projections_orig is stolen from Fabian fro reference; projections is

begginning of own implementation

projections_orig/__init__.py

@@ -0,0 +1,15 @@
+#   Copyright (c) 2021 Robert Bosch GmbH
+#   Author: Fabian Otto
+#
+#   This program is free software: you can redistribute it and/or modify
+#   it under the terms of the GNU Affero General Public License as published
+#   by the Free Software Foundation, either version 3 of the License, or
+#   (at your option) any later version.
+#
+#   This program is distributed in the hope that it will be useful,
+#   but WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#   GNU Affero General Public License for more details.
+#
+#   You should have received a copy of the GNU Affero General Public License
+#   along with this program.  If not, see <https://www.gnu.org/licenses/>.

projections_orig/base_projection_layer.py

@@ -0,0 +1,374 @@
+#   Copyright (c) 2021 Robert Bosch GmbH
+#   Author: Fabian Otto
+#
+#   This program is free software: you can redistribute it and/or modify
+#   it under the terms of the GNU Affero General Public License as published
+#   by the Free Software Foundation, either version 3 of the License, or
+#   (at your option) any later version.
+#
+#   This program is distributed in the hope that it will be useful,
+#   but WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#   GNU Affero General Public License for more details.
+#
+#   You should have received a copy of the GNU Affero General Public License
+#   along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+import copy
+import math
+import torch as ch
+from typing import Tuple, Union
+
+from trust_region_projections.models.policy.abstract_gaussian_policy import AbstractGaussianPolicy
+from trust_region_projections.utils.network_utils import get_optimizer
+from trust_region_projections.utils.projection_utils import gaussian_kl, get_entropy_schedule
+from trust_region_projections.utils.torch_utils import generate_minibatches, select_batch, tensorize
+
+
+def entropy_inequality_projection(policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                                  beta: Union[float, ch.Tensor]):
+    """
+    Projects std to satisfy an entropy INEQUALITY constraint.
+    Args:
+        policy: policy instance
+        p: current distribution
+        beta: target entropy for EACH std or general bound for all stds
+
+    Returns:
+        projected std that satisfies the entropy bound
+    """
+    mean, std = p
+    k = std.shape[-1]
+    batch_shape = std.shape[:-2]
+
+    ent = policy.entropy(p)
+    mask = ent < beta
+
+    # if nothing has to be projected skip computation
+    if (~mask).all():
+        return p
+
+    alpha = ch.ones(batch_shape, dtype=std.dtype, device=std.device)
+    alpha[mask] = ch.exp((beta[mask] - ent[mask]) / k)
+
+    proj_std = ch.einsum('ijk,i->ijk', std, alpha)
+    return mean, ch.where(mask[..., None, None], proj_std, std)
+
+
+def entropy_equality_projection(policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                                beta: Union[float, ch.Tensor]):
+    """
+    Projects std to satisfy an entropy EQUALITY constraint.
+    Args:
+        policy: policy instance
+        p: current distribution
+        beta: target entropy for EACH std or general bound for all stds
+
+    Returns:
+        projected std that satisfies the entropy bound
+    """
+    mean, std = p
+    k = std.shape[-1]
+
+    ent = policy.entropy(p)
+    alpha = ch.exp((beta - ent) / k)
+    proj_std = ch.einsum('ijk,i->ijk', std, alpha)
+    return mean, proj_std
+
+
+def mean_projection(mean: ch.Tensor, old_mean: ch.Tensor, maha: ch.Tensor, eps: ch.Tensor):
+    """
+    Projects the mean based on the Mahalanobis objective and trust region.
+    Args:
+        mean: current mean vectors
+        old_mean: old mean vectors
+        maha: Mahalanobis distance between the two mean vectors
+        eps: trust region bound
+
+    Returns:
+        projected mean that satisfies the trust region
+    """
+    batch_shape = mean.shape[:-1]
+    mask = maha > eps
+
+    ################################################################################################################
+    # mean projection maha
+
+    # if nothing has to be projected skip computation
+    if mask.any():
+        omega = ch.ones(batch_shape, dtype=mean.dtype, device=mean.device)
+        omega[mask] = ch.sqrt(maha[mask] / eps) - 1.
+        omega = ch.max(-omega, omega)[..., None]
+
+        m = (mean + omega * old_mean) / (1 + omega + 1e-16)
+        proj_mean = ch.where(mask[..., None], m, mean)
+    else:
+        proj_mean = mean
+
+    return proj_mean
+
+
+class BaseProjectionLayer(object):
+
+    def __init__(self,
+                 proj_type: str = "",
+                 mean_bound: float = 0.03,
+                 cov_bound: float = 1e-3,
+                 trust_region_coeff: float = 0.0,
+                 scale_prec: bool = True,
+
+                 entropy_schedule: Union[None, str] = None,
+                 action_dim: Union[None, int] = None,
+                 total_train_steps: Union[None, int] = None,
+                 target_entropy: float = 0.0,
+                 temperature: float = 0.5,
+                 entropy_eq: bool = False,
+                 entropy_first: bool = False,
+
+                 do_regression: bool = False,
+                 regression_iters: int = 1000,
+                 regression_lr: int = 3e-4,
+                 optimizer_type_reg: str = "adam",
+
+                 cpu: bool = True,
+                 dtype: ch.dtype = ch.float32,
+                 ):
+
+        """
+        Base projection layer, which can be used to compute metrics for non-projection approaches.
+        Args:
+           proj_type: Which type of projection to use. None specifies no projection and uses the TRPO objective.
+           mean_bound: projection bound for the step size w.r.t. mean
+           cov_bound: projection bound for the step size w.r.t. covariance matrix
+           trust_region_coeff: Coefficient for projection regularization loss term.
+           scale_prec: If true used mahalanobis distance for projections instead of euclidean with Sigma_old^-1.
+           entropy_schedule: Schedule type for entropy projection, one of 'linear', 'exp', None.
+           action_dim: number of action dimensions to scale exp decay correctly.
+           total_train_steps: total number of training steps to compute appropriate decay over time.
+           target_entropy: projection bound for the entropy of the covariance matrix
+           temperature: temperature decay for exponential entropy bound
+           entropy_eq: Use entropy equality constraints.
+           entropy_first: Project entropy before trust region.
+           do_regression: Conduct additional regression steps after the the policy steps to match projection and policy.
+           regression_iters: Number of regression steps.
+           regression_lr: Regression learning rate.
+           optimizer_type_reg: Optimizer for regression.
+           cpu: Compute on CPU only.
+           dtype: Data type to use, either of float32 or float64. The later might be necessary for higher
+                   dimensions in order to learn the full covariance.
+        """
+
+        # projection and bounds
+        self.proj_type = proj_type
+        self.mean_bound = tensorize(mean_bound, cpu=cpu, dtype=dtype)
+        self.cov_bound = tensorize(cov_bound, cpu=cpu, dtype=dtype)
+        self.trust_region_coeff = trust_region_coeff
+        self.scale_prec = scale_prec
+
+        # projection utils
+        assert (action_dim and total_train_steps) if entropy_schedule else True
+        self.entropy_proj = entropy_equality_projection if entropy_eq else entropy_inequality_projection
+        self.entropy_schedule = get_entropy_schedule(entropy_schedule, total_train_steps, dim=action_dim)
+        self.target_entropy = tensorize(target_entropy, cpu=cpu, dtype=dtype)
+        self.entropy_first = entropy_first
+        self.entropy_eq = entropy_eq
+        self.temperature = temperature
+        self._initial_entropy = None
+
+        # regression
+        self.do_regression = do_regression
+        self.regression_iters = regression_iters
+        self.lr_reg = regression_lr
+        self.optimizer_type_reg = optimizer_type_reg
+
+    def __call__(self, policy, p: Tuple[ch.Tensor, ch.Tensor], q, step, *args, **kwargs):
+        # entropy_bound = self.policy.entropy(q) - self.target_entropy
+        entropy_bound = self.entropy_schedule(self.initial_entropy, self.target_entropy, self.temperature,
+                                              step) * p[0].new_ones(p[0].shape[0])
+        return self._projection(policy, p, q, self.mean_bound, self.cov_bound, entropy_bound, **kwargs)
+
+    def _trust_region_projection(self, policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                                 q: Tuple[ch.Tensor, ch.Tensor], eps: ch.Tensor, eps_cov: ch.Tensor, **kwargs):
+        """
+        Hook for implementing the specific trust region projection
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+            eps: mean trust region bound
+            eps_cov: covariance trust region bound
+            **kwargs:
+
+        Returns:
+            projected
+        """
+        return p
+
+    # @final
+    def _projection(self, policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                    q: Tuple[ch.Tensor, ch.Tensor], eps: ch.Tensor, eps_cov: ch.Tensor, beta: ch.Tensor, **kwargs):
+        """
+        Template method with hook _trust_region_projection() to encode specific functionality.
+        (Optional) entropy projection is executed before or after as specified by entropy_first.
+        Do not override this. For Python >= 3.8 you can use the @final decorator to enforce not overwriting.
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+            eps: mean trust region bound
+            eps_cov: covariance trust region bound
+            beta: entropy bound
+            **kwargs:
+
+        Returns:
+            projected mean, projected std
+        """
+
+        ####################################################################################################################
+        # entropy projection in the beginning
+        if self.entropy_first:
+            p = self.entropy_proj(policy, p, beta)
+
+        ####################################################################################################################
+        # trust region projection for mean and cov bounds
+        proj_mean, proj_std = self._trust_region_projection(policy, p, q, eps, eps_cov, **kwargs)
+
+        ####################################################################################################################
+        # entropy projection in the end
+        if self.entropy_first:
+            return proj_mean, proj_std
+
+        return self.entropy_proj(policy, (proj_mean, proj_std), beta)
+
+    @property
+    def initial_entropy(self):
+        return self._initial_entropy
+
+    @initial_entropy.setter
+    def initial_entropy(self, entropy):
+        if self.initial_entropy is None:
+            self._initial_entropy = entropy
+
+    def trust_region_value(self, policy, p, q):
+        """
+        Computes the KL divergence between two Gaussian distributions p and q.
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+        Returns:
+            Mean and covariance part of the trust region metric.
+        """
+        return gaussian_kl(policy, p, q)
+
+    def get_trust_region_loss(self, policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                              proj_p: Tuple[ch.Tensor, ch.Tensor]):
+        """
+        Compute the trust region loss to ensure policy output and projection stay close.
+        Args:
+            policy: policy instance
+            proj_p: projected distribution
+            p: predicted distribution from network output
+
+        Returns:
+            trust region loss
+        """
+        p_target = (proj_p[0].detach(), proj_p[1].detach())
+        mean_diff, cov_diff = self.trust_region_value(policy, p, p_target)
+
+        delta_loss = (mean_diff + cov_diff if policy.contextual_std else mean_diff).mean()
+
+        return delta_loss * self.trust_region_coeff
+
+    def compute_metrics(self, policy, p, q) -> dict:
+        """
+        Returns dict with constraint metrics.
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+
+        Returns:
+            dict with constraint metrics
+        """
+        with ch.no_grad():
+            entropy_old = policy.entropy(q)
+            entropy = policy.entropy(p)
+            mean_kl, cov_kl = gaussian_kl(policy, p, q)
+            kl = mean_kl + cov_kl
+
+            mean_diff, cov_diff = self.trust_region_value(policy, p, q)
+
+            combined_constraint = mean_diff + cov_diff
+            entropy_diff = entropy_old - entropy
+
+        return {'kl': kl.detach().mean(),
+                'constraint': combined_constraint.mean(),
+                'mean_constraint': mean_diff.mean(),
+                'cov_constraint': cov_diff.mean(),
+                'entropy': entropy.mean(),
+                'entropy_diff': entropy_diff.mean(),
+                'kl_max': kl.max(),
+                'constraint_max': combined_constraint.max(),
+                'mean_constraint_max': mean_diff.max(),
+                'cov_constraint_max': cov_diff.max(),
+                'entropy_max': entropy.max(),
+                'entropy_diff_max': entropy_diff.max()
+                }
+
+    def trust_region_regression(self, policy: AbstractGaussianPolicy, obs: ch.Tensor, q: Tuple[ch.Tensor, ch.Tensor],
+                                n_minibatches: int, global_steps: int):
+        """
+        Take additional regression steps to match projection output and policy output.
+        The policy parameters are updated in-place.
+        Args:
+            policy: policy instance
+            obs: collected observations from trajectories
+            q: old distributions
+            n_minibatches: split the rollouts into n_minibatches.
+            global_steps: current number of steps, required for projection
+        Returns:
+            dict with mean of regession loss
+        """
+
+        if not self.do_regression:
+            return {}
+
+        policy_unprojected = copy.deepcopy(policy)
+        optim_reg = get_optimizer(self.optimizer_type_reg, policy_unprojected.parameters(), learning_rate=self.lr_reg)
+        optim_reg.reset()
+
+        reg_losses = obs.new_tensor(0.)
+
+        # get current projected values --> targets for regression
+        p_flat = policy(obs)
+        p_target = self(policy, p_flat, q, global_steps)
+
+        for _ in range(self.regression_iters):
+            batch_indices = generate_minibatches(obs.shape[0], n_minibatches)
+
+            # Minibatches SGD
+            for indices in batch_indices:
+                batch = select_batch(indices, obs, p_target[0], p_target[1])
+                b_obs, b_target_mean, b_target_std = batch
+                proj_p = (b_target_mean.detach(), b_target_std.detach())
+
+                p = policy_unprojected(b_obs)
+
+                # invert scaling with coeff here as we do not have to balance with other losses
+                loss = self.get_trust_region_loss(policy, p, proj_p) / self.trust_region_coeff
+
+                optim_reg.zero_grad()
+                loss.backward()
+                optim_reg.step()
+                reg_losses += loss.detach()
+
+        policy.load_state_dict(policy_unprojected.state_dict())
+
+        if not policy.contextual_std:
+            # set policy with projection value.
+            # In non-contextual cases we have only one cov, so the projection is the same.
+            policy.set_std(p_target[1][0])
+
+        steps = self.regression_iters * (math.ceil(obs.shape[0] / n_minibatches))
+        return {"regression_loss": (reg_losses / steps).detach()}

projections_orig/frob_projection_layer.py

@@ -0,0 +1,97 @@
+#   Copyright (c) 2021 Robert Bosch GmbH
+#   Author: Fabian Otto
+#
+#   This program is free software: you can redistribute it and/or modify
+#   it under the terms of the GNU Affero General Public License as published
+#   by the Free Software Foundation, either version 3 of the License, or
+#   (at your option) any later version.
+#
+#   This program is distributed in the hope that it will be useful,
+#   but WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#   GNU Affero General Public License for more details.
+#
+#   You should have received a copy of the GNU Affero General Public License
+#   along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+import torch as ch
+from typing import Tuple
+
+from trust_region_projections.models.policy.abstract_gaussian_policy import AbstractGaussianPolicy
+from trust_region_projections.projections.base_projection_layer import BaseProjectionLayer, mean_projection
+from trust_region_projections.utils.projection_utils import gaussian_frobenius
+
+
+class FrobeniusProjectionLayer(BaseProjectionLayer):
+
+    def _trust_region_projection(self, policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                                 q: Tuple[ch.Tensor, ch.Tensor], eps: ch.Tensor, eps_cov: ch.Tensor, **kwargs):
+        """
+        Runs Frobenius projection layer and constructs cholesky of covariance
+
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+            eps: (modified) kl bound/ kl bound for mean part
+            eps_cov: (modified) kl bound for cov part
+            beta: (modified) entropy bound
+            **kwargs:
+        Returns: mean, cov cholesky
+        """
+
+        mean, chol = p
+        old_mean, old_chol = q
+        batch_shape = mean.shape[:-1]
+
+        ####################################################################################################################
+        # precompute mean and cov part of frob projection, which are used for the projection.
+        mean_part, cov_part, cov, cov_old = gaussian_frobenius(policy, p, q, self.scale_prec, True)
+
+        ################################################################################################################
+        # mean projection maha/euclidean
+
+        proj_mean = mean_projection(mean, old_mean, mean_part, eps)
+
+        ################################################################################################################
+        # cov projection frobenius
+
+        cov_mask = cov_part > eps_cov
+
+        if cov_mask.any():
+            # alpha = ch.where(fro_norm_sq > eps_cov, ch.sqrt(fro_norm_sq / eps_cov) - 1., ch.tensor(1.))
+            eta = ch.ones(batch_shape, dtype=chol.dtype, device=chol.device)
+            eta[cov_mask] = ch.sqrt(cov_part[cov_mask] / eps_cov) - 1.
+            eta = ch.max(-eta, eta)
+
+            new_cov = (cov + ch.einsum('i,ijk->ijk', eta, cov_old)) / (1. + eta + 1e-16)[..., None, None]
+            proj_chol = ch.where(cov_mask[..., None, None], ch.cholesky(new_cov), chol)
+        else:
+            proj_chol = chol
+
+        return proj_mean, proj_chol
+
+    def trust_region_value(self, policy, p, q):
+        """
+        Computes the Frobenius metric between two Gaussian distributions p and q.
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+        Returns:
+            mean and covariance part of Frobenius metric
+        """
+        return gaussian_frobenius(policy, p, q, self.scale_prec)
+
+    def get_trust_region_loss(self, policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                              proj_p: Tuple[ch.Tensor, ch.Tensor]):
+
+        mean_diff, _ = self.trust_region_value(policy, p, proj_p)
+        if policy.contextual_std:
+            # Compute MSE here, because we found the Frobenius norm tends to generate values that explode for the cov
+            cov_diff = (p[1] - proj_p[1]).pow(2).sum([-1, -2])
+            delta_loss = (mean_diff + cov_diff).mean()
+        else:
+            delta_loss = mean_diff.mean()
+
+        return delta_loss * self.trust_region_coeff

projections_orig/kl_projection_layer.py

@@ -0,0 +1,101 @@
+import cpp_projection
+import numpy as np
+import torch as ch
+from typing import Any, Tuple
+
+from trust_region_projections.models.policy.abstract_gaussian_policy import AbstractGaussianPolicy
+from trust_region_projections.projections.base_projection_layer import BaseProjectionLayer, mean_projection
+from trust_region_projections.utils.projection_utils import gaussian_kl
+from trust_region_projections.utils.torch_utils import get_numpy
+
+
+class KLProjectionLayer(BaseProjectionLayer):
+
+    def _trust_region_projection(self, policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                                 q: Tuple[ch.Tensor, ch.Tensor], eps: ch.Tensor, eps_cov: ch.Tensor, **kwargs):
+        """
+        Runs KL projection layer and constructs cholesky of covariance
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+            eps: (modified) kl bound/ kl bound for mean part
+            eps_cov: (modified) kl bound for cov part
+            **kwargs:
+
+        Returns:
+            projected mean, projected cov cholesky
+        """
+        mean, std = p
+        old_mean, old_std = q
+
+        if not policy.contextual_std:
+            # only project first one to reduce number of numerical optimizations
+            std = std[:1]
+            old_std = old_std[:1]
+
+        ################################################################################################################
+        # project mean with closed form
+        mean_part, _ = gaussian_kl(policy, p, q)
+        proj_mean = mean_projection(mean, old_mean, mean_part, eps)
+
+        cov = policy.covariance(std)
+        old_cov = policy.covariance(old_std)
+
+        if policy.is_diag:
+            proj_cov = KLProjectionGradFunctionDiagCovOnly.apply(cov.diagonal(dim1=-2, dim2=-1),
+                                                                 old_cov.diagonal(dim1=-2, dim2=-1),
+                                                                 eps_cov)
+            proj_std = proj_cov.sqrt().diag_embed()
+        else:
+            raise NotImplementedError("The KL projection currently does not support full covariance matrices.")
+
+        if not policy.contextual_std:
+            # scale first std back to batchsize
+            proj_std = proj_std.expand(mean.shape[0], -1, -1)
+
+        return proj_mean, proj_std
+
+
+class KLProjectionGradFunctionDiagCovOnly(ch.autograd.Function):
+    projection_op = None
+
+    @staticmethod
+    def get_projection_op(batch_shape, dim, max_eval=100):
+        if not KLProjectionGradFunctionDiagCovOnly.projection_op:
+            KLProjectionGradFunctionDiagCovOnly.projection_op = \
+                cpp_projection.BatchedDiagCovOnlyProjection(batch_shape, dim, max_eval=max_eval)
+        return KLProjectionGradFunctionDiagCovOnly.projection_op
+
+    @staticmethod
+    def forward(ctx: Any, *args: Any, **kwargs: Any) -> Any:
+        std, old_std, eps_cov = args
+
+        batch_shape = std.shape[0]
+        dim = std.shape[-1]
+
+        cov_np = get_numpy(std)
+        old_std = get_numpy(old_std)
+        eps = get_numpy(eps_cov) * np.ones(batch_shape)
+
+        # p_op = cpp_projection.BatchedDiagCovOnlyProjection(batch_shape, dim)
+        # ctx.proj = projection_op
+
+        p_op = KLProjectionGradFunctionDiagCovOnly.get_projection_op(batch_shape, dim)
+        ctx.proj = p_op
+
+        proj_std = p_op.forward(eps, old_std, cov_np)
+
+        return std.new(proj_std)
+
+    @staticmethod
+    def backward(ctx: Any, *grad_outputs: Any) -> Any:
+        projection_op = ctx.proj
+        d_std, = grad_outputs
+
+        d_std_np = get_numpy(d_std)
+        d_std_np = np.atleast_2d(d_std_np)
+        df_stds = projection_op.backward(d_std_np)
+        df_stds = np.atleast_2d(df_stds)
+
+        return d_std.new(df_stds), None, None

projections_orig/papi_projection.py

@@ -0,0 +1,233 @@
+#   Copyright (c) 2021 Robert Bosch GmbH
+#   Author: Fabian Otto
+#
+#   This program is free software: you can redistribute it and/or modify
+#   it under the terms of the GNU Affero General Public License as published
+#   by the Free Software Foundation, either version 3 of the License, or
+#   (at your option) any later version.
+#
+#   This program is distributed in the hope that it will be useful,
+#   but WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#   GNU Affero General Public License for more details.
+#
+#   You should have received a copy of the GNU Affero General Public License
+#   along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+import logging
+
+import copy
+import numpy as np
+import torch as ch
+from typing import Tuple, Union
+
+from trust_region_projections.utils.projection_utils import gaussian_kl
+from trust_region_projections.models.policy.abstract_gaussian_policy import AbstractGaussianPolicy
+from trust_region_projections.projections.base_projection_layer import BaseProjectionLayer
+from trust_region_projections.utils.torch_utils import torch_batched_trace
+
+logger = logging.getLogger("papi_projection")
+
+
+class PAPIProjection(BaseProjectionLayer):
+
+    def __init__(self,
+                 proj_type: str = "",
+                 mean_bound: float = 0.015,
+                 cov_bound: float = 0.0,
+
+                 entropy_eq: bool = False,
+                 entropy_first: bool = True,
+
+                 cpu: bool = True,
+                 dtype: ch.dtype = ch.float32,
+                 **kwargs
+                 ):
+
+        """
+        PAPI projection, which can be used after each training epoch to satisfy the trust regions.
+        Args:
+           proj_type: Which type of projection to use. None specifies no projection and uses the TRPO objective.
+           mean_bound: projection bound for the step size,
+                       PAPI only has a joint KL constraint, mean and cov bound are summed for this bound.
+           cov_bound: projection bound for the step size,
+                      PAPI only has a joint KL constraint, mean and cov bound are summed for this bound.
+           entropy_eq: Use entropy equality constraints.
+           entropy_first: Project entropy before trust region.
+           cpu: Compute on CPU only.
+           dtype: Data type to use, either of float32 or float64. The later might be necessary for higher
+                   dimensions in order to learn the full covariance.
+        """
+
+        assert entropy_first
+        super().__init__(proj_type, mean_bound, cov_bound, 0.0, False, None, None, None, 0.0, 0.0, entropy_eq,
+                         entropy_first, cpu, dtype)
+
+        self.last_policies = []
+
+    def __call__(self, policy, p, q, step=0, *args, **kwargs):
+        if kwargs.get("obs"):
+            self._papi_steps(policy, q, **kwargs)
+        else:
+            return p
+
+    def _trust_region_projection(self, policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                                 q: Tuple[ch.Tensor, ch.Tensor], eps: Union[ch.Tensor, float],
+                                 eps_cov: Union[ch.Tensor, float], **kwargs):
+        """
+        runs papi projection layer and constructs sqrt of covariance
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+            eps: (modified) kl bound/ kl bound for mean part
+            eps_cov: (modified) kl bound for cov part
+            **kwargs:
+
+        Returns:
+            mean, cov sqrt
+        """
+
+        mean, chol = p
+        old_mean, old_chol = q
+        intermed_mean = kwargs.get('intermed_mean')
+
+        dtype = mean.dtype
+        device = mean.device
+
+        dim = mean.shape[-1]
+
+        ################################################################################################################
+        # Precompute basic matrices
+
+        # Joint bound
+        eps += eps_cov
+
+        I = ch.eye(dim, dtype=dtype, device=device)
+        old_precision = ch.cholesky_solve(I, old_chol)[0]
+        logdet_old = policy.log_determinant(old_chol)
+        cov = policy.covariance(chol)
+
+        ################################################################################################################
+        # compute expected KL
+        maha_part, cov_part = gaussian_kl(policy, p, q)
+        maha_part = maha_part.mean()
+        cov_part = cov_part.mean()
+
+        if intermed_mean is not None:
+            maha_intermediate = 0.5 * policy.maha(intermed_mean, old_mean, old_chol).mean()
+            mm = ch.min(maha_part, maha_intermediate)
+
+        ################################################################################################################
+        # matrix rotation/rescaling projection
+        if maha_part + cov_part > eps + 1e-6:
+            old_cov = policy.covariance(old_chol)
+
+            maha_delta = eps if intermed_mean is None else (eps - mm)
+            eta_rot = maha_delta / ch.max(maha_part + cov_part, ch.tensor(1e-16, dtype=dtype, device=device))
+            new_cov = (1 - eta_rot) * old_cov + eta_rot * cov
+            proj_chol = ch.cholesky(new_cov)
+
+            # recompute covariance part of KL for new chol
+            trace_term = 0.5 * (torch_batched_trace(old_precision @ new_cov) - dim).mean()  # rotation difference
+            entropy_diff = 0.5 * (logdet_old - policy.log_determinant(proj_chol)).mean()
+
+            cov_part = trace_term + entropy_diff
+
+        else:
+            proj_chol = chol
+
+        ################################################################################################################
+        # mean interpolation projection
+        if maha_part + cov_part > eps + 1e-6:
+
+            if intermed_mean is not None:
+                a = 0.5 * policy.maha(mean, intermed_mean, old_chol).mean()
+                b = 0.5 * ((mean - intermed_mean) @ old_precision @ (intermed_mean - old_mean).T).mean()
+                c = maha_intermediate - ch.max(eps - cov_part, ch.tensor(0., dtype=dtype, device=device))
+                eta_mean = (-b + ch.sqrt(ch.max(b * b - a * c, ch.tensor(1e-16, dtype=dtype, device=device)))) / \
+                           ch.max(a, ch.tensor(1e-16, dtype=dtype, device=device))
+            else:
+                eta_mean = ch.sqrt(
+                    ch.max(eps - cov_part, ch.tensor(1e-16, dtype=dtype, device=device)) /
+                    ch.max(maha_part, ch.tensor(1e-16, dtype=dtype, device=device)))
+        else:
+            eta_mean = ch.tensor(1., dtype=dtype, device=device)
+
+        return eta_mean, proj_chol
+
+    def _papi_steps(self, policy: AbstractGaussianPolicy, q: Tuple[ch.Tensor, ch.Tensor], obs: ch.Tensor, lr_schedule,
+                    lr_schedule_vf=None):
+        """
+        Take PAPI steps after PPO finished its steps. Policy parameters are updated in-place.
+        Args:
+            policy: policy instance
+            q: old distribution
+            obs: collected observations from trajectories
+            lr_schedule: lr schedule for policy
+            lr_schedule_vf: lr schedule for vf
+
+        Returns:
+
+        """
+        assert not policy.contextual_std
+
+        # save latest policy in history
+        self.last_policies.append(copy.deepcopy(policy))
+
+        ################################################################################################################
+        # policy backtracking: out of last n policies and current one find one that satisfies the kl constraint
+
+        intermed_policy = None
+        n_backtracks = 0
+
+        for i, pi in enumerate(reversed(self.last_policies)):
+            p_prime = pi(obs)
+            mean_part, cov_part = pi.kl_divergence(p_prime, q)
+            if (mean_part + cov_part).mean() <= self.mean_bound + self.cov_bound:
+                intermed_policy = pi
+                n_backtracks = i
+                break
+
+        ################################################################################################################
+        # LR update
+
+        # reduce learning rate when appropriate policy not within the last 4 epochs
+        if n_backtracks >= 4 or intermed_policy is None:
+            # Linear learning rate annealing
+            lr_schedule.step()
+            if lr_schedule_vf:
+                lr_schedule_vf.step()
+
+        if intermed_policy is None:
+            # pop last policy and make it current one, as the updated one was poor
+            # do not keep last policy in history, otherwise we could stack the same policy multiple times.
+            if len(self.last_policies) >= 1:
+                policy.load_state_dict(self.last_policies.pop().state_dict())
+                logger.warning(f"No suitable policy found in backtracking of {len(self.last_policies)} policies.")
+            return
+
+        ################################################################################################################
+        # PAPI iterations
+
+        # We assume only non contextual covariances here, therefore we only need to project for one
+        q = (q[0], q[1][:1])  # (means, covs[:1])
+
+        # This is A from Alg. 2 [Akrour et al., 2019]
+        intermed_weight = intermed_policy.get_last_layer().detach().clone()
+        # This is A @ phi(s)
+        intermed_mean = p_prime[0].detach().clone()
+
+        entropy = policy.entropy(q)
+        entropy_bound = obs.new_tensor([-np.inf]) if entropy / self.initial_entropy > 0.5 \
+            else entropy - (self.mean_bound + self.cov_bound)
+
+        for _ in range(20):
+            eta, proj_chol = self._projection(intermed_policy, (p_prime[0], p_prime[1][:1]), q,
+                                              self.mean_bound, self.cov_bound, entropy_bound,
+                                              intermed_mean=intermed_mean)
+            intermed_policy.papi_weight_update(eta, intermed_weight)
+            intermed_policy.set_std(proj_chol[0])
+            p_prime = intermed_policy(obs)
+
+        policy.load_state_dict(intermed_policy.state_dict())

projections_orig/projection_factory.py

@@ -0,0 +1,54 @@
+#   Copyright (c) 2021 Robert Bosch GmbH
+#   Author: Fabian Otto
+#
+#   This program is free software: you can redistribute it and/or modify
+#   it under the terms of the GNU Affero General Public License as published
+#   by the Free Software Foundation, either version 3 of the License, or
+#   (at your option) any later version.
+#
+#   This program is distributed in the hope that it will be useful,
+#   but WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#   GNU Affero General Public License for more details.
+#
+#   You should have received a copy of the GNU Affero General Public License
+#   along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+from trust_region_projections.projections.base_projection_layer import BaseProjectionLayer
+from trust_region_projections.projections.frob_projection_layer import FrobeniusProjectionLayer
+from trust_region_projections.projections.kl_projection_layer import KLProjectionLayer
+from trust_region_projections.projections.papi_projection import PAPIProjection
+from trust_region_projections.projections.w2_projection_layer import WassersteinProjectionLayer
+
+
+def get_projection_layer(proj_type: str = "", **kwargs) -> BaseProjectionLayer:
+    """
+    Factory to generate the projection layers for all projections.
+    Args:
+        proj_type: One of None/' ', 'ppo', 'papi', 'w2', 'w2_non_com', 'frob', 'kl', or 'entropy'
+        **kwargs: arguments for projection layer
+
+    Returns:
+
+    """
+    if not proj_type or proj_type.isspace() or proj_type.lower() in ["ppo", "sac", "td3", "mpo", "entropy"]:
+        return BaseProjectionLayer(proj_type, **kwargs)
+
+    elif proj_type.lower() == "w2":
+        return WassersteinProjectionLayer(proj_type, **kwargs)
+
+    elif proj_type.lower() == "frob":
+        return FrobeniusProjectionLayer(proj_type, **kwargs)
+
+    elif proj_type.lower() == "kl":
+        return KLProjectionLayer(proj_type, **kwargs)
+
+    elif proj_type.lower() == "papi":
+        # papi has a different approach compared to our projections.
+        # It has to be applied after the training with PPO.
+        return PAPIProjection(proj_type, **kwargs)
+
+    else:
+        raise ValueError(
+            f"Invalid projection type {proj_type}."
+            f" Choose one of None/' ', 'ppo', 'papi', 'w2', 'w2_non_com', 'frob', 'kl', or 'entropy'.")

projections_orig/w2_projection_layer.py

@@ -0,0 +1,84 @@
+#   Copyright (c) 2021 Robert Bosch GmbH
+#   Author: Fabian Otto
+#
+#   This program is free software: you can redistribute it and/or modify
+#   it under the terms of the GNU Affero General Public License as published
+#   by the Free Software Foundation, either version 3 of the License, or
+#   (at your option) any later version.
+#
+#   This program is distributed in the hope that it will be useful,
+#   but WITHOUT ANY WARRANTY; without even the implied warranty of
+#   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+#   GNU Affero General Public License for more details.
+#
+#   You should have received a copy of the GNU Affero General Public License
+#   along with this program.  If not, see <https://www.gnu.org/licenses/>.
+
+import torch as ch
+from typing import Tuple
+
+from trust_region_projections.models.policy.abstract_gaussian_policy import AbstractGaussianPolicy
+from trust_region_projections.projections.base_projection_layer import BaseProjectionLayer, mean_projection
+from trust_region_projections.utils.projection_utils import gaussian_wasserstein_commutative
+
+
+class WassersteinProjectionLayer(BaseProjectionLayer):
+
+    def _trust_region_projection(self, policy: AbstractGaussianPolicy, p: Tuple[ch.Tensor, ch.Tensor],
+                                 q: Tuple[ch.Tensor, ch.Tensor], eps: ch.Tensor, eps_cov: ch.Tensor, **kwargs):
+        """
+        Runs commutative Wasserstein projection layer and constructs sqrt of covariance
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+            eps: (modified) kl bound/ kl bound for mean part
+            eps_cov: (modified) kl bound for cov part
+            **kwargs:
+
+        Returns:
+            mean, cov sqrt
+        """
+        mean, sqrt = p
+        old_mean, old_sqrt = q
+        batch_shape = mean.shape[:-1]
+
+        ####################################################################################################################
+        # precompute mean and cov part of W2, which are used for the projection.
+        # Both parts differ based on precision scaling.
+        # If activated, the mean part is the maha distance and the cov has a more complex term in the inner parenthesis.
+        mean_part, cov_part = gaussian_wasserstein_commutative(policy, p, q, self.scale_prec)
+
+        ####################################################################################################################
+        # project mean (w/ or w/o precision scaling)
+        proj_mean = mean_projection(mean, old_mean, mean_part, eps)
+
+        ####################################################################################################################
+        # project covariance (w/ or w/o precision scaling)
+
+        cov_mask = cov_part > eps_cov
+
+        if cov_mask.any():
+            # gradient issue with ch.where, it executes both paths and gives NaN gradient.
+            eta = ch.ones(batch_shape, dtype=sqrt.dtype, device=sqrt.device)
+            eta[cov_mask] = ch.sqrt(cov_part[cov_mask] / eps_cov) - 1.
+            eta = ch.max(-eta, eta)
+
+            new_sqrt = (sqrt + ch.einsum('i,ijk->ijk', eta, old_sqrt)) / (1. + eta + 1e-16)[..., None, None]
+            proj_sqrt = ch.where(cov_mask[..., None, None], new_sqrt, sqrt)
+        else:
+            proj_sqrt = sqrt
+
+        return proj_mean, proj_sqrt
+
+    def trust_region_value(self, policy, p, q):
+        """
+        Computes the Wasserstein distance between two Gaussian distributions p and q.
+        Args:
+            policy: policy instance
+            p: current distribution
+            q: old distribution
+        Returns:
+            mean and covariance part of Wasserstein distance
+        """
+        return gaussian_wasserstein_commutative(policy, p, q, scale_prec=self.scale_prec)

trl_pg/trl_pg.py

@@ -95,8 +95,7 @@ class TRL_PG(OnPolicyAlgorithm):
         device: Union[th.device, str] = "auto",
 
         # Different from PPO:
-        importance_ratio_clip: Union[float, None] = 0.2
+        projection: BaseProjectionLayer = None,
-        #TODO: projection: BaseProjectionLayer = None,
 
         _init_setup_model: bool = True,
     ):
@@ -161,7 +160,7 @@ class TRL_PG(OnPolicyAlgorithm):
         self.target_kl = target_kl
 
         # Different from PPO:
-        self.importance_ratio_clip = importance_ratio_clip or 0.0
+        self.projection = projection
 
         if _init_setup_model:
             self._setup_model()
@@ -191,7 +190,9 @@ class TRL_PG(OnPolicyAlgorithm):
         if self.clip_range_vf is not None:
             clip_range_vf = self.clip_range_vf(self._current_progress_remaining)
 
+        surrogate_losses = []
         entropy_losses = []
+        trust_region_losses = []
         pg_losses, value_losses = [], []
         clip_fractions = []
 
@@ -221,10 +222,13 @@ class TRL_PG(OnPolicyAlgorithm):
                 # ratio between old and new policy, should be one at the first iteration
                 ratio = th.exp(log_prob - rollout_data.old_log_prob)
 
+                # Difference from PPO: We renamed 'policy_loss' to 'surrogate_loss'
                 # clipped surrogate loss
-                policy_loss_1 = advantages * ratio
+                surrogate_loss_1 = advantages * ratio
-                policy_loss_2 = advantages * th.clamp(ratio, 1 - clip_range, 1 + clip_range)
+                surrogate_loss_2 = advantages * th.clamp(ratio, 1 - clip_range, 1 + clip_range)
-                policy_loss = -th.min(policy_loss_1, policy_loss_2).mean()
+                surrogate_loss = -th.min(policy_loss_1, policy_loss_2).mean()
+
+                surrogate_losses.append(surrogate_loss.item())
 
                 # Logging
                 pg_losses.append(policy_loss.item())
@@ -253,7 +257,14 @@ class TRL_PG(OnPolicyAlgorithm):
 
                 entropy_losses.append(entropy_loss.item())
 
-                loss = policy_loss + self.ent_coef * entropy_loss + self.vf_coef * value_loss
+                # Difference to PPO: Added trust_region_loss; policy_loss includes entropy_loss + trust_region_loss
+                trust_region_loss = self.projection.get_trust_region_loss()#TODO: params
+
+                trust_region_losses.append(trust_region_loss.item())
+
+                policy_loss = surrogate_loss + self.ent_coef * entropy_loss + trust_region_loss
+
+                loss = policy_loss + self.vf_coef * value_loss
 
                 # Calculate approximate form of reverse KL Divergence for early stopping
                 # see issue #417: https://github.com/DLR-RM/stable-baselines3/issues/417
@@ -284,7 +295,9 @@ class TRL_PG(OnPolicyAlgorithm):
         explained_var = explained_variance(self.rollout_buffer.values.flatten(), self.rollout_buffer.returns.flatten())
 
         # Logs
+        self.logger.record("train/surrogate_loss", np.mean(surrogate_losses))
         self.logger.record("train/entropy_loss", np.mean(entropy_losses))
+        self.logger.record("train/trust_region_loss", np.mean(trust_region_losses))
         self.logger.record("train/policy_gradient_loss", np.mean(pg_losses))
         self.logger.record("train/value_loss", np.mean(value_losses))
         self.logger.record("train/approx_kl", np.mean(approx_kl_divs))