ottertune/server/analysis/ddpg/ou_process.py

#
# OtterTune - ou_process.py
#
# Copyright (c) 2017-18, Carnegie Mellon University Database Group
#
# from: https://github.com/KqSMea8/CDBTune
# Zhang, Ji, et al. "An end-to-end automatic cloud database tuning system using
# deep reinforcement learning." Proceedings of the 2019 International Conference
# on Management of Data. ACM, 2019

import numpy as np


class OUProcess(object):

    def __init__(self, n_actions, theta=0.15, mu=0, sigma=0.1, ):

        self.n_actions = n_actions
        self.theta = theta
        self.mu = mu
        self.sigma = sigma
        self.current_value = np.ones(self.n_actions) * self.mu

    def reset(self, sigma=0, theta=0):
        self.current_value = np.ones(self.n_actions) * self.mu
        if sigma != 0:
            self.sigma = sigma
        if theta != 0:
            self.theta = theta

    def noise(self):
        x = self.current_value
        dx = self.theta * (self.mu - x) + self.sigma * np.random.randn(len(x))
        self.current_value = x + dx
        return self.current_value