import numpy as np import scipy class LinearFeatureBaseline(): def __init__(self, reg_coeff=1e-5): self._coeffs = None self._reg_coeff = reg_coeff def get_param_values(self, **tags): return self._coeffs def set_param_values(self, val, **tags): self._coeffs = val def _features(self, path): o = np.clip(path["observations"], -10, 10) ll = len(path["rewards"]) al = np.arange(ll).reshape(-1, 1) / 100.0 return np.concatenate( [o, o**2, al, al**2, al**3, np.ones((ll, 1))], axis=1) def fit(self, paths): featmat = np.concatenate([self._features(path) for path in paths]) returns = np.concatenate([path["returns"] for path in paths]) reg_coeff = self._reg_coeff for _ in range(5): self._coeffs = np.linalg.lstsq( featmat.T.dot(featmat) + reg_coeff * np.identity(featmat.shape[1]), featmat.T.dot(returns))[0] if not np.any(np.isnan(self._coeffs)): break reg_coeff *= 10 def predict(self, path): if self._coeffs is None: return np.zeros(len(path["rewards"])) return self._features(path).dot(self._coeffs) def calculate_gae_advantages(paths, discount, gae_lambda): baseline = LinearFeatureBaseline() for idx, path in enumerate(paths): path["returns"] = discount_cumsum(path["rewards"], discount) baseline.fit(paths) all_path_baselines = [baseline.predict(path) for path in paths] for idx, path in enumerate(paths): path_baselines = np.append(all_path_baselines[idx], 0) deltas = path["rewards"] + \ discount * path_baselines[1:] - \ path_baselines[:-1] path["advantages"] = discount_cumsum(deltas, discount * gae_lambda) return paths def discount_cumsum(x, discount): """ Returns: (float) : y[t] - discount*y[t+1] = x[t] or rev(y)[t] - discount*rev(y)[t-1] = rev(x)[t] """ return scipy.signal.lfilter( [1], [1, float(-discount)], x[::-1], axis=0)[::-1]