def test_runningmeanstd():
    for (x1, x2, x3) in [
        (np.random.randn(3), np.random.randn(4), np.random.randn(5)),
        (np.random.randn(3,2), np.random.randn(4,2), np.random.randn(5,2)),
        ]:

        rms = RunningMeanStd(epsilon=0.0, shape=x1.shape[1:])
        U.initialize()

        x = np.concatenate([x1, x2, x3], axis=0)
        ms1 = [x.mean(axis=0), x.std(axis=0)]
        rms.update(x1)
        rms.update(x2)
        rms.update(x3)
        ms2 = [rms.mean.eval(), rms.std.eval()]

        assert np.allclose(ms1, ms2)
def test_dist():
    np.random.seed(0)
    p1,p2,p3=(np.random.randn(3,1), np.random.randn(4,1), np.random.randn(5,1))
    q1,q2,q3=(np.random.randn(6,1), np.random.randn(7,1), np.random.randn(8,1))

    # p1,p2,p3=(np.random.randn(3), np.random.randn(4), np.random.randn(5))
    # q1,q2,q3=(np.random.randn(6), np.random.randn(7), np.random.randn(8))

    comm = MPI.COMM_WORLD
    assert comm.Get_size()==2
    if comm.Get_rank()==0:
        x1,x2,x3 = p1,p2,p3
    elif comm.Get_rank()==1:
        x1,x2,x3 = q1,q2,q3
    else:
        assert False

    rms = RunningMeanStd(epsilon=0.0, shape=(1,))
    U.initialize()

    rms.update(x1)
    rms.update(x2)
    rms.update(x3)

    bigvec = np.concatenate([p1,p2,p3,q1,q2,q3])

    def checkallclose(x,y):
        print(x,y)
        return np.allclose(x,y)

    assert checkallclose(
        bigvec.mean(axis=0),
        rms.mean.eval(),
    )
    assert checkallclose(
        bigvec.std(axis=0),
        rms.std.eval(),
    )
Exemple #3
0
def learn(env, policy_fn, *,
        timesteps_per_batch, # what to train on
        max_kl, cg_iters,
        gamma, lam, # advantage estimation
        entcoeff=0.0,
        cg_damping=1e-2,
        vf_stepsize=3e-4,
        vf_iters =3,
        max_timesteps=0, max_episodes=0, max_iters=0,  # time constraint
        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_fn("pi", ob_space, ac_space)
    oldpi = policy_fn("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.split("/")[1].startswith("pol")]
    var_list.extend([v for v in all_var_list if v.name.split("/")[1].startswith("me")])
    vf_var_list = [v for v in all_var_list if v.name.split("/")[1].startswith("vf")]
    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

    act_params = {
        'name': "pi",
        'ob_space': ob_space,
        'ac_space': ac_space,
    }

    pi = ActWrapper(pi, act_params)

    U.initialize()
    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

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

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

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

        ob = np.concatenate([s['ob'] for s in seg], axis=0)
        ac = np.concatenate([s['ac'] for s in seg], axis=0)
        atarg = np.concatenate([s['adv'] for s in seg], axis=0)
        tdlamret = np.concatenate([s['tdlamret'] for s in seg], axis=0)
        vpredbefore = np.concatenate([s["vpred"] for s in seg], axis=0) # 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 = ob, 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((ob, 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
        lrlocal = (seg[0]["ep_lens"], seg[0]["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()
Exemple #4
0
    def __init__(
            self,
            env,
            policy_fn,
            *,
            timesteps_per_batch,  # what to train on
            max_kl,
            cg_iters,
            gamma,
            lam,  # advantage estimation
            entcoeff=0.0,
            cg_damping=1e-2,
            vf_stepsize=3e-4,
            vf_iters=3,
            max_timesteps=0,
            max_episodes=0,
            max_iters=0,  # time constraint
            callback=None,
            max_path_length=None):

        self.gamma = gamma
        self.gae_lambda = lam
        self.max_kl = max_kl
        self.cg_iters = cg_iters
        self.cg_damping = cg_damping
        self.vf_stepsize = vf_stepsize
        self.vf_iters = vf_iters
        self.time_steps_per_batch = timesteps_per_batch
        if max_path_length is None:
            self.max_path_length = timesteps_per_batch
        else:
            self.max_path_length = max_path_length

        self.nworkers = MPI.COMM_WORLD.Get_size()
        self.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_fn("pi", ob_space, ac_space)
        oldpi = policy_fn("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
        # n_size = tf.placeholder(dtype=tf.float32, shape=[None])  # neighborhood size

        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))
        # pred_n_error = tf.reduce_mean(tf.square(pi.predict_n - n_size))

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

        optimgain = surrgain + entbonus  # - pred_n_error
        losses = [optimgain, meankl, entbonus, surrgain, meanent,
                  vferr]  # , pred_n_error]
        self.loss_names = [
            "optimgain", "meankl", "entloss", "surrgain", "entropy", "vf_loss"
        ]  # , "pred_n_error"]

        dist = meankl

        all_var_list = pi.get_trainable_variables()
        var_list = [
            v for v in all_var_list if v.name.split("/")[1].startswith("pol")
        ]
        var_list.extend(
            [v for v in all_var_list if v.name.split("/")[1].startswith("me")])
        vf_var_list = [
            v for v in all_var_list if v.name.split("/")[1].startswith("vf")
        ]
        # vf_var_list.extend([v for v in all_var_list if v.name.split("/")[1].startswith("me")])
        self.vfadam = MpiAdam(vf_var_list)

        self.get_flat = U.GetFlat(var_list)
        self.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)

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

        act_params = {
            'name': "pi",
            'ob_space': ob_space,
            'ac_space': ac_space,
        }

        self.pi = ActWrapper(pi, act_params)

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

        # self.seg_gen = traj_segment_generator(pi, env, timesteps_per_batch, stochastic=True)
        if self.time_steps_per_batch > self.max_path_length:
            self.nr_traj_seg_gens = int(self.time_steps_per_batch /
                                        self.max_path_length)
            self.seg_gen = [
                copy_func(traj_segment_generator,
                          "traj_seg_gen_{}".format(i))(pi,
                                                       env,
                                                       timesteps_per_batch,
                                                       stochastic=True)
                for i in range(self.nr_traj_seg_gens)
            ]
        else:
            self.nr_traj_seg_gens = 1
            self.seg_gen = [
                traj_segment_generator(pi,
                                       env,
                                       self.time_steps_per_batch,
                                       stochastic=True)
            ]