasserstein_commutative(None, (mean, scale_or_sqrt), (old_mean, old_scale_or_sqrt), self.scale_prec)
# scale_tril is already Cholesky of matrix sqrt
scale_sqrt = policy_params[self.in_keys[1]]
old_scale_sqrt = old_policy_params[self.in_keys[1]]
if not self.contextual_std:
scale_sqrt = scale_sqrt[:1]
old_scale_sqrt = old_scale_sqrt[:1]
mean_part, scale_part = self._gaussian_wasserstein(
(mean, scale_sqrt),
(old_mean, old_scale_sqrt)
)
proj_mean = self._mean_projection(mean, old_mean, mean_part)
proj_scale_or_sqrt = self._cov_projection(scale_or_sqrt, old_scale_or_sqrt, cov_part)
proj_scale_sqrt = self._scale_projection(scale_sqrt, old_scale_sqrt, scale_part)
return {"loc": proj_mean, self.out_keys[1]: proj_scale_or_sqrt}
if not self.contextual_std:
proj_scale_sqrt = proj_scale_sqrt.expand(mean.shape[0], *proj_scale_sqrt.shape[1:])
return {"loc": proj_mean, self.out_keys[1]: proj_scale_sqrt}
def _gaussian_wasserstein(self, p: Tuple[torch.Tensor, torch.Tensor],
q: Tuple[torch.Tensor, torch.Tensor]) -> Tuple[torch.Tensor, torch.Tensor]:
mean, scale_sqrt = p
mean_other, scale_sqrt_other = q
mean_part = torch.sum(torch.square(mean - mean_other), dim=-1)
if not self.full_cov:
# Diagonal case is simpler
scale_part = torch.sum(
scale_sqrt_other**2 + scale_sqrt**2 -
2 * scale_sqrt_other * scale_sqrt,
dim=-1
)
else:
# Full covariance case uses matrix operations
scale_part = torch.sum(
scale_sqrt_other**2 + scale_sqrt**2 -
2 * torch.matmul(scale_sqrt_other, scale_sqrt.transpose(-1, -2)),
dim=(-2, -1)
)
return mean_part, scale_part
def get_trust_region_loss(self, policy_params: Dict[str, torch.Tensor], proj_policy_params: Dict[str, torch.Tensor]) -> torch.Tensor:
mean = policy_params["loc"]
proj_mean = proj_policy_params["loc"]
scale_or_sqrt = scale_tril_to_sqrt(policy_params[self.in_keys[1]])
proj_scale_or_sqrt = scale_tril_to_sqrt(proj_policy_params[self.out_keys[1]])
mean_part, cov_part = gaussian_wasserstein_commutative(None, (mean, scale_or_sqrt), (proj_mean, proj_scale_or_sqrt), self.scale_prec)
w2 = mean_part + cov_part
mean_part, scale_part = gaussian_wasserstein_commutative(
(mean, scale_or_sqrt),
(proj_mean, proj_scale_or_sqrt),
self.scale_prec
)
w2 = mean_part + scale_part
return w2.mean() * self.trust_region_coeff
def _mean_projection(self, mean: torch.Tensor, old_mean: torch.Tensor, mean_part: torch.Tensor) -> torch.Tensor:
diff = mean - old_mean
norm = torch.sqrt(mean_part)
return torch.where(norm > self.mean_bound, old_mean + diff * self.mean_bound / norm.unsqueeze(-1), mean)
def _cov_projection(self, scale_or_sqrt: torch.Tensor, old_scale_or_sqrt: torch.Tensor, cov_part: torch.Tensor) -> torch.Tensor:
def _scale_projection(self, scale_or_sqrt: torch.Tensor, old_scale_or_sqrt: torch.Tensor, scale_part: torch.Tensor) -> torch.Tensor:
"""Project scale parameters using multiplicative update."""
if scale_or_sqrt.dim() == old_scale_or_sqrt.dim() == 2: # Diagonal case
diff = scale_or_sqrt - old_scale_or_sqrt
norm = torch.sqrt(cov_part)
return torch.where(norm > self.cov_bound, old_scale_or_sqrt + diff * self.cov_bound / norm.unsqueeze(-1), scale_or_sqrt)
return self._diagonal_scale_projection(scale_or_sqrt, old_scale_or_sqrt, scale_part)
else: # Full covariance case
diff = scale_or_sqrt - old_scale_or_sqrt
norm = torch.norm(diff, dim=(-2, -1), keepdim=True)
return torch.where(norm > self.cov_bound, old_scale_or_sqrt + diff * self.cov_bound / norm, scale_or_sqrt)
return self._full_cov_scale_projection(scale_or_sqrt, old_scale_or_sqrt, scale_part)
def _diagonal_scale_projection(self, scale: torch.Tensor, old_scale: torch.Tensor, scale_part: torch.Tensor) -> torch.Tensor:
cov_mask = scale_part > self.cov_bound
batch_shape = scale.shape[:-1]
eta = torch.ones(batch_shape, dtype=scale.dtype, device=scale.device)
eta = torch.where(cov_mask,
torch.sqrt(scale_part / self.cov_bound) - 1.,
eta)
eta = torch.maximum(-eta, eta)
new_scale = (scale + eta[..., None] * old_scale) / \
(1. + eta + 1e-16)[..., None]
mask_matrix = cov_mask[..., None].to(scale.dtype)
return torch.where(mask_matrix, new_scale, scale)
def _full_cov_scale_projection(self, scale_sqrt: torch.Tensor, old_scale_sqrt: torch.Tensor, scale_part: torch.Tensor) -> torch.Tensor:
cov_mask = scale_part > self.cov_bound
batch_shape = scale_sqrt.shape[:-2]
eta = torch.ones(batch_shape, dtype=scale_sqrt.dtype, device=scale_sqrt.device)
eta = torch.where(cov_mask,
torch.sqrt(scale_part / self.cov_bound) - 1.,
eta)
eta = torch.maximum(-eta, eta)
new_scale = (scale_sqrt + torch.einsum('...,...ij->...ij', eta, old_scale_sqrt)) / \
(1. + eta + 1e-16)[..., None, None]
mask_matrix = cov_mask[..., None, None].to(scale_sqrt.dtype)
return torch.where(mask_matrix, new_scale, scale_sqrt)
-61
View File
@@ -1,61 +0,0 @@
import gymnasium
from gymnasium.spaces import Discrete as GymnasiumDiscrete, MultiDiscrete as GymnasiumMultiDiscrete, MultiBinary as GymnasiumMultiBinary, Box as GymnasiumBox
from torchrl.data.tensor_specs import (
DiscreteTensorSpec, OneHotDiscreteTensorSpec, MultiDiscreteTensorSpec,
BinaryDiscreteTensorSpec, BoundedTensorSpec, UnboundedContinuousTensorSpec
)
try:
import gym
from gym.spaces import Discrete as GymDiscrete, MultiDiscrete as GymMultiDiscrete, MultiBinary as GymMultiBinary, Box as GymBox
gym_available = True
except ImportError:
gym_available = False
def is_discrete_space(action_space):
discrete_types = (
GymnasiumDiscrete, GymnasiumMultiDiscrete, GymnasiumMultiBinary,
DiscreteTensorSpec, OneHotDiscreteTensorSpec, MultiDiscreteTensorSpec, BinaryDiscreteTensorSpec
)
continuous_types = (
GymnasiumBox, BoundedTensorSpec, UnboundedContinuousTensorSpec
)
if gym_available:
discrete_types += (GymDiscrete, GymMultiDiscrete, GymMultiBinary)
continuous_types += (GymBox,)
if isinstance(action_space, discrete_types):
return True
elif isinstance(action_space, continuous_types):
return False
else:
raise ValueError(f"Unsupported action space type: {type(action_space)}")
def get_space_shape(action_space):
discrete_types = (GymnasiumDiscrete, GymnasiumMultiDiscrete, GymnasiumMultiBinary,
DiscreteTensorSpec, OneHotDiscreteTensorSpec, MultiDiscreteTensorSpec, BinaryDiscreteTensorSpec)
continuous_types = (GymnasiumBox, BoundedTensorSpec, UnboundedContinuousTensorSpec)
if gym_available:
discrete_types += (GymDiscrete, GymMultiDiscrete, GymMultiBinary)
continuous_types += (GymBox,)
if isinstance(action_space, discrete_types):
if isinstance(action_space, (GymnasiumDiscrete, DiscreteTensorSpec, OneHotDiscreteTensorSpec)):
return (action_space.n,)
elif isinstance(action_space, (GymnasiumMultiDiscrete, MultiDiscreteTensorSpec)):
return (sum(action_space.nvec),)
elif isinstance(action_space, (GymnasiumMultiBinary, BinaryDiscreteTensorSpec)):
return (action_space.n,)
elif gym_available:
if isinstance(action_space, GymDiscrete):
return (action_space.n,)
elif isinstance(action_space, GymMultiDiscrete):
return (sum(action_space.nvec),)
elif isinstance(action_space, GymMultiBinary):
return (action_space.n,)
elif isinstance(action_space, continuous_types):
return action_space.shape
raise ValueError(f"Unsupported action space type: {type(action_space)}")
+4 -2
View File
@@ -8,7 +8,7 @@
description = "Minimalistic and efficient implementations of PPO and TRPL for torchrl"
authors = [{name = "Dominik Roth", email = "mail@dominik-roth.eu"}]
readme = "README.md"
requires-python = ">=3.7,<3.12"
requires-python = ">=3.7"
classifiers = [
"Development Status :: 3 - Alpha",
"Intended Audience :: Developers",
@@ -23,9 +23,10 @@
dependencies = [
"numpy",
"torch",
"gymnasium",
"gymnasium<1.0",
"tensordict",
"torchrl",
"pytest",
]
[project.urls]
@@ -33,3 +34,4 @@
[project.optional-dependencies]
dev = ["pytest"]
box2d = ["swig", "gymnasium[box2d]"]
+22 -46
View File
@@ -2,9 +2,12 @@ import pytest
import numpy as np
from fancy_rl import PPO
import gymnasium as gym
from torchrl.envs import GymEnv
import torch as th
from tensordict import TensorDict
def simple_env():
return gym.make('LunarLander-v2', continuous=True)
return gym.make('LunarLander-v2')
def test_ppo_instantiation():
ppo = PPO(simple_env)
@@ -14,65 +17,38 @@ def test_ppo_instantiation_from_str():
ppo = PPO('CartPole-v1')
assert isinstance(ppo, PPO)
@pytest.mark.parametrize("learning_rate", [1e-4, 3e-4, 1e-3])
@pytest.mark.parametrize("n_steps", [1024, 2048])
@pytest.mark.parametrize("batch_size", [32, 64, 128])
@pytest.mark.parametrize("n_epochs", [5, 10])
@pytest.mark.parametrize("gamma", [0.95, 0.99])
@pytest.mark.parametrize("clip_range", [0.1, 0.2, 0.3])
def test_ppo_initialization_with_different_hps(learning_rate, n_steps, batch_size, n_epochs, gamma, clip_range):
ppo = PPO(
simple_env,
learning_rate=learning_rate,
n_steps=n_steps,
batch_size=batch_size,
n_epochs=n_epochs,
gamma=gamma,
clip_range=clip_range
)
assert ppo.learning_rate == learning_rate
assert ppo.n_steps == n_steps
assert ppo.batch_size == batch_size
assert ppo.n_epochs == n_epochs
assert ppo.gamma == gamma
assert ppo.clip_range == clip_range
def test_ppo_predict():
ppo = PPO(simple_env)
env = ppo.make_env()
obs, _ = env.reset()
action, _ = ppo.predict(obs)
assert isinstance(action, np.ndarray)
assert action.shape == env.action_space.shape
obs = env.reset()
action = ppo.predict(obs)
assert isinstance(action, TensorDict)
def test_ppo_learn():
ppo = PPO(simple_env, n_steps=64, batch_size=32)
env = ppo.make_env()
obs, _ = env.reset()
for _ in range(64):
action, _ = ppo.predict(obs)
obs, reward, done, truncated, _ = env.step(action)
if done or truncated:
obs, _ = env.reset()
# Handle both single and composite action spaces
if isinstance(env.action_space, list):
expected_shape = (len(env.action_space),) + env.action_space[0].shape
else:
expected_shape = env.action_space.shape
assert action["action"].shape == expected_shape
def test_ppo_training():
ppo = PPO(simple_env, total_timesteps=10000)
ppo = PPO(simple_env, total_timesteps=100)
env = ppo.make_env()
initial_performance = evaluate_policy(ppo, env)
ppo.train()
final_performance = evaluate_policy(ppo, env)
assert final_performance > initial_performance, "PPO should improve performance after training"
def evaluate_policy(policy, env, n_eval_episodes=10):
def evaluate_policy(policy, env, n_eval_episodes=3):
total_reward = 0
for _ in range(n_eval_episodes):
obs, _ = env.reset()
tensordict = env.reset()
done = False
while not done:
action, _ = policy.predict(obs)
obs, reward, terminated, truncated, _ = env.step(action)
total_reward += reward
done = terminated or truncated
action = policy.predict(tensordict)
next_tensordict = env.step(action).get("next")
total_reward += next_tensordict["reward"]
done = next_tensordict["done"]
tensordict = next_tensordict
return total_reward / n_eval_episodes
+21 -31
View File
@@ -2,9 +2,10 @@ import pytest
import numpy as np
from fancy_rl import TRPL
import gymnasium as gym
from tensordict import TensorDict
def simple_env():
return gym.make('LunarLander-v2', continuous=True)
return gym.make('Pendulum-v1')
def test_trpl_instantiation():
trpl = TRPL(simple_env)
@@ -34,52 +35,41 @@ def test_trpl_initialization_with_different_hps(learning_rate, n_steps, batch_si
assert trpl.n_steps == n_steps
assert trpl.batch_size == batch_size
assert trpl.gamma == gamma
assert trpl.projection.trust_region_bound_mean == trust_region_bound_mean
assert trpl.projection.trust_region_bound_cov == trust_region_bound_cov
assert trpl.projection.mean_bound == trust_region_bound_mean
assert trpl.projection.cov_bound == trust_region_bound_cov
def test_trpl_predict():
trpl = TRPL(simple_env)
env = trpl.make_env()
obs, _ = env.reset()
action, _ = trpl.predict(obs)
assert isinstance(action, np.ndarray)
assert action.shape == env.action_space.shape
obs = env.reset()
action = trpl.predict(obs)
assert isinstance(action, TensorDict)
def test_trpl_learn():
trpl = TRPL(simple_env, n_steps=64, batch_size=32)
env = trpl.make_env()
obs, _ = env.reset()
for _ in range(64):
action, _ = trpl.predict(obs)
next_obs, reward, done, truncated, _ = env.step(action)
trpl.store_transition(obs, action, reward, done, next_obs)
obs = next_obs
if done or truncated:
obs, _ = env.reset()
# Handle both single and composite action spaces
if isinstance(env.action_space, list):
expected_shape = (len(env.action_space),) + env.action_space[0].shape
else:
expected_shape = env.action_space.shape
loss = trpl.learn()
assert isinstance(loss, dict)
assert "policy_loss" in loss
assert "value_loss" in loss
assert action["action"].shape == expected_shape
def test_trpl_training():
trpl = TRPL(simple_env, total_timesteps=10000)
trpl = TRPL(simple_env, total_timesteps=100)
env = trpl.make_env()
initial_performance = evaluate_policy(trpl, env)
trpl.train()
final_performance = evaluate_policy(trpl, env)
assert final_performance > initial_performance, "TRPL should improve performance after training"
def evaluate_policy(policy, env, n_eval_episodes=10):
def evaluate_policy(policy, env, n_eval_episodes=3):
total_reward = 0
for _ in range(n_eval_episodes):
obs, _ = env.reset()
tensordict = env.reset()
done = False
while not done:
action, _ = policy.predict(obs)
obs, reward, terminated, truncated, _ = env.step(action)
total_reward += reward
done = terminated or truncated
action = policy.predict(tensordict)
next_tensordict = env.step(action).get("next")
total_reward += next_tensordict["reward"]
done = next_tensordict["done"]
tensordict = next_tensordict
return total_reward / n_eval_episodes