pytorch version

baselines/baselines_common/__init__.py

@@ -0,0 +1,4 @@
+from baselines.baselines_common.console_util import *
+from baselines.baselines_common.dataset import Dataset
+from baselines.baselines_common.math_util import *
+from baselines.baselines_common.misc_util import *

baselines/baselines_common/cg.py

@@ -0,0 +1,38 @@
+import numpy as np
+
+
+def cg(f_Ax, b, cg_iters=10, callback=None, verbose=False, residual_tol=1e-10):
+    """
+    Demmel p 312
+    """
+    p = b.copy()
+    r = b.copy()
+    x = np.zeros_like(b)
+    rdotr = r.dot(r)
+
+    fmtstr = "%10i %10.3g %10.3g"
+    titlestr = "%10s %10s %10s"
+    if verbose:
+        print(titlestr % ("iter", "residual norm", "soln norm"))
+
+    for i in range(cg_iters):
+        if callback is not None:
+            callback(x)
+        if verbose: print(fmtstr % (i, rdotr, np.linalg.norm(x)))
+        z = f_Ax(p)
+        v = rdotr / p.dot(z)
+        x += v * p
+        r -= v * z
+        newrdotr = r.dot(r)
+        mu = newrdotr / rdotr
+        p = r + mu * p
+
+        rdotr = newrdotr
+        if rdotr < residual_tol:
+            break
+
+    if callback is not None:
+        callback(x)
+    if verbose:
+        print(fmtstr % (i + 1, rdotr, np.linalg.norm(x)))  # pylint: disable=W0631
+    return x

baselines/baselines_common/console_util.py

@@ -0,0 +1,62 @@
+from __future__ import print_function
+from contextlib import contextmanager
+import numpy as np
+import time
+
+
+# ================================================================
+# Misc
+# ================================================================
+
+def fmt_row(width, row, header=False):
+    out = " | ".join(fmt_item(x, width) for x in row)
+    if header: out = out + "\n" + "-" * len(out)
+    return out
+
+
+def fmt_item(x, l):
+    if isinstance(x, np.ndarray):
+        assert x.ndim == 0
+        x = x.item()
+    if isinstance(x, float):
+        rep = "%g" % x
+    else:
+        rep = str(x)
+    return " " * (l - len(rep)) + rep
+
+
+color2num = dict(
+    gray=30,
+    red=31,
+    green=32,
+    yellow=33,
+    blue=34,
+    magenta=35,
+    cyan=36,
+    white=37,
+    crimson=38
+)
+
+
+def colorize(string, color, bold=False, highlight=False):
+    attr = []
+    num = color2num[color]
+    if highlight: num += 10
+    attr.append(str(num))
+    if bold: attr.append('1')
+    return '\x1b[%sm%s\x1b[0m' % (';'.join(attr), string)
+
+
+MESSAGE_DEPTH = 0
+
+
+@contextmanager
+def timed(msg):
+    global MESSAGE_DEPTH  # pylint: disable=W0603
+    print(colorize('\t' * MESSAGE_DEPTH + '=: ' + msg, color='magenta'))
+    tstart = time.time()
+    MESSAGE_DEPTH += 1
+    yield
+    MESSAGE_DEPTH -= 1
+    print(colorize('\t' * MESSAGE_DEPTH + "done in %.3f seconds" % (time.time() - tstart),
+                   color='magenta'))

baselines/baselines_common/dataset.py

@@ -0,0 +1,63 @@
+import numpy as np
+
+
+class Dataset(object):
+    def __init__(self, data_map, deterministic=False, shuffle=True):
+        self.data_map = data_map
+        self.deterministic = deterministic
+        self.enable_shuffle = shuffle
+        self.n = next(iter(data_map.values())).shape[0]
+        self._next_id = 0
+        self.shuffle()
+
+    def shuffle(self):
+        if self.deterministic:
+            return
+        perm = np.arange(self.n)
+        np.random.shuffle(perm)
+
+        for key in self.data_map:
+            self.data_map[key] = self.data_map[key][perm]
+
+        self._next_id = 0
+
+    def next_batch(self, batch_size):
+        if self._next_id >= self.n and self.enable_shuffle:
+            self.shuffle()
+
+        cur_id = self._next_id
+        cur_batch_size = min(batch_size, self.n - self._next_id)
+        self._next_id += cur_batch_size
+
+        data_map = dict()
+        for key in self.data_map:
+            data_map[key] = self.data_map[key][cur_id:cur_id + cur_batch_size]
+        return data_map
+
+    def iterate_once(self, batch_size):
+        if self.enable_shuffle: self.shuffle()
+
+        while self._next_id <= self.n - batch_size:
+            yield self.next_batch(batch_size)
+        self._next_id = 0
+
+    def subset(self, num_elements, deterministic=True):
+        data_map = dict()
+        for key in self.data_map:
+            data_map[key] = self.data_map[key][:num_elements]
+        return Dataset(data_map, deterministic)
+
+
+def iterbatches(arrays, *, num_batches=None, batch_size=None, shuffle=True,
+                include_final_partial_batch=True):
+    assert (num_batches is None) != (
+    batch_size is None), 'Provide num_batches or batch_size, but not both'
+    arrays = tuple(map(np.asarray, arrays))
+    n = arrays[0].shape[0]
+    assert all(a.shape[0] == n for a in arrays[1:])
+    inds = np.arange(n)
+    if shuffle: np.random.shuffle(inds)
+    sections = np.arange(0, n, batch_size)[1:] if num_batches is None else num_batches
+    for batch_inds in np.array_split(inds, sections):
+        if include_final_partial_batch or len(batch_inds) == batch_size:
+            yield tuple(a[batch_inds] for a in arrays)

baselines/baselines_common/distributions.py

@@ -0,0 +1,377 @@
+import tensorflow as tf
+import numpy as np
+import baselines.baselines_common.tf_util as U
+from tensorflow.python.ops import math_ops
+from tensorflow.python.ops import nn
+
+
+class Pd(object):
+    """
+    A particular probability distribution
+    """
+
+    def flatparam(self):
+        raise NotImplementedError
+
+    def mode(self):
+        raise NotImplementedError
+
+    def neglogp(self, x):
+        # Usually it's easier to define the negative logprob
+        raise NotImplementedError
+
+    def kl(self, other):
+        raise NotImplementedError
+
+    def entropy(self):
+        raise NotImplementedError
+
+    def sample(self):
+        raise NotImplementedError
+
+    def logp(self, x):
+        return - self.neglogp(x)
+
+
+class PdType(object):
+    """
+    Parametrized family of probability distributions
+    """
+
+    def pdclass(self):
+        raise NotImplementedError
+
+    def pdfromflat(self, flat):
+        return self.pdclass()(flat)
+
+    def param_shape(self):
+        raise NotImplementedError
+
+    def sample_shape(self):
+        raise NotImplementedError
+
+    def sample_dtype(self):
+        raise NotImplementedError
+
+    def param_placeholder(self, prepend_shape, name=None):
+        return tf.placeholder(dtype=tf.float32, shape=prepend_shape + self.param_shape(), name=name)
+
+    def sample_placeholder(self, prepend_shape, name=None):
+        return tf.placeholder(dtype=self.sample_dtype(), shape=prepend_shape + self.sample_shape(),
+                              name=name)
+
+
+class CategoricalPdType(PdType):
+    def __init__(self, ncat):
+        self.ncat = ncat
+
+    def pdclass(self):
+        return CategoricalPd
+
+    def param_shape(self):
+        return [self.ncat]
+
+    def sample_shape(self):
+        return []
+
+    def sample_dtype(self):
+        return tf.int32
+
+
+class MultiCategoricalPdType(PdType):
+    def __init__(self, low, high):
+        self.low = low
+        self.high = high
+        self.ncats = high - low + 1
+
+    def pdclass(self):
+        return MultiCategoricalPd
+
+    def pdfromflat(self, flat):
+        return MultiCategoricalPd(self.low, self.high, flat)
+
+    def param_shape(self):
+        return [sum(self.ncats)]
+
+    def sample_shape(self):
+        return [len(self.ncats)]
+
+    def sample_dtype(self):
+        return tf.int32
+
+
+class DiagGaussianPdType(PdType):
+    def __init__(self, size):
+        self.size = size
+
+    def pdclass(self):
+        return DiagGaussianPd
+
+    def param_shape(self):
+        return [2 * self.size]
+
+    def sample_shape(self):
+        return [self.size]
+
+    def sample_dtype(self):
+        return tf.float32
+
+
+class BernoulliPdType(PdType):
+    def __init__(self, size):
+        self.size = size
+
+    def pdclass(self):
+        return BernoulliPd
+
+    def param_shape(self):
+        return [self.size]
+
+    def sample_shape(self):
+        return [self.size]
+
+    def sample_dtype(self):
+        return tf.int32
+
+
+# WRONG SECOND DERIVATIVES
+# class CategoricalPd(Pd):
+#     def __init__(self, logits):
+#         self.logits = logits
+#         self.ps = tf.nn.softmax(logits)
+#     @classmethod
+#     def fromflat(cls, flat):
+#         return cls(flat)
+#     def flatparam(self):
+#         return self.logits
+#     def mode(self):
+#         return U.argmax(self.logits, axis=-1)
+#     def logp(self, x):
+#         return -tf.nn.sparse_softmax_cross_entropy_with_logits(self.logits, x)
+#     def kl(self, other):
+#         return tf.nn.softmax_cross_entropy_with_logits(other.logits, self.ps) \
+#                 - tf.nn.softmax_cross_entropy_with_logits(self.logits, self.ps)
+#     def entropy(self):
+#         return tf.nn.softmax_cross_entropy_with_logits(self.logits, self.ps)
+#     def sample(self):
+#         u = tf.random_uniform(tf.shape(self.logits))
+#         return U.argmax(self.logits - tf.log(-tf.log(u)), axis=-1)
+
+class CategoricalPd(Pd):
+    def __init__(self, logits):
+        self.logits = logits
+
+    def flatparam(self):
+        return self.logits
+
+    def mode(self):
+        return U.argmax(self.logits, axis=-1)
+
+    def neglogp(self, x):
+        # return tf.nn.sparse_softmax_cross_entropy_with_logits(logits=self.logits, labels=x)
+        # Note: we can't use sparse_softmax_cross_entropy_with_logits because
+        #       the implementation does not allow second-order derivatives...
+        one_hot_actions = tf.one_hot(x, self.logits.get_shape().as_list()[-1])
+        return tf.nn.softmax_cross_entropy_with_logits(
+            logits=self.logits,
+            labels=one_hot_actions)
+
+    def kl(self, other):
+        a0 = self.logits - U.max(self.logits, axis=-1, keepdims=True)
+        a1 = other.logits - U.max(other.logits, axis=-1, keepdims=True)
+        ea0 = tf.exp(a0)
+        ea1 = tf.exp(a1)
+        z0 = U.sum(ea0, axis=-1, keepdims=True)
+        z1 = U.sum(ea1, axis=-1, keepdims=True)
+        p0 = ea0 / z0
+        return U.sum(p0 * (a0 - tf.log(z0) - a1 + tf.log(z1)), axis=-1)
+
+    def entropy(self):
+        a0 = self.logits - U.max(self.logits, axis=-1, keepdims=True)
+        ea0 = tf.exp(a0)
+        z0 = U.sum(ea0, axis=-1, keepdims=True)
+        p0 = ea0 / z0
+        return U.sum(p0 * (tf.log(z0) - a0), axis=-1)
+
+    def sample(self):
+        u = tf.random_uniform(tf.shape(self.logits))
+        return tf.argmax(self.logits - tf.log(-tf.log(u)), axis=-1)
+
+    @classmethod
+    def fromflat(cls, flat):
+        return cls(flat)
+
+
+class MultiCategoricalPd(Pd):
+    def __init__(self, low, high, flat):
+        self.flat = flat
+        self.low = tf.constant(low, dtype=tf.int32)
+        self.categoricals = list(
+            map(CategoricalPd, tf.split(flat, high - low + 1, axis=len(flat.get_shape()) - 1)))
+
+    def flatparam(self):
+        return self.flat
+
+    def mode(self):
+        return self.low + tf.cast(tf.stack([p.mode() for p in self.categoricals], axis=-1),
+                                  tf.int32)
+
+    def neglogp(self, x):
+        return tf.add_n([p.neglogp(px) for p, px in zip(
+            self.categoricals, tf.unstack(x - self.low,
+                                          axis=len(x.get_shape()) - 1))])
+
+    def kl(self, other):
+        return tf.add_n([
+            p.kl(q) for p, q in zip(self.categoricals, other.categoricals)
+        ])
+
+    def entropy(self):
+        return tf.add_n([p.entropy() for p in self.categoricals])
+
+    def sample(self):
+        return self.low + tf.cast(tf.stack([p.sample() for p in self.categoricals], axis=-1),
+                                  tf.int32)
+
+    @classmethod
+    def fromflat(cls, flat):
+        raise NotImplementedError
+
+
+class DiagGaussianPd(Pd):
+    def __init__(self, flat):
+        self.flat = flat
+        mean, logstd = tf.split(axis=len(flat.shape) - 1, num_or_size_splits=2, value=flat)
+        self.mean = mean
+        self.logstd = logstd
+        self.std = tf.exp(logstd)
+
+    def flatparam(self):
+        return self.flat
+
+    def mode(self):
+        return self.mean
+
+    def neglogp(self, x):
+        return 0.5 * U.sum(tf.square((x - self.mean) / self.std), axis=-1) \
+               + 0.5 * np.log(2.0 * np.pi) * tf.to_float(tf.shape(x)[-1]) \
+               + U.sum(self.logstd, axis=-1)
+
+    def kl(self, other):
+        assert isinstance(other, DiagGaussianPd)
+        return U.sum(other.logstd - self.logstd + (
+            tf.square(self.std) + tf.square(self.mean - other.mean)) / (
+                         2.0 * tf.square(other.std)) - 0.5, axis=-1)
+
+    def entropy(self):
+        return U.sum(self.logstd + .5 * np.log(2.0 * np.pi * np.e), axis=-1)
+
+    def sample(self):
+        return self.mean + self.std * tf.random_normal(tf.shape(self.mean))
+
+    @classmethod
+    def fromflat(cls, flat):
+        return cls(flat)
+
+
+class BernoulliPd(Pd):
+    def __init__(self, logits):
+        self.logits = logits
+        self.ps = tf.sigmoid(logits)
+
+    def flatparam(self):
+        return self.logits
+
+    def mode(self):
+        return tf.round(self.ps)
+
+    def neglogp(self, x):
+        return U.sum(
+            tf.nn.sigmoid_cross_entropy_with_logits(logits=self.logits, labels=tf.to_float(x)),
+            axis=-1)
+
+    def kl(self, other):
+        return U.sum(tf.nn.sigmoid_cross_entropy_with_logits(logits=other.logits, labels=self.ps),
+                     axis=-1) - U.sum(
+            tf.nn.sigmoid_cross_entropy_with_logits(logits=self.logits, labels=self.ps), axis=-1)
+
+    def entropy(self):
+        return U.sum(tf.nn.sigmoid_cross_entropy_with_logits(logits=self.logits, labels=self.ps),
+                     axis=-1)
+
+    def sample(self):
+        u = tf.random_uniform(tf.shape(self.ps))
+        return tf.to_float(math_ops.less(u, self.ps))
+
+    @classmethod
+    def fromflat(cls, flat):
+        return cls(flat)
+
+
+def make_pdtype(ac_space):
+    from gym import spaces
+    if isinstance(ac_space, spaces.Box):
+        assert len(ac_space.shape) == 1
+        return DiagGaussianPdType(ac_space.shape[0])
+    elif isinstance(ac_space, spaces.Discrete):
+        return CategoricalPdType(ac_space.n)
+    elif isinstance(ac_space, spaces.MultiDiscrete):
+        return MultiCategoricalPdType(ac_space.low, ac_space.high)
+    elif isinstance(ac_space, spaces.MultiBinary):
+        return BernoulliPdType(ac_space.n)
+    else:
+        raise NotImplementedError
+
+
+def shape_el(v, i):
+    maybe = v.get_shape()[i]
+    if maybe is not None:
+        return maybe
+    else:
+        return tf.shape(v)[i]
+
+
+@U.in_session
+def test_probtypes():
+    np.random.seed(0)
+
+    pdparam_diag_gauss = np.array([-.2, .3, .4, -.5, .1, -.5, .1, 0.8])
+    diag_gauss = DiagGaussianPdType(pdparam_diag_gauss.size // 2)  # pylint: disable=E1101
+    validate_probtype(diag_gauss, pdparam_diag_gauss)
+
+    pdparam_categorical = np.array([-.2, .3, .5])
+    categorical = CategoricalPdType(pdparam_categorical.size)  # pylint: disable=E1101
+    validate_probtype(categorical, pdparam_categorical)
+
+    pdparam_bernoulli = np.array([-.2, .3, .5])
+    bernoulli = BernoulliPdType(pdparam_bernoulli.size)  # pylint: disable=E1101
+    validate_probtype(bernoulli, pdparam_bernoulli)
+
+
+def validate_probtype(probtype, pdparam):
+    N = 100000
+    # Check to see if mean negative log likelihood == differential entropy
+    Mval = np.repeat(pdparam[None, :], N, axis=0)
+    M = probtype.param_placeholder([N])
+    X = probtype.sample_placeholder([N])
+    pd = probtype.pdclass()(M)
+    calcloglik = U.function([X, M], pd.logp(X))
+    calcent = U.function([M], pd.entropy())
+    Xval = U.eval(pd.sample(), feed_dict={M: Mval})
+    logliks = calcloglik(Xval, Mval)
+    entval_ll = - logliks.mean()  # pylint: disable=E1101
+    entval_ll_stderr = logliks.std() / np.sqrt(N)  # pylint: disable=E1101
+    entval = calcent(Mval).mean()  # pylint: disable=E1101
+    assert np.abs(entval - entval_ll) < 3 * entval_ll_stderr  # within 3 sigmas
+
+    # Check to see if kldiv[p,q] = - ent[p] - E_p[log q]
+    M2 = probtype.param_placeholder([N])
+    pd2 = probtype.pdclass()(M2)
+    q = pdparam + np.random.randn(pdparam.size) * 0.1
+    Mval2 = np.repeat(q[None, :], N, axis=0)
+    calckl = U.function([M, M2], pd.kl(pd2))
+    klval = calckl(Mval, Mval2).mean()  # pylint: disable=E1101
+    logliks = calcloglik(Xval, Mval2)
+    klval_ll = - entval - logliks.mean()  # pylint: disable=E1101
+    klval_ll_stderr = logliks.std() / np.sqrt(N)  # pylint: disable=E1101
+    assert np.abs(klval - klval_ll) < 3 * klval_ll_stderr  # within 3 sigmas

baselines/baselines_common/math_util.py

@@ -0,0 +1,92 @@
+import numpy as np
+import scipy.signal
+
+
+def discount(x, gamma):
+    """
+    computes discounted sums along 0th dimension of x.
+
+    inputs
+    ------
+    x: ndarray
+    gamma: float
+
+    outputs
+    -------
+    y: ndarray with same shape as x, satisfying
+
+        y[t] = x[t] + gamma*x[t+1] + gamma^2*x[t+2] + ... + gamma^k x[t+k],
+                where k = len(x) - t - 1
+
+    """
+    assert x.ndim >= 1
+    return scipy.signal.lfilter([1], [1, -gamma], x[::-1], axis=0)[::-1]
+
+
+def explained_variance(ypred, y):
+    """
+    Computes fraction of variance that ypred explains about y.
+    Returns 1 - Var[y-ypred] / Var[y]
+
+    interpretation:
+        ev=0  =>  might as well have predicted zero
+        ev=1  =>  perfect prediction
+        ev<0  =>  worse than just predicting zero
+
+    """
+    assert y.ndim == 1 and ypred.ndim == 1
+    vary = np.var(y)
+    return np.nan if vary == 0 else 1 - np.var(y - ypred) / vary
+
+
+def explained_variance_2d(ypred, y):
+    assert y.ndim == 2 and ypred.ndim == 2
+    vary = np.var(y, axis=0)
+    out = 1 - np.var(y - ypred) / vary
+    out[vary < 1e-10] = 0
+    return out
+
+
+def ncc(ypred, y):
+    return np.corrcoef(ypred, y)[1, 0]
+
+
+def flatten_arrays(arrs):
+    return np.concatenate([arr.flat for arr in arrs])
+
+
+def unflatten_vector(vec, shapes):
+    i = 0
+    arrs = []
+    for shape in shapes:
+        size = np.prod(shape)
+        arr = vec[i:i + size].reshape(shape)
+        arrs.append(arr)
+        i += size
+    return arrs
+
+
+def discount_with_boundaries(X, New, gamma):
+    """
+    X: 2d array of floats, time x features
+    New: 2d array of bools, indicating when a new episode has started
+    """
+    Y = np.zeros_like(X)
+    T = X.shape[0]
+    Y[T - 1] = X[T - 1]
+    for t in range(T - 2, -1, -1):
+        Y[t] = X[t] + gamma * Y[t + 1] * (1 - New[t + 1])
+    return Y
+
+
+def test_discount_with_boundaries():
+    gamma = 0.9
+    x = np.array([1.0, 2.0, 3.0, 4.0], 'float32')
+    starts = [1.0, 0.0, 0.0, 1.0]
+    y = discount_with_boundaries(x, starts, gamma)
+    assert np.allclose(y, [
+        1 + gamma * 2 + gamma ** 2 * 3,
+        2 + gamma * 3,
+        3,
+        4
+    ])

baselines/baselines_common/misc_util.py

@@ -0,0 +1,328 @@
+import gym
+import numpy as np
+import os
+import pickle
+import random
+import tempfile
+import time
+import zipfile
+
+
+def zipsame(*seqs):
+    L = len(seqs[0])
+    assert all(len(seq) == L for seq in seqs[1:])
+    return zip(*seqs)
+
+
+def unpack(seq, sizes):
+    """
+    Unpack 'seq' into a sequence of lists, with lengths specified by 'sizes'.
+    None = just one bare element, not a list
+
+    Example:
+    unpack([1,2,3,4,5,6], [3,None,2]) -> ([1,2,3], 4, [5,6])
+    """
+    seq = list(seq)
+    it = iter(seq)
+    assert sum(1 if s is None else s for s in sizes) == len(seq), "Trying to unpack %s into %s" % (seq, sizes)
+    for size in sizes:
+        if size is None:
+            yield it.__next__()
+        else:
+            li = []
+            for _ in range(size):
+                li.append(it.__next__())
+            yield li
+
+
+class EzPickle(object):
+    """Objects that are pickled and unpickled via their constructor
+    arguments.
+
+    Example usage:
+
+        class Dog(Animal, EzPickle):
+            def __init__(self, furcolor, tailkind="bushy"):
+                Animal.__init__()
+                EzPickle.__init__(furcolor, tailkind)
+                ...
+
+    When this object is unpickled, a new Dog will be constructed by passing the provided
+    furcolor and tailkind into the constructor. However, philosophers are still not sure
+    whether it is still the same dog.
+
+    This is generally needed only for environments which wrap C/C++ code, such as MuJoCo
+    and Atari.
+    """
+
+    def __init__(self, *args, **kwargs):
+        self._ezpickle_args = args
+        self._ezpickle_kwargs = kwargs
+
+    def __getstate__(self):
+        return {"_ezpickle_args": self._ezpickle_args, "_ezpickle_kwargs": self._ezpickle_kwargs}
+
+    def __setstate__(self, d):
+        out = type(self)(*d["_ezpickle_args"], **d["_ezpickle_kwargs"])
+        self.__dict__.update(out.__dict__)
+
+
+def set_global_seeds(i):
+    try:
+        import tensorflow as tf
+    except ImportError:
+        pass
+    else:
+        tf.set_random_seed(i)
+    np.random.seed(i)
+    random.seed(i)
+
+
+def pretty_eta(seconds_left):
+    """Print the number of seconds in human readable format.
+
+    Examples:
+    2 days
+    2 hours and 37 minutes
+    less than a minute
+
+    Paramters
+    ---------
+    seconds_left: int
+        Number of seconds to be converted to the ETA
+    Returns
+    -------
+    eta: str
+        String representing the pretty ETA.
+    """
+    minutes_left = seconds_left // 60
+    seconds_left %= 60
+    hours_left = minutes_left // 60
+    minutes_left %= 60
+    days_left = hours_left // 24
+    hours_left %= 24
+
+    def helper(cnt, name):
+        return "{} {}{}".format(str(cnt), name, ('s' if cnt > 1 else ''))
+
+    if days_left > 0:
+        msg = helper(days_left, 'day')
+        if hours_left > 0:
+            msg += ' and ' + helper(hours_left, 'hour')
+        return msg
+    if hours_left > 0:
+        msg = helper(hours_left, 'hour')
+        if minutes_left > 0:
+            msg += ' and ' + helper(minutes_left, 'minute')
+        return msg
+    if minutes_left > 0:
+        return helper(minutes_left, 'minute')
+    return 'less than a minute'
+
+
+class RunningAvg(object):
+    def __init__(self, gamma, init_value=None):
+        """Keep a running estimate of a quantity. This is a bit like mean
+        but more sensitive to recent changes.
+
+        Parameters
+        ----------
+        gamma: float
+            Must be between 0 and 1, where 0 is the most sensitive to recent
+            changes.
+        init_value: float or None
+            Initial value of the estimate. If None, it will be set on the first update.
+        """
+        self._value = init_value
+        self._gamma = gamma
+
+    def update(self, new_val):
+        """Update the estimate.
+
+        Parameters
+        ----------
+        new_val: float
+            new observated value of estimated quantity.
+        """
+        if self._value is None:
+            self._value = new_val
+        else:
+            self._value = self._gamma * self._value + (1.0 - self._gamma) * new_val
+
+    def __float__(self):
+        """Get the current estimate"""
+        return self._value
+
+
+class SimpleMonitor(gym.Wrapper):
+    def __init__(self, env):
+        """Adds two qunatities to info returned by every step:
+
+            num_steps: int
+                Number of steps takes so far
+            rewards: [float]
+                All the cumulative rewards for the episodes completed so far.
+        """
+        super().__init__(env)
+        # current episode state
+        self._current_reward = None
+        self._num_steps = None
+        # temporary monitor state that we do not save
+        self._time_offset = None
+        self._total_steps = None
+        # monitor state
+        self._episode_rewards = []
+        self._episode_lengths = []
+        self._episode_end_times = []
+
+    def _reset(self):
+        obs = self.env.reset()
+        # recompute temporary state if needed
+        if self._time_offset is None:
+            self._time_offset = time.time()
+            if len(self._episode_end_times) > 0:
+                self._time_offset -= self._episode_end_times[-1]
+        if self._total_steps is None:
+            self._total_steps = sum(self._episode_lengths)
+        # update monitor state
+        if self._current_reward is not None:
+            self._episode_rewards.append(self._current_reward)
+            self._episode_lengths.append(self._num_steps)
+            self._episode_end_times.append(time.time() - self._time_offset)
+        # reset episode state
+        self._current_reward = 0
+        self._num_steps = 0
+
+        return obs
+
+    def _step(self, action):
+        obs, rew, done, info = self.env.step(action)
+        self._current_reward += rew
+        self._num_steps += 1
+        self._total_steps += 1
+        info['steps'] = self._total_steps
+        info['rewards'] = self._episode_rewards
+        return (obs, rew, done, info)
+
+    def get_state(self):
+        return {
+            'env_id': self.env.unwrapped.spec.id,
+            'episode_data': {
+                'episode_rewards': self._episode_rewards,
+                'episode_lengths': self._episode_lengths,
+                'episode_end_times': self._episode_end_times,
+                'initial_reset_time': 0,
+            }
+        }
+
+    def set_state(self, state):
+        assert state['env_id'] == self.env.unwrapped.spec.id
+        ed = state['episode_data']
+        self._episode_rewards = ed['episode_rewards']
+        self._episode_lengths = ed['episode_lengths']
+        self._episode_end_times = ed['episode_end_times']
+
+
+def boolean_flag(parser, name, default=False, help=None):
+    """Add a boolean flag to argparse parser.
+
+    Parameters
+    ----------
+    parser: argparse.Parser
+        parser to add the flag to
+    name: str
+        --<name> will enable the flag, while --no-<name> will disable it
+    default: bool or None
+        default value of the flag
+    help: str
+        help string for the flag
+    """
+    dest = name.replace('-', '_')
+    parser.add_argument("--" + name, action="store_true", default=default, dest=dest, help=help)
+    parser.add_argument("--no-" + name, action="store_false", dest=dest)
+
+
+def get_wrapper_by_name(env, classname):
+    """Given an a gym environment possibly wrapped multiple times, returns a wrapper
+    of class named classname or raises ValueError if no such wrapper was applied
+
+    Parameters
+    ----------
+    env: gym.Env of gym.Wrapper
+        gym environment
+    classname: str
+        name of the wrapper
+
+    Returns
+    -------
+    wrapper: gym.Wrapper
+        wrapper named classname
+    """
+    currentenv = env
+    while True:
+        if classname == currentenv.class_name():
+            return currentenv
+        elif isinstance(currentenv, gym.Wrapper):
+            currentenv = currentenv.env
+        else:
+            raise ValueError("Couldn't find wrapper named %s" % classname)
+
+
+def relatively_safe_pickle_dump(obj, path, compression=False):
+    """This is just like regular pickle dump, except from the fact that failure cases are
+    different:
+
+        - It's never possible that we end up with a pickle in corrupted state.
+        - If a there was a different file at the path, that file will remain unchanged in the
+          even of failure (provided that filesystem rename is atomic).
+        - it is sometimes possible that we end up with useless temp file which needs to be
+          deleted manually (it will be removed automatically on the next function call)
+
+    The indended use case is periodic checkpoints of experiment state, such that we never
+    corrupt previous checkpoints if the current one fails.
+
+    Parameters
+    ----------
+    obj: object
+        object to pickle
+    path: str
+        path to the output file
+    compression: bool
+        if true pickle will be compressed
+    """
+    temp_storage = path + ".relatively_safe"
+    if compression:
+        # Using gzip here would be simpler, but the size is limited to 2GB
+        with tempfile.NamedTemporaryFile() as uncompressed_file:
+            pickle.dump(obj, uncompressed_file)
+            with zipfile.ZipFile(temp_storage, "w", compression=zipfile.ZIP_DEFLATED) as myzip:
+                myzip.write(uncompressed_file.name, "data")
+    else:
+        with open(temp_storage, "wb") as f:
+            pickle.dump(obj, f)
+    os.rename(temp_storage, path)
+
+
+def pickle_load(path, compression=False):
+    """Unpickle a possible compressed pickle.
+
+    Parameters
+    ----------
+    path: str
+        path to the output file
+    compression: bool
+        if true assumes that pickle was compressed when created and attempts decompression.
+
+    Returns
+    -------
+    obj: object
+        the unpickled object
+    """
+
+    if compression:
+        with zipfile.ZipFile(path, "r", compression=zipfile.ZIP_DEFLATED) as myzip:
+            with myzip.open("data") as f:
+                return pickle.load(f)
+    else:
+        with open(path, "rb") as f:
+            return pickle.load(f)

baselines/baselines_common/mpi_adam.py

@@ -0,0 +1,85 @@
+from mpi4py import MPI
+import baselines.baselines_common.tf_util as U
+import tensorflow as tf
+import numpy as np
+
+
+class MpiAdam(object):
+    def __init__(self, var_list, *,
+                 beta1=0.9, beta2=0.999, epsilon=1e-08,
+                 scale_grad_by_procs=True,
+                 comm=None):
+        self.var_list = var_list
+        self.beta1 = beta1
+        self.beta2 = beta2
+        self.epsilon = epsilon
+        self.scale_grad_by_procs = scale_grad_by_procs
+        size = sum(U.numel(v) for v in var_list)
+        self.m = np.zeros(size, 'float32')
+        self.v = np.zeros(size, 'float32')
+
+        self.t = 0
+        self.setfromflat = U.SetFromFlat(var_list)
+        self.getflat = U.GetFlat(var_list)
+        self.comm = MPI.COMM_WORLD if comm is None else comm
+
+    def update(self, localg, stepsize):
+        if self.t % 100 == 0:
+            self.check_synced()
+        localg = localg.astype('float32')
+        globalg = np.zeros_like(localg)
+        self.comm.Allreduce(localg, globalg, op=MPI.SUM)
+        if self.scale_grad_by_procs:
+            globalg /= self.comm.Get_size()
+
+        self.t += 1
+        a = stepsize * np.sqrt(1 - self.beta2 ** self.t) / (1 - self.beta1 ** self.t)
+        self.m = self.beta1 * self.m + (1 - self.beta1) * globalg
+        self.v = self.beta2 * self.v + (1 - self.beta2) * (globalg * globalg)
+        step = (- a) * self.m / (np.sqrt(self.v) + self.epsilon)
+        self.setfromflat(self.getflat() + step)
+
+    def sync(self):
+        theta = self.getflat()
+        self.comm.Bcast(theta, root=0)
+        self.setfromflat(theta)
+
+    def check_synced(self):
+        if self.comm.Get_rank() == 0:  # this is root
+            theta = self.getflat()
+            self.comm.Bcast(theta, root=0)
+        else:
+            thetalocal = self.getflat()
+            thetaroot = np.empty_like(thetalocal)
+            self.comm.Bcast(thetaroot, root=0)
+            assert (thetaroot == thetalocal).all(), (thetaroot, thetalocal)
+
+
+@U.in_session
+def test_MpiAdam():
+    np.random.seed(0)
+    tf.set_random_seed(0)
+
+    a = tf.Variable(np.random.randn(3).astype('float32'))
+    b = tf.Variable(np.random.randn(2, 5).astype('float32'))
+    loss = tf.reduce_sum(tf.square(a)) + tf.reduce_sum(tf.sin(b))
+
+    stepsize = 1e-2
+    update_op = tf.train.AdamOptimizer(stepsize).minimize(loss)
+    do_update = U.function([], loss, updates=[update_op])
+
+    tf.get_default_session().run(tf.global_variables_initializer())
+    for i in range(10):
+        print(i, do_update())
+
+    tf.set_random_seed(0)
+    tf.get_default_session().run(tf.global_variables_initializer())
+
+    var_list = [a, b]
+    lossandgrad = U.function([], [loss, U.flatgrad(loss, var_list)], updates=[update_op])
+    adam = MpiAdam(var_list)
+
+    for i in range(10):
+        l, g = lossandgrad()
+        adam.update(g, stepsize)
+        print(i, l)

baselines/baselines_common/mpi_fork.py

@@ -0,0 +1,24 @@
+import os, subprocess, sys
+
+
+def mpi_fork(n, bind_to_core=False):
+    """Re-launches the current script with workers
+    Returns "parent" for original parent, "child" for MPI children
+    """
+    if n <= 1:
+        return "child"
+    if os.getenv("IN_MPI") is None:
+        env = os.environ.copy()
+        env.update(
+            MKL_NUM_THREADS="1",
+            OMP_NUM_THREADS="1",
+            IN_MPI="1"
+        )
+        args = ["mpirun", "-np", str(n)]
+        if bind_to_core:
+            args += ["-bind-to", "core"]
+        args += [sys.executable] + sys.argv
+        subprocess.check_call(args, env=env)
+        return "parent"
+    else:
+        return "child"

baselines/baselines_common/mpi_moments.py

@@ -0,0 +1,52 @@
+from mpi4py import MPI
+import numpy as np
+from baselines.baselines_common import zipsame
+
+
+def mpi_moments(x, axis=0):
+    x = np.asarray(x, dtype='float64')
+    newshape = list(x.shape)
+    newshape.pop(axis)
+    n = np.prod(newshape, dtype=int)
+    totalvec = np.zeros(n * 2 + 1, 'float64')
+    addvec = np.concatenate([x.sum(axis=axis).ravel(),
+                             np.square(x).sum(axis=axis).ravel(),
+                             np.array([x.shape[axis]], dtype='float64')])
+    MPI.COMM_WORLD.Allreduce(addvec, totalvec, op=MPI.SUM)
+    sum = totalvec[:n]
+    sumsq = totalvec[n:2 * n]
+    count = totalvec[2 * n]
+    if count == 0:
+        mean = np.empty(newshape);
+        mean[:] = np.nan
+        std = np.empty(newshape);
+        std[:] = np.nan
+    else:
+        mean = sum / count
+        std = np.sqrt(np.maximum(sumsq / count - np.square(mean), 0))
+    return mean, std, count
+
+
+def test_runningmeanstd():
+    comm = MPI.COMM_WORLD
+    np.random.seed(0)
+    for (triple, axis) in [
+        ((np.random.randn(3), np.random.randn(4), np.random.randn(5)), 0),
+        ((np.random.randn(3, 2), np.random.randn(4, 2), np.random.randn(5, 2)), 0),
+        ((np.random.randn(2, 3), np.random.randn(2, 4), np.random.randn(2, 4)), 1),
+    ]:
+
+        x = np.concatenate(triple, axis=axis)
+        ms1 = [x.mean(axis=axis), x.std(axis=axis), x.shape[axis]]
+
+        ms2 = mpi_moments(triple[comm.Get_rank()], axis=axis)
+
+        for (a1, a2) in zipsame(ms1, ms2):
+            print(a1, a2)
+            assert np.allclose(a1, a2)
+            print("ok!")
+
+
+if __name__ == "__main__":
+    # mpirun -np 3 python <script>
+    test_runningmeanstd()

baselines/baselines_common/mpi_running_mean_std.py

@@ -0,0 +1,112 @@
+from mpi4py import MPI
+import tensorflow as tf
+import baselines.baselines_common.tf_util as U
+import numpy as np
+
+
+class RunningMeanStd(object):
+    # https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
+    def __init__(self, epsilon=1e-2, shape=()):
+        self._sum = tf.get_variable(
+            dtype=tf.float64,
+            shape=shape,
+            initializer=tf.constant_initializer(0.0),
+            name="runningsum", trainable=False)
+        self._sumsq = tf.get_variable(
+            dtype=tf.float64,
+            shape=shape,
+            initializer=tf.constant_initializer(epsilon),
+            name="runningsumsq", trainable=False)
+        self._count = tf.get_variable(
+            dtype=tf.float64,
+            shape=(),
+            initializer=tf.constant_initializer(epsilon),
+            name="count", trainable=False)
+        self.shape = shape
+
+        self.mean = tf.to_float(self._sum / self._count)
+        self.std = tf.sqrt(
+            tf.maximum(tf.to_float(self._sumsq / self._count) - tf.square(self.mean), 1e-2))
+
+        newsum = tf.placeholder(shape=self.shape, dtype=tf.float64, name='sum')
+        newsumsq = tf.placeholder(shape=self.shape, dtype=tf.float64, name='var')
+        newcount = tf.placeholder(shape=[], dtype=tf.float64, name='count')
+        self.incfiltparams = U.function([newsum, newsumsq, newcount], [],
+                                        updates=[tf.assign_add(self._sum, newsum),
+                                                 tf.assign_add(self._sumsq, newsumsq),
+                                                 tf.assign_add(self._count, newcount)])
+
+    def update(self, x):
+        x = x.astype('float64')
+        n = int(np.prod(self.shape))
+        totalvec = np.zeros(n * 2 + 1, 'float64')
+        addvec = np.concatenate([x.sum(axis=0).ravel(), np.square(x).sum(axis=0).ravel(),
+                                 np.array([len(x)], dtype='float64')])
+        MPI.COMM_WORLD.Allreduce(addvec, totalvec, op=MPI.SUM)
+        self.incfiltparams(totalvec[0:n].reshape(self.shape), totalvec[n:2 * n].reshape(self.shape),
+                           totalvec[2 * n])
+
+
+@U.in_session
+def test_runningmeanstd():
+    for (x1, x2, x3) in [
+        (np.random.randn(3), np.random.randn(4), np.random.randn(5)),
+        (np.random.randn(3, 2), np.random.randn(4, 2), np.random.randn(5, 2)),
+    ]:
+        rms = RunningMeanStd(epsilon=0.0, shape=x1.shape[1:])
+        U.initialize()
+
+        x = np.concatenate([x1, x2, x3], axis=0)
+        ms1 = [x.mean(axis=0), x.std(axis=0)]
+        rms.update(x1)
+        rms.update(x2)
+        rms.update(x3)
+        ms2 = U.eval([rms.mean, rms.std])
+
+        assert np.allclose(ms1, ms2)
+
+
+@U.in_session
+def test_dist():
+    np.random.seed(0)
+    p1, p2, p3 = (np.random.randn(3, 1), np.random.randn(4, 1), np.random.randn(5, 1))
+    q1, q2, q3 = (np.random.randn(6, 1), np.random.randn(7, 1), np.random.randn(8, 1))
+
+    # p1,p2,p3=(np.random.randn(3), np.random.randn(4), np.random.randn(5))
+    # q1,q2,q3=(np.random.randn(6), np.random.randn(7), np.random.randn(8))
+
+    comm = MPI.COMM_WORLD
+    assert comm.Get_size() == 2
+    if comm.Get_rank() == 0:
+        x1, x2, x3 = p1, p2, p3
+    elif comm.Get_rank() == 1:
+        x1, x2, x3 = q1, q2, q3
+    else:
+        assert False
+
+    rms = RunningMeanStd(epsilon=0.0, shape=(1,))
+    U.initialize()
+
+    rms.update(x1)
+    rms.update(x2)
+    rms.update(x3)
+
+    bigvec = np.concatenate([p1, p2, p3, q1, q2, q3])
+
+    def checkallclose(x, y):
+        print(x, y)
+        return np.allclose(x, y)
+
+    assert checkallclose(
+        bigvec.mean(axis=0),
+        U.eval(rms.mean)
+    )
+    assert checkallclose(
+        bigvec.std(axis=0),
+        U.eval(rms.std)
+    )
+
+
+if __name__ == "__main__":
+    # Run with mpirun -np 2 python <filename>
+    test_dist()

baselines/baselines_common/mpi_saver.py

@@ -0,0 +1,35 @@
+from mpi4py import MPI
+import baselines.baselines_common.tf_util as U
+import tensorflow as tf
+
+
+class MpiSaver(object):
+    def __init__(self, var_list=None, *,
+                 comm=None,
+                 log_prefix="/tmp"):
+        self.var_list = var_list
+        self.t = 0
+
+        self.saver = tf.train.Saver(
+            var_list=var_list,
+            max_to_keep=100,
+            keep_checkpoint_every_n_hours=0.25,
+            pad_step_number=True,
+            save_relative_paths=True)
+        self.log_prefix = log_prefix
+
+        self.comm = MPI.COMM_WORLD if comm is None else comm
+
+    def restore(self, restore_from=None):
+        if restore_from is not None:
+            self.saver.restore(U.get_session(), restore_from)
+            self.t += int(restore_from.split("-")[-1])
+        self.sync()
+
+    def sync(self):
+        if self.comm.Get_rank() == 0:  # this is root
+            self.saver.save(
+                U.get_session(),
+                "{}/model.ckpt".format(self.log_prefix),
+                global_step=self.t)
+            self.t += 1

baselines/baselines_common/schedules.py

@@ -0,0 +1,99 @@
+"""This file is used for specifying various schedules that evolve over
+time throughout the execution of the algorithm, such as:
+ - learning rate for the optimizer
+ - exploration epsilon for the epsilon greedy exploration strategy
+ - beta parameter for beta parameter in prioritized replay
+
+Each schedule has a function `value(t)` which returns the current value
+of the parameter given the timestep t of the optimization procedure.
+"""
+
+
+class Schedule(object):
+    def value(self, t):
+        """Value of the schedule at time t"""
+        raise NotImplementedError()
+
+
+class ConstantSchedule(object):
+    def __init__(self, value):
+        """Value remains constant over time.
+
+        Parameters
+        ----------
+        value: float
+            Constant value of the schedule
+        """
+        self._v = value
+
+    def value(self, t):
+        """See Schedule.value"""
+        return self._v
+
+
+def linear_interpolation(l, r, alpha):
+    return l + alpha * (r - l)
+
+
+class PiecewiseSchedule(object):
+    def __init__(self, endpoints, interpolation=linear_interpolation, outside_value=None):
+        """Piecewise schedule.
+
+        endpoints: [(int, int)]
+            list of pairs `(time, value)` meanining that schedule should output
+            `value` when `t==time`. All the values for time must be sorted in
+            an increasing order. When t is between two times, e.g. `(time_a, value_a)`
+            and `(time_b, value_b)`, such that `time_a <= t < time_b` then value outputs
+            `interpolation(value_a, value_b, alpha)` where alpha is a fraction of
+            time passed between `time_a` and `time_b` for time `t`.
+        interpolation: lambda float, float, float: float
+            a function that takes value to the left and to the right of t according
+            to the `endpoints`. Alpha is the fraction of distance from left endpoint to
+            right endpoint that t has covered. See linear_interpolation for example.
+        outside_value: float
+            if the value is requested outside of all the intervals sepecified in
+            `endpoints` this value is returned. If None then AssertionError is
+            raised when outside value is requested.
+        """
+        idxes = [e[0] for e in endpoints]
+        assert idxes == sorted(idxes)
+        self._interpolation = interpolation
+        self._outside_value = outside_value
+        self._endpoints = endpoints
+
+    def value(self, t):
+        """See Schedule.value"""
+        for (l_t, l), (r_t, r) in zip(self._endpoints[:-1], self._endpoints[1:]):
+            if l_t <= t and t < r_t:
+                alpha = float(t - l_t) / (r_t - l_t)
+                return self._interpolation(l, r, alpha)
+
+        # t does not belong to any of the pieces, so doom.
+        assert self._outside_value is not None
+        return self._outside_value
+
+
+class LinearSchedule(object):
+    def __init__(self, schedule_timesteps, final_p, initial_p=1.0):
+        """Linear interpolation between initial_p and final_p over
+        schedule_timesteps. After this many timesteps pass final_p is
+        returned.
+
+        Parameters
+        ----------
+        schedule_timesteps: int
+            Number of timesteps for which to linearly anneal initial_p
+            to final_p
+        initial_p: float
+            initial output value
+        final_p: float
+            final output value
+        """
+        self.schedule_timesteps = schedule_timesteps
+        self.final_p = final_p
+        self.initial_p = initial_p
+
+    def value(self, t):
+        """See Schedule.value"""
+        fraction = min(float(t) / self.schedule_timesteps, 1.0)
+        return self.initial_p + fraction * (self.final_p - self.initial_p)

baselines/baselines_common/segment_tree.py

@@ -0,0 +1,146 @@
+import operator
+
+
+class SegmentTree(object):
+    def __init__(self, capacity, operation, neutral_element):
+        """Build a Segment Tree data structure.
+
+        https://en.wikipedia.org/wiki/Segment_tree
+
+        Can be used as regular array, but with two
+        important differences:
+
+            a) setting item's value is slightly slower.
+               It is O(lg capacity) instead of O(1).
+            b) user has access to an efficient `reduce`
+               operation which reduces `operation` over
+               a contiguous subsequence of items in the
+               array.
+
+        Paramters
+        ---------
+        capacity: int
+            Total size of the array - must be a power of two.
+        operation: lambda obj, obj -> obj
+            and operation for combining elements (eg. sum, max)
+            must for a mathematical group together with the set of
+            possible values for array elements.
+        neutral_element: obj
+            neutral element for the operation above. eg. float('-inf')
+            for max and 0 for sum.
+        """
+        assert capacity > 0 and capacity & (capacity - 1) == 0, "capacity must be positive and a power of 2."
+        self._capacity = capacity
+        self._value = [neutral_element for _ in range(2 * capacity)]
+        self._operation = operation
+
+    def _reduce_helper(self, start, end, node, node_start, node_end):
+        if start == node_start and end == node_end:
+            return self._value[node]
+        mid = (node_start + node_end) // 2
+        if end <= mid:
+            return self._reduce_helper(start, end, 2 * node, node_start, mid)
+        else:
+            if mid + 1 <= start:
+                return self._reduce_helper(start, end, 2 * node + 1, mid + 1, node_end)
+            else:
+                return self._operation(
+                    self._reduce_helper(start, mid, 2 * node, node_start, mid),
+                    self._reduce_helper(mid + 1, end, 2 * node + 1, mid + 1, node_end)
+                )
+
+    def reduce(self, start=0, end=None):
+        """Returns result of applying `self.operation`
+        to a contiguous subsequence of the array.
+
+            self.operation(arr[start], operation(arr[start+1], operation(... arr[end])))
+
+        Parameters
+        ----------
+        start: int
+            beginning of the subsequence
+        end: int
+            end of the subsequences
+
+        Returns
+        -------
+        reduced: obj
+            result of reducing self.operation over the specified range of array elements.
+        """
+        if end is None:
+            end = self._capacity
+        if end < 0:
+            end += self._capacity
+        end -= 1
+        return self._reduce_helper(start, end, 1, 0, self._capacity - 1)
+
+    def __setitem__(self, idx, val):
+        # index of the leaf
+        idx += self._capacity
+        self._value[idx] = val
+        idx //= 2
+        while idx >= 1:
+            self._value[idx] = self._operation(
+                self._value[2 * idx],
+                self._value[2 * idx + 1]
+            )
+            idx //= 2
+
+    def __getitem__(self, idx):
+        assert 0 <= idx < self._capacity
+        return self._value[self._capacity + idx]
+
+
+class SumSegmentTree(SegmentTree):
+    def __init__(self, capacity):
+        super(SumSegmentTree, self).__init__(
+            capacity=capacity,
+            operation=operator.add,
+            neutral_element=0.0
+        )
+
+    def sum(self, start=0, end=None):
+        """Returns arr[start] + ... + arr[end]"""
+        return super(SumSegmentTree, self).reduce(start, end)
+
+    def find_prefixsum_idx(self, prefixsum):
+        """Find the highest index `i` in the array such that
+            sum(arr[0] + arr[1] + ... + arr[i - i]) <= prefixsum
+
+        if array values are probabilities, this function
+        allows to sample indexes according to the discrete
+        probability efficiently.
+
+        Parameters
+        ----------
+        perfixsum: float
+            upperbound on the sum of array prefix
+
+        Returns
+        -------
+        idx: int
+            highest index satisfying the prefixsum constraint
+        """
+        assert 0 <= prefixsum <= self.sum() + 1e-5
+        idx = 1
+        while idx < self._capacity:  # while non-leaf
+            if self._value[2 * idx] > prefixsum:
+                idx = 2 * idx
+            else:
+                prefixsum -= self._value[2 * idx]
+                idx = 2 * idx + 1
+        return idx - self._capacity
+
+
+class MinSegmentTree(SegmentTree):
+    def __init__(self, capacity):
+        super(MinSegmentTree, self).__init__(
+            capacity=capacity,
+            operation=min,
+            neutral_element=float('inf')
+        )
+
+    def min(self, start=0, end=None):
+        """Returns min(arr[start], ...,  arr[end])"""
+
+        return super(MinSegmentTree, self).reduce(start, end)

baselines/baselines_common/tf_util.py

@@ -0,0 +1,753 @@
+import numpy as np
+import tensorflow as tf  # pylint: ignore-module
+import builtins
+import functools
+import copy
+import os
+import collections
+
+
+# ================================================================
+# Make consistent with numpy
+# ================================================================
+
+clip = tf.clip_by_value
+
+
+def sum(x, axis=None, keepdims=False):
+    axis = None if axis is None else [axis]
+    return tf.reduce_sum(x, axis=axis, keep_dims=keepdims)
+
+
+def mean(x, axis=None, keepdims=False):
+    axis = None if axis is None else [axis]
+    return tf.reduce_mean(x, axis=axis, keep_dims=keepdims)
+
+
+def var(x, axis=None, keepdims=False):
+    meanx = mean(x, axis=axis, keepdims=keepdims)
+    return mean(tf.square(x - meanx), axis=axis, keepdims=keepdims)
+
+
+def std(x, axis=None, keepdims=False):
+    return tf.sqrt(var(x, axis=axis, keepdims=keepdims))
+
+
+def max(x, axis=None, keepdims=False):
+    axis = None if axis is None else [axis]
+    return tf.reduce_max(x, axis=axis, keep_dims=keepdims)
+
+
+def min(x, axis=None, keepdims=False):
+    axis = None if axis is None else [axis]
+    return tf.reduce_min(x, axis=axis, keep_dims=keepdims)
+
+
+def concatenate(arrs, axis=0):
+    return tf.concat(axis=axis, values=arrs)
+
+
+def argmax(x, axis=None):
+    return tf.argmax(x, axis=axis)
+
+
+def switch(condition, then_expression, else_expression):
+    """Switches between two operations depending on a scalar value (int or bool).
+    Note that both `then_expression` and `else_expression`
+    should be symbolic tensors of the *same shape*.
+
+    # Arguments
+        condition: scalar tensor.
+        then_expression: TensorFlow operation.
+        else_expression: TensorFlow operation.
+    """
+    x_shape = copy.copy(then_expression.get_shape())
+    x = tf.cond(tf.cast(condition, 'bool'),
+                lambda: then_expression,
+                lambda: else_expression)
+    x.set_shape(x_shape)
+    return x
+
+# ================================================================
+# Extras
+# ================================================================
+
+
+def l2loss(params):
+    if len(params) == 0:
+        return tf.constant(0.0)
+    else:
+        return tf.add_n([sum(tf.square(p)) for p in params])
+
+
+def lrelu(x, leak=0.2):
+    f1 = 0.5 * (1 + leak)
+    f2 = 0.5 * (1 - leak)
+    return f1 * x + f2 * abs(x)
+
+
+def categorical_sample_logits(X):
+    # https://github.com/tensorflow/tensorflow/issues/456
+    U = tf.random_uniform(tf.shape(X))
+    return argmax(X - tf.log(-tf.log(U)), axis=1)
+
+
+# ================================================================
+# Inputs
+# ================================================================
+
+
+def is_placeholder(x):
+    return type(x) is tf.Tensor and len(x.op.inputs) == 0
+
+
+class TfInput(object):
+    def __init__(self, name="(unnamed)"):
+        """Generalized Tensorflow placeholder. The main differences are:
+            - possibly uses multiple placeholders internally and returns multiple values
+            - can apply light postprocessing to the value feed to placeholder.
+        """
+        self.name = name
+
+    def get(self):
+        """Return the tf variable(s) representing the possibly postprocessed value
+        of placeholder(s).
+        """
+        raise NotImplemented()
+
+    def make_feed_dict(data):
+        """Given data input it to the placeholder(s)."""
+        raise NotImplemented()
+
+
+class PlacholderTfInput(TfInput):
+    def __init__(self, placeholder):
+        """Wrapper for regular tensorflow placeholder."""
+        super().__init__(placeholder.name)
+        self._placeholder = placeholder
+
+    def get(self):
+        return self._placeholder
+
+    def make_feed_dict(self, data):
+        return {self._placeholder: data}
+
+
+class BatchInput(PlacholderTfInput):
+    def __init__(self, shape, dtype=tf.float32, name=None):
+        """Creates a placeholder for a batch of tensors of a given shape and dtype
+
+        Parameters
+        ----------
+        shape: [int]
+            shape of a single elemenet of the batch
+        dtype: tf.dtype
+            number representation used for tensor contents
+        name: str
+            name of the underlying placeholder
+        """
+        super().__init__(tf.placeholder(dtype, [None] + list(shape), name=name))
+
+
+class Uint8Input(PlacholderTfInput):
+    def __init__(self, shape, name=None):
+        """Takes input in uint8 format which is cast to float32 and divided by 255
+        before passing it to the model.
+
+        On GPU this ensures lower data transfer times.
+
+        Parameters
+        ----------
+        shape: [int]
+            shape of the tensor.
+        name: str
+            name of the underlying placeholder
+        """
+
+        super().__init__(tf.placeholder(tf.uint8, [None] + list(shape), name=name))
+        self._shape = shape
+        self._output = tf.cast(super().get(), tf.float32) / 255.0
+
+    def get(self):
+        return self._output
+
+
+def ensure_tf_input(thing):
+    """Takes either tf.placeholder of TfInput and outputs equivalent TfInput"""
+    if isinstance(thing, TfInput):
+        return thing
+    elif is_placeholder(thing):
+        return PlacholderTfInput(thing)
+    else:
+        raise ValueError("Must be a placeholder or TfInput")
+
+# ================================================================
+# Mathematical utils
+# ================================================================
+
+
+def huber_loss(x, delta=1.0):
+    """Reference: https://en.wikipedia.org/wiki/Huber_loss"""
+    return tf.where(
+        tf.abs(x) < delta,
+        tf.square(x) * 0.5,
+        delta * (tf.abs(x) - 0.5 * delta)
+    )
+
+# ================================================================
+# Optimizer utils
+# ================================================================
+
+
+def minimize_and_clip(optimizer, objective, var_list, clip_val=10):
+    """Minimized `objective` using `optimizer` w.r.t. variables in
+    `var_list` while ensure the norm of the gradients for each
+    variable is clipped to `clip_val`
+    """
+    gradients = optimizer.compute_gradients(objective, var_list=var_list)
+    for i, (grad, var) in enumerate(gradients):
+        if grad is not None:
+            gradients[i] = (tf.clip_by_norm(grad, clip_val), var)
+    return optimizer.apply_gradients(gradients)
+
+
+# ================================================================
+# Global session
+# ================================================================
+
+def get_session():
+    """Returns recently made Tensorflow session"""
+    return tf.get_default_session()
+
+
+def make_session(num_cpu):
+    """Returns a session that will use <num_cpu> CPU's only"""
+    tf_config = tf.ConfigProto(
+        inter_op_parallelism_threads=num_cpu,
+        intra_op_parallelism_threads=num_cpu)
+    return tf.Session(config=tf_config)
+
+
+def single_threaded_session():
+    """Returns a session which will only use a single CPU"""
+    return make_session(1)
+
+
+ALREADY_INITIALIZED = set()
+
+
+def initialize():
+    """Initialize all the uninitialized variables in the global scope."""
+    new_variables = set(tf.global_variables()) - ALREADY_INITIALIZED
+    get_session().run(tf.variables_initializer(new_variables))
+    ALREADY_INITIALIZED.update(new_variables)
+
+
+def eval(expr, feed_dict=None):
+    if feed_dict is None:
+        feed_dict = {}
+    return get_session().run(expr, feed_dict=feed_dict)
+
+
+VALUE_SETTERS = collections.OrderedDict()
+
+
+def set_value(v, val):
+    global VALUE_SETTERS
+    if v in VALUE_SETTERS:
+        set_op, set_endpoint = VALUE_SETTERS[v]
+    else:
+        set_endpoint = tf.placeholder(v.dtype)
+        set_op = v.assign(set_endpoint)
+        VALUE_SETTERS[v] = (set_op, set_endpoint)
+    get_session().run(set_op, feed_dict={set_endpoint: val})
+
+
+# ================================================================
+# Saving variables
+# ================================================================
+
+
+def load_state(fname):
+    saver = tf.train.Saver()
+    saver.restore(get_session(), fname)
+
+
+def save_state(fname):
+    os.makedirs(os.path.dirname(fname), exist_ok=True)
+    saver = tf.train.Saver()
+    saver.save(get_session(), fname)
+
+# ================================================================
+# Model components
+# ================================================================
+
+
+def normc_initializer(std=1.0):
+    def _initializer(shape, dtype=None, partition_info=None):  # pylint: disable=W0613
+        out = np.random.randn(*shape).astype(np.float32)
+        out *= std / np.sqrt(np.square(out).sum(axis=0, keepdims=True))
+        return tf.constant(out)
+    return _initializer
+
+
+def conv2d(x, num_filters, name, filter_size=(3, 3), stride=(1, 1), pad="SAME", dtype=tf.float32, collections=None,
+           summary_tag=None):
+    with tf.variable_scope(name):
+        stride_shape = [1, stride[0], stride[1], 1]
+        filter_shape = [filter_size[0], filter_size[1], int(x.get_shape()[3]), num_filters]
+
+        # there are "num input feature maps * filter height * filter width"
+        # inputs to each hidden unit
+        fan_in = intprod(filter_shape[:3])
+        # each unit in the lower layer receives a gradient from:
+        # "num output feature maps * filter height * filter width" /
+        #   pooling size
+        fan_out = intprod(filter_shape[:2]) * num_filters
+        # initialize weights with random weights
+        w_bound = np.sqrt(6. / (fan_in + fan_out))
+
+        w = tf.get_variable("W", filter_shape, dtype, tf.random_uniform_initializer(-w_bound, w_bound),
+                            collections=collections)
+        b = tf.get_variable("b", [1, 1, 1, num_filters], initializer=tf.zeros_initializer(),
+                            collections=collections)
+
+        if summary_tag is not None:
+            tf.summary.image(summary_tag,
+                             tf.transpose(tf.reshape(w, [filter_size[0], filter_size[1], -1, 1]),
+                                          [2, 0, 1, 3]),
+                             max_images=10)
+
+        return tf.nn.conv2d(x, w, stride_shape, pad) + b
+
+
+def dense(x, size, name, weight_init=None, bias=True):
+    w = tf.get_variable(name + "/w", [x.get_shape()[1], size], initializer=weight_init)
+    ret = tf.matmul(x, w)
+    if bias:
+        b = tf.get_variable(name + "/b", [size], initializer=tf.zeros_initializer())
+        return ret + b
+    else:
+        return ret
+
+
+def wndense(x, size, name, init_scale=1.0):
+    v = tf.get_variable(name + "/V", [int(x.get_shape()[1]), size],
+                        initializer=tf.random_normal_initializer(0, 0.05))
+    g = tf.get_variable(name + "/g", [size], initializer=tf.constant_initializer(init_scale))
+    b = tf.get_variable(name + "/b", [size], initializer=tf.constant_initializer(0.0))
+
+    # use weight normalization (Salimans & Kingma, 2016)
+    x = tf.matmul(x, v)
+    scaler = g / tf.sqrt(sum(tf.square(v), axis=0, keepdims=True))
+    return tf.reshape(scaler, [1, size]) * x + tf.reshape(b, [1, size])
+
+
+def densenobias(x, size, name, weight_init=None):
+    return dense(x, size, name, weight_init=weight_init, bias=False)
+
+
+def dropout(x, pkeep, phase=None, mask=None):
+    mask = tf.floor(pkeep + tf.random_uniform(tf.shape(x))) if mask is None else mask
+    if phase is None:
+        return mask * x
+    else:
+        return switch(phase, mask * x, pkeep * x)
+
+
+# ================================================================
+# Theano-like Function
+# ================================================================
+
+
+
+def function(inputs, outputs, updates=None, givens=None):
+    """Just like Theano function. Take a bunch of tensorflow placeholders and expressions
+    computed based on those placeholders and produces f(inputs) -> outputs. Function f takes
+    values to be fed to the input's placeholders and produces the values of the expressions
+    in outputs.
+
+    Input values can be passed in the same order as inputs or can be provided as kwargs based
+    on placeholder name (passed to constructor or accessible via placeholder.op.name).
+
+    Example:
+        x = tf.placeholder(tf.int32, (), name="x")
+        y = tf.placeholder(tf.int32, (), name="y")
+        z = 3 * x + 2 * y
+        lin = function([x, y], z, givens={y: 0})
+
+        with single_threaded_session():
+            initialize()
+
+            assert lin(2) == 6
+            assert lin(x=3) == 9
+            assert lin(2, 2) == 10
+            assert lin(x=2, y=3) == 12
+
+    Parameters
+    ----------
+    inputs: [tf.placeholder or TfInput]
+        list of input arguments
+    outputs: [tf.Variable] or tf.Variable
+        list of outputs or a single output to be returned from function. Returned
+        value will also have the same shape.
+    """
+    if isinstance(outputs, list):
+        return _Function(inputs, outputs, updates, givens=givens)
+    elif isinstance(outputs, (dict, collections.OrderedDict)):
+        f = _Function(inputs, outputs.values(), updates, givens=givens)
+        return lambda *args, **kwargs: type(outputs)(zip(outputs.keys(), f(*args, **kwargs)))
+    else:
+        f = _Function(inputs, [outputs], updates, givens=givens)
+        return lambda *args, **kwargs: f(*args, **kwargs)[0]
+
+
+class _Function(object):
+    def __init__(self, inputs, outputs, updates, givens, check_nan=False):
+        for inpt in inputs:
+            if not issubclass(type(inpt), TfInput):
+                assert len(inpt.op.inputs) == 0, "inputs should all be placeholders of src.baselines_common.TfInput"
+        self.inputs = inputs
+        updates = updates or []
+        self.update_group = tf.group(*updates)
+        self.outputs_update = list(outputs) + [self.update_group]
+        self.givens = {} if givens is None else givens
+        self.check_nan = check_nan
+
+    def _feed_input(self, feed_dict, inpt, value):
+        if issubclass(type(inpt), TfInput):
+            feed_dict.update(inpt.make_feed_dict(value))
+        elif is_placeholder(inpt):
+            feed_dict[inpt] = value
+
+    def __call__(self, *args, **kwargs):
+        assert len(args) <= len(self.inputs), "Too many arguments provided"
+        feed_dict = {}
+        # Update the args
+        for inpt, value in zip(self.inputs, args):
+            self._feed_input(feed_dict, inpt, value)
+        # Update the kwargs
+        kwargs_passed_inpt_names = set()
+        for inpt in self.inputs[len(args):]:
+            inpt_name = inpt.name.split(':')[0]
+            inpt_name = inpt_name.split('/')[-1]
+            assert inpt_name not in kwargs_passed_inpt_names, \
+                "this function has two arguments with the same name \"{}\", so kwargs cannot be used.".format(inpt_name)
+            if inpt_name in kwargs:
+                kwargs_passed_inpt_names.add(inpt_name)
+                self._feed_input(feed_dict, inpt, kwargs.pop(inpt_name))
+            else:
+                assert inpt in self.givens, "Missing argument " + inpt_name
+        assert len(kwargs) == 0, "Function got extra arguments " + str(list(kwargs.keys()))
+        # Update feed dict with givens.
+        for inpt in self.givens:
+            feed_dict[inpt] = feed_dict.get(inpt, self.givens[inpt])
+        results = get_session().run(self.outputs_update, feed_dict=feed_dict)[:-1]
+        if self.check_nan:
+            if any(np.isnan(r).any() for r in results):
+                raise RuntimeError("Nan detected")
+        return results
+
+
+def mem_friendly_function(nondata_inputs, data_inputs, outputs, batch_size):
+    if isinstance(outputs, list):
+        return _MemFriendlyFunction(nondata_inputs, data_inputs, outputs, batch_size)
+    else:
+        f = _MemFriendlyFunction(nondata_inputs, data_inputs, [outputs], batch_size)
+        return lambda *inputs: f(*inputs)[0]
+
+
+class _MemFriendlyFunction(object):
+    def __init__(self, nondata_inputs, data_inputs, outputs, batch_size):
+        self.nondata_inputs = nondata_inputs
+        self.data_inputs = data_inputs
+        self.outputs = list(outputs)
+        self.batch_size = batch_size
+
+    def __call__(self, *inputvals):
+        assert len(inputvals) == len(self.nondata_inputs) + len(self.data_inputs)
+        nondata_vals = inputvals[0:len(self.nondata_inputs)]
+        data_vals = inputvals[len(self.nondata_inputs):]
+        feed_dict = dict(zip(self.nondata_inputs, nondata_vals))
+        n = data_vals[0].shape[0]
+        for v in data_vals[1:]:
+            assert v.shape[0] == n
+        for i_start in range(0, n, self.batch_size):
+            slice_vals = [v[i_start:builtins.min(i_start + self.batch_size, n)] for v in data_vals]
+            for (var, val) in zip(self.data_inputs, slice_vals):
+                feed_dict[var] = val
+            results = tf.get_default_session().run(self.outputs, feed_dict=feed_dict)
+            if i_start == 0:
+                sum_results = results
+            else:
+                for i in range(len(results)):
+                    sum_results[i] = sum_results[i] + results[i]
+        for i in range(len(results)):
+            sum_results[i] = sum_results[i] / n
+        return sum_results
+
+# ================================================================
+# Modules
+# ================================================================
+
+
+class Module(object):
+    def __init__(self, name):
+        self.name = name
+        self.first_time = True
+        self.scope = None
+        self.cache = {}
+
+    def __call__(self, *args):
+        if args in self.cache:
+            print("(%s) retrieving value from cache" % (self.name,))
+            return self.cache[args]
+        with tf.variable_scope(self.name, reuse=not self.first_time):
+            scope = tf.get_variable_scope().name
+            if self.first_time:
+                self.scope = scope
+                print("(%s) running function for the first time" % (self.name,))
+            else:
+                assert self.scope == scope, "Tried calling function with a different scope"
+                print("(%s) running function on new inputs" % (self.name,))
+            self.first_time = False
+            out = self._call(*args)
+        self.cache[args] = out
+        return out
+
+    def _call(self, *args):
+        raise NotImplementedError
+
+    @property
+    def trainable_variables(self):
+        assert self.scope is not None, "need to call module once before getting variables"
+        return tf.get_collection(tf.GraphKeys.TRAINABLE_VARIABLES, self.scope)
+
+    @property
+    def variables(self):
+        assert self.scope is not None, "need to call module once before getting variables"
+        return tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, self.scope)
+
+
+def module(name):
+    @functools.wraps
+    def wrapper(f):
+        class WrapperModule(Module):
+            def _call(self, *args):
+                return f(*args)
+        return WrapperModule(name)
+    return wrapper
+
+# ================================================================
+# Graph traversal
+# ================================================================
+
+
+VARIABLES = {}
+
+
+def get_parents(node):
+    return node.op.inputs
+
+
+def topsorted(outputs):
+    """
+    Topological sort via non-recursive depth-first search
+    """
+    assert isinstance(outputs, (list, tuple))
+    marks = {}
+    out = []
+    stack = []  # pylint: disable=W0621
+    # i: node
+    # jidx = number of children visited so far from that node
+    # marks: state of each node, which is one of
+    #   0: haven't visited
+    #   1: have visited, but not done visiting children
+    #   2: done visiting children
+    for x in outputs:
+        stack.append((x, 0))
+        while stack:
+            (i, jidx) = stack.pop()
+            if jidx == 0:
+                m = marks.get(i, 0)
+                if m == 0:
+                    marks[i] = 1
+                elif m == 1:
+                    raise ValueError("not a dag")
+                else:
+                    continue
+            ps = get_parents(i)
+            if jidx == len(ps):
+                marks[i] = 2
+                out.append(i)
+            else:
+                stack.append((i, jidx + 1))
+                j = ps[jidx]
+                stack.append((j, 0))
+    return out
+
+
+# ================================================================
+# Flat vectors
+# ================================================================
+
+def var_shape(x):
+    out = x.get_shape().as_list()
+    assert all(isinstance(a, int) for a in out), \
+        "shape function assumes that shape is fully known"
+    return out
+
+
+def numel(x):
+    return intprod(var_shape(x))
+
+
+def intprod(x):
+    return int(np.prod(x))
+
+
+def flatgrad(loss, var_list, clip_norm=None):
+    grads = tf.gradients(loss, var_list)
+    if clip_norm is not None:
+        grads = [tf.clip_by_norm(grad, clip_norm=clip_norm) for grad in grads]
+    return tf.concat(axis=0, values=[
+        tf.reshape(grad if grad is not None else tf.zeros_like(v), [numel(v)])
+        for (v, grad) in zip(var_list, grads)
+    ])
+
+
+class SetFromFlat(object):
+    def __init__(self, var_list, dtype=tf.float32):
+        shapes = list(map(var_shape, var_list))
+        total_size = np.sum([intprod(shape) for shape in shapes])
+
+        self.theta = theta = tf.placeholder(dtype, [total_size])
+        start = 0
+        assigns = []
+        for (shape, v) in zip(shapes, var_list):
+            size = intprod(shape)
+            assigns.append(tf.assign(v, tf.reshape(theta[start:start + size], shape)))
+            start += size
+        self.op = tf.group(*assigns)
+
+    def __call__(self, theta):
+        get_session().run(self.op, feed_dict={self.theta: theta})
+
+
+class GetFlat(object):
+    def __init__(self, var_list):
+        self.op = tf.concat(axis=0, values=[tf.reshape(v, [numel(v)]) for v in var_list])
+
+    def __call__(self):
+        return get_session().run(self.op)
+
+# ================================================================
+# Misc
+# ================================================================
+
+
+def fancy_slice_2d(X, inds0, inds1):
+    """
+    like numpy X[inds0, inds1]
+    XXX this implementation is bad
+    """
+    inds0 = tf.cast(inds0, tf.int64)
+    inds1 = tf.cast(inds1, tf.int64)
+    shape = tf.cast(tf.shape(X), tf.int64)
+    ncols = shape[1]
+    Xflat = tf.reshape(X, [-1])
+    return tf.gather(Xflat, inds0 * ncols + inds1)
+
+
+# ================================================================
+# Scopes
+# ================================================================
+
+
+def scope_vars(scope, trainable_only=False):
+    """
+    Get variables inside a scope
+    The scope can be specified as a string
+
+    Parameters
+    ----------
+    scope: str or VariableScope
+        scope in which the variables reside.
+    trainable_only: bool
+        whether or not to return only the variables that were marked as trainable.
+
+    Returns
+    -------
+    vars: [tf.Variable]
+        list of variables in `scope`.
+    """
+    return tf.get_collection(
+        tf.GraphKeys.TRAINABLE_VARIABLES if trainable_only else tf.GraphKeys.GLOBAL_VARIABLES,
+        scope=scope if isinstance(scope, str) else scope.name
+    )
+
+
+def scope_name():
+    """Returns the name of current scope as a string, e.g. deepq/q_func"""
+    return tf.get_variable_scope().name
+
+
+def absolute_scope_name(relative_scope_name):
+    """Appends parent scope name to `relative_scope_name`"""
+    return scope_name() + "/" + relative_scope_name
+
+
+def lengths_to_mask(lengths_b, max_length):
+    """
+    Turns a vector of lengths into a boolean mask
+
+    Args:
+        lengths_b: an integer vector of lengths
+        max_length: maximum length to fill the mask
+
+    Returns:
+        a boolean array of shape (batch_size, max_length)
+        row[i] consists of True repeated lengths_b[i] times, followed by False
+    """
+    lengths_b = tf.convert_to_tensor(lengths_b)
+    assert lengths_b.get_shape().ndims == 1
+    mask_bt = tf.expand_dims(tf.range(max_length), 0) < tf.expand_dims(lengths_b, 1)
+    return mask_bt
+
+
+def in_session(f):
+    @functools.wraps(f)
+    def newfunc(*args, **kwargs):
+        with tf.Session():
+            f(*args, **kwargs)
+    return newfunc
+
+
+_PLACEHOLDER_CACHE = {}  # name -> (placeholder, dtype, shape)
+
+
+def get_placeholder(name, dtype, shape):
+    if name in _PLACEHOLDER_CACHE:
+        out, dtype1, shape1 = _PLACEHOLDER_CACHE[name]
+        assert dtype1 == dtype and shape1 == shape
+        return out
+    else:
+        out = tf.placeholder(dtype=dtype, shape=shape, name=name)
+        _PLACEHOLDER_CACHE[name] = (out, dtype, shape)
+        return out
+
+
+def get_placeholder_cached(name):
+    return _PLACEHOLDER_CACHE[name][0]
+
+
+def flattenallbut0(x):
+    return tf.reshape(x, [-1, intprod(x.get_shape().as_list()[1:])])
+
+
+def reset():
+    global _PLACEHOLDER_CACHE
+    global VARIABLES
+    _PLACEHOLDER_CACHE = {}
+    VARIABLES = {}
+    tf.reset_default_graph()

baselines/baselines_common/vec_env/__init__.py

@@ -0,0 +1,19 @@
+class VecEnv(object):
+    """
+    Vectorized environment base class
+    """
+    def step(self, vac):
+        """
+        Apply sequence of actions to sequence of environments
+        actions -> (observations, rewards, news)
+
+        where 'news' is a boolean vector indicating whether each element is new.
+        """
+        raise NotImplementedError
+    def reset(self):
+        """
+        Reset all environments
+        """
+        raise NotImplementedError
+    def close(self):
+        pass

baselines/baselines_common/vec_env/subproc_vec_env.py

@@ -0,0 +1,79 @@
+import numpy as np
+from multiprocessing import Process, Pipe
+from src.common.vec_env import VecEnv
+
+
+def worker(remote, env_fn_wrapper):
+    env = env_fn_wrapper.x()
+    while True:
+        cmd, data = remote.recv()
+        if cmd == 'step':
+            ob, reward, done, info = env.step(data)
+            if done:
+                ob = env.reset()
+            remote.send((ob, reward, done, info))
+        elif cmd == 'reset':
+            ob = env.reset()
+            remote.send(ob)
+        elif cmd == 'close':
+            remote.close()
+            break
+        elif cmd == 'get_spaces':
+            remote.send((env.action_space, env.observation_space))
+        else:
+            raise NotImplementedError
+
+
+class CloudpickleWrapper(object):
+    """
+    Uses cloudpickle to serialize contents (otherwise multiprocessing tries to use pickle)
+    """
+
+    def __init__(self, x):
+        self.x = x
+
+    def __getstate__(self):
+        import cloudpickle
+        return cloudpickle.dumps(self.x)
+
+    def __setstate__(self, ob):
+        import pickle
+        self.x = pickle.loads(ob)
+
+
+class SubprocVecEnv(VecEnv):
+    def __init__(self, env_fns):
+        """
+        envs: list of gym environments to run in subprocesses
+        """
+        nenvs = len(env_fns)
+        self.remotes, self.work_remotes = zip(*[Pipe() for _ in range(nenvs)])
+        self.ps = [Process(target=worker, args=(work_remote, CloudpickleWrapper(env_fn)))
+                   for (work_remote, env_fn) in zip(self.work_remotes, env_fns)]
+        for p in self.ps:
+            p.start()
+
+        self.remotes[0].send(('get_spaces', None))
+        self.action_space, self.observation_space = self.remotes[0].recv()
+
+    def step(self, actions):
+        for remote, action in zip(self.remotes, actions):
+            remote.send(('step', action))
+        results = [remote.recv() for remote in self.remotes]
+        obs, rews, dones, infos = zip(*results)
+        return np.stack(obs), np.stack(rews), np.stack(dones), infos
+
+    def reset(self):
+        for remote in self.remotes:
+            remote.send(('reset', None))
+        return np.stack([remote.recv() for remote in self.remotes])
+
+    def close(self):
+        for remote in self.remotes:
+            remote.send(('close', None))
+        for p in self.ps:
+            p.join()
+
+    @property
+    def num_envs(self):
+        return len(self.remotes)