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https://github.com/vale981/ray
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67 lines
2.3 KiB
Python
67 lines
2.3 KiB
Python
import numpy as np
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import scipy.signal
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from ray.rllib.policy.sample_batch import SampleBatch
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from ray.rllib.utils.annotations import DeveloperAPI
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def discount(x, gamma):
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return scipy.signal.lfilter([1], [1, -gamma], x[::-1], axis=0)[::-1]
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class Postprocessing:
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"""Constant definitions for postprocessing."""
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ADVANTAGES = "advantages"
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VALUE_TARGETS = "value_targets"
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@DeveloperAPI
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def compute_advantages(rollout, last_r, gamma=0.9, lambda_=1.0, use_gae=True):
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"""
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Given a rollout, compute its value targets and the advantage.
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Args:
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rollout (SampleBatch): SampleBatch of a single trajectory
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last_r (float): Value estimation for last observation
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gamma (float): Discount factor.
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lambda_ (float): Parameter for GAE
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use_gae (bool): Using Generalized Advantage Estimation
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Returns:
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SampleBatch (SampleBatch): Object with experience from rollout and
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processed rewards.
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"""
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traj = {}
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trajsize = len(rollout[SampleBatch.ACTIONS])
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for key in rollout:
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traj[key] = np.stack(rollout[key])
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if use_gae:
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assert SampleBatch.VF_PREDS in rollout, "Values not found!"
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vpred_t = np.concatenate(
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[rollout[SampleBatch.VF_PREDS],
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np.array([last_r])])
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delta_t = (
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traj[SampleBatch.REWARDS] + gamma * vpred_t[1:] - vpred_t[:-1])
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# This formula for the advantage comes from:
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# "Generalized Advantage Estimation": https://arxiv.org/abs/1506.02438
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traj[Postprocessing.ADVANTAGES] = discount(delta_t, gamma * lambda_)
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traj[Postprocessing.VALUE_TARGETS] = (
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traj[Postprocessing.ADVANTAGES] +
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traj[SampleBatch.VF_PREDS]).copy().astype(np.float32)
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else:
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rewards_plus_v = np.concatenate(
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[rollout[SampleBatch.REWARDS],
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np.array([last_r])])
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traj[Postprocessing.ADVANTAGES] = discount(rewards_plus_v, gamma)[:-1]
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# TODO(ekl): support using a critic without GAE
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traj[Postprocessing.VALUE_TARGETS] = np.zeros_like(
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traj[Postprocessing.ADVANTAGES])
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traj[Postprocessing.ADVANTAGES] = traj[
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Postprocessing.ADVANTAGES].copy().astype(np.float32)
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assert all(val.shape[0] == trajsize for val in traj.values()), \
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"Rollout stacked incorrectly!"
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return SampleBatch(traj)
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