Added more type annotations

donk/costs/cost_function_symbolic.py

@@ -8,7 +8,7 @@
 from donk.costs.quadratic_costs import QuadraticCosts
 
 
-def _vectorize_cost_function(fun):
+def _vectorize_cost_function(fun) -> Callable[[np.ndarray, np.ndarray], np.ndarray]:
     return np.vectorize(lambda X, U: np.array(fun(X, U)), signature="(v,x),(t,u)->(v)")
 
 
@@ -113,7 +113,7 @@ def __init__(
         """Initialize this `MultipartSymbolicCostFunction`."""
         from sympy import lambdify, symbols
 
-        def cost_fun(X, U):
+        def cost_fun(X: np.ndarray, U: np.ndarray) -> np.ndarray:
             """Sum up individual parts."""
             cost = cost_funs[0](X, U)
             for fn in cost_funs[1:]:

donk/costs/losses.py

@@ -1,15 +1,14 @@
 import numpy as np
 
 
-def loss_combined(x, losses):
+def loss_combined(x: np.ndarray, losses) -> tuple[np.ndarray, np.ndarray, np.ndarray]:
     """Evaluates and sums up multiple loss functions.
 
     Args:
         x: (T, dX) states, actual values.
         losses: List of tuples (`loss`, `kwargs`)
             `loss`: loss function to evaluate.
             `kwargs`: Addional arguments passed to the loss function (optional).
-
     """
     if len(losses) < 1:
         raise ValueError("loss_combined requred at least one loss function to sum up.")
@@ -24,7 +23,7 @@ def loss_combined(x, losses):
     return l, lx, lxx
 
 
-def loss_l2(x, t, w):
+def loss_l2(x: np.ndarray, t: np.ndarray, w: np.ndarray) -> tuple[np.ndarray, np.ndarray, np.ndarray]:
     """Evaluate and compute derivatives for l2 norm penalty.
 
     loss = sum(0.5 * (x - t)^2 * w)
@@ -38,7 +37,6 @@ def loss_l2(x, t, w):
         l: (T,) cost at each timestep.
         lx: (T, D) first order derivative.
         lxx: (T, D, D) second order derivative.
-
     """
     # Get trajectory length.
     _, dX = x.shape
@@ -60,7 +58,7 @@ def loss_l2(x, t, w):
     return l, lx, lxx
 
 
-def loss_l1(x, t, w, alpha):
+def loss_l1(x: np.ndarray, t: np.ndarray, w: np.ndarray, alpha: float) -> tuple[np.ndarray, np.ndarray, np.ndarray]:
     """Evaluate and compute derivatives for l2 norm penalty.
 
     loss = sum(sqrt((x - t)^2 + alpha) * w)
@@ -74,7 +72,6 @@ def loss_l1(x, t, w, alpha):
         l: (T,) cost at each timestep.
         lx: (T, D) first order derivative.
         lxx: (T, D, D) second order derivative.
-
     """
     # Get trajectory length.
     _, dX = x.shape
@@ -97,7 +94,7 @@ def loss_l1(x, t, w, alpha):
     return l, lx, lxx
 
 
-def loss_log_cosh(x, t, w):
+def loss_log_cosh(x: np.ndarray, t: np.ndarray, w: np.ndarray) -> tuple[np.ndarray, np.ndarray, np.ndarray]:
     """Evaluate and compute derivatives for log-cosh loss.
 
     loss = sum(log(cosh(x - t)) * w)

donk/costs/quadratic_costs.py

@@ -1,5 +1,7 @@
 from __future__ import annotations
 
+from typing import Any
+
 import numpy as np
 
 from donk.costs.cost_function import CostFunction
@@ -13,7 +15,7 @@ class QuadraticCosts(CostFunction):
     cost(x, u) = 1/2 [x u]^T*C*[x u] + [x u]^T*c + cc
     """
 
-    def __init__(self, C: np.ndarray, c: np.ndarray, cc: np.ndarray):
+    def __init__(self, C: np.ndarray, c: np.ndarray, cc: np.ndarray) -> None:
         """Initialize this LinearDynamics object.
 
         Args:
@@ -34,20 +36,20 @@ def __init__(self, C: np.ndarray, c: np.ndarray, cc: np.ndarray):
         self.c = c
         self.cc = cc
 
-    def __add__(self, other) -> QuadraticCosts:
+    def __add__(self, other: Any) -> QuadraticCosts:
         """Sum two cost functions."""
         if isinstance(other, QuadraticCosts):
             return QuadraticCosts(self.C + other.C, self.c + other.c, self.cc + other.cc)
         return NotImplemented
 
-    def __mul__(self, other) -> QuadraticCosts:
-        """Scale cost function with  vonstant scalar."""
+    def __mul__(self, other: Any) -> QuadraticCosts:
+        """Scale cost function with constant scalar."""
         if np.isscalar(other):
             return QuadraticCosts(self.C * other, self.c * other, self.cc * other)
         return NotImplemented
 
-    def __rmul__(self, other) -> QuadraticCosts:
-        """Scale cost function with  vonstant scalar."""
+    def __rmul__(self, other: Any) -> QuadraticCosts:
+        """Scale cost function with constant scalar."""
         return self.__mul__(other)
 
     def compute_costs(self, X: np.ndarray, U: np.ndarray) -> np.ndarray:

donk/datalogging/shelve.py

@@ -35,7 +35,7 @@ def __enter__(self) -> ShelveDataLogger:
 
         return super().__enter__()
 
-    def __exit__(self, exc_type, exc_val, exc_tb):
+    def __exit__(self, exc_type, exc_val, exc_tb) -> None:
         super().__exit__(exc_type, exc_val, exc_tb)
 
         # Close shelve

donk/dynamics/prior/prior.py

@@ -1,3 +1,5 @@
+from __future__ import annotations
+
 from abc import ABC, abstractmethod
 from dataclasses import dataclass
 
@@ -43,7 +45,7 @@ def map_covar(self) -> np.ndarray:
         return self.Phi / (self.N_covar + d + 1)
 
     @staticmethod
-    def non_informative_prior(d):
+    def non_informative_prior(d: int) -> NormalInverseWishart:
         """Create a non-onformative prior distribution.
 
         Args:

donk/dynamics/prior/prior_gmm.py

@@ -7,7 +7,7 @@
 class GMMPrior(DynamicsPrior):
     """A Gaussian Mixture Model (GMM) based prior."""
 
-    def __init__(self, n_clusters, random_state=None) -> None:
+    def __init__(self, n_clusters: int, random_state=None) -> None:
         """Initialize this `GMMPrior`."""
         self.gmm = GaussianMixture(n_components=n_clusters, random_state=random_state)
 

donk/traj_opt/lqg.py

@@ -1,3 +1,5 @@
+from __future__ import annotations
+
 from dataclasses import dataclass
 
 import numpy as np
@@ -72,7 +74,7 @@ def step(self, eta: float) -> ILQRStepResult:
 
         return ILQRStepResult(eta, pol, kl_div, expected_costs, traj)
 
-    def sample_surface(self, min_eta: float = 1e-6, max_eta: float = 1e16, N: int = 100):
+    def sample_surface(self, min_eta: float = 1e-6, max_eta: float = 1e16, N: int = 100) -> list[ILQRStepResult]:
         """Sample the Lagrangian at different values for eta.
 
         For visualization/debugging purposes.
@@ -85,7 +87,9 @@ def sample_surface(self, min_eta: float = 1e-6, max_eta: float = 1e16, N: int =
         results = [self.step(eta) for eta in np.logspace(np.log10(min_eta), np.log10(max_eta), num=N)]
         return results
 
-    def optimize(self, kl_step: float, min_eta: float = 1e-6, max_eta: float = 1e16, rtol: float = 1e-2):
+    def optimize(
+        self, kl_step: float, min_eta: float = 1e-6, max_eta: float = 1e16, rtol: float = 1e-2
+    ) -> ILQRStepResult:
         """Perform iLQG trajectory optimization.
 
         Args:
@@ -109,7 +113,7 @@ def optimize(self, kl_step: float, min_eta: float = 1e-6, max_eta: float = 1e16,
             raise ValueError(f"max_eta eta to low ({max_eta})")
 
         # Find the point where kl divergence equals the kl_step
-        def constraint_violation(log_eta):
+        def constraint_violation(log_eta: float) -> float:
             return self.step(np.exp(log_eta)).kl_div - kl_step
 
         # Search root of the constraint violation
@@ -119,7 +123,7 @@ def constraint_violation(log_eta):
         return self.step(np.exp(log_eta))
 
 
-def backward(dynamics: LinearDynamics, C, c, gamma=1) -> LinearGaussianPolicy:
+def backward(dynamics: LinearDynamics, C: np.ndarray, c: np.ndarray, gamma: float = 1) -> LinearGaussianPolicy:
     """Perform LQR backward pass.
 
     `C` is required to be symmetric.
@@ -182,7 +186,7 @@ def forward(
     dynamics: LinearDynamics,
     policy: LinearGaussianPolicy,
     initial_state: StateDistribution,
-    regularization=1e-6,
+    regularization: float = 1e-6,
 ) -> TrajectoryDistribution:
     """Perform LQR forward pass.
 
@@ -240,7 +244,7 @@ def forward(
     return TrajectoryDistribution(traj_mean, traj_covar, dX, dU)
 
 
-def extended_costs_kl(prev_pol: LinearGaussianPolicy):
+def extended_costs_kl(prev_pol: LinearGaussianPolicy) -> tuple[np.ndarray, np.ndarray]:
     """Compute expansion of extended cost used in the iLQR backward pass.
 
     The extended cost function is -log p(u_t | x_t) with p being the previous trajectory distribution.
@@ -269,7 +273,7 @@ def extended_costs_kl(prev_pol: LinearGaussianPolicy):
     return C, c
 
 
-def kl_divergence_action(X, pol: LinearGaussianPolicy, prev_pol: LinearGaussianPolicy):
+def kl_divergence_action(X: np.ndarray, pol: LinearGaussianPolicy, prev_pol: LinearGaussianPolicy) -> float:
     """Compute KL divergence between new and previous trajectory distributions.
 
     Args:
@@ -314,7 +318,7 @@ def step_adjust(
     costs_prev: QuadraticCosts,
     max_step_mult: float = 10,
     min_step_mult: float = 0.1,
-):
+) -> float:
     """Compute new multiplier for KL divergence constraint based on expected vs. actual improvement.
 
     See:

donk/utils/batched.py

@@ -59,7 +59,7 @@ def symmetrize(A: np.ndarray) -> np.ndarray:
     return A
 
 
-def regularize(A: np.ndarray, regularization) -> np.ndarray:
+def regularize(A: np.ndarray, regularization: float) -> np.ndarray:
     """Regularizes a matrix or a batch of matrices by adding a constant to the diagonal.
 
     Modifies the given matrix in-place.
@@ -84,7 +84,7 @@ def trace_of_product(A: np.ndarray, B: np.ndarray) -> np.ndarray:
     return np.einsum("...ij,...ji->...", A, B)
 
 
-def batched_multivariate_normal(mean: np.ndarray, covar: np.ndarray, N: int, rng) -> np.ndarray:
+def batched_multivariate_normal(mean: np.ndarray, covar: np.ndarray, N: int, rng: np.random.Generator) -> np.ndarray:
     """Draw `N` samples from `T` multivariate normal distributions each.
 
     Args:

donk/visualization/costs.py

@@ -11,7 +11,7 @@ def visualize_costs(
     costs: list[np.ndarray],
     cost_labels: list[str],
     include_total: bool = True,
-):
+) -> None:
     """Plots mutiple cost curves.
 
     Args:

donk/visualization/states.py

@@ -1,10 +1,12 @@
 """Visualization tool for state spaces."""
+from pathlib import Path
+
 import matplotlib.pyplot as plt
 import numpy as np
 import seaborn as sns
 
 
-def visualize_correlation(output_file, X):
+def visualize_correlation(output_file: Path | str | None, X: np.ndarray) -> None:
     """Visualize the correlation between states.
 
     Args:

setup.cfg

@@ -1,7 +1,7 @@
 [flake8]
 ignore = E203,E741,W503,D100,D104,D105,PL123,ANN101
 per-file-ignores =
-    tests/*:D101,D102,ANN201
+    tests/*:D101,D102,ANN001,ANN201,ANN202
 max-line-length = 120
 docstring-convention = google
 known-modules = donk.ai:[donk,tests]

tests/utils.py

@@ -1,25 +1,27 @@
 """Utilities for unit testing."""
+from __future__ import annotations
+
 import numpy as np
 
 from donk.dynamics import LinearDynamics
 from donk.policy import LinearGaussianPolicy
 from donk.utils import symmetrize
 
 
-def random_spd(shape, rng):
+def random_spd(shape: tuple[int], rng: np.random.Generator):
     """Generate an arbitrarily random matrix guaranteeed to be s.p.d."""
     return symmetrize(rng.uniform(size=shape)) + np.eye(shape[-1]) * shape[-1]
 
 
-def random_lq_pol(T, dX, dU, rng):
+def random_lq_pol(T: int, dX: int, dU: int, rng: np.random.Generator):
     """Generate an arbitrarily random linear gaussian policy."""
     K = rng.normal(size=(T, dU, dX))
     k = rng.normal(size=(T, dU))
     pol_covar = random_spd((T, dU, dU), rng)
     return LinearGaussianPolicy(K, k, pol_covar)
 
 
-def random_tvlg(T, dX, dU, rng):
+def random_tvlg(T: int, dX: int, dU: int, rng: np.random.Generator):
     """Generate arbitrarily random linear gaussian dynamics."""
     Fm = rng.normal(size=(T, dX, dX + dU))
     fv = rng.normal(size=(T, dX))