Soft Actor Critic (SAC) Model (#627)

CHANGELOG.md

@@ -8,18 +8,17 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
 
 ### Added
 
-- Added `EMNISTDataModule`, `BinaryEMNISTDataModule`, and `BinaryEMNIST` dataset ([#676](https://github.com/PyTorchLightning/lightning-bolts/pull/676))
 
+- Added Soft Actor Critic (SAC) Model [#627](https://github.com/PyTorchLightning/lightning-bolts/pull/627))
 
-- Added Advantage Actor-Critic (A2C) Model [#598](https://github.com/PyTorchLightning/lightning-bolts/pull/598))
+- Added `EMNISTDataModule`, `BinaryEMNISTDataModule`, and `BinaryEMNIST` dataset ([#676](https://github.com/PyTorchLightning/lightning-bolts/pull/676))
 
+- Added Advantage Actor-Critic (A2C) Model [#598](https://github.com/PyTorchLightning/lightning-bolts/pull/598))
 
 - Added Torch ORT Callback [#720](https://github.com/PyTorchLightning/lightning-bolts/pull/720))
 
-
 - Added SparseML Callback [#724](https://github.com/PyTorchLightning/lightning-bolts/pull/724))
 
-
 ### Changed
 
 - Changed the default values `pin_memory=False`, `shuffle=False` and `num_workers=16` to `pin_memory=True`, `shuffle=True` and `num_workers=0` of datamodules ([#701](https://github.com/PyTorchLightning/lightning-bolts/pull/701))

docs/source/reinforce_learn.rst

@@ -764,3 +764,79 @@ Example::
 
 .. autoclass:: pl_bolts.models.rl.AdvantageActorCritic
    :noindex:
+
+--------------
+
+
+Soft Actor Critic (SAC)
+^^^^^^^^^^^^^^^^^^^^^^^
+
+Soft Actor Critic model introduced in `Soft Actor-Critic: Off-Policy Maximum Entropy Deep Reinforcement Learning with a Stochastic Actor <https://arxiv.org/abs/1801.01290>`__
+Paper authors: Tuomas Haarnoja, Aurick Zhou, Pieter Abbeel, Sergey Levine
+
+Original implementation by: `Jason Wang <https://github.com/blahBlahhhJ>`_
+
+Soft Actor Critic (SAC) is a powerful actor critic algorithm in reinforcement learning. Unlike A2C, SAC's policy outputs a
+special continuous distribution for actions, and its critic estimates the Q value instead of the state value, which
+means it now takes in not only states but also actions. The new actor allows SAC to support continuous action tasks such
+as controlling robots, and the new critic allows SAC to support off-policy learning which is more sample efficient.
+
+The actor has a new objective to maximize entropy to encourage exploration while maximizing the expected rewards.
+The critic uses two separate Q functions to "mitigate positive bias" during training by picking the minimum of the
+two as the predicted Q value.
+
+Since SAC is off-policy, its algorithm's training step is quite similar to DQN:
+
+1. Initialize one policy network, two Q networks, and two corresponding target Q networks.
+2. Run 1 step using action sampled from policy and store the transition into the replay buffer.
+
+.. math::
+    a \sim tanh(N(\mu_\pi(s), \sigma_\pi(s)))
+
+3. Sample transitions (states, actions, rewards, dones, next states) from the replay buffer.
+
+.. math::
+  s, a, r, d, s' \sim B
+
+4. Compute actor loss and update policy network.
+
+.. math::
+  J_\pi = \frac1n\sum_i(\log\pi(\pi(a | s_i) | s_i) - Q_{min}(s_i, \pi(a | s_i)))
+
+5. Compute Q target
+
+.. math::
+  target_i = r_i + (1 - d_i) \gamma (\min_i Q_{target,i}(s'_i, \pi(a', s'_i)) - log\pi(\pi(a | s'_i) | s'_i))
+
+5. Compute critic loss and update Q network..
+
+.. math::
+  J_{Q_i} = \frac1n \sum_i(Q_i(s_i, a_i) - target_i)^2
+
+4. Soft update the target Q network using a weighted sum of itself and the Q network.
+
+.. math::
+  Q_{target,i} := \tau Q_{target,i} + (1-\tau) Q_i
+
+SAC Benefits
+~~~~~~~~~~~~~~~~~~~
+
+- More sample efficient due to off-policy training
+
+- Supports continuous action space
+
+SAC Results
+~~~~~~~~~~~~~~~~
+
+.. image:: _images/rl_benchmark/pendulum_sac_results.jpg
+  :width: 300
+  :alt: SAC Results
+
+Example::
+  from pl_bolts.models.rl import SAC
+  sac = SAC("Pendulum-v0")
+  trainer = Trainer()
+  trainer.fit(sac)
+
+.. autoclass:: pl_bolts.models.rl.SAC
+    :noindex:

pl_bolts/models/rl/__init__.py

@@ -5,6 +5,7 @@
 from pl_bolts.models.rl.noisy_dqn_model import NoisyDQN
 from pl_bolts.models.rl.per_dqn_model import PERDQN
 from pl_bolts.models.rl.reinforce_model import Reinforce
+from pl_bolts.models.rl.sac_model import SAC
 from pl_bolts.models.rl.vanilla_policy_gradient_model import VanillaPolicyGradient
 
 __all__ = [
@@ -15,5 +16,6 @@
     "NoisyDQN",
     "PERDQN",
     "Reinforce",
+    "SAC",
     "VanillaPolicyGradient",
 ]

pl_bolts/models/rl/common/agents.py

@@ -161,3 +161,48 @@ def __call__(self, states: Tensor, device: str) -> List[int]:
         actions = [np.random.choice(len(prob), p=prob) for prob in prob_np]
 
         return actions
+
+
+class SoftActorCriticAgent(Agent):
+    """Actor-Critic based agent that returns a continuous action based on the policy."""
+
+    def __call__(self, states: Tensor, device: str) -> List[float]:
+        """Takes in the current state and returns the action based on the agents policy.
+
+        Args:
+            states: current state of the environment
+            device: the device used for the current batch
+
+        Returns:
+            action defined by policy
+        """
+        if not isinstance(states, list):
+            states = [states]
+
+        if not isinstance(states, Tensor):
+            states = torch.tensor(states, device=device)
+
+        dist = self.net(states)
+        actions = [a for a in dist.sample().cpu().numpy()]
+
+        return actions
+
+    def get_action(self, states: Tensor, device: str) -> List[float]:
+        """Get the action greedily (without sampling)
+
+        Args:
+            states: current state of the environment
+            device: the device used for the current batch
+
+        Returns:
+            action defined by policy
+        """
+        if not isinstance(states, list):
+            states = [states]
+
+        if not isinstance(states, Tensor):
+            states = torch.tensor(states, device=device)
+
+        actions = [self.net.get_action(states).cpu().numpy()]
+
+        return actions

pl_bolts/models/rl/common/distributions.py

@@ -0,0 +1,62 @@
+"""Distributions used in some continuous RL algorithms."""
+import torch
+
+
+class TanhMultivariateNormal(torch.distributions.MultivariateNormal):
+    """The distribution of X is an affine of tanh applied on a normal distribution.
+
+    X = action_scale * tanh(Z) + action_bias
+    Z ~ Normal(mean, variance)
+    """
+
+    def __init__(self, action_bias, action_scale, **kwargs):
+        super().__init__(**kwargs)
+
+        self.action_bias = action_bias
+        self.action_scale = action_scale
+
+    def rsample_with_z(self, sample_shape=torch.Size()):
+        """Samples X using reparametrization trick with the intermediate variable Z.
+
+        Returns:
+            Sampled X and Z
+        """
+        z = super().rsample()
+        return self.action_scale * torch.tanh(z) + self.action_bias, z
+
+    def log_prob_with_z(self, value, z):
+        """Computes the log probability of a sampled X.
+
+        Refer to the original paper of SAC for more details in equation (20), (21)
+
+        Args:
+            value: the value of X
+            z: the value of Z
+        Returns:
+            Log probability of the sample
+        """
+        value = (value - self.action_bias) / self.action_scale
+        z_logprob = super().log_prob(z)
+        correction = torch.log(self.action_scale * (1 - value ** 2) + 1e-7).sum(1)
+        return z_logprob - correction
+
+    def rsample_and_log_prob(self, sample_shape=torch.Size()):
+        """Samples X and computes the log probability of the sample.
+
+        Returns:
+            Sampled X and log probability
+        """
+        z = super().rsample()
+        z_logprob = super().log_prob(z)
+        value = torch.tanh(z)
+        correction = torch.log(self.action_scale * (1 - value ** 2) + 1e-7).sum(1)
+        return self.action_scale * value + self.action_bias, z_logprob - correction
+
+    def rsample(self, sample_shape=torch.Size()):
+        fz, z = self.rsample_with_z(sample_shape)
+        return fz
+
+    def log_prob(self, value):
+        value = (value - self.action_bias) / self.action_scale
+        z = torch.log(1 + value) / 2 - torch.log(1 - value) / 2
+        return self.log_prob_with_z(value, z)

pl_bolts/models/rl/common/networks.py

@@ -4,10 +4,12 @@
 
 import numpy as np
 import torch
-from torch import Tensor, nn
+from torch import FloatTensor, Tensor, nn
 from torch.distributions import Categorical, Normal
 from torch.nn import functional as F
 
+from pl_bolts.models.rl.common.distributions import TanhMultivariateNormal
+
 
 class CNN(nn.Module):
     """Simple MLP network."""
@@ -84,6 +86,64 @@ def forward(self, input_x):
         return self.net(input_x.float())
 
 
+class ContinuousMLP(nn.Module):
+    """MLP network that outputs continuous value via Gaussian distribution."""
+
+    def __init__(
+        self,
+        input_shape: Tuple[int],
+        n_actions: int,
+        hidden_size: int = 128,
+        action_bias: int = 0,
+        action_scale: int = 1,
+    ):
+        """
+        Args:
+            input_shape: observation shape of the environment
+            n_actions: dimension of actions in the environment
+            hidden_size: size of hidden layers
+            action_bias: the center of the action space
+            action_scale: the scale of the action space
+        """
+        super().__init__()
+        self.action_bias = action_bias
+        self.action_scale = action_scale
+
+        self.shared_net = nn.Sequential(
+            nn.Linear(input_shape[0], hidden_size), nn.ReLU(), nn.Linear(hidden_size, hidden_size), nn.ReLU()
+        )
+        self.mean_layer = nn.Linear(hidden_size, n_actions)
+        self.logstd_layer = nn.Linear(hidden_size, n_actions)
+
+    def forward(self, x: FloatTensor) -> TanhMultivariateNormal:
+        """Forward pass through network. Calculates the action distribution.
+
+        Args:
+            x: input to network
+        Returns:
+            action distribution
+        """
+        x = self.shared_net(x.float())
+        batch_mean = self.mean_layer(x)
+        logstd = torch.clamp(self.logstd_layer(x), -20, 2)
+        batch_scale_tril = torch.diag_embed(torch.exp(logstd))
+        return TanhMultivariateNormal(
+            action_bias=self.action_bias, action_scale=self.action_scale, loc=batch_mean, scale_tril=batch_scale_tril
+        )
+
+    def get_action(self, x: FloatTensor) -> Tensor:
+        """Get the action greedily (without sampling)
+
+        Args:
+            x: input to network
+        Returns:
+            mean action
+        """
+        x = self.shared_net(x.float())
+        batch_mean = self.mean_layer(x)
+        return self.action_scale * torch.tanh(batch_mean) + self.action_bias
+
+
 class ActorCriticMLP(nn.Module):
     """MLP network with heads for actor and critic."""