def update_opt(self,
loss,
target,
leq_constraint,
inputs,
constraint_name="constraint",
*args,
**kwargs):
"""
:param loss: Symbolic expression for the loss function.
:param target: A parameterized object to optimize over. It should
implement methods of the :class:`garage.core.paramerized.Parameterized`
class.
:param leq_constraint: A constraint provided as a tuple (f, epsilon),
of the form f(*inputs) <= epsilon.
:param inputs: A list of symbolic variables as inputs
:return: No return value.
"""
constraint_term, constraint_value = leq_constraint
penalty_var = TT.scalar("penalty")
penalized_loss = loss + penalty_var * constraint_term
self._target = target
self._max_constraint_val = constraint_value
self._constraint_name = constraint_name
def get_opt_output():
flat_grad = flatten_tensor_variables(
theano.grad(
penalized_loss,
target.get_params(trainable=True),
disconnected_inputs='ignore'))
return [
penalized_loss.astype('float64'),
flat_grad.astype('float64')
]
self._opt_fun = lazydict(
f_loss=lambda: compile_function(inputs, loss, log_name="f_loss"),
f_constraint=lambda: compile_function(
inputs, constraint_term, log_name="f_constraint"),
f_penalized_loss=lambda: compile_function(
inputs=inputs + [penalty_var],
outputs=[penalized_loss, loss, constraint_term],
log_name="f_penalized_loss",
),
f_opt=lambda: compile_function(
inputs=inputs + [penalty_var],
outputs=get_opt_output(),
log_name="f_opt"))
def update_opt(self, f, target, inputs, reg_coeff, name=None):
self.target = target
self.reg_coeff = reg_coeff
params = target.get_params(trainable=True)
with tf.name_scope(name, "FiniteDifferenceHvp",
[f, inputs, params, target]):
constraint_grads = tf.gradients(f,
xs=params,
name="gradients_constraint")
for idx, (grad, param) in enumerate(zip(constraint_grads, params)):
if grad is None:
constraint_grads[idx] = tf.zeros_like(param)
flat_grad = tensor_utils.flatten_tensor_variables(constraint_grads)
def f_hx_plain(*args):
with tf.name_scope("f_hx_plain", values=[inputs, self.target]):
inputs_ = args[:len(inputs)]
xs = args[len(inputs):]
flat_xs = np.concatenate(
[np.reshape(x, (-1, )) for x in xs])
param_val = self.target.get_param_values(trainable=True)
eps = np.cast['float32'](
self.base_eps / (np.linalg.norm(param_val) + 1e-8))
self.target.set_param_values(param_val + eps * flat_xs,
trainable=True)
flat_grad_dvplus = self.opt_fun["f_grad"](*inputs_)
self.target.set_param_values(param_val, trainable=True)
if self.symmetric:
self.target.set_param_values(param_val - eps * flat_xs,
trainable=True)
flat_grad_dvminus = self.opt_fun["f_grad"](*inputs_)
hx = (flat_grad_dvplus - flat_grad_dvminus) / (2 * eps)
self.target.set_param_values(param_val, trainable=True)
else:
flat_grad = self.opt_fun["f_grad"](*inputs_)
hx = (flat_grad_dvplus - flat_grad) / eps
return hx
self.opt_fun = ext.lazydict(
f_grad=lambda: tensor_utils.compile_function(
inputs=inputs,
outputs=flat_grad,
log_name="f_grad",
),
f_hx_plain=lambda: f_hx_plain,
)
def update_opt(self, f, target, inputs, reg_coeff, name=None):
self.target = target
self.reg_coeff = reg_coeff
params = target.get_params(trainable=True)
with tf.name_scope(name, "PerlmutterHvp", [f, inputs, params]):
constraint_grads = tf.gradients(f,
xs=params,
name="gradients_constraint")
for idx, (grad, param) in enumerate(zip(constraint_grads, params)):
if grad is None:
constraint_grads[idx] = tf.zeros_like(param)
xs = tuple([
tensor_utils.new_tensor_like(p.name.split(":")[0], p)
for p in params
])
def hx_plain():
with tf.name_scope("hx_plain",
values=[constraint_grads, params, xs]):
with tf.name_scope("hx_function",
values=[constraint_grads, xs]):
hx_f = tf.reduce_sum(
tf.stack([
tf.reduce_sum(g * x)
for g, x in zip(constraint_grads, xs)
])),
hx_plain_splits = tf.gradients(hx_f,
params,
name="gradients_hx_plain")
for idx, (hx,
param) in enumerate(zip(hx_plain_splits,
params)):
if hx is None:
hx_plain_splits[idx] = tf.zeros_like(param)
return tensor_utils.flatten_tensor_variables(
hx_plain_splits)
self.opt_fun = ext.lazydict(
f_hx_plain=lambda: tensor_utils.compile_function(
inputs=inputs + xs,
outputs=hx_plain(),
log_name="f_hx_plain",
), )
def update_opt(self,
loss,
target,
inputs,
extra_inputs=None,
name=None,
*args,
**kwargs):
"""
:param loss: Symbolic expression for the loss function.
:param target: A parameterized object to optimize over. It should
implement methods of the
:class:`garage.core.paramerized.Parameterized` class.
:param leq_constraint: A constraint provided as a tuple (f, epsilon),
of the form f(*inputs) <= epsilon.
:param inputs: A list of symbolic variables as inputs
:return: No return value.
"""
self._target = target
params = target.get_params(trainable=True)
with tf.name_scope(name, "LbfgsOptimizer",
[loss, inputs, params, extra_inputs]):
def get_opt_output():
with tf.name_scope("get_opt_output", [loss, params]):
flat_grad = tensor_utils.flatten_tensor_variables(
tf.gradients(loss, params))
return [
tf.cast(loss, tf.float64),
tf.cast(flat_grad, tf.float64)
]
if extra_inputs is None:
extra_inputs = list()
self._opt_fun = ext.lazydict(
f_loss=lambda: tensor_utils.compile_function(
inputs + extra_inputs, loss),
f_opt=lambda: tensor_utils.compile_function(
inputs=inputs + extra_inputs,
outputs=get_opt_output(),
))
def update_opt(self,
loss,
target,
inputs,
extra_inputs=None,
gradients=None,
**kwargs):
"""
:param loss: Symbolic expression for the loss function.
:param target: A parameterized object to optimize over. It should
implement methods of the :class:`garage.core.paramerized.Parameterized`
class.
:param leq_constraint: A constraint provided as a tuple (f, epsilon),
of the form f(*inputs) <= epsilon.
:param inputs: A list of symbolic variables as inputs
:return: No return value.
"""
self._target = target
if gradients is None:
gradients = theano.grad(
loss,
target.get_params(trainable=True),
disconnected_inputs='ignore')
updates = self._update_method(
gradients, target.get_params(trainable=True))
updates = OrderedDict(
[(k, v.astype(k.dtype)) for k, v in updates.items()])
if extra_inputs is None:
extra_inputs = list()
self._opt_fun = ext.lazydict(
f_loss=lambda: ext.compile_function(inputs + extra_inputs, loss),
f_opt=lambda: ext.compile_function(
inputs=inputs + extra_inputs,
outputs=loss,
updates=updates,
))
def update_opt(self,
loss,
target,
inputs,
extra_inputs=None,
gradients=None,
*args,
**kwargs):
"""
:param loss: Symbolic expression for the loss function.
:param target: A parameterized object to optimize over. It should
implement methods of the :class:`garage.core.paramerized.Parameterized`
class.
:param leq_constraint: A constraint provided as a tuple (f, epsilon), of
the form f(*inputs) <= epsilon.
:param inputs: A list of symbolic variables as inputs
:param gradients: symbolic expressions for the gradients of trainable
parameters of the target. By default this will be computed by calling
theano.grad
:return: No return value.
"""
self._target = target
def get_opt_output(gradients):
if gradients is None:
gradients = theano.grad(loss,
target.get_params(trainable=True))
flat_grad = flatten_tensor_variables(gradients)
return [loss.astype('float64'), flat_grad.astype('float64')]
if extra_inputs is None:
extra_inputs = list()
self._opt_fun = lazydict(
f_loss=lambda: compile_function(inputs + extra_inputs, loss),
f_opt=lambda: compile_function(
inputs=inputs + extra_inputs,
outputs=get_opt_output(gradients),
))
def update_opt(self, f, target, inputs, reg_coeff):
self.target = target
self.reg_coeff = reg_coeff
params = target.get_params(trainable=True)
constraint_grads = theano.grad(
f, wrt=params, disconnected_inputs='warn')
flat_grad = ext.flatten_tensor_variables(constraint_grads)
def f_Hx_plain(*args):
inputs_ = args[:len(inputs)]
xs = args[len(inputs):]
flat_xs = np.concatenate([np.reshape(x, (-1, )) for x in xs])
param_val = self.target.get_param_values(trainable=True)
eps = np.cast['float32'](
self.base_eps / (np.linalg.norm(param_val) + 1e-8))
self.target.set_param_values(
param_val + eps * flat_xs, trainable=True)
flat_grad_dvplus = self.opt_fun["f_grad"](*inputs_)
if self.symmetric:
self.target.set_param_values(
param_val - eps * flat_xs, trainable=True)
flat_grad_dvminus = self.opt_fun["f_grad"](*inputs_)
hx = (flat_grad_dvplus - flat_grad_dvminus) / (2 * eps)
self.target.set_param_values(param_val, trainable=True)
else:
self.target.set_param_values(param_val, trainable=True)
flat_grad = self.opt_fun["f_grad"](*inputs_)
hx = (flat_grad_dvplus - flat_grad) / eps
return hx
self.opt_fun = ext.lazydict(
f_grad=lambda: ext.compile_function(
inputs=inputs,
outputs=flat_grad,
log_name="f_grad",
),
f_Hx_plain=lambda: f_Hx_plain,
)
def update_opt(self, f, target, inputs, reg_coeff):
self.target = target
self.reg_coeff = reg_coeff
params = target.get_params(trainable=True)
constraint_grads = theano.grad(
f, wrt=params, disconnected_inputs='warn')
xs = tuple([ext.new_tensor_like("%s x" % p.name, p) for p in params])
def Hx_plain():
Hx_plain_splits = TT.grad(
TT.sum([TT.sum(g * x) for g, x in zip(constraint_grads, xs)]),
wrt=params,
disconnected_inputs='warn')
return TT.concatenate([TT.flatten(s) for s in Hx_plain_splits])
self.opt_fun = ext.lazydict(
f_Hx_plain=lambda: ext.compile_function(
inputs=inputs + xs,
outputs=Hx_plain(),
log_name="f_Hx_plain",
), )
def update_opt(self,
loss,
target,
leq_constraint,
inputs,
extra_inputs=None,
name=None,
constraint_name="constraint",
*args,
**kwargs):
"""
:param loss: Symbolic expression for the loss function.
:param target: A parameterized object to optimize over. It should
implement methods of the
the :class:`garage.core.paramerized.Parameterized` class.
:param leq_constraint: A constraint provided as a tuple (f, epsilon),
of the form f(*inputs) <= epsilon.
:param inputs: A list of symbolic variables as inputs, which could be
subsampled if needed. It is assumed that the first dimension of these
inputs should correspond to the number of data points
:param extra_inputs: A list of symbolic variables as extra inputs which
should not be subsampled
:return: No return value.
"""
params = target.get_params(trainable=True)
with tf.name_scope(
name, "ConjugateGradientOptimizer",
[loss, target, leq_constraint, inputs, extra_inputs,
params]): # yapf: disable
inputs = tuple(inputs)
if extra_inputs is None:
extra_inputs = tuple()
else:
extra_inputs = tuple(extra_inputs)
constraint_term, constraint_value = leq_constraint
with tf.name_scope("loss_gradients", values=[loss, params]):
grads = tf.gradients(loss, xs=params)
for idx, (grad, param) in enumerate(zip(grads, params)):
if grad is None:
grads[idx] = tf.zeros_like(param)
flat_grad = tensor_utils.flatten_tensor_variables(grads)
self._hvp_approach.update_opt(f=constraint_term,
target=target,
inputs=inputs + extra_inputs,
reg_coeff=self._reg_coeff,
name="update_opt_" + constraint_name)
self._target = target
self._max_constraint_val = constraint_value
self._constraint_name = constraint_name
self._opt_fun = ext.lazydict(
f_loss=lambda: tensor_utils.compile_function(
inputs=inputs + extra_inputs,
outputs=loss,
log_name="f_loss",
),
f_grad=lambda: tensor_utils.compile_function(
inputs=inputs + extra_inputs,
outputs=flat_grad,
log_name="f_grad",
),
f_constraint=lambda: tensor_utils.compile_function(
inputs=inputs + extra_inputs,
outputs=constraint_term,
log_name="constraint",
),
f_loss_constraint=lambda: tensor_utils.compile_function(
inputs=inputs + extra_inputs,
outputs=[loss, constraint_term],
log_name="f_loss_constraint",
),
)
def update_opt(self,
loss,
target,
leq_constraint,
inputs,
extra_inputs=None,
constraint_name="constraint",
*args,
**kwargs):
"""
:param loss: Symbolic expression for the loss function.
:param target: A parameterized object to optimize over. It should
implement methods of the :class:`garage.core.paramerized.Parameterized`
class.
:param leq_constraint: A constraint provided as a tuple (f, epsilon), of
the form f(*inputs) <= epsilon.
:param inputs: A list of symbolic variables as inputs, which could be
subsampled if needed. It is assumed that the first dimension of these
inputs should correspond to the number of data points
:param extra_inputs: A list of symbolic variables as extra inputs which
should not be subsampled
:return: No return value.
"""
inputs = tuple(inputs)
if extra_inputs is None:
extra_inputs = tuple()
else:
extra_inputs = tuple(extra_inputs)
constraint_term, constraint_value = leq_constraint
params = target.get_params(trainable=True)
grads = theano.grad(loss, wrt=params, disconnected_inputs='warn')
flat_grad = ext.flatten_tensor_variables(grads)
self._hvp_approach.update_opt(
f=constraint_term,
target=target,
inputs=inputs + extra_inputs,
reg_coeff=self._reg_coeff)
self._target = target
self._max_constraint_val = constraint_value
self._constraint_name = constraint_name
self._opt_fun = ext.lazydict(
f_loss=lambda: ext.compile_function(
inputs=inputs + extra_inputs,
outputs=loss,
log_name="f_loss",
),
f_grad=lambda: ext.compile_function(
inputs=inputs + extra_inputs,
outputs=flat_grad,
log_name="f_grad",
),
f_constraint=lambda: ext.compile_function(
inputs=inputs + extra_inputs,
outputs=constraint_term,
log_name="constraint",
),
f_loss_constraint=lambda: ext.compile_function(
inputs=inputs + extra_inputs,
outputs=[loss, constraint_term],
log_name="f_loss_constraint",
),
)
