Created
June 14, 2018 11:41
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Snippet for toyCarIRL, blog usage, not executable
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def optimization(self): # implement the convex optimization, posed as an SVM problem | |
m = len(self.expertPolicy) | |
P = matrix(2.0*np.eye(m), tc='d') # min ||w|| | |
q = matrix(np.zeros(m), tc='d') | |
policyList = [self.expertPolicy] | |
h_list = [1] | |
for i in self.policiesFE.keys(): | |
policyList.append(self.policiesFE[i]) | |
h_list.append(1) | |
policyMat = np.matrix(policyList) | |
policyMat[0] = -1*policyMat[0] | |
G = matrix(policyMat, tc='d') | |
h = matrix(-np.array(h_list), tc='d') | |
sol = solvers.qp(P,q,G,h) | |
weights = np.squeeze(np.asarray(sol['x'])) | |
norm = np.linalg.norm(weights) | |
weights = weights/norm | |
return weights # return the normalized weights |
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