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

178 lines
6.7 KiB
Python

import torch
import numpy as np
from copy import deepcopy
import torch.nn.functional as F
from typing import Dict, Union, Optional
from tianshou.policy import BasePolicy
from tianshou.data import Batch, ReplayBuffer, PrioritizedReplayBuffer, \
to_torch, to_numpy
class DQNPolicy(BasePolicy):
"""Implementation of Deep Q Network. arXiv:1312.5602
Implementation of Double Q-Learning. arXiv:1509.06461
:param torch.nn.Module model: a model following the rules in
:class:`~tianshou.policy.BasePolicy`. (s -> logits)
:param torch.optim.Optimizer optim: a torch.optim for optimizing the model.
:param float discount_factor: in [0, 1].
:param int estimation_step: greater than 1, the number of steps to look
ahead.
:param int target_update_freq: the target network update frequency (``0``
if you do not use the target network).
.. seealso::
Please refer to :class:`~tianshou.policy.BasePolicy` for more detailed
explanation.
"""
def __init__(self,
model: torch.nn.Module,
optim: torch.optim.Optimizer,
discount_factor: float = 0.99,
estimation_step: int = 1,
target_update_freq: Optional[int] = 0,
**kwargs) -> None:
super().__init__(**kwargs)
self.model = model
self.optim = optim
self.eps = 0
assert 0 <= discount_factor <= 1, 'discount_factor should in [0, 1]'
self._gamma = discount_factor
assert estimation_step > 0, 'estimation_step should greater than 0'
self._n_step = estimation_step
self._target = target_update_freq > 0
self._freq = target_update_freq
self._cnt = 0
if self._target:
self.model_old = deepcopy(self.model)
self.model_old.eval()
def set_eps(self, eps: float) -> None:
"""Set the eps for epsilon-greedy exploration."""
self.eps = eps
def train(self) -> None:
"""Set the module in training mode, except for the target network."""
self.training = True
self.model.train()
def eval(self) -> None:
"""Set the module in evaluation mode, except for the target network."""
self.training = False
self.model.eval()
def sync_weight(self) -> None:
"""Synchronize the weight for the target network."""
self.model_old.load_state_dict(self.model.state_dict())
def process_fn(self, batch: Batch, buffer: ReplayBuffer,
indice: np.ndarray) -> Batch:
r"""Compute the n-step return for Q-learning targets:
.. math::
G_t = \sum_{i = t}^{t + n - 1} \gamma^{i - t}(1 - d_i)r_i +
\gamma^n (1 - d_{t + n}) \max_a Q_{old}(s_{t + n}, \arg\max_a
(Q_{new}(s_{t + n}, a)))
, where :math:`\gamma` is the discount factor,
:math:`\gamma \in [0, 1]`, :math:`d_t` is the done flag of step
:math:`t`. If there is no target network, the :math:`Q_{old}` is equal
to :math:`Q_{new}`.
"""
returns = np.zeros_like(indice)
gammas = np.zeros_like(indice) + self._n_step
for n in range(self._n_step - 1, -1, -1):
now = (indice + n) % len(buffer)
gammas[buffer.done[now] > 0] = n
returns[buffer.done[now] > 0] = 0
returns = buffer.rew[now] + self._gamma * returns
terminal = (indice + self._n_step - 1) % len(buffer)
terminal_data = buffer[terminal]
if self._target:
# target_Q = Q_old(s_, argmax(Q_new(s_, *)))
a = self(terminal_data, input='obs_next', eps=0).act
target_q = self(
terminal_data, model='model_old', input='obs_next').logits
if isinstance(target_q, torch.Tensor):
target_q = to_numpy(target_q)
target_q = target_q[np.arange(len(a)), a]
else:
target_q = self(terminal_data, input='obs_next').logits
if isinstance(target_q, torch.Tensor):
target_q = to_numpy(target_q)
target_q = target_q.max(axis=1)
target_q[gammas != self._n_step] = 0
returns += (self._gamma ** gammas) * target_q
batch.returns = returns
if isinstance(buffer, PrioritizedReplayBuffer):
q = self(batch).logits
q = q[np.arange(len(q)), batch.act]
r = batch.returns
if isinstance(r, np.ndarray):
r = to_torch(r, device=q.device, dtype=q.dtype)
td = r - q
buffer.update_weight(indice, to_numpy(td))
impt_weight = to_torch(batch.impt_weight,
device=q.device, dtype=torch.float)
loss = (td.pow(2) * impt_weight).mean()
if not hasattr(batch, 'loss'):
batch.loss = loss
else:
batch.loss += loss
return batch
def forward(self, batch: Batch,
state: Optional[Union[dict, Batch, np.ndarray]] = None,
model: str = 'model',
input: str = 'obs',
eps: Optional[float] = None,
**kwargs) -> Batch:
"""Compute action over the given batch data.
:param float eps: in [0, 1], for epsilon-greedy exploration method.
:return: A :class:`~tianshou.data.Batch` which has 3 keys:
* ``act`` the action.
* ``logits`` the network's raw output.
* ``state`` the hidden state.
.. seealso::
Please refer to :meth:`~tianshou.policy.BasePolicy.forward` for
more detailed explanation.
"""
model = getattr(self, model)
obs = getattr(batch, input)
q, h = model(obs, state=state, info=batch.info)
act = to_numpy(q.max(dim=1)[1])
# add eps to act
if eps is None:
eps = self.eps
if not np.isclose(eps, 0):
for i in range(len(q)):
if np.random.rand() < eps:
act[i] = np.random.randint(q.shape[1])
return Batch(logits=q, act=act, state=h)
def learn(self, batch: Batch, **kwargs) -> Dict[str, float]:
if self._target and self._cnt % self._freq == 0:
self.sync_weight()
self.optim.zero_grad()
if hasattr(batch, 'loss'):
loss = batch.loss
else:
q = self(batch).logits
q = q[np.arange(len(q)), batch.act]
r = batch.returns
if isinstance(r, np.ndarray):
r = to_torch(r, device=q.device, dtype=q.dtype)
loss = F.mse_loss(q, r)
loss.backward()
self.optim.step()
self._cnt += 1
return {'loss': loss.item()}