ray/rllib/examples/env/bandit_envs_discrete.py

import copy
import gym
from gym.spaces import Box, Discrete
import numpy as np
import random


class SimpleContextualBandit(gym.Env):
    """Simple env w/ 2 states and 3 actions (arms): 0, 1, and 2.

    Episodes last only for one timestep, possible observations are:
    [-1.0, 1.0] and [1.0, -1.0], where the first element is the "current context".
    The highest reward (+10.0) is received for selecting arm 0 for context=1.0
    and arm 2 for context=-1.0. Action 1 always yields 0.0 reward.
    """

    def __init__(self, config=None):
        self.action_space = Discrete(3)
        self.observation_space = Box(low=-1.0, high=1.0, shape=(2,))
        self.cur_context = None

    def reset(self):
        self.cur_context = random.choice([-1.0, 1.0])
        return np.array([self.cur_context, -self.cur_context])

    def step(self, action):
        rewards_for_context = {
            -1.0: [-10, 0, 10],
            1.0: [10, 0, -10],
        }
        reward = rewards_for_context[self.cur_context][action]
        return (
            np.array([-self.cur_context, self.cur_context]),
            reward,
            True,
            {"regret": 10 - reward},
        )


class LinearDiscreteEnv(gym.Env):
    """Samples data from linearly parameterized arms.

    The reward for context X and arm i is given by X^T * theta_i, for some
    latent set of parameters {theta_i : i = 1, ..., k}.
    The thetas are sampled uniformly at random, the contexts are Gaussian,
    and Gaussian noise is added to the rewards.
    """

    DEFAULT_CONFIG_LINEAR = {
        "feature_dim": 8,
        "num_actions": 4,
        "reward_noise_std": 0.01,
    }

    def __init__(self, config=None):
        self.config = copy.copy(self.DEFAULT_CONFIG_LINEAR)
        if config is not None and type(config) == dict:
            self.config.update(config)

        self.feature_dim = self.config["feature_dim"]
        self.num_actions = self.config["num_actions"]
        self.sigma = self.config["reward_noise_std"]

        self.action_space = Discrete(self.num_actions)
        self.observation_space = Box(low=-10, high=10, shape=(self.feature_dim,))

        self.thetas = np.random.uniform(-1, 1, (self.num_actions, self.feature_dim))
        self.thetas /= np.linalg.norm(self.thetas, axis=1, keepdims=True)

        self._elapsed_steps = 0
        self._current_context = None

    def _sample_context(self):
        return np.random.normal(scale=1 / 3, size=(self.feature_dim,))

    def reset(self):
        self._current_context = self._sample_context()
        return self._current_context

    def step(self, action):
        assert (
            self._elapsed_steps is not None
        ), "Cannot call env.step() beforecalling reset()"
        assert action < self.num_actions, "Invalid action."

        action = int(action)
        context = self._current_context
        rewards = self.thetas.dot(context)

        opt_action = rewards.argmax()

        regret = rewards.max() - rewards[action]

        # Add Gaussian noise
        rewards += np.random.normal(scale=self.sigma, size=rewards.shape)

        reward = rewards[action]
        self._current_context = self._sample_context()
        return (
            self._current_context,
            reward,
            True,
            {"regret": regret, "opt_action": opt_action},
        )

    def render(self, mode="human"):
        raise NotImplementedError


class WheelBanditEnv(gym.Env):
    """Wheel bandit environment for 2D contexts
    (see https://arxiv.org/abs/1802.09127).
    """

    DEFAULT_CONFIG_WHEEL = {
        "delta": 0.5,
        "mu_1": 1.2,
        "mu_2": 1,
        "mu_3": 50,
        "std": 0.01,
    }

    feature_dim = 2
    num_actions = 5

    def __init__(self, config=None):
        self.config = copy.copy(self.DEFAULT_CONFIG_WHEEL)
        if config is not None and type(config) == dict:
            self.config.update(config)

        self.delta = self.config["delta"]
        self.mu_1 = self.config["mu_1"]
        self.mu_2 = self.config["mu_2"]
        self.mu_3 = self.config["mu_3"]
        self.std = self.config["std"]

        self.action_space = Discrete(self.num_actions)
        self.observation_space = Box(low=-1, high=1, shape=(self.feature_dim,))

        self.means = [self.mu_1] + 4 * [self.mu_2]
        self._elapsed_steps = 0
        self._current_context = None

    def _sample_context(self):
        while True:
            state = np.random.uniform(-1, 1, self.feature_dim)
            if np.linalg.norm(state) <= 1:
                return state

    def reset(self):
        self._current_context = self._sample_context()
        return self._current_context

    def step(self, action):
        assert (
            self._elapsed_steps is not None
        ), "Cannot call env.step() before calling reset()"

        action = int(action)
        self._elapsed_steps += 1
        rewards = [
            np.random.normal(self.means[j], self.std) for j in range(self.num_actions)
        ]
        context = self._current_context
        r_big = np.random.normal(self.mu_3, self.std)

        if np.linalg.norm(context) >= self.delta:
            if context[0] > 0:
                if context[1] > 0:
                    # First quadrant
                    rewards[1] = r_big
                    opt_action = 1
                else:
                    # Fourth quadrant
                    rewards[4] = r_big
                    opt_action = 4
            else:
                if context[1] > 0:
                    # Second quadrant
                    rewards[2] = r_big
                    opt_action = 2
                else:
                    # Third quadrant
                    rewards[3] = r_big
                    opt_action = 3
        else:
            # Smaller region where action 0 is optimal
            opt_action = 0

        reward = rewards[action]

        regret = rewards[opt_action] - reward

        self._current_context = self._sample_context()
        return (
            self._current_context,
            reward,
            True,
            {"regret": regret, "opt_action": opt_action},
        )

    def render(self, mode="human"):
        raise NotImplementedError