Example #1
0
 def get_action(self, belief, state, det=False, scale=None):
     action_mean, action_std = self.forward(belief, state)
     if scale:
         #exploration distribution
         dist = Normal(action_mean,
                       action_std + action_std.detach() * (1 - scale))
         dist = TransformedDistribution(dist, TanhBijector())
         dist = torch.distributions.Independent(dist, 1)
         dist = SampleDist(dist)
         action = dist.mode() if det else dist.rsample()
         proposal_loglike = dist.log_prob(action).detach()
         #true distribution
         dist = Normal(action_mean, action_std)
         dist = TransformedDistribution(dist, TanhBijector())
         dist = torch.distributions.Independent(dist, 1)
         dist = SampleDist(dist)
         policy_loglike = dist.log_prob(action)
         return action, policy_loglike, proposal_loglike
     else:
         dist = Normal(action_mean, action_std)
         dist = TransformedDistribution(dist, TanhBijector())
         dist = torch.distributions.Independent(dist, 1)
         dist = SampleDist(dist)
         action = dist.mode() if det else dist.rsample()
         return action
 def __init__(self, data_dim=28 * 28, device='cpu'):
     self.m = TransformedDistribution(
         Uniform(torch.zeros(data_dim, device=device),
                 torch.ones(data_dim, device=device)), [
                     SigmoidTransform().inv,
                     AffineTransform(torch.zeros(data_dim, device=device),
                                     torch.ones(data_dim, device=device))
                 ])
Example #3
0
  def forward(self, belief, state, deterministic=False, with_logprob=False,):
    raw_init_std = np.log(np.exp(self.init_std) - 1)
    hidden = self.act_fn(self.fc1(torch.cat([belief, state], dim=-1)))
    hidden = self.act_fn(self.fc2(hidden))
    hidden = self.act_fn(self.fc3(hidden))
    hidden = self.act_fn(self.fc4(hidden))
    hidden = self.fc5(hidden)
    mean, std = torch.chunk(hidden, 2, dim=-1)

    # # ---------
    # mean = self.mean_scale * torch.tanh(mean / self.mean_scale)  # bound the action to [-5, 5] --> to avoid numerical instabilities.  For computing log-probabilities, we need to invert the tanh and this becomes difficult in highly saturated regions.
    # speed = torch.full(mean.shape, 0.3).to("cuda")
    # mean = torch.cat((mean, speed), -1)
    #
    # std = F.softplus(std + raw_init_std) + self.min_std
    #
    # speed = torch.full(std.shape, 0.0).to("cuda")
    # std = torch.cat((std, speed), -1)
    #
    # dist = torch.distributions.Normal(mean, std)
    # transform = [torch.distributions.transforms.TanhTransform()]
    # dist = torch.distributions.TransformedDistribution(dist, transform)
    # dist = torch.distributions.independent.Independent(dist, 1)  # Introduces dependence between actions dimension
    # dist = SampleDist(dist)  # because after transform a distribution, some methods may become invalid, such as entropy, mean and mode, we need SmapleDist to approximate it.
    # return dist  # dist ~ tanh(Normal(mean, std)); remember when sampling, using rsample() to adopt the reparameterization trick


    mean = self.mean_scale * torch.tanh(mean / self.mean_scale)  # bound the action to [-5, 5] --> to avoid numerical instabilities.  For computing log-probabilities, we need to invert the tanh and this becomes difficult in highly saturated regions.
    std = F.softplus(std + raw_init_std) + self.min_std

    dist = torch.distributions.Normal(mean, std)
    # TanhTransform = ComposeTransform([AffineTransform(0., 2.), SigmoidTransform(), AffineTransform(-1., 2.)])
    if self.fix_speed:
      transform = [AffineTransform(0., 2.), SigmoidTransform(), AffineTransform(-1., 2.)]

    else:
      transform = [AffineTransform(0., 2.), SigmoidTransform(), AffineTransform(-1., 2.),  # TanhTransform
                   AffineTransform(loc=torch.tensor([0.0, self.throtlle_base]).to("cuda"),
                                  scale=torch.tensor([1.0, 0.2]).to("cuda"))]  # TODO: this is limited at donkeycar env

    dist = TransformedDistribution(dist, transform)
    # dist = torch.distributions.independent.Independent(dist, 1)  # Introduces dependence between actions dimension
    dist = SampleDist(dist)  # because after transform a distribution, some methods may become invalid, such as entropy, mean and mode, we need SmapleDist to approximate it.

    if deterministic:
      action = dist.mean
    else:
      action = dist.rsample()

    # not use logprob now
    if with_logprob:
      logp_pi = dist.log_prob(action).sum(dim=1)
    else:
      logp_pi = None
    # action dim: [batch, act_dim], log_pi dim:[batch]
    return action if not self.fix_speed else torch.cat((action, self.throtlle_base*torch.ones_like(action, requires_grad=False)), dim=-1), logp_pi  # dist ~ tanh(Normal(mean, std)); remember when sampling, using rsample() to adopt the reparameterization trick
Example #4
0
 def cdf(self, x):
     base_distribution = Uniform(0, 1)
     transforms = [
         SigmoidTransform().inv,
         AffineTransform(loc=self.loc, scale=self.scale, event_dim=1)
     ]
     logistic = TransformedDistribution(base_distribution, transforms)
     x = x.unsqueeze(-1).expand(-1, -1, -1, self.loc.size(-1))
     cdfs = logistic.cdf(x)
     return torch.sum(F.softmax(self.categorical_logits, dim=-1) * cdfs,
                      dim=-1)
class StandardLogisticDistribution:
    def __init__(self, data_dim=28 * 28, device='cpu'):
        self.m = TransformedDistribution(
            Uniform(torch.zeros(data_dim, device=device),
                    torch.ones(data_dim, device=device)), [
                        SigmoidTransform().inv,
                        AffineTransform(torch.zeros(data_dim, device=device),
                                        torch.ones(data_dim, device=device))
                    ])

    def log_pdf(self, z):
        return self.m.log_prob(z).sum(dim=1)

    def sample(self):
        return self.m.sample()
Example #6
0
    def get_action(self, belief, state, det=False):
        actor_out = self.forward(belief, state)
        if self._dist == 'tanh_normal':
            # actor_out.size() == (N x (action_size * 2))
            # replace the below workaround
            raw_init_std = np.log(np.exp(self._init_std) - 1)
            # tmp = torch.tensor(self._init_std,
            #                    device=actor_out.get_device())
            # raw_init_std = torch.log(torch.exp(tmp) - 1)
            action_mean, action_std_dev = torch.chunk(actor_out, 2, dim=1)
            action_mean = self._mean_scale * torch.tanh(
                action_mean / self._mean_scale)
            action_std = F.softplus(action_std_dev +
                                    raw_init_std) + self._min_std

            dist = Normal(action_mean, action_std)
            dist = TransformedDistribution(dist, TanhBijector())
            dist = torch.distributions.Independent(dist, 1)
            dist = SampleDist(dist)
        elif self._dist == 'onehot':
            # actor_out.size() == (N x action_size)
            # fix for RuntimeError: CUDA error: device-side assert triggered
            actor_out = (torch.tanh(actor_out) + 1.0) * 0.5
            dist = Categorical(logits=actor_out)
            dist = OneHotDist(dist)
        else:
            raise NotImplementedError(self._dist)
        if det:
            return dist.mode()
        else:
            return dist.sample()
Example #7
0
    def forward(self, mean, log_std, deterministic=False):
        log_std = torch.clamp(log_std, self.log_std_min, self.log_std_max)
        std = torch.exp(log_std)

        action_distribution = TransformedDistribution(
            Normal(mean, std), TanhTransform(cache_size=1))

        if deterministic:
            action_sample = torch.tanh(mean)
        else:
            action_sample = action_distribution.rsample()

        log_prob = torch.sum(action_distribution.log_prob(action_sample),
                             dim=1)

        return action_sample, log_prob
Example #8
0
 def policy(self, x):
     x = ActorNetwork.forward(self, x)
     mean = self._mean_layer(x)
     log_std = self._std_layer(x).clamp(self._log_std_min,
                                        self._log_std_max)
     std = torch.diag_embed(log_std.exp())
     base_distribution = MultivariateNormal(mean, std)
     return TransformedDistribution(base_distribution, self._transforms)
Example #9
0
 def get_action(self, belief, state, det=False):
     action_mean, action_std = self.forward(belief, state)
     dist = Normal(action_mean, action_std)
     dist = TransformedDistribution(dist, TanhBijector())
     dist = torch.distributions.Independent(dist, 1)
     dist = SampleDist(dist)
     if det: return dist.mode()
     else: return dist.rsample()
Example #10
0
    def __init__(self,
                 dim,
                 act=nn.ReLU(),
                 num_hiddens=[50],
                 nout=1,
                 conf=dict()):
        nn.Module.__init__(self)
        BNN.__init__(self)
        self.dim = dim
        self.act = act
        self.num_hiddens = num_hiddens
        self.nout = nout
        self.steps_burnin = conf.get('steps_burnin', 2500)
        self.steps = conf.get('steps', 2500)
        self.keep_every = conf.get('keep_every', 50)
        self.batch_size = conf.get('batch_size', 32)
        self.warm_start = conf.get('warm_start', False)

        self.lr_weight = np.float32(conf.get('lr_weight', 1e-3))
        self.lr_noise = np.float32(conf.get('lr_noise', 1e-3))
        self.lr_lambda = np.float32(conf.get('lr_lambda', 1e-3))
        self.alpha_w = torch.as_tensor(1. * conf.get('alpha_w', 6.))
        self.beta_w = torch.as_tensor(1. * conf.get('beta_w', 6.))
        self.alpha_n = torch.as_tensor(1. * conf.get('alpha_n', 6.))
        self.beta_n = torch.as_tensor(1. * conf.get('beta_n', 6.))
        self.noise_level = conf.get('noise_level', None)
        if self.noise_level is not None:
            prec = 1 / self.noise_level**2
            prec_var = (prec * 0.25)**2
            self.beta_n = torch.as_tensor(prec / prec_var)
            self.alpha_n = torch.as_tensor(prec * self.beta_n)
            print("Reset alpha_n = %g, beta_n = %g" %
                  (self.alpha_n, self.beta_n))

        self.prior_log_lambda = TransformedDistribution(
            Gamma(self.alpha_w, self.beta_w),
            ExpTransform().inv)  # log of gamma distribution
        self.prior_log_precision = TransformedDistribution(
            Gamma(self.alpha_n, self.beta_n),
            ExpTransform().inv)

        self.log_lambda = nn.Parameter(torch.tensor(0.))
        self.log_precs = nn.Parameter(torch.zeros(self.nout))
        self.nn = NN(dim, self.act, self.num_hiddens, self.nout)

        self.init_nn()
Example #11
0
def train_moons(model,
                optimizer,
                n_epochs=10001,
                base_distr="normal",
                d=2,
                device=None,
                plot_val=True,
                plot_interval=1000,
                input_grad=False):

    if device is None:
        device = "cuda" if torch.cuda.is_available() else "cpu"

    if base_distr == "normal":
        distr = torch.distributions.multivariate_normal.MultivariateNormal(
            torch.zeros(d, device=device), torch.eye(d, device=device))
    elif base_distr == "logistic":
        distr = TransformedDistribution(
            Uniform(torch.zeros(d, device=device), torch.ones(d,
                                                              device=device)),
            SigmoidTransform().inv)
    else:
        raise ValueError("wrong base distribution")

    train_loss = []

    pbar = trange(n_epochs)

    for i in pbar:  #range(n_epochs):
        x, y = datasets.make_moons(128, noise=.1)
        x = torch.tensor(x, dtype=torch.float32,
                         requires_grad=input_grad).to(device)

        model.train()

        z, log_det = model(x)
        l = loss(z[-1], log_det, distr, base_distr)

        l.backward()
        optimizer.step()
        optimizer.zero_grad()

        train_loss.append(l.item())

        if i % 100 == 0:
            pbar.set_postfix_str(f"loss = {train_loss[-1]:.3f}")

        if plot_val and i % plot_interval == 0:
            print(i, train_loss[-1])
            if input_grad:
                val_moons_grad(model, distr, i, device, base_distr)
            else:
                val_moons(model, distr, i, device, base_distr)

    return train_loss
Example #12
0
    def __init__(self,
                 dim,
                 act=nn.ReLU(),
                 num_hiddens=[50],
                 nout=1,
                 conf=dict()):
        nn.Module.__init__(self)
        BNN.__init__(self)
        self.dim = dim
        self.act = act
        self.num_hiddens = num_hiddens
        self.nout = nout
        self.steps_burnin = conf.get('steps_burnin', 2500)
        self.steps = conf.get('steps', 2500)
        self.keep_every = conf.get('keep_every', 50)
        self.batch_size = conf.get('batch_size', 32)
        self.warm_start = conf.get('warm_start', False)

        self.lr_weight = conf.get('lr_weight', 2e-2)
        self.lr_noise = conf.get('lr_noise', 1e-1)
        self.alpha_n = torch.as_tensor(1. * conf.get('alpha_n', 1e-2))
        self.beta_n = torch.as_tensor(1. * conf.get('beta_n', 1e-1))

        # user can specify a suggested noise value, this will override alpha_n and beta_n
        self.noise_level = conf.get('noise_level', None)
        if self.noise_level is not None:
            prec = 1 / self.noise_level**2
            prec_var = (prec * 0.25)**2
            self.beta_n = torch.as_tensor(prec / prec_var)
            self.alpha_n = torch.as_tensor(prec * self.beta_n)
            print("Reset alpha_n = %g, beta_n = %g" %
                  (self.alpha_n, self.beta_n))

        self.prior_log_precision = TransformedDistribution(
            Gamma(self.alpha_n, self.beta_n),
            ExpTransform().inv)

        self.log_precs = nn.Parameter(torch.zeros(self.nout))
        self.nn = NN(dim, self.act, self.num_hiddens, self.nout)
        self.gain = 5. / 3  # Assume tanh activation

        self.init_nn()
Example #13
0
def test_logistic():
    base_distribution = Uniform(0, 1)
    transforms = [SigmoidTransform().inv, AffineTransform(loc=torch.tensor([2.]), scale=torch.tensor([1.]))]
    model = TransformedDistribution(base_distribution, transforms)
    transform = Logistic(2., 1.)

    x = model.sample((4,)).reshape(-1, 1)
    assert torch.all(transform.log_prob(x)- model.log_prob(x).view(-1) < 1e-4)

    x = transform.sample(4)
    assert x.shape == (4, 1)
    assert torch.all(transform.log_prob(x)- model.log_prob(x).view(-1) < 1e-4)

    x = transform.sample(1)
    assert x.shape == (1, 1)
    assert torch.all(transform.log_prob(x)- model.log_prob(x).view(-1) < 1e-4)

    transform.get_parameters()
Example #14
0
class BNN_SGDMC(nn.Module, BNN):
    def __init__(self,
                 dim,
                 act=nn.ReLU(),
                 num_hiddens=[50],
                 nout=1,
                 conf=dict()):
        nn.Module.__init__(self)
        BNN.__init__(self)
        self.dim = dim
        self.act = act
        self.num_hiddens = num_hiddens
        self.nout = nout
        self.steps_burnin = conf.get('steps_burnin', 2500)
        self.steps = conf.get('steps', 2500)
        self.keep_every = conf.get('keep_every', 50)
        self.batch_size = conf.get('batch_size', 32)
        self.warm_start = conf.get('warm_start', False)

        self.lr_weight = conf.get('lr_weight', 2e-2)
        self.lr_noise = conf.get('lr_noise', 1e-1)
        self.alpha_n = torch.as_tensor(1. * conf.get('alpha_n', 1e-2))
        self.beta_n = torch.as_tensor(1. * conf.get('beta_n', 1e-1))

        # user can specify a suggested noise value, this will override alpha_n and beta_n
        self.noise_level = conf.get('noise_level', None)
        if self.noise_level is not None:
            prec = 1 / self.noise_level**2
            prec_var = (prec * 0.25)**2
            self.beta_n = torch.as_tensor(prec / prec_var)
            self.alpha_n = torch.as_tensor(prec * self.beta_n)
            print("Reset alpha_n = %g, beta_n = %g" %
                  (self.alpha_n, self.beta_n))

        self.prior_log_precision = TransformedDistribution(
            Gamma(self.alpha_n, self.beta_n),
            ExpTransform().inv)

        self.log_precs = nn.Parameter(torch.zeros(self.nout))
        self.nn = NN(dim, self.act, self.num_hiddens, self.nout)
        self.gain = 5. / 3  # Assume tanh activation

        self.init_nn()

    def init_nn(self):
        self.log_precs.data = (self.alpha_n / self.beta_n).log() * torch.ones(
            self.nout)
        for l in self.nn.nn:
            if type(l) == nn.Linear:
                nn.init.xavier_uniform_(l.weight, gain=self.gain)

    def log_prior(self):
        log_p = self.prior_log_precision.log_prob(self.log_precs).sum()
        for n, p in self.nn.nn.named_parameters():
            if "weight" in n:
                std = self.gain * np.sqrt(2. / (p.shape[0] + p.shape[1]))
                log_p += torch.distributions.Normal(0, std).log_prob(p).sum()
        return log_p

    def log_lik(self, X, y):
        y = y.view(-1, self.nout)
        nout = self.nn(X).view(-1, self.nout)
        precs = self.log_precs.exp()
        log_lik = -0.5 * precs * (
            y - nout)**2 + 0.5 * self.log_precs - 0.5 * np.log(2 * np.pi)
        return log_lik.sum()

    def sgld_steps(self, num_steps, num_train):
        step_cnt = 0
        loss = 0.
        while (step_cnt < num_steps):
            for bx, by in self.loader:
                log_prior = self.log_prior()
                log_lik = self.log_lik(bx, by)
                loss = -1 * (log_lik * (num_train / bx.shape[0]) + log_prior)
                self.opt.zero_grad()
                loss.backward()
                self.opt.step()
                self.scheduler.step()
                step_cnt += 1
                if step_cnt >= num_steps:
                    break
        return loss

    def train(self, X, y):
        y = y.view(-1, self.nout)
        num_train = X.shape[0]
        params = [{
            'params': self.nn.nn.parameters(),
            'lr': self.lr_weight
        }, {
            'params': self.log_precs,
            'lr': self.lr_noise
        }]

        self.opt = pSGLD(params)
        self.scheduler = optim.lr_scheduler.LambdaLR(
            self.opt, lambda iter: np.float32((1 + iter)**-0.33))
        # XXX: learning rate scheduler, as suggested in Teh, Yee Whye,
        # Alexandre H. Thiery, and Sebastian J. Vollmer. "Consistency and
        # fluctuations for stochastic gradient Langevin dynamics." The Journal
        # of Machine Learning Research 17.1 (2016): 193-225.

        # XXX: I'm not sure if this scheduler is still optimal for preconditioned SGLD

        self.loader = DataLoader(TensorDataset(X, y),
                                 batch_size=self.batch_size,
                                 shuffle=True)
        step_cnt = 0
        self.nns = []
        self.lrs = []
        if not self.warm_start:
            self.init_nn()

        _ = self.sgld_steps(self.steps_burnin, num_train)  # burn-in

        while (step_cnt < self.steps):
            loss = self.sgld_steps(self.keep_every, num_train)
            step_cnt += self.keep_every
            prec = self.log_precs.exp().mean()
            print('Step %4d, loss = %8.2f, precision = %g' %
                  (step_cnt, loss, prec),
                  flush=True)
            self.nns.append(deepcopy(self.nn))
        print('Number of samples: %d' % len(self.nns))

    def sample(self, num_samples=1):
        assert (num_samples <= len(self.nns))
        return np.random.permutation(self.nns)[:num_samples]

    def sample_predict(self, nns, input):
        num_samples = len(nns)
        num_x = input.shape[0]
        pred = torch.empty(num_samples, num_x, self.nout)
        for i in range(num_samples):
            pred[i] = nns[i](input)
        return pred

    def report(self):
        print(self.nn.nn)
Example #15
0
class BNN_SGDMC(nn.Module, BNN):
    def __init__(self,
                 dim,
                 act=nn.ReLU(),
                 num_hiddens=[50],
                 nout=1,
                 conf=dict()):
        nn.Module.__init__(self)
        BNN.__init__(self)
        self.dim = dim
        self.act = act
        self.num_hiddens = num_hiddens
        self.nout = nout
        self.steps_burnin = conf.get('steps_burnin', 2500)
        self.steps = conf.get('steps', 2500)
        self.keep_every = conf.get('keep_every', 50)
        self.batch_size = conf.get('batch_size', 32)
        self.warm_start = conf.get('warm_start', False)

        self.lr_weight = np.float32(conf.get('lr_weight', 1e-3))
        self.lr_noise = np.float32(conf.get('lr_noise', 1e-3))
        self.lr_lambda = np.float32(conf.get('lr_lambda', 1e-3))
        self.alpha_w = torch.as_tensor(1. * conf.get('alpha_w', 6.))
        self.beta_w = torch.as_tensor(1. * conf.get('beta_w', 6.))
        self.alpha_n = torch.as_tensor(1. * conf.get('alpha_n', 6.))
        self.beta_n = torch.as_tensor(1. * conf.get('beta_n', 6.))
        self.noise_level = conf.get('noise_level', None)
        if self.noise_level is not None:
            prec = 1 / self.noise_level**2
            prec_var = (prec * 0.25)**2
            self.beta_n = torch.as_tensor(prec / prec_var)
            self.alpha_n = torch.as_tensor(prec * self.beta_n)
            print("Reset alpha_n = %g, beta_n = %g" %
                  (self.alpha_n, self.beta_n))

        self.prior_log_lambda = TransformedDistribution(
            Gamma(self.alpha_w, self.beta_w),
            ExpTransform().inv)  # log of gamma distribution
        self.prior_log_precision = TransformedDistribution(
            Gamma(self.alpha_n, self.beta_n),
            ExpTransform().inv)

        self.log_lambda = nn.Parameter(torch.tensor(0.))
        self.log_precs = nn.Parameter(torch.zeros(self.nout))
        self.nn = NN(dim, self.act, self.num_hiddens, self.nout)

        self.init_nn()

    def init_nn(self):
        self.log_lambda.data = self.prior_log_lambda.sample()
        self.log_precs.data = self.prior_log_precision.sample((self.nout, ))
        for layer in self.nn.nn:
            if isinstance(layer, nn.Linear):
                layer.weight.data = torch.distributions.Normal(
                    0, 1 / self.log_lambda.exp().sqrt()).sample(
                        layer.weight.shape)
                layer.bias.data = torch.zeros(layer.bias.shape)

    def log_prior(self):
        log_p = self.prior_log_lambda.log_prob(self.log_lambda).sum()
        log_p += self.prior_log_precision.log_prob(self.log_precs).sum()

        lambd = self.log_lambda.exp()
        for n, p in self.nn.nn.named_parameters():
            if "weight" in n:
                log_p += -0.5 * lambd * torch.sum(p**2) + 0.5 * p.numel() * (
                    self.log_lambda - np.log(2 * np.pi))
        return log_p

    def log_lik(self, X, y):
        y = y.view(-1, self.nout)
        nout = self.nn(X).view(-1, self.nout)
        precs = self.log_precs.exp()
        log_lik = -0.5 * precs * (
            y - nout)**2 + 0.5 * self.log_precs - 0.5 * np.log(2 * np.pi)
        return log_lik.sum()

    def sgld_steps(self, num_steps, num_train):
        step_cnt = 0
        loss = 0.
        while (step_cnt < num_steps):
            for bx, by in self.loader:
                log_prior = self.log_prior()
                log_lik = self.log_lik(bx, by)
                loss = -1 * (log_lik * (num_train / bx.shape[0]) + log_prior)
                self.opt.zero_grad()
                loss.backward()
                self.opt.step()
                self.scheduler.step()
                step_cnt += 1
                if step_cnt >= num_steps:
                    break
        return loss

    def train(self, X, y):
        y = y.view(-1, self.nout)
        num_train = X.shape[0]
        params = [{
            'params': self.nn.nn.parameters(),
            'lr': self.lr_weight
        }, {
            'params': self.log_precs,
            'lr': self.lr_noise
        }, {
            'params': self.log_lambda,
            'lr': self.lr_lambda
        }]
        # self.opt       = aSGHMC(params, num_burn_in_steps = self.steps_burnin)
        # self.scheduler = optim.lr_scheduler.LambdaLR(self.opt, lambda iter : np.float32(1.))

        self.opt = pSGLD(params)
        self.scheduler = optim.lr_scheduler.LambdaLR(
            self.opt, lambda iter: np.float32((1 + iter)**-0.33))

        self.loader = DataLoader(TensorDataset(X, y),
                                 batch_size=self.batch_size,
                                 shuffle=True)
        step_cnt = 0
        self.nns = []
        self.lrs = []
        if not self.warm_start:
            self.init_nn()

        _ = self.sgld_steps(self.steps_burnin, num_train)  # burn-in

        while (step_cnt < self.steps):
            loss = self.sgld_steps(self.keep_every, num_train)
            step_cnt += self.keep_every
            prec = self.log_precs.exp().mean()
            wstd = 1 / self.log_lambda.exp().sqrt()
            print('Step %4d, loss = %8.2f, precision = %g, weight_std = %g' %
                  (step_cnt, loss, prec, wstd),
                  flush=True)
            self.nns.append(deepcopy(self.nn))
        print('Number of samples: %d' % len(self.nns))

    def sample(self, num_samples=1):
        assert (num_samples <= len(self.nns))
        return np.random.permutation(self.nns)[:num_samples]

    def sample_predict(self, nns, input):
        num_samples = len(nns)
        num_x = input.shape[0]
        pred = torch.empty(num_samples, num_x, self.nout)
        for i in range(num_samples):
            pred[i] = nns[i](input)
        return pred

    def report(self):
        print(self.nn.nn)
 def create_distribution(self, scale, shape, shift):
     wd = Weibull(scale=scale, concentration=shape)
     transforms = AffineTransform(loc=shift, scale=1.)
     weibull = TransformedDistribution(wd, transforms)
     return weibull
Example #17
0
    def get_action(self, belief, posterior_state, explore=False, det=False):
        state = posterior_state
        B, H, Z = belief.size(0), belief.size(1), state.size(1)

        actions_l_mean_lists, actions_l_std_lists = self.get_action_sequence(
            belief, state, B)

        belief, state = belief.unsqueeze(dim=1).expand(
            B, self.candidates,
            H).reshape(-1, H), state.unsqueeze(dim=1).expand(
                B, self.candidates, Z).reshape(-1, Z)

        # Initialize factorized belief over action sequences q(a_t:t+H) ~ N(0, I)
        # action_mean, action_std_dev = torch.zeros(self.planning_horizon, B, 1, self.action_size, device=belief.device), torch.ones(self.planning_horizon, B, 1, self.action_size, device=belief.device)
        action_mean, action_std_dev = None, None
        for _ in range(self.optimisation_iters):
            # print("optimization_iters",_)
            # Evaluate J action sequences from the current belief (over entire sequence at once, batched over particles)
            if _ == 0:
                sub_action_list = []
                for id in range(len(self.actor_pool)):
                    # a = self.candidates//len(self.actor_pool)
                    action = (
                        actions_l_mean_lists[id] + actions_l_std_lists[id] *
                        torch.randn(self.top_planning_horizon,
                                    B,
                                    self.candidates // len(self.actor_pool),
                                    self.action_size,
                                    device=belief.device)
                    ).view(
                        self.top_planning_horizon,
                        B * self.candidates // len(self.actor_pool),
                        self.action_size
                    )  # Sample actions (time x (batch x candidates) x actions)
                    sub_action_list.append(action)
                actions = torch.cat(sub_action_list, dim=1)
            else:
                actions = (action_mean + action_std_dev * torch.randn(
                    self.top_planning_horizon,
                    B,
                    self.candidates,
                    self.action_size,
                    device=belief.device)).view(
                        self.top_planning_horizon, B * self.candidates,
                        self.action_size
                    )  # Sample actions (time x (batch x candidates) x actions)
            # Sample next states

            beliefs, states, _, _ = self.upper_transition_model(
                state, actions, belief)

            # if args.MultiGPU:
            #   actions_trans = torch.transpose(actions, 0, 1).cuda()
            #   beliefs, states, _, _ = self.transition_model(state, actions_trans, belief)
            #   beliefs, states = list(map(lambda x: x.view(-1, self.candidates, x.shape[2]), [beliefs, states]))
            #
            # else:
            #   beliefs, states, _, _ = self.transition_model(state, actions, belief)
            # beliefs, states, _, _ = self.transition_model(state, actions, belief)# [12, 1000, 200] [12, 1000, 30] : 12 horizon steps; 1000 candidates

            # Calculate expected returns (technically sum of rewards over planning horizon)
            returns = self.reward_model(beliefs.view(-1, H), states.view(
                -1, Z
            )).view(self.top_planning_horizon, -1).sum(
                dim=0)  # output from r-model[12000]->view[12, 1000]->sum[1000]
            # Re-fit belief to the K best action sequencessetting -> Repositories
            _, topk = returns.reshape(B, self.candidates).topk(
                self.top_candidates, dim=1, largest=True, sorted=False)
            topk += self.candidates * torch.arange(
                0, B, dtype=torch.int64, device=topk.device).unsqueeze(
                    dim=1)  # Fix indices for unrolled actions
            best_actions = actions[:, topk.view(-1)].reshape(
                self.top_planning_horizon, B, self.top_candidates,
                self.action_size)
            # Update belief with new means and standard deviations
            action_mean, action_std_dev = best_actions.mean(
                dim=2, keepdim=True), best_actions.std(dim=2,
                                                       unbiased=False,
                                                       keepdim=True)

        # Return sample action from distribution

        dist = Normal(action_mean[0].squeeze(dim=1),
                      action_std_dev[0].squeeze(dim=1))
        dist = TransformedDistribution(dist, TanhBijector())
        dist = torch.distributions.Independent(dist, 1)
        dist = SampleDist(dist)
        if det:
            tmp = dist.mode()
            return tmp
        else:
            tmp = dist.rsample()
            return tmp
Example #18
0
def wrap_prior_dist(prior_dist, transforms):
    return TransformedDistribution(prior_dist, transforms)