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Fix negative probability values #18

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Fix negative probability values #18

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8439d96
Fix actions probabilities negative values issue
Dec 12, 2019
3e86023
Merge pull request #1 from AminaBa/AminaBa-patch-1
Dec 12, 2019
68c09fb
Fix negative probability values issue
Dec 12, 2019
bcba139
Update policy_output.py
Dec 12, 2019
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14 changes: 9 additions & 5 deletions agent/asyncrl/policy_output.py
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Original file line number Diff line number Diff line change
Expand Up @@ -18,11 +18,15 @@ def _sample_discrete_actions(batch_probs):
List consisting of sampled actions
"""
action_indices = []

# Subtract a tiny value from probabilities in order to avoid
# "ValueError: sum(pvals[:-1]) > 1.0" in numpy.multinomial
batch_probs = batch_probs - np.finfo(np.float32).epsneg

# Prevent having a vector which sum is not in [0, 1]
while not 0 < np.sum(batch_probs) < 1:
# Subtract a tiny value from probabilities in order to avoid
# "ValueError: sum(pvals[:-1]) > 1.0" in numpy.multinomial
batch_probs = batch_probs - np.finfo(np.float32).epsneg
# Apply abs function to keep probability values positive to avoid
# "ValueError: pvals < 0, pvals > 1 or pvals contains NaNs" in numpy.multinomial
batch_probs = np.absolute(batch_probs)

for i in range(batch_probs.shape[0]):
histogram = np.random.multinomial(1, batch_probs[i])
action_indices.append(int(np.nonzero(histogram)[0]))
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