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