implement REDQ based on original contribution by @Jimenius (#623)

Co-authored-by: Minhui Li
 <limh@lamda.nju.edu.cn>

README.md

@@ -34,6 +34,7 @@
 - [Deep Deterministic Policy Gradient (DDPG)](https://arxiv.org/pdf/1509.02971.pdf)
 - [Twin Delayed DDPG (TD3)](https://arxiv.org/pdf/1802.09477.pdf)
 - [Soft Actor-Critic (SAC)](https://arxiv.org/pdf/1812.05905.pdf)
+- [Randomized Ensembled Double Q-Learning (REDQ)](https://arxiv.org/pdf/2101.05982.pdf)
 - [Discrete Soft Actor-Critic (SAC-Discrete)](https://arxiv.org/pdf/1910.07207.pdf)
 - Vanilla Imitation Learning
 - [Batch-Constrained deep Q-Learning (BCQ)](https://arxiv.org/pdf/1812.02900.pdf)

docs/api/tianshou.policy.rst

@@ -96,6 +96,11 @@ Off-policy
    :undoc-members:
    :show-inheritance:
 
+.. autoclass:: tianshou.policy.REDQPolicy
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
 .. autoclass:: tianshou.policy.DiscreteSACPolicy
    :members:
    :undoc-members:

docs/index.rst

@@ -25,6 +25,7 @@ Welcome to Tianshou!
 * :class:`~tianshou.policy.DDPGPolicy` `Deep Deterministic Policy Gradient <https://arxiv.org/pdf/1509.02971.pdf>`_
 * :class:`~tianshou.policy.TD3Policy` `Twin Delayed DDPG <https://arxiv.org/pdf/1802.09477.pdf>`_
 * :class:`~tianshou.policy.SACPolicy` `Soft Actor-Critic <https://arxiv.org/pdf/1812.05905.pdf>`_
+* :class:`~tianshou.policy.REDQPolicy` `Randomized Ensembled Double Q-Learning <https://arxiv.org/pdf/2101.05982.pdf>`_
 * :class:`~tianshou.policy.DiscreteSACPolicy` `Discrete Soft Actor-Critic <https://arxiv.org/pdf/1910.07207.pdf>`_
 * :class:`~tianshou.policy.ImitationPolicy` Imitation Learning
 * :class:`~tianshou.policy.BCQPolicy` `Batch-Constrained deep Q-Learning <https://arxiv.org/pdf/1812.02900.pdf>`_

docs/spelling_wordlist.txt

@@ -157,3 +157,4 @@ Nvidia
 Enduro
 Qbert
 Seaquest
+subnets

examples/mujoco/mujoco_redq.py

@@ -0,0 +1,192 @@
+#!/usr/bin/env python3
+
+import argparse
+import datetime
+import os
+import pprint
+
+import gym
+import numpy as np
+import torch
+from torch.utils.tensorboard import SummaryWriter
+
+from tianshou.data import Collector, ReplayBuffer, VectorReplayBuffer
+from tianshou.env import SubprocVectorEnv
+from tianshou.policy import REDQPolicy
+from tianshou.trainer import offpolicy_trainer
+from tianshou.utils import TensorboardLogger
+from tianshou.utils.net.common import EnsembleLinear, Net
+from tianshou.utils.net.continuous import ActorProb, Critic
+
+
+def get_args():
+    parser = argparse.ArgumentParser()
+    parser.add_argument('--task', type=str, default='Ant-v3')
+    parser.add_argument('--seed', type=int, default=0)
+    parser.add_argument('--buffer-size', type=int, default=1000000)
+    parser.add_argument('--hidden-sizes', type=int, nargs='*', default=[256, 256])
+    parser.add_argument('--ensemble-size', type=int, default=10)
+    parser.add_argument('--subset-size', type=int, default=2)
+    parser.add_argument('--actor-lr', type=float, default=1e-3)
+    parser.add_argument('--critic-lr', type=float, default=1e-3)
+    parser.add_argument('--gamma', type=float, default=0.99)
+    parser.add_argument('--tau', type=float, default=0.005)
+    parser.add_argument('--alpha', type=float, default=0.2)
+    parser.add_argument('--auto-alpha', default=False, action='store_true')
+    parser.add_argument('--alpha-lr', type=float, default=3e-4)
+    parser.add_argument("--start-timesteps", type=int, default=10000)
+    parser.add_argument('--epoch', type=int, default=200)
+    parser.add_argument('--step-per-epoch', type=int, default=5000)
+    parser.add_argument('--step-per-collect', type=int, default=1)
+    parser.add_argument('--update-per-step', type=int, default=20)
+    parser.add_argument('--n-step', type=int, default=1)
+    parser.add_argument('--batch-size', type=int, default=256)
+    parser.add_argument(
+        '--target-mode', type=str, choices=('min', 'mean'), default='min'
+    )
+    parser.add_argument('--training-num', type=int, default=1)
+    parser.add_argument('--test-num', type=int, default=10)
+    parser.add_argument('--logdir', type=str, default='log')
+    parser.add_argument('--render', type=float, default=0.)
+    parser.add_argument(
+        '--device', type=str, default='cuda' if torch.cuda.is_available() else 'cpu'
+    )
+    parser.add_argument('--resume-path', type=str, default=None)
+    parser.add_argument(
+        '--watch',
+        default=False,
+        action='store_true',
+        help='watch the play of pre-trained policy only'
+    )
+    return parser.parse_args()
+
+
+def test_redq(args=get_args()):
+    env = gym.make(args.task)
+    args.state_shape = env.observation_space.shape or env.observation_space.n
+    args.action_shape = env.action_space.shape or env.action_space.n
+    args.max_action = env.action_space.high[0]
+    print("Observations shape:", args.state_shape)
+    print("Actions shape:", args.action_shape)
+    print("Action range:", np.min(env.action_space.low), np.max(env.action_space.high))
+    # train_envs = gym.make(args.task)
+    if args.training_num > 1:
+        train_envs = SubprocVectorEnv(
+            [lambda: gym.make(args.task) for _ in range(args.training_num)]
+        )
+    else:
+        train_envs = gym.make(args.task)
+    # test_envs = gym.make(args.task)
+    test_envs = SubprocVectorEnv(
+        [lambda: gym.make(args.task) for _ in range(args.test_num)]
+    )
+    # seed
+    np.random.seed(args.seed)
+    torch.manual_seed(args.seed)
+    train_envs.seed(args.seed)
+    test_envs.seed(args.seed)
+    # model
+    net_a = Net(args.state_shape, hidden_sizes=args.hidden_sizes, device=args.device)
+    actor = ActorProb(
+        net_a,
+        args.action_shape,
+        max_action=args.max_action,
+        device=args.device,
+        unbounded=True,
+        conditioned_sigma=True
+    ).to(args.device)
+    actor_optim = torch.optim.Adam(actor.parameters(), lr=args.actor_lr)
+
+    def linear(x, y):
+        return EnsembleLinear(args.ensemble_size, x, y)
+
+    net_c = Net(
+        args.state_shape,
+        args.action_shape,
+        hidden_sizes=args.hidden_sizes,
+        concat=True,
+        device=args.device,
+        linear_layer=linear,
+    )
+    critics = Critic(
+        net_c,
+        device=args.device,
+        linear_layer=linear,
+        flatten_input=False,
+    ).to(args.device)
+    critics_optim = torch.optim.Adam(critics.parameters(), lr=args.critic_lr)
+
+    if args.auto_alpha:
+        target_entropy = -np.prod(env.action_space.shape)
+        log_alpha = torch.zeros(1, requires_grad=True, device=args.device)
+        alpha_optim = torch.optim.Adam([log_alpha], lr=args.alpha_lr)
+        args.alpha = (target_entropy, log_alpha, alpha_optim)
+
+    policy = REDQPolicy(
+        actor,
+        actor_optim,
+        critics,
+        critics_optim,
+        args.ensemble_size,
+        args.subset_size,
+        tau=args.tau,
+        gamma=args.gamma,
+        alpha=args.alpha,
+        estimation_step=args.n_step,
+        actor_delay=args.update_per_step,
+        target_mode=args.target_mode,
+        action_space=env.action_space,
+    )
+
+    # load a previous policy
+    if args.resume_path:
+        policy.load_state_dict(torch.load(args.resume_path, map_location=args.device))
+        print("Loaded agent from: ", args.resume_path)
+
+    # collector
+    if args.training_num > 1:
+        buffer = VectorReplayBuffer(args.buffer_size, len(train_envs))
+    else:
+        buffer = ReplayBuffer(args.buffer_size)
+    train_collector = Collector(policy, train_envs, buffer, exploration_noise=True)
+    test_collector = Collector(policy, test_envs)
+    train_collector.collect(n_step=args.start_timesteps, random=True)
+    # log
+    t0 = datetime.datetime.now().strftime("%m%d_%H%M%S")
+    log_file = f'seed_{args.seed}_{t0}-{args.task.replace("-", "_")}_redq'
+    log_path = os.path.join(args.logdir, args.task, 'redq', log_file)
+    writer = SummaryWriter(log_path)
+    writer.add_text("args", str(args))
+    logger = TensorboardLogger(writer)
+
+    def save_best_fn(policy):
+        torch.save(policy.state_dict(), os.path.join(log_path, 'policy.pth'))
+
+    if not args.watch:
+        # trainer
+        result = offpolicy_trainer(
+            policy,
+            train_collector,
+            test_collector,
+            args.epoch,
+            args.step_per_epoch,
+            args.step_per_collect,
+            args.test_num,
+            args.batch_size,
+            save_best_fn=save_best_fn,
+            logger=logger,
+            update_per_step=args.update_per_step,
+            test_in_train=False
+        )
+        pprint.pprint(result)
+
+    # Let's watch its performance!
+    policy.eval()
+    test_envs.seed(args.seed)
+    test_collector.reset()
+    result = test_collector.collect(n_episode=args.test_num, render=args.render)
+    print(f'Final reward: {result["rews"].mean()}, length: {result["lens"].mean()}')
+
+
+if __name__ == '__main__':
+    test_redq()

test/continuous/test_redq.py

@@ -0,0 +1,178 @@
+import argparse
+import os
+import pprint
+
+import gym
+import numpy as np
+import torch
+from torch.utils.tensorboard import SummaryWriter
+
+from tianshou.data import Collector, VectorReplayBuffer
+from tianshou.env import DummyVectorEnv
+from tianshou.policy import REDQPolicy
+from tianshou.trainer import offpolicy_trainer
+from tianshou.utils import TensorboardLogger
+from tianshou.utils.net.common import EnsembleLinear, Net
+from tianshou.utils.net.continuous import ActorProb, Critic
+
+
+def get_args():
+    parser = argparse.ArgumentParser()
+    parser.add_argument('--task', type=str, default='Pendulum-v1')
+    parser.add_argument('--reward-threshold', type=float, default=None)
+    parser.add_argument('--seed', type=int, default=0)
+    parser.add_argument('--buffer-size', type=int, default=20000)
+    parser.add_argument('--ensemble-size', type=int, default=4)
+    parser.add_argument('--subset-size', type=int, default=2)
+    parser.add_argument('--actor-lr', type=float, default=1e-4)
+    parser.add_argument('--critic-lr', type=float, default=1e-3)
+    parser.add_argument('--gamma', type=float, default=0.99)
+    parser.add_argument('--tau', type=float, default=0.005)
+    parser.add_argument('--alpha', type=float, default=0.2)
+    parser.add_argument('--auto-alpha', action='store_true', default=False)
+    parser.add_argument('--alpha-lr', type=float, default=3e-4)
+    parser.add_argument("--start-timesteps", type=int, default=1000)
+    parser.add_argument('--epoch', type=int, default=5)
+    parser.add_argument('--step-per-epoch', type=int, default=5000)
+    parser.add_argument('--step-per-collect', type=int, default=1)
+    parser.add_argument('--update-per-step', type=int, default=3)
+    parser.add_argument('--n-step', type=int, default=1)
+    parser.add_argument('--batch-size', type=int, default=64)
+    parser.add_argument(
+        '--target-mode', type=str, choices=('min', 'mean'), default='min'
+    )
+    parser.add_argument('--hidden-sizes', type=int, nargs='*', default=[64, 64])
+    parser.add_argument('--training-num', type=int, default=8)
+    parser.add_argument('--test-num', type=int, default=100)
+    parser.add_argument('--logdir', type=str, default='log')
+    parser.add_argument('--render', type=float, default=0.)
+    parser.add_argument(
+        '--device', type=str, default='cuda' if torch.cuda.is_available() else 'cpu'
+    )
+    args = parser.parse_known_args()[0]
+    return args
+
+
+def test_redq(args=get_args()):
+    env = gym.make(args.task)
+    args.state_shape = env.observation_space.shape or env.observation_space.n
+    args.action_shape = env.action_space.shape or env.action_space.n
+    args.max_action = env.action_space.high[0]
+    if args.reward_threshold is None:
+        default_reward_threshold = {"Pendulum-v0": -250, "Pendulum-v1": -250}
+        args.reward_threshold = default_reward_threshold.get(
+            args.task, env.spec.reward_threshold
+        )
+    # you can also use tianshou.env.SubprocVectorEnv
+    # train_envs = gym.make(args.task)
+    train_envs = DummyVectorEnv(
+        [lambda: gym.make(args.task) for _ in range(args.training_num)]
+    )
+    # test_envs = gym.make(args.task)
+    test_envs = DummyVectorEnv(
+        [lambda: gym.make(args.task) for _ in range(args.test_num)]
+    )
+    # seed
+    np.random.seed(args.seed)
+    torch.manual_seed(args.seed)
+    train_envs.seed(args.seed)
+    test_envs.seed(args.seed)
+    # model
+    net = Net(args.state_shape, hidden_sizes=args.hidden_sizes, device=args.device)
+    actor = ActorProb(
+        net,
+        args.action_shape,
+        max_action=args.max_action,
+        device=args.device,
+        unbounded=True,
+        conditioned_sigma=True
+    ).to(args.device)
+    actor_optim = torch.optim.Adam(actor.parameters(), lr=args.actor_lr)
+
+    def linear(x, y):
+        return EnsembleLinear(args.ensemble_size, x, y)
+
+    net_c = Net(
+        args.state_shape,
+        args.action_shape,
+        hidden_sizes=args.hidden_sizes,
+        concat=True,
+        device=args.device,
+        linear_layer=linear,
+    )
+    critic = Critic(
+        net_c, device=args.device, linear_layer=linear, flatten_input=False
+    ).to(args.device)
+    critic_optim = torch.optim.Adam(critic.parameters(), lr=args.critic_lr)
+
+    if args.auto_alpha:
+        target_entropy = -np.prod(env.action_space.shape)
+        log_alpha = torch.zeros(1, requires_grad=True, device=args.device)
+        alpha_optim = torch.optim.Adam([log_alpha], lr=args.alpha_lr)
+        args.alpha = (target_entropy, log_alpha, alpha_optim)
+
+    policy = REDQPolicy(
+        actor,
+        actor_optim,
+        critic,
+        critic_optim,
+        args.ensemble_size,
+        args.subset_size,
+        tau=args.tau,
+        gamma=args.gamma,
+        alpha=args.alpha,
+        estimation_step=args.n_step,
+        actor_delay=args.update_per_step,
+        target_mode=args.target_mode,
+        action_space=env.action_space,
+    )
+    # collector
+    train_collector = Collector(
+        policy,
+        train_envs,
+        VectorReplayBuffer(args.buffer_size, len(train_envs)),
+        exploration_noise=True
+    )
+    test_collector = Collector(policy, test_envs)
+    train_collector.collect(n_step=args.start_timesteps, random=True)
+    # log
+    log_path = os.path.join(args.logdir, args.task, 'redq')
+    writer = SummaryWriter(log_path)
+    logger = TensorboardLogger(writer)
+
+    def save_best_fn(policy):
+        torch.save(policy.state_dict(), os.path.join(log_path, 'policy.pth'))
+
+    def stop_fn(mean_rewards):
+        return mean_rewards >= args.reward_threshold
+
+    # trainer
+    result = offpolicy_trainer(
+        policy,
+        train_collector,
+        test_collector,
+        args.epoch,
+        args.step_per_epoch,
+        args.step_per_collect,
+        args.test_num,
+        args.batch_size,
+        update_per_step=args.update_per_step,
+        stop_fn=stop_fn,
+        save_best_fn=save_best_fn,
+        logger=logger
+    )
+    assert stop_fn(result['best_reward'])
+
+    if __name__ == '__main__':
+        pprint.pprint(result)
+        # Let's watch its performance!
+        env = gym.make(args.task)
+        policy.eval()
+        collector = Collector(policy, env)
+        result = collector.collect(n_episode=1, render=args.render)
+        rews, lens = result["rews"], result["lens"]
+        print(f"Final reward: {rews.mean()}, length: {lens.mean()}")
+
+
+if __name__ == '__main__':
+    test_redq()

tianshou/env/pettingzoo_env.py

@@ -55,8 +55,8 @@ class PettingZooEnv(AECEnv, ABC):
 
         self.reset()
 
-    def reset(self) -> dict:
+    def reset(self, *args: Any, **kwargs: Any) -> dict:
-        self.env.reset()
+        self.env.reset(*args, **kwargs)
         observation = self.env.observe(self.env.agent_selection)
         if isinstance(observation, dict) and 'action_mask' in observation:
             return {
@@ -103,7 +103,10 @@ class PettingZooEnv(AECEnv, ABC):
         self.env.close()
 
     def seed(self, seed: Any = None) -> None:
-        self.env.seed(seed)
+        try:
+            self.env.seed(seed)
+        except NotImplementedError:
+            self.env.reset(seed=seed)
 
     def render(self, mode: str = "human") -> Any:
         return self.env.render(mode)

tianshou/policy/__init__.py

@@ -17,6 +17,7 @@ from tianshou.policy.modelfree.ppo import PPOPolicy
 from tianshou.policy.modelfree.trpo import TRPOPolicy
 from tianshou.policy.modelfree.td3 import TD3Policy
 from tianshou.policy.modelfree.sac import SACPolicy
+from tianshou.policy.modelfree.redq import REDQPolicy
 from tianshou.policy.modelfree.discrete_sac import DiscreteSACPolicy
 from tianshou.policy.imitation.base import ImitationPolicy
 from tianshou.policy.imitation.bcq import BCQPolicy
@@ -46,6 +47,7 @@ __all__ = [
     "TRPOPolicy",
     "TD3Policy",
     "SACPolicy",
+    "REDQPolicy",
     "DiscreteSACPolicy",
     "ImitationPolicy",
     "BCQPolicy",

tianshou/policy/modelfree/redq.py

@@ -0,0 +1,200 @@
+from copy import deepcopy
+from typing import Any, Dict, Optional, Tuple, Union
+
+import numpy as np
+import torch
+from torch.distributions import Independent, Normal
+
+from tianshou.data import Batch, ReplayBuffer
+from tianshou.exploration import BaseNoise
+from tianshou.policy import DDPGPolicy
+
+
+class REDQPolicy(DDPGPolicy):
+    """Implementation of REDQ. arXiv:2101.05982.
+
+    :param torch.nn.Module actor: the actor network following the rules in
+        :class:`~tianshou.policy.BasePolicy`. (s -> logits)
+    :param torch.optim.Optimizer actor_optim: the optimizer for actor network.
+    :param torch.nn.Module critics: critic ensemble networks.
+    :param torch.optim.Optimizer critics_optim: the optimizer for the critic networks.
+    :param int ensemble_size: Number of sub-networks in the critic ensemble.
+        Default to 10.
+    :param int subset_size: Number of networks in the subset. Default to 2.
+    :param float tau: param for soft update of the target network. Default to 0.005.
+    :param float gamma: discount factor, in [0, 1]. Default to 0.99.
+    :param (float, torch.Tensor, torch.optim.Optimizer) or float alpha: entropy
+        regularization coefficient. Default to 0.2.
+        If a tuple (target_entropy, log_alpha, alpha_optim) is provided, then
+        alpha is automatically tuned.
+    :param bool reward_normalization: normalize the reward to Normal(0, 1).
+        Default to False.
+    :param int actor_delay: Number of critic updates before an actor update.
+        Default to 20.
+    :param BaseNoise exploration_noise: add a noise to action for exploration.
+        Default to None. This is useful when solving hard-exploration problem.
+    :param bool deterministic_eval: whether to use deterministic action (mean
+        of Gaussian policy) instead of stochastic action sampled by the policy.
+        Default to True.
+    :param str target_mode: methods to integrate critic values in the subset,
+        currently support minimum and average. Default to min.
+    :param bool action_scaling: whether to map actions from range [-1, 1] to range
+        [action_spaces.low, action_spaces.high]. Default to True.
+    :param str action_bound_method: method to bound action to range [-1, 1], can be
+        either "clip" (for simply clipping the action) or empty string for no bounding.
+        Default to "clip".
+    :param Optional[gym.Space] action_space: env's action space, mandatory if you want
+        to use option "action_scaling" or "action_bound_method". Default to None.
+
+    .. seealso::
+
+        Please refer to :class:`~tianshou.policy.BasePolicy` for more detailed
+        explanation.
+    """
+
+    def __init__(
+        self,
+        actor: torch.nn.Module,
+        actor_optim: torch.optim.Optimizer,
+        critics: torch.nn.Module,
+        critics_optim: torch.optim.Optimizer,
+        ensemble_size: int = 10,
+        subset_size: int = 2,
+        tau: float = 0.005,
+        gamma: float = 0.99,
+        alpha: Union[float, Tuple[float, torch.Tensor, torch.optim.Optimizer]] = 0.2,
+        reward_normalization: bool = False,
+        estimation_step: int = 1,
+        actor_delay: int = 20,
+        exploration_noise: Optional[BaseNoise] = None,
+        deterministic_eval: bool = True,
+        target_mode: str = "min",
+        **kwargs: Any,
+    ) -> None:
+        super().__init__(
+            None, None, None, None, tau, gamma, exploration_noise,
+            reward_normalization, estimation_step, **kwargs
+        )
+        self.actor, self.actor_optim = actor, actor_optim
+        self.critics, self.critics_old = critics, deepcopy(critics)
+        self.critics_old.eval()
+        self.critics_optim = critics_optim
+        assert 0 < subset_size <= ensemble_size, \
+            "Invalid choice of ensemble size or subset size."
+        self.ensemble_size = ensemble_size
+        self.subset_size = subset_size
+
+        self._is_auto_alpha = False
+        self._alpha: Union[float, torch.Tensor]
+        if isinstance(alpha, tuple):
+            self._is_auto_alpha = True
+            self._target_entropy, self._log_alpha, self._alpha_optim = alpha
+            assert alpha[1].shape == torch.Size([1]) and alpha[1].requires_grad
+            self._alpha = self._log_alpha.detach().exp()
+        else:
+            self._alpha = alpha
+
+        if target_mode in ("min", "mean"):
+            self.target_mode = target_mode
+        else:
+            raise ValueError("Unsupported mode of Q target computing.")
+
+        self.critic_gradient_step = 0
+        self.actor_delay = actor_delay
+        self._deterministic_eval = deterministic_eval
+        self.__eps = np.finfo(np.float32).eps.item()
+
+    def train(self, mode: bool = True) -> "REDQPolicy":
+        self.training = mode
+        self.actor.train(mode)
+        self.critics.train(mode)
+        return self
+
+    def sync_weight(self) -> None:
+        for o, n in zip(self.critics_old.parameters(), self.critics.parameters()):
+            o.data.copy_(o.data * (1.0 - self.tau) + n.data * self.tau)
+
+    def forward(  # type: ignore
+        self,
+        batch: Batch,
+        state: Optional[Union[dict, Batch, np.ndarray]] = None,
+        input: str = "obs",
+        **kwargs: Any,
+    ) -> Batch:
+        obs = batch[input]
+        logits, h = self.actor(obs, state=state, info=batch.info)
+        assert isinstance(logits, tuple)
+        dist = Independent(Normal(*logits), 1)
+        if self._deterministic_eval and not self.training:
+            act = logits[0]
+        else:
+            act = dist.rsample()
+        log_prob = dist.log_prob(act).unsqueeze(-1)
+        # apply correction for Tanh squashing when computing logprob from Gaussian
+        # You can check out the original SAC paper (arXiv 1801.01290): Eq 21.
+        # in appendix C to get some understanding of this equation.
+        squashed_action = torch.tanh(act)
+        log_prob = log_prob - torch.log((1 - squashed_action.pow(2)) +
+                                        self.__eps).sum(-1, keepdim=True)
+        return Batch(
+            logits=logits, act=squashed_action, state=h, dist=dist, log_prob=log_prob
+        )
+
+    def _target_q(self, buffer: ReplayBuffer, indices: np.ndarray) -> torch.Tensor:
+        batch = buffer[indices]  # batch.obs: s_{t+n}
+        obs_next_result = self(batch, input="obs_next")
+        a_ = obs_next_result.act
+        sample_ensemble_idx = np.random.choice(
+            self.ensemble_size, self.subset_size, replace=False
+        )
+        qs = self.critics_old(batch.obs_next, a_)[sample_ensemble_idx, ...]
+        if self.target_mode == "min":
+            target_q, _ = torch.min(qs, dim=0)
+        elif self.target_mode == "mean":
+            target_q = torch.mean(qs, dim=0)
+        target_q -= self._alpha * obs_next_result.log_prob
+
+        return target_q
+
+    def learn(self, batch: Batch, **kwargs: Any) -> Dict[str, float]:
+        # critic ensemble
+        weight = getattr(batch, "weight", 1.0)
+        current_qs = self.critics(batch.obs, batch.act).flatten(1)
+        target_q = batch.returns.flatten()
+        td = current_qs - target_q
+        critic_loss = (td.pow(2) * weight).mean()
+        self.critics_optim.zero_grad()
+        critic_loss.backward()
+        self.critics_optim.step()
+        batch.weight = torch.mean(td, dim=0)  # prio-buffer
+        self.critic_gradient_step += 1
+
+        # actor
+        if self.critic_gradient_step % self.actor_delay == 0:
+            obs_result = self(batch)
+            a = obs_result.act
+            current_qa = self.critics(batch.obs, a).mean(dim=0).flatten()
+            actor_loss = (self._alpha * obs_result.log_prob.flatten() -
+                          current_qa).mean()
+            self.actor_optim.zero_grad()
+            actor_loss.backward()
+            self.actor_optim.step()
+
+            if self._is_auto_alpha:
+                log_prob = obs_result.log_prob.detach() + self._target_entropy
+                alpha_loss = -(self._log_alpha * log_prob).mean()
+                self._alpha_optim.zero_grad()
+                alpha_loss.backward()
+                self._alpha_optim.step()
+                self._alpha = self._log_alpha.detach().exp()
+
+        self.sync_weight()
+
+        result = {"loss/critics": critic_loss.item()}
+        if self.critic_gradient_step % self.actor_delay == 0:
+            result["loss/actor"] = actor_loss.item(),
+            if self._is_auto_alpha:
+                result["loss/alpha"] = alpha_loss.item()
+                result["alpha"] = self._alpha.item()  # type: ignore
+
+        return result

tianshou/utils/net/common.py

@@ -1,4 +1,14 @@
-from typing import Any, Dict, List, Optional, Sequence, Tuple, Type, Union
+from typing import (
+    Any,
+    Dict,
+    List,
+    Optional,
+    Sequence,
+    Tuple,
+    Type,
+    Union,
+    no_type_check,
+)
 
 import numpy as np
 import torch
@@ -46,6 +56,7 @@ class MLP(nn.Module):
         nn.ReLU.
     :param device: which device to create this model on. Default to None.
     :param linear_layer: use this module as linear layer. Default to nn.Linear.
+    :param bool flatten_input: whether to flatten input data. Default to True.
     """
 
     def __init__(
@@ -57,6 +68,7 @@ class MLP(nn.Module):
         activation: Optional[Union[ModuleType, Sequence[ModuleType]]] = nn.ReLU,
         device: Optional[Union[str, int, torch.device]] = None,
         linear_layer: Type[nn.Linear] = nn.Linear,
+        flatten_input: bool = True,
     ) -> None:
         super().__init__()
         self.device = device
@@ -86,15 +98,15 @@ class MLP(nn.Module):
             model += [linear_layer(hidden_sizes[-1], output_dim)]
         self.output_dim = output_dim or hidden_sizes[-1]
         self.model = nn.Sequential(*model)
+        self.flatten_input = flatten_input
 
+    @no_type_check
     def forward(self, obs: Union[np.ndarray, torch.Tensor]) -> torch.Tensor:
         if self.device is not None:
-            obs = torch.as_tensor(
+            obs = torch.as_tensor(obs, device=self.device, dtype=torch.float32)
-                obs,
+        if self.flatten_input:
-                device=self.device,  # type: ignore
+            obs = obs.flatten(1)
-                dtype=torch.float32,
+        return self.model(obs)
-            )
-        return self.model(obs.flatten(1))  # type: ignore
 
 
 class Net(nn.Module):
@@ -129,6 +141,7 @@ class Net(nn.Module):
         pass a tuple of two dict (first for Q and second for V) stating
         self-defined arguments as stated in
         class:`~tianshou.utils.net.common.MLP`. Default to None.
+    :param linear_layer: use this module as linear layer. Default to nn.Linear.
 
     .. seealso::
 
@@ -152,6 +165,7 @@ class Net(nn.Module):
         concat: bool = False,
         num_atoms: int = 1,
         dueling_param: Optional[Tuple[Dict[str, Any], Dict[str, Any]]] = None,
+        linear_layer: Type[nn.Linear] = nn.Linear,
     ) -> None:
         super().__init__()
         self.device = device
@@ -164,7 +178,8 @@ class Net(nn.Module):
         self.use_dueling = dueling_param is not None
         output_dim = action_dim if not self.use_dueling and not concat else 0
         self.model = MLP(
-            input_dim, output_dim, hidden_sizes, norm_layer, activation, device
+            input_dim, output_dim, hidden_sizes, norm_layer, activation, device,
+            linear_layer
         )
         self.output_dim = self.model.output_dim
         if self.use_dueling:  # dueling DQN
@@ -311,3 +326,40 @@ class DataParallelNet(nn.Module):
         if not isinstance(obs, torch.Tensor):
             obs = torch.as_tensor(obs, dtype=torch.float32)
         return self.net(obs=obs.cuda(), *args, **kwargs)
+
+
+class EnsembleLinear(nn.Module):
+    """Linear Layer of Ensemble network.
+
+    :param int ensemble_size: Number of subnets in the ensemble.
+    :param int inp_feature: dimension of the input vector.
+    :param int out_feature: dimension of the output vector.
+    :param bool bias: whether to include an additive bias, default to be True.
+    """
+
+    def __init__(
+        self,
+        ensemble_size: int,
+        in_feature: int,
+        out_feature: int,
+        bias: bool = True,
+    ) -> None:
+        super().__init__()
+
+        # To be consistent with PyTorch default initializer
+        k = np.sqrt(1. / in_feature)
+        weight_data = torch.rand((ensemble_size, in_feature, out_feature)) * 2 * k - k
+        self.weight = nn.Parameter(weight_data, requires_grad=True)
+
+        self.bias: Union[nn.Parameter, None]
+        if bias:
+            bias_data = torch.rand((ensemble_size, 1, out_feature)) * 2 * k - k
+            self.bias = nn.Parameter(bias_data, requires_grad=True)
+        else:
+            self.bias = None
+
+    def forward(self, x: torch.Tensor) -> torch.Tensor:
+        x = torch.matmul(x, self.weight)
+        if self.bias is not None:
+            x = x + self.bias
+        return x

tianshou/utils/net/continuous.py

@@ -1,4 +1,4 @@
-from typing import Any, Dict, Optional, Sequence, Tuple, Union
+from typing import Any, Dict, Optional, Sequence, Tuple, Type, Union
 
 import numpy as np
 import torch
@@ -79,6 +79,9 @@ class Critic(nn.Module):
         only a single linear layer).
     :param int preprocess_net_output_dim: the output dimension of
         preprocess_net.
+    :param linear_layer: use this module as linear layer. Default to nn.Linear.
+    :param bool flatten_input: whether to flatten input data for the last layer.
+        Default to True.
 
     For advanced usage (how to customize the network), please refer to
     :ref:`build_the_network`.
@@ -95,6 +98,8 @@ class Critic(nn.Module):
         hidden_sizes: Sequence[int] = (),
         device: Union[str, int, torch.device] = "cpu",
         preprocess_net_output_dim: Optional[int] = None,
+        linear_layer: Type[nn.Linear] = nn.Linear,
+        flatten_input: bool = True,
     ) -> None:
         super().__init__()
         self.device = device
@@ -105,7 +110,9 @@ class Critic(nn.Module):
             input_dim,  # type: ignore
             1,
             hidden_sizes,
-            device=self.device
+            device=self.device,
+            linear_layer=linear_layer,
+            flatten_input=flatten_input,
         )
 
     def forward(