# Copyright 2022 NNAISENSE SA # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. from typing import Iterable import numpy as np import torch from evotorch.neuroevolution.net.runningnorm import RunningNorm from evotorch.neuroevolution.net.runningstat import RunningStat from evotorch.testing import assert_allclose def _compute_stats(observations: Iterable) -> dict: # Compute stats from a collection of observations. # The observations are expected as a 2-dimensional tensor or numpy array. if isinstance(observations, np.ndarray): def convert(x): return x.numpy() else: def convert(x): return x observations = torch.as_tensor(observations, dtype=torch.float32) # Get the sum of observations, sum of squares, and the number of observations sum_of_obs = torch.sum(observations, dim=0) sum_of_squares = torch.sum(observations**2, dim=0) count = observations.shape[0] # Compute E[x] and E[x^2] E_x = sum_of_obs / count E_x2 = sum_of_squares / count # Compute the variance as E[x^2] - E[x]^2 # Additionally, clip the variance so that it cannot go below 1e-2. variance = E_x2 - (E_x**2) variance = torch.max(variance, torch.tensor(1e-2, dtype=torch.float32)) # The mean is E[x] and the standard deviation is the square root of the variance. mean = E_x stdev = torch.sqrt(variance) return dict( sum=convert(sum_of_obs), sum_of_squares=convert(sum_of_squares), count=count, mean=convert(mean), stdev=convert(stdev), ) def test_running_stat(): tolerance = 1e-4 # Create some random observations all_obs = np.random.randn(10, 5) # Get the stats of the observations stats = _compute_stats(all_obs) mean = stats["mean"] stdev = stats["stdev"] # Now that we know the mean and the standard deviation of our observations, we instantiate a RunningStat, # feed observations to it, and confirm that it also reports the same mean and the same standard deviation. rs = RunningStat() for obs in all_obs: # Feed each observation to the RunningStat instance. rs.update(obs) # Confirm that the mean and the standard deviation are reported correctly. assert_allclose(rs.mean, mean, atol=tolerance) assert_allclose(rs.stdev, stdev, atol=tolerance) # We now instantiate multiple RunningStat instances: rs1, rs2, and rs3. Each of them will get its own portion of # the observations. Then, we will add each of these RunningStat instances to yet another RunningStat. # Finally, we will test whether or not this last RunningStat, after collecting the data from rs1, rs2, and rs3, # will report the mean and the standard deviation correctly. rs1 = RunningStat() rs2 = RunningStat() rs3 = RunningStat() obs_batch1 = all_obs[:3] obs_batch2 = all_obs[3:7] obs_batch3 = all_obs[7:] for obs in obs_batch1: rs1.update(obs) for obs in obs_batch2: rs2.update(obs) for obs in obs_batch3: rs3.update(obs) final_rs = RunningStat() final_rs.update(rs3) final_rs.update(rs2) final_rs.update(rs1) # Assert that `final_rs` reports the correct mean and standard deviation assert_allclose(final_rs.mean, mean, atol=tolerance) assert_allclose(final_rs.stdev, stdev, atol=tolerance) def _make_random_booleans(*shape): x = torch.randn(*shape) return x > 0 def test_running_norm(): tolerance = 1e-4 # We imagine an environment whose observation length is as follows: obs_length = 10 # We imagine a batch of environments num_envs = 50 # We will have this many batch of observations num_timesteps = 30 # For each timestep, we generate a batch of observations all_obs = torch.randn(num_timesteps, num_envs, obs_length) # For each timestep, we generate a mask tensor # This mask tensor will tell us which environment is active at that timestep masks = _make_random_booleans(num_timesteps, num_envs) # Now, we compute the overall stats over all observations over all 'active' environments over all timesteps overall_stats = _compute_stats(all_obs.reshape(-1, obs_length)[masks.reshape(-1)]) overall_mean = overall_stats["mean"] overall_stdev = overall_stats["stdev"] # Make a new RunningNorm instance rn = RunningNorm(shape=obs_length, dtype=torch.float32) for t in range(num_timesteps): # For each timestep, feed the batch of observations and the mask tensor to the normalizer obs = all_obs[t] active = masks[t] rn.update(obs, mask=active) # Assert that the reported mean and stdev of the RunningNorm instance are correct assert_allclose(rn.mean, overall_mean, atol=tolerance) assert_allclose(rn.stdev, overall_stdev, atol=tolerance)