import tensorflow as tf import numpy as np import baselines.common.tf_util as U from tensorflow.python.ops import math_ops from tensorflow.python.ops import nn class Pd(object): """ A particular probability distribution """ def flatparam(self): raise NotImplementedError def mode(self): raise NotImplementedError def neglogp(self, x): # Usually it's easier to define the negative logprob raise NotImplementedError def kl(self, other): raise NotImplementedError def entropy(self): raise NotImplementedError def sample(self): raise NotImplementedError def logp(self, x): return - self.neglogp(x) class PdType(object): """ Parametrized family of probability distributions """ def pdclass(self): raise NotImplementedError def pdfromflat(self, flat): return self.pdclass()(flat) def param_shape(self): raise NotImplementedError def sample_shape(self): raise NotImplementedError def sample_dtype(self): raise NotImplementedError def param_placeholder(self, prepend_shape, name=None): return tf.placeholder(dtype=tf.float32, shape=prepend_shape+self.param_shape(), name=name) def sample_placeholder(self, prepend_shape, name=None): return tf.placeholder(dtype=self.sample_dtype(), shape=prepend_shape+self.sample_shape(), name=name) class CategoricalPdType(PdType): def __init__(self, ncat): self.ncat = ncat def pdclass(self): return CategoricalPd def param_shape(self): return [self.ncat] def sample_shape(self): return [] def sample_dtype(self): return tf.int32 class MultiCategoricalPdType(PdType): def __init__(self, low, high): self.low = low self.high = high self.ncats = high - low + 1 def pdclass(self): return MultiCategoricalPd def pdfromflat(self, flat): return MultiCategoricalPd(self.low, self.high, flat) def param_shape(self): return [sum(self.ncats)] def sample_shape(self): return [len(self.ncats)] def sample_dtype(self): return tf.int32 class DiagGaussianPdType(PdType): def __init__(self, size): self.size = size def pdclass(self): return DiagGaussianPd def param_shape(self): return [2*self.size] def sample_shape(self): return [self.size] def sample_dtype(self): return tf.float32 class BernoulliPdType(PdType): def __init__(self, size): self.size = size def pdclass(self): return BernoulliPd def param_shape(self): return [self.size] def sample_shape(self): return [self.size] def sample_dtype(self): return tf.int32 # WRONG SECOND DERIVATIVES # class CategoricalPd(Pd): # def __init__(self, logits): # self.logits = logits # self.ps = tf.nn.softmax(logits) # @classmethod # def fromflat(cls, flat): # return cls(flat) # def flatparam(self): # return self.logits # def mode(self): # return U.argmax(self.logits, axis=1) # def logp(self, x): # return -tf.nn.sparse_softmax_cross_entropy_with_logits(self.logits, x) # def kl(self, other): # return tf.nn.softmax_cross_entropy_with_logits(other.logits, self.ps) \ # - tf.nn.softmax_cross_entropy_with_logits(self.logits, self.ps) # def entropy(self): # return tf.nn.softmax_cross_entropy_with_logits(self.logits, self.ps) # def sample(self): # u = tf.random_uniform(tf.shape(self.logits)) # return U.argmax(self.logits - tf.log(-tf.log(u)), axis=1) class CategoricalPd(Pd): def __init__(self, logits): self.logits = logits def flatparam(self): return self.logits def mode(self): return U.argmax(self.logits, axis=1) def neglogp(self, x): return tf.nn.sparse_softmax_cross_entropy_with_logits(logits=self.logits, labels=x) def kl(self, other): a0 = self.logits - U.max(self.logits, axis=1, keepdims=True) a1 = other.logits - U.max(other.logits, axis=1, keepdims=True) ea0 = tf.exp(a0) ea1 = tf.exp(a1) z0 = U.sum(ea0, axis=1, keepdims=True) z1 = U.sum(ea1, axis=1, keepdims=True) p0 = ea0 / z0 return U.sum(p0 * (a0 - tf.log(z0) - a1 + tf.log(z1)), axis=1) def entropy(self): a0 = self.logits - U.max(self.logits, axis=1, keepdims=True) ea0 = tf.exp(a0) z0 = U.sum(ea0, axis=1, keepdims=True) p0 = ea0 / z0 return U.sum(p0 * (tf.log(z0) - a0), axis=1) def sample(self): u = tf.random_uniform(tf.shape(self.logits)) return tf.argmax(self.logits - tf.log(-tf.log(u)), axis=1) @classmethod def fromflat(cls, flat): return cls(flat) class MultiCategoricalPd(Pd): def __init__(self, low, high, flat): self.flat = flat self.low = tf.constant(low, dtype=tf.int32) self.categoricals = list(map(CategoricalPd, tf.split(flat, high - low + 1, axis=len(flat.get_shape()) - 1))) def flatparam(self): return self.flat def mode(self): return self.low + tf.cast(tf.stack([p.mode() for p in self.categoricals], axis=-1), tf.int32) def neglogp(self, x): return tf.add_n([p.neglogp(px) for p, px in zip(self.categoricals, tf.unstack(x - self.low, axis=len(x.get_shape()) - 1))]) def kl(self, other): return tf.add_n([ p.kl(q) for p, q in zip(self.categoricals, other.categoricals) ]) def entropy(self): return tf.add_n([p.entropy() for p in self.categoricals]) def sample(self): return self.low + tf.cast(tf.stack([p.sample() for p in self.categoricals], axis=-1), tf.int32) @classmethod def fromflat(cls, flat): raise NotImplementedError class DiagGaussianPd(Pd): def __init__(self, flat): self.flat = flat mean, logstd = tf.split(axis=len(flat.get_shape()) - 1, num_or_size_splits=2, value=flat) self.mean = mean self.logstd = logstd self.std = tf.exp(logstd) def flatparam(self): return self.flat def mode(self): return self.mean def neglogp(self, x): return 0.5 * U.sum(tf.square((x - self.mean) / self.std), axis=len(x.get_shape()) - 1) \ + 0.5 * np.log(2.0 * np.pi) * tf.to_float(tf.shape(x)[-1]) \ + U.sum(self.logstd, axis=len(x.get_shape()) - 1) def kl(self, other): assert isinstance(other, DiagGaussianPd) return U.sum(other.logstd - self.logstd + (tf.square(self.std) + tf.square(self.mean - other.mean)) / (2.0 * tf.square(other.std)) - 0.5, axis=-1) def entropy(self): return U.sum(self.logstd + .5 * np.log(2.0 * np.pi * np.e), -1) def sample(self): return self.mean + self.std * tf.random_normal(tf.shape(self.mean)) @classmethod def fromflat(cls, flat): return cls(flat) class BernoulliPd(Pd): def __init__(self, logits): self.logits = logits self.ps = tf.sigmoid(logits) def flatparam(self): return self.logits def mode(self): return tf.round(self.ps) def neglogp(self, x): return U.sum(tf.nn.sigmoid_cross_entropy_with_logits(logits=self.logits, labels=tf.to_float(x)), axis=1) def kl(self, other): return U.sum(tf.nn.sigmoid_cross_entropy_with_logits(logits=other.logits, labels=self.ps), axis=1) - U.sum(tf.nn.sigmoid_cross_entropy_with_logits(logits=self.logits, labels=self.ps), axis=1) def entropy(self): return U.sum(tf.nn.sigmoid_cross_entropy_with_logits(logits=self.logits, labels=self.ps), axis=1) def sample(self): u = tf.random_uniform(tf.shape(self.ps)) return tf.to_float(math_ops.less(u, self.ps)) @classmethod def fromflat(cls, flat): return cls(flat) def make_pdtype(ac_space): from gym import spaces if isinstance(ac_space, spaces.Box): assert len(ac_space.shape) == 1 return DiagGaussianPdType(ac_space.shape[0]) elif isinstance(ac_space, spaces.Discrete): return CategoricalPdType(ac_space.n) elif isinstance(ac_space, spaces.MultiDiscrete): return MultiCategoricalPdType(ac_space.low, ac_space.high) elif isinstance(ac_space, spaces.MultiBinary): return BernoulliPdType(ac_space.n) else: raise NotImplementedError def shape_el(v, i): maybe = v.get_shape()[i] if maybe is not None: return maybe else: return tf.shape(v)[i] @U.in_session def test_probtypes(): np.random.seed(0) pdparam_diag_gauss = np.array([-.2, .3, .4, -.5, .1, -.5, .1, 0.8]) diag_gauss = DiagGaussianPdType(pdparam_diag_gauss.size // 2) #pylint: disable=E1101 validate_probtype(diag_gauss, pdparam_diag_gauss) pdparam_categorical = np.array([-.2, .3, .5]) categorical = CategoricalPdType(pdparam_categorical.size) #pylint: disable=E1101 validate_probtype(categorical, pdparam_categorical) pdparam_bernoulli = np.array([-.2, .3, .5]) bernoulli = BernoulliPdType(pdparam_bernoulli.size) #pylint: disable=E1101 validate_probtype(bernoulli, pdparam_bernoulli) def validate_probtype(probtype, pdparam): N = 100000 # Check to see if mean negative log likelihood == differential entropy Mval = np.repeat(pdparam[None, :], N, axis=0) M = probtype.param_placeholder([N]) X = probtype.sample_placeholder([N]) pd = probtype.pdclass()(M) calcloglik = U.function([X, M], pd.logp(X)) calcent = U.function([M], pd.entropy()) Xval = U.eval(pd.sample(), feed_dict={M:Mval}) logliks = calcloglik(Xval, Mval) entval_ll = - logliks.mean() #pylint: disable=E1101 entval_ll_stderr = logliks.std() / np.sqrt(N) #pylint: disable=E1101 entval = calcent(Mval).mean() #pylint: disable=E1101 assert np.abs(entval - entval_ll) < 3 * entval_ll_stderr # within 3 sigmas # Check to see if kldiv[p,q] = - ent[p] - E_p[log q] M2 = probtype.param_placeholder([N]) pd2 = probtype.pdclass()(M2) q = pdparam + np.random.randn(pdparam.size) * 0.1 Mval2 = np.repeat(q[None, :], N, axis=0) calckl = U.function([M, M2], pd.kl(pd2)) klval = calckl(Mval, Mval2).mean() #pylint: disable=E1101 logliks = calcloglik(Xval, Mval2) klval_ll = - entval - logliks.mean() #pylint: disable=E1101 klval_ll_stderr = logliks.std() / np.sqrt(N) #pylint: disable=E1101 assert np.abs(klval - klval_ll) < 3 * klval_ll_stderr # within 3 sigmas