# # 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. # import numpy as np from exploration_policies.exploration_policy import * # Based on on the description in: # https://math.stackexchange.com/questions/1287634/implementing-ornstein-uhlenbeck-in-matlab # Ornstein-Uhlenbeck process class OUProcess(ExplorationPolicy): def __init__(self, tuning_parameters): """ :param tuning_parameters: A Preset class instance with all the running paramaters :type tuning_parameters: Preset """ ExplorationPolicy.__init__(self, tuning_parameters) self.action_space_size = tuning_parameters.env.action_space_size self.mu = float(tuning_parameters.exploration.mu) * np.ones(self.action_space_size) self.theta = tuning_parameters.exploration.theta self.sigma = float(tuning_parameters.exploration.sigma) * np.ones(self.action_space_size) self.state = np.zeros(self.action_space_size) self.dt = tuning_parameters.exploration.dt def reset(self): self.state = np.zeros(self.action_space_size) 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[0] def get_action(self, action_values): noise = self.noise() return action_values.squeeze() + noise def get_control_param(self): return self.state[0]