Source code for ray.rllib.utils.numpy

import numpy as np

from ray.rllib.utils.framework import try_import_tf, try_import_torch

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

SMALL_NUMBER = 1e-6
# Some large int number. May be increased here, if needed.
LARGE_INTEGER = 100000000
# Min and Max outputs (clipped) from an NN-output layer interpreted as the
# log(x) of some x (e.g. a stddev of a normal
# distribution).
MIN_LOG_NN_OUTPUT = -20
MAX_LOG_NN_OUTPUT = 2


[docs]def sigmoid(x, derivative=False): """ Returns the sigmoid function applied to x. Alternatively, can return the derivative or the sigmoid function. Args: x (np.ndarray): The input to the sigmoid function. derivative (bool): Whether to return the derivative or not. Default: False. Returns: np.ndarray: The sigmoid function (or its derivative) applied to x. """ if derivative: return x * (1 - x) else: return 1 / (1 + np.exp(-x))
[docs]def softmax(x, axis=-1): """ Returns the softmax values for x as: S(xi) = e^xi / SUMj(e^xj), where j goes over all elements in x. Args: x (np.ndarray): The input to the softmax function. axis (int): The axis along which to softmax. Returns: np.ndarray: The softmax over x. """ # x_exp = np.maximum(np.exp(x), SMALL_NUMBER) x_exp = np.exp(x) # return x_exp / # np.maximum(np.sum(x_exp, axis, keepdims=True), SMALL_NUMBER) return np.maximum(x_exp / np.sum(x_exp, axis, keepdims=True), SMALL_NUMBER)
[docs]def relu(x, alpha=0.0): """ Implementation of the leaky ReLU function: y = x * alpha if x < 0 else x Args: x (np.ndarray): The input values. alpha (float): A scaling ("leak") factor to use for negative x. Returns: np.ndarray: The leaky ReLU output for x. """ return np.maximum(x, x * alpha, x)
[docs]def one_hot(x, depth=0, on_value=1, off_value=0): """ One-hot utility function for numpy. Thanks to qianyizhang: https://gist.github.com/qianyizhang/07ee1c15cad08afb03f5de69349efc30. Args: x (np.ndarray): The input to be one-hot encoded. depth (int): The max. number to be one-hot encoded (size of last rank). on_value (float): The value to use for on. Default: 1.0. off_value (float): The value to use for off. Default: 0.0. Returns: np.ndarray: The one-hot encoded equivalent of the input array. """ # Handle torch arrays properly. if torch and isinstance(x, torch.Tensor): x = x.numpy() # Handle bool arrays correctly. if x.dtype == np.bool_: x = x.astype(np.int) depth = 2 if depth == 0: depth = np.max(x) + 1 assert np.max(x) < depth, \ "ERROR: The max. index of `x` ({}) is larger than depth ({})!".\ format(np.max(x), depth) shape = x.shape # Python 2.7 compatibility, (*shape, depth) is not allowed. shape_list = list(shape[:]) shape_list.append(depth) out = np.ones(shape_list) * off_value indices = [] for i in range(x.ndim): tiles = [1] * x.ndim s = [1] * x.ndim s[i] = -1 r = np.arange(shape[i]).reshape(s) if i > 0: tiles[i - 1] = shape[i - 1] r = np.tile(r, tiles) indices.append(r) indices.append(x) out[tuple(indices)] = on_value return out
[docs]def fc(x, weights, biases=None, framework=None): """ Calculates the outputs of a fully-connected (dense) layer given weights/biases and an input. Args: x (np.ndarray): The input to the dense layer. weights (np.ndarray): The weights matrix. biases (Optional[np.ndarray]): The biases vector. All 0s if None. framework (Optional[str]): An optional framework hint (to figure out, e.g. whether to transpose torch weight matrices). Returns: The dense layer's output. """ def map_(data, transpose=False): if torch: if isinstance(data, torch.Tensor): data = data.cpu().detach().numpy() if tf and tf.executing_eagerly(): if isinstance(data, tf.Variable): data = data.numpy() if transpose: data = np.transpose(data) return data x = map_(x) # Torch stores matrices in transpose (faster for backprop). weights = map_(weights, transpose=framework == "torch") biases = map_(biases) return np.matmul(x, weights) + (0.0 if biases is None else biases)
[docs]def lstm(x, weights, biases=None, initial_internal_states=None, time_major=False, forget_bias=1.0): """ Calculates the outputs of an LSTM layer given weights/biases, internal_states, and input. Args: x (np.ndarray): The inputs to the LSTM layer including time-rank (0th if time-major, else 1st) and the batch-rank (1st if time-major, else 0th). weights (np.ndarray): The weights matrix. biases (Optional[np.ndarray]): The biases vector. All 0s if None. initial_internal_states (Optional[np.ndarray]): The initial internal states to pass into the layer. All 0s if None. time_major (bool): Whether to use time-major or not. Default: False. forget_bias (float): Gets added to first sigmoid (forget gate) output. Default: 1.0. Returns: Tuple: - The LSTM layer's output. - Tuple: Last (c-state, h-state). """ sequence_length = x.shape[0 if time_major else 1] batch_size = x.shape[1 if time_major else 0] units = weights.shape[1] // 4 # 4 internal layers (3x sigmoid, 1x tanh) if initial_internal_states is None: c_states = np.zeros(shape=(batch_size, units)) h_states = np.zeros(shape=(batch_size, units)) else: c_states = initial_internal_states[0] h_states = initial_internal_states[1] # Create a placeholder for all n-time step outputs. if time_major: unrolled_outputs = np.zeros(shape=(sequence_length, batch_size, units)) else: unrolled_outputs = np.zeros(shape=(batch_size, sequence_length, units)) # Push the batch 4 times through the LSTM cell and capture the outputs plus # the final h- and c-states. for t in range(sequence_length): input_matrix = x[t, :, :] if time_major else x[:, t, :] input_matrix = np.concatenate((input_matrix, h_states), axis=1) input_matmul_matrix = np.matmul(input_matrix, weights) + biases # Forget gate (3rd slot in tf output matrix). Add static forget bias. sigmoid_1 = sigmoid(input_matmul_matrix[:, units * 2:units * 3] + forget_bias) c_states = np.multiply(c_states, sigmoid_1) # Add gate (1st and 2nd slots in tf output matrix). sigmoid_2 = sigmoid(input_matmul_matrix[:, 0:units]) tanh_3 = np.tanh(input_matmul_matrix[:, units:units * 2]) c_states = np.add(c_states, np.multiply(sigmoid_2, tanh_3)) # Output gate (last slot in tf output matrix). sigmoid_4 = sigmoid(input_matmul_matrix[:, units * 3:units * 4]) h_states = np.multiply(sigmoid_4, np.tanh(c_states)) # Store this output time-slice. if time_major: unrolled_outputs[t, :, :] = h_states else: unrolled_outputs[:, t, :] = h_states return unrolled_outputs, (c_states, h_states)
def huber_loss(x, delta=1.0): """Reference: https://en.wikipedia.org/wiki/Huber_loss""" return np.where( np.abs(x) < delta, np.power(x, 2.0) * 0.5, delta * (np.abs(x) - 0.5 * delta))