td.py 31.0 KB
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from typing import Optional, Callable
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v0.1.0  
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from collections import namedtuple

import torch
import torch.nn as nn
import torch.nn.functional as F
from ding.rl_utils.value_rescale import value_transform, value_inv_transform
from ding.hpc_rl import hpc_wrapper
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Will-Nie 已提交
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import copy
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v0.1.0  
niuyazhe 已提交
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q_1step_td_data = namedtuple('q_1step_td_data', ['q', 'next_q', 'act', 'next_act', 'reward', 'done', 'weight'])


def q_1step_td_error(
        data: namedtuple,
        gamma: float,
        criterion: torch.nn.modules = nn.MSELoss(reduction='none')  # noqa
) -> torch.Tensor:
    q, next_q, act, next_act, reward, done, weight = data
    assert len(act.shape) == 1, act.shape
    assert len(reward.shape) == 1, reward.shape
    batch_range = torch.arange(act.shape[0])
    if weight is None:
        weight = torch.ones_like(reward)
    q_s_a = q[batch_range, act]
    target_q_s_a = next_q[batch_range, next_act]
    target_q_s_a = gamma * (1 - done) * target_q_s_a + reward
    return (criterion(q_s_a, target_q_s_a.detach()) * weight).mean()


nstep_return_data = namedtuple('nstep_return_data', ['reward', 'next_value', 'done'])


def nstep_return(data: namedtuple, gamma: float, nstep: int, value_gamma: Optional[torch.Tensor] = None):
    reward, next_value, done = data
    assert reward.shape[0] == nstep
    device = reward.device
    reward_factor = torch.ones(nstep).to(device)
    for i in range(1, nstep):
        reward_factor[i] = gamma * reward_factor[i - 1]
    reward = torch.matmul(reward_factor, reward)
    if value_gamma is None:
        return_ = reward + (gamma ** nstep) * next_value * (1 - done)
    else:
        return_ = reward + value_gamma * next_value * (1 - done)
    return return_


dist_1step_td_data = namedtuple(
    'dist_1step_td_data', ['dist', 'next_dist', 'act', 'next_act', 'reward', 'done', 'weight']
)


def dist_1step_td_error(
        data: namedtuple,
        gamma: float,
        v_min: float,
        v_max: float,
        n_atom: int,
) -> torch.Tensor:
    dist, next_dist, act, next_act, reward, done, weight = data
    device = reward.device
    assert len(act.shape) == 1, act.shape
    assert len(reward.shape) == 1, reward.shape
    reward = reward.unsqueeze(-1)
    done = done.unsqueeze(-1)
    support = torch.linspace(v_min, v_max, n_atom).to(device)
    delta_z = (v_max - v_min) / (n_atom - 1)
    batch_size = act.shape[0]
    batch_range = torch.arange(batch_size)
    if weight is None:
        weight = torch.ones_like(reward)

    next_dist = next_dist[batch_range, next_act].detach()

    target_z = reward + (1 - done) * gamma * support
    target_z = target_z.clamp(min=v_min, max=v_max)
    b = (target_z - v_min) / delta_z
    l = b.floor().long()
    u = b.ceil().long()
    # Fix disappearing probability mass when l = b = u (b is int)
    l[(u > 0) * (l == u)] -= 1
    u[(l < (n_atom - 1)) * (l == u)] += 1

    proj_dist = torch.zeros_like(next_dist)
    offset = torch.linspace(0, (batch_size - 1) * n_atom, batch_size).unsqueeze(1).expand(batch_size,
                                                                                          n_atom).long().to(device)
    proj_dist.view(-1).index_add_(0, (l + offset).view(-1), (next_dist * (u.float() - b)).view(-1))
    proj_dist.view(-1).index_add_(0, (u + offset).view(-1), (next_dist * (b - l.float())).view(-1))

    log_p = torch.log(dist[batch_range, act])

    loss = -(log_p * proj_dist * weight).sum(-1).mean()

    return loss


dist_nstep_td_data = namedtuple(
    'dist_1step_td_data', ['dist', 'next_n_dist', 'act', 'next_n_act', 'reward', 'done', 'weight']
)


def shape_fn_dntd(args, kwargs):
    r"""
    Overview:
        Return dntd shape for hpc
    Returns:
        shape: [T, B, N, n_atom]
    """
    if len(args) <= 0:
        tmp = [kwargs['data'].reward.shape[0]]
        tmp.extend(list(kwargs['data'].dist.shape))
    else:
        tmp = [args[0].reward.shape[0]]
        tmp.extend(list(args[0].dist.shape))
    return tmp


@hpc_wrapper(
    shape_fn=shape_fn_dntd,
    namedtuple_data=True,
    include_args=[0, 1, 2, 3],
    include_kwargs=['data', 'gamma', 'v_min', 'v_max']
)
def dist_nstep_td_error(
        data: namedtuple,
        gamma: float,
        v_min: float,
        v_max: float,
        n_atom: int,
        nstep: int = 1,
        value_gamma: Optional[torch.Tensor] = None,
) -> torch.Tensor:
    r"""
    Overview:
        Multistep (1 step or n step) td_error for distributed q-learning based algorithm
    Arguments:
        - data (:obj:`dist_nstep_td_data`): the input data, dist_nstep_td_data to calculate loss
        - gamma (:obj:`float`): discount factor
        - nstep (:obj:`int`): nstep num, default set to 1
    Returns:
        - loss (:obj:`torch.Tensor`): nstep td error, 0-dim tensor
    Shapes:
        - data (:obj:`dist_nstep_td_data`): the dist_nstep_td_data containing\
            ['dist', 'next_n_dist', 'act', 'reward', 'done', 'weight']
        - dist (:obj:`torch.FloatTensor`): :math:`(B, N, n_atom)` i.e. [batch_size, action_dim, n_atom]
        - next_n_dist (:obj:`torch.FloatTensor`): :math:`(B, N, n_atom)`
        - act (:obj:`torch.LongTensor`): :math:`(B, )`
        - next_n_act (:obj:`torch.LongTensor`): :math:`(B, )`
        - reward (:obj:`torch.FloatTensor`): :math:`(T, B)`, where T is timestep(nstep)
        - done (:obj:`torch.BoolTensor`) :math:`(B, )`, whether done in last timestep
    """
    dist, next_n_dist, act, next_n_act, reward, done, weight = data
    device = reward.device
    assert len(act.shape) == 1, act.shape
    reward_factor = torch.ones(nstep).to(device)
    for i in range(1, nstep):
        reward_factor[i] = gamma * reward_factor[i - 1]
    reward = torch.matmul(reward_factor, reward)
    reward = reward.unsqueeze(-1)
    done = done.unsqueeze(-1)
    support = torch.linspace(v_min, v_max, n_atom).to(device)
    delta_z = (v_max - v_min) / (n_atom - 1)
    batch_size = act.shape[0]
    batch_range = torch.arange(batch_size)
    if weight is None:
        weight = torch.ones_like(reward)

    next_n_dist = next_n_dist[batch_range, next_n_act].detach()

    if value_gamma is None:
        target_z = reward + (1 - done) * (gamma ** nstep) * support
    else:
        value_gamma = value_gamma.unsqueeze(-1)
        target_z = reward + (1 - done) * value_gamma * support
    target_z = target_z.clamp(min=v_min, max=v_max)
    b = (target_z - v_min) / delta_z
    l = b.floor().long()
    u = b.ceil().long()
    # Fix disappearing probability mass when l = b = u (b is int)
    l[(u > 0) * (l == u)] -= 1
    u[(l < (n_atom - 1)) * (l == u)] += 1

    proj_dist = torch.zeros_like(next_n_dist)
    offset = torch.linspace(0, (batch_size - 1) * n_atom, batch_size).unsqueeze(1).expand(batch_size,
                                                                                          n_atom).long().to(device)
    proj_dist.view(-1).index_add_(0, (l + offset).view(-1), (next_n_dist * (u.float() - b)).view(-1))
    proj_dist.view(-1).index_add_(0, (u + offset).view(-1), (next_n_dist * (b - l.float())).view(-1))

    assert (dist[batch_range, act] > 0.0).all(), ("dist act", dist[batch_range, act], "dist:", dist)
    log_p = torch.log(dist[batch_range, act])

    if len(weight.shape) == 1:
        weight = weight.unsqueeze(-1)

    td_error_per_sample = -(log_p * proj_dist).sum(-1)

    loss = -(log_p * proj_dist * weight).sum(-1).mean()

    return loss, td_error_per_sample


v_1step_td_data = namedtuple('v_1step_td_data', ['v', 'next_v', 'reward', 'done', 'weight'])


def v_1step_td_error(
        data: namedtuple,
        gamma: float,
        criterion: torch.nn.modules = nn.MSELoss(reduction='none')  # noqa
) -> torch.Tensor:
    v, next_v, reward, done, weight = data
    if weight is None:
        weight = torch.ones_like(reward)
    if done is not None:
        target_v = gamma * (1 - done) * next_v + reward
    else:
        target_v = gamma * next_v + reward
    td_error_per_sample = criterion(v, target_v.detach())
    return (td_error_per_sample * weight).mean(), td_error_per_sample


v_nstep_td_data = namedtuple('v_nstep_td_data', ['v', 'next_n_v', 'reward', 'done', 'weight', 'value_gamma'])


def v_nstep_td_error(
        data: namedtuple,
        gamma: float,
        nstep: int = 1,
        criterion: torch.nn.modules = nn.MSELoss(reduction='none')  # noqa
) -> torch.Tensor:
    r"""
    Overview:
        Multistep (n step) td_error for distributed value based algorithm
    Arguments:
        - data (:obj:`dist_nstep_td_data`): the input data, v_nstep_td_data to calculate loss
        - gamma (:obj:`float`): discount factor
        - nstep (:obj:`int`): nstep num, default set to 1
    Returns:
        - loss (:obj:`torch.Tensor`): nstep td error, 0-dim tensor
    Shapes:
        - data (:obj:`dist_nstep_td_data`): the v_nstep_td_data containing\
            ['v', 'next_n_v', 'reward', 'done', 'weight', 'value_gamma']
        - v (:obj:`torch.FloatTensor`): :math:`(B, )` i.e. [batch_size, ]
        - next_v (:obj:`torch.FloatTensor`): :math:`(B, )`
        - reward (:obj:`torch.FloatTensor`): :math:`(T, B)`, where T is timestep(nstep)
        - done (:obj:`torch.BoolTensor`) :math:`(B, )`, whether done in last timestep
        - weight (:obj:`torch.FloatTensor` or None): :math:`(B, )`, the training sample weight
        - value_gamma (:obj:`torch.Tensor`): If the remaining data in the buffer is less than n_step\
            we use value_gamma as the gamma discount value for next_v rather than gamma**n_step
    """
    v, next_n_v, reward, done, weight, value_gamma = data
    if weight is None:
        weight = torch.ones_like(v)
    target_v = nstep_return(nstep_return_data(reward, next_n_v, done), gamma, nstep, value_gamma)
    td_error_per_sample = criterion(v, target_v.detach())
    return (td_error_per_sample * weight).mean(), td_error_per_sample


q_nstep_td_data = namedtuple(
    'q_nstep_td_data', ['q', 'next_n_q', 'action', 'next_n_action', 'reward', 'done', 'weight']
)


def shape_fn_qntd(args, kwargs):
    r"""
    Overview:
        Return qntd shape for hpc
    Returns:
        shape: [T, B, N]
    """
    if len(args) <= 0:
        tmp = [kwargs['data'].reward.shape[0]]
        tmp.extend(list(kwargs['data'].q.shape))
    else:
        tmp = [args[0].reward.shape[0]]
        tmp.extend(list(args[0].q.shape))
    return tmp


@hpc_wrapper(shape_fn=shape_fn_qntd, namedtuple_data=True, include_args=[0, 1], include_kwargs=['data', 'gamma'])
def q_nstep_td_error(
        data: namedtuple,
        gamma: float,
        nstep: int = 1,
        cum_reward: bool = False,
        value_gamma: Optional[torch.Tensor] = None,
        criterion: torch.nn.modules = nn.MSELoss(reduction='none'),
) -> torch.Tensor:
    """
    Overview:
        Multistep (1 step or n step) td_error for q-learning based algorithm
    Arguments:
        - data (:obj:`q_nstep_td_data`): the input data, q_nstep_td_data to calculate loss
        - gamma (:obj:`float`): discount factor
        - cum_reward (:obj:`bool`): whether to use cumulative nstep reward, which is figured out when collecting data
        - value_gamma (:obj:`torch.Tensor`): gamma discount value for target q_value
        - criterion (:obj:`torch.nn.modules`): loss function criterion
        - nstep (:obj:`int`): nstep num, default set to 1
    Returns:
        - loss (:obj:`torch.Tensor`): nstep td error, 0-dim tensor
        - td_error_per_sample (:obj:`torch.Tensor`): nstep td error, 1-dim tensor
    Shapes:
        - data (:obj:`q_nstep_td_data`): the q_nstep_td_data containing\
            ['q', 'next_n_q', 'action', 'reward', 'done']
        - q (:obj:`torch.FloatTensor`): :math:`(B, N)` i.e. [batch_size, action_dim]
        - next_n_q (:obj:`torch.FloatTensor`): :math:`(B, N)`
        - action (:obj:`torch.LongTensor`): :math:`(B, )`
        - next_n_action (:obj:`torch.LongTensor`): :math:`(B, )`
        - reward (:obj:`torch.FloatTensor`): :math:`(T, B)`, where T is timestep(nstep)
        - done (:obj:`torch.BoolTensor`) :math:`(B, )`, whether done in last timestep
        - td_error_per_sample (:obj:`torch.FloatTensor`): :math:`(B, )`
    """
    q, next_n_q, action, next_n_action, reward, done, weight = data
    assert len(action.shape) == 1, action.shape
    if weight is None:
        weight = torch.ones_like(action)

    batch_range = torch.arange(action.shape[0])
    q_s_a = q[batch_range, action]
    target_q_s_a = next_n_q[batch_range, next_n_action]

    if cum_reward:
        if value_gamma is None:
            target_q_s_a = reward + (gamma ** nstep) * target_q_s_a * (1 - done)
        else:
            target_q_s_a = reward + value_gamma * target_q_s_a * (1 - done)
    else:
        target_q_s_a = nstep_return(nstep_return_data(reward, target_q_s_a, done), gamma, nstep, value_gamma)
    td_error_per_sample = criterion(q_s_a, target_q_s_a.detach())
    return (td_error_per_sample * weight).mean(), td_error_per_sample


def shape_fn_qntd_rescale(args, kwargs):
    r"""
    Overview:
        Return qntd_rescale shape for hpc
    Returns:
        shape: [T, B, N]
    """
    if len(args) <= 0:
        tmp = [kwargs['data'].reward.shape[0]]
        tmp.extend(list(kwargs['data'].q.shape))
    else:
        tmp = [args[0].reward.shape[0]]
        tmp.extend(list(args[0].q.shape))
    return tmp


@hpc_wrapper(
    shape_fn=shape_fn_qntd_rescale, namedtuple_data=True, include_args=[0, 1], include_kwargs=['data', 'gamma']
)
def q_nstep_td_error_with_rescale(
    data: namedtuple,
    gamma: float,
    nstep: int = 1,
    value_gamma: Optional[torch.Tensor] = None,
    criterion: torch.nn.modules = nn.MSELoss(reduction='none'),
    trans_fn: Callable = value_transform,
    inv_trans_fn: Callable = value_inv_transform,
) -> torch.Tensor:
    """
    Overview:
        Multistep (1 step or n step) td_error with value rescaling
    Arguments:
        - data (:obj:`q_nstep_td_data`): the input data, q_nstep_td_data to calculate loss
        - gamma (:obj:`float`): discount factor
        - nstep (:obj:`int`): nstep num, default set to 1
        - criterion (:obj:`torch.nn.modules`): loss function criterion
        - trans_fn (:obj:`Callable`): value transfrom function, default to value_transform\
            (refer to rl_utils/value_rescale.py)
        - inv_trans_fn (:obj:`Callable`): value inverse transfrom function, default to value_inv_transform\
            (refer to rl_utils/value_rescale.py)
    Returns:
        - loss (:obj:`torch.Tensor`): nstep td error, 0-dim tensor
    Shapes:
        - data (:obj:`q_nstep_td_data`): the q_nstep_td_data containing\
        ['q', 'next_n_q', 'action', 'reward', 'done']
        - q (:obj:`torch.FloatTensor`): :math:`(B, N)` i.e. [batch_size, action_dim]
        - next_n_q (:obj:`torch.FloatTensor`): :math:`(B, N)`
        - action (:obj:`torch.LongTensor`): :math:`(B, )`
        - next_n_action (:obj:`torch.LongTensor`): :math:`(B, )`
        - reward (:obj:`torch.FloatTensor`): :math:`(T, B)`, where T is timestep(nstep)
        - done (:obj:`torch.BoolTensor`) :math:`(B, )`, whether done in last timestep
    """
    q, next_n_q, action, next_n_action, reward, done, weight = data
    assert len(action.shape) == 1, action.shape
    if weight is None:
        weight = torch.ones_like(action)

    batch_range = torch.arange(action.shape[0])
    q_s_a = q[batch_range, action]
    target_q_s_a = next_n_q[batch_range, next_n_action]

    target_q_s_a = inv_trans_fn(target_q_s_a)
    target_q_s_a = nstep_return(nstep_return_data(reward, target_q_s_a, done), gamma, nstep, value_gamma)
    target_q_s_a = trans_fn(target_q_s_a)

    td_error_per_sample = criterion(q_s_a, target_q_s_a.detach())
    return (td_error_per_sample * weight).mean(), td_error_per_sample


qrdqn_nstep_td_data = namedtuple(
    'qrdqn_nstep_td_data', ['q', 'next_n_q', 'action', 'next_n_action', 'reward', 'done', 'tau', 'weight']
)


def qrdqn_nstep_td_error(
        data: namedtuple,
        gamma: float,
        nstep: int = 1,
        value_gamma: Optional[torch.Tensor] = None,
) -> torch.Tensor:
    """
    Overview:
        Multistep (1 step or n step) td_error with in QRDQN
    Arguments:
        - data (:obj:`iqn_nstep_td_data`): the input data, iqn_nstep_td_data to calculate loss
        - gamma (:obj:`float`): discount factor
        - nstep (:obj:`int`): nstep num, default set to 1
    Returns:
        - loss (:obj:`torch.Tensor`): nstep td error, 0-dim tensor
    Shapes:
        - data (:obj:`q_nstep_td_data`): the q_nstep_td_data containing\
        ['q', 'next_n_q', 'action', 'reward', 'done']
        - q (:obj:`torch.FloatTensor`): :math:`(tau, B, N)` i.e. [tau x batch_size, action_dim]
        - next_n_q (:obj:`torch.FloatTensor`): :math:`(tau', B, N)`
        - action (:obj:`torch.LongTensor`): :math:`(B, )`
        - next_n_action (:obj:`torch.LongTensor`): :math:`(B, )`
        - reward (:obj:`torch.FloatTensor`): :math:`(T, B)`, where T is timestep(nstep)
        - done (:obj:`torch.BoolTensor`) :math:`(B, )`, whether done in last timestep
    """
    q, next_n_q, action, next_n_action, reward, done, tau, weight = data

    assert len(action.shape) == 1, action.shape
    assert len(next_n_action.shape) == 1, next_n_action.shape
    assert len(done.shape) == 1, done.shape
    assert len(q.shape) == 3, q.shape
    assert len(next_n_q.shape) == 3, next_n_q.shape
    assert len(reward.shape) == 2, reward.shape

    if weight is None:
        weight = torch.ones_like(action)

    batch_range = torch.arange(action.shape[0])

    # shape: batch_size x num x 1
    q_s_a = q[batch_range, action, :].unsqueeze(2)
    # shape: batch_size x 1 x num
    target_q_s_a = next_n_q[batch_range, next_n_action, :].unsqueeze(1)

    assert reward.shape[0] == nstep
    reward_factor = torch.ones(nstep).to(reward)
    for i in range(1, nstep):
        reward_factor[i] = gamma * reward_factor[i - 1]
    # shape: batch_size
    reward = torch.matmul(reward_factor, reward)
    # shape: batch_size x 1 x num
    if value_gamma is None:
        target_q_s_a = reward.unsqueeze(-1).unsqueeze(-1) + (gamma ** nstep
                                                             ) * target_q_s_a * (1 - done).unsqueeze(-1).unsqueeze(-1)
    else:
        target_q_s_a = reward.unsqueeze(-1).unsqueeze(
            -1
        ) + value_gamma.unsqueeze(-1).unsqueeze(-1) * target_q_s_a * (1 - done).unsqueeze(-1).unsqueeze(-1)

    # shape: batch_size x num x num
    u = F.smooth_l1_loss(target_q_s_a, q_s_a, reduction="none")
    # shape: batch_size
    loss = (u * (tau - (target_q_s_a - q_s_a).detach().le(0.).float()).abs()).sum(-1).mean(1)

    return (loss * weight).mean(), loss


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def q_nstep_sql_td_error(
        data: namedtuple,
        gamma: float,
        alpha: float,
        nstep: int = 1,
        cum_reward: bool = False,
        value_gamma: Optional[torch.Tensor] = None,
        criterion: torch.nn.modules = nn.MSELoss(reduction='none'),
) -> torch.Tensor:
    """
    Overview:
        Multistep (1 step or n step) td_error for q-learning based algorithm
    Arguments:
        - data (:obj:`q_nstep_td_data`): the input data, q_nstep_sql_td_data to calculate loss
        - gamma (:obj:`float`): discount factor
        - Alpha (:obj:`float`): A parameter to weight entropy term in a policy equation
        - cum_reward (:obj:`bool`): whether to use cumulative nstep reward, which is figured out when collecting data
        - value_gamma (:obj:`torch.Tensor`): gamma discount value for target soft_q_value
        - criterion (:obj:`torch.nn.modules`): loss function criterion
        - nstep (:obj:`int`): nstep num, default set to 1
    Returns:
        - loss (:obj:`torch.Tensor`): nstep td error, 0-dim tensor
        - td_error_per_sample (:obj:`torch.Tensor`): nstep td error, 1-dim tensor
    Shapes:
        - data (:obj:`q_nstep_td_data`): the q_nstep_td_data containing\
            ['q', 'next_n_q', 'action', 'reward', 'done']
        - q (:obj:`torch.FloatTensor`): :math:`(B, N)` i.e. [batch_size, action_dim]
        - next_n_q (:obj:`torch.FloatTensor`): :math:`(B, N)`
        - action (:obj:`torch.LongTensor`): :math:`(B, )`
        - next_n_action (:obj:`torch.LongTensor`): :math:`(B, )`
        - reward (:obj:`torch.FloatTensor`): :math:`(T, B)`, where T is timestep(nstep)
        - done (:obj:`torch.BoolTensor`) :math:`(B, )`, whether done in last timestep
        - td_error_per_sample (:obj:`torch.FloatTensor`): :math:`(B, )`
    """
    q, next_n_q, action, next_n_action, reward, done, weight = data
    assert len(action.shape) == 1, action.shape
    if weight is None:
        weight = torch.ones_like(action)

    batch_range = torch.arange(action.shape[0])
    q_s_a = q[batch_range, action]
    # target_q_s_a = next_n_q[batch_range, next_n_action]
    target_v = alpha * torch.logsumexp(
        next_n_q / alpha, 1
    )  # target_v = alpha * torch.log(torch.sum(torch.exp(next_n_q / alpha), 1))
    target_v[target_v == float("Inf")] = 20
    target_v[target_v == float("-Inf")] = -20
    # For an appropriate hyper-parameter alpha, these hardcodes can be removed.
    # However, algorithms may face the danger of explosion for other alphas.
    # The hardcodes above are to prevent this situation from happening
    record_target_v = copy.deepcopy(target_v)
    #print(target_v)
    if cum_reward:
        if value_gamma is None:
            target_v = reward + (gamma ** nstep) * target_v * (1 - done)
        else:
            target_v = reward + value_gamma * target_v * (1 - done)
    else:
        target_v = nstep_return(nstep_return_data(reward, target_v, done), gamma, nstep, value_gamma)
    td_error_per_sample = criterion(q_s_a, target_v.detach())
    return (td_error_per_sample * weight).mean(), td_error_per_sample, record_target_v


N
v0.1.0  
niuyazhe 已提交
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iqn_nstep_td_data = namedtuple(
    'iqn_nstep_td_data', ['q', 'next_n_q', 'action', 'next_n_action', 'reward', 'done', 'replay_quantiles', 'weight']
)


def iqn_nstep_td_error(
        data: namedtuple,
        gamma: float,
        nstep: int = 1,
        kappa: float = 1.0,
        value_gamma: Optional[torch.Tensor] = None,
) -> torch.Tensor:
    """
    Overview:
        Multistep (1 step or n step) td_error with in IQN, \
            referenced paper Implicit Quantile Networks for Distributional Reinforcement Learning \
            <https://arxiv.org/pdf/1806.06923.pdf>
    Arguments:
        - data (:obj:`iqn_nstep_td_data`): the input data, iqn_nstep_td_data to calculate loss
        - gamma (:obj:`float`): discount factor
        - nstep (:obj:`int`): nstep num, default set to 1
        - criterion (:obj:`torch.nn.modules`): loss function criterion
        - beta_function (:obj:`Callable`): the risk function
    Returns:
        - loss (:obj:`torch.Tensor`): nstep td error, 0-dim tensor
    Shapes:
        - data (:obj:`q_nstep_td_data`): the q_nstep_td_data containing\
        ['q', 'next_n_q', 'action', 'reward', 'done']
        - q (:obj:`torch.FloatTensor`): :math:`(tau, B, N)` i.e. [tau x batch_size, action_dim]
        - next_n_q (:obj:`torch.FloatTensor`): :math:`(tau', B, N)`
        - action (:obj:`torch.LongTensor`): :math:`(B, )`
        - next_n_action (:obj:`torch.LongTensor`): :math:`(B, )`
        - reward (:obj:`torch.FloatTensor`): :math:`(T, B)`, where T is timestep(nstep)
        - done (:obj:`torch.BoolTensor`) :math:`(B, )`, whether done in last timestep
    """
    q, next_n_q, action, next_n_action, reward, done, replay_quantiles, weight = data

    assert len(action.shape) == 1, action.shape
    assert len(next_n_action.shape) == 1, next_n_action.shape
    assert len(done.shape) == 1, done.shape
    assert len(q.shape) == 3, q.shape
    assert len(next_n_q.shape) == 3, next_n_q.shape
    assert len(reward.shape) == 2, reward.shape

    if weight is None:
        weight = torch.ones_like(action)

    batch_size = done.shape[0]
    tau = q.shape[0]
    tau_prime = next_n_q.shape[0]

    action = action.repeat([tau, 1]).unsqueeze(-1)
    next_n_action = next_n_action.repeat([tau_prime, 1]).unsqueeze(-1)

    # shape: batch_size x tau x a
    q_s_a = torch.gather(q, -1, action).permute([1, 0, 2])
    # shape: batch_size x tau_prim x 1
    target_q_s_a = torch.gather(next_n_q, -1, next_n_action).permute([1, 0, 2])

    assert reward.shape[0] == nstep
    device = torch.device("cuda" if reward.is_cuda else "cpu")
    reward_factor = torch.ones(nstep).to(device)
    for i in range(1, nstep):
        reward_factor[i] = gamma * reward_factor[i - 1]
    reward = torch.matmul(reward_factor, reward)
    if value_gamma is None:
        target_q_s_a = reward.unsqueeze(-1) + (gamma ** nstep) * target_q_s_a.squeeze(-1) * (1 - done).unsqueeze(-1)
    else:
        target_q_s_a = reward.unsqueeze(-1) + value_gamma.unsqueeze(-1) * target_q_s_a.squeeze(-1) * (1 - done
                                                                                                      ).unsqueeze(-1)
    target_q_s_a = target_q_s_a.unsqueeze(-1)

    # shape: batch_size x tau' x tau x 1.
    bellman_errors = (target_q_s_a[:, :, None, :] - q_s_a[:, None, :, :])

    # The huber loss (see Section 2.3 of the paper) is defined via two cases:
    huber_loss = torch.where(
        bellman_errors.abs() <= kappa, 0.5 * bellman_errors ** 2, kappa * (bellman_errors.abs() - 0.5 * kappa)
    )

    # Reshape replay_quantiles to batch_size x num_tau_samples x 1
    replay_quantiles = replay_quantiles.reshape([tau, batch_size, 1]).permute([1, 0, 2])

    # shape: batch_size x num_tau_prime_samples x num_tau_samples x 1.
    replay_quantiles = replay_quantiles[:, None, :, :].repeat([1, tau_prime, 1, 1])

    # shape: batch_size x tau_prime x tau x 1.
    quantile_huber_loss = (torch.abs(replay_quantiles - ((bellman_errors < 0).float()).detach()) * huber_loss) / kappa

    # shape: batch_size
    loss = quantile_huber_loss.sum(dim=2).mean(dim=1)[:, 0]

    return (loss * weight).mean(), loss


td_lambda_data = namedtuple('td_lambda_data', ['value', 'reward', 'weight'])


def shape_fn_td_lambda(args, kwargs):
    r"""
    Overview:
        Return td_lambda shape for hpc
    Returns:
        shape: [T, B]
    """
    if len(args) <= 0:
        tmp = kwargs['data'].reward.shape[0]
    else:
        tmp = args[0].reward.shape
    return tmp


@hpc_wrapper(
    shape_fn=shape_fn_td_lambda,
    namedtuple_data=True,
    include_args=[0, 1, 2],
    include_kwargs=['data', 'gamma', 'lambda_']
)
def td_lambda_error(data: namedtuple, gamma: float = 0.9, lambda_: float = 0.8) -> torch.Tensor:
    """
    Overview:
        Computing TD(lambda) loss given constant gamma and lambda.
        There is no special handling for terminal state value,
        if some state has reached the terminal, just fill in zeros for values and rewards beyond terminal
        (*including the terminal state*, values[terminal] should also be 0)
    Arguments:
        - data (:obj:`namedtuple`): td_lambda input data with fields ['value', 'reward', 'weight']
        - gamma (:obj:`float`): constant discount factor gamma, should be in [0, 1], defaults to 0.9
        - lambda (:obj:`float`): constant lambda, should be in [0, 1], defaults to 0.8
    Returns:
        - loss (:obj:`torch.Tensor`): Computed MSE loss, averaged over the batch
    Shapes:
        - value (:obj:`torch.FloatTensor`): :math:`(T+1, B)`, where T is trajectory length and B is batch,\
            which is the estimation of the state value at step 0 to T
        - reward (:obj:`torch.FloatTensor`): :math:`(T, B)`, the returns from time step 0 to T-1
        - weight (:obj:`torch.FloatTensor` or None): :math:`(B, )`, the training sample weight
        - loss (:obj:`torch.FloatTensor`): :math:`()`, 0-dim tensor
    """
    value, reward, weight = data
    if weight is None:
        weight = torch.ones_like(reward)
    with torch.no_grad():
        return_ = generalized_lambda_returns(value, reward, gamma, lambda_)
    # discard the value at T as it should be considered in the next slice
    loss = 0.5 * \
        (F.mse_loss(return_, value[:-1], reduction='none') * weight).mean()
    return loss


def generalized_lambda_returns(
        bootstrap_values: torch.Tensor, rewards: torch.Tensor, gammas: float, lambda_: float
) -> torch.Tensor:
    r"""
    Overview:
        Functional equivalent to trfl.value_ops.generalized_lambda_returns
        https://github.com/deepmind/trfl/blob/2c07ac22512a16715cc759f0072be43a5d12ae45/trfl/value_ops.py#L74
        Passing in a number instead of tensor to make the value constant for all samples in batch
    Arguments:
        - bootstrap_values (:obj:`torch.Tensor` or :obj:`float`):
          estimation of the value at step 0 to *T*, of size [T_traj+1, batchsize]
        - rewards (:obj:`torch.Tensor`): the returns from 0 to T-1, of size [T_traj, batchsize]
        - gammas (:obj:`torch.Tensor` or :obj:`float`):
          discount factor for each step (from 0 to T-1), of size [T_traj, batchsize]
        - lambda (:obj:`torch.Tensor` or :obj:`float`): determining the mix of bootstrapping
          vs further accumulation of multistep returns at each timestep, of size [T_traj, batchsize]
    Returns:
        - return (:obj:`torch.Tensor`): Computed lambda return value
          for each state from 0 to T-1, of size [T_traj, batchsize]
    """
    if not isinstance(gammas, torch.Tensor):
        gammas = gammas * torch.ones_like(rewards)
    if not isinstance(lambda_, torch.Tensor):
        lambda_ = lambda_ * torch.ones_like(rewards)
    bootstrap_values_tp1 = bootstrap_values[1:, :]
    return multistep_forward_view(bootstrap_values_tp1, rewards, gammas, lambda_)


def multistep_forward_view(
        bootstrap_values: torch.Tensor, rewards: torch.Tensor, gammas: float, lambda_: float
) -> torch.Tensor:
    r"""
    Overview:
        Same as trfl.sequence_ops.multistep_forward_view
        Implementing (12.18) in Sutton & Barto

        ```
        result[T-1] = rewards[T-1] + gammas[T-1] * bootstrap_values[T]
        for t in 0...T-2 :
        result[t] = rewards[t] + gammas[t]*(lambdas[t]*result[t+1] + (1-lambdas[t])*bootstrap_values[t+1])
        ```

        Assuming the first dim of input tensors correspond to the index in batch
        There is no special handling for terminal state value,
        if some state has reached the terminal, just fill in zeros for values and rewards beyond terminal
        (including the terminal state, which is, bootstrap_values[terminal] should also be 0)
    Arguments:
        - bootstrap_values (:obj:`torch.Tensor`): estimation of the value at *step 1 to T*, of size [T_traj, batchsize]
        - rewards (:obj:`torch.Tensor`): the returns from 0 to T-1, of size [T_traj, batchsize]
        - gammas (:obj:`torch.Tensor`): discount factor for each step (from 0 to T-1), of size [T_traj, batchsize]
        - lambda (:obj:`torch.Tensor`): determining the mix of bootstrapping vs further accumulation of \
            multistep returns at each timestep of size [T_traj, batchsize], the element for T-1 is ignored \
            and effectively set to 0, as there is no information about future rewards.
    Returns:
        - ret (:obj:`torch.Tensor`): Computed lambda return value \
            for each state from 0 to T-1, of size [T_traj, batchsize]
    """
    result = torch.empty_like(rewards)
    # Forced cutoff at the last one
    result[-1, :] = rewards[-1, :] + gammas[-1, :] * bootstrap_values[-1, :]
    discounts = gammas * lambda_
    for t in reversed(range(rewards.size()[0] - 1)):
        result[t, :] = rewards[t, :] \
            + discounts[t, :] * result[t + 1, :] \
            + (gammas[t, :] - discounts[t, :]) * bootstrap_values[t, :]

    return result