"""Set of wrappers for normalizing actions and observations.""" import numpy as np import gym # taken from https://github.com/openai/baselines/blob/master/baselines/common/vec_env/vec_normalize.py class RunningMeanStd: """Tracks the mean, variance and count of values.""" # https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm def __init__(self, epsilon=1e-4, shape=()): """Tracks the mean, variance and count of values.""" self.mean = np.zeros(shape, "float64") self.var = np.ones(shape, "float64") self.count = epsilon def update(self, x): """Updates the mean, var and count from a batch of samples.""" batch_mean = np.mean(x, axis=0) batch_var = np.var(x, axis=0) batch_count = x.shape[0] self.update_from_moments(batch_mean, batch_var, batch_count) def update_from_moments(self, batch_mean, batch_var, batch_count): """Updates from batch mean, variance and count moments.""" self.mean, self.var, self.count = update_mean_var_count_from_moments( self.mean, self.var, self.count, batch_mean, batch_var, batch_count ) def update_mean_var_count_from_moments( mean, var, count, batch_mean, batch_var, batch_count ): """Updates the mean, var and count using the previous mean, var, count and batch values.""" delta = batch_mean - mean tot_count = count + batch_count new_mean = mean + delta * batch_count / tot_count m_a = var * count m_b = batch_var * batch_count M2 = m_a + m_b + np.square(delta) * count * batch_count / tot_count new_var = M2 / tot_count new_count = tot_count return new_mean, new_var, new_count class NormalizeObservation(gym.core.Wrapper): """This wrapper will normalize observations s.t. each coordinate is centered with unit variance. Note: The normalization depends on past trajectories and observations will not be normalized correctly if the wrapper was newly instantiated or the policy was changed recently. """ def __init__(self, env: gym.Env, epsilon: float = 1e-8): """This wrapper will normalize observations s.t. each coordinate is centered with unit variance. Args: env (Env): The environment to apply the wrapper epsilon: A stability parameter that is used when scaling the observations. """ super().__init__(env) self.num_envs = getattr(env, "num_envs", 1) self.is_vector_env = getattr(env, "is_vector_env", False) if self.is_vector_env: self.obs_rms = RunningMeanStd(shape=self.single_observation_space.shape) else: self.obs_rms = RunningMeanStd(shape=self.observation_space.shape) self.epsilon = epsilon def step(self, action): """Steps through the environment and normalizes the observation.""" obs, rews, terminateds, truncateds, infos = self.env.step(action) if self.is_vector_env: obs = self.normalize(obs) else: obs = self.normalize(np.array([obs]))[0] return obs, rews, terminateds, truncateds, infos def reset(self, **kwargs): """Resets the environment and normalizes the observation.""" obs, info = self.env.reset(**kwargs) if self.is_vector_env: return self.normalize(obs), info else: return self.normalize(np.array([obs]))[0], info def normalize(self, obs): """Normalises the observation using the running mean and variance of the observations.""" self.obs_rms.update(obs) return (obs - self.obs_rms.mean) / np.sqrt(self.obs_rms.var + self.epsilon) class NormalizeReward(gym.core.Wrapper): r"""This wrapper will normalize immediate rewards s.t. their exponential moving average has a fixed variance. The exponential moving average will have variance :math:`(1 - \gamma)^2`. Note: The scaling depends on past trajectories and rewards will not be scaled correctly if the wrapper was newly instantiated or the policy was changed recently. """ def __init__( self, env: gym.Env, gamma: float = 0.99, epsilon: float = 1e-8, ): """This wrapper will normalize immediate rewards s.t. their exponential moving average has a fixed variance. Args: env (env): The environment to apply the wrapper epsilon (float): A stability parameter gamma (float): The discount factor that is used in the exponential moving average. """ super().__init__(env) self.num_envs = getattr(env, "num_envs", 1) self.is_vector_env = getattr(env, "is_vector_env", False) self.return_rms = RunningMeanStd(shape=()) self.returns = np.zeros(self.num_envs) self.gamma = gamma self.epsilon = epsilon def step(self, action): """Steps through the environment, normalizing the rewards returned.""" obs, rews, terminateds, truncateds, infos = self.env.step(action) if not self.is_vector_env: rews = np.array([rews]) self.returns = self.returns * self.gamma + rews rews = self.normalize(rews) dones = np.logical_or(terminateds, truncateds) self.returns[dones] = 0.0 if not self.is_vector_env: rews = rews[0] return obs, rews, terminateds, truncateds, infos def normalize(self, rews): """Normalizes the rewards with the running mean rewards and their variance.""" self.return_rms.update(self.returns) return rews / np.sqrt(self.return_rms.var + self.epsilon)