ray/rllib/evaluation/postprocessing.py
2020-01-20 23:06:50 -08:00

67 lines
2.3 KiB
Python

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:
"""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 from:
# "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)