commit 1871b3263c15a4e533b80fa90900c7d451a6ddb0
Author: Brandon Rozek <rozekbrandon@gmail.com>
Date:   Wed Feb 27 09:54:47 2019 -0500

    Added Genetic Algorithm and Evolutionary Strategies

diff --git a/es_model_test.py b/es_model_test.py
new file mode 100644
index 0000000..d37874a
--- /dev/null
+++ b/es_model_test.py
@@ -0,0 +1,103 @@
+import random
+import numpy as np
+import rltorch
+import torch
+import torch.nn as nn
+import torch.nn.functional as F
+from torch.distributions import Categorical
+import gym
+from copy import deepcopy
+
+class Policy(nn.Module):
+  def __init__(self, state_size, action_size):
+    super(Policy, self).__init__()
+    self.state_size = state_size
+    self.action_size = action_size
+
+    self.fc1 = nn.Linear(state_size, 125)
+    self.fc_norm = nn.LayerNorm(125)
+    
+    self.fc2 = nn.Linear(125, 125)
+    self.fc2_norm = nn.LayerNorm(125)
+
+    self.action_prob = nn.Linear(125, action_size)
+
+  def forward(self, x):
+    x = F.relu(self.fc_norm(self.fc1(x)))
+    x = F.relu(self.fc2_norm(self.fc2(x)))
+    x = F.softmax(self.action_prob(x), dim = 1)
+    return x
+
+
+
+env = gym.make("Acrobot-v1")
+def fitness(model):
+    state = torch.from_numpy(env.reset()).float().unsqueeze(0)
+    total_reward = 0
+    done = False
+    while not done:
+        action_probabilities = model(state)
+        distribution = Categorical(action_probabilities)
+        action = distribution.sample().item()
+        next_state, reward, done, _ = env.step(action)
+        total_reward += reward
+        state = torch.from_numpy(next_state).float().unsqueeze(0)
+    return -total_reward
+
+# make_model should be a function that returns a nn.Module
+class Population:
+    def __init__(self, model, population_size, fitness_fn, learning_rate = 1e-1, sigma = 0.05):
+        self.model = model
+        self.optimizer = torch.optim.Adam(self.model.parameters(), lr = learning_rate)
+        self.population_size = population_size
+        self.sigma = sigma
+        self.learning_rate = learning_rate
+        assert self.sigma >= 0
+        assert self.population_size > 0
+        self.calculate_fitness = fitness_fn
+    
+    def __iter__(self):
+        return self
+    
+    # This function is suppose to take us to the next generation
+    def __next__(self):
+        ## Generate Noise
+        model_dict = self.model.state_dict()
+        white_noise_dict = {}
+        noise_dict = {}
+        for key in model_dict.keys():
+            white_noise_dict[key] = torch.randn(self.population_size, *model_dict[key].shape)
+            noise_dict[key] = self.sigma * white_noise_dict[key]
+        
+        ## Generate candidate solutions
+        candidate_solutions = []
+        for i in range(self.population_size):
+            candidate_statedict = {}
+            for key in model_dict.keys():
+                candidate_statedict[key] = model_dict[key] + noise_dict[key][i]
+            candidate = Policy(self.model.state_size, self.model.action_size)
+            candidate.load_state_dict(candidate_statedict)
+            candidate_solutions.append(candidate)
+        
+        ## Calculate fitness
+        fitness_values = torch.tensor([self.calculate_fitness(x) for x in candidate_solutions])
+        print("Average fitness: ", fitness_values.mean())
+        # Mean shift, scale
+        fitness_values = (fitness_values - fitness_values.mean()) / (fitness_values.std() + np.finfo('float').eps)
+
+        ## Insert adjustments into gradients slot
+        self.optimizer.zero_grad()
+        for name, param in self.model.named_parameters():
+            if param.requires_grad:
+                noise_dim_n = len(white_noise_dict[name].shape)
+                dim = np.repeat(1, noise_dim_n - 1).tolist() if noise_dim_n > 0 else []
+                param.grad = (white_noise_dict[name] * fitness_values.float().reshape(self.population_size, *dim)).mean(0) / self.sigma
+        self.optimizer.step()
+
+        return deepcopy(self.model)
+
+p = Population(Policy(6, 3), 1000, fitness)
+
+def iterate():
+    for i in range(10):
+        next(p)
\ No newline at end of file
diff --git a/es_test.py b/es_test.py
new file mode 100644
index 0000000..24e7a2d
--- /dev/null
+++ b/es_test.py
@@ -0,0 +1,44 @@
+import random
+import numpy as np
+
+
+# Let's solve the function f(x, y) = -2x^2 - 3(y - 4)^2
+def fitness(x):
+    return -2 * (x[:, 0] ** 2) - 3 * (x[:, 1] - 4)**2
+
+class Population:
+    def __init__(self, initial_guess, population_size, fitness_fn, learning_rate = 1e-4, sigma = 0.1):
+        self.current_solution = initial_guess
+        self.population_size = population_size
+        self.sigma = sigma
+        self.learning_rate = learning_rate
+        assert self.population_size > 0
+        assert self.sigma >= 0
+        self.calculate_fitness = fitness_fn
+
+        
+    def __iter__(self):
+        return self
+    
+    # This function is suppose to take us to the next generation
+    def __next__(self):
+        white_noise = np.random.randn(self.population_size, *self.current_solution.shape)
+        noise = self.sigma * white_noise
+        candidate_solutions = self.current_solution + noise
+        fitness_values = self.calculate_fitness(candidate_solutions)
+        # Mean shift and scale
+        fitness_values = (fitness_values - np.mean(fitness_values)) / (np.std(fitness_values) + np.finfo('float').eps)
+        new_solution = self.current_solution + self.learning_rate * np.mean(white_noise.T * fitness_values, axis = 1) / self.sigma
+        self.current_solution = new_solution
+        return new_solution
+
+    def item(self):
+        return self.current_solution
+
+
+def test():
+    guess = np.random.randn(2)
+    p = Population(guess, 100, fitness)
+    for i in range(10000):
+        next(p)
+    return p.item()
\ No newline at end of file
diff --git a/ga_model_test.py b/ga_model_test.py
new file mode 100644
index 0000000..5923fad
--- /dev/null
+++ b/ga_model_test.py
@@ -0,0 +1,134 @@
+import random
+import numpy as np
+import rltorch
+import torch
+import torch.nn as nn
+import torch.nn.functional as F
+from torch.distributions import Categorical
+import gym
+
+class Policy(nn.Module):
+  def __init__(self, state_size, action_size):
+    super(Policy, self).__init__()
+    self.state_size = state_size
+    self.action_size = action_size
+
+    self.fc1 = nn.Linear(state_size, 125)
+    self.fc_norm = nn.LayerNorm(125)
+    
+    self.fc2 = nn.Linear(125, 125)
+    self.fc2_norm = nn.LayerNorm(125)
+
+    self.action_prob = nn.Linear(125, action_size)
+
+  def forward(self, x):
+    x = F.relu(self.fc_norm(self.fc1(x)))
+    x = F.relu(self.fc2_norm(self.fc2(x)))
+    x = F.softmax(self.action_prob(x), dim = 1)
+    return x
+
+
+env = gym.make("Acrobot-v1")
+def fitness(model_dict):
+    state_size = env.observation_space.shape[0]
+    action_size = env.action_space.n
+    model = Policy(state_size, action_size)
+    model.load_state_dict(model_dict)
+    state = torch.from_numpy(env.reset()).float().unsqueeze(0)
+    total_reward = 0
+    done = False
+    while not done:
+        action_probabilities = model(state)
+        distribution = Categorical(action_probabilities)
+        action = distribution.sample().item()
+        next_state, reward, done, _ = env.step(action)
+        total_reward += reward
+        state = torch.from_numpy(next_state).float().unsqueeze(0)
+    return total_reward
+
+
+# make_model should be a function that returns a nn.Module
+class Population:
+    def __init__(self, model, population_size, fitness_fn, keep_best = 1, mutation_rate = 0.01, sigma = 0.1):
+        self.model = model
+        self.population_size = population_size
+        self.mutation_rate = mutation_rate
+        self.keep_best = keep_best
+        self.sigma = sigma
+        assert self.sigma >= 0
+        assert self.keep_best >= 0
+        assert self.population_size > 0
+        assert self.keep_best < self.population_size
+        self.pop = self._generate_population(model, population_size)
+        
+        # Probability that an individual will last to the next generation
+        self.survivability = np.full(shape=(population_size), fill_value = 1 / population_size)
+        self.calculate_fitness = fitness_fn
+
+    def _generate_population(self, model, population_size):
+        pop = []
+        for i in range(population_size):
+            member = {}
+            for key, value in model.state_dict().items():
+                member[key] = value + self.sigma * torch.randn(*value.shape)
+            pop.append(member)
+        return pop
+        
+    def _calculate_survivability(self, pop): 
+        fitness = np.array(list(map(self.calculate_fitness, pop)))
+        # Make fitness non-negative
+        if fitness.min() <= 0:
+            fitness += (-1 * fitness.min()) + 1e-10 # Add some random constant to avoid 0 probability
+        return fitness / fitness.sum()
+
+    def _select_survivors(self, population, survivability):
+        population_size = len(population)
+        survivors_indices = np.random.choice(range(0, population_size), size=(population_size - self.keep_best) * 2, p=survivability)
+        return [population[i] for i in survivors_indices]
+
+    def _crossover(self, parents):
+        parent_ind = np.array(range(0, len(parents)))
+        parent1_ind = np.random.choice(parent_ind, size = len(parents) // 2, replace=False)
+        parent2_ind = np.setdiff1d(parent_ind, parent1_ind)
+        parent1 = [parents[i] for i in parent1_ind]
+        parent2 = [parents[i] for i in parent1_ind]
+        children = []
+        for parent1, parent2 in zip(parent1, parent2):
+            child = {}
+            for key in parent1.keys():
+                crossover_ind = random.randint(0, len(parent1[key]))
+                child_value = torch.cat((parent1[key][:crossover_ind], parent2[key][crossover_ind:]))
+                child_value = self._mutate(child_value)
+                child[key] = child_value
+                
+            children.append(child)
+        return children
+    
+    def _mutate(self, child):
+        if np.random.rand() < self.mutation_rate:
+            child += self.sigma * torch.randn(*child.shape)
+        return child
+    
+    def __iter__(self):
+        return self
+    
+    # This function is suppose to take us to the next generation
+    def __next__(self):
+        survivability = self._calculate_survivability(self.pop)
+        if self.keep_best > 0:
+            survivor_ind = np.argsort(survivability)[-self.keep_best:]
+        parents = self._select_survivors(self.pop, survivability)
+        children = self._crossover(parents)
+        next_pop = [self.pop[i] for i in survivor_ind] + children
+        self.pop = next_pop
+        return next_pop
+
+    def solution(self):
+        return self.pop[self.survivability[-1]]
+
+
+def test():
+    p = Population(Policy(6, 3), 100, fitness)
+    for i in range(100):
+        next(p)
+    return p.solution()
\ No newline at end of file
diff --git a/ga_test.py b/ga_test.py
new file mode 100644
index 0000000..ad1c628
--- /dev/null
+++ b/ga_test.py
@@ -0,0 +1,85 @@
+import random
+import numpy as np
+
+
+# Let's solve the function f(x, y) = -2x^2 - 3(y - 4)^2
+def fitness(x):
+    return -2 * (x[:, 0] ** 2) - 3 * (x[:, 1] - 4)**2
+
+class Population:
+    def __init__(self, output_size, population_size, fitness_fn, low = 0., high = 1., keep_best = 1, mutation_rate = 0.001):
+        self.population_size = population_size
+        self.output_size = output_size
+        self.low = low
+        self.high = high
+        self.mutation_rate = mutation_rate
+        self.keep_best = keep_best
+        assert self.keep_best >= 0
+        assert self.population_size > 0
+        assert self.keep_best < self.population_size
+        self.pop = self._generate_population(output_size, population_size, low = low, high = high)
+        
+        # Probability that an individual will last to the next generation
+        self.survivability = np.full(shape=(population_size), fill_value = 1 / population_size)
+        self.calculate_fitness = fitness_fn
+
+    def _generate_population(self, output_size, population_size, low = 0., high = 1.):
+        return np.random.uniform(low, high, size=(population_size, output_size))
+        
+    def _calculate_survivability(self, pop):
+        fitness = self.calculate_fitness(pop)
+        # Make fitness non-negative
+        if fitness.min() <= 0:
+            fitness += (-1 * fitness.min()) + np.finfo('float').eps
+        return fitness / fitness.sum()
+
+    def _select_survivors(self, population, survivability):
+        population_size = len(population)
+        survivors_indices = np.random.choice(range(0, population_size), size=(population_size - self.keep_best) * 2, p=survivability)
+        return population.take(survivors_indices, axis = 0)
+
+    def _crossover(self, parents):
+        parent_ind = np.array(range(0, len(parents)))
+        parent1_ind = np.random.choice(parent_ind, size = len(parents) // 2, replace=False)
+        parent2_ind = np.setdiff1d(parent_ind, parent1_ind)
+        parents1 = parents[parent1_ind]
+        parents2 = parents[parent2_ind]
+        children = []
+        for parent1, parent2 in zip(parents1, parents2):
+            crossover_ind = random.randint(0, self.output_size)
+            child = np.zeros_like(parent1)
+            child[:crossover_ind] = parent1[:crossover_ind]
+            child[crossover_ind:] = parent2[crossover_ind:]
+            child = self._mutate(child)
+            children.append(child)
+        return np.vstack(children)
+    
+    def _mutate(self, child):
+        for i in range(len(child)):
+            if np.random.rand() < self.mutation_rate:
+                child[i] = np.random.uniform(self.low, self.high)
+        return child
+    
+    def __iter__(self):
+        return self
+    
+    # This function is suppose to take us to the next generation
+    def __next__(self):
+        survivability = self._calculate_survivability(self.pop)
+        if self.keep_best > 0:
+            survivor_ind = np.argsort(survivability)[-self.keep_best:]
+        parents = self._select_survivors(self.pop, survivability)
+        children = self._crossover(parents)
+        next_pop = np.concatenate((self.pop.take(survivor_ind, axis = 0), children))
+        self.pop = next_pop
+        return next_pop
+
+    def solution(self):
+        return self.pop.take(sorted(self.survivability)[-1], axis = 0)
+
+
+def test():
+    p = Population(2, 100, fitness, low = -10, high = 10)
+    for i in range(10000):
+        next(p)
+    return p.solution()
\ No newline at end of file