Example #1
0
    def __init__(self, epsilon=1e-4, shape=(), scope=''):
        sess = get_session()

        self._new_mean = tf.placeholder(shape=shape, dtype=tf.float64)
        self._new_var = tf.placeholder(shape=shape, dtype=tf.float64)
        self._new_count = tf.placeholder(shape=(), dtype=tf.float64)

        with tf.variable_scope(scope, reuse=tf.AUTO_REUSE):
            self._mean = tf.get_variable('mean',
                                         initializer=np.zeros(
                                             shape, 'float64'),
                                         dtype=tf.float64)
            self._var = tf.get_variable('std',
                                        initializer=np.ones(shape, 'float64'),
                                        dtype=tf.float64)
            self._count = tf.get_variable('count',
                                          initializer=np.full((), epsilon,
                                                              'float64'),
                                          dtype=tf.float64)

        self.update_ops = tf.group([
            self._var.assign(self._new_var),
            self._mean.assign(self._new_mean),
            self._count.assign(self._new_count)
        ])

        sess.run(tf.variables_initializer([self._mean, self._var,
                                           self._count]))
        self.sess = sess
        self._set_mean_var_count()
Example #2
0
def profile_tf_runningmeanstd():
    import time
    from baselines_merl.common import tf_util

    tf_util.get_session(config=tf.ConfigProto(inter_op_parallelism_threads=1,
                                              intra_op_parallelism_threads=1,
                                              allow_soft_placement=True))

    x = np.random.random((376, ))

    n_trials = 10000
    rms = RunningMeanStd()
    tfrms = TfRunningMeanStd()

    tic1 = time.time()
    for _ in range(n_trials):
        rms.update(x)

    tic2 = time.time()
    for _ in range(n_trials):
        tfrms.update(x)

    tic3 = time.time()

    print('rms update time ({} trials): {} s'.format(n_trials, tic2 - tic1))
    print('tfrms update time ({} trials): {} s'.format(n_trials, tic3 - tic2))

    tic1 = time.time()
    for _ in range(n_trials):
        z1 = rms.mean

    tic2 = time.time()
    for _ in range(n_trials):
        z2 = tfrms.mean

    assert z1 == z2

    tic3 = time.time()

    print('rms get mean time ({} trials): {} s'.format(n_trials, tic2 - tic1))
    print('tfrms get mean time ({} trials): {} s'.format(
        n_trials, tic3 - tic2))
    '''
Example #3
0
def test_nonfreeze():
    np.random.seed(0)
    tf.set_random_seed(0)

    a = tf.Variable(np.random.randn(3).astype('float32'))
    b = tf.Variable(np.random.randn(2, 5).astype('float32'))
    loss = tf.reduce_sum(tf.square(a)) + tf.reduce_sum(tf.sin(b))

    stepsize = 1e-2
    # for some reason the session config with inter_op_parallelism_threads was causing
    # nested sess.run calls to freeze
    config = tf.ConfigProto(inter_op_parallelism_threads=1)
    sess = U.get_session(config=config)
    update_op = MpiAdamOptimizer(comm=MPI.COMM_WORLD,
                                 learning_rate=stepsize).minimize(loss)
    sess.run(tf.global_variables_initializer())
    losslist_ref = []
    for i in range(100):
        l, _ = sess.run([loss, update_op])
        print(i, l)
        losslist_ref.append(l)
Example #4
0
def learn(
        network,
        env,
        seed=None,
        total_timesteps=None,
        nb_epochs=None,  # with default settings, perform 1M steps total
        nb_epoch_cycles=20,
        nb_rollout_steps=100,
        reward_scale=1.0,
        render=False,
        render_eval=False,
        noise_type='adaptive-param_0.2',
        normalize_returns=False,
        normalize_observations=True,
        critic_l2_reg=1e-2,
        actor_lr=1e-4,
        critic_lr=1e-3,
        popart=False,
        gamma=0.99,
        clip_norm=None,
        nb_train_steps=50,  # per epoch cycle and MPI worker,
        nb_eval_steps=100,
        batch_size=64,  # per MPI worker
        tau=0.01,
        eval_env=None,
        param_noise_adaption_interval=50,
        **network_kwargs):

    set_global_seeds(seed)

    if total_timesteps is not None:
        assert nb_epochs is None
        nb_epochs = int(total_timesteps) // (nb_epoch_cycles *
                                             nb_rollout_steps)
    else:
        nb_epochs = 500

    if MPI is not None:
        rank = MPI.COMM_WORLD.Get_rank()
    else:
        rank = 0

    nb_actions = env.action_space.shape[-1]
    assert (np.abs(env.action_space.low) == env.action_space.high
            ).all()  # we assume symmetric actions.

    memory = Memory(limit=int(1e6),
                    action_shape=env.action_space.shape,
                    observation_shape=env.observation_space.shape)
    critic = Critic(network=network, **network_kwargs)
    actor = Actor(nb_actions, network=network, **network_kwargs)

    action_noise = None
    param_noise = None
    if noise_type is not None:
        for current_noise_type in noise_type.split(','):
            current_noise_type = current_noise_type.strip()
            if current_noise_type == 'none':
                pass
            elif 'adaptive-param' in current_noise_type:
                _, stddev = current_noise_type.split('_')
                param_noise = AdaptiveParamNoiseSpec(
                    initial_stddev=float(stddev),
                    desired_action_stddev=float(stddev))
            elif 'normal' in current_noise_type:
                _, stddev = current_noise_type.split('_')
                action_noise = NormalActionNoise(mu=np.zeros(nb_actions),
                                                 sigma=float(stddev) *
                                                 np.ones(nb_actions))
            elif 'ou' in current_noise_type:
                _, stddev = current_noise_type.split('_')
                action_noise = OrnsteinUhlenbeckActionNoise(
                    mu=np.zeros(nb_actions),
                    sigma=float(stddev) * np.ones(nb_actions))
            else:
                raise RuntimeError(
                    'unknown noise type "{}"'.format(current_noise_type))

    max_action = env.action_space.high
    logger.info(
        'scaling actions by {} before executing in env'.format(max_action))

    agent = DDPG(actor,
                 critic,
                 memory,
                 env.observation_space.shape,
                 env.action_space.shape,
                 gamma=gamma,
                 tau=tau,
                 normalize_returns=normalize_returns,
                 normalize_observations=normalize_observations,
                 batch_size=batch_size,
                 action_noise=action_noise,
                 param_noise=param_noise,
                 critic_l2_reg=critic_l2_reg,
                 actor_lr=actor_lr,
                 critic_lr=critic_lr,
                 enable_popart=popart,
                 clip_norm=clip_norm,
                 reward_scale=reward_scale)
    logger.info('Using agent with the following configuration:')
    logger.info(str(agent.__dict__.items()))

    eval_episode_rewards_history = deque(maxlen=100)
    episode_rewards_history = deque(maxlen=100)
    sess = U.get_session()
    # Prepare everything.
    agent.initialize(sess)
    sess.graph.finalize()

    agent.reset()

    obs = env.reset()
    if eval_env is not None:
        eval_obs = eval_env.reset()
    nenvs = obs.shape[0]

    episode_reward = np.zeros(nenvs, dtype=np.float32)  #vector
    episode_step = np.zeros(nenvs, dtype=int)  # vector
    episodes = 0  #scalar
    t = 0  # scalar

    epoch = 0

    start_time = time.time()

    epoch_episode_rewards = []
    epoch_episode_steps = []
    epoch_actions = []
    epoch_qs = []
    epoch_episodes = 0
    for epoch in range(nb_epochs):
        for cycle in range(nb_epoch_cycles):
            # Perform rollouts.
            if nenvs > 1:
                # if simulating multiple envs in parallel, impossible to reset agent at the end of the episode in each
                # of the environments, so resetting here instead
                agent.reset()
            for t_rollout in range(nb_rollout_steps):
                # Predict next action.
                action, q, _, _ = agent.step(obs,
                                             apply_noise=True,
                                             compute_Q=True)

                # Execute next action.
                if rank == 0 and render:
                    env.render()

                # max_action is of dimension A, whereas action is dimension (nenvs, A) - the multiplication gets broadcasted to the batch
                new_obs, r, done, info = env.step(
                    max_action * action
                )  # scale for execution in env (as far as DDPG is concerned, every action is in [-1, 1])
                # note these outputs are batched from vecenv

                t += 1
                if rank == 0 and render:
                    env.render()
                episode_reward += r
                episode_step += 1

                # Book-keeping.
                epoch_actions.append(action)
                epoch_qs.append(q)
                agent.store_transition(
                    obs, action, r, new_obs, done
                )  #the batched data will be unrolled in memory.py's append.

                obs = new_obs

                for d in range(len(done)):
                    if done[d]:
                        # Episode done.
                        epoch_episode_rewards.append(episode_reward[d])
                        episode_rewards_history.append(episode_reward[d])
                        epoch_episode_steps.append(episode_step[d])
                        episode_reward[d] = 0.
                        episode_step[d] = 0
                        epoch_episodes += 1
                        episodes += 1
                        if nenvs == 1:
                            agent.reset()

            # Train.
            epoch_actor_losses = []
            epoch_critic_losses = []
            epoch_adaptive_distances = []
            for t_train in range(nb_train_steps):
                # Adapt param noise, if necessary.
                if memory.nb_entries >= batch_size and t_train % param_noise_adaption_interval == 0:
                    distance = agent.adapt_param_noise()
                    epoch_adaptive_distances.append(distance)

                cl, al = agent.train()
                epoch_critic_losses.append(cl)
                epoch_actor_losses.append(al)
                agent.update_target_net()

            # Evaluate.
            eval_episode_rewards = []
            eval_qs = []
            if eval_env is not None:
                nenvs_eval = eval_obs.shape[0]
                eval_episode_reward = np.zeros(nenvs_eval, dtype=np.float32)
                for t_rollout in range(nb_eval_steps):
                    eval_action, eval_q, _, _ = agent.step(eval_obs,
                                                           apply_noise=False,
                                                           compute_Q=True)
                    eval_obs, eval_r, eval_done, eval_info = eval_env.step(
                        max_action * eval_action
                    )  # scale for execution in env (as far as DDPG is concerned, every action is in [-1, 1])
                    if render_eval:
                        eval_env.render()
                    eval_episode_reward += eval_r

                    eval_qs.append(eval_q)
                    for d in range(len(eval_done)):
                        if eval_done[d]:
                            eval_episode_rewards.append(eval_episode_reward[d])
                            eval_episode_rewards_history.append(
                                eval_episode_reward[d])
                            eval_episode_reward[d] = 0.0

        if MPI is not None:
            mpi_size = MPI.COMM_WORLD.Get_size()
        else:
            mpi_size = 1

        # Log stats.
        # XXX shouldn't call np.mean on variable length lists
        duration = time.time() - start_time
        stats = agent.get_stats()
        combined_stats = stats.copy()
        combined_stats['rollout/return'] = np.mean(epoch_episode_rewards)
        combined_stats['rollout/return_std'] = np.std(epoch_episode_rewards)
        combined_stats['rollout/return_history'] = np.mean(
            episode_rewards_history)
        combined_stats['rollout/return_history_std'] = np.std(
            episode_rewards_history)
        combined_stats['rollout/episode_steps'] = np.mean(epoch_episode_steps)
        combined_stats['rollout/actions_mean'] = np.mean(epoch_actions)
        combined_stats['rollout/Q_mean'] = np.mean(epoch_qs)
        combined_stats['train/loss_actor'] = np.mean(epoch_actor_losses)
        combined_stats['train/loss_critic'] = np.mean(epoch_critic_losses)
        combined_stats['train/param_noise_distance'] = np.mean(
            epoch_adaptive_distances)
        combined_stats['total/duration'] = duration
        combined_stats['total/steps_per_second'] = float(t) / float(duration)
        combined_stats['total/episodes'] = episodes
        combined_stats['rollout/episodes'] = epoch_episodes
        combined_stats['rollout/actions_std'] = np.std(epoch_actions)
        # Evaluation statistics.
        if eval_env is not None:
            combined_stats['eval/return'] = eval_episode_rewards
            combined_stats['eval/return_history'] = np.mean(
                eval_episode_rewards_history)
            combined_stats['eval/Q'] = eval_qs
            combined_stats['eval/episodes'] = len(eval_episode_rewards)

        def as_scalar(x):
            if isinstance(x, np.ndarray):
                assert x.size == 1
                return x[0]
            elif np.isscalar(x):
                return x
            else:
                raise ValueError('expected scalar, got %s' % x)

        combined_stats_sums = np.array(
            [np.array(x).flatten()[0] for x in combined_stats.values()])
        if MPI is not None:
            combined_stats_sums = MPI.COMM_WORLD.allreduce(combined_stats_sums)

        combined_stats = {
            k: v / mpi_size
            for (k, v) in zip(combined_stats.keys(), combined_stats_sums)
        }

        # Total statistics.
        combined_stats['total/epochs'] = epoch + 1
        combined_stats['total/steps'] = t

        for key in sorted(combined_stats.keys()):
            logger.record_tabular(key, combined_stats[key])

        if rank == 0:
            logger.dump_tabular()
        logger.info('')
        logdir = logger.get_dir()
        if rank == 0 and logdir:
            if hasattr(env, 'get_state'):
                with open(os.path.join(logdir, 'env_state.pkl'), 'wb') as f:
                    pickle.dump(env.get_state(), f)
            if eval_env and hasattr(eval_env, 'get_state'):
                with open(os.path.join(logdir, 'eval_env_state.pkl'),
                          'wb') as f:
                    pickle.dump(eval_env.get_state(), f)

    return agent
Example #5
0
    def __init__(self,
                 *,
                 policy,
                 ob_space,
                 ac_space,
                 nbatch_act,
                 nbatch_train,
                 nsteps,
                 ent_coef,
                 vf_coef,
                 ve_coef,
                 fs_coef,
                 nfs,
                 max_grad_norm,
                 microbatch_size=None):
        self.sess = sess = get_session()

        with tf.variable_scope('ppo2_model', reuse=tf.AUTO_REUSE):
            # CREATE OUR TWO MODELS
            # act_model that is used for sampling
            act_model = policy(nbatch_act, 1, sess)

            # Train model for training
            if microbatch_size is None:
                train_model = policy(nbatch_train, nsteps, sess)
            else:
                train_model = policy(microbatch_size, nsteps, sess)

        # CREATE THE PLACEHOLDERS
        self.A = A = train_model.pdtype.sample_placeholder([None])
        self.ADV = ADV = tf.placeholder(tf.float32, [None])
        self.R = R = tf.placeholder(tf.float32, [None])
        # Keep track of old actor
        self.OLDNEGLOGPAC = OLDNEGLOGPAC = tf.placeholder(tf.float32, [None])
        # Keep track of old critic
        self.OLDVPRED = OLDVPRED = tf.placeholder(tf.float32, [None])
        self.LR = LR = tf.placeholder(tf.float32, [])
        # Cliprange
        self.CLIPRANGE = CLIPRANGE = tf.placeholder(tf.float32, [])
        # Observations
        # Use self.OBS = OBS = tf.placeholder(tf.float32, [None, ob_space.shape[0]*ob_space.shape[1]*ob_space.shape[2]])
        # instead for Atari games
        self.OBS = OBS = tf.placeholder(tf.float32, [None, ob_space.shape[0]])
        # MERL: Number of Future Steps ahead to predict
        self.nfs = nfs

        neglogpac = train_model.pd.neglogp(A)

        # Calculate the entropy
        # Entropy is used to improve exploration by limiting the premature convergence to suboptimal policy.
        entropy = tf.reduce_mean(train_model.pd.entropy())

        # CALCULATE THE LOSS
        # Total loss = Policy gradient loss - entropy * entropy coefficient + Value coefficient * value loss

        # Clip the value to reduce variability during Critic training
        # Get the predicted value
        vpred = train_model.vf
        vpredclipped = OLDVPRED + tf.clip_by_value(train_model.vf - OLDVPRED,
                                                   -CLIPRANGE, CLIPRANGE)
        # Unclipped value
        vf_losses1 = tf.square(vpred - R)
        # Clipped value
        vf_losses2 = tf.square(vpredclipped - R)

        vf_loss = .5 * tf.reduce_mean(tf.maximum(vf_losses1, vf_losses2))

        # Calculate ratio (pi current policy / pi old policy)
        ratio = tf.exp(OLDNEGLOGPAC - neglogpac)

        # Defining Loss = - J is equivalent to max J
        pg_losses = -ADV * ratio

        pg_losses2 = -ADV * tf.clip_by_value(ratio, 1.0 - CLIPRANGE,
                                             1.0 + CLIPRANGE)

        # Final PG loss
        pg_loss = tf.reduce_mean(tf.maximum(pg_losses, pg_losses2))
        approxkl = .5 * tf.reduce_mean(tf.square(neglogpac - OLDNEGLOGPAC))
        clipfrac = tf.reduce_mean(
            tf.to_float(tf.greater(tf.abs(ratio - 1.0), CLIPRANGE)))

        # Total loss
        loss = pg_loss - entropy * ent_coef + vf_loss * vf_coef

        # Variance explained (Vexp)
        _, var_r = tf.nn.moments(R, axes=0)
        _, var_rv = tf.nn.moments(R - OLDVPRED, axes=0)
        ve = 1 - var_rv / var_r

        # Final Vexp loss
        ve_loss = tf.reduce_mean(tf.square(ve - train_model.ve))

        # N-steps ahead loss
        fs_loss = tf.losses.cosine_distance(tf.nn.l2_normalize(OBS, 1),
                                            tf.nn.l2_normalize(
                                                train_model.fs[:-self.nfs], 1),
                                            axis=1,
                                            reduction=Reduction.MEAN)
        loss = loss + fs_coef * fs_loss

        # Total loss
        loss = loss + ve_coef * ve_loss

        self.COUNT = tf.placeholder(tf.float32, [])
        states_count = tf.reduce_mean(self.COUNT)

        # UPDATE THE PARAMETERS USING LOSS
        # 1. Get the model parameters
        params = tf.trainable_variables('ppo2_model')
        # 2. Build our trainer
        if MPI is not None:
            self.trainer = MpiAdamOptimizer(MPI.COMM_WORLD,
                                            learning_rate=LR,
                                            epsilon=1e-5)
        else:
            self.trainer = tf.train.AdamOptimizer(learning_rate=LR,
                                                  epsilon=1e-5)
        # 3. Calculate the gradients
        grads_and_var = self.trainer.compute_gradients(loss, params)
        grads, var = zip(*grads_and_var)

        if max_grad_norm is not None:
            # Clip the gradients (normalize)
            grads, _grad_norm = tf.clip_by_global_norm(grads, max_grad_norm)
        grads_and_var = list(zip(grads, var))
        # zip aggregate each gradient with parameters associated
        # For instance zip(ABCD, xyza) => Ax, By, Cz, Da

        self.grads = grads
        self.var = var
        self._train_op = self.trainer.apply_gradients(grads_and_var)
        self.loss_names = [
            'policy_loss', 'value_loss', 've_loss', 'fs_loss', 'states_count',
            'policy_entropy', 'approxkl', 'clipfrac'
        ]
        self.stats_list = [
            pg_loss, vf_loss, ve_loss, fs_loss, states_count, entropy,
            approxkl, clipfrac
        ]

        self.train_model = train_model
        self.act_model = act_model
        self.step = act_model.step
        self.value = act_model.value
        self.initial_state = act_model.initial_state

        self.save = functools.partial(save_variables, sess=sess)
        self.load = functools.partial(load_variables, sess=sess)

        initialize()
        global_variables = tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES,
                                             scope="")
        if MPI is not None:
            sync_from_root(sess, global_variables)  #pylint: disable=E1101
Example #6
0
def _serialize_variables():
    sess = get_session()
    variables = tf.trainable_variables()
    values = sess.run(variables)
    return {var.name: value for var, value in zip(variables, values)}