The current environment setup produces error AttributeError: module 'tf_agents.policies.py_policy' has no attribute 'Base'. This seems to be caused by the incompatibility between tensorflow==2.2.0 and tf-agents==0.4.0.
My suggestion is to update tf-agents==0.4.0 to tf-agents==0.5.0 and add cloudpickle==1.4.1, which work on my end.