[Feature] Add optional Explained Variance logging (#3010)

Co-authored-by: Oswald Zink <[email protected]>

Author: NTR0314

torchrl/objectives/ppo.py

@@ -104,6 +104,9 @@ class PPOLoss(LossModule):
             * **Scalar**: one value applied to the summed entropy of every action head.
             * **Mapping** ``{head_name: coef}`` gives an individual coefficient for each action-head's entropy.
             Defaults to ``0.01``.
+        log_explained_variance (bool, optional): if ``True``, the explained variance of the critic
+            predictions w.r.t. value targets will be computed and logged as ``"explained_variance"``.
+            This can help monitor critic quality during training. Best possible score is 1.0, lower values are worse. Defaults to ``True``.
         critic_coef (scalar, optional): critic loss multiplier when computing the total
             loss. Defaults to ``1.0``. Set ``critic_coef`` to ``None`` to exclude the value
             loss from the forward outputs.
@@ -349,6 +352,7 @@ def __init__(
         entropy_bonus: bool = True,
         samples_mc_entropy: int = 1,
         entropy_coeff: float | Mapping[str, float] = 0.01,
+        log_explained_variance: bool = True,
         critic_coef: float | None = None,
         loss_critic_type: str = "smooth_l1",
         normalize_advantage: bool = False,
@@ -413,6 +417,7 @@ def __init__(
             self.critic_network_params = None
             self.target_critic_network_params = None
 
+        self.log_explained_variance = log_explained_variance
         self.samples_mc_entropy = samples_mc_entropy
         self.entropy_bonus = entropy_bonus
         self.separate_losses = separate_losses
@@ -745,6 +750,16 @@ def loss_critic(self, tensordict: TensorDictBase) -> torch.Tensor:
                 self.loss_critic_type,
             )
 
+        explained_variance = None
+        if self.log_explained_variance:
+            with torch.no_grad():                               # <‑‑ break grad‐flow
+                tgt   = target_return.detach()
+                pred  = state_value.detach()
+                eps   = torch.finfo(tgt.dtype).eps
+                resid = torch.var(tgt - pred, unbiased=False, dim=0)
+                total = torch.var(tgt, unbiased=False, dim=0)
+                explained_variance = 1.0 - resid / (total + eps)
+
         self._clear_weakrefs(
             tensordict,
             "actor_network_params",
@@ -753,8 +768,8 @@ def loss_critic(self, tensordict: TensorDictBase) -> torch.Tensor:
             "target_critic_network_params",
         )
         if self._has_critic:
-            return self.critic_coef * loss_value, clip_fraction
-        return loss_value, clip_fraction
+            return self.critic_coef * loss_value, clip_fraction, explained_variance
+        return loss_value, clip_fraction, explained_variance
 
     @property
     @_cache_values
@@ -804,10 +819,12 @@ def forward(self, tensordict: TensorDictBase) -> TensorDictBase:
                 td_out.set("entropy", entropy.detach().mean())  # for logging
             td_out.set("loss_entropy", self._weighted_loss_entropy(entropy))
         if self._has_critic:
-            loss_critic, value_clip_fraction = self.loss_critic(tensordict)
+            loss_critic, value_clip_fraction, explained_variance = self.loss_critic(tensordict)
             td_out.set("loss_critic", loss_critic)
             if value_clip_fraction is not None:
                 td_out.set("value_clip_fraction", value_clip_fraction)
+            if explained_variance is not None:
+                td_out.set("explained_variance", explained_variance)
         td_out = td_out.named_apply(
             lambda name, value: _reduce(value, reduction=self.reduction).squeeze(-1)
             if name.startswith("loss_")
@@ -1172,10 +1189,12 @@ def forward(self, tensordict: TensorDictBase) -> TensorDictBase:
                 td_out.set("entropy", entropy.detach().mean())  # for logging
             td_out.set("loss_entropy", self._weighted_loss_entropy(entropy))
         if self._has_critic:
-            loss_critic, value_clip_fraction = self.loss_critic(tensordict)
+            loss_critic, value_clip_fraction, explained_variance = self.loss_critic(tensordict)
             td_out.set("loss_critic", loss_critic)
             if value_clip_fraction is not None:
                 td_out.set("value_clip_fraction", value_clip_fraction)
+            if explained_variance is not None:
+                td_out.set("explained_variance", explained_variance)
 
         td_out.set("ESS", _reduce(ess, self.reduction) / batch)
         td_out = td_out.named_apply(
@@ -1518,10 +1537,12 @@ def forward(self, tensordict: TensorDictBase) -> TensorDict:
                 td_out.set("entropy", entropy.detach().mean())  # for logging
             td_out.set("loss_entropy", self._weighted_loss_entropy(entropy))
         if self._has_critic:
-            loss_critic, value_clip_fraction = self.loss_critic(tensordict_copy)
+            loss_critic, value_clip_fraction, explained_variance = self.loss_critic(tensordict_copy)
             td_out.set("loss_critic", loss_critic)
             if value_clip_fraction is not None:
                 td_out.set("value_clip_fraction", value_clip_fraction)
+            if explained_variance is not None:
+                td_out.set("explained_variance", explained_variance)
         td_out = td_out.named_apply(
             lambda name, value: _reduce(value, reduction=self.reduction).squeeze(-1)
             if name.startswith("loss_")