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# Copyright 2017 The TensorFlow Agents Authors.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
"""Normalize tensors based on streaming estimates of mean and variance."""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import tensorflow as tf
class StreamingNormalize(object):
"""Normalize tensors based on streaming estimates of mean and variance."""
def __init__(self, template, center=True, scale=True, clip=10, name='normalize'):
"""Normalize tensors based on streaming estimates of mean and variance.
Centering the value, scaling it by the standard deviation, and clipping
outlier values are optional.
Args:
template: Example tensor providing shape and dtype of the vaule to track.
center: Python boolean indicating whether to subtract mean from values.
scale: Python boolean indicating whether to scale values by stddev.
clip: If and when to clip normalized values.
name: Parent scope of operations provided by this class.
"""
self._center = center
self._scale = scale
self._clip = clip
self._name = name
with tf.name_scope(name):
self._count = tf.Variable(0, False)
self._mean = tf.Variable(tf.zeros_like(template), False)
self._var_sum = tf.Variable(tf.zeros_like(template), False)
def transform(self, value):
"""Normalize a single or batch tensor.
Applies the activated transformations in the constructor using current
estimates of mean and variance.
Args:
value: Batch or single value tensor.
Returns:
Normalized batch or single value tensor.
"""
with tf.name_scope(self._name + '/transform'):
no_batch_dim = value.shape.ndims == self._mean.shape.ndims
if no_batch_dim:
# Add a batch dimension if necessary.
value = value[None, ...]
if self._center:
value -= self._mean[None, ...]
if self._scale:
# We cannot scale before seeing at least two samples.
value /= tf.cond(
self._count > 1, lambda: self._std() + 1e-8, lambda: tf.ones_like(self._var_sum))[None]
if self._clip:
value = tf.clip_by_value(value, -self._clip, self._clip)
# Remove batch dimension if necessary.
if no_batch_dim:
value = value[0]
return tf.check_numerics(value, 'value')
def update(self, value):
"""Update the mean and variance estimates.
Args:
value: Batch or single value tensor.
Returns:
Summary tensor.
"""
with tf.name_scope(self._name + '/update'):
if value.shape.ndims == self._mean.shape.ndims:
# Add a batch dimension if necessary.
value = value[None, ...]
count = tf.shape(value)[0]
with tf.control_dependencies([self._count.assign_add(count)]):
step = tf.cast(self._count, tf.float32)
mean_delta = tf.reduce_sum(value - self._mean[None, ...], 0)
new_mean = self._mean + mean_delta / step
new_mean = tf.cond(self._count > 1, lambda: new_mean, lambda: value[0])
var_delta = (value - self._mean[None, ...]) * (value - new_mean[None, ...])
new_var_sum = self._var_sum + tf.reduce_sum(var_delta, 0)
with tf.control_dependencies([new_mean, new_var_sum]):
update = self._mean.assign(new_mean), self._var_sum.assign(new_var_sum)
with tf.control_dependencies(update):
if value.shape.ndims == 1:
value = tf.reduce_mean(value)
return self._summary('value', tf.reduce_mean(value))
def reset(self):
"""Reset the estimates of mean and variance.
Resets the full state of this class.
Returns:
Operation.
"""
with tf.name_scope(self._name + '/reset'):
return tf.group(self._count.assign(0), self._mean.assign(tf.zeros_like(self._mean)),
self._var_sum.assign(tf.zeros_like(self._var_sum)))
def summary(self):
"""Summary string of mean and standard deviation.
Returns:
Summary tensor.
"""
with tf.name_scope(self._name + '/summary'):
mean_summary = tf.cond(self._count > 0, lambda: self._summary('mean', self._mean), str)
std_summary = tf.cond(self._count > 1, lambda: self._summary('stddev', self._std()), str)
return tf.summary.merge([mean_summary, std_summary])
def _std(self):
"""Computes the current estimate of the standard deviation.
Note that the standard deviation is not defined until at least two samples
were seen.
Returns:
Tensor of current variance.
"""
variance = tf.cond(self._count > 1, lambda: self._var_sum / tf.cast(
self._count - 1, tf.float32), lambda: tf.ones_like(self._var_sum) * float('nan'))
# The epsilon corrects for small negative variance values caused by
# the algorithm. It was empirically chosen to work with all environments
# tested.
return tf.sqrt(variance + 1e-4)
def _summary(self, name, tensor):
"""Create a scalar or histogram summary matching the rank of the tensor.
Args:
name: Name for the summary.
tensor: Tensor to summarize.
Returns:
Summary tensor.
"""
if tensor.shape.ndims == 0:
return tf.summary.scalar(name, tensor)
else:
return tf.summary.histogram(name, tensor)
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