PyTorch MPPI Implementation

This repository implements Model Predictive Path Integral (MPPI) with approximate dynamics in pytorch. MPPI typically requires actual trajectory samples, but this paper showed that it could be done with approximate dynamics (such as with a neural network) using importance sampling.

Thus it can be used in place of other trajectory optimization methods such as the Cross Entropy Method (CEM), or random shooting.

Installation

pip install pytorch-mppi

for autotuning hyperparameters, install with

pip install pytorch-mppi[tune]

for running tests, install with

pip install pytorch-mppi[test]

for development, clone the repository then install in editable mode

pip install -e .

Usage

See tests/pendulum_approximate.py for usage with a neural network approximating the pendulum dynamics. See the not_batch branch for an easier to read algorithm. Basic use case is shown below

from pytorch_mppi import MPPI

# create controller with chosen parameters
ctrl = MPPI(dynamics, running_cost, nx, noise_sigma, num_samples=N_SAMPLES, horizon=TIMESTEPS,
            lambda_=lambda_, device=d,
            u_min=torch.tensor(ACTION_LOW, dtype=torch.double, device=d),
            u_max=torch.tensor(ACTION_HIGH, dtype=torch.double, device=d))

# assuming you have a gym-like env
obs = env.reset()
for i in range(100):
    action = ctrl.command(obs)
    obs, reward, done, _ = env.step(action.cpu().numpy())

Requirements

pytorch (>= 1.0)
next state <- dynamics(state, action) function (doesn't have to be true dynamics)
- state is K x nx, action is K x nu
cost <- running_cost(state, action) function
- cost is K x 1, state is K x nx, action is K x nu

Features

Approximate dynamics MPPI with importance sampling
Parallel/batch pytorch implementation for accelerated sampling
Control bounds via sampling control noise from rectified gaussian
Handle stochastic dynamic models (assuming each call is a sample) by sampling multiple state trajectories for the same action trajectory with rollout_samples

Parameter tuning and hints

terminal_state_cost - function(state (K x T x nx)) -> cost (K x 1) by default there is no terminal cost, but if you experience your trajectory getting close to but never quite reaching the goal, then having a terminal cost can help. The function should scale with the horizon (T) to keep up with the scaling of the running cost.

lambda_ - higher values increases the cost of control noise, so you end up with more samples around the mean; generally lower values work better (try 1e-2)

num_samples - number of trajectories to sample; generally the more the better. Runtime performance scales much better with num_samples than horizon, especially if you're using a GPU device (remember to pass that in!)

noise_mu - the default is 0 for all control dimensions, which may work out really poorly if you have control bounds and the allowed range is not 0-centered. Remember to change this to an appropriate value for non-symmetric control dimensions.

Autotune

from version 0.5.0 onwards, you can automatically tune the hyperparameters. A convenient tuner compatible with the popular ray tune library is implemented. You can select from a variety of cutting edge black-box optimizers such as CMA-ES, HyperOpt, fmfn/BayesianOptimization, and so on. See tests/auto_tune_parameters.py for an example. A tutorial based on it follows.

The tuner can be used for other controllers as well, but you will need to define the appropriate TunableParameter subclasses.

First we create a toy 2D environment to do controls on and create the controller with some default parameters.

import torch
from pytorch_mppi import MPPI

device = "cpu"
dtype = torch.double

# create toy environment to do on control on (default start and goal)
env = Toy2DEnvironment(visualize=True, terminal_scale=10)

# create MPPI with some initial parameters
mppi = MPPI(env.dynamics, env.running_cost, 2,
            terminal_state_cost=env.terminal_cost,
            noise_sigma=torch.diag(torch.tensor([5., 5.], dtype=dtype, device=device)),
            num_samples=500,
            horizon=20, device=device,
            u_max=torch.tensor([2., 2.], dtype=dtype, device=device),
            lambda_=1)

We then need to create an evaluation function for the tuner to tune on. It should take no arguments and output a EvaluationResult populated at least by costs. If you don't need rollouts for the cost evaluation, then you can set it to None in the return. Tips for creating the evaluation function are described in comments below:

from pytorch_mppi import autotune
# use the same nominal trajectory to start with for all the evaluations for fairness
nominal_trajectory = mppi.U.clone()
# parameters for our sample evaluation function - lots of choices for the evaluation function
evaluate_running_cost = True
num_refinement_steps = 10
num_trajectories = 5

def evaluate():
    costs = []
    rollouts = []
    # we sample multiple trajectories for the same start to goal problem, but in your case you should consider
    # evaluating over a diverse dataset of trajectories
    for j in range(num_trajectories):
        mppi.U = nominal_trajectory.clone()
        # the nominal trajectory at the start will be different if the horizon's changed
        mppi.change_horizon(mppi.T)
        # usually MPPI will have its nominal trajectory warm-started from the previous iteration
        # for a fair test of tuning we will reset its nominal trajectory to the same random one each time
        # we manually warm it by refining it for some steps
        for k in range(num_refinement_steps):
            mppi.command(env.start, shift_nominal_trajectory=False)

        rollout = mppi.get_rollouts(env.start)

        this_cost = 0
        rollout = rollout[0]
        # here we evaluate on the rollout MPPI cost of the resulting trajectories
        # alternative costs for tuning the parameters are possible, such as just considering terminal cost
        if evaluate_running_cost:
            for t in range(len(rollout) - 1):
                this_cost = this_cost + env.running_cost(rollout[t], mppi.U[t])
        this_cost = this_cost + env.terminal_cost(rollout, mppi.U)

        rollouts.append(rollout)
        costs.append(this_cost)
    # can return None for rollouts if they do not need to be calculated
    return autotune.EvaluationResult(torch.stack(costs), torch.stack(rollouts))

With this we have enough to start tuning. For example, we can tune iteratively with the CMA-ES optimizer

# these are subclass of TunableParameter (specifically MPPIParameter) that we want to tune
params_to_tune = [autotune.SigmaParameter(mppi), autotune.HorizonParameter(mppi), autotune.LambdaParameter(mppi)]
# create a tuner with a CMA-ES optimizer
tuner = autotune.Autotune(params_to_tune, evaluate_fn=evaluate, optimizer=autotune.CMAESOpt(sigma=1.0))
# tune parameters for a number of iterations
iterations = 30
for i in range(iterations):
  # results of this optimization step are returned
  res = tuner.optimize_step()
  # we can render the rollouts in the environment
  env.draw_rollouts(res.rollouts)
# get best results and apply it to the controller
# (by default the controller will take on the latest tuned parameter, which may not be best)
res = tuner.get_best_result()
tuner.apply_parameters(res.param_values)

This is a local search method that optimizes starting from the initially defined parameters. For global searching, we use ray tune compatible searching algorithms. Note that you can modify the search space of each parameter, but default reasonable ones are provided.

# can also use a Ray Tune optimizer, see
# https://docs.ray.io/en/latest/tune/api_docs/suggestion.html#search-algorithms-tune-search
# rather than adapting the current parameters, these optimizers allow you to define a search space for each
# and will search on that space
from pytorch_mppi import autotune_global
from ray.tune.search.hyperopt import HyperOptSearch
from ray.tune.search.bayesopt import BayesOptSearch

# the global version of the parameters define a reasonable search space for each parameter
params_to_tune = [autotune_global.SigmaGlobalParameter(mppi),
                  autotune_global.HorizonGlobalParameter(mppi),
                  autotune_global.LambdaGlobalParameter(mppi)]

# be sure to close any figures before ray tune optimization or they will be duplicated
env.visualize = False
plt.close('all')
tuner = autotune_global.AutotuneGlobal(params_to_tune, evaluate_fn=evaluate,
                                       optimizer=autotune_global.RayOptimizer(HyperOptSearch))
# ray tuners cannot be tuned iteratively, but you can specify how many iterations to tune for
res = tuner.optimize_all(100)
res = tuner.get_best_result()
tuner.apply_parameters(res.params)

For example tuning hyperparameters (with CMA-ES) only on the toy problem (the nominal trajectory is reset each time so they are sampling from noise):

If you want more than just the best solution found, such as if you want diversity across hyperparameter values, or if your evaluation function has large uncertainty, then you can directly query past results by

for res in tuner.optim.all_res:
    # the cost
    print(res.metrics['cost'])
    # extract the parameters
    params = tuner.config_to_params(res.config)
    print(params)
    # apply the parameters to the controller
    tuner.apply_parameters(params)

Alternatively you can try Quality Diversity optimization using the CMA-ME optimizer. This optimizer will try to optimize for high quality parameters while ensuring there is diversity across them. However, it is very slow and you might be better using a RayOptimizer and selecting for top results while checking for diversity. To use it, you need to install

pip install ribs

You then use it as

import pytorch_mppi.autotune_qd

optim = pytorch_mppi.autotune_qd.CMAMEOpt()
tuner = autotune_global.AutotuneGlobal(params_to_tune, evaluate_fn=evaluate,
                                       optimizer=optim)

iterations = 10
for i in range(iterations):
  # results of this optimization step are returned
  res = tuner.optimize_step()
  # we can render the rollouts in the environment
  best_params = optim.get_diverse_top_parameters(5)
  for res in best_params:
    print(res)

Tests

You'll need to install gym<=0.20 to run the tests (for the Pendulum-v0 environment). The easy way to install this and other testing dependencies is running python setup.py test. Note that gym past 0.20 deprecated Pendulum-v0 for Pendulum-v1 with incompatible dynamics.

Under tests you can find the MPPI method applied to known pendulum dynamics and approximate pendulum dynamics (with a 2 layer feedforward net estimating the state residual). Using a continuous angle representation (feeding cos(\theta), sin(\theta) instead of \theta directly) makes a huge difference. Although both works, the continuous representation is much more robust to controller parameters and random seed. In addition, the problem of continuing to spin after over-swinging does not appear.

Sample result on approximate dynamics with 100 steps of random policy data to initialize the dynamics:

Related projects

pytorch CEM - an alternative MPC shooting method with similar API as this project

Infogxy/pytorch_mppi