ppo with batch also works! now ppo improves steadily, dqn not so stable.

examples/ppo_cartpole.py

@@ -6,6 +6,8 @@ import gym
 import numpy as np
 import time
 import argparse
+import logging
+logging.basicConfig(level=logging.INFO)
 
 # our lib imports here! It's ok to append path in examples
 import sys
@@ -14,7 +16,7 @@ from tianshou.core import losses
 import tianshou.data.advantage_estimation as advantage_estimation
 import tianshou.core.policy.stochastic as policy
 
-from tianshou.data.data_buffer.vanilla import VanillaReplayBuffer
+from tianshou.data.data_buffer.batch_set import BatchSet
 from tianshou.data.data_collector import DataCollector
 
 
@@ -62,7 +64,15 @@ if __name__ == '__main__':
     train_op = optimizer.minimize(total_loss, var_list=pi.trainable_variables)
 
     ### 3. define data collection
-    data_collector = Batch(env, pi, [advantage_estimation.full_return], [pi], render=args.render)
+    data_buffer = BatchSet()
+
+    data_collector = DataCollector(
+        env=env,
+        policy=pi,
+        data_buffer=data_buffer,
+        process_functions=[advantage_estimation.full_return],
+        managed_networks=[pi],
+    )
 
     ### 4. start training
     config = tf.ConfigProto()
@@ -80,7 +90,7 @@ if __name__ == '__main__':
 
             # print current return
             print('Epoch {}:'.format(i))
-            data_collector.statistics()
+            data_buffer.statistics()
 
             # update network
             for _ in range(num_batches):

tianshou/data/data_buffer/base.py

@@ -11,4 +11,16 @@ class DataBufferBase(object):
         raise NotImplementedError()
 
     def sample(self, batch_size):
-        raise NotImplementedError()
+        prob_episode = np.array(self.index_lengths) * 1. / self.size
+        num_episodes = len(self.index)
+        sampled_index = [[] for _ in range(num_episodes)]
+
+        for _ in range(batch_size):
+            # sample which episode
+            sampled_episode_i = int(np.random.choice(num_episodes, p=prob_episode))
+
+            # sample which data point within the sampled episode
+            sampled_frame_i = int(np.random.randint(self.index_lengths[sampled_episode_i]))
+            sampled_index[sampled_episode_i].append(sampled_frame_i)
+
+        return sampled_index

tianshou/data/data_buffer/batch_set.py

@@ -1,11 +1,21 @@
+import gc
+import numpy as np
+import logging
+
 from .base import DataBufferBase
 
+STATE = 0
+ACTION = 1
+REWARD = 2
+DONE = 3
 
 class BatchSet(DataBufferBase):
     """
     class for batched dataset as used in on-policy algos
     """
-    def __init__(self):
+    def __init__(self, nstep=None):
+        self.nstep = nstep or 1  # RL has to look ahead at least one timestep
+
         self.data = [[]]
         self.index = [[]]
         self.candidate_index = 0
@@ -17,8 +27,80 @@ class BatchSet(DataBufferBase):
     def add(self, frame):
         self.data[-1].append(frame)
 
+        has_enough_frames = len(self.data[-1]) > self.nstep
+        if frame[DONE]:  # episode terminates, all trailing frames become valid data points
+            trailing_index = list(range(self.candidate_index, len(self.data[-1])))
+            self.index[-1] += trailing_index
+            self.size += len(trailing_index)
+            self.index_lengths[-1] += len(trailing_index)
+
+            # prepare for the next episode
+            self.data.append([])
+            self.index.append([])
+            self.candidate_index = 0
+
+            self.index_lengths.append(0)
+
+        elif has_enough_frames:  # add one valid data point
+            self.index[-1].append(self.candidate_index)
+            self.candidate_index += 1
+            self.size += 1
+            self.index_lengths[-1] += 1
+
     def clear(self):
-        pass
+        del self.data
+        del self.index
+        del self.index_lengths
+
+        gc.collect()
+
+        self.data = [[]]
+        self.index = [[]]
+        self.candidate_index = 0
+        self.size = 0
+        self.index_lengths = [0]
 
     def sample(self, batch_size):
-        pass
+        # TODO: move unified properties and methods to base. but this depends on how to deal with nstep
+
+        prob_episode = np.array(self.index_lengths) * 1. / self.size
+        num_episodes = len(self.index)
+        sampled_index = [[] for _ in range(num_episodes)]
+
+        for _ in range(batch_size):
+            # sample which episode
+            sampled_episode_i = int(np.random.choice(num_episodes, p=prob_episode))
+
+            # sample which data point within the sampled episode
+            sampled_frame_i = int(np.random.randint(self.index_lengths[sampled_episode_i]))
+            sampled_index[sampled_episode_i].append(sampled_frame_i)
+
+        return sampled_index
+
+    def statistics(self, discount_factor=0.99):
+        returns = []
+        undiscounted_returns = []
+
+        if len(self.data) == 1:
+            data = self.data
+            logging.warning('The first episode in BatchSet is still not finished. '
+                            'Logging its return anyway.')
+        else:
+            data = self.data[:-1]
+
+        for episode in data:
+            current_return = 0.
+            current_undiscounted_return = 0.
+            current_discount = 1.
+            for frame in episode:
+                current_return += frame[REWARD] * current_discount
+                current_undiscounted_return += frame[REWARD]
+                current_discount *= discount_factor
+            returns.append(current_return)
+            undiscounted_returns.append(current_undiscounted_return)
+
+        mean_return = np.mean(returns)
+        mean_undiscounted_return = np.mean(undiscounted_returns)
+
+        logging.info('Mean return: {}'.format(mean_return))
+        logging.info('Mean undiscounted return: {}'.format(mean_undiscounted_return))

tianshou/data/data_buffer/vanilla.py

@@ -8,7 +8,7 @@ ACTION = 1
 REWARD = 2
 DONE = 3
 
-# TODO: valid data points could be less than `nstep` timesteps
+# TODO: valid data points could be less than `nstep` timesteps. Check priority replay paper!
 class VanillaReplayBuffer(ReplayBufferBase):
     """
     vanilla replay buffer as used in (Mnih, et al., 2015).

tianshou/data/data_collector.py

@@ -1,10 +1,10 @@
 import numpy as np
 import logging
 import itertools
-import sys
 
 from .data_buffer.replay_buffer_base import ReplayBufferBase
 from .data_buffer.batch_set import BatchSet
+from .utils import internal_key_match
 
 class DataCollector(object):
     """
@@ -32,7 +32,7 @@ class DataCollector(object):
 
         self.current_observation = self.env.reset()
 
-    def collect(self, num_timesteps=1, num_episodes=0, my_feed_dict={}, auto_clear=True):
+    def collect(self, num_timesteps=0, num_episodes=0, my_feed_dict={}, auto_clear=True):
         assert sum([num_timesteps > 0, num_episodes > 0]) == 1,\
             "One and only one collection number specification permitted!"
 
@@ -76,26 +76,34 @@ class DataCollector(object):
         feed_dict = {}
         frame_key_map = {'observation': 0, 'action': 1, 'reward': 2, 'done_flag': 3}
         for key, placeholder in self.required_placeholders.items():
-            if key in frame_key_map.keys():  # access raw_data
-                frame_index = frame_key_map[key]
+            # check raw_data first
+            found, matched_key = internal_key_match(key, frame_key_map.keys())
+            if found:
+                frame_index = frame_key_map[matched_key]
                 flattened = []
                 for index_episode, data_episode in zip(sampled_index, self.data_buffer.data):
                     for i in index_episode:
                         flattened.append(data_episode[i][frame_index])
                 feed_dict[placeholder] = np.array(flattened)
-            elif key in self.data_batch.keys():  # access processed minibatch data
-                flattened = list(itertools.chain.from_iterable(self.data_batch[key]))
-                feed_dict[placeholder] = np.array(flattened)
-            elif key in self.data.keys():  # access processed full data
-                flattened = [0.] * batch_size  # float
-                i_in_batch = 0
-                for index_episode, data_episode in zip(sampled_index, self.data[key]):
-                    for i in index_episode:
-                        flattened[i_in_batch] = data_episode[i]
-                        i_in_batch += 1
-                feed_dict[placeholder] = np.array(flattened)
             else:
-                raise TypeError('Placeholder {} has no value to feed!'.format(str(placeholder.name)))
+                # then check processed minibatch data
+                found, matched_key = internal_key_match(key, self.data_batch.keys())
+                if found:
+                    flattened = list(itertools.chain.from_iterable(self.data_batch[matched_key]))
+                    feed_dict[placeholder] = np.array(flattened)
+                else:
+                    # finally check processed full data
+                    found, matched_key = internal_key_match(key, self.data.keys())
+                    if found:
+                        flattened = [0.] * batch_size  # float
+                        i_in_batch = 0
+                        for index_episode, data_episode in zip(sampled_index, self.data[matched_key]):
+                            for i in index_episode:
+                                flattened[i_in_batch] = data_episode[i]
+                                i_in_batch += 1
+                        feed_dict[placeholder] = np.array(flattened)
+                    else:
+                        raise TypeError('Placeholder {} has no value to feed!'.format(str(placeholder.name)))
 
         auto_standardize = (standardize_advantage is None) and self.require_advantage
         if standardize_advantage or auto_standardize:
@@ -108,6 +116,3 @@ class DataCollector(object):
                 feed_dict[self.required_placeholders['advantage']] = (advantage_value - advantage_mean) / advantage_std
 
         return feed_dict
-
-    def statistics(self):
-        pass