lib/normalize_ewma.py

import numpy as np
import torch
import torch.nn as nn


class NormalizeEwma(nn.Module):
    """Normalize a vector of observations - across the first norm_axes dimensions"""

    def __init__(self, input_shape, norm_axes=2, beta=0.99999, per_element_update=False, epsilon=1e-5):
        super().__init__()

        self.input_shape = input_shape
        self.norm_axes = norm_axes
        self.epsilon = epsilon
        self.beta = beta
        self.per_element_update = per_element_update

        self.running_mean = nn.Parameter(torch.zeros(input_shape, dtype=torch.float), requires_grad=False)
        self.running_mean_sq = nn.Parameter(torch.zeros(input_shape, dtype=torch.float), requires_grad=False)
        self.debiasing_term = nn.Parameter(torch.tensor(0.0, dtype=torch.float), requires_grad=False)

    def reset_parameters(self):
        self.running_mean.zero_()
        self.running_mean_sq.zero_()
        self.debiasing_term.zero_()

    def running_mean_var(self):
        debiased_mean = self.running_mean / self.debiasing_term.clamp(min=self.epsilon)
        debiased_mean_sq = self.running_mean_sq / self.debiasing_term.clamp(min=self.epsilon)
        debiased_var = (debiased_mean_sq - debiased_mean ** 2).clamp(min=1e-2)
        return debiased_mean, debiased_var

    def forward(self, input_vector):
        # Make sure input is float32
        input_vector = input_vector.to(torch.float)

        if self.training:
            # Detach input before adding it to running means to avoid backpropping through it on
            # subsequent batches.
            detached_input = input_vector.detach()
            batch_mean = detached_input.mean(dim=tuple(range(self.norm_axes)))
            batch_sq_mean = (detached_input ** 2).mean(dim=tuple(range(self.norm_axes)))

            if self.per_element_update:
                batch_size = np.prod(detached_input.size()[: self.norm_axes])
                weight = self.beta ** batch_size
            else:
                weight = self.beta

            self.running_mean.mul_(weight).add_(batch_mean * (1.0 - weight))
            self.running_mean_sq.mul_(weight).add_(batch_sq_mean * (1.0 - weight))
            self.debiasing_term.mul_(weight).add_(1.0 * (1.0 - weight))

        mean, var = self.running_mean_var()
        return (input_vector - mean[(None,) * self.norm_axes]) / torch.sqrt(var)[(None,) * self.norm_axes]

    def denormalize(self, input_vector):
        """Transform normalized data back into original distribution"""
        mean, var = self.running_mean_var()
        return input_vector * torch.sqrt(var)[(None,) * self.norm_axes] + mean[(None,) * self.norm_axes]