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Robert Nishihara
3c5375345f
* Initial commit of evolution strategies example. * Some small simplifications. * Update example to use new API. * Add example to documentation.
58 lines
1.7 KiB
Python
58 lines
1.7 KiB
Python
# Code in this file is copied and adapted from
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# https://github.com/openai/evolution-strategies-starter.
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from __future__ import absolute_import
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from __future__ import division
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from __future__ import print_function
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import numpy as np
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class Optimizer(object):
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def __init__(self, pi):
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self.pi = pi
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self.dim = pi.num_params
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self.t = 0
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def update(self, globalg):
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self.t += 1
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step = self._compute_step(globalg)
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theta = self.pi.get_trainable_flat()
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ratio = np.linalg.norm(step) / np.linalg.norm(theta)
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self.pi.set_trainable_flat(theta + step)
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return ratio
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def _compute_step(self, globalg):
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raise NotImplementedError
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class SGD(Optimizer):
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def __init__(self, pi, stepsize, momentum=0.9):
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Optimizer.__init__(self, pi)
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self.v = np.zeros(self.dim, dtype=np.float32)
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self.stepsize, self.momentum = stepsize, momentum
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def _compute_step(self, globalg):
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self.v = self.momentum * self.v + (1. - self.momentum) * globalg
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step = -self.stepsize * self.v
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return step
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class Adam(Optimizer):
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def __init__(self, pi, stepsize, beta1=0.9, beta2=0.999, epsilon=1e-08):
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Optimizer.__init__(self, pi)
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self.stepsize = stepsize
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self.beta1 = beta1
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self.beta2 = beta2
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self.epsilon = epsilon
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self.m = np.zeros(self.dim, dtype=np.float32)
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self.v = np.zeros(self.dim, dtype=np.float32)
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def _compute_step(self, globalg):
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a = self.stepsize * (np.sqrt(1 - self.beta2 ** self.t) /
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(1 - self.beta1 ** self.t))
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self.m = self.beta1 * self.m + (1 - self.beta1) * globalg
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self.v = self.beta2 * self.v + (1 - self.beta2) * (globalg * globalg)
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step = -a * self.m / (np.sqrt(self.v) + self.epsilon)
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return step
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