# # Copyright (c) 2017 Intel Corporation # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # from typing import List import numpy as np from rl_coach.core_types import RunPhase, ActionType from rl_coach.exploration_policies.exploration_policy import ExplorationPolicy, ExplorationParameters from rl_coach.spaces import ActionSpace, BoxActionSpace, GoalsSpace # Based on on the description in: # https://math.stackexchange.com/questions/1287634/implementing-ornstein-uhlenbeck-in-matlab class OUProcessParameters(ExplorationParameters): def __init__(self): super().__init__() self.mu = 0 self.theta = 0.15 self.sigma = 0.2 self.dt = 0.01 @property def path(self): return 'rl_coach.exploration_policies.ou_process:OUProcess' # Ornstein-Uhlenbeck process class OUProcess(ExplorationPolicy): def __init__(self, action_space: ActionSpace, mu: float=0, theta: float=0.15, sigma: float=0.2, dt: float=0.01): """ :param action_space: the action space used by the environment """ super().__init__(action_space) self.mu = float(mu) * np.ones(self.action_space.shape) self.theta = float(theta) self.sigma = float(sigma) * np.ones(self.action_space.shape) self.state = np.zeros(self.action_space.shape) self.dt = dt if not (isinstance(action_space, BoxActionSpace) or isinstance(action_space, GoalsSpace)): raise ValueError("OU process exploration works only for continuous controls." "The given action space is of type: {}".format(action_space.__class__.__name__)) def reset(self): self.state = np.zeros(self.action_space.shape) def noise(self): x = self.state dx = self.theta * (self.mu - x) * self.dt + self.sigma * np.random.randn(len(x)) * np.sqrt(self.dt) self.state = x + dx return self.state def get_action(self, action_values: List[ActionType]) -> ActionType: if self.phase == RunPhase.TRAIN: noise = self.noise() else: noise = np.zeros(self.action_space.shape) action = action_values.squeeze() + noise return action def get_control_param(self): if self.phase == RunPhase.TRAIN: return self.state else: return np.zeros(self.action_space.shape)