from __future__ import absolute_import from __future__ import division from __future__ import print_function import numpy as np import scipy.signal from ray.rllib.policy.sample_batch import SampleBatch from ray.rllib.utils.annotations import DeveloperAPI def discount(x, gamma): return scipy.signal.lfilter([1], [1, -gamma], x[::-1], axis=0)[::-1] class Postprocessing(object): """Constant definitions for postprocessing.""" ADVANTAGES = "advantages" VALUE_TARGETS = "value_targets" @DeveloperAPI def compute_advantages(rollout, last_r, gamma=0.9, lambda_=1.0, use_gae=True): """Given a rollout, compute its value targets and the advantage. Args: rollout (SampleBatch): SampleBatch of a single trajectory last_r (float): Value estimation for last observation gamma (float): Discount factor. lambda_ (float): Parameter for GAE use_gae (bool): Using Generalized Advantage Estimation Returns: SampleBatch (SampleBatch): Object with experience from rollout and processed rewards. """ traj = {} trajsize = len(rollout[SampleBatch.ACTIONS]) for key in rollout: traj[key] = np.stack(rollout[key]) if use_gae: assert SampleBatch.VF_PREDS in rollout, "Values not found!" vpred_t = np.concatenate( [rollout[SampleBatch.VF_PREDS], np.array([last_r])]) delta_t = ( traj[SampleBatch.REWARDS] + gamma * vpred_t[1:] - vpred_t[:-1]) # This formula for the advantage comes # "Generalized Advantage Estimation": https://arxiv.org/abs/1506.02438 traj[Postprocessing.ADVANTAGES] = discount(delta_t, gamma * lambda_) traj[Postprocessing.VALUE_TARGETS] = ( traj[Postprocessing.ADVANTAGES] + traj[SampleBatch.VF_PREDS]).copy().astype(np.float32) else: rewards_plus_v = np.concatenate( [rollout[SampleBatch.REWARDS], np.array([last_r])]) traj[Postprocessing.ADVANTAGES] = discount(rewards_plus_v, gamma)[:-1] # TODO(ekl): support using a critic without GAE traj[Postprocessing.VALUE_TARGETS] = np.zeros_like( traj[Postprocessing.ADVANTAGES]) traj[Postprocessing.ADVANTAGES] = traj[ Postprocessing.ADVANTAGES].copy().astype(np.float32) assert all(val.shape[0] == trajsize for val in traj.values()), \ "Rollout stacked incorrectly!" return SampleBatch(traj)