from ray.rllib.offline.off_policy_estimator import OffPolicyEstimator, \ OffPolicyEstimate from ray.rllib.policy import Policy from ray.rllib.utils.annotations import override from ray.rllib.utils.typing import SampleBatchType class WeightedImportanceSamplingEstimator(OffPolicyEstimator): """The weighted step-wise IS estimator. Step-wise WIS estimator in https://arxiv.org/pdf/1511.03722.pdf""" def __init__(self, policy: Policy, gamma: float): super().__init__(policy, gamma) self.filter_values = [] self.filter_counts = [] @override(OffPolicyEstimator) def estimate(self, batch: SampleBatchType) -> OffPolicyEstimate: self.check_can_estimate_for(batch) rewards, old_prob = batch["rewards"], batch["action_prob"] new_prob = self.action_log_likelihood(batch) # calculate importance ratios p = [] for t in range(batch.count): if t == 0: pt_prev = 1.0 else: pt_prev = p[t - 1] p.append(pt_prev * new_prob[t] / old_prob[t]) for t, v in enumerate(p): if t >= len(self.filter_values): self.filter_values.append(v) self.filter_counts.append(1.0) else: self.filter_values[t] += v self.filter_counts[t] += 1.0 # calculate stepwise weighted IS estimate V_prev, V_step_WIS = 0.0, 0.0 for t in range(batch.count): V_prev += rewards[t] * self.gamma**t w_t = self.filter_values[t] / self.filter_counts[t] V_step_WIS += p[t] / w_t * rewards[t] * self.gamma**t estimation = OffPolicyEstimate( "wis", { "V_prev": V_prev, "V_step_WIS": V_step_WIS, "V_gain_est": V_step_WIS / max(1e-8, V_prev), }) return estimation