Make VecNormalize pickleable (#525)

* Make VecNormalize pickleable

* Docstrings and load/save methods

* Test serializing VecNormalize

* Bugfix in tests

* Fix lint errors

* VecNormalize: make venv mandatory

* Update example in documentation with new VecNormalize save routine

docs/guide/examples.rst

@@ -282,10 +282,10 @@ will compute a running average and standard deviation of input features (it can
   model = PPO2(MlpPolicy, env)
   model.learn(total_timesteps=2000)
 
-  # Don't forget to save the running average when saving the agent
+  # Don't forget to save the VecNormalize statistics when saving the agent
   log_dir = "/tmp/"
   model.save(log_dir + "ppo_reacher")
-  env.save_running_average(log_dir)
+  env.save(os.path.join(log_dir, "vec_normalize.pkl"))
 
 
 Custom Policy Network

docs/misc/changelog.rst

@@ -17,6 +17,7 @@ Breaking Changes:
 New Features:
 ^^^^^^^^^^^^^
 - Add `n_cpu_tf_sess` to model constructor to choose the number of threads used by Tensorflow
+- `VecNormalize` now supports being pickled and unpickled.
 
 Bug Fixes:
 ^^^^^^^^^^
@@ -28,6 +29,7 @@ Deprecations:
 ^^^^^^^^^^^^^
 - `nprocs` (ACKTR) and `num_procs` (ACER) are deprecated in favor of `n_cpu_tf_sess` which is now common
   to all algorithms
+- `VecNormalize`: `load_running_average` and `save_running_average` are deprecated in favour of using pickle.
 
 Others:
 ^^^^^^^

stable_baselines/common/vec_env/vec_normalize.py

@@ -1,4 +1,5 @@
 import pickle
+import warnings
 
 import numpy as np
 
@@ -9,7 +10,10 @@
 class VecNormalize(VecEnvWrapper):
     """
     A moving average, normalizing wrapper for vectorized environment.
-    has support for saving/loading moving average,
+
+    It is pickleable which will save moving averages and configuration parameters.
+    The wrapped environment `venv` is not saved, and must be restored manually with
+    `set_venv` after being unpickled.
 
     :param venv: (VecEnv) the vectorized environment to wrap
     :param training: (bool) Whether to update or not the moving average
@@ -37,6 +41,45 @@ def __init__(self, venv, training=True, norm_obs=True, norm_reward=True,
         self.norm_reward = norm_reward
         self.old_obs = np.array([])
 
+    def __getstate__(self):
+        """
+        Gets state for pickling.
+
+        Excludes self.venv, as in general VecEnv's may not be pickleable."""
+        state = self.__dict__.copy()
+        # these attributes are not pickleable
+        del state['venv']
+        del state['class_attributes']
+        # these attributes depend on the above and so we would prefer not to pickle
+        del state['ret']
+        return state
+
+    def __setstate__(self, state):
+        """
+        Restores pickled state.
+
+        User must call set_venv() after unpickling before using.
+
+        :param state: (dict)"""
+        self.__dict__.update(state)
+        assert 'venv' not in state
+        self.venv = None
+
+    def set_venv(self, venv):
+        """
+        Sets the vector environment to wrap to venv.
+
+        Also sets attributes derived from this such as `num_env`.
+
+        :param venv: (VecEnv)
+        """
+        if self.venv is not None:
+            raise ValueError("Trying to set venv of already initialized VecNormalize wrapper.")
+        VecEnvWrapper.__init__(self, venv)
+        if self.obs_rms.mean.shape != self.observation_space.shape:
+            raise ValueError("venv is incompatible with current statistics.")
+        self.ret = np.zeros(self.num_envs)
+
     def step_wait(self):
         """
         Apply sequence of actions to sequence of environments
@@ -88,18 +131,46 @@ def reset(self):
         self.ret = np.zeros(self.num_envs)
         return self._normalize_observation(obs)
 
+    @staticmethod
+    def load(load_path, venv):
+        """
+        Loads a saved VecNormalize object.
+
+        :param load_path: the path to load from.
+        :param venv: the VecEnv to wrap.
+        :return: (VecNormalize)
+        """
+        with open(load_path, "rb") as file_handler:
+            vec_normalize = pickle.load(file_handler)
+        vec_normalize.set_venv(venv)
+        return vec_normalize
+
+    def save(self, save_path):
+        with open(save_path, "wb") as file_handler:
+            pickle.dump(self, file_handler)
+
     def save_running_average(self, path):
         """
         :param path: (str) path to log dir
+
+        .. deprecated:: 2.9.0
+            This function will be removed in a future version
         """
+        warnings.warn("Usage of `save_running_average` is deprecated. Please "
+                      "use `save` or pickle instead.", DeprecationWarning)
         for rms, name in zip([self.obs_rms, self.ret_rms], ['obs_rms', 'ret_rms']):
             with open("{}/{}.pkl".format(path, name), 'wb') as file_handler:
                 pickle.dump(rms, file_handler)
 
     def load_running_average(self, path):
         """
         :param path: (str) path to log dir
+
+        .. deprecated:: 2.9.0
+            This function will be removed in a future version
         """
+        warnings.warn("Usage of `load_running_average` is deprecated. Please "
+                      "use `load` or pickle instead.", DeprecationWarning)
         for name in ['obs_rms', 'ret_rms']:
             with open("{}/{}.pkl".format(path, name), 'rb') as file_handler:
                 setattr(self, name, pickle.load(file_handler))

tests/test_vec_normalize.py

@@ -11,6 +11,10 @@
 ENV_ID = 'Pendulum-v0'
 
 
+def make_env():
+    return gym.make(ENV_ID)
+
+
 def test_runningmeanstd():
     """Test RunningMeanStd object"""
     for (x_1, x_2, x_3) in [
@@ -28,20 +32,48 @@ def test_runningmeanstd():
         assert np.allclose(moments_1, moments_2)
 
 
-def test_vec_env():
-    """Test VecNormalize Object"""
+def check_rms_equal(rmsa, rmsb):
+    assert np.all(rmsa.mean == rmsb.mean)
+    assert np.all(rmsa.var == rmsb.var)
+    assert np.all(rmsa.count == rmsb.count)
+
+
+def check_vec_norm_equal(norma, normb):
+    assert norma.observation_space == normb.observation_space
+    assert norma.action_space == normb.action_space
+    assert norma.num_envs == normb.num_envs
 
-    def make_env():
-        return gym.make(ENV_ID)
+    check_rms_equal(norma.obs_rms, normb.obs_rms)
+    check_rms_equal(norma.ret_rms, normb.ret_rms)
+    assert norma.clip_obs == normb.clip_obs
+    assert norma.clip_reward == normb.clip_reward
+    assert norma.norm_obs == normb.norm_obs
+    assert norma.norm_reward == normb.norm_reward
 
-    env = DummyVecEnv([make_env])
-    env = VecNormalize(env, norm_obs=True, norm_reward=True, clip_obs=10., clip_reward=10.)
-    _, done = env.reset(), [False]
-    obs = None
+    assert np.all(norma.ret == normb.ret)
+    assert norma.gamma == normb.gamma
+    assert norma.epsilon == normb.epsilon
+    assert norma.training == normb.training
+
+
+def test_vec_env(tmpdir):
+    """Test VecNormalize Object"""
+    clip_obs = 0.5
+    clip_reward = 5.0
+
+    orig_venv = DummyVecEnv([make_env])
+    norm_venv = VecNormalize(orig_venv, norm_obs=True, norm_reward=True, clip_obs=clip_obs, clip_reward=clip_reward)
+    _, done = norm_venv.reset(), [False]
     while not done[0]:
-        actions = [env.action_space.sample()]
-        obs, _, done, _ = env.step(actions)
-    assert np.max(obs) <= 10
+        actions = [norm_venv.action_space.sample()]
+        obs, rew, done, _ = norm_venv.step(actions)
+        assert np.max(np.abs(obs)) <= clip_obs
+        assert np.max(np.abs(rew)) <= clip_reward
+
+    path = str(tmpdir.join("vec_normalize"))
+    norm_venv.save(path)
+    deserialized = VecNormalize.load(path, venv=orig_venv)
+    check_vec_norm_equal(norm_venv, deserialized)
 
 
 def test_mpi_runningmeanstd():