Add cliprange for value fn (PPO2) (#343)

docs/misc/changelog.rst

@@ -9,7 +9,7 @@ For download links, please look at `Github release page <https://github.com/hill
 Pre-Release 2.6.0a0 (WIP)
 -------------------------
 
-**Hindsight Experience Replay (HER) - Reloaded**
+**Hindsight Experience Replay (HER) - Reloaded | get/load parameters**
 
 - revamped HER implementation: clean re-implementation from scratch, now supports DQN, SAC and DDPG
 - **deprecated** ``memory_limit`` and ``memory_policy`` in DDPG, please use ``buffer_size`` instead. (will be removed in v3.x.x)
@@ -27,6 +27,8 @@ Pre-Release 2.6.0a0 (WIP)
 - added ``load_parameters`` and ``get_parameters`` to base RL class.
   With these methods, users are able to load and get parameters to/from existing model, without touching tensorflow. (@Miffyli)
 - **important change** switched to using dictionaries rather than lists when storing parameters, with tensorflow Variable names being the keys. (@Miffyli)
+- added specific hyperparameter for PPO2 to clip the value function (``cliprange_vf``)
+- fixed ``num_timesteps`` (total_timesteps) variable in PPO2 that was wrongly computed.
 
 **Breaking Change:** DDPG replay buffer was unified with DQN/SAC replay buffer. As a result,
 when loading a DDPG model trained with stable_baselines<2.6.0, it throws an import error.

stable_baselines/ppo2/ppo2.py

@@ -33,6 +33,12 @@ class PPO2(ActorCriticRLModel):
         the number of environments run in parallel should be a multiple of nminibatches.
     :param noptepochs: (int) Number of epoch when optimizing the surrogate
     :param cliprange: (float or callable) Clipping parameter, it can be a function
+    :param cliprange_vf: (float or callable) Clipping parameter for the value function, it can be a function.
+        This is a parameter specific to the OpenAI implementation. If None is passed (default),
+        then `cliprange` (that is used for the policy) will be used.
+        IMPORTANT: this clipping depends on the reward scaling.
+        To deactivate value function clipping (and recover the original PPO implementation),
+        you have to pass a negative value (e.g. -1).
     :param verbose: (int) the verbosity level: 0 none, 1 training information, 2 tensorflow debug
     :param tensorboard_log: (str) the log location for tensorboard (if None, no logging)
     :param _init_setup_model: (bool) Whether or not to build the network at the creation of the instance
@@ -42,15 +48,16 @@ class PPO2(ActorCriticRLModel):
     """
 
     def __init__(self, policy, env, gamma=0.99, n_steps=128, ent_coef=0.01, learning_rate=2.5e-4, vf_coef=0.5,
-                 max_grad_norm=0.5, lam=0.95, nminibatches=4, noptepochs=4, cliprange=0.2, verbose=0,
-                 tensorboard_log=None, _init_setup_model=True, policy_kwargs=None,
+                 max_grad_norm=0.5, lam=0.95, nminibatches=4, noptepochs=4, cliprange=0.2, cliprange_vf=None,
+                 verbose=0, tensorboard_log=None, _init_setup_model=True, policy_kwargs=None,
                  full_tensorboard_log=False):
 
         super(PPO2, self).__init__(policy=policy, env=env, verbose=verbose, requires_vec_env=True,
                                    _init_setup_model=_init_setup_model, policy_kwargs=policy_kwargs)
 
         self.learning_rate = learning_rate
         self.cliprange = cliprange
+        self.cliprange_vf = cliprange_vf
         self.n_steps = n_steps
         self.ent_coef = ent_coef
         self.vf_coef = vf_coef
@@ -143,11 +150,36 @@ def setup_model(self):
                     self.entropy = tf.reduce_mean(train_model.proba_distribution.entropy())
 
                     vpred = train_model.value_flat
-                    vpredclipped = self.old_vpred_ph + tf.clip_by_value(
-                        train_model.value_flat - self.old_vpred_ph, - self.clip_range_ph, self.clip_range_ph)
+
+                    # Value function clipping: not present in the original PPO
+                    if self.cliprange_vf is None:
+                        # Default behavior (legacy from OpenAI baselines):
+                        # use the same clipping as for the policy
+                        self.clip_range_vf_ph = self.clip_range_ph
+                        self.cliprange_vf = self.cliprange
+                    elif isinstance(self.cliprange_vf, (float, int)) and self.cliprange_vf < 0:
+                        # Original PPO implementation: no value function clipping
+                        self.clip_range_vf_ph = None
+                    else:
+                        # Last possible behavior: clipping range
+                        # specific to the value function
+                        self.clip_range_vf_ph = tf.placeholder(tf.float32, [], name="clip_range_vf_ph")
+
+                    if self.clip_range_vf_ph is None:
+                        # No clipping
+                        vpred_clipped = train_model.value_flat
+                    else:
+                        # Clip the different between old and new value
+                        # NOTE: this depends on the reward scaling
+                        vpred_clipped = self.old_vpred_ph + \
+                            tf.clip_by_value(train_model.value_flat - self.old_vpred_ph,
+                                             - self.clip_range_vf_ph, self.clip_range_vf_ph)
+
+
                     vf_losses1 = tf.square(vpred - self.rewards_ph)
-                    vf_losses2 = tf.square(vpredclipped - self.rewards_ph)
+                    vf_losses2 = tf.square(vpred_clipped - self.rewards_ph)
                     self.vf_loss = .5 * tf.reduce_mean(tf.maximum(vf_losses1, vf_losses2))
+
                     ratio = tf.exp(self.old_neglog_pac_ph - neglogpac)
                     pg_losses = -self.advs_ph * ratio
                     pg_losses2 = -self.advs_ph * tf.clip_by_value(ratio, 1.0 - self.clip_range_ph, 1.0 +
@@ -184,6 +216,9 @@ def setup_model(self):
                     tf.summary.scalar('learning_rate', tf.reduce_mean(self.learning_rate_ph))
                     tf.summary.scalar('advantage', tf.reduce_mean(self.advs_ph))
                     tf.summary.scalar('clip_range', tf.reduce_mean(self.clip_range_ph))
+                    if self.clip_range_vf_ph is not None:
+                        tf.summary.scalar('clip_range_vf', tf.reduce_mean(self.clip_range_vf_ph))
+
                     tf.summary.scalar('old_neglog_action_probabilty', tf.reduce_mean(self.old_neglog_pac_ph))
                     tf.summary.scalar('old_value_pred', tf.reduce_mean(self.old_vpred_ph))
 
@@ -210,7 +245,7 @@ def setup_model(self):
                 self.summary = tf.summary.merge_all()
 
     def _train_step(self, learning_rate, cliprange, obs, returns, masks, actions, values, neglogpacs, update,
-                    writer, states=None):
+                    writer, states=None, cliprange_vf=None):
         """
         Training of PPO2 Algorithm
 
@@ -227,16 +262,21 @@ def _train_step(self, learning_rate, cliprange, obs, returns, masks, actions, va
         :param states: (np.ndarray) For recurrent policies, the internal state of the recurrent model
         :return: policy gradient loss, value function loss, policy entropy,
                 approximation of kl divergence, updated clipping range, training update operation
+        :param cliprange_vf: (float) Clipping factor for the value function
         """
         advs = returns - values
         advs = (advs - advs.mean()) / (advs.std() + 1e-8)
-        td_map = {self.train_model.obs_ph: obs, self.action_ph: actions, self.advs_ph: advs, self.rewards_ph: returns,
+        td_map = {self.train_model.obs_ph: obs, self.action_ph: actions,
+                  self.advs_ph: advs, self.rewards_ph: returns,
                   self.learning_rate_ph: learning_rate, self.clip_range_ph: cliprange,
                   self.old_neglog_pac_ph: neglogpacs, self.old_vpred_ph: values}
         if states is not None:
             td_map[self.train_model.states_ph] = states
             td_map[self.train_model.dones_ph] = masks
 
+        if cliprange_vf is not None and cliprange_vf >= 0:
+            td_map[self.clip_range_vf_ph] = cliprange_vf
+
         if states is None:
             update_fac = self.n_batch // self.nminibatches // self.noptepochs + 1
         else:
@@ -267,6 +307,7 @@ def learn(self, total_timesteps, callback=None, seed=None, log_interval=1, tb_lo
         # Transform to callable if needed
         self.learning_rate = get_schedule_fn(self.learning_rate)
         self.cliprange = get_schedule_fn(self.cliprange)
+        cliprange_vf = get_schedule_fn(self.cliprange_vf)
 
         new_tb_log = self._init_num_timesteps(reset_num_timesteps)
 
@@ -280,16 +321,18 @@ def learn(self, total_timesteps, callback=None, seed=None, log_interval=1, tb_lo
             ep_info_buf = deque(maxlen=100)
             t_first_start = time.time()
 
-            nupdates = total_timesteps // self.n_batch
-            for update in range(1, nupdates + 1):
+            n_updates = total_timesteps // self.n_batch
+            for update in range(1, n_updates + 1):
                 assert self.n_batch % self.nminibatches == 0
                 batch_size = self.n_batch // self.nminibatches
                 t_start = time.time()
-                frac = 1.0 - (update - 1.0) / nupdates
+                frac = 1.0 - (update - 1.0) / n_updates
                 lr_now = self.learning_rate(frac)
-                cliprangenow = self.cliprange(frac)
+                cliprange_now = self.cliprange(frac)
+                cliprange_vf_now = cliprange_vf(frac)
                 # true_reward is the reward without discount
                 obs, returns, masks, actions, values, neglogpacs, states, ep_infos, true_reward = runner.run()
+                self.num_timesteps += self.n_batch
                 ep_info_buf.extend(ep_infos)
                 mb_loss_vals = []
                 if states is None:  # nonrecurrent version
@@ -303,9 +346,8 @@ def learn(self, total_timesteps, callback=None, seed=None, log_interval=1, tb_lo
                             end = start + batch_size
                             mbinds = inds[start:end]
                             slices = (arr[mbinds] for arr in (obs, returns, masks, actions, values, neglogpacs))
-                            mb_loss_vals.append(self._train_step(lr_now, cliprangenow, *slices, writer=writer,
-                                                                 update=timestep))
-                    self.num_timesteps += (self.n_batch * self.noptepochs) // batch_size * update_fac
+                            mb_loss_vals.append(self._train_step(lr_now, cliprange_now, *slices, writer=writer,
+                                                                 update=timestep, cliprange_vf=cliprange_vf_now))
                 else:  # recurrent version
                     update_fac = self.n_batch // self.nminibatches // self.noptepochs // self.n_steps + 1
                     assert self.n_envs % self.nminibatches == 0
@@ -322,9 +364,9 @@ def learn(self, total_timesteps, callback=None, seed=None, log_interval=1, tb_lo
                             mb_flat_inds = flat_indices[mb_env_inds].ravel()
                             slices = (arr[mb_flat_inds] for arr in (obs, returns, masks, actions, values, neglogpacs))
                             mb_states = states[mb_env_inds]
-                            mb_loss_vals.append(self._train_step(lr_now, cliprangenow, *slices, update=timestep,
-                                                                 writer=writer, states=mb_states))
-                    self.num_timesteps += (self.n_envs * self.noptepochs) // envs_per_batch * update_fac
+                            mb_loss_vals.append(self._train_step(lr_now, cliprange_now, *slices, update=timestep,
+                                                                 writer=writer, states=mb_states,
+                                                                 cliprange_vf=cliprange_vf_now))
 
                 loss_vals = np.mean(mb_loss_vals, axis=0)
                 t_now = time.time()
@@ -339,7 +381,7 @@ def learn(self, total_timesteps, callback=None, seed=None, log_interval=1, tb_lo
                 if self.verbose >= 1 and (update % log_interval == 0 or update == 1):
                     explained_var = explained_variance(values, returns)
                     logger.logkv("serial_timesteps", update * self.n_steps)
-                    logger.logkv("nupdates", update)
+                    logger.logkv("n_updates", update)
                     logger.logkv("total_timesteps", self.num_timesteps)
                     logger.logkv("fps", fps)
                     logger.logkv("explained_variance", float(explained_var))
@@ -371,6 +413,7 @@ def save(self, save_path):
             "nminibatches": self.nminibatches,
             "noptepochs": self.noptepochs,
             "cliprange": self.cliprange,
+            "cliprange_vf": self.cliprange_vf,
             "verbose": self.verbose,
             "policy": self.policy,
             "observation_space": self.observation_space,
@@ -474,8 +517,9 @@ def get_schedule_fn(value_schedule):
     """
     # If the passed schedule is a float
     # create a constant function
-    if isinstance(value_schedule, float):
-        value_schedule = constfn(value_schedule)
+    if isinstance(value_schedule, (float, int)):
+        # Cast to float to avoid errors
+        value_schedule = constfn(float(value_schedule))
     else:
         assert callable(value_schedule)
     return value_schedule

tests/test_a2c_conv.py

@@ -1,17 +1,17 @@
-import tensorflow as tf
+import gym
 import numpy as np
+import tensorflow as tf
+
 from stable_baselines.a2c.utils import conv
-import gym
 from stable_baselines.common.input import observation_input
 
+
 ENV_ID = 'BreakoutNoFrameskip-v4'
 SEED = 3
 
 
 def test_conv_kernel():
-    """
-    test convolution kernel with various input formats
-    """
+    """Test convolution kernel with various input formats."""
     filter_size_1 = 4   # The size of squared filter for the first layer
     filter_size_2 = (3, 5)  # The size of non-squared filter for the second layer
     target_shape_1 = [2, 52, 40, 32]  # The desired shape of the first layer
@@ -24,8 +24,7 @@ def test_conv_kernel():
     env = gym.make(ENV_ID)
     ob_space = env.observation_space
 
-    graph = tf.Graph()
-    with graph.as_default():
+    with tf.Graph().as_default():
         _, scaled_images = observation_input(ob_space, n_batch, scale=scale)
         activ = tf.nn.relu
         layer_1 = activ(conv(scaled_images, 'c1', n_filters=32, filter_size=filter_size_1, stride=4

tests/test_ppo2.py

@@ -0,0 +1,20 @@
+import os
+
+import pytest
+
+from stable_baselines import PPO2
+
+
+@pytest.mark.parametrize("cliprange", [0.2, lambda x: 0.1 * x])
+@pytest.mark.parametrize("cliprange_vf", [None, 0.2, lambda x: 0.3 * x, -1.0])
+def test_clipping(cliprange, cliprange_vf):
+    """Test the different clipping (policy and vf)"""
+    model = PPO2('MlpPolicy', 'CartPole-v1',
+                 cliprange=cliprange, cliprange_vf=cliprange_vf).learn(1000)
+    model.save('./ppo2_clip.pkl')
+    env = model.get_env()
+    model = PPO2.load('./ppo2_clip.pkl', env=env)
+    model.learn(1000)
+
+    if os.path.exists('./ppo2_clip.pkl'):
+        os.remove('./ppo2_clip.pkl')