from ray.rllib.offline.estimators.off_policy_estimator import ( OffPolicyEstimator, OffPolicyEstimate, ) from ray.rllib.policy import Policy from ray.rllib.utils.annotations import override, DeveloperAPI from ray.rllib.utils.typing import SampleBatchType import numpy as np @DeveloperAPI class WeightedImportanceSampling(OffPolicyEstimator): """The weighted step-wise IS estimator. Step-wise WIS estimator in https://arxiv.org/pdf/1511.03722.pdf, https://arxiv.org/pdf/1911.06854.pdf""" @override(OffPolicyEstimator) def __init__(self, name: str, policy: Policy, gamma: float): super().__init__(name, policy, gamma) self.filter_values = [] self.filter_counts = [] @override(OffPolicyEstimator) def estimate(self, batch: SampleBatchType) -> OffPolicyEstimate: self.check_can_estimate_for(batch) estimates = [] for sub_batch in batch.split_by_episode(): rewards, old_prob = sub_batch["rewards"], sub_batch["action_prob"] new_prob = np.exp(self.action_log_likelihood(sub_batch)) # calculate importance ratios p = [] for t in range(sub_batch.count): if t == 0: pt_prev = 1.0 else: pt_prev = p[t - 1] p.append(pt_prev * new_prob[t] / old_prob[t]) for t, v in enumerate(p): if t >= len(self.filter_values): self.filter_values.append(v) self.filter_counts.append(1.0) else: self.filter_values[t] += v self.filter_counts[t] += 1.0 # calculate stepwise weighted IS estimate v_old = 0.0 v_new = 0.0 for t in range(sub_batch.count): v_old += rewards[t] * self.gamma ** t w_t = self.filter_values[t] / self.filter_counts[t] v_new += p[t] / w_t * rewards[t] * self.gamma ** t estimates.append( OffPolicyEstimate( self.name, { "v_old": v_old, "v_new": v_new, "v_gain": v_new / max(1e-8, v_old), }, ) ) return estimates