65 lines
2.4 KiB
Python
65 lines
2.4 KiB
Python
from typing import Any, Union
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import numpy as np
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from ray.rllib.utils.framework import try_import_tf, try_import_torch
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from ray.rllib.utils.metrics.stats.series import SeriesStats
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from ray.util.annotations import DeveloperAPI
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torch, _ = try_import_torch()
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_, tf, _ = try_import_tf()
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@DeveloperAPI
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class MeanStats(SeriesStats):
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"""A Stats object that tracks the mean of a series of singular values (not vectors).
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Note the following limitation: When merging multiple MeanStats objects, the resulting mean is not the true mean of all values.
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Instead, it is the mean of the means of the incoming MeanStats objects.
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This is because we calculate the mean in parallel components and potentially merge them multiple times in one reduce cycle.
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The resulting mean of means may differ significantly from the true mean, especially if some incoming means are the result of few outliers.
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Example to illustrate this limitation:
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First incoming mean: [1, 2, 3, 4, 5] -> 3
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Second incoming mean: [15] -> 15
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Mean of both merged means: [3, 15] -> 9
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True mean of all values: [1, 2, 3, 4, 5, 15] -> 5
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"""
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stats_cls_identifier = "mean"
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def _np_reduce_fn(self, values: np.ndarray) -> float:
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return np.nanmean(values)
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def _torch_reduce_fn(self, values: "torch.Tensor"):
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"""Reduce function for torch tensors (stays on GPU)."""
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return torch.nanmean(values.float())
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def push(self, value: Any) -> None:
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"""Pushes a value into this Stats object.
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Args:
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value: The value to be pushed. Can be of any type.
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PyTorch GPU tensors are kept on GPU until reduce() or peek().
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TensorFlow tensors are moved to CPU immediately.
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"""
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# Convert TensorFlow tensors to CPU immediately, keep PyTorch tensors as-is
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if tf and tf.is_tensor(value):
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value = value.numpy()
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self.values.append(value)
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def reduce(self, compile: bool = True) -> Union[Any, "MeanStats"]:
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reduced_values = self.window_reduce() # Values are on CPU already after this
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self._set_values([])
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if compile:
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return reduced_values[0]
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return_stats = self.clone()
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return_stats.values = reduced_values
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return return_stats
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def __repr__(self) -> str:
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return f"MeanStats({self.peek()}; window={self._window}; len={len(self)})"
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