Michael Panchenko 3a1bc18add
Method to compute actions from observations (#991)
This PR adds a new method for getting actions from an env's observation
and info. This is useful for standard inference and stands in contrast
to batch-based methods that are currently used in training and
evaluation. Without this, users have to do some kind of gymnastics to
actually perform inference with a trained policy. I have also added a
test for the new method.

In future PRs, this method should be included in the examples (in the
the "watch" section).

To add this required improving multiple typing things and, importantly,
_simplifying the signature of `forward` in many policies!_ This is a
**breaking change**, but it will likely affect no users. The `input`
parameter of forward was a rather hacky mechanism, I believe it is good
that it's gone now. It will also help with #948 .

The main functional change is the addition of `compute_action` to
`BasePolicy`.

Other minor changes:
- improvements in typing
- updated PR and Issue templates
- Improved handling of `max_action_num`

Closes #981
2023-11-16 17:27:53 +00:00

208 lines
8.3 KiB
Python

from typing import Any, Literal, cast
import gymnasium as gym
import numpy as np
import torch
import torch.nn.functional as F
from tianshou.data import Batch, ReplayBuffer, to_numpy
from tianshou.data.types import FQFBatchProtocol, ObsBatchProtocol, RolloutBatchProtocol
from tianshou.policy import DQNPolicy, QRDQNPolicy
from tianshou.policy.base import TLearningRateScheduler
from tianshou.utils.net.discrete import FractionProposalNetwork, FullQuantileFunction
class FQFPolicy(QRDQNPolicy):
"""Implementation of Fully-parameterized Quantile Function. arXiv:1911.02140.
:param model: a model following the rules in
:class:`~tianshou.policy.BasePolicy`. (s -> logits)
:param optim: a torch.optim for optimizing the model.
:param fraction_model: a FractionProposalNetwork for
proposing fractions/quantiles given state.
:param fraction_optim: a torch.optim for optimizing
the fraction model above.
:param action_space: Env's action space.
:param discount_factor: in [0, 1].
:param num_fractions: the number of fractions to use.
:param ent_coef: the coefficient for entropy loss.
:param estimation_step: the number of steps to look ahead.
:param target_update_freq: the target network update frequency (0 if
you do not use the target network).
:param reward_normalization: normalize the **returns** to Normal(0, 1).
TODO: rename to return_normalization?
:param is_double: use double dqn.
:param clip_loss_grad: clip the gradient of the loss in accordance
with nature14236; this amounts to using the Huber loss instead of
the MSE loss.
:param observation_space: Env's observation space.
:param lr_scheduler: if not None, will be called in `policy.update()`.
.. seealso::
Please refer to :class:`~tianshou.policy.QRDQNPolicy` for more detailed
explanation.
"""
def __init__(
self,
*,
model: FullQuantileFunction,
optim: torch.optim.Optimizer,
fraction_model: FractionProposalNetwork,
fraction_optim: torch.optim.Optimizer,
action_space: gym.spaces.Discrete,
discount_factor: float = 0.99,
# TODO: used as num_quantiles in QRDQNPolicy, but num_fractions in FQFPolicy.
# Rename? Or at least explain what happens here.
num_fractions: int = 32,
ent_coef: float = 0.0,
estimation_step: int = 1,
target_update_freq: int = 0,
reward_normalization: bool = False,
is_double: bool = True,
clip_loss_grad: bool = False,
observation_space: gym.Space | None = None,
lr_scheduler: TLearningRateScheduler | None = None,
) -> None:
super().__init__(
model=model,
optim=optim,
action_space=action_space,
discount_factor=discount_factor,
num_quantiles=num_fractions,
estimation_step=estimation_step,
target_update_freq=target_update_freq,
reward_normalization=reward_normalization,
is_double=is_double,
clip_loss_grad=clip_loss_grad,
observation_space=observation_space,
lr_scheduler=lr_scheduler,
)
self.fraction_model = fraction_model
self.ent_coef = ent_coef
self.fraction_optim = fraction_optim
def _target_q(self, buffer: ReplayBuffer, indices: np.ndarray) -> torch.Tensor:
obs_next_batch = Batch(
obs=buffer[indices].obs_next,
info=[None] * len(indices),
) # obs_next: s_{t+n}
if self._target:
result = self(obs_next_batch)
act, fractions = result.act, result.fractions
next_dist = self(obs_next_batch, model="model_old", fractions=fractions).logits
else:
next_batch = self(obs_next_batch)
act = next_batch.act
next_dist = next_batch.logits
return next_dist[np.arange(len(act)), act, :]
# TODO: fix Liskov substitution principle violation
def forward( # type: ignore
self,
batch: ObsBatchProtocol,
state: dict | Batch | np.ndarray | None = None,
model: Literal["model", "model_old"] = "model",
fractions: Batch | None = None,
**kwargs: Any,
) -> FQFBatchProtocol:
model = getattr(self, model)
obs = batch.obs
# TODO: this is convoluted! See also other places where this is done
obs_next = obs.obs if hasattr(obs, "obs") else obs
if fractions is None:
(logits, fractions, quantiles_tau), hidden = model(
obs_next,
propose_model=self.fraction_model,
state=state,
info=batch.info,
)
else:
(logits, _, quantiles_tau), hidden = model(
obs_next,
propose_model=self.fraction_model,
fractions=fractions,
state=state,
info=batch.info,
)
weighted_logits = (fractions.taus[:, 1:] - fractions.taus[:, :-1]).unsqueeze(1) * logits
q = DQNPolicy.compute_q_value(self, weighted_logits.sum(2), getattr(obs, "mask", None))
if self.max_action_num is None: # type: ignore
# TODO: see same thing in DQNPolicy! Also reduce code duplication.
self.max_action_num = q.shape[1]
act = to_numpy(q.max(dim=1)[1])
result = Batch(
logits=logits,
act=act,
state=hidden,
fractions=fractions,
quantiles_tau=quantiles_tau,
)
return cast(FQFBatchProtocol, result)
def learn(self, batch: RolloutBatchProtocol, *args: Any, **kwargs: Any) -> dict[str, float]:
if self._target and self._iter % self.freq == 0:
self.sync_weight()
weight = batch.pop("weight", 1.0)
out = self(batch)
curr_dist_orig = out.logits
taus, tau_hats = out.fractions.taus, out.fractions.tau_hats
act = batch.act
curr_dist = curr_dist_orig[np.arange(len(act)), act, :].unsqueeze(2)
target_dist = batch.returns.unsqueeze(1)
# calculate each element's difference between curr_dist and target_dist
dist_diff = F.smooth_l1_loss(target_dist, curr_dist, reduction="none")
huber_loss = (
(
dist_diff
* (tau_hats.unsqueeze(2) - (target_dist - curr_dist).detach().le(0.0).float()).abs()
)
.sum(-1)
.mean(1)
)
quantile_loss = (huber_loss * weight).mean()
# ref: https://github.com/ku2482/fqf-iqn-qrdqn.pytorch/
# blob/master/fqf_iqn_qrdqn/agent/qrdqn_agent.py L130
batch.weight = dist_diff.detach().abs().sum(-1).mean(1) # prio-buffer
# calculate fraction loss
with torch.no_grad():
sa_quantile_hats = curr_dist_orig[np.arange(len(act)), act, :]
sa_quantiles = out.quantiles_tau[np.arange(len(act)), act, :]
# ref: https://github.com/ku2482/fqf-iqn-qrdqn.pytorch/
# blob/master/fqf_iqn_qrdqn/agent/fqf_agent.py L169
values_1 = sa_quantiles - sa_quantile_hats[:, :-1]
signs_1 = sa_quantiles > torch.cat(
[sa_quantile_hats[:, :1], sa_quantiles[:, :-1]],
dim=1,
)
values_2 = sa_quantiles - sa_quantile_hats[:, 1:]
signs_2 = sa_quantiles < torch.cat(
[sa_quantiles[:, 1:], sa_quantile_hats[:, -1:]],
dim=1,
)
gradient_of_taus = torch.where(signs_1, values_1, -values_1) + torch.where(
signs_2,
values_2,
-values_2,
)
fraction_loss = (gradient_of_taus * taus[:, 1:-1]).sum(1).mean()
# calculate entropy loss
entropy_loss = out.fractions.entropies.mean()
fraction_entropy_loss = fraction_loss - self.ent_coef * entropy_loss
self.fraction_optim.zero_grad()
fraction_entropy_loss.backward(retain_graph=True)
self.fraction_optim.step()
self.optim.zero_grad()
quantile_loss.backward()
self.optim.step()
self._iter += 1
return {
"loss": quantile_loss.item() + fraction_entropy_loss.item(),
"loss/quantile": quantile_loss.item(),
"loss/fraction": fraction_loss.item(),
"loss/entropy": entropy_loss.item(),
}