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: np.ndarray, gamma: float): return scipy.signal.lfilter([1], [1, -gamma], x[::-1], axis=0)[::-1] class Postprocessing: """Constant definitions for postprocessing.""" ADVANTAGES = "advantages" VALUE_TARGETS = "value_targets" @DeveloperAPI def compute_advantages(rollout: SampleBatch, last_r: float, gamma: float = 0.9, lambda_: float = 1.0, use_gae: bool = True, use_critic: bool = 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 use_critic (bool): Whether to use critic (value estimates). Setting this to False will use 0 as baseline. Returns: SampleBatch (SampleBatch): Object with experience from rollout and processed rewards. """ rollout_size = len(rollout[SampleBatch.ACTIONS]) assert SampleBatch.VF_PREDS in rollout or not use_critic, \ "use_critic=True but values not found" assert use_critic or not use_gae, \ "Can't use gae without using a value function" if use_gae: vpred_t = np.concatenate( [rollout[SampleBatch.VF_PREDS], np.array([last_r])]) delta_t = ( rollout[SampleBatch.REWARDS] + gamma * vpred_t[1:] - vpred_t[:-1]) # This formula for the advantage comes from: # "Generalized Advantage Estimation": https://arxiv.org/abs/1506.02438 rollout[Postprocessing.ADVANTAGES] = discount(delta_t, gamma * lambda_) rollout[Postprocessing.VALUE_TARGETS] = ( rollout[Postprocessing.ADVANTAGES] + rollout[SampleBatch.VF_PREDS]).copy().astype(np.float32) else: rewards_plus_v = np.concatenate( [rollout[SampleBatch.REWARDS], np.array([last_r])]) discounted_returns = discount(rewards_plus_v, gamma)[:-1].copy().astype(np.float32) if use_critic: rollout[Postprocessing. ADVANTAGES] = discounted_returns - rollout[SampleBatch. VF_PREDS] rollout[Postprocessing.VALUE_TARGETS] = discounted_returns else: rollout[Postprocessing.ADVANTAGES] = discounted_returns rollout[Postprocessing.VALUE_TARGETS] = np.zeros_like( rollout[Postprocessing.ADVANTAGES]) rollout[Postprocessing.ADVANTAGES] = rollout[ Postprocessing.ADVANTAGES].copy().astype(np.float32) assert all(val.shape[0] == rollout_size for key, val in rollout.items()), \ "Rollout stacked incorrectly!" return rollout