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ray / rllib / utils / exploration / ornstein_uhlenbeck_noise.py
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from typing import Optional, Union

import numpy as np

from ray.rllib.models.action_dist import ActionDistribution
from ray.rllib.utils.annotations import OldAPIStack, override
from ray.rllib.utils.exploration.gaussian_noise import GaussianNoise
from ray.rllib.utils.framework import (
    TensorType,
    get_variable,
    try_import_tf,
    try_import_torch,
)
from ray.rllib.utils.numpy import convert_to_numpy
from ray.rllib.utils.schedules import Schedule
from ray.rllib.utils.tf_utils import zero_logps_from_actions

tf1, tf, tfv = try_import_tf()
torch, _ = try_import_torch()


@OldAPIStack
class OrnsteinUhlenbeckNoise(GaussianNoise):
    """An exploration that adds Ornstein-Uhlenbeck noise to continuous actions.

    If explore=True, returns sampled actions plus a noise term X,
    which changes according to this formula:
    Xt+1 = -theta*Xt + sigma*N[0,stddev], where theta, sigma and stddev are
    constants. Also, some completely random period is possible at the
    beginning.
    If explore=False, returns the deterministic action.
    """

    def __init__(
        self,
        action_space,
        *,
        framework: str,
        ou_theta: float = 0.15,
        ou_sigma: float = 0.2,
        ou_base_scale: float = 0.1,
        random_timesteps: int = 1000,
        initial_scale: float = 1.0,
        final_scale: float = 0.02,
        scale_timesteps: int = 10000,
        scale_schedule: Optional[Schedule] = None,
        **kwargs
    ):
        """Initializes an Ornstein-Uhlenbeck Exploration object.

        Args:
            action_space: The gym action space used by the environment.
            ou_theta: The theta parameter of the Ornstein-Uhlenbeck process.
            ou_sigma: The sigma parameter of the Ornstein-Uhlenbeck process.
            ou_base_scale: A fixed scaling factor, by which all OU-
                noise is multiplied. NOTE: This is on top of the parent
                GaussianNoise's scaling.
            random_timesteps: The number of timesteps for which to act
                completely randomly. Only after this number of timesteps, the
                `self.scale` annealing process will start (see below).
            initial_scale: The initial scaling weight to multiply the
                noise with.
            final_scale: The final scaling weight to multiply the noise with.
            scale_timesteps: The timesteps over which to linearly anneal the
                scaling factor (after(!) having used random actions for
                `random_timesteps` steps.
            scale_schedule: An optional Schedule object to use (instead
                of constructing one from the given parameters).
            framework: One of None, "tf", "torch".
        """
        # The current OU-state value (gets updated each time, an eploration
        # action is computed).
        self.ou_state = get_variable(
            np.array(action_space.low.size * [0.0], dtype=np.float32),
            framework=framework,
            tf_name="ou_state",
            torch_tensor=True,
            device=None,
        )

        super().__init__(
            action_space,
            framework=framework,
            random_timesteps=random_timesteps,
            initial_scale=initial_scale,
            final_scale=final_scale,
            scale_timesteps=scale_timesteps,
            scale_schedule=scale_schedule,
            stddev=1.0,  # Force `self.stddev` to 1.0.
            **kwargs
        )
        self.ou_theta = ou_theta
        self.ou_sigma = ou_sigma
        self.ou_base_scale = ou_base_scale
        # Now that we know the device, move ou_state there, in case of PyTorch.
        if self.framework == "torch" and self.device is not None:
            self.ou_state = self.ou_state.to(self.device)

    @override(GaussianNoise)
    def _get_tf_exploration_action_op(
        self,
        action_dist: ActionDistribution,
        explore: Union[bool, TensorType],
        timestep: Union[int, TensorType],
    ):
        ts = timestep if timestep is not None else self.last_timestep
        scale = self.scale_schedule(ts)

        # The deterministic actions (if explore=False).
        deterministic_actions = action_dist.deterministic_sample()

        # Apply base-scaled and time-annealed scaled OU-noise to
        # deterministic actions.
        gaussian_sample = tf.random.normal(
            shape=[self.action_space.low.size], stddev=self.stddev
        )
        ou_new = self.ou_theta * -self.ou_state + self.ou_sigma * gaussian_sample
        if self.framework == "tf2":
            self.ou_state.assign_add(ou_new)
            ou_state_new = self.ou_state
        else:
            ou_state_new = tf1.assign_add(self.ou_state, ou_new)
        high_m_low = self.action_space.high - self.action_space.low
        high_m_low = tf.where(
            tf.math.is_inf(high_m_low), tf.ones_like(high_m_low), high_m_low
        )
        noise = scale * self.ou_base_scale * ou_state_new * high_m_low
        stochastic_actions = tf.clip_by_value(
            deterministic_actions + noise,
            self.action_space.low * tf.ones_like(deterministic_actions),
            self.action_space.high * tf.ones_like(deterministic_actions),
        )

        # Stochastic actions could either be: random OR action + noise.
        random_actions, _ = self.random_exploration.get_tf_exploration_action_op(
            action_dist, explore
        )
        exploration_actions = tf.cond(
            pred=tf.convert_to_tensor(ts < self.random_timesteps),
            true_fn=lambda: random_actions,
            false_fn=lambda: stochastic_actions,
        )

        # Chose by `explore` (main exploration switch).
        action = tf.cond(
            pred=tf.constant(explore, dtype=tf.bool)
            if isinstance(explore, bool)
            else explore,
            true_fn=lambda: exploration_actions,
            false_fn=lambda: deterministic_actions,
        )
        # Logp=always zero.
        logp = zero_logps_from_actions(deterministic_actions)

        # Increment `last_timestep` by 1 (or set to `timestep`).
        if self.framework == "tf2":
            if timestep is None:
                self.last_timestep.assign_add(1)
            else:
                self.last_timestep.assign(tf.cast(timestep, tf.int64))
        else:
            assign_op = (
                tf1.assign_add(self.last_timestep, 1)
                if timestep is None
                else tf1.assign(self.last_timestep, timestep)
            )
            with tf1.control_dependencies([assign_op, ou_state_new]):
                action = tf.identity(action)
                logp = tf.identity(logp)

        return action, logp

    @override(GaussianNoise)
    def _get_torch_exploration_action(
        self,
        action_dist: ActionDistribution,
        explore: bool,
        timestep: Union[int, TensorType],
    ):
        # Set last timestep or (if not given) increase by one.
        self.last_timestep = (
            timestep if timestep is not None else self.last_timestep + 1
        )

        # Apply exploration.
        if explore:
            # Random exploration phase.
            if self.last_timestep < self.random_timesteps:
                action, _ = self.random_exploration.get_torch_exploration_action(
                    action_dist, explore=True
                )
            # Apply base-scaled and time-annealed scaled OU-noise to
            # deterministic actions.
            else:
                det_actions = action_dist.deterministic_sample()
                scale = self.scale_schedule(self.last_timestep)
                gaussian_sample = scale * torch.normal(
                    mean=torch.zeros(self.ou_state.size()), std=1.0
                ).to(self.device)
                ou_new = (
                    self.ou_theta * -self.ou_state + self.ou_sigma * gaussian_sample
                )
                self.ou_state += ou_new
                high_m_low = torch.from_numpy(
                    self.action_space.high - self.action_space.low
                ).to(self.device)
                high_m_low = torch.where(
                    torch.isinf(high_m_low),
                    torch.ones_like(high_m_low).to(self.device),
                    high_m_low,
                )
                noise = scale * self.ou_base_scale * self.ou_state * high_m_low

                action = torch.min(
                    torch.max(
                        det_actions + noise,
                        torch.tensor(
                            self.action_space.low,
                            dtype=torch.float32,
                            device=self.device,
                        ),
                    ),
                    torch.tensor(
                        self.action_space.high, dtype=torch.float32, device=self.device
                    ),
                )

        # No exploration -> Return deterministic actions.
        else:
            action = action_dist.deterministic_sample()

        # Logp=always zero.
        logp = torch.zeros((action.size()[0],), dtype=torch.float32, device=self.device)

        return action, logp

    @override(GaussianNoise)
    def get_state(self, sess: Optional["tf.Session"] = None):
        """Returns the current scale value.

        Returns:
            Union[float,tf.Tensor[float]]: The current scale value.
        """
        if sess:
            return sess.run(
                dict(
                    self._tf_state_op,
                    **{
                        "ou_state": self.ou_state,
                    }
                )
            )

        state = super().get_state()
        return dict(
            state,
            **{
                "ou_state": convert_to_numpy(self.ou_state)
                if self.framework != "tf"
                else self.ou_state,
            }
        )

    @override(GaussianNoise)
    def set_state(self, state: dict, sess: Optional["tf.Session"] = None) -> None:
        if self.framework == "tf":
            self.ou_state.load(state["ou_state"], session=sess)
        elif isinstance(self.ou_state, np.ndarray):
            self.ou_state = state["ou_state"]
        elif torch and torch.is_tensor(self.ou_state):
            self.ou_state = torch.from_numpy(state["ou_state"])
        else:
            self.ou_state.assign(state["ou_state"])
        super().set_state(state, sess=sess)