Example #1
0
 def kl(self, other):
     assert isinstance(other, DiagGaussianPd)
     return tf.reduce_sum(
         other.logstd - self.logstd +
         (tf.square(self.std) + tf.square(self.mean - other.mean)) /
         (2.0 * tf.square(other.std)) - 0.5,
         axis=-1)
Example #2
0
def kl_div(action_dist1, action_dist2, action_size):
    mean1, std1 = action_dist1[:, :action_size], action_dist1[:, action_size:]
    mean2, std2 = action_dist2[:, :action_size], action_dist2[:, action_size:]

    numerator = tf.square(mean1 - mean2) + tf.square(std1) - tf.square(std2)
    denominator = 2 * tf.square(std2) + 1e-8
    return tf.reduce_sum(
        numerator/denominator + tf.log(std2) - tf.log(std1),reduction_indices=-1)
Example #3
0
def test_MpiAdam():
    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
    update_op = tf.train.AdamOptimizer(stepsize).minimize(loss)
    do_update = U.function([], loss, updates=[update_op])

    tf.get_default_session().run(tf.global_variables_initializer())
    for i in range(10):
        print(i, do_update())

    tf.set_random_seed(0)
    tf.get_default_session().run(tf.global_variables_initializer())

    var_list = [a, b]
    lossandgrad = U.function([], [loss, U.flatgrad(loss, var_list)],
                             updates=[update_op])
    adam = MpiAdam(var_list)

    for i in range(10):
        l, g = lossandgrad()
        adam.update(g, stepsize)
        print(i, l)
def learn(env,
          policy_func,
          dataset,
          optim_batch_size=128,
          max_iters=1e4,
          adam_epsilon=1e-5,
          optim_stepsize=3e-4,
          ckpt_dir=None,
          log_dir=None,
          task_name=None,
          verbose=False):

    val_per_iter = int(max_iters / 10)
    ob_space = env.observation_space
    ac_space = env.action_space
    pi = policy_func("pi", ob_space,
                     ac_space)  # Construct network for new policy
    # placeholder
    ob = U.get_placeholder_cached(name="ob")
    ac = pi.pdtype.sample_placeholder([None])
    stochastic = U.get_placeholder_cached(name="stochastic")
    loss = tf.reduce_mean(tf.square(ac - pi.ac))
    var_list = pi.get_trainable_variables()
    adam = MpiAdam(var_list, epsilon=adam_epsilon)
    lossandgrad = U.function([ob, ac, stochastic],
                             [loss] + [U.flatgrad(loss, var_list)])

    U.initialize()
    adam.sync()
    logger.log("Pretraining with Behavior Cloning...")
    for iter_so_far in tqdm(range(int(max_iters))):
        ob_expert, ac_expert = dataset.get_next_batch(optim_batch_size,
                                                      'train')
        train_loss, g = lossandgrad(ob_expert, ac_expert, True)
        adam.update(g, optim_stepsize)
        if verbose and iter_so_far % val_per_iter == 0:
            ob_expert, ac_expert = dataset.get_next_batch(-1, 'val')
            val_loss, _ = lossandgrad(ob_expert, ac_expert, True)
            logger.log("Training loss: {}, Validation loss: {}".format(
                train_loss, val_loss))

    if ckpt_dir is None:
        savedir_fname = tempfile.TemporaryDirectory().name
    else:
        savedir_fname = osp.join(ckpt_dir, task_name)
    U.save_state(savedir_fname, var_list=pi.get_variables())
    return savedir_fname
    def setup_param_noise(self, normalized_obs0):
        assert self.param_noise is not None

        # Configure perturbed actor.
        param_noise_actor = copy(self.actor)
        param_noise_actor.name = 'param_noise_actor'
        self.perturbed_actor_tf = param_noise_actor(normalized_obs0)
        logger.info('setting up param noise')
        self.perturb_policy_ops = get_perturbed_actor_updates(
            self.actor, param_noise_actor, self.param_noise_stddev)

        # Configure separate copy for stddev adoption.
        adaptive_param_noise_actor = copy(self.actor)
        adaptive_param_noise_actor.name = 'adaptive_param_noise_actor'
        adaptive_actor_tf = adaptive_param_noise_actor(normalized_obs0)
        self.perturb_adaptive_policy_ops = get_perturbed_actor_updates(
            self.actor, adaptive_param_noise_actor, self.param_noise_stddev)
        self.adaptive_policy_distance = tf.sqrt(
            tf.reduce_mean(tf.square(self.actor_tf - adaptive_actor_tf)))
    def setup_critic_optimizer(self):
        logger.info('setting up critic optimizer')
        normalized_critic_target_tf = tf.clip_by_value(
            normalize(self.critic_target, self.ret_rms), self.return_range[0],
            self.return_range[1])
        self.critic_loss = tf.reduce_mean(
            tf.square(self.normalized_critic_tf - normalized_critic_target_tf))
        if self.critic_l2_reg > 0.:
            critic_reg_vars = [
                var for var in self.critic.trainable_vars
                if 'kernel' in var.name and 'output' not in var.name
            ]
            for var in critic_reg_vars:
                logger.info('  regularizing: {}'.format(var.name))
            logger.info('  applying l2 regularization with {}'.format(
                self.critic_l2_reg))
            # critic_reg = tc.layers.apply_regularization(
            #     tc.layers.l2_regularizer(self.critic_l2_reg),
            #     weights_list=critic_reg_vars
            critic_reg = self.critic_l2_reg
            # critic_reg = tf.layers.l2_regularizer(self.critic_l2_reg)

            self.critic_loss += critic_reg
        critic_shapes = [
            var.get_shape().as_list() for var in self.critic.trainable_vars
        ]
        critic_nb_params = sum(
            [reduce(lambda x, y: x * y, shape) for shape in critic_shapes])
        logger.info('  critic shapes: {}'.format(critic_shapes))
        logger.info('  critic params: {}'.format(critic_nb_params))
        self.critic_grads = U.flatgrad(self.critic_loss,
                                       self.critic.trainable_vars,
                                       clip_norm=self.clip_norm)
        self.critic_optimizer = MpiAdam(var_list=self.critic.trainable_vars,
                                        beta1=0.9,
                                        beta2=0.999,
                                        epsilon=1e-08)
    def __init__(self, policy, ob_space, ac_space, nenvs, nsteps, nstack, num_procs,
                 ent_coef, q_coef, gamma, max_grad_norm, lr,
                 rprop_alpha, rprop_epsilon, total_timesteps, lrschedule,
                 c, trust_region, alpha, delta):

        sess = get_session()
        nact = ac_space.n
        nbatch = nenvs * nsteps

        A = tf.placeholder(tf.int32, [nbatch]) # actions
        D = tf.placeholder(tf.float32, [nbatch]) # dones
        R = tf.placeholder(tf.float32, [nbatch]) # rewards, not returns
        MU = tf.placeholder(tf.float32, [nbatch, nact]) # mu's
        LR = tf.placeholder(tf.float32, [])
        eps = 1e-6

        step_ob_placeholder = tf.placeholder(dtype=ob_space.dtype, shape=(nenvs,) + ob_space.shape[:-1] + (ob_space.shape[-1] * nstack,))
        train_ob_placeholder = tf.placeholder(dtype=ob_space.dtype, shape=(nenvs*(nsteps+1),) + ob_space.shape[:-1] + (ob_space.shape[-1] * nstack,))
        with tf.variable_scope('acer_model', reuse=tf.AUTO_REUSE):

            step_model = policy(observ_placeholder=step_ob_placeholder, sess=sess)
            train_model = policy(observ_placeholder=train_ob_placeholder, sess=sess)


        params = find_trainable_variables("acer_model")
        print("Params {}".format(len(params)))
        for var in params:
            print(var)

        # create polyak averaged model
        ema = tf.train.ExponentialMovingAverage(alpha)
        ema_apply_op = ema.apply(params)

        def custom_getter(getter, *args, **kwargs):
            v = ema.average(getter(*args, **kwargs))
            print(v.name)
            return v

        with tf.variable_scope("acer_model", custom_getter=custom_getter, reuse=True):
            polyak_model = policy(observ_placeholder=train_ob_placeholder, sess=sess)

        # Notation: (var) = batch variable, (var)s = seqeuence variable, (var)_i = variable index by action at step i

        # action probability distributions according to train_model, polyak_model and step_model
        # poilcy.pi is probability distribution parameters; to obtain distribution that sums to 1 need to take softmax
        train_model_p = tf.nn.softmax(train_model.pi)
        polyak_model_p = tf.nn.softmax(polyak_model.pi)
        step_model_p = tf.nn.softmax(step_model.pi)
        v = tf.reduce_sum(train_model_p * train_model.q, axis = -1) # shape is [nenvs * (nsteps + 1)]

        # strip off last step
        f, f_pol, q = map(lambda var: strip(var, nenvs, nsteps), [train_model_p, polyak_model_p, train_model.q])
        # Get pi and q values for actions taken
        f_i = get_by_index(f, A)
        q_i = get_by_index(q, A)

        # Compute ratios for importance truncation
        rho = f / (MU + eps)
        rho_i = get_by_index(rho, A)

        # Calculate Q_retrace targets
        qret = q_retrace(R, D, q_i, v, rho_i, nenvs, nsteps, gamma)

        # Calculate losses
        # Entropy
        # entropy = tf.reduce_mean(strip(train_model.pd.entropy(), nenvs, nsteps))
        entropy = tf.reduce_mean(cat_entropy_softmax(f))

        # Policy Graident loss, with truncated importance sampling & bias correction
        v = strip(v, nenvs, nsteps, True)
        check_shape([qret, v, rho_i, f_i], [[nenvs * nsteps]] * 4)
        check_shape([rho, f, q], [[nenvs * nsteps, nact]] * 2)

        # Truncated importance sampling
        adv = qret - v
        logf = tf.log(f_i + eps)
        gain_f = logf * tf.stop_gradient(adv * tf.minimum(c, rho_i))  # [nenvs * nsteps]
        loss_f = -tf.reduce_mean(gain_f)

        # Bias correction for the truncation
        adv_bc = (q - tf.reshape(v, [nenvs * nsteps, 1]))  # [nenvs * nsteps, nact]
        logf_bc = tf.log(f + eps) # / (f_old + eps)
        check_shape([adv_bc, logf_bc], [[nenvs * nsteps, nact]]*2)
        gain_bc = tf.reduce_sum(logf_bc * tf.stop_gradient(adv_bc * tf.nn.relu(1.0 - (c / (rho + eps))) * f), axis = 1) #IMP: This is sum, as expectation wrt f
        loss_bc= -tf.reduce_mean(gain_bc)

        loss_policy = loss_f + loss_bc

        # Value/Q function loss, and explained variance
        check_shape([qret, q_i], [[nenvs * nsteps]]*2)
        ev = q_explained_variance(tf.reshape(q_i, [nenvs, nsteps]), tf.reshape(qret, [nenvs, nsteps]))
        loss_q = tf.reduce_mean(tf.square(tf.stop_gradient(qret) - q_i)*0.5)

        # Net loss
        check_shape([loss_policy, loss_q, entropy], [[]] * 3)
        loss = loss_policy + q_coef * loss_q - ent_coef * entropy

        if trust_region:
            g = tf.gradients(- (loss_policy - ent_coef * entropy) * nsteps * nenvs, f) #[nenvs * nsteps, nact]
            # k = tf.gradients(KL(f_pol || f), f)
            k = - f_pol / (f + eps) #[nenvs * nsteps, nact] # Directly computed gradient of KL divergence wrt f
            k_dot_g = tf.reduce_sum(k * g, axis=-1)
            adj = tf.maximum(0.0, (tf.reduce_sum(k * g, axis=-1) - delta) / (tf.reduce_sum(tf.square(k), axis=-1) + eps)) #[nenvs * nsteps]

            # Calculate stats (before doing adjustment) for logging.
            avg_norm_k = avg_norm(k)
            avg_norm_g = avg_norm(g)
            avg_norm_k_dot_g = tf.reduce_mean(tf.abs(k_dot_g))
            avg_norm_adj = tf.reduce_mean(tf.abs(adj))

            g = g - tf.reshape(adj, [nenvs * nsteps, 1]) * k
            grads_f = -g/(nenvs*nsteps) # These are turst region adjusted gradients wrt f ie statistics of policy pi
            grads_policy = tf.gradients(f, params, grads_f)
            grads_q = tf.gradients(loss_q * q_coef, params)
            grads = [gradient_add(g1, g2, param) for (g1, g2, param) in zip(grads_policy, grads_q, params)]

            avg_norm_grads_f = avg_norm(grads_f) * (nsteps * nenvs)
            norm_grads_q = tf.global_norm(grads_q)
            norm_grads_policy = tf.global_norm(grads_policy)
        else:
            grads = tf.gradients(loss, params)

        if max_grad_norm is not None:
            grads, norm_grads = tf.clip_by_global_norm(grads, max_grad_norm)
        grads = list(zip(grads, params))
        trainer = tf.train.RMSPropOptimizer(learning_rate=LR, decay=rprop_alpha, epsilon=rprop_epsilon)
        _opt_op = trainer.apply_gradients(grads)

        # so when you call _train, you first do the gradient step, then you apply ema
        with tf.control_dependencies([_opt_op]):
            _train = tf.group(ema_apply_op)

        lr = Scheduler(v=lr, nvalues=total_timesteps, schedule=lrschedule)

        # Ops/Summaries to run, and their names for logging
        run_ops = [_train, loss, loss_q, entropy, loss_policy, loss_f, loss_bc, ev, norm_grads]
        names_ops = ['loss', 'loss_q', 'entropy', 'loss_policy', 'loss_f', 'loss_bc', 'explained_variance',
                     'norm_grads']
        if trust_region:
            run_ops = run_ops + [norm_grads_q, norm_grads_policy, avg_norm_grads_f, avg_norm_k, avg_norm_g, avg_norm_k_dot_g,
                                 avg_norm_adj]
            names_ops = names_ops + ['norm_grads_q', 'norm_grads_policy', 'avg_norm_grads_f', 'avg_norm_k', 'avg_norm_g',
                                     'avg_norm_k_dot_g', 'avg_norm_adj']

        def train(obs, actions, rewards, dones, mus, states, masks, steps):
            cur_lr = lr.value_steps(steps)
            td_map = {train_model.X: obs, polyak_model.X: obs, A: actions, R: rewards, D: dones, MU: mus, LR: cur_lr}
            if states is not None:
                td_map[train_model.S] = states
                td_map[train_model.M] = masks
                td_map[polyak_model.S] = states
                td_map[polyak_model.M] = masks

            return names_ops, sess.run(run_ops, td_map)[1:]  # strip off _train

        def _step(observation, **kwargs):
            return step_model._evaluate([step_model.action, step_model_p, step_model.state], observation, **kwargs)



        self.train = train
        self.save = functools.partial(save_variables, sess=sess, variables=params)
        self.train_model = train_model
        self.step_model = step_model
        self._step = _step
        self.step = self.step_model.step

        self.initial_state = step_model.initial_state
        tf.global_variables_initializer().run(session=sess)
def learn(
    env,
    policy_fn,
    *,
    timesteps_per_actorbatch,  # timesteps per actor per update
    clip_param,
    entcoeff,  # clipping parameter epsilon, entropy coeff
    optim_epochs,
    optim_stepsize,
    optim_batchsize,  # optimization hypers
    gamma,
    lam,  # advantage estimation
    max_timesteps=0,
    max_episodes=0,
    max_iters=0,
    max_seconds=0,  # time constraint
    callback=None,  # you can do anything in the callback, since it takes locals(), globals()
    adam_epsilon=1e-5,
    schedule='constant'  # annealing for stepsize parameters (epsilon and adam)
):
    # Setup losses and stuff
    # ----------------------------------------
    ob_space = env.observation_space
    ac_space = env.action_space
    pi = policy_fn("pi", ob_space,
                   ac_space)  # Construct network for new policy
    oldpi = policy_fn("oldpi", ob_space, ac_space)  # Network for old policy
    atarg = tf.placeholder(
        dtype=tf.float32,
        shape=[None])  # Target advantage function (if applicable)
    ret = tf.placeholder(dtype=tf.float32, shape=[None])  # Empirical return

    lrmult = tf.placeholder(
        name='lrmult', dtype=tf.float32,
        shape=[])  # learning rate multiplier, updated with schedule
    clip_param = clip_param * lrmult  # Annealed cliping parameter epislon

    ob = U.get_placeholder_cached(name="ob")
    ac = pi.pdtype.sample_placeholder([None])

    kloldnew = oldpi.pd.kl(pi.pd)
    ent = pi.pd.entropy()
    meankl = tf.reduce_mean(kloldnew)
    meanent = tf.reduce_mean(ent)
    pol_entpen = (-entcoeff) * meanent

    ratio = tf.exp(pi.pd.logp(ac) - oldpi.pd.logp(ac))  # pnew / pold
    surr1 = ratio * atarg  # surrogate from conservative policy iteration
    surr2 = tf.clip_by_value(ratio, 1.0 - clip_param,
                             1.0 + clip_param) * atarg  #
    pol_surr = -tf.reduce_mean(tf.minimum(
        surr1, surr2))  # PPO's pessimistic surrogate (L^CLIP)
    vf_loss = tf.reduce_mean(tf.square(pi.vpred - ret))
    total_loss = pol_surr + pol_entpen + vf_loss
    losses = [pol_surr, pol_entpen, vf_loss, meankl, meanent]
    loss_names = ["pol_surr", "pol_entpen", "vf_loss", "kl", "ent"]

    var_list = pi.get_trainable_variables()
    lossandgrad = U.function([ob, ac, atarg, ret, lrmult],
                             losses + [U.flatgrad(total_loss, var_list)])
    adam = MpiAdam(var_list, epsilon=adam_epsilon)

    assign_old_eq_new = U.function(
        [], [],
        updates=[
            tf.assign(oldv, newv)
            for (oldv,
                 newv) in zipsame(oldpi.get_variables(), pi.get_variables())
        ])
    compute_losses = U.function([ob, ac, atarg, ret, lrmult], losses)

    U.initialize()
    adam.sync()

    # Prepare for rollouts
    # ----------------------------------------
    seg_gen = traj_segment_generator(pi,
                                     env,
                                     timesteps_per_actorbatch,
                                     stochastic=True)

    episodes_so_far = 0
    timesteps_so_far = 0
    iters_so_far = 0
    tstart = time.time()
    lenbuffer = deque(maxlen=100)  # rolling buffer for episode lengths
    rewbuffer = deque(maxlen=100)  # rolling buffer for episode rewards

    assert sum(
        [max_iters > 0, max_timesteps > 0, max_episodes > 0,
         max_seconds > 0]) == 1, "Only one time constraint permitted"

    while True:
        if callback: callback(locals(), globals())
        if max_timesteps and timesteps_so_far >= max_timesteps:
            break
        elif max_episodes and episodes_so_far >= max_episodes:
            break
        elif max_iters and iters_so_far >= max_iters:
            break
        elif max_seconds and time.time() - tstart >= max_seconds:
            break

        if schedule == 'constant':
            cur_lrmult = 1.0
        elif schedule == 'linear':
            cur_lrmult = max(1.0 - float(timesteps_so_far) / max_timesteps, 0)
        else:
            raise NotImplementedError

        logger.log("********** Iteration %i ************" % iters_so_far)

        seg = seg_gen.__next__()
        add_vtarg_and_adv(seg, gamma, lam)

        # ob, ac, atarg, ret, td1ret = map(np.concatenate, (obs, acs, atargs, rets, td1rets))
        ob, ac, atarg, tdlamret = seg["ob"], seg["ac"], seg["adv"], seg[
            "tdlamret"]
        vpredbefore = seg["vpred"]  # predicted value function before udpate
        atarg = (atarg - atarg.mean()
                 ) / atarg.std()  # standardized advantage function estimate
        d = Dataset(dict(ob=ob, ac=ac, atarg=atarg, vtarg=tdlamret),
                    shuffle=not pi.recurrent)
        optim_batchsize = optim_batchsize or ob.shape[0]

        if hasattr(pi, "ob_rms"):
            pi.ob_rms.update(ob)  # update running mean/std for policy

        assign_old_eq_new()  # set old parameter values to new parameter values
        logger.log("Optimizing...")
        logger.log(fmt_row(13, loss_names))
        # Here we do a bunch of optimization epochs over the data
        for _ in range(optim_epochs):
            losses = [
            ]  # list of tuples, each of which gives the loss for a minibatch
            for batch in d.iterate_once(optim_batchsize):
                *newlosses, g = lossandgrad(batch["ob"], batch["ac"],
                                            batch["atarg"], batch["vtarg"],
                                            cur_lrmult)
                adam.update(g, optim_stepsize * cur_lrmult)
                losses.append(newlosses)
            logger.log(fmt_row(13, np.mean(losses, axis=0)))

        logger.log("Evaluating losses...")
        losses = []
        for batch in d.iterate_once(optim_batchsize):
            newlosses = compute_losses(batch["ob"], batch["ac"],
                                       batch["atarg"], batch["vtarg"],
                                       cur_lrmult)
            losses.append(newlosses)
        meanlosses, _, _ = mpi_moments(losses, axis=0)
        logger.log(fmt_row(13, meanlosses))
        for (lossval, name) in zipsame(meanlosses, loss_names):
            logger.record_tabular("loss_" + name, lossval)
        logger.record_tabular("ev_tdlam_before",
                              explained_variance(vpredbefore, tdlamret))
        lrlocal = (seg["ep_lens"], seg["ep_rets"])  # local values
        listoflrpairs = MPI.COMM_WORLD.allgather(lrlocal)  # list of tuples
        lens, rews = map(flatten_lists, zip(*listoflrpairs))
        lenbuffer.extend(lens)
        rewbuffer.extend(rews)
        logger.record_tabular("EpLenMean", np.mean(lenbuffer))
        logger.record_tabular("EpRewMean", np.mean(rewbuffer))
        logger.record_tabular("EpThisIter", len(lens))
        episodes_so_far += len(lens)
        timesteps_so_far += sum(lens)
        iters_so_far += 1
        logger.record_tabular("EpisodesSoFar", episodes_so_far)
        logger.record_tabular("TimestepsSoFar", timesteps_so_far)
        logger.record_tabular("TimeElapsed", time.time() - tstart)
        if MPI.COMM_WORLD.Get_rank() == 0:
            logger.dump_tabular()

    return pi
def reduce_var(x, axis=None, keep_dims=False):
    m = tf.reduce_mean(x, axis=axis, keep_dims=True)
    devs_squared = tf.square(x - m)
    return tf.reduce_mean(devs_squared, axis=axis, keep_dims=keep_dims)
    def __init__(self, size, eps=1e-2, default_clip_range=np.inf, sess=None):
        """A normalizer that ensures that observations are approximately distributed according to
        a standard Normal distribution (i.e. have mean zero and variance one).

        Args:
            size (int): the size of the observation to be normalized
            eps (float): a small constant that avoids underflows
            default_clip_range (float): normalized observations are clipped to be in
                [-default_clip_range, default_clip_range]
            sess (object): the TensorFlow session to be used
        """
        self.size = size
        self.eps = eps
        self.default_clip_range = default_clip_range
        self.sess = sess if sess is not None else tf.get_default_session()

        self.local_sum = np.zeros(self.size, np.float32)
        self.local_sumsq = np.zeros(self.size, np.float32)
        self.local_count = np.zeros(1, np.float32)

        self.sum_tf = tf.get_variable(initializer=tf.zeros_initializer(),
                                      shape=self.local_sum.shape,
                                      name='sum',
                                      trainable=False,
                                      dtype=tf.float32)
        self.sumsq_tf = tf.get_variable(initializer=tf.zeros_initializer(),
                                        shape=self.local_sumsq.shape,
                                        name='sumsq',
                                        trainable=False,
                                        dtype=tf.float32)
        self.count_tf = tf.get_variable(initializer=tf.ones_initializer(),
                                        shape=self.local_count.shape,
                                        name='count',
                                        trainable=False,
                                        dtype=tf.float32)
        self.mean = tf.get_variable(initializer=tf.zeros_initializer(),
                                    shape=(self.size, ),
                                    name='mean',
                                    trainable=False,
                                    dtype=tf.float32)
        self.std = tf.get_variable(initializer=tf.ones_initializer(),
                                   shape=(self.size, ),
                                   name='std',
                                   trainable=False,
                                   dtype=tf.float32)
        self.count_pl = tf.placeholder(name='count_pl',
                                       shape=(1, ),
                                       dtype=tf.float32)
        self.sum_pl = tf.placeholder(name='sum_pl',
                                     shape=(self.size, ),
                                     dtype=tf.float32)
        self.sumsq_pl = tf.placeholder(name='sumsq_pl',
                                       shape=(self.size, ),
                                       dtype=tf.float32)

        self.update_op = tf.group(self.count_tf.assign_add(self.count_pl),
                                  self.sum_tf.assign_add(self.sum_pl),
                                  self.sumsq_tf.assign_add(self.sumsq_pl))
        self.recompute_op = tf.group(
            tf.assign(self.mean, self.sum_tf / self.count_tf),
            tf.assign(
                self.std,
                tf.sqrt(
                    tf.maximum(
                        tf.square(self.eps), self.sumsq_tf / self.count_tf -
                        tf.square(self.sum_tf / self.count_tf)))),
        )
        self.lock = threading.Lock()
def learn(env,
          policy_func,
          reward_giver,
          expert_dataset,
          rank,
          pretrained,
          pretrained_weight,
          *,
          g_step,
          d_step,
          entcoeff,
          save_per_iter,
          ckpt_dir,
          log_dir,
          timesteps_per_batch,
          task_name,
          gamma,
          lam,
          max_kl,
          cg_iters,
          cg_damping=1e-2,
          vf_stepsize=3e-4,
          d_stepsize=3e-4,
          vf_iters=3,
          max_timesteps=0,
          max_episodes=0,
          max_iters=0,
          callback=None):

    nworkers = MPI.COMM_WORLD.Get_size()
    rank = MPI.COMM_WORLD.Get_rank()
    np.set_printoptions(precision=3)
    # Setup losses and stuff
    # ----------------------------------------
    ob_space = env.observation_space
    ac_space = env.action_space
    pi = policy_func("pi",
                     ob_space,
                     ac_space,
                     reuse=(pretrained_weight != None))
    oldpi = policy_func("oldpi", ob_space, ac_space)
    atarg = tf.placeholder(
        dtype=tf.float32,
        shape=[None])  # Target advantage function (if applicable)
    ret = tf.placeholder(dtype=tf.float32, shape=[None])  # Empirical return

    ob = U.get_placeholder_cached(name="ob")
    ac = pi.pdtype.sample_placeholder([None])

    kloldnew = oldpi.pd.kl(pi.pd)
    ent = pi.pd.entropy()
    meankl = tf.reduce_mean(kloldnew)
    meanent = tf.reduce_mean(ent)
    entbonus = entcoeff * meanent

    vferr = tf.reduce_mean(tf.square(pi.vpred - ret))

    ratio = tf.exp(pi.pd.logp(ac) -
                   oldpi.pd.logp(ac))  # advantage * pnew / pold
    surrgain = tf.reduce_mean(ratio * atarg)

    optimgain = surrgain + entbonus
    losses = [optimgain, meankl, entbonus, surrgain, meanent]
    loss_names = ["optimgain", "meankl", "entloss", "surrgain", "entropy"]

    dist = meankl

    all_var_list = pi.get_trainable_variables()
    var_list = [
        v for v in all_var_list
        if v.name.startswith("pi/pol") or v.name.startswith("pi/logstd")
    ]
    vf_var_list = [v for v in all_var_list if v.name.startswith("pi/vff")]
    assert len(var_list) == len(vf_var_list) + 1
    d_adam = MpiAdam(reward_giver.get_trainable_variables())
    vfadam = MpiAdam(vf_var_list)

    get_flat = U.GetFlat(var_list)
    set_from_flat = U.SetFromFlat(var_list)
    klgrads = tf.gradients(dist, var_list)
    flat_tangent = tf.placeholder(dtype=tf.float32,
                                  shape=[None],
                                  name="flat_tan")
    shapes = [var.get_shape().as_list() for var in var_list]
    start = 0
    tangents = []
    for shape in shapes:
        sz = U.intprod(shape)
        tangents.append(tf.reshape(flat_tangent[start:start + sz], shape))
        start += sz
    gvp = tf.add_n([
        tf.reduce_sum(g * tangent)
        for (g, tangent) in zipsame(klgrads, tangents)
    ])  # pylint: disable=E1111
    fvp = U.flatgrad(gvp, var_list)

    assign_old_eq_new = U.function(
        [], [],
        updates=[
            tf.assign(oldv, newv)
            for (oldv,
                 newv) in zipsame(oldpi.get_variables(), pi.get_variables())
        ])
    compute_losses = U.function([ob, ac, atarg], losses)
    compute_lossandgrad = U.function([ob, ac, atarg], losses +
                                     [U.flatgrad(optimgain, var_list)])
    compute_fvp = U.function([flat_tangent, ob, ac, atarg], fvp)
    compute_vflossandgrad = U.function([ob, ret],
                                       U.flatgrad(vferr, vf_var_list))

    @contextmanager
    def timed(msg):
        if rank == 0:
            print(colorize(msg, color='magenta'))
            tstart = time.time()
            yield
            print(
                colorize("done in %.3f seconds" % (time.time() - tstart),
                         color='magenta'))
        else:
            yield

    def allmean(x):
        assert isinstance(x, np.ndarray)
        out = np.empty_like(x)
        MPI.COMM_WORLD.Allreduce(x, out, op=MPI.SUM)
        out /= nworkers
        return out

    U.initialize()
    th_init = get_flat()
    MPI.COMM_WORLD.Bcast(th_init, root=0)
    set_from_flat(th_init)
    d_adam.sync()
    vfadam.sync()
    if rank == 0:
        print("Init param sum", th_init.sum(), flush=True)

    # Prepare for rollouts
    # ----------------------------------------
    seg_gen = traj_segment_generator(pi,
                                     env,
                                     reward_giver,
                                     timesteps_per_batch,
                                     stochastic=True)

    episodes_so_far = 0
    timesteps_so_far = 0
    iters_so_far = 0
    tstart = time.time()
    lenbuffer = deque(maxlen=40)  # rolling buffer for episode lengths
    rewbuffer = deque(maxlen=40)  # rolling buffer for episode rewards
    true_rewbuffer = deque(maxlen=40)

    assert sum([max_iters > 0, max_timesteps > 0, max_episodes > 0]) == 1

    g_loss_stats = stats(loss_names)
    d_loss_stats = stats(reward_giver.loss_name)
    ep_stats = stats(["True_rewards", "Rewards", "Episode_length"])
    # if provide pretrained weight
    if pretrained_weight is not None:
        U.load_state(pretrained_weight, var_list=pi.get_variables())

    while True:
        if callback: callback(locals(), globals())
        if max_timesteps and timesteps_so_far >= max_timesteps:
            break
        elif max_episodes and episodes_so_far >= max_episodes:
            break
        elif max_iters and iters_so_far >= max_iters:
            break

        # Save model
        if rank == 0 and iters_so_far % save_per_iter == 0 and ckpt_dir is not None:
            fname = os.path.join(ckpt_dir, task_name)
            os.makedirs(os.path.dirname(fname), exist_ok=True)
            saver = tf.train.Saver()
            saver.save(tf.get_default_session(), fname)

        logger.log("********** Iteration %i ************" % iters_so_far)

        def fisher_vector_product(p):
            return allmean(compute_fvp(p, *fvpargs)) + cg_damping * p

        # ------------------ Update G ------------------
        logger.log("Optimizing Policy...")
        for _ in range(g_step):
            with timed("sampling"):
                seg = seg_gen.__next__()
            add_vtarg_and_adv(seg, gamma, lam)
            # ob, ac, atarg, ret, td1ret = map(np.concatenate, (obs, acs, atargs, rets, td1rets))
            ob, ac, atarg, tdlamret = seg["ob"], seg["ac"], seg["adv"], seg[
                "tdlamret"]
            vpredbefore = seg[
                "vpred"]  # predicted value function before udpate
            atarg = (atarg - atarg.mean()) / atarg.std(
            )  # standardized advantage function estimate

            if hasattr(pi, "ob_rms"):
                pi.ob_rms.update(ob)  # update running mean/std for policy

            args = seg["ob"], seg["ac"], atarg
            fvpargs = [arr[::5] for arr in args]

            assign_old_eq_new(
            )  # set old parameter values to new parameter values
            with timed("computegrad"):
                *lossbefore, g = compute_lossandgrad(*args)
            lossbefore = allmean(np.array(lossbefore))
            g = allmean(g)
            if np.allclose(g, 0):
                logger.log("Got zero gradient. not updating")
            else:
                with timed("cg"):
                    stepdir = cg(fisher_vector_product,
                                 g,
                                 cg_iters=cg_iters,
                                 verbose=rank == 0)
                assert np.isfinite(stepdir).all()
                shs = .5 * stepdir.dot(fisher_vector_product(stepdir))
                lm = np.sqrt(shs / max_kl)
                # logger.log("lagrange multiplier:", lm, "gnorm:", np.linalg.norm(g))
                fullstep = stepdir / lm
                expectedimprove = g.dot(fullstep)
                surrbefore = lossbefore[0]
                stepsize = 1.0
                thbefore = get_flat()
                for _ in range(10):
                    thnew = thbefore + fullstep * stepsize
                    set_from_flat(thnew)
                    meanlosses = surr, kl, *_ = allmean(
                        np.array(compute_losses(*args)))
                    improve = surr - surrbefore
                    logger.log("Expected: %.3f Actual: %.3f" %
                               (expectedimprove, improve))
                    if not np.isfinite(meanlosses).all():
                        logger.log("Got non-finite value of losses -- bad!")
                    elif kl > max_kl * 1.5:
                        logger.log("violated KL constraint. shrinking step.")
                    elif improve < 0:
                        logger.log("surrogate didn't improve. shrinking step.")
                    else:
                        logger.log("Stepsize OK!")
                        break
                    stepsize *= .5
                else:
                    logger.log("couldn't compute a good step")
                    set_from_flat(thbefore)
                if nworkers > 1 and iters_so_far % 20 == 0:
                    paramsums = MPI.COMM_WORLD.allgather(
                        (thnew.sum(),
                         vfadam.getflat().sum()))  # list of tuples
                    assert all(
                        np.allclose(ps, paramsums[0]) for ps in paramsums[1:])
            with timed("vf"):
                for _ in range(vf_iters):
                    for (mbob, mbret) in dataset.iterbatches(
                        (seg["ob"], seg["tdlamret"]),
                            include_final_partial_batch=False,
                            batch_size=128):
                        if hasattr(pi, "ob_rms"):
                            pi.ob_rms.update(
                                mbob)  # update running mean/std for policy
                        g = allmean(compute_vflossandgrad(mbob, mbret))
                        vfadam.update(g, vf_stepsize)

        g_losses = meanlosses
        for (lossname, lossval) in zip(loss_names, meanlosses):
            logger.record_tabular(lossname, lossval)
        logger.record_tabular("ev_tdlam_before",
                              explained_variance(vpredbefore, tdlamret))
        # ------------------ Update D ------------------
        logger.log("Optimizing Discriminator...")
        logger.log(fmt_row(13, reward_giver.loss_name))
        ob_expert, ac_expert = expert_dataset.get_next_batch(len(ob))
        batch_size = len(ob) // d_step
        d_losses = [
        ]  # list of tuples, each of which gives the loss for a minibatch
        for ob_batch, ac_batch in dataset.iterbatches(
            (ob, ac), include_final_partial_batch=False,
                batch_size=batch_size):
            ob_expert, ac_expert = expert_dataset.get_next_batch(len(ob_batch))
            # update running mean/std for reward_giver
            if hasattr(reward_giver, "obs_rms"):
                reward_giver.obs_rms.update(
                    np.concatenate((ob_batch, ob_expert), 0))
            *newlosses, g = reward_giver.lossandgrad(ob_batch, ac_batch,
                                                     ob_expert, ac_expert)
            d_adam.update(allmean(g), d_stepsize)
            d_losses.append(newlosses)
        logger.log(fmt_row(13, np.mean(d_losses, axis=0)))

        lrlocal = (seg["ep_lens"], seg["ep_rets"], seg["ep_true_rets"]
                   )  # local values
        listoflrpairs = MPI.COMM_WORLD.allgather(lrlocal)  # list of tuples
        lens, rews, true_rets = map(flatten_lists, zip(*listoflrpairs))
        true_rewbuffer.extend(true_rets)
        lenbuffer.extend(lens)
        rewbuffer.extend(rews)

        logger.record_tabular("EpLenMean", np.mean(lenbuffer))
        logger.record_tabular("EpRewMean", np.mean(rewbuffer))
        logger.record_tabular("EpTrueRewMean", np.mean(true_rewbuffer))
        logger.record_tabular("EpThisIter", len(lens))
        episodes_so_far += len(lens)
        timesteps_so_far += sum(lens)
        iters_so_far += 1

        logger.record_tabular("EpisodesSoFar", episodes_so_far)
        logger.record_tabular("TimestepsSoFar", timesteps_so_far)
        logger.record_tabular("TimeElapsed", time.time() - tstart)

        if rank == 0:
            logger.dump_tabular()
Example #12
0
 def neglogp(self, x):
     return 0.5 * tf.reduce_sum(tf.square((x - self.mean) / self.std), axis=-1) \
            + 0.5 * np.log(2.0 * np.pi) * tf.to_float(tf.shape(x)[-1]) \
            + tf.reduce_sum(self.logstd, axis=-1)
def learn(*,
          network,
          env,
          total_timesteps,
          timesteps_per_batch=1024,  # what to train on
          max_kl=0.001,
          cg_iters=10,
          gamma=0.99,
          lam=1.0,  # advantage estimation
          seed=None,
          ent_coef=0.0,
          cg_damping=1e-2,
          vf_stepsize=3e-4,
          vf_iters=3,
          max_episodes=0, max_iters=0,  # time constraint
          callback=None,
          load_path=None,
          **network_kwargs
          ):
    '''
    learn a policy function with TRPO algorithm

    Parameters:
    ----------

    network                 neural network to learn. Can be either string ('mlp', 'cnn', 'lstm', 'lnlstm' for basic types)
                            or function that takes input placeholder and returns tuple (output, None) for feedforward nets
                            or (output, (state_placeholder, state_output, mask_placeholder)) for recurrent nets

    env                     environment (one of the gym environments or wrapped via tensorflow_code-pytorch.common.vec_env.VecEnv-type class

    timesteps_per_batch     timesteps per gradient estimation batch

    max_kl                  max KL divergence between old policy and new policy ( KL(pi_old || pi) )

    ent_coef                coefficient of policy entropy term in the optimization objective

    cg_iters                number of iterations of conjugate gradient algorithm

    cg_damping              conjugate gradient damping

    vf_stepsize             learning rate for adam optimizer used to optimie value function loss

    vf_iters                number of iterations of value function optimization iterations per each policy optimization step

    total_timesteps           max number of timesteps

    max_episodes            max number of episodes

    max_iters               maximum number of policy optimization iterations

    callback                function to be called with (locals(), globals()) each policy optimization step

    load_path               str, path to load the model from (default: None, i.e. no model is loaded)

    **network_kwargs        keyword arguments to the policy / network builder. See baselines.common/policies.py/build_policy and arguments to a particular type of network

    Returns:
    -------

    learnt model

    '''

    nworkers = MPI.COMM_WORLD.Get_size()
    rank = MPI.COMM_WORLD.Get_rank()

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

    policy = build_policy(env, network, value_network='copy', **network_kwargs)
    set_global_seeds(seed)

    np.set_printoptions(precision=3)
    # Setup losses and stuff
    # ----------------------------------------
    ob_space = env.observation_space
    ac_space = env.action_space

    ob = observation_placeholder(ob_space)
    with tf.variable_scope("pi"):
        pi = policy(observ_placeholder=ob)
    with tf.variable_scope("oldpi"):
        oldpi = policy(observ_placeholder=ob)

    atarg = tf.placeholder(dtype=tf.float32, shape=[None])  # Target advantage function (if applicable)
    ret = tf.placeholder(dtype=tf.float32, shape=[None])  # Empirical return

    ac = pi.pdtype.sample_placeholder([None])

    kloldnew = oldpi.pd.kl(pi.pd)
    ent = pi.pd.entropy()
    meankl = tf.reduce_mean(kloldnew)
    meanent = tf.reduce_mean(ent)
    entbonus = ent_coef * meanent

    vferr = tf.reduce_mean(tf.square(pi.vf - ret))

    ratio = tf.exp(pi.pd.logp(ac) - oldpi.pd.logp(ac))  # advantage * pnew / pold
    surrgain = tf.reduce_mean(ratio * atarg)

    optimgain = surrgain + entbonus
    losses = [optimgain, meankl, entbonus, surrgain, meanent]
    loss_names = ["optimgain", "meankl", "entloss", "surrgain", "entropy"]

    dist = meankl

    all_var_list = get_trainable_variables("pi")
    # var_list = [v for v in all_var_list if v.name.split("/")[1].startswith("pol")]
    # vf_var_list = [v for v in all_var_list if v.name.split("/")[1].startswith("vf")]
    var_list = get_pi_trainable_variables("pi")
    vf_var_list = get_vf_trainable_variables("pi")

    vfadam = MpiAdam(vf_var_list)

    get_flat = U.GetFlat(var_list)
    set_from_flat = U.SetFromFlat(var_list)
    klgrads = tf.gradients(dist, var_list)
    flat_tangent = tf.placeholder(dtype=tf.float32, shape=[None], name="flat_tan")
    shapes = [var.get_shape().as_list() for var in var_list]
    start = 0
    tangents = []
    for shape in shapes:
        sz = U.intprod(shape)
        tangents.append(tf.reshape(flat_tangent[start:start + sz], shape))
        start += sz
    gvp = tf.add_n([tf.reduce_sum(g * tangent) for (g, tangent) in zipsame(klgrads, tangents)])  # pylint: disable=E1111
    fvp = U.flatgrad(gvp, var_list)

    assign_old_eq_new = U.function([], [], updates=[tf.assign(oldv, newv)
                                                    for (oldv, newv) in
                                                    zipsame(get_variables("oldpi"), get_variables("pi"))])

    compute_losses = U.function([ob, ac, atarg], losses)
    compute_lossandgrad = U.function([ob, ac, atarg], losses + [U.flatgrad(optimgain, var_list)])
    compute_fvp = U.function([flat_tangent, ob, ac, atarg], fvp)
    compute_vflossandgrad = U.function([ob, ret], U.flatgrad(vferr, vf_var_list))

    @contextmanager
    def timed(msg):
        if rank == 0:
            print(colorize(msg, color='magenta'))
            tstart = time.time()
            yield
            print(colorize("done in %.3f seconds" % (time.time() - tstart), color='magenta'))
        else:
            yield

    def allmean(x):
        assert isinstance(x, np.ndarray)
        out = np.empty_like(x)
        MPI.COMM_WORLD.Allreduce(x, out, op=MPI.SUM)
        out /= nworkers
        return out

    U.initialize()
    if load_path is not None:
        pi.load(load_path)

    th_init = get_flat()
    MPI.COMM_WORLD.Bcast(th_init, root=0)
    set_from_flat(th_init)
    vfadam.sync()
    print("Init param sum", th_init.sum(), flush=True)

    # Prepare for rollouts
    # ----------------------------------------
    seg_gen = traj_segment_generator(pi, env, timesteps_per_batch, stochastic=True)

    episodes_so_far = 0
    timesteps_so_far = 0
    iters_so_far = 0
    tstart = time.time()
    lenbuffer = deque(maxlen=40)  # rolling buffer for episode lengths
    rewbuffer = deque(maxlen=40)  # rolling buffer for episode rewards

    if sum([max_iters > 0, total_timesteps > 0, max_episodes > 0]) == 0:
        # noththing to be done
        return pi

    assert sum([max_iters > 0, total_timesteps > 0, max_episodes > 0]) < 2, \
        'out of max_iters, total_timesteps, and max_episodes only one should be specified'

    while True:
        if callback: callback(locals(), globals())
        if total_timesteps and timesteps_so_far >= total_timesteps:
            break
        elif max_episodes and episodes_so_far >= max_episodes:
            break
        elif max_iters and iters_so_far >= max_iters:
            break
        logger.log("********** Iteration %i ************" % iters_so_far)

        with timed("sampling"):
            seg = seg_gen.__next__()
        add_vtarg_and_adv(seg, gamma, lam)

        # ob, ac, atarg, ret, td1ret = map(np.concatenate, (obs, acs, atargs, rets, td1rets))
        ob, ac, atarg, tdlamret = seg["ob"], seg["ac"], seg["adv"], seg["tdlamret"]
        vpredbefore = seg["vpred"]  # predicted value function before udpate
        atarg = (atarg - atarg.mean()) / atarg.std()  # standardized advantage function estimate

        if hasattr(pi, "ret_rms"): pi.ret_rms.update(tdlamret)
        if hasattr(pi, "ob_rms"): pi.ob_rms.update(ob)  # update running mean/std for policy

        args = seg["ob"], seg["ac"], atarg
        fvpargs = [arr[::5] for arr in args]

        def fisher_vector_product(p):
            return allmean(compute_fvp(p, *fvpargs)) + cg_damping * p

        assign_old_eq_new()  # set old parameter values to new parameter values
        with timed("computegrad"):
            *lossbefore, g = compute_lossandgrad(*args)
        lossbefore = allmean(np.array(lossbefore))
        g = allmean(g)
        if np.allclose(g, 0):
            logger.log("Got zero gradient. not updating")
        else:
            with timed("cg"):
                stepdir = cg(fisher_vector_product, g, cg_iters=cg_iters, verbose=rank == 0)
            assert np.isfinite(stepdir).all()
            shs = .5 * stepdir.dot(fisher_vector_product(stepdir))
            lm = np.sqrt(shs / max_kl)

            # logger.log("lagrange multiplier:", lm, "gnorm:", np.linalg.norm(g))
            fullstep = stepdir / lm
            expectedimprove = g.dot(fullstep)
            surrbefore = lossbefore[0]
            stepsize = 1.0
            thbefore = get_flat()
            for _ in range(10):
                thnew = thbefore + fullstep * stepsize
                set_from_flat(thnew)
                meanlosses = surr, kl, *_ = allmean(np.array(compute_losses(*args)))
                improve = surr - surrbefore
                logger.log("Expected: %.3f Actual: %.3f" % (expectedimprove, improve))
                if not np.isfinite(meanlosses).all():
                    logger.log("Got non-finite value of losses -- bad!")
                elif kl > max_kl * 1.5:
                    logger.log("violated KL constraint. shrinking step.")
                elif improve < 0:
                    logger.log("surrogate didn't improve. shrinking step.")
                else:
                    logger.log("Stepsize OK!")
                    break
                stepsize *= .5
            else:
                logger.log("couldn't compute a good step")
                set_from_flat(thbefore)
            if nworkers > 1 and iters_so_far % 20 == 0:
                paramsums = MPI.COMM_WORLD.allgather((thnew.sum(), vfadam.getflat().sum()))  # list of tuples
                assert all(np.allclose(ps, paramsums[0]) for ps in paramsums[1:])

        for (lossname, lossval) in zip(loss_names, meanlosses):
            logger.record_tabular(lossname, lossval)

        with timed("vf"):

            for _ in range(vf_iters):
                for (mbob, mbret) in dataset.iterbatches((seg["ob"], seg["tdlamret"]),
                                                         include_final_partial_batch=False, batch_size=64):
                    g = allmean(compute_vflossandgrad(mbob, mbret))
                    vfadam.update(g, vf_stepsize)

        logger.record_tabular("ev_tdlam_before", explained_variance(vpredbefore, tdlamret))

        lrlocal = (seg["ep_lens"], seg["ep_rets"])  # local values
        listoflrpairs = MPI.COMM_WORLD.allgather(lrlocal)  # list of tuples
        lens, rews = map(flatten_lists, zip(*listoflrpairs))
        lenbuffer.extend(lens)
        rewbuffer.extend(rews)

        logger.record_tabular("EpLenMean", np.mean(lenbuffer))
        logger.record_tabular("EpRewMean", np.mean(rewbuffer))
        logger.record_tabular("EpThisIter", len(lens))
        episodes_so_far += len(lens)
        timesteps_so_far += sum(lens)
        iters_so_far += 1

        logger.record_tabular("EpisodesSoFar", episodes_so_far)
        logger.record_tabular("TimestepsSoFar", timesteps_so_far)
        logger.record_tabular("TimeElapsed", time.time() - tstart)

        if rank == 0:
            logger.dump_tabular()

    return pi