Example #1
0
    def test_reservoir_buffer(self):
        buff = ReservoirBuffer(10)
        for i in range(5):
            buff.add(i)

        sampled_data = buff.sample(3)
        self.assertEqual(len(sampled_data), 3)

        with self.assertRaises(ValueError):
            buff.sample(100)

        for i, element in enumerate(buff):
            self.assertEqual(i, element)

        self.assertEqual(len(buff), 5)

        buff.clear()
        self.assertEqual(len(buff), 0)
Example #2
0
    def __init__(self,
                 scope,
                 action_num=4,
                 state_shape=None,
                 hidden_layers_sizes=None,
                 reservoir_buffer_capacity=int(1e6),
                 anticipatory_param=0.5,
                 batch_size=256,
                 rl_learning_rate=0.0001,
                 sl_learning_rate=0.00001,
                 min_buffer_size_to_learn=1000,
                 q_replay_memory_size=30000,
                 q_replay_memory_init_size=1000,
                 q_update_target_estimator_every=1000,
                 q_discount_factor=0.99,
                 q_epsilon_start=1,
                 q_epsilon_end=0.1,
                 q_epsilon_decay_steps=int(1e6),
                 q_batch_size=256,
                 q_norm_step=1000,
                 q_mlp_layers=None,
                 device=None):
        ''' Initialize the NFSP agent.

        Args:
            scope (string): The name scope of NFSPAgent.
            action_num (int): The number of actions.
            state_shape (list): The shape of the state space.
            hidden_layers_sizes (list): The hidden layers sizes for the layers of
              the average policy.
            reservoir_buffer_capacity (int): The size of the buffer for average policy.
            anticipatory_param (float): The hyper-parameter that balances rl/avarage policy.
            batch_size (int): The batch_size for training average policy.
            rl_learning_rate (float): The learning rate of the RL agent.
            sl_learning_rate (float): the learning rate of the average policy.
            min_buffer_size_to_learn (int): The minimum buffer size to learn for average policy.
            q_replay_memory_size (int): The memory size of inner DQN agent.
            q_replay_memory_init_size (int): The initial memory size of inner DQN agent.
            q_update_target_estimator_every (int): The frequency of updating target network for
              inner DQN agent.
            q_discount_factor (float): The discount factor of inner DQN agent.
            q_epsilon_start (float): The starting epsilon of inner DQN agent.
            q_epsilon_end (float): the end epsilon of inner DQN agent.
            q_epsilon_decay_steps (int): The decay steps of inner DQN agent.
            q_batch_size (int): The batch size of inner DQN agent.
            q_norm_step (int): The normalization steps of inner DQN agent.
            q_mlp_layers (list): The layer sizes of inner DQN agent.
            device (torch.device): Whether to use the cpu or gpu
        '''
        self.scope = scope
        self._action_num = action_num
        self._state_shape = state_shape
        self._layer_sizes = hidden_layers_sizes + [action_num]
        self._batch_size = batch_size
        self._sl_learning_rate = sl_learning_rate
        self._anticipatory_param = anticipatory_param
        self._min_buffer_size_to_learn = min_buffer_size_to_learn

        self._reservoir_buffer = ReservoirBuffer(reservoir_buffer_capacity)
        self._prev_timestep = None
        self._prev_action = None

        if device is None:
            self.device = torch.device('cuda:0' if torch.cuda.is_available() else 'cpu')
        else:
            self.device = device

        # Step counter to keep track of learning.
        self._step_counter = 0

        # Build the action-value network
        self._rl_agent = DQNAgent('dqn', q_replay_memory_size, q_replay_memory_init_size, \
            q_update_target_estimator_every, q_discount_factor, q_epsilon_start, q_epsilon_end, \
            q_epsilon_decay_steps, q_batch_size, action_num, state_shape, q_norm_step, q_mlp_layers, \
            rl_learning_rate, device)

        # Build the average policy supervised model
        self._build_model()

        self.sample_episode_policy()
Example #3
0
class NFSPAgent(object):
    ''' An approximate clone of rlcard.agents.nfsp_agent that uses
    pytorch instead of tensorflow.  Note that this implementation
    differs from Henrich and Silver (2016) in that the supervised
    training minimizes cross-entropy with respect to the stored
    action probabilities rather than the realized actions.
    '''

    def __init__(self,
                 scope,
                 action_num=4,
                 state_shape=None,
                 hidden_layers_sizes=None,
                 reservoir_buffer_capacity=int(1e6),
                 anticipatory_param=0.5,
                 batch_size=256,
                 rl_learning_rate=0.0001,
                 sl_learning_rate=0.00001,
                 min_buffer_size_to_learn=1000,
                 q_replay_memory_size=30000,
                 q_replay_memory_init_size=1000,
                 q_update_target_estimator_every=1000,
                 q_discount_factor=0.99,
                 q_epsilon_start=1,
                 q_epsilon_end=0.1,
                 q_epsilon_decay_steps=int(1e6),
                 q_batch_size=256,
                 q_norm_step=1000,
                 q_mlp_layers=None,
                 device=None):
        ''' Initialize the NFSP agent.

        Args:
            scope (string): The name scope of NFSPAgent.
            action_num (int): The number of actions.
            state_shape (list): The shape of the state space.
            hidden_layers_sizes (list): The hidden layers sizes for the layers of
              the average policy.
            reservoir_buffer_capacity (int): The size of the buffer for average policy.
            anticipatory_param (float): The hyper-parameter that balances rl/avarage policy.
            batch_size (int): The batch_size for training average policy.
            rl_learning_rate (float): The learning rate of the RL agent.
            sl_learning_rate (float): the learning rate of the average policy.
            min_buffer_size_to_learn (int): The minimum buffer size to learn for average policy.
            q_replay_memory_size (int): The memory size of inner DQN agent.
            q_replay_memory_init_size (int): The initial memory size of inner DQN agent.
            q_update_target_estimator_every (int): The frequency of updating target network for
              inner DQN agent.
            q_discount_factor (float): The discount factor of inner DQN agent.
            q_epsilon_start (float): The starting epsilon of inner DQN agent.
            q_epsilon_end (float): the end epsilon of inner DQN agent.
            q_epsilon_decay_steps (int): The decay steps of inner DQN agent.
            q_batch_size (int): The batch size of inner DQN agent.
            q_norm_step (int): The normalization steps of inner DQN agent.
            q_mlp_layers (list): The layer sizes of inner DQN agent.
            device (torch.device): Whether to use the cpu or gpu
        '''
        self.scope = scope
        self._action_num = action_num
        self._state_shape = state_shape
        self._layer_sizes = hidden_layers_sizes + [action_num]
        self._batch_size = batch_size
        self._sl_learning_rate = sl_learning_rate
        self._anticipatory_param = anticipatory_param
        self._min_buffer_size_to_learn = min_buffer_size_to_learn

        self._reservoir_buffer = ReservoirBuffer(reservoir_buffer_capacity)
        self._prev_timestep = None
        self._prev_action = None

        if device is None:
            self.device = torch.device('cuda:0' if torch.cuda.is_available() else 'cpu')
        else:
            self.device = device

        # Step counter to keep track of learning.
        self._step_counter = 0

        # Build the action-value network
        self._rl_agent = DQNAgent('dqn', q_replay_memory_size, q_replay_memory_init_size, \
            q_update_target_estimator_every, q_discount_factor, q_epsilon_start, q_epsilon_end, \
            q_epsilon_decay_steps, q_batch_size, action_num, state_shape, q_norm_step, q_mlp_layers, \
            rl_learning_rate, device)

        # Build the average policy supervised model
        self._build_model()

        self.sample_episode_policy()

    def _build_model(self):
        ''' Build the average policy network
        '''

        # configure the average policy network
        policy_network = AveragePolicyNetwork(self._action_num, self._state_shape, self._layer_sizes)
        policy_network = policy_network.to(self.device)
        self.policy_network = policy_network
        self.policy_network.eval()
        print(self.policy_network)

        # xavier init
        for p in self.policy_network.parameters():
            if len(p.data.shape) > 1:
                nn.init.xavier_uniform_(p.data)

        # configure optimizer
        self.policy_network_optimizer = torch.optim.Adam(self.policy_network.parameters(), lr=self._sl_learning_rate)

    def feed(self, ts):
        ''' Feed data to inner RL agent

        Args:
            ts (list): A list of 5 elements that represent the transition.
        '''
        self._rl_agent.feed(ts)

    def step(self, state,player_id):
        ''' Returns the action to be taken.

        Args:
            state (dict): The current state

        Returns:
            action (int): An action id
        '''
        obs = state['obs']
        legal_actions = state['legal_actions']
        if self._mode == MODE.best_response:
            probs = self._rl_agent.predict(obs)
            self._add_transition(obs, probs)

        elif self._mode == MODE.average_policy:
            probs = self._act(obs)

        probs = remove_illegal(probs, legal_actions)
        action = np.random.choice(len(probs), p=probs)

        return action

    def eval_step(self, state,player_id):
        ''' Use the average policy for evaluation purpose

        Args:
            state (dict): The current state.

        Returns:
            action (int): An action id.
        '''
        action = self._rl_agent.eval_step(state,player_id)
        return action

    def sample_episode_policy(self):
        ''' Sample average/best_response policy
        '''
        if np.random.rand() < self._anticipatory_param:
            self._mode = MODE.best_response
        else:
            self._mode = MODE.average_policy

    def _act(self, info_state):
        ''' Predict action probability givin the observation and legal actions
            Not connected to computation graph
        Args:
            info_state (numpy.array): An obervation.

        Returns:
            action_probs (numpy.array): The predicted action probability.
        '''
        info_state = np.expand_dims(info_state, axis=0)
        info_state = torch.from_numpy(info_state).float().to(self.device)

        with torch.no_grad():
            log_action_probs = self.policy_network(info_state).numpy()

        action_probs = np.exp(log_action_probs)[0]

        return action_probs

    def _add_transition(self, state, probs):
        ''' Adds the new transition to the reservoir buffer.

        Transitions are in the form (state, probs).

        Args:
            state (numpy.array): The state.
            probs (numpy.array): The probabilities of each action.
        '''
        transition = Transition(
                info_state=state,
                action_probs=probs)
        self._reservoir_buffer.add(transition)

    def train_rl(self):
        ''' Update the inner RL agent
        '''
        return self._rl_agent.train()

    def train_sl(self):
        ''' Compute the loss on sampled transitions and perform a avg-network update.

        If there are not enough elements in the buffer, no loss is computed and
        `None` is returned instead.

        Returns:
            loss (float): The average loss obtained on this batch of transitions or `None`.
        '''
        if (len(self._reservoir_buffer) < self._batch_size or
                len(self._reservoir_buffer) < self._min_buffer_size_to_learn):
            return None

        transitions = self._reservoir_buffer.sample(self._batch_size)
        info_states = [t.info_state for t in transitions]
        action_probs = [t.action_probs for t in transitions]

        self.policy_network_optimizer.zero_grad()
        self.policy_network.train()

        # (batch, state_size)
        info_states = torch.from_numpy(np.array(info_states)).float().to(self.device)

        # (batch, action_num)
        eval_action_probs = torch.from_numpy(np.array(action_probs)).float().to(self.device)

        # (batch, action_num)
        log_forecast_action_probs = self.policy_network(info_states)

        ce_loss = - (eval_action_probs * log_forecast_action_probs).sum(dim=-1).mean()
        ce_loss.backward()

        self.policy_network_optimizer.step()
        ce_loss = ce_loss.item()
        self.policy_network.eval()

        return ce_loss