def main(config_file_path):
config_parser = get_config_parser(config_file_path)
config = get_config(config_parser)
logger = get_logger(config)
with tf.Session() as sess:
processor = Processor(config, logger)
env = Environment(logger, config, processor.price_blocks,
processor.timestamp_blocks)
agent = Agent(sess, logger, config, env)
agent.train()
agent.summary_writer.close()
def main(config_file_path):
config_parser = get_config_parser(config_file_path)
config = get_config(config_parser)
logger = get_logger(config)
with tf.Session() as sess:
processor = Processor(config, logger)
env = Environment(logger, config, processor.diff_blocks,
processor.price_blocks,
processor.timestamp_blocks)
agent = Agent(sess, logger, config, env)
agent.train()
agent.summary_writer.close()
class Master:
"""
master, train AI model
"""
def __init__(self):
LOG.info('init master')
self.__loop_count = 0
self.__train_step = 0
self.__args = self._set_args()
LOG.info("the args is{}".format(self.__args))
self.rainbow = Agent(self.__args, ACTION_SPACE)
self.rainbow.train()
self.__count_list = list()
self.__queue_list = list()
self.__memory_list = list()
for _ in range(MAX_WORKER_COUNT):
self.__count_list.append(0)
self.__queue_list.append(queue.Queue())
self.__memory_list.append(ReplayMemory(self.__args, self.__args.memory_capacity))
self.__priority_weight_increase = (1 - self.__args.priority_weight) / (
self.__args.T_max - self.__args.learn_start)
def send_transition(self, index, state, action_index, reward, done):
self.__queue_list[index].put((state, action_index, reward, done))
return
def __get_action_data(self, idx):
while True:
if not self.__queue_list[idx].empty():
(state, action_index, reward, done) = self.__queue_list[idx].get()
self.__memory_list[idx].append(state, action_index, reward, done)
self.__count_list[idx] += 1
return True
return False
def __get_train_data(self):
index_list = list()
for idx in range(MAX_WORKER_COUNT):
if self.__get_action_data(idx) is True:
index_list.append(idx)
return index_list
def __save_train_model(self):
if self.__train_step % 2e4 == 0:
st = time.time()
self.rainbow.save('./Model/', name='model_{}.pth'.format(self.__train_step))
et = time.time()
cost_ime = ((et - st) * 1000)
LOG.info('saving rainbow costs {} ms at train step {}'.format(cost_ime, self.__train_step))
def __print_progress_log(self, start_time):
if self.__loop_count % LOG_FREQUENCY == 0:
cost_ime = ((time.time() - start_time) * 1000)
LOG.info('train rainbow is {} ms at loop count {}'.format(cost_ime, self.__loop_count))
def train(self):
start_time = time.time()
index_list = self.__get_train_data()
if len(index_list) == 0:
return
for _ in range(3):
i = np.random.randint(len(index_list))
idx = index_list[i]
if self.__count_list[idx] >= self.__args.learn_start:
# Anneal importance sampling weight β to 1
self.__memory_list[idx].priority_weight = min(
self.__memory_list[idx].priority_weight + self.__priority_weight_increase, 1)
if self.__loop_count % self.__args.replay_frequency == 0:
start_time = time.time()
self.rainbow.learn(self.__memory_list[idx]) # Train with n-step distributional double-Q learning
self.__print_progress_log(start_time)
self.__save_train_model()
self.__train_step += 1
# Update target network
if self.__loop_count % self.__args.target_update == 0:
# LOG.info('master updates target net at train step {}'.format(self.__trainStep))
self.rainbow.update_target_net()
if self.__loop_count % LOG_FREQUENCY == 0:
LOG.info('train time is {} ms at loop count {}'.format(((time.time() - start_time) * 1000),
self.__loop_count))
self.__loop_count += 1
return
# pylint: disable=R0201
def _set_args(self):
parser = argparse.ArgumentParser(description='Rainbow')
parser.add_argument('--enable-cuda', action='store_true', help='Enable CUDA')
parser.add_argument('--enable-cudnn', action='store_true', help='Enable cuDNN')
parser.add_argument('--T-max', type=int, default=int(50e6), metavar='STEPS',
help='Number of training steps (4x number of frames)')
parser.add_argument('--architecture', type=str, default='canonical', choices=['canonical', 'data-efficient'],
metavar='ARCH', help='Network architecture')
parser.add_argument('--history-length', type=int, default=4, metavar='T',
help='Number of consecutive states processed')
parser.add_argument('--hidden-size', type=int, default=512, metavar='SIZE', help='Network hidden size')
parser.add_argument('--noisy-std', type=float, default=0.1, metavar='σ',
help='Initial standard deviation of noisy linear layers')
parser.add_argument('--atoms', type=int, default=51, metavar='C', help='Discretised size of value distribution')
parser.add_argument('--V-min', type=float, default=-10, metavar='V',
help='Minimum of value distribution support')
parser.add_argument('--V-max', type=float, default=10, metavar='V',
help='Maximum of value distribution support')
parser.add_argument('--model', type=str, metavar='PARAMS', help='Pretrained model (state dict)')
parser.add_argument('--memory-capacity', type=int, default=int(40000), metavar='CAPACITY',
help='Experience replay memory capacity')
parser.add_argument('--replay-frequency', type=int, default=1, metavar='k',
help='Frequency of sampling from memory')
parser.add_argument('--priority-exponent', type=float, default=0.5, metavar='ω',
help='Prioritised experience replay exponent (originally denoted α)')
parser.add_argument('--priority-weight', type=float, default=0.4, metavar='β',
help='Initial prioritised experience replay importance sampling weight')
parser.add_argument('--multi-step', type=int, default=3, metavar='n',
help='Number of steps for multi-step return')
parser.add_argument('--discount', type=float, default=0.99, metavar='γ', help='Discount factor')
parser.add_argument('--target-update', type=int, default=int(1e3), metavar='τ',
help='Number of steps after which to update target network')
parser.add_argument('--learning-rate', type=float, default=1e-4, metavar='η', help='Learning rate')
parser.add_argument('--adam-eps', type=float, default=1.5e-4, metavar='ε', help='Adam epsilon')
parser.add_argument('--batch-size', type=int, default=32, metavar='SIZE', help='Batch size')
parser.add_argument('--learn-start', type=int, default=int(400), metavar='STEPS',
help='Number of steps before starting training')
# Setup
args = parser.parse_args()
# set random seed
np.random.seed(123)
torch.manual_seed(np.random.randint(1, 10000))
args.enable_cuda = True
args.enable_cudnn = True
# set torch device
if torch.cuda.is_available() and args.enable_cuda:
args.device = torch.device('cuda')
torch.cuda.manual_seed(np.random.randint(1, 10000))
torch.backends.cudnn.enabled = args.enable_cudnn
else:
args.device = torch.device('cpu')
return args