42 lines
1.1 KiB
Python
42 lines
1.1 KiB
Python
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#
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# OUProcess.py
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#
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# Copyright
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#
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import numpy as np
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# from https://github.com/songrotek/DDPG/blob/master/ou_noise.py
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class OUProcess(object):
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def __init__(self, n_actions, theta=0.15, mu=0, sigma=0.1, ):
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self.n_actions = n_actions
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self.theta = theta
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self.mu = mu
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self.sigma = sigma
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self.current_value = np.ones(self.n_actions) * self.mu
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def reset(self, sigma=0):
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self.current_value = np.ones(self.n_actions) * self.mu
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if sigma != 0:
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self.sigma = sigma
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def noise(self):
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x = self.current_value
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dx = self.theta * (self.mu - x) + self.sigma * np.random.randn(len(x))
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self.current_value = x + dx
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return self.current_value
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if __name__ == '__main__':
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import matplotlib.pyplot as plt # pylint: disable=wrong-import-position
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ou = OUProcess(3, theta=0.3) # pylint: disable=invalid-name
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states = [] # pylint: disable=invalid-name
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for i in range(1000):
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states.append(ou.noise())
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plt.plot(states)
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plt.show()
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