add antithetic sampling for xNES

config.lua

@@ -98,8 +98,6 @@ assert(not cfg.ars_lips or cfg.unperturbed_trial,
        "cfg.unperturbed_trial must be true to use cfg.ars_lips")
 assert(not cfg.ars_lips or cfg.negate_trials,
        "cfg.negate_trials must be true to use cfg.ars_lips")
-assert(not cfg.es == 'xnes' or not cfg.negate_trials,
-       "cfg.negate_trials is not yet compatible with xNES")
 
 assert(not cfg.adamant,
        "cfg.adamant not yet re-implemented")

main.lua

@@ -452,10 +452,8 @@ local function init()
     if cfg.es == 'xnes' then
         -- if you get an out of memory error, you can't use xNES. sorry!
         -- maybe there'll be a patch for FCEUX in the future.
-        local trials = cfg.epoch_trials
-        if cfg.negate_trials then trials = trials * 2 end
-        es = xnes.Xnes(network.n_param, trials, cfg.learning_rate,
-                       cfg.deviation, cfg.negate_trials)
+        es = xnes.Xnes(network.n_param, cfg.epoch_trials,
+                       cfg.learning_rate, cfg.deviation, cfg.negate_trials)
     elseif cfg.es == 'ars' then
         es = ars.Ars(network.n_param, cfg.epoch_trials, cfg.epoch_top_trials,
                      cfg.learning_rate, cfg.deviation, cfg.negate_trials)

xnes.lua

@@ -75,12 +75,15 @@ local function make_covars(dims, sigma, out)
     return covars
 end
 
-function Xnes:init(dims, popsize, learning_rate, sigma)
+function Xnes:init(dims, popsize, learning_rate, sigma, antithetic)
     -- heuristic borrowed from CMA-ES:
     self.dims = dims
     self.popsize = popsize or 4 + (3 * floor(log(dims)))
     self.learning_rate = learning_rate or 3/5 * (3 + log(dims)) / (dims * sqrt(dims))
     self.sigma = sigma or 1
+    self.antithetic = antithetic and true or false
+
+    if self.antithetic then self.popsize = self.popsize * 2 end
 
     self.utility = make_utility(self.popsize)
 
@@ -119,6 +122,25 @@ function Xnes:ask_once(asked, noise)
     return asked, noise
 end
 
+function Xnes:ask_twice(asked0, asked1, noise0, noise1)
+    asked0 = asked0 or zeros(self.dims)
+    asked1 = asked1 or zeros(self.dims)
+    noise0 = noise0 or {}
+    noise1 = noise1 or {}
+
+    for i=1, self.dims do noise0[i] = normal() end
+    noise0.shape = {#noise0}
+
+    dot_mv(self.covars, noise0, asked0)
+    for i, v in ipairs(asked0) do
+        asked0[i] = self.mean[i] + self.sigma * v
+        asked1[i] = self.mean[i] - self.sigma * v
+    end
+    for i, v in ipairs(noise0) do noise1[i] = -v end
+
+    return asked0, asked1, noise0, noise1
+end
+
 function Xnes:ask(asked, noise)
     -- return a list of parameters for the user to score,
     -- and later pass to :tell().
@@ -130,7 +152,17 @@ function Xnes:ask(asked, noise)
         noise = {}
         for i=1, self.popsize do noise[i] = zeros(self.dims) end
     end
-    for i=1, self.popsize do self:ask_once(asked[i], noise[i]) end
+
+    if self.antithetic then
+        for i=1, self.popsize do
+            self:ask_twice(asked[i+0], asked[i+1], noise[i+0], noise[i+1])
+        end
+    else
+        for i=1, self.popsize do
+            self:ask_once(asked[i], noise[i])
+        end
+    end
+
     self.noise = noise
     return asked, noise
 end