92 lines
2.5 KiB
Python
92 lines
2.5 KiB
Python
from BayesianOptimization.BOwithGym import BayesianOptimization
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from ToyTask.MountainCarGym import Continuous_MountainCarEnv
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import numpy as np
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import matplotlib.pyplot as plt
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# BO parameters
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env = Continuous_MountainCarEnv()
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nr_steps = 100
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acquisition_fun = 'ei'
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iteration_steps = 500
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nr_runs = 20
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# storage arrays
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finished_store = np.zeros((1, nr_runs))
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best_policy = np.zeros((nr_steps, nr_runs))
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reward_store = np.zeros((iteration_steps, nr_runs))
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# post-processing
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def post_processing(finished, policy, reward):
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finish_mean = np.nanmean(finished)
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finish_std = np.nanstd(finished)
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policy_mean = np.mean(policy, axis=1)
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policy_std = np.std(policy, axis=1)
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reward_mean = np.mean(reward, axis=1)
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reward_std = np.std(reward, axis=1)
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return finish_mean, finish_std, policy_mean, policy_std, reward_mean, reward_std
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# plot functions
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def plot_policy(mean, std, fin_mean, fin_std):
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x = np.linspace(0, mean.shape[0], mean.shape[0])
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plt.plot(x, mean)
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plt.fill_between(
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x,
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mean - 1.96 * std,
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mean + 1.96 * std,
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alpha=0.5
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)
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y = np.linspace(-2, 2, 50)
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plt.vlines(fin_mean, -2, 2, colors='red')
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plt.fill_betweenx(
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y,
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fin_mean - 1.96 * fin_std,
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fin_mean + 1.96 * fin_std,
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alpha=0.5,
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)
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plt.show()
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def plot_reward(mean, std):
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eps = np.linspace(0, mean.shape[0], mean.shape[0])
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plt.plot(eps, mean)
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plt.fill_between(
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eps,
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mean - 1.96 * std,
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mean + 1.96 * std,
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alpha=0.5
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)
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plt.show()
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# main
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def main():
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global finished_store, best_policy, reward_store
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bo = BayesianOptimization(env, nr_steps, acq=acquisition_fun)
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for i in range(nr_runs):
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print('Iteration:', str(i))
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bo.initialize()
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for j in range(iteration_steps):
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x_next = bo.next_observation()
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bo.eval_new_observation(x_next)
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finished = bo.get_best_result(plotter=False)
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finished_store[:, i] = finished
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best_policy[:, i] = bo.policy_model.trajectory.T
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reward_store[:, i] = bo.best_reward.T
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finish_mean, finish_std, policy_mean, policy_std, reward_mean, reward_std = post_processing(finished_store,
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best_policy,
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reward_store)
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plot_policy(policy_mean, policy_std, finish_mean, finish_std)
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plot_reward(reward_mean, reward_std)
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if __name__ == '__main__':
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main() |