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This commit is contained in:
Yuchen Fang
2021-01-28 00:41:02 +08:00
parent 98086e4fdc
commit a03b08bb4c
21 changed files with 154 additions and 563 deletions
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24
examples/trade/model/ppo.py
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@@ -18,24 +18,12 @@ class PPO_Extractor(nn.Module):
self.rnn = nn.GRU(64, hidden_size, batch_first=True)
self.rnn2 = nn.GRU(64, hidden_size, batch_first=True)
self.dnn = nn.Sequential(
nn.Linear(2, 64),
nn.ReLU(),
)
self.cnn = nn.Sequential(
nn.Conv1d(self.cnn_shape[1], 3, 3),
nn.ReLU(),
)
self.raw_fc = nn.Sequential(
nn.Linear((self.cnn_shape[0] - 2) * 3, 64),
nn.ReLU(),
)
self.dnn = nn.Sequential(nn.Linear(2, 64), nn.ReLU(),)
self.cnn = nn.Sequential(nn.Conv1d(self.cnn_shape[1], 3, 3), nn.ReLU(),)
self.raw_fc = nn.Sequential(nn.Linear((self.cnn_shape[0] - 2) * 3, 64), nn.ReLU(),)
self.fc = nn.Sequential(
nn.Linear(hidden_size * 2, hidden_size),
nn.ReLU(),
nn.Linear(hidden_size, 32),
nn.ReLU(),
nn.Linear(hidden_size * 2, hidden_size), nn.ReLU(), nn.Linear(hidden_size, 32), nn.ReLU(),
)
def forward(self, inp):
@@ -74,9 +62,7 @@ class PPO_Actor(nn.Module):
def forward(self, obs, state=None, info={}):
self.feature = self.extractor(obs)
assert not (
torch.isnan(self.feature).any() | torch.isinf(self.feature).any()
), f"{self.feature}"
assert not (torch.isnan(self.feature).any() | torch.isinf(self.feature).any()), f"{self.feature}"
out = self.layer_out(self.feature)
return out, state