""" --- title: Prioritized Experience Replay Buffer summary: Annotated implementation of prioritized experience replay using a binary segment tree. --- # Prioritized Experience Replay Buffer This implements paper [Prioritized experience replay](https://papers.labml.ai/paper/1511.05952), using a binary segment tree. [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/labmlai/annotated_deep_learning_paper_implementations/blob/master/labml_nn/rl/dqn/experiment.ipynb) """ import random import numpy as np class ReplayBuffer: """ ## Buffer for Prioritized Experience Replay [Prioritized experience replay](https://papers.labml.ai/paper/1511.05952) samples important transitions more frequently. The transitions are prioritized by the Temporal Difference error (td error), $\delta$. We sample transition $i$ with probability, $$P(i) = \frac{p_i^\alpha}{\sum_k p_k^\alpha}$$ where $\alpha$ is a hyper-parameter that determines how much prioritization is used, with $\alpha = 0$ corresponding to uniform case. $p_i$ is the priority. We use proportional prioritization $p_i = |\delta_i| + \epsilon$ where $\delta_i$ is the temporal difference for transition $i$. We correct the bias introduced by prioritized replay using importance-sampling (IS) weights $$w_i = \bigg(\frac{1}{N} \frac{1}{P(i)}\bigg)^\beta$$ in the loss function. This fully compensates when $\beta = 1$. We normalize weights by $\frac{1}{\max_i w_i}$ for stability. Unbiased nature is most important towards the convergence at end of training. Therefore we increase $\beta$ towards end of training. ### Binary Segment Tree We use a binary segment tree to efficiently calculate $\sum_k^i p_k^\alpha$, the cumulative probability, which is needed to sample. We also use a binary segment tree to find $\min p_i^\alpha$, which is needed for $\frac{1}{\max_i w_i}$. We can also use a min-heap for this. Binary Segment Tree lets us calculate these in $\mathcal{O}(\log n)$ time, which is way more efficient that the naive $\mathcal{O}(n)$ approach. This is how a binary segment tree works for sum; it is similar for minimum. Let $x_i$ be the list of $N$ values we want to represent. Let $b_{i,j}$ be the $j^{\mathop{th}}$ node of the $i^{\mathop{th}}$ row in the binary tree. That is two children of node $b_{i,j}$ are $b_{i+1,2j}$ and $b_{i+1,2j + 1}$. The leaf nodes on row $D = \left\lceil {1 + \log_2 N} \right\rceil$ will have values of $x$. Every node keeps the sum of the two child nodes. That is, the root node keeps the sum of the entire array of values. The left and right children of the root node keep the sum of the first half of the array and the sum of the second half of the array, respectively. And so on... $$b_{i,j} = \sum_{k = (j -1) * 2^{D - i} + 1}^{j * 2^{D - i}} x_k$$ Number of nodes in row $i$, $$N_i = \left\lceil{\frac{N}{D - i + 1}} \right\rceil$$ This is equal to the sum of nodes in all rows above $i$. So we can use a single array $a$ to store the tree, where, $$b_{i,j} \rightarrow a_{N_i + j}$$ Then child nodes of $a_i$ are $a_{2i}$ and $a_{2i + 1}$. That is, $$a_i = a_{2i} + a_{2i + 1}$$ This way of maintaining binary trees is very easy to program. *Note that we are indexing starting from 1*. We use the same structure to compute the minimum. """ def __init__(self, capacity, alpha): """ ### Initialize """ # We use a power of $2$ for capacity because it simplifies the code and debugging self.capacity = capacity # $\alpha$ self.alpha = alpha # Maintain segment binary trees to take sum and find minimum over a range self.priority_sum = [0 for _ in range(2 * self.capacity)] self.priority_min = [float('inf') for _ in range(2 * self.capacity)] # Current max priority, $p$, to be assigned to new transitions self.max_priority = 1. # Arrays for buffer self.data = { 'obs': np.zeros(shape=(capacity, 4, 84, 84), dtype=np.uint8), 'action': np.zeros(shape=capacity, dtype=np.int32), 'reward': np.zeros(shape=capacity, dtype=np.float32), 'next_obs': np.zeros(shape=(capacity, 4, 84, 84), dtype=np.uint8), 'done': np.zeros(shape=capacity, dtype=np.bool) } # We use cyclic buffers to store data, and `next_idx` keeps the index of the next empty # slot self.next_idx = 0 # Size of the buffer self.size = 0 def add(self, obs, action, reward, next_obs, done): """ ### Add sample to queue """ # Get next available slot idx = self.next_idx # store in the queue self.data['obs'][idx] = obs self.data['action'][idx] = action self.data['reward'][idx] = reward self.data['next_obs'][idx] = next_obs self.data['done'][idx] = done # Increment next available slot self.next_idx = (idx + 1) % self.capacity # Calculate the size self.size = min(self.capacity, self.size + 1) # $p_i^\alpha$, new samples get `max_priority` priority_alpha = self.max_priority ** self.alpha # Update the two segment trees for sum and minimum self._set_priority_min(idx, priority_alpha) self._set_priority_sum(idx, priority_alpha) def _set_priority_min(self, idx, priority_alpha): """ #### Set priority in binary segment tree for minimum """ # Leaf of the binary tree idx += self.capacity self.priority_min[idx] = priority_alpha # Update tree, by traversing along ancestors. # Continue until the root of the tree. while idx >= 2: # Get the index of the parent node idx //= 2 # Value of the parent node is the minimum of it's two children self.priority_min[idx] = min(self.priority_min[2 * idx], self.priority_min[2 * idx + 1]) def _set_priority_sum(self, idx, priority): """ #### Set priority in binary segment tree for sum """ # Leaf of the binary tree idx += self.capacity # Set the priority at the leaf self.priority_sum[idx] = priority # Update tree, by traversing along ancestors. # Continue until the root of the tree. while idx >= 2: # Get the index of the parent node idx //= 2 # Value of the parent node is the sum of it's two children self.priority_sum[idx] = self.priority_sum[2 * idx] + self.priority_sum[2 * idx + 1] def _sum(self): """ #### $\sum_k p_k^\alpha$ """ # The root node keeps the sum of all values return self.priority_sum[1] def _min(self): """ #### $\min_k p_k^\alpha$ """ # The root node keeps the minimum of all values return self.priority_min[1] def find_prefix_sum_idx(self, prefix_sum): """ #### Find largest $i$ such that $\sum_{k=1}^{i} p_k^\alpha \le P$ """ # Start from the root idx = 1 while idx < self.capacity: # If the sum of the left branch is higher than required sum if self.priority_sum[idx * 2] > prefix_sum: # Go to left branch of the tree idx = 2 * idx else: # Otherwise go to right branch and reduce the sum of left # branch from required sum prefix_sum -= self.priority_sum[idx * 2] idx = 2 * idx + 1 # We are at the leaf node. Subtract the capacity by the index in the tree # to get the index of actual value return idx - self.capacity def sample(self, batch_size, beta): """ ### Sample from buffer """ # Initialize samples samples = { 'weights': np.zeros(shape=batch_size, dtype=np.float32), 'indexes': np.zeros(shape=batch_size, dtype=np.int32) } # Get sample indexes for i in range(batch_size): p = random.random() * self._sum() idx = self.find_prefix_sum_idx(p) samples['indexes'][i] = idx # $\min_i P(i) = \frac{\min_i p_i^\alpha}{\sum_k p_k^\alpha}$ prob_min = self._min() / self._sum() # $\max_i w_i = \bigg(\frac{1}{N} \frac{1}{\min_i P(i)}\bigg)^\beta$ max_weight = (prob_min * self.size) ** (-beta) for i in range(batch_size): idx = samples['indexes'][i] # $P(i) = \frac{p_i^\alpha}{\sum_k p_k^\alpha}$ prob = self.priority_sum[idx + self.capacity] / self._sum() # $w_i = \bigg(\frac{1}{N} \frac{1}{P(i)}\bigg)^\beta$ weight = (prob * self.size) ** (-beta) # Normalize by $\frac{1}{\max_i w_i}$, # which also cancels off the $\frac{1}{N}$ term samples['weights'][i] = weight / max_weight # Get samples data for k, v in self.data.items(): samples[k] = v[samples['indexes']] return samples def update_priorities(self, indexes, priorities): """ ### Update priorities """ for idx, priority in zip(indexes, priorities): # Set current max priority self.max_priority = max(self.max_priority, priority) # Calculate $p_i^\alpha$ priority_alpha = priority ** self.alpha # Update the trees self._set_priority_min(idx, priority_alpha) self._set_priority_sum(idx, priority_alpha) def is_full(self): """ ### Whether the buffer is full """ return self.capacity == self.size