Example #1
0
class PPO(ModelFreeAlgo, OnPolicyAlgo, MultiPlaceholderInput):
    required_key_dict = DictConfig.load_json(
        file_path=GlobalConfig().DEFAULT_PPO_REQUIRED_KEY_LIST)

    @typechecked
    def __init__(self,
                 env_spec: EnvSpec,
                 stochastic_policy: StochasticPolicy,
                 config_or_config_dict: (DictConfig, dict),
                 value_func: VValueFunction,
                 warm_up_trajectories_number=5,
                 use_time_index_flag=False,
                 name='ppo'):
        ModelFreeAlgo.__init__(
            self,
            env_spec=env_spec,
            name=name,
            warm_up_trajectories_number=warm_up_trajectories_number)
        self.use_time_index_flag = use_time_index_flag
        self.config = construct_dict_config(config_or_config_dict, self)
        self.policy = stochastic_policy
        self.value_func = value_func
        to_ph_parameter_dict = dict()
        self.trajectory_memory = TrajectoryData(env_spec=env_spec)
        self.transition_data_for_trajectory = TransitionData(env_spec=env_spec)
        self.value_func_train_data_buffer = None
        self.scaler = RunningStandardScaler(dims=self.env_spec.flat_obs_dim)
        if use_time_index_flag:
            scale_last_time_index_mean = self.scaler._mean
            scale_last_time_index_mean[-1] = 0
            scale_last_time_index_var = self.scaler._var
            scale_last_time_index_var[-1] = 1000 * 1000
            self.scaler.set_param(mean=scale_last_time_index_mean,
                                  var=scale_last_time_index_var)
        with tf.variable_scope(name):
            self.advantages_ph = tf.placeholder(tf.float32, (None, ),
                                                'advantages')
            self.v_func_val_ph = tf.placeholder(tf.float32, (None, ),
                                                'val_val_func')
            dist_info_list = self.policy.get_dist_info()
            self.old_dist_tensor = [
                (tf.placeholder(**dict(dtype=dist_info['dtype'],
                                       shape=dist_info['shape'],
                                       name=dist_info['name'])),
                 dist_info['name']) for dist_info in dist_info_list
            ]
            self.old_policy = self.policy.make_copy(
                reuse=False,
                name_scope='old_{}'.format(self.policy.name),
                name='old_{}'.format(self.policy.name),
                distribution_tensors_tuple=tuple(self.old_dist_tensor))
            to_ph_parameter_dict['beta'] = tf.placeholder(
                tf.float32, (), 'beta')
            to_ph_parameter_dict['eta'] = tf.placeholder(tf.float32, (), 'eta')
            to_ph_parameter_dict['kl_target'] = tf.placeholder(
                tf.float32, (), 'kl_target')
            to_ph_parameter_dict['lr_multiplier'] = tf.placeholder(
                tf.float32, (), 'lr_multiplier')

        self.parameters = ParametersWithTensorflowVariable(
            tf_var_list=[],
            rest_parameters=dict(
                advantages_ph=self.advantages_ph,
                v_func_val_ph=self.v_func_val_ph,
            ),
            to_ph_parameter_dict=to_ph_parameter_dict,
            name='ppo_param',
            save_rest_param_flag=False,
            source_config=self.config,
            require_snapshot=False)
        with tf.variable_scope(name):
            with tf.variable_scope('train'):
                self.kl = tf.reduce_mean(self.old_policy.kl(self.policy))
                self.average_entropy = tf.reduce_mean(self.policy.entropy())
                self.policy_loss, self.policy_optimizer, self.policy_update_op = self._setup_policy_loss(
                )
                self.value_func_loss, self.value_func_optimizer, self.value_func_update_op = self._setup_value_func_loss(
                )
        var_list = get_tf_collection_var_list(
            '{}/train'.format(name)) + self.policy_optimizer.variables(
            ) + self.value_func_optimizer.variables()
        self.parameters.set_tf_var_list(
            tf_var_list=sorted(list(set(var_list)), key=lambda x: x.name))
        MultiPlaceholderInput.__init__(self,
                                       sub_placeholder_input_list=[
                                           dict(
                                               obj=self.value_func,
                                               attr_name='value_func',
                                           ),
                                           dict(obj=self.policy,
                                                attr_name='policy')
                                       ],
                                       parameters=self.parameters)

    def warm_up(self, trajectory_data: TrajectoryData):
        for traj in trajectory_data.trajectories:
            self.scaler.update_scaler(data=traj.state_set)
        if self.use_time_index_flag:
            scale_last_time_index_mean = self.scaler._mean
            scale_last_time_index_mean[-1] = 0
            scale_last_time_index_var = self.scaler._var
            scale_last_time_index_var[-1] = 1000 * 1000
            self.scaler.set_param(mean=scale_last_time_index_mean,
                                  var=scale_last_time_index_var)

    @register_counter_info_to_status_decorator(increment=1,
                                               info_key='init',
                                               under_status='INITED')
    def init(self, sess=None, source_obj=None):
        self.policy.init()
        self.value_func.init()
        self.parameters.init()
        if source_obj:
            self.copy_from(source_obj)
        super().init()

    @record_return_decorator(which_recorder='self')
    @register_counter_info_to_status_decorator(increment=1,
                                               info_key='train',
                                               under_status='TRAIN')
    def train(self,
              trajectory_data: TrajectoryData = None,
              train_iter=None,
              sess=None) -> dict:
        super(PPO, self).train()
        if trajectory_data is None:
            trajectory_data = self.trajectory_memory
        if len(trajectory_data) == 0:
            raise MemoryBufferLessThanBatchSizeError(
                'not enough trajectory data')
        for i, traj in enumerate(trajectory_data.trajectories):
            trajectory_data.trajectories[i].append_new_set(
                name='state_set',
                shape=self.env_spec.obs_shape,
                data_set=np.reshape(
                    np.array(self.scaler.process(np.array(traj.state_set))),
                    [-1] + list(self.env_spec.obs_shape)))
            trajectory_data.trajectories[i].append_new_set(
                name='new_state_set',
                shape=self.env_spec.obs_shape,
                data_set=np.reshape(
                    np.array(self.scaler.process(np.array(
                        traj.new_state_set))),
                    [-1] + list(self.env_spec.obs_shape)))

        tf_sess = sess if sess else tf.get_default_session()
        SampleProcessor.add_estimated_v_value(trajectory_data,
                                              value_func=self.value_func)
        SampleProcessor.add_discount_sum_reward(trajectory_data,
                                                gamma=self.parameters('gamma'))
        SampleProcessor.add_gae(trajectory_data,
                                gamma=self.parameters('gamma'),
                                name='advantage_set',
                                lam=self.parameters('lam'),
                                value_func=self.value_func)
        trajectory_data = SampleProcessor.normalization(trajectory_data,
                                                        key='advantage_set')
        policy_res_dict = self._update_policy(
            state_set=np.concatenate(
                [t('state_set') for t in trajectory_data.trajectories],
                axis=0),
            action_set=np.concatenate(
                [t('action_set') for t in trajectory_data.trajectories],
                axis=0),
            advantage_set=np.concatenate(
                [t('advantage_set') for t in trajectory_data.trajectories],
                axis=0),
            train_iter=train_iter
            if train_iter else self.parameters('policy_train_iter'),
            sess=tf_sess)
        value_func_res_dict = self._update_value_func(
            state_set=np.concatenate(
                [t('state_set') for t in trajectory_data.trajectories],
                axis=0),
            discount_set=np.concatenate(
                [t('discount_set') for t in trajectory_data.trajectories],
                axis=0),
            train_iter=train_iter
            if train_iter else self.parameters('value_func_train_iter'),
            sess=tf_sess)
        trajectory_data.reset()
        self.trajectory_memory.reset()
        return {**policy_res_dict, **value_func_res_dict}

    @register_counter_info_to_status_decorator(increment=1,
                                               info_key='test',
                                               under_status='TEST')
    def test(self, *arg, **kwargs) -> dict:
        return super().test(*arg, **kwargs)

    @register_counter_info_to_status_decorator(increment=1, info_key='predict')
    def predict(self, obs: np.ndarray, sess=None, batch_flag: bool = False):
        tf_sess = sess if sess else tf.get_default_session()
        ac = self.policy.forward(
            obs=self.scaler.process(
                data=make_batch(obs, original_shape=self.env_spec.obs_shape)),
            sess=tf_sess,
            feed_dict=self.parameters.return_tf_parameter_feed_dict())
        return ac

    def append_to_memory(self, samples: TrajectoryData):
        # todo how to make sure the data's time sequential
        obs_list = samples.trajectories[0].state_set
        for i in range(1, len(samples.trajectories)):
            obs_list = np.array(
                np.concatenate([obs_list, samples.trajectories[i].state_set],
                               axis=0))
        self.trajectory_memory.union(samples)
        self.scaler.update_scaler(data=np.array(obs_list))
        if self.use_time_index_flag:
            scale_last_time_index_mean = self.scaler._mean
            scale_last_time_index_mean[-1] = 0
            scale_last_time_index_var = self.scaler._var
            scale_last_time_index_var[-1] = 1000 * 1000
            self.scaler.set_param(mean=scale_last_time_index_mean,
                                  var=scale_last_time_index_var)

    @record_return_decorator(which_recorder='self')
    def save(self, global_step, save_path=None, name=None, **kwargs):
        save_path = save_path if save_path else GlobalConfig(
        ).DEFAULT_MODEL_CHECKPOINT_PATH
        name = name if name else self.name
        MultiPlaceholderInput.save(self,
                                   save_path=save_path,
                                   global_step=global_step,
                                   name=name,
                                   **kwargs)
        return dict(check_point_save_path=save_path,
                    check_point_save_global_step=global_step,
                    check_point_save_name=name)

    @record_return_decorator(which_recorder='self')
    def load(self, path_to_model, model_name, global_step=None, **kwargs):
        MultiPlaceholderInput.load(self, path_to_model, model_name,
                                   global_step, **kwargs)
        return dict(check_point_load_path=path_to_model,
                    check_point_load_global_step=global_step,
                    check_point_load_name=model_name)

    def _setup_policy_loss(self):
        """
        Code clip from pat-cody
        Three loss terms:
            1) standard policy gradient
            2) D_KL(pi_old || pi_new)
            3) Hinge loss on [D_KL - kl_targ]^2

        See: https://arxiv.org/pdf/1707.02286.pdf
        """

        if self.parameters('clipping_range') is not None:
            pg_ratio = tf.exp(self.policy.log_prob() -
                              self.old_policy.log_prob())
            clipped_pg_ratio = tf.clip_by_value(
                pg_ratio, 1 - self.parameters('clipping_range')[0],
                1 + self.parameters('clipping_range')[1])
            surrogate_loss = tf.minimum(self.advantages_ph * pg_ratio,
                                        self.advantages_ph * clipped_pg_ratio)
            loss = -tf.reduce_mean(surrogate_loss)
        else:
            loss1 = -tf.reduce_mean(
                self.advantages_ph *
                tf.exp(self.policy.log_prob() - self.old_policy.log_prob()))
            loss2 = tf.reduce_mean(self.parameters('beta') * self.kl)
            loss3 = self.parameters('eta') * tf.square(
                tf.maximum(0.0, self.kl - 2.0 * self.parameters('kl_target')))
            loss = loss1 + loss2 + loss3
            self.loss1 = loss1
            self.loss2 = loss2
            self.loss3 = loss3
        if isinstance(self.policy, PlaceholderInput):
            reg_list = tf.get_collection(tf.GraphKeys.REGULARIZATION_LOSSES,
                                         scope=self.policy.name_scope)
            if len(reg_list) > 0:
                reg_loss = tf.reduce_sum(reg_list)
                loss += reg_loss

        optimizer = tf.train.AdamOptimizer(
            learning_rate=self.parameters('policy_lr') *
            self.parameters('lr_multiplier'))
        train_op = optimizer.minimize(
            loss, var_list=self.policy.parameters('tf_var_list'))
        return loss, optimizer, train_op

    def _setup_value_func_loss(self):
        # todo update the value_func design
        loss = tf.reduce_mean(
            tf.square(
                tf.squeeze(self.value_func.v_tensor) - self.v_func_val_ph))
        reg_loss = tf.get_collection(tf.GraphKeys.REGULARIZATION_LOSSES,
                                     scope=self.value_func.name_scope)
        if len(reg_loss) > 0:
            loss += tf.reduce_sum(reg_loss)
        optimizer = tf.train.AdamOptimizer(self.parameters('value_func_lr'))
        train_op = optimizer.minimize(
            loss, var_list=self.value_func.parameters('tf_var_list'))
        return loss, optimizer, train_op

    def _update_policy(self, state_set, action_set, advantage_set, train_iter,
                       sess):
        old_policy_feed_dict = dict()
        res = sess.run(
            [
                getattr(self.policy, tensor[1])
                for tensor in self.old_dist_tensor
            ],
            feed_dict={
                self.policy.parameters('state_input'): state_set,
                self.policy.parameters('action_input'): action_set,
                **self.parameters.return_tf_parameter_feed_dict()
            })

        for tensor, val in zip(self.old_dist_tensor, res):
            old_policy_feed_dict[tensor[0]] = val

        feed_dict = {
            self.policy.parameters('action_input'): action_set,
            self.old_policy.parameters('action_input'): action_set,
            self.policy.parameters('state_input'): state_set,
            self.advantages_ph: advantage_set,
            **self.parameters.return_tf_parameter_feed_dict(),
            **old_policy_feed_dict
        }
        average_loss, average_kl, average_entropy = 0.0, 0.0, 0.0
        total_epoch = 0
        kl = None
        for i in range(train_iter):
            _ = sess.run(self.policy_update_op, feed_dict=feed_dict)
            loss, kl, entropy = sess.run(
                [self.policy_loss, self.kl, self.average_entropy],
                feed_dict=feed_dict)
            average_loss += loss
            average_kl += kl
            average_entropy += entropy
            total_epoch = i + 1
            if kl > self.parameters('kl_target', require_true_value=True) * 4:
                # early stopping if D_KL diverges badly
                break
        average_loss, average_kl, average_entropy = average_loss / total_epoch, average_kl / total_epoch, average_entropy / total_epoch

        if kl > self.parameters('kl_target', require_true_value=True
                                ) * 2:  # servo beta to reach D_KL target
            self.parameters.set(
                key='beta',
                new_val=np.minimum(
                    35,
                    1.5 * self.parameters('beta', require_true_value=True)))
            if self.parameters(
                    'beta', require_true_value=True) > 30 and self.parameters(
                        'lr_multiplier', require_true_value=True) > 0.1:
                self.parameters.set(
                    key='lr_multiplier',
                    new_val=self.parameters('lr_multiplier',
                                            require_true_value=True) / 1.5)
        elif kl < self.parameters('kl_target', require_true_value=True) / 2:
            self.parameters.set(
                key='beta',
                new_val=np.maximum(
                    1 / 35,
                    self.parameters('beta', require_true_value=True) / 1.5))

            if self.parameters('beta', require_true_value=True) < (
                    1 / 30) and self.parameters('lr_multiplier',
                                                require_true_value=True) < 10:
                self.parameters.set(
                    key='lr_multiplier',
                    new_val=self.parameters('lr_multiplier',
                                            require_true_value=True) * 1.5)
        return dict(policy_average_loss=average_loss,
                    policy_average_kl=average_kl,
                    policy_average_entropy=average_entropy,
                    policy_total_train_epoch=total_epoch)

    def _update_value_func(self, state_set, discount_set, train_iter, sess):
        y_hat = self.value_func.forward(obs=state_set).squeeze()
        old_exp_var = 1 - np.var(discount_set - y_hat) / np.var(discount_set)

        if self.value_func_train_data_buffer is None:
            self.value_func_train_data_buffer = (state_set, discount_set)
        else:
            self.value_func_train_data_buffer = (
                np.concatenate(
                    [self.value_func_train_data_buffer[0], state_set], axis=0),
                np.concatenate(
                    [self.value_func_train_data_buffer[1], discount_set],
                    axis=0))
        if len(self.value_func_train_data_buffer[0]) > self.parameters(
                'value_func_memory_size'):
            self.value_func_train_data_buffer = tuple(
                np.array(data[-self.parameters('value_func_memory_size'):])
                for data in self.value_func_train_data_buffer)
        state_set_all, discount_set_all = self.value_func_train_data_buffer

        param_dict = self.parameters.return_tf_parameter_feed_dict()

        for i in range(train_iter):
            random_index = np.random.choice(np.arange(len(state_set_all)),
                                            len(state_set_all))
            state_set_all = state_set_all[random_index]
            discount_set_all = discount_set_all[random_index]
            for index in range(
                    0,
                    len(state_set_all) -
                    self.parameters('value_func_train_batch_size'),
                    self.parameters('value_func_train_batch_size')):
                state = np.array(
                    state_set_all[index:index + self.
                                  parameters('value_func_train_batch_size')])
                discount = discount_set_all[
                    index:index +
                    self.parameters('value_func_train_batch_size')]
                loss, _ = sess.run(
                    [self.value_func_loss, self.value_func_update_op],
                    options=tf.RunOptions(
                        report_tensor_allocations_upon_oom=True),
                    feed_dict={
                        self.value_func.state_input: state,
                        self.v_func_val_ph: discount,
                        **param_dict
                    })
        y_hat = self.value_func.forward(obs=state_set).squeeze()
        loss = np.mean(np.square(y_hat - discount_set))
        exp_var = 1 - np.var(discount_set - y_hat) / np.var(discount_set)
        return dict(value_func_loss=loss,
                    value_func_policy_exp_var=exp_var,
                    value_func_policy_old_exp_var=old_exp_var)
Example #2
0
    def train(self,
              trajectory_data: TrajectoryData = None,
              train_iter=None,
              sess=None) -> dict:
        super(PPO, self).train()
        if trajectory_data is None:
            trajectory_data = self.trajectory_memory
        if len(trajectory_data) == 0:
            raise MemoryBufferLessThanBatchSizeError(
                'not enough trajectory data')
        for i, traj in enumerate(trajectory_data.trajectories):
            trajectory_data.trajectories[i].append_new_set(
                name='state_set',
                shape=self.env_spec.obs_shape,
                data_set=np.reshape(
                    np.array(self.scaler.process(np.array(traj.state_set))),
                    [-1] + list(self.env_spec.obs_shape)))
            trajectory_data.trajectories[i].append_new_set(
                name='new_state_set',
                shape=self.env_spec.obs_shape,
                data_set=np.reshape(
                    np.array(self.scaler.process(np.array(
                        traj.new_state_set))),
                    [-1] + list(self.env_spec.obs_shape)))

        tf_sess = sess if sess else tf.get_default_session()
        SampleProcessor.add_estimated_v_value(trajectory_data,
                                              value_func=self.value_func)
        SampleProcessor.add_discount_sum_reward(trajectory_data,
                                                gamma=self.parameters('gamma'))
        SampleProcessor.add_gae(trajectory_data,
                                gamma=self.parameters('gamma'),
                                name='advantage_set',
                                lam=self.parameters('lam'),
                                value_func=self.value_func)
        trajectory_data = SampleProcessor.normalization(trajectory_data,
                                                        key='advantage_set')
        policy_res_dict = self._update_policy(
            state_set=np.concatenate(
                [t('state_set') for t in trajectory_data.trajectories],
                axis=0),
            action_set=np.concatenate(
                [t('action_set') for t in trajectory_data.trajectories],
                axis=0),
            advantage_set=np.concatenate(
                [t('advantage_set') for t in trajectory_data.trajectories],
                axis=0),
            train_iter=train_iter
            if train_iter else self.parameters('policy_train_iter'),
            sess=tf_sess)
        value_func_res_dict = self._update_value_func(
            state_set=np.concatenate(
                [t('state_set') for t in trajectory_data.trajectories],
                axis=0),
            discount_set=np.concatenate(
                [t('discount_set') for t in trajectory_data.trajectories],
                axis=0),
            train_iter=train_iter
            if train_iter else self.parameters('value_func_train_iter'),
            sess=tf_sess)
        trajectory_data.reset()
        self.trajectory_memory.reset()
        return {**policy_res_dict, **value_func_res_dict}