Alexis DUBURCQ 8af7196a9a
Robust conversion from/to numpy/pytorch (#63)
* Enable to convert Batch data back to torch.

* Add torch converter to collector.

* Fix

* Move to_numpy/to_torch convert in dedicated utils.py.

* Use to_numpy/to_torch to convert arrays.

* fix lint

* fix

* Add unit test to check Batch from/to numpy.

* Fix Batch over Batch.

Co-authored-by: Alexis Duburcq <alexis.duburcq@wandercraft.eu>
2020-05-29 20:45:21 +08:00

188 lines
7.9 KiB
Python

import torch
import numpy as np
from torch import nn
from typing import Dict, List, Tuple, Union, Optional
from tianshou.policy import PGPolicy
from tianshou.data import Batch, ReplayBuffer, to_numpy, to_torch
class PPOPolicy(PGPolicy):
r"""Implementation of Proximal Policy Optimization. arXiv:1707.06347
:param torch.nn.Module actor: the actor network following the rules in
:class:`~tianshou.policy.BasePolicy`. (s -> logits)
:param torch.nn.Module critic: the critic network. (s -> V(s))
:param torch.optim.Optimizer optim: the optimizer for actor and critic
network.
:param torch.distributions.Distribution dist_fn: for computing the action.
:param float discount_factor: in [0, 1], defaults to 0.99.
:param float max_grad_norm: clipping gradients in back propagation,
defaults to ``None``.
:param float eps_clip: :math:`\epsilon` in :math:`L_{CLIP}` in the original
paper, defaults to 0.2.
:param float vf_coef: weight for value loss, defaults to 0.5.
:param float ent_coef: weight for entropy loss, defaults to 0.01.
:param action_range: the action range (minimum, maximum).
:type action_range: (float, float)
:param float gae_lambda: in [0, 1], param for Generalized Advantage
Estimation, defaults to 0.95.
:param float dual_clip: a parameter c mentioned in arXiv:1912.09729 Equ. 5,
where c > 1 is a constant indicating the lower bound,
defaults to 5.0 (set ``None`` if you do not want to use it).
:param bool value_clip: a parameter mentioned in arXiv:1811.02553 Sec. 4.1,
defaults to ``True``.
:param bool reward_normalization: normalize the returns to Normal(0, 1),
defaults to ``True``.
.. seealso::
Please refer to :class:`~tianshou.policy.BasePolicy` for more detailed
explanation.
"""
def __init__(self,
actor: torch.nn.Module,
critic: torch.nn.Module,
optim: torch.optim.Optimizer,
dist_fn: torch.distributions.Distribution,
discount_factor: float = 0.99,
max_grad_norm: Optional[float] = None,
eps_clip: float = .2,
vf_coef: float = .5,
ent_coef: float = .01,
action_range: Optional[Tuple[float, float]] = None,
gae_lambda: float = 0.95,
dual_clip: Optional[float] = None,
value_clip: bool = True,
reward_normalization: bool = True,
**kwargs) -> None:
super().__init__(None, None, dist_fn, discount_factor, **kwargs)
self._max_grad_norm = max_grad_norm
self._eps_clip = eps_clip
self._w_vf = vf_coef
self._w_ent = ent_coef
self._range = action_range
self.actor = actor
self.critic = critic
self.optim = optim
self._batch = 64
assert 0 <= gae_lambda <= 1, 'GAE lambda should be in [0, 1].'
self._lambda = gae_lambda
assert dual_clip is None or dual_clip > 1, \
'Dual-clip PPO parameter should greater than 1.'
self._dual_clip = dual_clip
self._value_clip = value_clip
self._rew_norm = reward_normalization
def process_fn(self, batch: Batch, buffer: ReplayBuffer,
indice: np.ndarray) -> Batch:
if self._rew_norm:
mean, std = batch.rew.mean(), batch.rew.std()
if not np.isclose(std, 0):
batch.rew = (batch.rew - mean) / std
if self._lambda in [0, 1]:
return self.compute_episodic_return(
batch, None, gamma=self._gamma, gae_lambda=self._lambda)
v_ = []
with torch.no_grad():
for b in batch.split(self._batch, shuffle=False):
v_.append(self.critic(b.obs_next))
v_ = to_numpy(torch.cat(v_, dim=0))
return self.compute_episodic_return(
batch, v_, gamma=self._gamma, gae_lambda=self._lambda)
def forward(self, batch: Batch,
state: Optional[Union[dict, Batch, np.ndarray]] = None,
**kwargs) -> Batch:
"""Compute action over the given batch data.
:return: A :class:`~tianshou.data.Batch` which has 4 keys:
* ``act`` the action.
* ``logits`` the network's raw output.
* ``dist`` the action distribution.
* ``state`` the hidden state.
.. seealso::
Please refer to :meth:`~tianshou.policy.BasePolicy.forward` for
more detailed explanation.
"""
logits, h = self.actor(batch.obs, state=state, info=batch.info)
if isinstance(logits, tuple):
dist = self.dist_fn(*logits)
else:
dist = self.dist_fn(logits)
act = dist.sample()
if self._range:
act = act.clamp(self._range[0], self._range[1])
return Batch(logits=logits, act=act, state=h, dist=dist)
def learn(self, batch: Batch, batch_size: int, repeat: int,
**kwargs) -> Dict[str, List[float]]:
self._batch = batch_size
losses, clip_losses, vf_losses, ent_losses = [], [], [], []
v = []
old_log_prob = []
with torch.no_grad():
for b in batch.split(batch_size, shuffle=False):
v.append(self.critic(b.obs))
old_log_prob.append(self(b).dist.log_prob(
to_torch(b.act, device=v[0].device)))
batch.v = torch.cat(v, dim=0) # old value
dev = batch.v.device
batch.act = to_torch(batch.act, dtype=torch.float, device=dev)
batch.logp_old = torch.cat(old_log_prob, dim=0)
batch.returns = to_torch(
batch.returns, dtype=torch.float, device=dev
).reshape(batch.v.shape)
if self._rew_norm:
mean, std = batch.returns.mean(), batch.returns.std()
if not np.isclose(std.item(), 0):
batch.returns = (batch.returns - mean) / std
batch.adv = batch.returns - batch.v
if self._rew_norm:
mean, std = batch.adv.mean(), batch.adv.std()
if not np.isclose(std.item(), 0):
batch.adv = (batch.adv - mean) / std
for _ in range(repeat):
for b in batch.split(batch_size):
dist = self(b).dist
value = self.critic(b.obs)
ratio = (dist.log_prob(b.act) - b.logp_old).exp().float()
surr1 = ratio * b.adv
surr2 = ratio.clamp(
1. - self._eps_clip, 1. + self._eps_clip) * b.adv
if self._dual_clip:
clip_loss = -torch.max(torch.min(surr1, surr2),
self._dual_clip * b.adv).mean()
else:
clip_loss = -torch.min(surr1, surr2).mean()
clip_losses.append(clip_loss.item())
if self._value_clip:
v_clip = b.v + (value - b.v).clamp(
-self._eps_clip, self._eps_clip)
vf1 = (b.returns - value).pow(2)
vf2 = (b.returns - v_clip).pow(2)
vf_loss = .5 * torch.max(vf1, vf2).mean()
else:
vf_loss = .5 * (b.returns - value).pow(2).mean()
vf_losses.append(vf_loss.item())
e_loss = dist.entropy().mean()
ent_losses.append(e_loss.item())
loss = clip_loss + self._w_vf * vf_loss - self._w_ent * e_loss
losses.append(loss.item())
self.optim.zero_grad()
loss.backward()
nn.utils.clip_grad_norm_(list(
self.actor.parameters()) + list(self.critic.parameters()),
self._max_grad_norm)
self.optim.step()
return {
'loss': losses,
'loss/clip': clip_losses,
'loss/vf': vf_losses,
'loss/ent': ent_losses,
}