| """Probability distributions.""" |
|
|
| from abc import ABC, abstractmethod |
| from typing import Any, Dict, List, Optional, Tuple, Union |
|
|
| import gym |
| import torch as th |
| from gym import spaces |
| from torch import nn |
| from torch.distributions import Bernoulli, Categorical, Normal |
|
|
| from stable_baselines3.common.preprocessing import get_action_dim |
|
|
|
|
| class Distribution(ABC): |
| """Abstract base class for distributions.""" |
|
|
| def __init__(self): |
| super(Distribution, self).__init__() |
|
|
| @abstractmethod |
| def proba_distribution_net(self, *args, **kwargs) -> Union[nn.Module, Tuple[nn.Module, nn.Parameter]]: |
| """Create the layers and parameters that represent the distribution. |
| |
| Subclasses must define this, but the arguments and return type vary between |
| concrete classes.""" |
|
|
| @abstractmethod |
| def proba_distribution(self, *args, **kwargs) -> "Distribution": |
| """Set parameters of the distribution. |
| |
| :return: self |
| """ |
|
|
| @abstractmethod |
| def log_prob(self, x: th.Tensor) -> th.Tensor: |
| """ |
| Returns the log likelihood |
| |
| :param x: the taken action |
| :return: The log likelihood of the distribution |
| """ |
|
|
| @abstractmethod |
| def entropy(self) -> Optional[th.Tensor]: |
| """ |
| Returns Shannon's entropy of the probability |
| |
| :return: the entropy, or None if no analytical form is known |
| """ |
|
|
| @abstractmethod |
| def sample(self) -> th.Tensor: |
| """ |
| Returns a sample from the probability distribution |
| |
| :return: the stochastic action |
| """ |
|
|
| @abstractmethod |
| def mode(self) -> th.Tensor: |
| """ |
| Returns the most likely action (deterministic output) |
| from the probability distribution |
| |
| :return: the stochastic action |
| """ |
|
|
| def get_actions(self, deterministic: bool = False) -> th.Tensor: |
| """ |
| Return actions according to the probability distribution. |
| |
| :param deterministic: |
| :return: |
| """ |
| if deterministic: |
| return self.mode() |
| return self.sample() |
|
|
| @abstractmethod |
| def actions_from_params(self, *args, **kwargs) -> th.Tensor: |
| """ |
| Returns samples from the probability distribution |
| given its parameters. |
| |
| :return: actions |
| """ |
|
|
| @abstractmethod |
| def log_prob_from_params(self, *args, **kwargs) -> Tuple[th.Tensor, th.Tensor]: |
| """ |
| Returns samples and the associated log probabilities |
| from the probability distribution given its parameters. |
| |
| :return: actions and log prob |
| """ |
|
|
|
|
| def sum_independent_dims(tensor: th.Tensor) -> th.Tensor: |
| """ |
| Continuous actions are usually considered to be independent, |
| so we can sum components of the ``log_prob`` or the entropy. |
| |
| :param tensor: shape: (n_batch, n_actions) or (n_batch,) |
| :return: shape: (n_batch,) |
| """ |
| if len(tensor.shape) > 1: |
| tensor = tensor.sum(dim=1) |
| else: |
| tensor = tensor.sum() |
| return tensor |
|
|
|
|
| class DiagGaussianDistribution(Distribution): |
| """ |
| Gaussian distribution with diagonal covariance matrix, for continuous actions. |
| |
| :param action_dim: Dimension of the action space. |
| """ |
|
|
| def __init__(self, action_dim: int): |
| 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: int, log_std_init: float = 0.0) -> Tuple[nn.Module, nn.Parameter]: |
| """ |
| 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: Dimension of the last layer of the policy (before the action layer) |
| :param log_std_init: Initial value for the log standard deviation |
| :return: |
| """ |
| mean_actions = nn.Linear(latent_dim, self.action_dim) |
| |
| log_std = nn.Parameter(th.ones(self.action_dim) * log_std_init, requires_grad=True) |
| return mean_actions, log_std |
|
|
| def proba_distribution(self, mean_actions: th.Tensor, log_std: th.Tensor) -> "DiagGaussianDistribution": |
| """ |
| Create the distribution given its parameters (mean, std) |
| |
| :param mean_actions: |
| :param log_std: |
| :return: |
| """ |
| action_std = th.ones_like(mean_actions) * log_std.exp() |
| self.distribution = Normal(mean_actions, action_std) |
| return self |
|
|
| def log_prob(self, actions: th.Tensor) -> th.Tensor: |
| """ |
| Get the log probabilities of actions according to the distribution. |
| Note that you must first call the ``proba_distribution()`` method. |
| |
| :param actions: |
| :return: |
| """ |
| log_prob = self.distribution.log_prob(actions) |
| return sum_independent_dims(log_prob) |
|
|
| def entropy(self) -> th.Tensor: |
| return sum_independent_dims(self.distribution.entropy()) |
|
|
| def sample(self) -> th.Tensor: |
| |
| return self.distribution.rsample() |
|
|
| def mode(self) -> th.Tensor: |
| return self.distribution.mean |
|
|
| def actions_from_params(self, mean_actions: th.Tensor, log_std: th.Tensor, deterministic: bool = False) -> th.Tensor: |
| |
| self.proba_distribution(mean_actions, log_std) |
| return self.get_actions(deterministic=deterministic) |
|
|
| def log_prob_from_params(self, mean_actions: th.Tensor, log_std: th.Tensor) -> Tuple[th.Tensor, th.Tensor]: |
| """ |
| Compute the log probability of taking an action |
| given the distribution parameters. |
| |
| :param mean_actions: |
| :param log_std: |
| :return: |
| """ |
| actions = self.actions_from_params(mean_actions, log_std) |
| log_prob = self.log_prob(actions) |
| return actions, log_prob |
|
|
|
|
| class SquashedDiagGaussianDistribution(DiagGaussianDistribution): |
| """ |
| Gaussian distribution with diagonal covariance matrix, followed by a squashing function (tanh) to ensure bounds. |
| |
| :param action_dim: Dimension of the action space. |
| :param epsilon: small value to avoid NaN due to numerical imprecision. |
| """ |
|
|
| def __init__(self, action_dim: int, epsilon: float = 1e-6): |
| super(SquashedDiagGaussianDistribution, self).__init__(action_dim) |
| |
| self.epsilon = epsilon |
| self.gaussian_actions = None |
|
|
| def proba_distribution(self, mean_actions: th.Tensor, log_std: th.Tensor) -> "SquashedDiagGaussianDistribution": |
| super(SquashedDiagGaussianDistribution, self).proba_distribution(mean_actions, log_std) |
| return self |
|
|
| def log_prob(self, actions: th.Tensor, gaussian_actions: Optional[th.Tensor] = None) -> th.Tensor: |
| |
| |
| |
| if gaussian_actions is None: |
| |
| gaussian_actions = TanhBijector.inverse(actions) |
|
|
| |
| log_prob = super(SquashedDiagGaussianDistribution, self).log_prob(gaussian_actions) |
| |
| |
| log_prob -= th.sum(th.log(1 - actions ** 2 + self.epsilon), dim=1) |
| return log_prob |
|
|
| def entropy(self) -> Optional[th.Tensor]: |
| |
| |
| return None |
|
|
| def sample(self) -> th.Tensor: |
| |
| self.gaussian_actions = super().sample() |
| return th.tanh(self.gaussian_actions) |
|
|
| def mode(self) -> th.Tensor: |
| self.gaussian_actions = super().mode() |
| |
| return th.tanh(self.gaussian_actions) |
|
|
| def log_prob_from_params(self, mean_actions: th.Tensor, log_std: th.Tensor) -> Tuple[th.Tensor, th.Tensor]: |
| action = self.actions_from_params(mean_actions, log_std) |
| log_prob = self.log_prob(action, self.gaussian_actions) |
| return action, log_prob |
|
|
|
|
| class CategoricalDistribution(Distribution): |
| """ |
| Categorical distribution for discrete actions. |
| |
| :param action_dim: Number of discrete actions |
| """ |
|
|
| def __init__(self, action_dim: int): |
| super(CategoricalDistribution, self).__init__() |
| self.distribution = None |
| self.action_dim = action_dim |
|
|
| def proba_distribution_net(self, latent_dim: int) -> nn.Module: |
| """ |
| Create the layer that represents the distribution: |
| it will be the logits of the Categorical distribution. |
| You can then get probabilities using a softmax. |
| |
| :param latent_dim: Dimension of the last layer |
| of the policy network (before the action layer) |
| :return: |
| """ |
| action_logits = nn.Linear(latent_dim, self.action_dim) |
| return action_logits |
|
|
| def proba_distribution(self, action_logits: th.Tensor) -> "CategoricalDistribution": |
| self.distribution = Categorical(logits=action_logits) |
| return self |
|
|
| def log_prob(self, actions: th.Tensor) -> th.Tensor: |
| return self.distribution.log_prob(actions) |
|
|
| def entropy(self) -> th.Tensor: |
| return self.distribution.entropy() |
|
|
| def sample(self) -> th.Tensor: |
| return self.distribution.sample() |
|
|
| def mode(self) -> th.Tensor: |
| return th.argmax(self.distribution.probs, dim=1) |
|
|
| def actions_from_params(self, action_logits: th.Tensor, deterministic: bool = False) -> th.Tensor: |
| |
| self.proba_distribution(action_logits) |
| return self.get_actions(deterministic=deterministic) |
|
|
| def log_prob_from_params(self, action_logits: th.Tensor) -> Tuple[th.Tensor, th.Tensor]: |
| actions = self.actions_from_params(action_logits) |
| log_prob = self.log_prob(actions) |
| return actions, log_prob |
|
|
|
|
| class MultiCategoricalDistribution(Distribution): |
| """ |
| MultiCategorical distribution for multi discrete actions. |
| |
| :param action_dims: List of sizes of discrete action spaces |
| """ |
|
|
| def __init__(self, action_dims: List[int]): |
| super(MultiCategoricalDistribution, self).__init__() |
| self.action_dims = action_dims |
| self.distributions = None |
|
|
| def proba_distribution_net(self, latent_dim: int) -> nn.Module: |
| """ |
| Create the layer that represents the distribution: |
| it will be the logits (flattened) of the MultiCategorical distribution. |
| You can then get probabilities using a softmax on each sub-space. |
| |
| :param latent_dim: Dimension of the last layer |
| of the policy network (before the action layer) |
| :return: |
| """ |
|
|
| action_logits = nn.Linear(latent_dim, sum(self.action_dims)) |
| return action_logits |
|
|
| def proba_distribution(self, action_logits: th.Tensor) -> "MultiCategoricalDistribution": |
| self.distributions = [Categorical(logits=split) for split in th.split(action_logits, tuple(self.action_dims), dim=1)] |
| return self |
|
|
| def log_prob(self, actions: th.Tensor) -> th.Tensor: |
| |
| return th.stack( |
| [dist.log_prob(action) for dist, action in zip(self.distributions, th.unbind(actions, dim=1))], dim=1 |
| ).sum(dim=1) |
|
|
| def entropy(self) -> th.Tensor: |
| return th.stack([dist.entropy() for dist in self.distributions], dim=1).sum(dim=1) |
|
|
| def sample(self) -> th.Tensor: |
| return th.stack([dist.sample() for dist in self.distributions], dim=1) |
|
|
| def mode(self) -> th.Tensor: |
| return th.stack([th.argmax(dist.probs, dim=1) for dist in self.distributions], dim=1) |
|
|
| def actions_from_params(self, action_logits: th.Tensor, deterministic: bool = False) -> th.Tensor: |
| |
| self.proba_distribution(action_logits) |
| return self.get_actions(deterministic=deterministic) |
|
|
| def log_prob_from_params(self, action_logits: th.Tensor) -> Tuple[th.Tensor, th.Tensor]: |
| actions = self.actions_from_params(action_logits) |
| log_prob = self.log_prob(actions) |
| return actions, log_prob |
|
|
|
|
| class BernoulliDistribution(Distribution): |
| """ |
| Bernoulli distribution for MultiBinary action spaces. |
| |
| :param action_dim: Number of binary actions |
| """ |
|
|
| def __init__(self, action_dims: int): |
| super(BernoulliDistribution, self).__init__() |
| self.distribution = None |
| self.action_dims = action_dims |
|
|
| def proba_distribution_net(self, latent_dim: int) -> nn.Module: |
| """ |
| Create the layer that represents the distribution: |
| it will be the logits of the Bernoulli distribution. |
| |
| :param latent_dim: Dimension of the last layer |
| of the policy network (before the action layer) |
| :return: |
| """ |
| action_logits = nn.Linear(latent_dim, self.action_dims) |
| return action_logits |
|
|
| def proba_distribution(self, action_logits: th.Tensor) -> "BernoulliDistribution": |
| self.distribution = Bernoulli(logits=action_logits) |
| return self |
|
|
| def log_prob(self, actions: th.Tensor) -> th.Tensor: |
| return self.distribution.log_prob(actions).sum(dim=1) |
|
|
| def entropy(self) -> th.Tensor: |
| return self.distribution.entropy().sum(dim=1) |
|
|
| def sample(self) -> th.Tensor: |
| return self.distribution.sample() |
|
|
| def mode(self) -> th.Tensor: |
| return th.round(self.distribution.probs) |
|
|
| def actions_from_params(self, action_logits: th.Tensor, deterministic: bool = False) -> th.Tensor: |
| |
| self.proba_distribution(action_logits) |
| return self.get_actions(deterministic=deterministic) |
|
|
| def log_prob_from_params(self, action_logits: th.Tensor) -> Tuple[th.Tensor, th.Tensor]: |
| actions = self.actions_from_params(action_logits) |
| log_prob = self.log_prob(actions) |
| return actions, log_prob |
|
|
|
|
| class StateDependentNoiseDistribution(Distribution): |
| """ |
| Distribution class for using generalized State Dependent Exploration (gSDE). |
| Paper: https://arxiv.org/abs/2005.05719 |
| |
| It is used to create the noise exploration matrix and |
| compute the log probability of an action with that noise. |
| |
| :param action_dim: Dimension of the action space. |
| :param full_std: Whether to use (n_features x n_actions) parameters |
| for the std instead of only (n_features,) |
| :param use_expln: 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: Whether to squash the output using a tanh function, |
| this ensures bounds are satisfied. |
| :param learn_features: Whether to learn features for gSDE or not. |
| This will enable gradients to be backpropagated through the features |
| ``latent_sde`` in the code. |
| :param epsilon: small value to avoid NaN due to numerical imprecision. |
| """ |
|
|
| def __init__( |
| self, |
| action_dim: int, |
| full_std: bool = True, |
| use_expln: bool = False, |
| squash_output: bool = False, |
| learn_features: bool = False, |
| epsilon: float = 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._latent_sde = 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: th.Tensor) -> th.Tensor: |
| """ |
| Get the standard deviation from the learned parameter |
| (log of it by default). This ensures that the std is positive. |
| |
| :param log_std: |
| :return: |
| """ |
| if self.use_expln: |
| |
| |
| below_threshold = th.exp(log_std) * (log_std <= 0) |
| |
| safe_log_std = log_std * (log_std > 0) + self.epsilon |
| above_threshold = (th.log1p(safe_log_std) + 1.0) * (log_std > 0) |
| std = below_threshold + above_threshold |
| else: |
| |
| std = th.exp(log_std) |
|
|
| if self.full_std: |
| return std |
| |
| return th.ones(self.latent_sde_dim, self.action_dim).to(log_std.device) * std |
|
|
| def sample_weights(self, log_std: th.Tensor, batch_size: int = 1) -> None: |
| """ |
| Sample weights for the noise exploration matrix, |
| using a centered Gaussian distribution. |
| |
| :param log_std: |
| :param batch_size: |
| """ |
| 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: int, log_std_init: float = -2.0, latent_sde_dim: Optional[int] = None |
| ) -> Tuple[nn.Module, nn.Parameter]: |
| """ |
| 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: Dimension of the last layer of the policy (before the action layer) |
| :param log_std_init: Initial value for the log standard deviation |
| :param latent_sde_dim: Dimension of the last layer of the features extractor |
| for gSDE. By default, it is shared with the policy network. |
| :return: |
| """ |
| |
| mean_actions_net = nn.Linear(latent_dim, self.action_dim) |
| |
| |
| self.latent_sde_dim = latent_dim if latent_sde_dim is None else latent_sde_dim |
| |
| log_std = th.ones(self.latent_sde_dim, self.action_dim) if self.full_std else th.ones(self.latent_sde_dim, 1) |
| |
| log_std = nn.Parameter(log_std * log_std_init, requires_grad=True) |
| |
| self.sample_weights(log_std) |
| return mean_actions_net, log_std |
|
|
| def proba_distribution( |
| self, mean_actions: th.Tensor, log_std: th.Tensor, latent_sde: th.Tensor |
| ) -> "StateDependentNoiseDistribution": |
| """ |
| Create the distribution given its parameters (mean, std) |
| |
| :param mean_actions: |
| :param log_std: |
| :param latent_sde: |
| :return: |
| """ |
| |
| self._latent_sde = latent_sde if self.learn_features else latent_sde.detach() |
| variance = th.mm(self._latent_sde ** 2, self.get_std(log_std) ** 2) |
| self.distribution = Normal(mean_actions, th.sqrt(variance + self.epsilon)) |
| return self |
|
|
| def log_prob(self, actions: th.Tensor) -> th.Tensor: |
| if self.bijector is not None: |
| gaussian_actions = self.bijector.inverse(actions) |
| else: |
| gaussian_actions = actions |
| |
| log_prob = self.distribution.log_prob(gaussian_actions) |
| |
| log_prob = sum_independent_dims(log_prob) |
|
|
| if self.bijector is not None: |
| |
| log_prob -= th.sum(self.bijector.log_prob_correction(gaussian_actions), dim=1) |
| return log_prob |
|
|
| def entropy(self) -> Optional[th.Tensor]: |
| if self.bijector is not None: |
| |
| |
| return None |
| return sum_independent_dims(self.distribution.entropy()) |
|
|
| def sample(self) -> th.Tensor: |
| noise = self.get_noise(self._latent_sde) |
| actions = self.distribution.mean + noise |
| if self.bijector is not None: |
| return self.bijector.forward(actions) |
| return actions |
|
|
| def mode(self) -> th.Tensor: |
| actions = self.distribution.mean |
| if self.bijector is not None: |
| return self.bijector.forward(actions) |
| return actions |
|
|
| def get_noise(self, latent_sde: th.Tensor) -> th.Tensor: |
| latent_sde = latent_sde if self.learn_features else latent_sde.detach() |
| |
| if len(latent_sde) == 1 or len(latent_sde) != len(self.exploration_matrices): |
| return th.mm(latent_sde, self.exploration_mat) |
| |
| |
| latent_sde = latent_sde.unsqueeze(1) |
| |
| noise = th.bmm(latent_sde, self.exploration_matrices) |
| return noise.squeeze(1) |
|
|
| def actions_from_params( |
| self, mean_actions: th.Tensor, log_std: th.Tensor, latent_sde: th.Tensor, deterministic: bool = False |
| ) -> th.Tensor: |
| |
| self.proba_distribution(mean_actions, log_std, latent_sde) |
| return self.get_actions(deterministic=deterministic) |
|
|
| def log_prob_from_params( |
| self, mean_actions: th.Tensor, log_std: th.Tensor, latent_sde: th.Tensor |
| ) -> Tuple[th.Tensor, th.Tensor]: |
| actions = self.actions_from_params(mean_actions, log_std, latent_sde) |
| log_prob = self.log_prob(actions) |
| return actions, log_prob |
|
|
|
|
| class TanhBijector(object): |
| """ |
| Bijective transformation of a probability distribution |
| using a squashing function (tanh) |
| TODO: use Pyro instead (https://pyro.ai/) |
| |
| :param epsilon: small value to avoid NaN due to numerical imprecision. |
| """ |
|
|
| def __init__(self, epsilon: float = 1e-6): |
| super(TanhBijector, self).__init__() |
| self.epsilon = epsilon |
|
|
| @staticmethod |
| def forward(x: th.Tensor) -> th.Tensor: |
| return th.tanh(x) |
|
|
| @staticmethod |
| def atanh(x: th.Tensor) -> th.Tensor: |
| """ |
| 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: th.Tensor) -> th.Tensor: |
| """ |
| Inverse tanh. |
| |
| :param y: |
| :return: |
| """ |
| eps = th.finfo(y.dtype).eps |
| |
| return TanhBijector.atanh(y.clamp(min=-1.0 + eps, max=1.0 - eps)) |
|
|
| def log_prob_correction(self, x: th.Tensor) -> th.Tensor: |
| |
| return th.log(1.0 - th.tanh(x) ** 2 + self.epsilon) |
|
|
|
|
| def make_proba_distribution( |
| action_space: gym.spaces.Space, use_sde: bool = False, dist_kwargs: Optional[Dict[str, Any]] = None |
| ) -> Distribution: |
| """ |
| Return an instance of Distribution for the correct type of action space |
| |
| :param action_space: the input action space |
| :param use_sde: Force the use of StateDependentNoiseDistribution |
| instead of DiagGaussianDistribution |
| :param dist_kwargs: Keyword arguments to pass to the probability distribution |
| :return: the appropriate 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" |
| cls = StateDependentNoiseDistribution if use_sde else DiagGaussianDistribution |
| return cls(get_action_dim(action_space), **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" |
| f"of type {type(action_space)}." |
| " Must be of type Gym Spaces: Box, Discrete, MultiDiscrete or MultiBinary." |
| ) |
|
|