return [vals[n.name] for n in graph.output]
if __name__ == "__main__":
# It seems that there are several ONNX proto versions (you had one job!) but
# this implementation works with at least this one mnist example file.
url = ('https://github.com/onnx/models/blob/'
'81c4779096d1205edd0b809e191a924c58c38fef/'
'mnist/model.onnx?raw=true')
download = urlopen(url).read()
if hashlib.md5(download).hexdigest() != 'bc8ad9bd19c5a058055dc18d0f089dad':
print("onnx file checksum mismatch")
sys.exit(1)
model = onnx.load(StringIO(download))
predict = lambda inputs: interpret_onnx(model.graph, inputs)[0]
# Run inference in Numpy-backed interpreter
print("interpreted:")
print(predict(np.ones((1, 1, 28, 28))))
# JIT compile to XLA device, run inference on device
compiled_predict = jit(predict)
print("compiled:")
print(compiled_predict(np.ones((1, 1, 28, 28))))
# The interpreter is differentiable too! Even the compiled one:
fun = lambda inputs: np.sum(compiled_predict(inputs))
print("a derivative with respect to inputs:")
print(grad(fun)(np.ones((1, 1, 28, 28)))[..., :3, :3])
def training_loop(env=None,
epochs=EPOCHS,
policy_and_value_net_fun=None,
policy_and_value_optimizer_fun=None,
batch_size=BATCH_TRAJECTORIES,
num_optimizer_steps=NUM_OPTIMIZER_STEPS,
print_every_optimizer_steps=PRINT_EVERY_OPTIMIZER_STEP,
target_kl=0.01,
boundary=20,
max_timestep=None,
max_timestep_eval=20000,
random_seed=None,
gamma=GAMMA,
lambda_=LAMBDA,
epsilon=EPSILON,
c1=1.0,
c2=0.01,
output_dir=None,
eval_every_n=1000,
eval_env=None,
done_frac_for_policy_save=0.5,
enable_early_stopping=True):
"""Runs the training loop for PPO, with fixed policy and value nets."""
assert env
assert output_dir
gfile.makedirs(output_dir)
# Create summary writers and history.
train_sw = jaxboard.SummaryWriter(os.path.join(output_dir, "train"))
eval_sw = jaxboard.SummaryWriter(os.path.join(output_dir, "eval"))
jax_rng_key = trax.get_random_number_generator_and_set_seed(random_seed)
# Batch Observations Shape = [-1, -1] + OBS, because we will eventually call
# policy and value networks on shape [B, T] +_OBS
batch_observations_shape = (-1, -1) + env.observation_space.shape
assert isinstance(env.action_space, gym.spaces.Discrete)
num_actions = env.action_space.n
jax_rng_key, key1 = jax_random.split(jax_rng_key, num=2)
# Initialize the policy and value network.
policy_and_value_net_params, policy_and_value_net_apply = (
policy_and_value_net_fun(key1, batch_observations_shape, num_actions))
# Maybe restore the policy params. If there is nothing to restore, then
# iteration = 0 and policy_and_value_net_params are returned as is.
restore, policy_and_value_net_params, iteration = (maybe_restore_params(
output_dir, policy_and_value_net_params))
if restore:
logging.info("Restored parameters from iteration [%d]", iteration)
# We should start from the next iteration.
iteration += 1
policy_and_value_net_apply = jit(policy_and_value_net_apply)
# Initialize the optimizers.
policy_and_value_optimizer = (
policy_and_value_optimizer_fun(policy_and_value_net_params))
(policy_and_value_opt_state, policy_and_value_opt_update,
policy_and_value_get_params) = policy_and_value_optimizer
num_trajectories_done = 0
for i in range(iteration, epochs):
# Params we'll use to collect the trajectories.
policy_and_value_net_params = policy_and_value_get_params(
policy_and_value_opt_state)
# A function to get the policy and value predictions.
def get_predictions(observations, rng=None):
"""Returns log-probs, value predictions and key back."""
key, key1 = jax_random.split(rng, num=2)
log_probs, value_preds = policy_and_value_net_apply(
observations, policy_and_value_net_params, rng=key1)
return log_probs, value_preds, key
# Evaluate the policy.
if (i % eval_every_n == 0) or (i == epochs - 1):
jax_rng_key, key = jax_random.split(jax_rng_key, num=2)
logging.vlog(1, "Epoch [% 6d] evaluating policy.", i)
avg_reward = evaluate_policy(eval_env,
get_predictions,
boundary,
max_timestep=max_timestep_eval,
rng=key)
for k, v in avg_reward.items():
eval_sw.scalar("eval/mean_reward/%s" % k, v, step=i)
logging.info("Epoch [% 6d] Policy Evaluation [%s] = %10.2f", i,
k, v)
t = time.time()
logging.vlog(1, "Epoch [% 6d] collecting trajectories.", i)
jax_rng_key, key = jax_random.split(jax_rng_key)
trajs, num_done = collect_trajectories(
env,
policy_fun=get_predictions,
num_trajectories=batch_size,
max_timestep=max_timestep,
boundary=boundary,
rng=key,
reset=(i == 0) or restore,
epsilon=(10.0 / (i + 10.0))) # this is a different epsilon.
# Save parameters every time we see the end of atleast a fraction of batch
# number of trajectories that are done (not completed -- completed includes
# truncated and done).
# Or if this is the last iteration.
num_trajectories_done += num_done
if ((num_trajectories_done >= done_frac_for_policy_save * batch_size)
or (i == epochs - 1)):
logging.vlog(1, "Epoch [% 6d] saving model.", i)
params_file = os.path.join(output_dir, "model-%06d.pkl" % i)
with gfile.GFile(params_file, "wb") as f:
pickle.dump(policy_and_value_net_params, f)
# Reset this number.
num_trajectories_done = 0
logging.vlog(1, "Collecting trajectories took %0.2f msec.",
get_time(t))
avg_reward = float(sum(np.sum(traj[2]) for traj in trajs)) / len(trajs)
max_reward = max(np.sum(traj[2]) for traj in trajs)
min_reward = min(np.sum(traj[2]) for traj in trajs)
train_sw.scalar("train/mean_reward", avg_reward, step=i)
logging.vlog(1,
"Rewards avg=[%0.2f], max=[%0.2f], min=[%0.2f], all=%s",
avg_reward, max_reward, min_reward,
[float(np.sum(traj[2])) for traj in trajs])
logging.vlog(
1, "Trajectory Length average=[%0.2f], max=[%0.2f], min=[%0.2f]",
float(sum(len(traj[0]) for traj in trajs)) / len(trajs),
max(len(traj[0]) for traj in trajs),
min(len(traj[0]) for traj in trajs))
logging.vlog(2, "Trajectory Lengths: %s",
[len(traj[0]) for traj in trajs])
t = time.time()
(_, reward_mask, padded_observations, padded_actions,
padded_rewards) = pad_trajectories(trajs, boundary=boundary)
logging.vlog(1, "Padding trajectories took %0.2f msec.", get_time(t))
logging.vlog(1, "Padded Observations' shape [%s]",
str(padded_observations.shape))
logging.vlog(1, "Padded Actions' shape [%s]",
str(padded_actions.shape))
logging.vlog(1, "Padded Rewards' shape [%s]",
str(padded_rewards.shape))
# Calculate log-probabilities and value predictions of the trajectories.
# We'll pass these to the loss functions so as to not get recomputed.
# NOTE:
# There is a slight problem here, if the policy network contains
# stochasticity in the log-probabilities (ex: dropout), then calculating
# these again here is not going to be correct and should be done in the
# collect function.
jax_rng_key, key = jax_random.split(jax_rng_key)
log_probabs_traj, value_predictions_traj, _ = get_predictions(
padded_observations, rng=key)
# Some assertions.
B, T = padded_actions.shape # pylint: disable=invalid-name
assert (B, T) == padded_rewards.shape
assert (B, T) == reward_mask.shape
assert (B, T + 1) == padded_observations.shape[:2]
assert (B, T +
1) + env.observation_space.shape == padded_observations.shape
# Linear annealing from 0.1 to 0.0
# epsilon_schedule = epsilon if epochs == 1 else epsilon * (1.0 -
# (i /
# (epochs - 1)))
# Constant epsilon.
epsilon_schedule = epsilon
# Compute value and ppo losses.
cur_value_loss, cur_ppo_loss, cur_combined_loss = None, None, None
jax_rng_key, key1 = jax_random.split(jax_rng_key, num=2)
logging.vlog(2, "Starting to compute P&V loss.")
t = time.time()
cur_combined_loss, cur_ppo_loss, cur_value_loss, entropy_bonus = (
combined_loss(policy_and_value_net_params,
log_probabs_traj,
value_predictions_traj,
policy_and_value_net_apply,
padded_observations,
padded_actions,
padded_rewards,
reward_mask,
gamma=gamma,
lambda_=lambda_,
epsilon=epsilon_schedule,
c1=c1,
c2=c2,
rng=key1))
logging.vlog(
1,
"Calculating P&V loss [%10.2f(%10.2f, %10.2f, %10.2f)] took %0.2f msec.",
cur_combined_loss, cur_value_loss, cur_ppo_loss, entropy_bonus,
get_time(t))
jax_rng_key, key1 = jax_random.split(jax_rng_key, num=2)
if policy_and_value_net_apply:
logging.vlog(1, "Policy and Value Optimization")
t1 = time.time()
keys = jax_random.split(key1, num=num_optimizer_steps)
for j in range(num_optimizer_steps):
k1, k2, k3 = jax_random.split(keys[j], num=3)
t = time.time()
# Update the optimizer state.
policy_and_value_opt_state = policy_and_value_opt_step(
j,
policy_and_value_opt_state,
policy_and_value_opt_update,
policy_and_value_get_params,
policy_and_value_net_apply,
log_probabs_traj,
value_predictions_traj,
padded_observations,
padded_actions,
padded_rewards,
reward_mask,
c1=c1,
c2=c2,
gamma=gamma,
lambda_=lambda_,
epsilon=epsilon_schedule,
rng=k1)
# Compute the approx KL for early stopping.
new_policy_and_value_net_params = policy_and_value_get_params(
policy_and_value_opt_state)
log_probab_actions_new, _ = policy_and_value_net_apply(
padded_observations,
new_policy_and_value_net_params,
rng=k2)
approx_kl = approximate_kl(log_probab_actions_new,
log_probabs_traj, reward_mask)
early_stopping = enable_early_stopping and approx_kl > 1.5 * target_kl
if early_stopping:
logging.vlog(
1,
"Early stopping policy and value optimization at iter: %d, "
"with approx_kl: %0.2f", j, approx_kl)
# We don't return right-away, we want the below to execute on the last
# iteration.
t2 = time.time()
if (((j + 1) % print_every_optimizer_steps == 0)
or (j == num_optimizer_steps - 1) or early_stopping):
# Compute and log the loss.
(loss_combined, loss_ppo, loss_value,
entropy_bonus) = (combined_loss(
new_policy_and_value_net_params,
log_probabs_traj,
value_predictions_traj,
policy_and_value_net_apply,
padded_observations,
padded_actions,
padded_rewards,
reward_mask,
gamma=gamma,
lambda_=lambda_,
epsilon=epsilon_schedule,
c1=c1,
c2=c2,
rng=k3))
logging.vlog(
1, "One Policy and Value grad desc took: %0.2f msec",
get_time(t, t2))
logging.vlog(
1,
"Combined Loss(value, ppo, entropy_bonus) [%10.2f] ->"
" [%10.2f(%10.2f,%10.2f,%10.2f)]", cur_combined_loss,
loss_combined, loss_value, loss_ppo, entropy_bonus)
if early_stopping:
break
logging.vlog(1, "Total Combined Loss reduction [%0.2f]%%",
(100 * (cur_combined_loss - loss_combined) /
np.abs(cur_combined_loss)))
logging.info(
"Epoch [% 6d], Reward[min, max, avg] [%5.2f,%5.2f,%5.2f], Combined"
" Loss(value, ppo, entropy) [%2.5f(%2.5f,%2.5f,%2.5f)], took "
"[%2.5f msec].", i, min_reward, max_reward,
avg_reward, loss_combined, loss_value, loss_ppo, entropy_bonus,
get_time(t1))
restore = False
def f(x1):
x2 = jnp.sin(x1)
x3 = jnp.sin(x2)
x4 = jnp.sin(x3)
return jnp.sum(x4)
def g_fn(R):
dim = R.shape[-1]
mask = 1 - jnp.eye(R.shape[0], dtype=R.dtype)
return jnp.sum(mask[:, :, jnp.newaxis] *
pairwise(d(R, R), dim), axis=(1,))
def f(c, a): b = np.sin(c * np.sum(np.cos(d * a))) c = 0.9 * np.cos(d * np.sum(np.sin(c * a))) return c, b
def kinetic_energy(V, mass=1.0):
"""Computes the kinetic energy of a system with some velocities."""
return 0.5 * np.sum(mass * V**2)
def nonbonded_v3(
conf,
params,
box,
lamb,
charge_rescale_mask,
lj_rescale_mask,
beta,
cutoff,
lambda_plane_idxs,
lambda_offset_idxs,
runtime_validate=True,
):
"""Lennard-Jones + Coulomb, with a few important twists:
* distances are computed in 4D, controlled by lambda, lambda_plane_idxs, lambda_offset_idxs
* each pairwise LJ and Coulomb term can be multiplied by an adjustable rescale_mask parameter
* Coulomb terms are multiplied by erfc(beta * distance)
Parameters
----------
conf : (N, 3) or (N, 4) np.array
3D or 4D coordinates
if 3D, will be converted to 4D using (x,y,z) -> (x,y,z,w)
where w = cutoff * (lambda_plane_idxs + lambda_offset_idxs * lamb)
params : (N, 3) np.array
columns [charges, sigmas, epsilons], one row per particle
box : Optional 3x3 np.array
lamb : float
charge_rescale_mask : (N, N) np.array
the Coulomb contribution of pair (i,j) will be multiplied by charge_rescale_mask[i,j]
lj_rescale_mask : (N, N) np.array
the Lennard-Jones contribution of pair (i,j) will be multiplied by lj_rescale_mask[i,j]
beta : float
the charge product q_ij will be multiplied by erfc(beta*d_ij)
cutoff : Optional float
a pair of particles (i,j) will be considered non-interacting if the distance d_ij
between their 4D coordinates exceeds cutoff
lambda_plane_idxs : Optional (N,) np.array
lambda_offset_idxs : Optional (N,) np.array
runtime_validate: bool
check whether beta is compatible with cutoff
(if True, this function will currently not play nice with Jax JIT)
TODO: is there a way to conditionally print a runtime warning inside
of a Jax JIT-compiled function, without triggering a Jax ConcretizationTypeError?
Returns
-------
energy : float
References
----------
* Rodinger, Howell, Pomès, 2005, J. Chem. Phys. "Absolute free energy calculations by thermodynamic integration in four spatial
dimensions" https://aip.scitation.org/doi/abs/10.1063/1.1946750
* Darden, York, Pedersen, 1993, J. Chem. Phys. "Particle mesh Ewald: An N log(N) method for Ewald sums in large
systems" https://aip.scitation.org/doi/abs/10.1063/1.470117
* Coulomb interactions are treated using the direct-space contribution from eq 2
"""
if runtime_validate:
assert (charge_rescale_mask == charge_rescale_mask.T).all()
assert (lj_rescale_mask == lj_rescale_mask.T).all()
N = conf.shape[0]
if conf.shape[-1] == 3:
conf = convert_to_4d(conf, lamb, lambda_plane_idxs, lambda_offset_idxs,
cutoff)
# make 4th dimension of box large enough so its roughly aperiodic
if box is not None:
if box.shape[-1] == 3:
box_4d = np.eye(4) * 1000
box_4d = index_update(box_4d, index[:3, :3], box)
else:
box_4d = box
else:
box_4d = None
box = box_4d
charges = params[:, 0]
sig = params[:, 1]
eps = params[:, 2]
sig_i = np.expand_dims(sig, 0)
sig_j = np.expand_dims(sig, 1)
sig_ij = sig_i + sig_j
eps_i = np.expand_dims(eps, 0)
eps_j = np.expand_dims(eps, 1)
eps_ij = eps_i * eps_j
dij = distance(conf, box)
keep_mask = np.ones((N, N)) - np.eye(N)
keep_mask = np.where(eps_ij != 0, keep_mask, 0)
if cutoff is not None:
if runtime_validate:
validate_coulomb_cutoff(cutoff, beta, threshold=1e-2)
eps_ij = np.where(dij < cutoff, eps_ij, 0)
# (ytz): this avoids a nan in the gradient in both jax and tensorflow
sig_ij = np.where(keep_mask, sig_ij, 0)
eps_ij = np.where(keep_mask, eps_ij, 0)
inv_dij = 1 / dij
inv_dij = np.where(np.eye(N), 0, inv_dij)
sig2 = sig_ij * inv_dij
sig2 *= sig2
sig6 = sig2 * sig2 * sig2
eij_lj = 4 * eps_ij * (sig6 - 1.0) * sig6
eij_lj = np.where(keep_mask, eij_lj, 0)
qi = np.expand_dims(charges, 0) # (1, N)
qj = np.expand_dims(charges, 1) # (N, 1)
qij = np.multiply(qi, qj)
# (ytz): trick used to avoid nans in the diagonal due to the 1/dij term.
keep_mask = 1 - np.eye(N)
qij = np.where(keep_mask, qij, 0)
dij = np.where(keep_mask, dij, 0)
# funny enough lim_{x->0} erfc(x)/x = 0
eij_charge = np.where(keep_mask,
qij * erfc(beta * dij) * inv_dij,
0) # zero out diagonals
if cutoff is not None:
eij_charge = np.where(dij > cutoff, 0, eij_charge)
eij_total = eij_lj * lj_rescale_mask + eij_charge * charge_rescale_mask
return np.sum(eij_total / 2)
def harmonic_bond(conf, params): return np.sum(conf * params)
def train_epoch(self, evaluate=True):
"""Train one PPO epoch."""
epoch_start_time = time.time()
# Evaluate the policy.
policy_eval_start_time = time.time()
if evaluate and (self._epoch + 1) % self._eval_every_n == 0:
self._rng, key = jax_random.split(self._rng, num=2)
self.evaluate()
policy_eval_time = ppo.get_time(policy_eval_start_time)
trajectory_collection_start_time = time.time()
logging.vlog(1, 'PPO epoch [% 6d]: collecting trajectories.',
self._epoch)
self._rng, key = jax_random.split(self._rng)
trajs, _, timing_info, self._model_state = self.collect_trajectories(
train=True, temperature=1.0)
trajs = [(t[0], t[1], t[2], t[4]) for t in trajs]
self._should_reset = False
trajectory_collection_time = ppo.get_time(
trajectory_collection_start_time)
logging.vlog(1, 'Collecting trajectories took %0.2f msec.',
trajectory_collection_time)
rewards = np.array([np.sum(traj[2]) for traj in trajs])
avg_reward = np.mean(rewards)
std_reward = np.std(rewards)
max_reward = np.max(rewards)
min_reward = np.min(rewards)
self._log('train', 'train/reward_mean_truncated', avg_reward)
if evaluate and not self._separate_eval:
metrics = {'raw': {1.0: {'mean': avg_reward, 'std': std_reward}}}
ppo.write_eval_reward_summaries(metrics, self._log, self._epoch)
logging.vlog(1,
'Rewards avg=[%0.2f], max=[%0.2f], min=[%0.2f], all=%s',
avg_reward, max_reward, min_reward,
[float(np.sum(traj[2])) for traj in trajs])
logging.vlog(
1, 'Trajectory Length average=[%0.2f], max=[%0.2f], min=[%0.2f]',
float(sum(len(traj[0]) for traj in trajs)) / len(trajs),
max(len(traj[0]) for traj in trajs),
min(len(traj[0]) for traj in trajs))
logging.vlog(2, 'Trajectory Lengths: %s',
[len(traj[0]) for traj in trajs])
preprocessing_start_time = time.time()
(padded_observations, padded_actions, padded_rewards, reward_mask,
padded_infos) = self._preprocess_trajectories(trajs)
preprocessing_time = ppo.get_time(preprocessing_start_time)
logging.vlog(1, 'Preprocessing trajectories took %0.2f msec.',
ppo.get_time(preprocessing_start_time))
logging.vlog(1, 'Padded Observations\' shape [%s]',
str(padded_observations.shape))
logging.vlog(1, 'Padded Actions\' shape [%s]',
str(padded_actions.shape))
logging.vlog(1, 'Padded Rewards\' shape [%s]',
str(padded_rewards.shape))
# Some assertions.
B, RT = padded_rewards.shape # pylint: disable=invalid-name
B, AT = padded_actions.shape # pylint: disable=invalid-name
assert (B, RT) == reward_mask.shape
assert B == padded_observations.shape[0]
log_prob_recompute_start_time = time.time()
# TODO(pkozakowski): The following commented out code collects the network
# predictions made while stepping the environment and uses them in PPO
# training, so that we can use non-deterministic networks (e.g. with
# dropout). This does not work well with serialization, so instead we
# recompute all network predictions. Let's figure out a solution that will
# work with both serialized sequences and non-deterministic networks.
# assert ('log_prob_actions' in padded_infos and
# 'value_predictions' in padded_infos)
# These are the actual log-probabs and value predictions seen while picking
# the actions.
# actual_log_probabs_traj = padded_infos['log_prob_actions']
# actual_value_predictions_traj = padded_infos['value_predictions']
# assert (B, T, C) == actual_log_probabs_traj.shape[:3]
# A = actual_log_probabs_traj.shape[3] # pylint: disable=invalid-name
# assert (B, T, 1) == actual_value_predictions_traj.shape
del padded_infos
# TODO(afrozm): log-probabs doesn't need to be (B, T+1, C, A) it can do with
# (B, T, C, A), so make that change throughout.
# NOTE: We don't have the log-probabs and value-predictions for the last
# observation, so we re-calculate for everything, but use the original ones
# for all but the last time-step.
self._rng, key = jax_random.split(self._rng)
(log_probabs_traj,
value_predictions_traj) = (self._policy_and_value_net_apply(
padded_observations,
params=self._policy_and_value_net_params,
state=self._model_state,
rng=key,
))
assert (B, AT) == log_probabs_traj.shape[:2]
assert (B, AT) == value_predictions_traj.shape
# TODO(pkozakowski): Commented out for the same reason as before.
# Concatenate the last time-step's log-probabs and value predictions to the
# actual log-probabs and value predictions and use those going forward.
# log_probabs_traj = np.concatenate(
# (actual_log_probabs_traj, log_probabs_traj[:, -1:, :]), axis=1)
# value_predictions_traj = np.concatenate(
# (actual_value_predictions_traj, value_predictions_traj[:, -1:, :]),
# axis=1)
log_prob_recompute_time = ppo.get_time(log_prob_recompute_start_time)
# Compute value and ppo losses.
self._rng, key1 = jax_random.split(self._rng, num=2)
logging.vlog(2, 'Starting to compute P&V loss.')
loss_compute_start_time = time.time()
(cur_combined_loss, component_losses, summaries,
self._model_state) = (ppo.combined_loss(
self._policy_and_value_net_params,
log_probabs_traj,
value_predictions_traj,
self._policy_and_value_net_apply,
padded_observations,
padded_actions,
self._rewards_to_actions,
padded_rewards,
reward_mask,
nontrainable_params=self._nontrainable_params,
state=self._model_state,
rng=key1))
loss_compute_time = ppo.get_time(loss_compute_start_time)
(cur_ppo_loss, cur_value_loss, cur_entropy_bonus) = component_losses
logging.vlog(
1,
'Calculating P&V loss [%10.2f(%10.2f, %10.2f, %10.2f)] took %0.2f msec.',
cur_combined_loss, cur_ppo_loss, cur_value_loss, cur_entropy_bonus,
ppo.get_time(loss_compute_start_time))
self._rng, key1 = jax_random.split(self._rng, num=2)
logging.vlog(1, 'Policy and Value Optimization')
optimization_start_time = time.time()
keys = jax_random.split(key1, num=self._n_optimizer_steps)
opt_step = 0
opt_batch_size = min(self._optimizer_batch_size, B)
index_batches = ppo.shuffled_index_batches(dataset_size=B,
batch_size=opt_batch_size)
for (index_batch, key) in zip(index_batches, keys):
k1, k2, k3 = jax_random.split(key, num=3)
t = time.time()
# Update the optimizer state on the sampled minibatch.
self._policy_and_value_opt_state, self._model_state = (
ppo.policy_and_value_opt_step(
# We pass the optimizer slots between PPO epochs, so we need to
# pass the optimization step as well, so for example the
# bias-correction in Adam is calculated properly. Alternatively we
# could reset the slots and the step in every PPO epoch, but then
# the moment estimates in adaptive optimizers would never have
# enough time to warm up. So it makes sense to reuse the slots,
# even though we're optimizing a different loss in every new
# epoch.
self._total_opt_step,
self._policy_and_value_opt_state,
self._policy_and_value_opt_update,
self._policy_and_value_get_params,
self._policy_and_value_net_apply,
log_probabs_traj[index_batch],
value_predictions_traj[index_batch],
padded_observations[index_batch],
padded_actions[index_batch],
self._rewards_to_actions,
padded_rewards[index_batch],
reward_mask[index_batch],
nontrainable_params=self._nontrainable_params,
state=self._model_state,
rng=k1))
opt_step += 1
self._total_opt_step += 1
# Compute the approx KL for early stopping. Use the whole dataset - as we
# only do inference, it should fit in the memory.
(log_probab_actions_new, _) = (self._policy_and_value_net_apply(
padded_observations,
params=self._policy_and_value_net_params,
state=self._model_state,
rng=k2))
action_mask = np.dot(np.pad(reward_mask, ((0, 0), (0, 1))),
self._rewards_to_actions)
approx_kl = ppo.approximate_kl(log_probab_actions_new,
log_probabs_traj, action_mask)
early_stopping = approx_kl > 1.5 * self._target_kl
if early_stopping:
logging.vlog(
1,
'Early stopping policy and value optimization after %d steps, '
'with approx_kl: %0.2f', opt_step, approx_kl)
# We don't return right-away, we want the below to execute on the last
# iteration.
t2 = time.time()
if (opt_step % self._print_every_optimizer_steps == 0
or opt_step == self._n_optimizer_steps or early_stopping):
# Compute and log the loss.
(combined_loss, component_losses, _,
self._model_state) = (ppo.combined_loss(
self._policy_and_value_net_params,
log_probabs_traj,
value_predictions_traj,
self._policy_and_value_net_apply,
padded_observations,
padded_actions,
self._rewards_to_actions,
padded_rewards,
reward_mask,
nontrainable_params=self._nontrainable_params,
state=self._model_state,
rng=k3))
logging.vlog(
1, 'One Policy and Value grad desc took: %0.2f msec',
ppo.get_time(t, t2))
(ppo_loss, value_loss, entropy_bonus) = component_losses
logging.vlog(
1, 'Combined Loss(value, ppo, entropy_bonus) [%10.2f] ->'
' [%10.2f(%10.2f,%10.2f,%10.2f)]', cur_combined_loss,
combined_loss, ppo_loss, value_loss, entropy_bonus)
if early_stopping:
break
optimization_time = ppo.get_time(optimization_start_time)
logging.vlog(
1, 'Total Combined Loss reduction [%0.2f]%%',
(100 *
(cur_combined_loss - combined_loss) / np.abs(cur_combined_loss)))
summaries.update({
'n_optimizer_steps': opt_step,
'approx_kl': approx_kl,
})
for (name, value) in summaries.items():
self._log('train', 'train/{}'.format(name), value)
logging.info(
'PPO epoch [% 6d], Reward[min, max, avg] [%5.2f,%5.2f,%5.2f], Combined'
' Loss(ppo, value, entropy) [%2.5f(%2.5f,%2.5f,%2.5f)]',
self._epoch, min_reward, max_reward, avg_reward, combined_loss,
ppo_loss, value_loss, entropy_bonus)
# Bump the epoch counter before saving a checkpoint, so that a call to
# save() after the training loop is a no-op if a checkpoint was saved last
# epoch - otherwise it would bump the epoch counter on the checkpoint.
last_epoch = self._epoch
self._epoch += 1
# Save parameters every time we see the end of at least a fraction of batch
# number of trajectories that are done (not completed -- completed includes
# truncated and done).
# Also don't save too frequently, enforce a minimum gap.
policy_save_start_time = time.time()
# TODO(afrozm): Refactor to trax.save_trainer_state.
if (self._n_trajectories_done >=
self._done_frac_for_policy_save * self.train_env.batch_size
and self._epoch % self._save_every_n == 0) or self._async_mode:
self.save()
policy_save_time = ppo.get_time(policy_save_start_time)
epoch_time = ppo.get_time(epoch_start_time)
timing_dict = {
'epoch': epoch_time,
'policy_eval': policy_eval_time,
'trajectory_collection': trajectory_collection_time,
'preprocessing': preprocessing_time,
'log_prob_recompute': log_prob_recompute_time,
'loss_compute': loss_compute_time,
'optimization': optimization_time,
'policy_save': policy_save_time,
}
timing_dict.update(timing_info)
if self._should_write_summaries:
for k, v in timing_dict.items():
self._timing_sw.scalar('timing/%s' % k, v, step=last_epoch)
max_key_len = max(len(k) for k in timing_dict)
timing_info_list = [
'%s : % 10.2f' % (k.rjust(max_key_len + 1), v)
for k, v in sorted(timing_dict.items())
]
logging.info('PPO epoch [% 6d], Timings: \n%s', last_epoch,
'\n'.join(timing_info_list))
# Flush summary writers once in a while.
if self._epoch % 1000 == 0:
self.flush_summaries()
def loss(params, inputs, labels):
predictions = predict_fn(params, inputs)
return -jnp.mean(jnp.sum(predictions * labels, axis=1))
def pmds_MAP(
p_dists,
n_samples,
n_components=2,
batch_size=0,
random_state=42,
lr=1e-3,
epochs=20,
debug_D_squareform=None,
fixed_points=[],
init_mu=None,
hard_fix=False,
method="MAP",
):
"""Probabilistic MDS according to Hefner model 1958.
Parameters
----------
p_dists : list(float) or list(tuple(int, int, float))
List of input pairwise distances.
Can be a list of scalar [d_{ij}],
or a list of pairwise distances with indices [(i, j), d_{ij}]
n_samples : int
Number of points in the dataset.
n_components : int, defaults to 2
Number of output dimensions in the LD space
Now only accept 2 or 4.
batch_size : int, defaults to 0 meaning that to use all pairs in a batch
Number of pairs processed in parallel using jax.vmap
random_state : int, defaults to 42
random_state for jax random generator for params initialization
lr : float, defaults to 1e-3
learning rate for standard SGD
epochs : int, defaults to 20
Number of epochs
fixed_points: list(tuple(int, float, float)), defaults to []
list of fixed points (index, x, y)
init_mu: ndarray[float], (n_samples, n_components), defaults to None
initial position for the embedding
Returns:
--------
mu : ndarray (n_samples, n_components)
Location estimation for points in LD space.
ss : ndarray (n_samples,)
Sigma square, variance estimation for each point.
all_loss : list of float
List of loss values for each iteration.
"""
assert n_components in [2, 4]
# init mu and sigma square. Transform unconstrained sigma square `ss_unc` to `ss`.
# https://github.com/tensorflow/probability/issues/703
key_m, key_s = jax.random.split(jax.random.PRNGKey(random_state))
# ss_unc = jax.random.normal(key_s, (n_samples,))
ss_unc = jnp.ones((n_samples, ))
if init_mu is not None and init_mu.shape == (n_samples, n_components):
mu = jnp.array(init_mu)
else:
mu = jax.random.normal(key_m, (n_samples, n_components))
# fixed points
if fixed_points:
fixed_indices = [p[0] for p in fixed_points]
fixed_pos = jnp.array([[p[1], p[2]] for p in fixed_points])
mu = jax.ops.index_update(mu, fixed_indices, fixed_pos)
ss_unc = jax.ops.index_update(ss_unc, fixed_indices, EPSILON)
# patch pairwise distances and indices of each pairs together
if isinstance(p_dists[0], float):
all_pairs = list(combinations(range(n_samples), 2))
assert len(p_dists) == len(all_pairs)
dists_with_indices = list(zip(p_dists, all_pairs))
else:
dists_with_indices = p_dists
all_loss = []
for epoch in range(epochs):
# shuffle the observed pairs in each epoch
batch = random.sample(dists_with_indices, k=len(p_dists))
# unpatch pairwise distances and indices of points in each pair
dists, pair_indices = list(zip(*batch))
i0, i1 = list(zip(*pair_indices))
i0, i1 = list(i0), list(i1)
# get the params for related indices from global `mu` and `ss`
mu_i, mu_j = mu[i0], mu[i1]
ss_i = EPSILON + jax.nn.softplus(SCALE * ss_unc[i0])
ss_j = EPSILON + jax.nn.softplus(SCALE * ss_unc[i1])
# calculate loss and gradients of the log likelihood term
loss_lllh, grads_lllh = loss_and_grads_lllh(mu_i, mu_j, ss_i, ss_j,
jnp.array(dists),
n_components)
# calculate loss and gradients of prior term
loss_log_mu, grads_log_mu = loss_and_grads_log_mu(mu)
# accumulate log likelihood and log prior
loss = jnp.sum(loss_lllh) + jnp.sum(loss_log_mu)
# print("[DEBUG]: NAN here?", jnp.mean(loss_lllh), jnp.mean(loss_log_mu))
# update gradient for the corresponding related indices
grads_mu = jnp.concatenate((lr * grads_lllh[0], lr * grads_lllh[1]),
axis=0)
grads_ss = jnp.concatenate((lr * grads_lllh[2], lr * grads_lllh[3]),
axis=0)
related_indices = i0 + i1
assert grads_mu.shape[0] == grads_ss.shape[0] == len(related_indices)
# update gradient for mu
mu = jax.ops.index_add(mu, related_indices, -grads_mu)
mu = mu - lr * grads_log_mu[0]
# update gradient for constrained variable ss
# first, calculate gradient for unconstrained variable ss_unc
grads_ss_unc = (grads_ss *
jax.nn.sigmoid(SCALE * ss_unc[related_indices]) *
SCALE)
# then, update the unconstrained variable ss_unc
ss_unc = jax.ops.index_add(ss_unc, related_indices,
-grads_ss_unc / len(i0))
# correct gradient for fixed points
if fixed_points and hard_fix:
mu = jax.ops.index_update(mu, fixed_indices, fixed_pos)
ss_unc = jax.ops.index_update(ss_unc, fixed_indices, EPSILON)
mds_stress = (stress(debug_D_squareform, mu)
if debug_D_squareform is not None else 0.0)
all_loss.append(loss)
# mlflow.log_metric("loss", loss)
# mlflow.log_metric("stress", mds_stress)
print(
f"[DEBUG] epoch {epoch}, loss: {loss:.2f}, stress: {mds_stress:,.2f}"
# f" mu in [{float(jnp.min(mu)):.3f}, {float(jnp.max(mu)):.3f}], "
# f" ss_unc in [{float(jnp.min(ss_unc)):.3f}, {float(jnp.max(ss_unc)):.3f}]"
)
ss = EPSILON + jax.nn.softplus(SCALE * ss_unc)
print("[DEBUG] mean ss: ", float(jnp.mean(ss)))
# mlflow.log_metric("mean_ss", float(jnp.mean(ss)))
return mu, ss, all_loss
def fun(x):
return x - jnp.log(jnp.sum(jnp.exp(x)))
def fit_model(self, particle_weights: np.ndarray,
particles: np.ndarray) -> np.ndarray:
"""Fits a binary model using weighted particles.
The model will be a sparse lower triangular logistic regression as in
Procedure 5 from
https://arxiv.org/pdf/1101.6037.pdf
Args:
particle_weights: a np.array<float> of simplicial weights
particles: np.array<bool>[groups, n_patients]
Returns:
A np.array<float>[n_patients, n_patients] model.
"""
n_groups, n_patients = particles.shape
model = np.zeros((n_patients, n_patients))
eps = 1e-5
# keep track of basic stats
xbar = (1 - eps) * np.sum(particle_weights[:, np.newaxis] * particles,
axis=0) + eps * 0.5
xcov = np.matmul(np.transpose(particles),
particle_weights[:, np.newaxis] * particles)
xb1mxb = xbar * (1.0 - xbar)
cov_matrix = (xcov -
xbar[:, np.newaxis] * xbar[np.newaxis, :]) / np.sqrt(
xb1mxb[:, np.newaxis] * xb1mxb[np.newaxis, :])
# TODO(oliviert): turn this into parameters.
eps = 0.01
delta = 0.05
indices_model = np.logical_and(xbar > eps, xbar < 1 - eps)
indices_single = np.logical_or(xbar <= eps, xbar >= 1 - eps)
# no regression for first variable
indices_single = jax.ops.index_update(indices_single, 0, True)
indices_model = jax.ops.index_update(indices_model, 0, False)
# look for sparse blocks of variables to regress on others
if self.sparse_model_lr:
regressed, regressor = np.where(np.abs(cov_matrix) > delta)
dic_regressors = collections.defaultdict(list)
for i, j in zip(regressed, regressor):
if j < i:
dic_regressors[i].append(j)
# Where there exists cross-correlation we estimate a model
# TODO(cuturi) : switch to predefined number of regressors (i.e. top k
# corellated variables. From kth patient we can then jit this regression.
for i in np.where(indices_model)[0]:
if self.sparse_model_lr:
indices_i = dic_regressors[i]
else:
indices_i = list(range(i))
regressors = np.concatenate(
(particles[:, indices_i], np.ones((n_groups, 1))), axis=-1)
y = particles[:, i]
# initialize loop
# TODO(oliviert): turn those hard coded constants into parameters
b = np.zeros((regressors.shape[1], ))
diff = 1e10
iterations = 0
reg = .05
while diff > 1e-2 and iterations < 30:
iterations += 1
regressorsb = np.dot(regressors, b)
p = jax.scipy.special.expit(regressorsb)
q = p * (1 - p)
cov = np.matmul(
particle_weights[np.newaxis, :] * q[np.newaxis, :] *
np.transpose(regressors), regressors)
cov = cov + reg * np.eye(len(indices_i) + 1)
c = np.dot(
np.transpose(regressors) * particle_weights[np.newaxis, :],
q * regressorsb + y - p)
bnew = np.linalg.solve(cov, c)
diff = np.sum((bnew - b)**2)
b = bnew
# add constant, to list of indices, to be stored in [i,i]
indices_i.append(i)
# update line i of model
model = jax.ops.index_update(
model, jax.ops.index[i, np.asarray(indices_i)], bnew)
# Where there are no cross-correlations, or posterior is very peaked,
# we flip randomly and indvidually
v = np.zeros((n_patients, ))
v = jax.ops.index_update(v, jax.ops.index[indices_single],
jax.scipy.special.logit(xbar[indices_single]))
model = model + np.diag(v)
self.model = model
def train_model(rand_key,
network_size,
lr,
iters,
train_input,
test_input,
test_mask,
optimizer,
ab,
name=''):
if ab is None:
ntk_params = False
else:
ntk_params = True
init_fn, apply_fn, kernel_fn = make_network(*network_size,
ntk_params=ntk_params)
if ab is None:
run_model = jit(lambda params, ab, x: np.squeeze(
apply_fn(params, x[..., None] - .5)))
else:
run_model = jit(lambda params, ab, x: np.squeeze(
apply_fn(params, input_encoder(x, *ab))))
model_loss = jit(lambda params, ab, x, y: .5 * np.sum(
(run_model(params, ab, x) - y)**2))
model_psnr = jit(lambda params, ab, x, y: -10 * np.log10(
np.mean((run_model(params, ab, x) - y)**2)))
model_grad_loss = jit(lambda params, ab, x, y: jax.grad(model_loss)
(params, ab, x, y))
opt_init, opt_update, get_params = optimizer(lr)
opt_update = jit(opt_update)
if ab is None:
_, params = init_fn(rand_key, (-1, 1))
else:
_, params = init_fn(rand_key,
(-1, input_encoder(train_input[0], *ab).shape[-1]))
opt_state = opt_init(params)
pred0 = run_model(get_params(opt_state), ab, test_input[0])
pred0_f = np.fft.fft(pred0)
train_psnrs = []
test_psnrs = []
theories = []
xs = []
errs = []
for i in tqdm(range(iters), desc=name):
opt_state = opt_update(
i, model_grad_loss(get_params(opt_state), ab, *train_input),
opt_state)
if i % 20 == 0:
train_psnr = model_psnr(get_params(opt_state), ab, *train_input)
test_psnr = model_psnr(get_params(opt_state), ab,
test_input[0][test_mask],
test_input[1][test_mask])
if ab is None:
train_fx = run_model(get_params(opt_state), ab, train_input[0])
test_fx = run_model(get_params(opt_state), ab,
test_input[0][test_mask])
theory = predict_psnr_basic(
kernel_fn, train_fx, test_fx,
train_input[0][..., None] - .5, train_input[1],
test_input[0][test_mask][..., None],
test_input[1][test_mask], i * lr)
else:
test_x = input_encoder(test_input[0][test_mask], *ab)
train_x = input_encoder(train_input[0], *ab)
train_fx = run_model(get_params(opt_state), ab, train_input[0])
test_fx = run_model(get_params(opt_state), ab,
test_input[0][test_mask])
theory = predict_psnr_basic(kernel_fn, train_fx, test_fx,
train_x, train_input[1], test_x,
test_input[1][test_mask], i * lr)
train_psnrs.append(train_psnr)
test_psnrs.append(test_psnr)
theories.append(theory)
pred = run_model(get_params(opt_state), ab, train_input[0])
errs.append(pred - train_input[1])
xs.append(i)
return get_params(opt_state), train_psnrs, test_psnrs, errs, np.array(
theories), xs
def g(x): # x: i32
return jnp.sum(2. * f(3 * x, 4. * x.astype("float32")))
def loss(params, inputs, targets): predictions = rnn(params, inputs) return np.sum((predictions - targets)**2)
def f_jax(*, x):
return jnp.sum(x)
def loss(test_params): x_final = minimize_structure(test_params) return np.sum(np.sin(1.0 - x_final))
def f_jax(*, x=(1., 2.)):
return jnp.sum(x[0]) + 2. * jnp.sum(x[1])
def f(c, a): a1, a2 = a c1, c2 = c b = np.sum(np.cos(a1)) * np.sum(np.tan(c2 * a2)) c = c1 * np.sin(np.sum(a1 * a2)), c2 * np.cos(np.sum(a1)) return c, b
def cross_entropy(logits, labels):
return -jnp.sum(labels * jax.nn.log_softmax(logits, axis=-1),
axis=-1)
def temperature(V, mass=1.0):
"""Computes the temperature of a system with some velocities."""
N, dim = V.shape
return np.sum(mass * V**2) / (N * dim)
def neg_log_perplexity(batch, model_predictions):
"""Calculate negative log perplexity."""
_, targets = batch
hot_targets = one_hot(targets, model_predictions.shape[-1])
return np.mean(np.sum(model_predictions * hot_targets, axis=-1))
def cross_entropy_loss(logits, labels):
log_softmax_logits = jax.nn.log_softmax(logits)
num_classes = log_softmax_logits.shape[-1]
one_hot_labels = common_utils.onehot(labels, num_classes)
return -jnp.sum(one_hot_labels * log_softmax_logits) / labels.size
def loss(params, batch, model_predict):
"""Calculate loss."""
inputs, targets = batch
preds = model_predict(params, inputs)
return -np.mean(np.sum(preds * one_hot(targets, preds.shape[-1]), axis=-1))
def initialize(self, p=3, q=3, n = 1, d=2, noise_list = None, c=0, noise_magnitude=0.1, noise_distribution = 'normal'): """ Description: Randomly initialize the hidden dynamics of the system. Args: p (int/numpy.ndarray): Autoregressive dynamics. If type int then randomly initializes a Gaussian length-p vector with L1-norm bounded by 1.0. If p is a 1-dimensional numpy.ndarray then uses it as dynamics vector. q (int/numpy.ndarray): Moving-average dynamics. If type int then randomly initializes a Gaussian length-q vector (no bound on norm). If p is a 1-dimensional numpy.ndarray then uses it as dynamics vector. n (int): Dimension of values. c (float): Default value follows a normal distribution. The ARMA dynamics follows the equation x_t = c + AR-part + MA-part + noise, and thus tends to be centered around mean c. Returns: The first value in the time-series """ self.initialized = True self.T = 0 self.max_T = -1 self.n = n self.d = d if type(p) == int: phi = random.normal(generate_key(), shape=(p,)) self.phi = 0.99 * phi / np.linalg.norm(phi, ord=1) else: self.phi = p if type(q) == int: self.psi = random.normal(generate_key(), shape=(q,)) else: self.psi = q if(type(self.phi) is list): self.p = self.phi[0].shape[0] else: self.p = self.phi.shape[0] if(type(self.psi) is list): self.q = self.psi[0].shape[0] else: self.q = self.psi.shape[0] self.noise_magnitude, self.noise_distribution = noise_magnitude, noise_distribution self.c = random.normal(generate_key(), shape=(self.n,)) if c == None else c self.x = random.normal(generate_key(), shape=(self.p, self.n)) if self.d>1: self.delta_i_x = random.normal(generate_key(), shape=(self.d-1, self.n)) else: self.delta_i_x = None self.noise_list = None if(noise_list is not None): self.noise_list = noise_list self.noise = np.array(noise_list[0:self.q]) elif(noise_distribution == 'normal'): self.noise = self.noise_magnitude * random.normal(generate_key(), shape=(self.q, self.n)) elif(noise_distribution == 'unif'): self.noise = self.noise_magnitude * random.uniform(generate_key(), shape=(self.q, self.n), \ minval=-1., maxval=1.) self.feedback=0.0 def _step(x, delta_i_x, noise, eps): if(type(self.phi) is list): x_ar = np.dot(x.T, self.phi[self.T]) else: x_ar = np.dot(x.T, self.phi) if(type(self.psi) is list): x_ma = np.dot(noise.T, self.psi[self.T]) else: x_ma = np.dot(noise.T, self.psi) if delta_i_x is not None: x_delta_sum = np.sum(delta_i_x) else : x_delta_sum = 0.0 x_delta_new=self.c + x_ar + x_ma + eps x_new = x_delta_new + x_delta_sum next_x = np.roll(x, self.n) next_noise = np.roll(noise, self.n) next_x = jax.ops.index_update(next_x, 0, x_delta_new) # equivalent to self.x[0] = x_new next_noise = jax.ops.index_update(next_noise, 0, eps) # equivalent to self.noise[0] = eps next_delta_i_x=None for i in range(self.d-1): if i==0: next_delta_i_x=jax.ops.index_update(delta_i_x, i, x_delta_new+delta_i_x[i]) else: next_delta_i_x=jax.ops.index_update(delta_i_x, i, next_delta_i_x[i-1]+next_delta_i_x[i]) return (next_x, next_delta_i_x, next_noise, x_new) self._step = jax.jit(_step) if self.delta_i_x is not None: x_delta_sum= np.sum(self.delta_i_x) else: x_delta_sum= 0 return self.x[0]+x_delta_sum
def loss(a, b): matvec = partial(high_precision_dot, a) x = lax.custom_linear_solve(matvec, b, explicit_jacobian_solve) return np.sum(x)
def global_norm(pytree):
return jnp.sqrt(
jnp.sum(
jnp.asarray(
[jnp.sum(jnp.square(x)) for x in jax.tree_leaves(pytree)])))
def loss(A):
def step(x, i):
return np.matmul(A, x), None
init_x = np.zeros(A.shape[-1:])
last_x, _ = lax.scan(step, init_x, np.arange(10))
return np.sum(last_x)
def logprob_fun(params, inputs, targets): preds = predict(params, inputs) return np.sum((preds - targets)**2)
def conditional_moments(self, f):
"""
"""
num_components = int(f.shape[0] / 2)
subbands, modulators = f[:num_components], self.link_fn(f[num_components:])
return np.sum(subbands * modulators).reshape(-1, 1), np.array([[self.variance]])
