Example #1
0
    def __init__(
        self,
        input_shape,
        output_dim,
        name,
        hidden_sizes=(32, 32),
        hidden_nonlinearity=tf.nn.relu,
        optimizer=None,
        tr_optimizer=None,
        use_trust_region=True,
        step_size=0.01,
        normalize_inputs=True,
        no_initial_trust_region=True,
    ):
        """
        :param input_shape: Shape of the input data.
        :param output_dim: Dimension of output.
        :param hidden_sizes: Number of hidden units of each layer of the mean network.
        :param hidden_nonlinearity: Non-linearity used for each layer of the mean network.
        :param optimizer: Optimizer for minimizing the negative log-likelihood.
        :param use_trust_region: Whether to use trust region constraint.
        :param step_size: KL divergence constraint for each iteration
        """
        Serializable.quick_init(self, locals())

        with tf.variable_scope(name):

            if optimizer is None:
                optimizer = LbfgsOptimizer(name="optimizer")
            if tr_optimizer is None:
                tr_optimizer = ConjugateGradientOptimizer()

            self.output_dim = output_dim
            self.optimizer = optimizer
            self.tr_optimizer = tr_optimizer

            p_network = MLP(input_shape=input_shape,
                            output_dim=output_dim,
                            hidden_sizes=hidden_sizes,
                            hidden_nonlinearity=hidden_nonlinearity,
                            output_nonlinearity=tf.nn.sigmoid,
                            name="p_network")

            l_p = p_network.output_layer

            LayersPowered.__init__(self, [l_p])

            xs_var = p_network.input_layer.input_var
            ys_var = tf.placeholder(dtype=tf.float32,
                                    shape=(None, output_dim),
                                    name="ys")
            old_p_var = tf.placeholder(dtype=tf.float32,
                                       shape=(None, output_dim),
                                       name="old_p")

            x_mean_var = tf.get_variable(name="x_mean",
                                         initializer=tf.zeros_initializer,
                                         shape=(1, ) + input_shape)
            x_std_var = tf.get_variable(name="x_std",
                                        initializer=tf.ones_initializer,
                                        shape=(1, ) + input_shape)

            normalized_xs_var = (xs_var - x_mean_var) / x_std_var

            p_var = L.get_output(l_p,
                                 {p_network.input_layer: normalized_xs_var})

            old_info_vars = dict(p=old_p_var)
            info_vars = dict(p=p_var)

            dist = self._dist = Bernoulli(output_dim)

            mean_kl = tf.reduce_mean(dist.kl_sym(old_info_vars, info_vars))

            loss = -tf.reduce_mean(dist.log_likelihood_sym(ys_var, info_vars))

            predicted = p_var >= 0.5

            self.f_predict = tensor_utils.compile_function([xs_var], predicted)
            self.f_p = tensor_utils.compile_function([xs_var], p_var)
            self.l_p = l_p

            self.optimizer.update_opt(loss=loss,
                                      target=self,
                                      network_outputs=[p_var],
                                      inputs=[xs_var, ys_var])
            self.tr_optimizer.update_opt(loss=loss,
                                         target=self,
                                         network_outputs=[p_var],
                                         inputs=[xs_var, ys_var, old_p_var],
                                         leq_constraint=(mean_kl, step_size))

            self.use_trust_region = use_trust_region
            self.name = name

            self.normalize_inputs = normalize_inputs
            self.x_mean_var = x_mean_var
            self.x_std_var = x_std_var
            self.first_optimized = not no_initial_trust_region
Example #2
0
    def __init__(
            self,
            name,
            input_shape,
            output_dim,
            prob_network=None,
            hidden_sizes=(32, 32),
            hidden_nonlinearity=tf.nn.tanh,
            optimizer=None,
            tr_optimizer=None,
            use_trust_region=True,
            step_size=0.01,
            normalize_inputs=True,
            no_initial_trust_region=True,
    ):
        """
        :param input_shape: Shape of the input data.
        :param output_dim: Dimension of output.
        :param hidden_sizes: Number of hidden units of each layer of the mean network.
        :param hidden_nonlinearity: Non-linearity used for each layer of the mean network.
        :param optimizer: Optimizer for minimizing the negative log-likelihood.
        :param use_trust_region: Whether to use trust region constraint.
        :param step_size: KL divergence constraint for each iteration
        """
        Serializable.quick_init(self, locals())

        with tf.variable_scope(name):
            if optimizer is None:
                optimizer = LbfgsOptimizer(name="optimizer")
            if tr_optimizer is None:
                tr_optimizer = ConjugateGradientOptimizer()

            self.input_dim = input_shape[0]
            self.observation_space = Discrete(self.input_dim)
            self.action_space = Discrete(output_dim)


            self.output_dim = output_dim
            self.optimizer = optimizer
            self.tr_optimizer = tr_optimizer

            if prob_network is None:
                prob_network = MLP(
                    input_shape=input_shape,
                    output_dim=output_dim,
                    hidden_sizes=hidden_sizes,
                    hidden_nonlinearity=hidden_nonlinearity,
                    output_nonlinearity=tf.nn.softmax,
                    name="prob_network"
                )

            l_prob = prob_network.output_layer

            LayersPowered.__init__(self, [l_prob])

            xs_var = prob_network.input_layer.input_var
            ys_var = tf.placeholder(dtype=tf.float32, shape=[None, output_dim], name="ys")
            old_prob_var = tf.placeholder(dtype=tf.float32, shape=[None, output_dim], name="old_prob")

            x_mean_var = tf.get_variable(
                name="x_mean",
                shape=(1,) + input_shape,
                initializer=tf.constant_initializer(0., dtype=tf.float32)
            )
            x_std_var = tf.get_variable(
                name="x_std",
                shape=(1,) + input_shape,
                initializer=tf.constant_initializer(1., dtype=tf.float32)
            )

            self.x_mean_var = x_mean_var
            self.x_std_var = x_std_var

            normalized_xs_var = (xs_var - x_mean_var) / x_std_var

            prob_var = L.get_output(l_prob, {prob_network.input_layer: normalized_xs_var})

            old_info_vars = dict(prob=old_prob_var)
            info_vars = dict(prob=prob_var)

            dist = self._dist = Categorical(output_dim)

            mean_kl = tf.reduce_mean(dist.kl_sym(old_info_vars, info_vars))

            loss = - tf.reduce_mean(dist.log_likelihood_sym(ys_var, info_vars))

            predicted = tensor_utils.to_onehot_sym(tf.argmax(prob_var, axis=1), output_dim)

            self.prob_network = prob_network
            self.f_predict = tensor_utils.compile_function([xs_var], predicted)
            self.f_prob = tensor_utils.compile_function([xs_var], prob_var)
            self.l_prob = l_prob

            self.optimizer.update_opt(loss=loss, target=self, network_outputs=[prob_var], inputs=[xs_var, ys_var])
            self.tr_optimizer.update_opt(loss=loss, target=self, network_outputs=[prob_var],
                                         inputs=[xs_var, ys_var, old_prob_var],
                                         leq_constraint=(mean_kl, step_size)
                                         )

            self.use_trust_region = use_trust_region
            self.name = name

            self.normalize_inputs = normalize_inputs
            self.x_mean_var = x_mean_var
            self.x_std_var = x_std_var
            self.first_optimized = not no_initial_trust_region
    def __init__(
            self,
            name,
            input_shape,
            output_dim,
            # observation_space,
            mean_network=None,
            hidden_sizes=(32, 32),
            hidden_nonlinearity=tf.nn.tanh,
            optimizer=None,
            use_trust_region=True,
            step_size=0.01,
            learn_std=True,
            init_std=1.0,
            adaptive_std=False,
            std_share_network=False,
            std_hidden_sizes=(32, 32),
            std_nonlinearity=None,
            normalize_inputs=True,
            normalize_outputs=True,
            subsample_factor=1.0
    ):
        """
        :param input_shape: Shape of the input data.
        :param output_dim: Dimension of output.
        :param hidden_sizes: Number of hidden units of each layer of the mean network.
        :param hidden_nonlinearity: Non-linearity used for each layer of the mean network.
        :param optimizer: Optimizer for minimizing the negative log-likelihood.
        :param use_trust_region: Whether to use trust region constraint.
        :param step_size: KL divergence constraint for each iteration
        :param learn_std: Whether to learn the standard deviations. Only effective if adaptive_std is False. If
        adaptive_std is True, this parameter is ignored, and the weights for the std network are always learned.
        :param adaptive_std: Whether to make the std a function of the states.
        :param std_share_network: Whether to use the same network as the mean.
        :param std_hidden_sizes: Number of hidden units of each layer of the std network. Only used if
        `std_share_network` is False. It defaults to the same architecture as the mean.
        :param std_nonlinearity: Non-linearity used for each layer of the std network. Only used if `std_share_network`
        is False. It defaults to the same non-linearity as the mean.
        """
        Serializable.quick_init(self, locals())

        with tf.variable_scope(name):

            if optimizer is None:
                if use_trust_region:
                    optimizer = PenaltyLbfgsOptimizer("optimizer")
                else:
                    optimizer = LbfgsOptimizer("optimizer")

            self._optimizer = optimizer
            self._subsample_factor = subsample_factor

            if mean_network is None:
                mean_network = MLP(
                    name="mean_network",
                    input_shape=input_shape,
                    output_dim=output_dim,
                    hidden_sizes=hidden_sizes,
                    hidden_nonlinearity=hidden_nonlinearity,
                    output_nonlinearity=None,
                )

            l_mean = mean_network.output_layer

            if adaptive_std:
                l_log_std = MLP(
                    name="log_std_network",
                    input_shape=input_shape,
                    input_var=mean_network.input_layer.input_var,
                    output_dim=output_dim,
                    hidden_sizes=std_hidden_sizes,
                    hidden_nonlinearity=std_nonlinearity,
                    output_nonlinearity=None,
                ).output_layer
            else:
                l_log_std = L.ParamLayer(
                    mean_network.input_layer,
                    num_units=output_dim,
                    param=tf.constant_initializer(np.log(init_std)),
                    name="output_log_std",
                    trainable=learn_std,
                )

            LayersPowered.__init__(self, [l_mean, l_log_std])

            xs_var = mean_network.input_layer.input_var
            ys_var = tf.placeholder(dtype=tf.float32, name="ys", shape=(None, output_dim))
            old_means_var = tf.placeholder(dtype=tf.float32, name="ys", shape=(None, output_dim))
            old_log_stds_var = tf.placeholder(dtype=tf.float32, name="old_log_stds", shape=(None, output_dim))

            x_mean_var = tf.Variable(
                np.zeros((1,) + input_shape, dtype=np.float32),
                name="x_mean",
            )
            x_std_var = tf.Variable(
                np.ones((1,) + input_shape, dtype=np.float32),
                name="x_std",
            )
            y_mean_var = tf.Variable(
                np.zeros((1, output_dim), dtype=np.float32),
                name="y_mean",
            )
            y_std_var = tf.Variable(
                np.ones((1, output_dim), dtype=np.float32),
                name="y_std",
            )

            self.x_mean_var = x_mean_var
            self.x_std_var = x_std_var
            self.y_mean_var = y_mean_var
            self.y_std_var = y_std_var
            # self.observation_space = observation_space

            normalized_xs_var = (xs_var - x_mean_var) / x_std_var
            normalized_ys_var = (ys_var - y_mean_var) / y_std_var

            normalized_means_var = L.get_output(l_mean, {mean_network.input_layer: normalized_xs_var})
            normalized_log_stds_var = L.get_output(l_log_std, {mean_network.input_layer: normalized_xs_var})

            means_var = normalized_means_var * y_std_var + y_mean_var
            log_stds_var = normalized_log_stds_var + tf.log(y_std_var)

            normalized_old_means_var = (old_means_var - y_mean_var) / y_std_var
            normalized_old_log_stds_var = old_log_stds_var - tf.log(y_std_var)

            dist = self._dist = DiagonalGaussian(output_dim)

            normalized_dist_info_vars = dict(mean=normalized_means_var, log_std=normalized_log_stds_var)

            mean_kl = tf.reduce_mean(dist.kl_sym(
                dict(mean=normalized_old_means_var, log_std=normalized_old_log_stds_var),
                normalized_dist_info_vars,
            ))

            loss = - tf.reduce_mean(dist.log_likelihood_sym(normalized_ys_var, normalized_dist_info_vars))

            self._f_predict = tensor_utils.compile_function([xs_var], means_var)
            self._f_pdists = tensor_utils.compile_function([xs_var], [means_var, log_stds_var])
            self._l_mean = l_mean
            self._l_log_std = l_log_std

            optimizer_args = dict(
                loss=loss,
                target=self,
                network_outputs=[normalized_means_var, normalized_log_stds_var],
            )

            if use_trust_region:
                optimizer_args["leq_constraint"] = (mean_kl, step_size)
                optimizer_args["inputs"] = [xs_var, ys_var, old_means_var, old_log_stds_var]
            else:
                optimizer_args["inputs"] = [xs_var, ys_var]

            self._optimizer.update_opt(**optimizer_args)

            self._use_trust_region = use_trust_region
            self._name = name

            self._normalize_inputs = normalize_inputs
            self._normalize_outputs = normalize_outputs
            self._mean_network = mean_network
            self._x_mean_var = x_mean_var
            self._x_std_var = x_std_var
            self._y_mean_var = y_mean_var
            self._y_std_var = y_std_var

            self.input_dim = input_shape[0]
            self.output_dim = output_dim
Example #4
0
    def __init__(
        self,
        name,
        input_shape,
        output_dim,
        network=None,
        hidden_sizes=(32, 32),
        hidden_nonlinearity=tf.nn.tanh,
        output_nonlinearity=None,
        optimizer=None,
        normalize_inputs=True,
    ):
        """
        :param input_shape: Shape of the input data.
        :param output_dim: Dimension of output.
        :param hidden_sizes: Number of hidden units of each layer of the mean network.
        :param hidden_nonlinearity: Non-linearity used for each layer of the mean network.
        :param optimizer: Optimizer for minimizing the negative log-likelihood.
        """
        Serializable.quick_init(self, locals())

        with tf.variable_scope(name):

            if optimizer is None:
                optimizer = LbfgsOptimizer(name="optimizer")

            self.output_dim = output_dim
            self.optimizer = optimizer

            if network is None:
                network = MLP(input_shape=input_shape,
                              output_dim=output_dim,
                              hidden_sizes=hidden_sizes,
                              hidden_nonlinearity=hidden_nonlinearity,
                              output_nonlinearity=output_nonlinearity,
                              name="network")

            l_out = network.output_layer

            LayersPowered.__init__(self, [l_out])

            xs_var = network.input_layer.input_var
            ys_var = tf.placeholder(dtype=tf.float32,
                                    shape=[None, output_dim],
                                    name="ys")

            x_mean_var = tf.get_variable(name="x_mean",
                                         shape=(1, ) + input_shape,
                                         initializer=tf.constant_initializer(
                                             0., dtype=tf.float32))
            x_std_var = tf.get_variable(name="x_std",
                                        shape=(1, ) + input_shape,
                                        initializer=tf.constant_initializer(
                                            1., dtype=tf.float32))

            normalized_xs_var = (xs_var - x_mean_var) / x_std_var

            fit_ys_var = L.get_output(l_out,
                                      {network.input_layer: normalized_xs_var})

            loss = -tf.reduce_mean(tf.square(fit_ys_var - ys_var))

            self.f_predict = tensor_utils.compile_function([xs_var],
                                                           fit_ys_var)

            optimizer_args = dict(
                loss=loss,
                target=self,
                network_outputs=[fit_ys_var],
            )

            optimizer_args["inputs"] = [xs_var, ys_var]

            self.optimizer.update_opt(**optimizer_args)

            self.name = name
            self.l_out = l_out

            self.normalize_inputs = normalize_inputs
            self.x_mean_var = x_mean_var
            self.x_std_var = x_std_var
Example #5
0
    def __init__(
            self,
            name,
            input_shape,
            output_dim,
            mean_network=None,
            hidden_sizes=(32, 32),
            hidden_nonlinearity=tf.nn.tanh,
            output_nonlinearity=lambda x: x * 0.0 + tf.Variable(
                initial_value=-1.0, dtype=tf.float32),
            # output_nonlinearity=tf.identity,
            optimizer=None,
            use_trust_region=True,
            step_size=0.01,
            learn_std=True,
            init_std=1.0,
            adaptive_std=False,
            std_share_network=False,
            std_hidden_sizes=(32, 32),
            std_nonlinearity=None,
            normalize_inputs=True,
            normalize_outputs=True,
            subsample_factor=1.0):
        """
        :param input_shape: Shape of the input data.
        :param output_dim: Dimension of output.
        :param hidden_sizes: Number of hidden units of each layer of the mean network.
        :param hidden_nonlinearity: Non-linearity used for each layer of the mean network.
        :param optimizer: Optimizer for minimizing the negative log-likelihood.
        :param use_trust_region: Whether to use trust region constraint.
        :param step_size: KL divergence constraint for each iteration
        :param learn_std: Whether to learn the standard deviations. Only effective if adaptive_std is False. If
        adaptive_std is True, this parameter is ignored, and the weights for the std network are always learned.
        :param adaptive_std: Whether to make the std a function of the states.
        :param std_share_network: Whether to use the same network as the mean.
        :param std_hidden_sizes: Number of hidden units of each layer of the std network. Only used if
        `std_share_network` is False. It defaults to the same architecture as the mean.
        :param std_nonlinearity: Non-linearity used for each layer of the std network. Only used if `std_share_network`
        is False. It defaults to the same non-linearity as the mean.
        """
        Serializable.quick_init(self, locals())

        with tf.variable_scope(name):

            if optimizer is None:
                if use_trust_region:
                    optimizer = PenaltyLbfgsOptimizer("optimizer")
                else:
                    optimizer = LbfgsOptimizer("optimizer")

            self._optimizer = optimizer
            self._subsample_factor = subsample_factor

            if mean_network is None:

                mean_network = create_MLP(
                    name="mean_network",
                    output_dim=1,
                    hidden_sizes=hidden_sizes,
                    hidden_nonlinearity=hidden_nonlinearity,
                    output_nonlinearity=output_nonlinearity,
                )
                forward_mean = lambda x, params, is_train: self.forward_MLP(
                    'mean_network',
                    all_params=params,
                    input_tensor=x,
                    is_training=is_train)[1]
            else:
                raise NotImplementedError('Not supported.')

            #     print("Debug2, mean network is defined here")
            #     mean_network = L.ParamLayer(
            #         incoming=L.InputLayer(
            #             shape=(None,) + input_shape,
            #             name="input_layer"),
            #         num_units=1,
            #         param=tf.constant_initializer(-200.0),
            #         name="mean_network",
            #         trainable=True,
            #     ),
            #     print(mean_network.input_layer)
            # print("debug4", isinstance(L.InputLayer(
            #             shape=(None,) + input_shape,
            #             name="input_layer"), tuple))
            #
            # l_mean = mean_network

            # mean_network = MLP(
            #         name="mean_network",
            #         input_shape=input_shape,
            #         output_dim=output_dim,
            #         hidden_sizes=hidden_sizes,
            #         hidden_nonlinearity=hidden_nonlinearity,
            #         output_nonlinearity=output_nonlinearity,
            #     )
            #
            # l_mean = mean_network.output_layer

            if adaptive_std:
                # l_log_std = MLP(
                #     name="log_std_network",
                #     input_shape=input_shape,
                #     input_var=mean_network.input_layer.input_var,
                #     output_dim=output_dim,
                #     hidden_sizes=std_hidden_sizes,
                #     hidden_nonlinearity=std_nonlinearity,
                #     output_nonlinearity=None,
                # ).output_layer
                raise NotImplementedError('Not supported.')
            else:
                # l_log_std = L.ParamLayer(
                #     mean_network.input_layer,
                #     num_units=output_dim,
                #     param=tf.constant_initializer(np.log(init_std)),
                #     name="output_log_std",
                #     trainable=learn_std,
                # )
                self.all_params['std_param'] = make_param_layer(
                    num_units=1,
                    param=tf.constant_initializer(init_std),
                    name="output_std_param",
                    trainable=learn_std,
                )
                forward_std = lambda x, params: forward_param_layer(
                    x, params['std_param'])
            self.all_param_vals = None

            LayersPowered.__init__(self, [l_mean, l_log_std])

            xs_var = mean_network.input_layer.input_var
            ys_var = tf.placeholder(dtype=tf.float32,
                                    name="ys",
                                    shape=(None, output_dim))
            old_means_var = tf.placeholder(dtype=tf.float32,
                                           name="ys",
                                           shape=(None, output_dim))
            old_log_stds_var = tf.placeholder(dtype=tf.float32,
                                              name="old_log_stds",
                                              shape=(None, output_dim))

            x_mean_var = tf.Variable(
                np.zeros((1, ) + input_shape, dtype=np.float32),
                name="x_mean",
            )
            x_std_var = tf.Variable(
                np.ones((1, ) + input_shape, dtype=np.float32),
                name="x_std",
            )
            y_mean_var = tf.Variable(
                np.zeros((1, output_dim), dtype=np.float32),
                name="y_mean",
            )
            y_std_var = tf.Variable(
                np.ones((1, output_dim), dtype=np.float32),
                name="y_std",
            )

            normalized_xs_var = (xs_var - x_mean_var) / x_std_var
            normalized_ys_var = (ys_var - y_mean_var) / y_std_var

            normalized_means_var = L.get_output(
                l_mean, {mean_network.input_layer: normalized_xs_var})
            normalized_log_stds_var = L.get_output(
                l_log_std, {mean_network.input_layer: normalized_xs_var})

            means_var = normalized_means_var * y_std_var + y_mean_var
            log_stds_var = normalized_log_stds_var + tf.log(y_std_var)

            normalized_old_means_var = (old_means_var - y_mean_var) / y_std_var
            normalized_old_log_stds_var = old_log_stds_var - tf.log(y_std_var)

            ## code added for symbolic prediction, used in constructing the meta-learning objective
            def normalized_means_var_sym(xs, params):
                inputs = OrderedDict({mean_network.input_layer: xs})
                inputs.update(params)
                return L.get_output(layer_or_layers=l_mean, inputs=inputs)

            # normalized_means_var_sym = lambda xs, params: L.get_output(layer_or_layers=l_mean, inputs=OrderedDict({mean_network.input_layer:xs}.)  #mean_network.input_layer: (xs-x_mean_var)/x_std_var,
            # normalized_log_stds_var_sym = L.get_output(l_log_std, {mean_network.input_layer: normalized_xs_var})
            means_var_sym = lambda xs, params: normalized_means_var_sym(
                xs=xs, params=params) * y_std_var + y_mean_var
            # log_stds_var = normalized_log_stds_var + tf.log(y_std_var)

            dist = self._dist = DiagonalGaussian(output_dim)

            normalized_dist_info_vars = dict(mean=normalized_means_var,
                                             log_std=normalized_log_stds_var)

            mean_kl = tf.reduce_mean(
                dist.kl_sym(
                    dict(mean=normalized_old_means_var,
                         log_std=normalized_old_log_stds_var),
                    normalized_dist_info_vars,
                ))

            # loss = - tf.reduce_mean(dist.log_likelihood_sym(normalized_ys_var, normalized_dist_info_vars))
            loss = tf.nn.l2_loss(normalized_ys_var - normalized_means_var
                                 ) + tf.nn.l2_loss(normalized_log_stds_var)
            self._f_predict = tensor_utils.compile_function([xs_var],
                                                            means_var)
            self._f_pdists = tensor_utils.compile_function(
                [xs_var], [means_var, log_stds_var])
            self._l_mean = l_mean
            self._l_log_std = l_log_std

            self._f_predict_sym = means_var_sym
            self.loss_sym = loss
            optimizer_args = dict(
                loss=loss,
                target=self,
                network_outputs=[
                    normalized_means_var, normalized_log_stds_var
                ],
            )

            if use_trust_region:
                optimizer_args["leq_constraint"] = (mean_kl, step_size)
                optimizer_args["inputs"] = [
                    xs_var, ys_var, old_means_var, old_log_stds_var
                ]
            else:
                optimizer_args["inputs"] = [xs_var, ys_var]

            self._optimizer.update_opt(**optimizer_args)

            self._use_trust_region = use_trust_region
            self._name = name

            self._normalize_inputs = normalize_inputs
            self._normalize_outputs = normalize_outputs
            self._mean_network = mean_network
            self._x_mean_var = x_mean_var
            self._x_std_var = x_std_var
            self._y_mean_var = y_mean_var
            self._y_std_var = y_std_var