From d124d1580f0fa1ea7ef13c90479d61848a951634 Mon Sep 17 00:00:00 2001
From: framr <pavel.sht@yandex.ru>
Date: Wed, 7 Dec 2016 14:26:55 +0100
Subject: [PATCH] Fun with cross entropy RL

---
 deep_reinforcement_mlss/cem.py | 143 +++++++++++++++++++++++++++++++++
 1 file changed, 143 insertions(+)
 create mode 100755 deep_reinforcement_mlss/cem.py

diff --git a/deep_reinforcement_mlss/cem.py b/deep_reinforcement_mlss/cem.py
new file mode 100755
index 0000000..3aae7a7
--- /dev/null
+++ b/deep_reinforcement_mlss/cem.py
@@ -0,0 +1,143 @@
+#!/usr/bin/env python
+
+import numpy as np
+import gym
+from gym.spaces import Discrete, Box
+
+# ================================================================
+# Policies
+# ================================================================
+
+class DeterministicDiscreteActionLinearPolicy(object):
+
+    def __init__(self, theta, obs_space, act_space):
+        """
+        dim_ob: dimension of observations
+        n_actions: number of actions
+        theta: flat vector of parameters
+        """
+        dim_obs = obs_space.shape[0]
+        n_actions = act_space.n
+        assert len(theta) == (dim_obs + 1) * n_actions
+        self.W = theta[0 : dim_obs * n_actions].reshape(dim_obs, n_actions)
+        self.b = theta[dim_obs * n_actions : None].reshape(1, n_actions)
+
+    def act(self, obs):
+        """
+        """
+        y = obs.dot(self.W) + self.b
+        a = y.argmax()
+        return a
+
+
+class DeterministicContinuousActionLinearPolicy(object):
+
+    def __init__(self, theta, obs_space, act_space):
+        """
+        dim_obs: dimension of observations
+        dim_act: dimension of action vector
+        theta: flat vector of parameters
+        """
+        self.act_space = act_space
+        dim_obs = obs_space.shape[0]
+        dim_act = act_space.shape[0]
+        assert len(theta) == (dim_obs + 1) * dim_act
+        self.W = theta[0 : dim_obs * dim_act].reshape(dim_obs, dim_act)
+        self.b = theta[dim_obs * dim_act : None]
+
+    def act(self, obs):
+        a = np.clip(obs.dot(self.W) + self.b, self.act_space.low, self.act_space.high)
+        return a
+
+
+def do_episode(policy, env, num_steps, render=False):
+    total_rew = 0
+    observation = env.reset()
+    for t in range(num_steps):
+        a = policy.act(observation)
+        (observation, reward, done, _info) = env.step(a)
+        total_rew += reward
+
+        if render and t % 3 == 0:
+            env.render()    
+        if done:
+            break
+    return total_rew
+
+
+env = None
+def noisy_evaluation(theta):
+    policy = make_policy(theta)
+    rew = do_episode(policy, env, num_steps)
+    return rew
+
+def make_policy(theta):
+    if isinstance(env.action_space, Discrete):
+        return DeterministicDiscreteActionLinearPolicy(theta,
+            env.observation_space, env.action_space)
+    elif isinstance(env.action_space, Box):
+        return DeterministicContinuousActionLinearPolicy(theta,
+            env.observation_space, env.action_space)
+    else:
+        raise NotImplementedError
+
+
+    
+if __name__ == '__main__':
+
+    """
+    Slightly modified starter code from MLSS Cadiz 2016
+    Sorry for coding style
+    """
+
+
+    # Task settings:
+    #env = gym.make('CartPole-v0') # Change as needed
+    #env = gym.make('Pendulum-v0') # Change as needed
+    #env = gym.make('Acrobot-v1') # Change as needed
+    env = gym.make('MountainCar-v0') # Change as needed
+
+
+    num_steps = 500 # maximum length of episode
+    # Alg settings:
+    n_iter = 100 # number of iterations of CEM
+    batch_size = 25 # number of samples per batch
+    elite_frac = 0.2 # fraction of samples used as elite set
+
+    if isinstance(env.action_space, Discrete):
+        dim_theta = (env.observation_space.shape[0] + 1) * env.action_space.n
+    elif isinstance(env.action_space, Box):
+        dim_theta = (env.observation_space.shape[0] + 1) * env.action_space.shape[0]
+    else:
+        raise NotImplementedError
+
+    # Initialize mean and standard deviation
+    theta_mean = np.zeros(dim_theta)
+    theta_std = np.ones(dim_theta)
+
+    # Now, for the algorithm
+    for iteration in xrange(n_iter):
+
+        # Sample parameter vectors
+        thetas = np.random.multivariate_normal(theta_mean, np.diag(theta_std), batch_size)
+        print theta_mean.shape
+        print thetas.shape
+        rewards = [noisy_evaluation(theta) for theta in thetas]
+        print len(rewards)
+
+        # Get elite parameters
+        n_elite = int(batch_size * elite_frac)
+        elite_inds = np.argsort(rewards)[batch_size - n_elite:batch_size]
+        elite_thetas = [thetas[i] for i in elite_inds]
+
+        print len(elite_thetas[0])
+        # Update theta_mean, theta_std
+        theta_mean = np.mean(elite_thetas, axis=0)
+        theta_std = np.std(elite_thetas, axis=0)
+        print len(theta_mean)
+
+        print "iteration %i. mean f: %8.3g. max f: %8.3g"%(iteration, np.mean(rewards), np.max(rewards))
+        do_episode(make_policy(theta_mean), env, num_steps, render=True)
+
+
+