Merge pull request #182 from Frawak/master

Fix OrnsteinUhlenbeck reset

rl/random.py

@@ -40,12 +40,11 @@ def sample(self):
 
 # Based on http://math.stackexchange.com/questions/1287634/implementing-ornstein-uhlenbeck-in-matlab
 class OrnsteinUhlenbeckProcess(AnnealedGaussianProcess):
-    def __init__(self, theta, mu=0., sigma=1., dt=1e-2, x0=None, size=1, sigma_min=None, n_steps_annealing=1000):
+    def __init__(self, theta, mu=0., sigma=1., dt=1e-2, size=1, sigma_min=None, n_steps_annealing=1000):
         super(OrnsteinUhlenbeckProcess, self).__init__(mu=mu, sigma=sigma, sigma_min=sigma_min, n_steps_annealing=n_steps_annealing)
         self.theta = theta
         self.mu = mu
         self.dt = dt
-        self.x0 = x0
         self.size = size
         self.reset_states()
 
@@ -56,4 +55,4 @@ def sample(self):
         return x
 
     def reset_states(self):
-        self.x_prev = self.x0 if self.x0 is not None else np.zeros(self.size)
+        self.x_prev = np.random.normal(self.mu,self.current_sigma,self.size)