[rllib] Autoregressive action distributions

ci/jenkins_tests/run_rllib_tests.sh

@@ -446,6 +446,9 @@ docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
 docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
     /ray/ci/suppress_output python /ray/rllib/examples/twostep_game.py --stop=2000 --run=APEX_QMIX
 
+docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
+    /ray/ci/suppress_output python /ray/rllib/examples/autoregressive_action_dist.py --stop=150
+
 docker run --rm --shm-size=${SHM_SIZE} --memory=${MEMORY_SIZE} $DOCKER_SHA \
     /ray/ci/suppress_output /ray/rllib/train.py \
     --env PongDeterministic-v4 \

doc/source/rllib-algorithms.rst

@@ -336,8 +336,8 @@ Tuned examples: `Two-step game <https://github.com/ray-project/ray/blob/master/r
    :start-after: __sphinx_doc_begin__
    :end-before: __sphinx_doc_end__
 
-Multi-Agent Actor Critic (contrib/MADDPG)
------------------------------------------
+Multi-Agent Deep Deterministic Policy Gradient (contrib/MADDPG)
+---------------------------------------------------------------
 `[paper] <https://arxiv.org/abs/1706.02275>`__ `[implementation] <https://github.com/ray-project/ray/blob/master/rllib/contrib/maddpg/maddpg.py>`__ MADDPG is a specialized multi-agent algorithm. Code here is adapted from https://github.com/openai/maddpg to integrate with RLlib multi-agent APIs. Please check `wsjeon/maddpg-rllib <https://github.com/wsjeon/maddpg-rllib>`__ for examples and more information.
 
 **MADDPG-specific configs** (see also `common configs <rllib-training.html#common-parameters>`__):

doc/source/rllib-concepts.rst

@@ -407,7 +407,7 @@ The action sampler is straightforward, it just takes the q_model, runs a forward
                              config):
         # do max over Q values...
         ...
-        return action, action_prob
+        return action, action_logp
 
 The remainder of DQN is similar to other algorithms. Target updates are handled by a ``after_optimizer_step`` callback that periodically copies the weights of the Q network to the target.
 

doc/source/rllib-env.rst

@@ -5,27 +5,33 @@ RLlib works with several different types of environments, including `OpenAI Gym
 
 .. image:: rllib-envs.svg
 
-**Compatibility matrix**:
-
-=============  =======================  ==================  ===========  ==================
-Algorithm      Discrete Actions         Continuous Actions  Multi-Agent  Recurrent Policies
-=============  =======================  ==================  ===========  ==================
-A2C, A3C        **Yes** `+parametric`_  **Yes**             **Yes**      **Yes**
-PPO, APPO       **Yes** `+parametric`_  **Yes**             **Yes**      **Yes**
-PG              **Yes** `+parametric`_  **Yes**             **Yes**      **Yes**
-IMPALA          **Yes** `+parametric`_  **Yes**             **Yes**      **Yes**
-DQN, Rainbow    **Yes** `+parametric`_  No                  **Yes**      No
-DDPG, TD3       No                      **Yes**             **Yes**      No
-APEX-DQN        **Yes** `+parametric`_  No                  **Yes**      No
-APEX-DDPG       No                      **Yes**             **Yes**      No
-SAC             (todo)                  **Yes**             **Yes**      No
-ES              **Yes**                 **Yes**             No           No
-ARS             **Yes**                 **Yes**             No           No
-QMIX            **Yes**                 No                  **Yes**      **Yes**
-MARWIL          **Yes** `+parametric`_  **Yes**             **Yes**      **Yes**
-=============  =======================  ==================  ===========  ==================
+Feature Compatibility Matrix
+----------------------------
+
+=============  =======================  ==================  ===========  ===========================
+Algorithm      Discrete Actions         Continuous          Multi-Agent  Model Support
+=============  =======================  ==================  ===========  ===========================
+A2C, A3C        **Yes** `+parametric`_  **Yes**             **Yes**      `+RNN`_, `+autoreg`_
+PPO, APPO       **Yes** `+parametric`_  **Yes**             **Yes**      `+RNN`_, `+autoreg`_
+PG              **Yes** `+parametric`_  **Yes**             **Yes**      `+RNN`_, `+autoreg`_
+IMPALA          **Yes** `+parametric`_  **Yes**             **Yes**      `+RNN`_, `+autoreg`_
+DQN, Rainbow    **Yes** `+parametric`_  No                  **Yes**
+DDPG, TD3       No                      **Yes**             **Yes**
+APEX-DQN        **Yes** `+parametric`_  No                  **Yes**
+APEX-DDPG       No                      **Yes**             **Yes**
+SAC             (todo)                  **Yes**             **Yes**
+ES              **Yes**                 **Yes**             No
+ARS             **Yes**                 **Yes**             No
+QMIX            **Yes**                 No                  **Yes**      `+RNN`_
+MARWIL          **Yes** `+parametric`_  **Yes**             **Yes**      `+RNN`_
+=============  =======================  ==================  ===========  ===========================
 
 .. _`+parametric`: rllib-models.html#variable-length-parametric-action-spaces
+.. _`+RNN`: rllib-models.html#recurrent-models
+.. _`+autoreg`: rllib-models.html#autoregressive-action-distributions
+
+Configuring Environments
+------------------------
 
 You can pass either a string name or a Python class to specify an environment. By default, strings will be interpreted as a gym `environment name <https://gym.openai.com/envs>`__. Custom env classes passed directly to the trainer must take a single ``env_config`` parameter in their constructor:
 
@@ -69,9 +75,6 @@ For a full runnable code example using the custom environment API, see `custom_e
 
    The gym registry is not compatible with Ray. Instead, always use the registration flows documented above to ensure Ray workers can access the environment.
 
-Configuring Environments
-------------------------
-
 In the above example, note that the ``env_creator`` function takes in an ``env_config`` object. This is a dict containing options passed in through your trainer. You can also access ``env_config.worker_index`` and ``env_config.vector_index`` to get the worker id and env id within the worker (if ``num_envs_per_worker > 0``). This can be useful if you want to train over an ensemble of different environments, for example:
 
 .. code-block:: python

doc/source/rllib-models.rst

@@ -1,5 +1,5 @@
-RLlib Models and Preprocessors
-==============================
+RLlib Models, Preprocessors, and Action Distributions
+=====================================================
 
 The following diagram provides a conceptual overview of data flow between different components in RLlib. We start with an ``Environment``, which given an action produces an observation. The observation is preprocessed by a ``Preprocessor`` and ``Filter`` (e.g. for running mean normalization) before being sent to a neural network ``Model``. The model output is in turn interpreted by an ``ActionDistribution`` to determine the next action.
 
@@ -145,6 +145,7 @@ Custom preprocessors should subclass the RLlib `preprocessor class <https://gith
 
     import ray
     import ray.rllib.agents.ppo as ppo
+    from ray.rllib.models import ModelCatalog
     from ray.rllib.models.preprocessors import Preprocessor
 
     class MyPreprocessorClass(Preprocessor):
@@ -164,6 +165,40 @@ Custom preprocessors should subclass the RLlib `preprocessor class <https://gith
         },
     })
 
+Custom Action Distributions
+---------------------------
+
+Similar to custom models and preprocessors, you can also specify a custom action distribution class as follows. The action dist class is passed a reference to the ``model``, which you can use to access ``model.model_config`` or other attributes of the model. This is commonly used to implement `autoregressive action outputs <#autoregressive-action-distributions>`__.
+
+.. code-block:: python
+
+    import ray
+    import ray.rllib.agents.ppo as ppo
+    from ray.rllib.models import ModelCatalog
+    from ray.rllib.models.preprocessors import Preprocessor
+
+    class MyActionDist(ActionDistribution):
+        @staticmethod
+        def required_model_output_shape(action_space, model_config):
+            return 7  # controls model output feature vector size
+
+        def __init__(self, inputs, model):
+            super(MyActionDist, self).__init__(inputs, model)
+            assert model.num_outputs == 7
+
+        def sample(self): ...
+        def logp(self, actions): ...
+        def entropy(self): ...
+
+    ModelCatalog.register_custom_action_dist("my_dist", MyActionDist)
+
+    ray.init()
+    trainer = ppo.PPOTrainer(env="CartPole-v0", config={
+        "model": {
+            "custom_action_dist": "my_dist",
+        },
+    })
+
 Supervised Model Losses
 -----------------------
 
@@ -231,26 +266,119 @@ Custom models can be used to work with environments where (1) the set of valid a
             return action_logits + inf_mask, state
 
 
-Depending on your use case it may make sense to use just the masking, just action embeddings, or both. For a runnable example of this in code, check out `parametric_action_cartpole.py <https://github.com/ray-project/ray/blob/master/rllib/examples/parametric_action_cartpole.py>`__. Note that since masking introduces ``tf.float32.min`` values into the model output, this technique might not work with all algorithm options. For example, algorithms might crash if they incorrectly process the ``tf.float32.min`` values. The cartpole example has working configurations for DQN (must set ``hiddens=[]``), PPO (must disable running mean and set ``vf_share_layers=True``), and several other algorithms.
+Depending on your use case it may make sense to use just the masking, just action embeddings, or both. For a runnable example of this in code, check out `parametric_action_cartpole.py <https://github.com/ray-project/ray/blob/master/rllib/examples/parametric_action_cartpole.py>`__. Note that since masking introduces ``tf.float32.min`` values into the model output, this technique might not work with all algorithm options. For example, algorithms might crash if they incorrectly process the ``tf.float32.min`` values. The cartpole example has working configurations for DQN (must set ``hiddens=[]``), PPO (must disable running mean and set ``vf_share_layers=True``), and several other algorithms. Not all algorithms support parametric actions; see the `feature compatibility matrix <rllib-env.html#feature-compatibility-matrix>`__.
 
-Model-Based Rollouts
-~~~~~~~~~~~~~~~~~~~~
 
-With a custom policy, you can also perform model-based rollouts and optionally incorporate the results of those rollouts as training data. For example, suppose you wanted to extend PGPolicy for model-based rollouts. This involves overriding the ``compute_actions`` method of that policy:
+Autoregressive Action Distributions
+-----------------------------------
+
+In an action space with multiple components (e.g., ``Tuple(a1, a2)``), you might want ``a2`` to be conditioned on the sampled value of ``a1``, i.e., ``a2_sampled ~ P(a2 | a1_sampled, obs)``. Normally, ``a1`` and ``a2`` would be sampled independently, reducing the expressivity of the policy.
+
+To do this, you need both a custom model that implements the autoregressive pattern, and a custom action distribution class that leverages that model. The `autoregressive_action_dist.py <https://github.com/ray-project/ray/blob/master/rllib/examples/autoregressive_action_dist.py>`__ example shows how this can be implemented for a simple binary action space. For a more complex space, a more efficient architecture such as a `MADE <https://arxiv.org/abs/1502.03509>`__ is recommended. Note that sampling a `N-part` action requires `N` forward passes through the model, however computing the log probability of an action can be done in one pass:
 
 .. code-block:: python
 
-        class ModelBasedPolicy(PGPolicy):
-             def compute_actions(self,
-                                 obs_batch,
-                                 state_batches,
-                                 prev_action_batch=None,
-                                 prev_reward_batch=None,
-                                 episodes=None):
-                # compute a batch of actions based on the current obs_batch
-                # and state of each episode (i.e., for multiagent). You can do
-                # whatever is needed here, e.g., MCTS rollouts.
-                return action_batch
+    class BinaryAutoregressiveOutput(ActionDistribution):
+        """Action distribution P(a1, a2) = P(a1) * P(a2 | a1)"""
+
+        @staticmethod
+        def required_model_output_shape(self, model_config):
+            return 16  # controls model output feature vector size
+
+        def sample(self):
+            # first, sample a1
+            a1_dist = self._a1_distribution()
+            a1 = a1_dist.sample()
+
+            # sample a2 conditioned on a1
+            a2_dist = self._a2_distribution(a1)
+            a2 = a2_dist.sample()
+
+            # return the action tuple
+            return TupleActions([a1, a2])
+
+        def logp(self, actions):
+            a1, a2 = actions[:, 0], actions[:, 1]
+            a1_vec = tf.expand_dims(tf.cast(a1, tf.float32), 1)
+            a1_logits, a2_logits = self.model.action_model([self.inputs, a1_vec])
+            return (Categorical(a1_logits, None).logp(a1) + Categorical(
+                a2_logits, None).logp(a2))
+
+        def _a1_distribution(self):
+            BATCH = tf.shape(self.inputs)[0]
+            a1_logits, _ = self.model.action_model(
+                [self.inputs, tf.zeros((BATCH, 1))])
+            a1_dist = Categorical(a1_logits, None)
+            return a1_dist
+
+        def _a2_distribution(self, a1):
+            a1_vec = tf.expand_dims(tf.cast(a1, tf.float32), 1)
+            _, a2_logits = self.model.action_model([self.inputs, a1_vec])
+            a2_dist = Categorical(a2_logits, None)
+            return a2_dist
+
+    class AutoregressiveActionsModel(TFModelV2):
+        """Implements the `.action_model` branch required above."""
+
+        def __init__(self, obs_space, action_space, num_outputs, model_config,
+                     name):
+            super(AutoregressiveActionsModel, self).__init__(
+                obs_space, action_space, num_outputs, model_config, name)
+            if action_space != Tuple([Discrete(2), Discrete(2)]):
+                raise ValueError(
+                    "This model only supports the [2, 2] action space")
+
+            # Inputs
+            obs_input = tf.keras.layers.Input(
+                shape=obs_space.shape, name="obs_input")
+            a1_input = tf.keras.layers.Input(shape=(1, ), name="a1_input")
+            ctx_input = tf.keras.layers.Input(
+                shape=(num_outputs, ), name="ctx_input")
+
+            # Output of the model (normally 'logits', but for an autoregressive
+            # dist this is more like a context/feature layer encoding the obs)
+            context = tf.keras.layers.Dense(
+                num_outputs,
+                name="hidden",
+                activation=tf.nn.tanh,
+                kernel_initializer=normc_initializer(1.0))(obs_input)
+
+            # P(a1 | obs)
+            a1_logits = tf.keras.layers.Dense(
+                2,
+                name="a1_logits",
+                activation=None,
+                kernel_initializer=normc_initializer(0.01))(ctx_input)
+
+            # P(a2 | a1)
+            # --note: typically you'd want to implement P(a2 | a1, obs) as follows:
+            # a2_context = tf.keras.layers.Concatenate(axis=1)(
+            #     [ctx_input, a1_input])
+            a2_context = a1_input
+            a2_hidden = tf.keras.layers.Dense(
+                16,
+                name="a2_hidden",
+                activation=tf.nn.tanh,
+                kernel_initializer=normc_initializer(1.0))(a2_context)
+            a2_logits = tf.keras.layers.Dense(
+                2,
+                name="a2_logits",
+                activation=None,
+                kernel_initializer=normc_initializer(0.01))(a2_hidden)
+
+            # Base layers
+            self.base_model = tf.keras.Model(obs_input, context)
+            self.register_variables(self.base_model.variables)
+            self.base_model.summary()
+
+            # Autoregressive action sampler
+            self.action_model = tf.keras.Model([ctx_input, a1_input],
+                                               [a1_logits, a2_logits])
+            self.action_model.summary()
+            self.register_variables(self.action_model.variables)
+
+
 
+.. note::
 
-If you want take this rollouts data and append it to the sample batch, use the ``add_extra_batch()`` method of the `episode objects <https://github.com/ray-project/ray/blob/master/rllib/evaluation/episode.py>`__ passed in. For an example of this, see the ``testReturningModelBasedRolloutsData`` `unit test <https://github.com/ray-project/ray/blob/master/rllib/tests/test_multi_agent_env.py>`__.
+   Not all algorithms support autoregressive action distributions; see the `feature compatibility matrix <rllib-env.html#feature-compatibility-matrix>`__.

doc/source/rllib.rst

@@ -35,20 +35,23 @@ Training APIs
 Environments
 ------------
 * `RLlib Environments Overview <rllib-env.html>`__
+* `Feature Compatibility Matrix <rllib-env.html#feature-compatibility-matrix>`__
 * `OpenAI Gym <rllib-env.html#openai-gym>`__
 * `Vectorized <rllib-env.html#vectorized>`__
 * `Multi-Agent and Hierarchical <rllib-env.html#multi-agent-and-hierarchical>`__
 * `Interfacing with External Agents <rllib-env.html#interfacing-with-external-agents>`__
 * `Advanced Integrations <rllib-env.html#advanced-integrations>`__
 
-Models and Preprocessors
-------------------------
-* `RLlib Models and Preprocessors Overview <rllib-models.html>`__
+Models, Preprocessors, and Action Distributions
+-----------------------------------------------
+* `RLlib Models, Preprocessors, and Action Distributions Overview <rllib-models.html>`__
 * `TensorFlow Models <rllib-models.html#tensorflow-models>`__
 * `PyTorch Models <rllib-models.html#pytorch-models>`__
 * `Custom Preprocessors <rllib-models.html#custom-preprocessors>`__
+* `Custom Action Distributions <rllib-models.html#custom-action-distributions>`__
 * `Supervised Model Losses <rllib-models.html#supervised-model-losses>`__
 * `Variable-length / Parametric Action Spaces <rllib-models.html#variable-length-parametric-action-spaces>`__
+* `Autoregressive Action Distributions <rllib-models.html#autoregressive-action-distributions>`__
 
 Algorithms
 ----------
@@ -84,7 +87,7 @@ Algorithms
 *  Multi-agent specific
 
    -  `QMIX Monotonic Value Factorisation (QMIX, VDN, IQN) <rllib-algorithms.html#qmix-monotonic-value-factorisation-qmix-vdn-iqn>`__
-   -  `Multi-Agent Actor Critic (contrib/MADDPG) <rllib-algorithms.html#multi-agent-actor-critic-contrib-maddpg>`__
+   -  `Multi-Agent Deep Deterministic Policy Gradient (contrib/MADDPG) <rllib-algorithms.html#multi-agent-deep-deterministic-policy-gradient-contrib-maddpg>`__
 
 *  Offline
 

rllib/agents/a3c/a3c_torch_policy.py

@@ -18,7 +18,7 @@ def actor_critic_loss(policy, batch_tensors):
         SampleBatch.CUR_OBS: batch_tensors[SampleBatch.CUR_OBS]
     })  # TODO(ekl) seq lens shouldn't be None
     values = policy.model.value_function()
-    dist = policy.dist_class(logits, policy.config["model"])
+    dist = policy.dist_class(logits, policy.model)
     log_probs = dist.logp(batch_tensors[SampleBatch.ACTIONS])
     policy.entropy = dist.entropy().mean()
     policy.pi_err = -batch_tensors[Postprocessing.ADVANTAGES].dot(

rllib/agents/ars/policies.py

@@ -81,7 +81,7 @@ def __init__(self,
         model = ModelCatalog.get_model({
             "obs": self.inputs
         }, obs_space, action_space, dist_dim, model_config)
-        dist = dist_class(model.outputs, model_config=model_config)
+        dist = dist_class(model.outputs, model)
         self.sampler = dist.sample()
 
         self.variables = ray.experimental.tf_utils.TensorFlowVariables(