#[allow(dead_code)]
use super::{PolicyNetwork, RLOptimizationMetrics};
use crate::error::Result;
use scirs2_core::ndarray::{Array1, Array2, ScalarOperand};
use scirs2_core::numeric::Float;
use std::fmt::Debug;
#[derive(Debug, Clone, Copy)]
pub enum TrustRegionMethod {
TRPO,
CPO,
Projection,
NaturalGradient,
}
#[derive(Debug, Clone)]
pub struct TrustRegionConfig<T: Float + Debug + Send + Sync + 'static> {
pub method: TrustRegionMethod,
pub max_kl: T,
pub cg_iters: usize,
pub cg_damping: T,
pub cg_tolerance: T,
pub max_backtracks: usize,
pub backtrack_coeff: T,
pub accept_ratio: T,
pub fisher_subsample_freq: usize,
pub fisher_reg: T,
}
impl<T: Float + Debug + Send + Sync + 'static> Default for TrustRegionConfig<T> {
fn default() -> Self {
Self {
method: TrustRegionMethod::TRPO,
max_kl: T::from(0.01).unwrap_or_else(|| T::zero()),
cg_iters: 10,
cg_damping: T::from(0.1).unwrap_or_else(|| T::zero()),
cg_tolerance: T::from(1e-8).unwrap_or_else(|| T::zero()),
max_backtracks: 10,
backtrack_coeff: T::from(0.5).unwrap_or_else(|| T::zero()),
accept_ratio: T::from(0.1).unwrap_or_else(|| T::zero()),
fisher_subsample_freq: 1,
fisher_reg: T::from(1e-5).unwrap_or_else(|| T::zero()),
}
}
}
pub struct TrustRegionOptimizer<T: Float + Debug, P: PolicyNetwork<T>> {
config: TrustRegionConfig<T>,
policy: P,
fisher_matrix: Option<Array2<T>>,
natural_grad_state: NaturalGradientState<T>,
update_count: usize,
}
#[derive(Debug, Clone)]
pub struct NaturalGradientState<T: Float + Debug + Send + Sync + 'static> {
pub prev_gradients: Option<Array1<T>>,
pub momentum: T,
pub adaptive_lr_state: AdaptiveLRState<T>,
}
#[derive(Debug, Clone)]
pub struct AdaptiveLRState<T: Float + Debug + Send + Sync + 'static> {
pub learning_rate: T,
pub adapt_factor: T,
pub success_count: usize,
pub failure_count: usize,
}
impl<T: Float + Debug + std::iter::Sum + ScalarOperand, P: PolicyNetwork<T + Send + Sync>> TrustRegionOptimizer<T, P> {
pub fn new(config: TrustRegionConfig<T>, policy: P) -> Self {
Self {
config,
policy,
fisher_matrix: None,
natural_grad_state: NaturalGradientState {
prev_gradients: None,
momentum: T::from(0.9).unwrap_or_else(|| T::zero()),
adaptive_lr_state: AdaptiveLRState {
learning_rate: T::from(0.01).unwrap_or_else(|| T::zero()),
adapt_factor: T::from(1.5).unwrap_or_else(|| T::zero()),
success_count: 0,
failure_count: 0,
},
},
update_count: 0,
}
}
pub fn update(&mut self, gradients: &Array1<T>) -> Result<RLOptimizationMetrics<T>> {
match self.config.method {
TrustRegionMethod::TRPO => self.update_trpo(gradients),
TrustRegionMethod::CPO => self.update_cpo(gradients),
TrustRegionMethod::Projection => self.update_projection(gradients),
TrustRegionMethod::NaturalGradient => self.update_natural_gradient(gradients),
}
}
fn update_trpo(&mut self, gradients: &Array1<T>) -> Result<RLOptimizationMetrics<T>> {
let natural_grad = self.compute_natural_gradient(gradients)?;
let step_size = self.line_search(&natural_grad)?;
let update_step = &natural_grad * step_size;
self.apply_parameter_update(&update_step)?;
self.update_count += 1;
Ok(RLOptimizationMetrics::default())
}
fn update_cpo(&mut self, gradients: &Array1<T>) -> Result<RLOptimizationMetrics<T>> {
self.update_trpo(gradients) }
fn update_projection(&mut self, gradients: &Array1<T>) -> Result<RLOptimizationMetrics<T>> {
let projected_grad = self.project_to_trust_region(gradients)?;
self.apply_parameter_update(&projected_grad)?;
Ok(RLOptimizationMetrics::default())
}
fn update_natural_gradient(
&mut self,
gradients: &Array1<T>,
) -> Result<RLOptimizationMetrics<T>> {
let natural_grad = self.compute_natural_gradient(gradients)?;
let lr = self.natural_grad_state.adaptive_lr_state.learning_rate;
let update_step = &natural_grad * lr;
self.apply_parameter_update(&update_step)?;
Ok(RLOptimizationMetrics::default())
}
fn compute_natural_gradient(&mut self, gradients: &Array1<T>) -> Result<Array1<T>> {
self.conjugate_gradient(gradients)
}
fn conjugate_gradient(&self, b: &Array1<T>) -> Result<Array1<T>> {
let n = b.len();
let mut x = Array1::zeros(n);
let mut r = b.clone();
let mut p = r.clone();
let mut rsold = self.dot(&r, &r);
for _i in 0..self.config.cg_iters {
let ap = self.fisher_vector_product(&p)?;
let alpha = rsold / self.dot(&p, &ap);
x = &x + &(&p * alpha);
r = &r - &(&ap * alpha);
let rsnew = self.dot(&r, &r);
if rsnew.sqrt() < self.config.cg_tolerance {
break;
}
let beta = rsnew / rsold;
p = &r + &(&p * beta);
rsold = rsnew;
}
Ok(x)
}
fn fisher_vector_product(&self, v: &Array1<T>) -> Result<Array1<T>> {
Ok(v * self.config.fisher_reg + v.clone())
}
fn line_search(&self, direction: &Array1<T>) -> Result<T> {
let mut step_size = T::from(1.0).unwrap_or_else(|| T::zero());
for _i in 0..self.config.max_backtracks {
if self.check_trust_region_constraint(direction, step_size)? {
return Ok(step_size);
}
step_size = step_size * self.config.backtrack_coeff;
}
Ok(step_size)
}
fn check_trust_region_constraint(&self, direction: &Array1<T>, stepsize: T) -> Result<bool> {
let expected_kl = self.estimate_kl_divergence(direction, stepsize)?;
Ok(expected_kl <= self.config.max_kl)
}
fn estimate_kl_divergence(&self, direction: &Array1<T>, stepsize: T) -> Result<T> {
let fvp = self.fisher_vector_product(direction)?;
let kl_estimate = T::from(0.5).unwrap_or_else(|| T::zero()) * self.dot(direction, &fvp) * stepsize * stepsize;
Ok(kl_estimate)
}
fn project_to_trust_region(&self, gradients: &Array1<T>) -> Result<Array1<T>> {
let grad_norm = self.norm(gradients);
let max_norm = (T::from(2.0).unwrap_or_else(|| T::zero()) * self.config.max_kl).sqrt();
if grad_norm <= max_norm {
Ok(gradients.clone())
} else {
Ok(gradients * (max_norm / grad_norm))
}
}
fn apply_parameter_update(&mut self, update: &Array1<T>) -> Result<()> {
Ok(())
}
fn dot(&self, a: &Array1<T>, b: &Array1<T>) -> T {
a.iter().zip(b.iter()).map(|(&x, &y)| x * y).sum()
}
fn norm(&self, v: &Array1<T>) -> T {
self.dot(v, v).sqrt()
}
}