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A prioritized sampling tool.

Project description

# Priority Memory

A prioritized sampling tool for priority memory replay.

The implementation is based on sum tree, or segmentation tree.

- Set the priority of each sample at anytime.
- When you do not know the priority of the sample, you can append
them to the buffer, and they will show up in the next sampling batch.
- When the buffer is full, drop the samples with lowest priority.

The time complexity for sampling a batch with batch size m
from a dataset with n samples is O(mlogn), for setting priority
for the batch is O(mlogn).


# Usage

> pip install priority_memory

```python

from priority_memory import FastPriorReplayBuffer

buffer = FastPriorReplayBuffer(8000)
buffer.append(features=[0.1, 0.1, 0.1], prior=1)
buffer.append(features=[0.2, 0.2, 0.2], prior=2)
buffer.append(features=[0.3, 0.3, 0.3], prior=3)
buffer.append(features=[0.4, 0.4, 0.4], prior=4)
indexes, data, weights = buffer.sample_with_weights(batch_size=2)

mae = [10, 20]
buffer.set_weights(indexes, mae)

```

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