ray/rllib/agents/es/optimizers.py
Sven Mika d15609ba2a
[RLlib] PyTorch version of ARS (Augmented Random Search). (#8106)
This PR implements a PyTorch version of RLlib's ARS algorithm using RLlib's functional algo builder API. It also adds a regression test for ARS (torch) on CartPole.
2020-04-21 09:47:52 +02:00

53 lines
1.7 KiB
Python

# Code in this file is copied and adapted from
# https://github.com/openai/evolution-strategies-starter.
import numpy as np
class Optimizer:
def __init__(self, policy):
self.policy = policy
self.dim = policy.num_params
self.t = 0
def update(self, globalg):
self.t += 1
step = self._compute_step(globalg)
theta = self.policy.get_flat_weights()
ratio = np.linalg.norm(step) / np.linalg.norm(theta)
return theta + step, ratio
def _compute_step(self, globalg):
raise NotImplementedError
class SGD(Optimizer):
def __init__(self, policy, stepsize, momentum=0.0):
Optimizer.__init__(self, policy)
self.v = np.zeros(self.dim, dtype=np.float32)
self.stepsize, self.momentum = stepsize, momentum
def _compute_step(self, globalg):
self.v = self.momentum * self.v + (1. - self.momentum) * globalg
step = -self.stepsize * self.v
return step
class Adam(Optimizer):
def __init__(self, policy, stepsize, beta1=0.9, beta2=0.999,
epsilon=1e-08):
Optimizer.__init__(self, policy)
self.stepsize = stepsize
self.beta1 = beta1
self.beta2 = beta2
self.epsilon = epsilon
self.m = np.zeros(self.dim, dtype=np.float32)
self.v = np.zeros(self.dim, dtype=np.float32)
def _compute_step(self, globalg):
a = self.stepsize * (np.sqrt(1 - self.beta2**self.t) /
(1 - self.beta1**self.t))
self.m = self.beta1 * self.m + (1 - self.beta1) * globalg
self.v = self.beta2 * self.v + (1 - self.beta2) * (globalg * globalg)
step = -a * self.m / (np.sqrt(self.v) + self.epsilon)
return step