import torch as th import torch.nn as nn from torch.distributions import Normal, Categorical from gym import spaces class Distribution(object): def __init__(self): super(Distribution, self).__init__() def log_prob(self, x): """ returns the log likelihood :param x: (object) the taken action :return: (th.Tensor) The log likelihood of the distribution """ raise NotImplementedError def entropy(self): """ Returns shannon's entropy of the probability :return: (th.Tensor) the entropy """ raise NotImplementedError def sample(self): """ returns a sample from the probabilty distribution :return: (th.Tensor) the stochastic action """ raise NotImplementedError class DiagGaussianDistribution(Distribution): """ Gaussian distribution with diagonal covariance matrix, for continuous actions. :param action_dim: (int) Number of continuous actions """ def __init__(self, action_dim): super(DiagGaussianDistribution, self).__init__() self.distribution = None self.action_dim = action_dim self.mean_actions = None self.log_std = None def proba_distribution_net(self, latent_dim, log_std_init=0.0): """ Create the layers and parameter that represent the distribution: one output will be the mean of the gaussian, the other parameter will be the standard deviation (log std in fact to allow negative values) :param latent_dim: (int) Dimension og the last layer of the policy (before the action layer) :param log_std_init: (float) Initial value for the log standard deviation :return: (nn.Linear, nn.Parameter) """ mean_actions = nn.Linear(latent_dim, self.action_dim) # TODO: allow action dependent std log_std = nn.Parameter(th.ones(self.action_dim) * log_std_init) return mean_actions, log_std def proba_distribution(self, mean_actions, log_std, deterministic=False): """ Create and sample for the distribution given its parameters (mean, std) :param mean_actions: (th.Tensor) :param log_std: (th.Tensor) :param deterministic: (bool) :return: (th.Tensor) """ action_std = th.ones_like(mean_actions) * log_std.exp() self.distribution = Normal(mean_actions, action_std) if deterministic: action = self.mode() else: action = self.sample() return action, self def mode(self): return self.distribution.mean def sample(self): return self.distribution.rsample() def entropy(self): return self.distribution.entropy() def log_prob_from_params(self, mean_actions, log_std): """ Compute the log probabilty of taking an action given the distribution parameters. :param mean_actions: (th.Tensor) :param log_std: (th.Tensor) :return: (th.Tensor, th.Tensor) """ action, _ = self.proba_distribution(mean_actions, log_std) log_prob = self.log_prob(action) return action, log_prob def log_prob(self, action): """ Get the log probabilty of an action given a distribution. Note that you must call `proba_distribution()` method before. :param action: (th.Tensor) :return: (th.Tensor) """ log_prob = self.distribution.log_prob(action) if len(log_prob.shape) > 1: log_prob = log_prob.sum(axis=1) else: log_prob = log_prob.sum() return log_prob class SquashedDiagGaussianDistribution(DiagGaussianDistribution): """ Gaussian distribution with diagonal covariance matrix, followed by a squashing function (tanh) to ensure bounds. :param action_dim: (int) Number of continuous actions :param epsilon: (float) small value to avoid NaN due to numerical imprecision. """ def __init__(self, action_dim, epsilon=1e-6): super(SquashedDiagGaussianDistribution, self).__init__(action_dim) # Avoid NaN (prevents division by zero or log of zero) self.epsilon = epsilon self.gaussian_action = None def proba_distribution(self, mean_actions, log_std, deterministic=False): action, _ = super(SquashedDiagGaussianDistribution, self).proba_distribution(mean_actions, log_std, deterministic) return action, self def mode(self): self.gaussian_action = self.distribution.mean # Squash the output return th.tanh(self.gaussian_action) def sample(self): self.gaussian_action = self.distribution.rsample() return th.tanh(self.gaussian_action) def log_prob_from_params(self, mean_actions, log_std): action, _ = self.proba_distribution(mean_actions, log_std) log_prob = self.log_prob(action, self.gaussian_action) return action, log_prob def log_prob(self, action, gaussian_action=None): # Inverse tanh # Naive implementation (not stable): 0.5 * torch.log((1 + x) / (1 - x)) # We use numpy to avoid numerical instability if gaussian_action is None: # It will be clipped to avoid NaN when inversing tanh gaussian_action = TanhBijector.inverse(action) # Log likelihood for a gaussian distribution log_prob = super(SquashedDiagGaussianDistribution, self).log_prob(gaussian_action) # Squash correction (from original SAC implementation) # this comes from the fact that tanh is bijective and differentiable log_prob -= th.sum(th.log(1 - action ** 2 + self.epsilon), dim=1) return log_prob class CategoricalDistribution(Distribution): """ Categorical distribution for discrete actions. :param action_dim: (int) Number of discrete actions """ def __init__(self, action_dim): super(CategoricalDistribution, self).__init__() self.distribution = None self.action_dim = action_dim def proba_distribution_net(self, latent_dim): """ Create the layer that represents the distribution: it will be the logits of the Categorical distribution. You can then get probabilties using a softmax. :param latent_dim: (int) Dimension og the last layer of the policy (before the action layer) :return: (nn.Linear) """ action_logits = nn.Linear(latent_dim, self.action_dim) return action_logits def proba_distribution(self, action_logits, deterministic=False): self.distribution = Categorical(logits=action_logits) if deterministic: action = self.mode() else: action = self.sample() return action, self def mode(self): return th.argmax(self.distribution.probs, dim=1) def sample(self): return self.distribution.sample() def entropy(self): return self.distribution.entropy() def log_prob_from_params(self, action_logits): action, _ = self.proba_distribution(action_logits) log_prob = self.log_prob(action) return action, log_prob def log_prob(self, action): log_prob = self.distribution.log_prob(action) return log_prob class StateDependentNoiseDistribution(Distribution): """ Distribution class for using State Dependent Exploration (SDE). It is used to create the noise exploration matrix and compute the log probabilty of an action with that noise. :param action_dim: (int) Number of continuous actions :param full_std: (bool) Whether to use (n_features x n_actions) parameters for the std instead of only (n_features,) :param use_expln: (bool) Use `expln()` function instead of `exp()` to ensure a positive standard deviation (cf paper). It allows to keep variance above zero and prevent it from growing too fast. In practice, `exp()` is usually enough. :param squash_output: (bool) Whether to squash the output using a tanh function, this allows to ensure boundaries. :param learn_features: (bool) Whether to learn features for SDE or not. This will enable gradients to be backpropagated through the features `latent_sde` in the code. :param epsilon: (float) small value to avoid NaN due to numerical imprecision. """ def __init__(self, action_dim, full_std=True, use_expln=False, squash_output=False, learn_features=False, epsilon=1e-6): super(StateDependentNoiseDistribution, self).__init__() self.distribution = None self.action_dim = action_dim self.latent_sde_dim = None self.mean_actions = None self.log_std = None self.weights_dist = None self.exploration_mat = None self.exploration_matrices = None self.use_expln = use_expln self.full_std = full_std self.epsilon = epsilon self.learn_features = learn_features if squash_output: self.bijector = TanhBijector(epsilon) else: self.bijector = None def get_std(self, log_std): """ Get the standard deviation from the learned parameter (log of it by default). This ensures that the std is positive. :param log_std: (th.Tensor) :return: (th.Tensor) """ if self.use_expln: # From SDE paper, it allows to keep variance # above zero and prevent it from growing too fast if log_std <= 0: std = th.exp(log_std) else: std = th.log(log_std + 1.0) + 1.0 else: # Use normal exponential std = th.exp(log_std) if self.full_std: return std # Reduce the number of parameters: return th.ones(self.latent_sde_dim, self.action_dim).to(log_std.device) * std def sample_weights(self, log_std, batch_size=1): """ Sample weights for the noise exploration matrix, using a centered gaussian distribution. :param log_std: (th.Tensor) :param batch_size: (int) """ std = self.get_std(log_std) self.weights_dist = Normal(th.zeros_like(std), std) self.exploration_mat = self.weights_dist.rsample() self.exploration_matrices = self.weights_dist.rsample((batch_size,)) def proba_distribution_net(self, latent_dim, log_std_init=-2.0, latent_sde_dim=None): """ Create the layers and parameter that represent the distribution: one output will be the deterministic action, the other parameter will be the standard deviation of the distribution that control the weights of the noise matrix. :param latent_dim: (int) Dimension of the last layer of the policy (before the action layer) :param log_std_init: (float) Initial value for the log standard deviation :param latent_sde_dim: (int) Dimension of the last layer of the feature extractor for SDE. By default, it is shared with the policy network. :return: (nn.Linear, nn.Parameter) """ # Network for the deterministic action, it represents the mean of the distribution mean_actions_net = nn.Linear(latent_dim, self.action_dim) # When we learn features for the noise, the feature dimension # can be different between the policy and the noise network self.latent_sde_dim = latent_dim if latent_sde_dim is None else latent_sde_dim # Reduce the number of parameters if needed log_std = th.ones(self.latent_sde_dim, self.action_dim) if self.full_std else th.ones(self.latent_sde_dim, 1) # Transform it to a parameter so it can be optimized log_std = nn.Parameter(log_std * log_std_init) # Sample an exploration matrix self.sample_weights(log_std) return mean_actions_net, log_std def proba_distribution(self, mean_actions, log_std, latent_sde, deterministic=False): """ Create and sample for the distribution given its parameters (mean, std) :param mean_actions: (th.Tensor) :param log_std: (th.Tensor) :param latent_sde: (th.Tensor) :param deterministic: (bool) :return: (th.Tensor) """ # Stop gradient if we don't want to influence the features latent_sde = latent_sde if self.learn_features else latent_sde.detach() variance = th.mm(latent_sde ** 2, self.get_std(log_std) ** 2) self.distribution = Normal(mean_actions, th.sqrt(variance + self.epsilon)) if deterministic: action = self.mode() else: action = self.sample(latent_sde) return action, self def mode(self): action = self.distribution.mean if self.bijector is not None: return self.bijector.forward(action) return action def get_noise(self, latent_sde): latent_sde = latent_sde if self.learn_features else latent_sde.detach() # Default case: only one exploration matrix if len(latent_sde) == 1 or len(latent_sde) != len(self.exploration_matrices): return th.mm(latent_sde, self.exploration_mat) # Use batch matrix multiplication for efficient computation # (batch_size, n_features) -> (batch_size, 1, n_features) latent_sde = latent_sde.unsqueeze(1) # (batch_size, 1, n_actions) noise = th.bmm(latent_sde, self.exploration_matrices) return noise.squeeze(1) def sample(self, latent_sde): noise = self.get_noise(latent_sde) action = self.distribution.mean + noise if self.bijector is not None: return self.bijector.forward(action) return action def entropy(self): # TODO: account for the squashing? return self.distribution.entropy() def log_prob_from_params(self, mean_actions, log_std, latent_sde): action, _ = self.proba_distribution(mean_actions, log_std, latent_sde) log_prob = self.log_prob(action) return action, log_prob def log_prob(self, action): if self.bijector is not None: gaussian_action = self.bijector.inverse(action) else: gaussian_action = action # log likelihood for a gaussian log_prob = self.distribution.log_prob(gaussian_action) if len(log_prob.shape) > 1: log_prob = log_prob.sum(axis=1) else: log_prob = log_prob.sum() if self.bijector is not None: # Squash correction (from original SAC implementation) log_prob -= th.sum(self.bijector.log_prob_correction(gaussian_action), dim=1) return log_prob class TanhBijector(object): """ Bijective transformation of a probabilty distribution using a squashing function (tanh) TODO: use Pyro instead (https://pyro.ai/) :param epsilon: (float) small value to avoid NaN due to numerical imprecision. """ def __init__(self, epsilon=1e-6): super(TanhBijector, self).__init__() self.epsilon = epsilon def forward(self, x): return th.tanh(x) @staticmethod def atanh(x): """ Inverse of Tanh Taken from pyro: https://github.com/pyro-ppl/pyro 0.5 * torch.log((1 + x ) / (1 - x)) """ return 0.5 * (x.log1p() - (-x).log1p()) @staticmethod def inverse(y): """ Inverse tanh. :param y: (th.Tensor) :return: (th.Tensor) """ eps = th.finfo(y.dtype).eps # Clip the action to avoid NaN return TanhBijector.atanh(y.clamp(min=-1. + eps, max=1. - eps)) def log_prob_correction(self, x): # Squash correction (from original SAC implementation) return th.log(1.0 - th.tanh(x) ** 2 + self.epsilon) def make_proba_distribution(action_space, use_sde=False, dist_kwargs=None): """ Return an instance of Distribution for the correct type of action space :param action_space: (Gym Space) the input action space :param use_sde: (bool) Force the use of StateDependentNoiseDistribution instead of DiagGaussianDistribution :param dist_kwargs: (dict) Keyword arguments to pass to the probabilty distribution :return: (Distribution) the approriate Distribution object """ if dist_kwargs is None: dist_kwargs = {} if isinstance(action_space, spaces.Box): assert len(action_space.shape) == 1, "Error: the action space must be a vector" if use_sde: return StateDependentNoiseDistribution(action_space.shape[0], **dist_kwargs) return DiagGaussianDistribution(action_space.shape[0], **dist_kwargs) elif isinstance(action_space, spaces.Discrete): return CategoricalDistribution(action_space.n, **dist_kwargs) # elif isinstance(action_space, spaces.MultiDiscrete): # return MultiCategoricalDistribution(action_space.nvec, **dist_kwargs) # elif isinstance(action_space, spaces.MultiBinary): # return BernoulliDistribution(action_space.n, **dist_kwargs) else: raise NotImplementedError("Error: probability distribution, not implemented for action space of type {}." .format(type(action_space)) + " Must be of type Gym Spaces: Box, Discrete, MultiDiscrete or MultiBinary.")