ray/rllib/optimizers/segment_tree.py
Sven f1b56fa5ee PG unify/cleanup tf vs torch and PG functionality test cases (tf + torch). (#6650)
* Unifying the code for PGTrainer/Policy wrt tf vs torch.
Adding loss function test cases for the PGAgent (confirm equivalence of tf and torch).

* Fix LINT line-len errors.

* Fix LINT errors.

* Fix `tf_pg_policy` imports (formerly: `pg_policy`).

* Rename tf_pg_... into pg_tf_... following <alg>_<framework>_... convention, where ...=policy/loss/agent/trainer.
Retire `PGAgent` class (use PGTrainer instead).

* - Move PG test into agents/pg/tests directory.
- All test cases will be located near the classes that are tested and
  then built into the Bazel/Travis test suite.

* Moved post_process_advantages into pg.py (from pg_tf_policy.py), b/c
the function is not a tf-specific one.

* Fix remaining import errors for agents/pg/...

* Fix circular dependency in pg imports.

* Add pg tests to Jenkins test suite.
2020-01-02 16:08:03 -08:00

145 lines
4.9 KiB
Python

from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import operator
class SegmentTree(object):
def __init__(self, capacity, operation, neutral_element):
"""Build a Segment Tree data structure.
https://en.wikipedia.org/wiki/Segment_tree
Can be used as regular array, but with two
important differences:
a) setting item's value is slightly slower.
It is O(lg capacity) instead of O(1).
b) user has access to an efficient `reduce`
operation which reduces `operation` over
a contiguous subsequence of items in the
array.
Paramters
---------
capacity: int
Total size of the array - must be a power of two.
operation: lambda obj, obj -> obj
and operation for combining elements (eg. sum, max)
must for a mathematical group together with the set of
possible values for array elements.
neutral_element: obj
neutral element for the operation above. eg. float('-inf')
for max and 0 for sum.
"""
assert capacity > 0 and capacity & (capacity - 1) == 0, \
"capacity must be positive and a power of 2."
self._capacity = capacity
self._value = [neutral_element for _ in range(2 * capacity)]
self._operation = operation
def _reduce_helper(self, start, end, node, node_start, node_end):
if start == node_start and end == node_end:
return self._value[node]
mid = (node_start + node_end) // 2
if end <= mid:
return self._reduce_helper(start, end, 2 * node, node_start, mid)
else:
if mid + 1 <= start:
return self._reduce_helper(start, end, 2 * node + 1, mid + 1,
node_end)
else:
return self._operation(
self._reduce_helper(start, mid, 2 * node, node_start, mid),
self._reduce_helper(mid + 1, end, 2 * node + 1, mid + 1,
node_end))
def reduce(self, start=0, end=None):
"""Returns result of applying `self.operation`
to a contiguous subsequence of the array.
self.operation(
arr[start], operation(arr[start+1], operation(... arr[end])))
Parameters
----------
start: int
beginning of the subsequence
end: int
end of the subsequences
Returns
-------
reduced: obj
result of reducing self.operation over the specified range of array
elements.
"""
if end is None:
end = self._capacity - 1
if end < 0:
end += self._capacity
return self._reduce_helper(start, end, 1, 0, self._capacity - 1)
def __setitem__(self, idx, val):
# index of the leaf
idx += self._capacity
self._value[idx] = val
idx //= 2
while idx >= 1:
self._value[idx] = self._operation(self._value[2 * idx],
self._value[2 * idx + 1])
idx //= 2
def __getitem__(self, idx):
assert 0 <= idx < self._capacity
return self._value[self._capacity + idx]
class SumSegmentTree(SegmentTree):
def __init__(self, capacity):
super(SumSegmentTree, self).__init__(
capacity=capacity, operation=operator.add, neutral_element=0.0)
def sum(self, start=0, end=None):
"""Returns arr[start] + ... + arr[end]"""
return super(SumSegmentTree, self).reduce(start, end)
def find_prefixsum_idx(self, prefixsum):
"""Find the highest index `i` in the array such that
sum(arr[0] + arr[1] + ... + arr[i - i]) <= prefixsum
if array values are probabilities, this function
allows to sample indexes according to the discrete
probability efficiently.
Parameters
----------
perfixsum: float
upperbound on the sum of array prefix
Returns
-------
idx: int
highest index satisfying the prefixsum constraint
"""
assert 0 <= prefixsum <= self.sum() + 1e-5
idx = 1
while idx < self._capacity: # while non-leaf
if self._value[2 * idx] > prefixsum:
idx = 2 * idx
else:
prefixsum -= self._value[2 * idx]
idx = 2 * idx + 1
return idx - self._capacity
class MinSegmentTree(SegmentTree):
def __init__(self, capacity):
super(MinSegmentTree, self).__init__(
capacity=capacity, operation=min, neutral_element=float("inf"))
def min(self, start=0, end=None):
"""Returns min(arr[start], ..., arr[end])"""
return super(MinSegmentTree, self).reduce(start, end)