Exemple #1
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def sync_params(module):
    """ Sync all parameters of module across all MPI processes. """
    if num_procs() == 1:
        return
    for p in module.parameters():
        p_numpy = p.data.numpy()
        broadcast(p_numpy)
Exemple #2
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def mpi_avg_grads(module):
    """ Average contents of gradient buffers across MPI processes. """
    if num_procs() == 1:
        return
    for p in module.parameters():
        p_grad_numpy = p.grad.detach().numpy()  # numpy view of tensor data
        avg_p_grad = mpi_avg(p.grad.detach())
        p_grad_numpy[:] = avg_p_grad[:]
Exemple #3
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def setup_pytorch_for_mpi():
    """
    Avoid slowdowns caused by each separate process's PyTorch using
    more than its fair share of CPU resources.
    """
    #print('Proc %d: Reporting original number of Torch threads as %d.'%(proc_id(), torch.get_num_threads()), flush=True)
    if torch.get_num_threads() == 1:
        return
    fair_num_threads = max(int(torch.get_num_threads() / num_procs()), 1)
    torch.set_num_threads(fair_num_threads)
Exemple #4
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def dppo(env_fn, actor_critic=core.MLPActorCritic, ac_kwargs=dict(), seed=0,
        steps_per_epoch=4000, epochs=50, gamma=0.99, clip_ratio=0.2, pi_lr=3e-2,
        vf_lr=1e-3, train_pi_iters=80, train_v_iters=80, lam=0.97, max_ep_len=1000,
        target_kl=1, logger_kwargs=dict(), save_freq=10):
    """
    Proximal Policy Optimization (by clipping),

    with early stopping based on approximate KL

    Args:
        env_fn : A function which creates a copy of the environment.
            The environment must satisfy the OpenAI Gym API.

        actor_critic: The constructor method for a PyTorch Module with a
            ``step`` method, an ``act`` method, a ``pi`` module, and a ``v``
            module. The ``step`` method should accept a batch of observations
            and return:

            ===========  ================  ======================================
            Symbol       Shape             Description
            ===========  ================  ======================================
            ``a``        (batch, act_dim)  | Numpy array of actions for each
                                           | observation.
            ``v``        (batch,)          | Numpy array of value estimates
                                           | for the provided observations.
            ``logp_a``   (batch,)          | Numpy array of log probs for the
                                           | actions in ``a``.
            ===========  ================  ======================================

            The ``act`` method behaves the same as ``step`` but only returns ``a``.

            The ``pi`` module's forward call should accept a batch of
            observations and optionally a batch of actions, and return:

            ===========  ================  ======================================
            Symbol       Shape             Description
            ===========  ================  ======================================
            ``pi``       N/A               | Torch Distribution object, containing
                                           | a batch of distributions describing
                                           | the policy for the provided observations.
            ``logp_a``   (batch,)          | Optional (only returned if batch of
                                           | actions is given). Tensor containing
                                           | the log probability, according to
                                           | the policy, of the provided actions.
                                           | If actions not given, will contain
                                           | ``None``.
            ===========  ================  ======================================

            The ``v`` module's forward call should accept a batch of observations
            and return:

            ===========  ================  ======================================
            Symbol       Shape             Description
            ===========  ================  ======================================
            ``v``        (batch,)          | Tensor containing the value estimates
                                           | for the provided observations. (Critical:
                                           | make sure to flatten this!)
            ===========  ================  ======================================


        ac_kwargs (dict): Any kwargs appropriate for the ActorCritic object
            you provided to PPO.

        seed (int): Seed for random number generators.

        steps_per_epoch (int): Number of steps of interaction (state-action pairs)
            for the agent and the environment in each epoch.

        epochs (int): Number of epochs of interaction (equivalent to
            number of policy updates) to perform.

        gamma (float): Discount factor. (Always between 0 and 1.)

        clip_ratio (float): Hyperparameter for clipping in the policy objective.
            Roughly: how far can the new policy go from the old policy while
            still profiting (improving the objective function)? The new policy
            can still go farther than the clip_ratio says, but it doesn't help
            on the objective anymore. (Usually small, 0.1 to 0.3.) Typically
            denoted by :math:`\epsilon`.

        pi_lr (float): Learning rate for policy optimizer.

        vf_lr (float): Learning rate for value function optimizer.

        train_pi_iters (int): Maximum number of gradient descent steps to take
            on policy loss per epoch. (Early stopping may cause optimizer
            to take fewer than this.)

        train_v_iters (int): Number of gradient descent steps to take on
            value function per epoch.

        lam (float): Lambda for GAE-Lambda. (Always between 0 and 1,
            close to 1.)

        max_ep_len (int): Maximum length of trajectory / episode / rollout.

        target_kl (float): Roughly what KL divergence we think is appropriate
            between new and old policies after an update. This will get used
            for early stopping. (Usually small, 0.01 or 0.05.)

        logger_kwargs (dict): Keyword args for EpochLogger.

        save_freq (int): How often (in terms of gap between epochs) to save
            the current policy and value function.

    """

    # Special function to avoid certain slowdowns from PyTorch + MPI combo.
    setup_pytorch_for_mpi()

    # Set up logger and save configuration
    logger = EpochLogger(**logger_kwargs)
    logger.save_config(locals())

    # Random seed
    seed += 10000 * proc_id()
    torch.manual_seed(seed)
    np.random.seed(seed)

    # Instantiate environment
    env = env_fn()
    obs_dim = env.observation_space.shape
    act_dim = env.action_space.shape

    # Create actor-critic module
    ac = actor_critic(env.observation_space, env.action_space, **ac_kwargs)

    # Sync params across processes
    sync_params(ac)

    # Count variables
    var_counts = tuple(core.count_vars(module) for module in [ac.pi, ac.v])
    logger.log('\nNumber of parameters: \t pi: %d, \t v: %d\n'%var_counts)

    # Set up experience buffer
    local_steps_per_epoch = int(steps_per_epoch / num_procs())
    buf = PPOBuffer(obs_dim, act_dim, local_steps_per_epoch, gamma, lam)

    # Set up function for computing PPO policy loss
    def compute_loss_pi(data):
        obs, act, adv, logp_old = data['obs'], data['act'], data['adv'], data['logp']

        # Policy loss
        pi, logp = ac.pi(obs, act)
        ratio = torch.exp(logp - logp_old)
        clip_adv = torch.clamp(ratio, 1-clip_ratio, 1+clip_ratio) * adv
        loss_pi = -(torch.min(ratio * adv, clip_adv)).mean()

        # Useful extra info
        approx_kl = (logp_old - logp).mean().item()
        ent = pi.entropy().mean().item()
        clipped = ratio.gt(1+clip_ratio) | ratio.lt(1-clip_ratio)
        clipfrac = torch.as_tensor(clipped, dtype=torch.float32).mean().item()
        pi_info = dict(kl=approx_kl, ent=ent, cf=clipfrac)

        return loss_pi, pi_info

    # Set up function for computing value loss
    def compute_loss_v(data):
        obs, ret = data['obs'], data['ret']
        return ((ac.v(obs) - ret)**2).mean()

    # Set up optimizers for policy and value function
    pi_optimizer = Adam(ac.pi.parameters(), lr=pi_lr)
    vf_optimizer = Adam(ac.v.parameters(), lr=vf_lr)

    # Set up model saving
    logger.setup_pytorch_saver(ac)

    def update():
        epsilon = 0.1
        data = buf.get()

        pi_l_old, pi_info_old = compute_loss_pi(data)
        pi_l_old = pi_l_old.item()
        v_l_old = compute_loss_v(data).item()

        # Train policy with multiple steps of gradient descent
        for i in range(train_pi_iters):
            pi_optimizer.zero_grad()
            loss_pi, pi_info = compute_loss_pi(data)
            kl = mpi_avg(pi_info['kl'])
            if kl > 1.5 * target_kl:
                logger.log('Early stopping at step %d due to reaching max kl.'%i)
                break
            # Manually update pi.parameters
            # loss_pi.backward()
            for l in ac.pi.logits_net:
                for x in l.parameters():
                    y, = torch.autograd.grad(loss_pi, x, create_graph=True, retain_graph=True)
                    w = torch.zeros(y.size(), requires_grad=True)
                    g, = torch.autograd.grad(y, x, grad_outputs = w, create_graph = True)
                    r, = torch.autograd.grad(g, w, grad_outputs = y, create_graph = False)
                    x.grad = y - epsilon * r

            mpi_avg_grads(ac.pi)    # average grads across MPI processes
            pi_optimizer.step()

        logger.store(StopIter=i)

        # Value function learning
        for i in range(train_v_iters):
            vf_optimizer.zero_grad()
            loss_v = compute_loss_v(data)
            loss_v.backward()
            mpi_avg_grads(ac.v)    # average grads across MPI processes
            vf_optimizer.step()

        # Log changes from update
        kl, ent, cf = pi_info['kl'], pi_info_old['ent'], pi_info['cf']
        logger.store(LossPi=pi_l_old, LossV=v_l_old,
                     KL=kl, Entropy=ent, ClipFrac=cf,
                     DeltaLossPi=(loss_pi.item() - pi_l_old),
                     DeltaLossV=(loss_v.item() - v_l_old))

    # Prepare for interaction with environment
    start_time = time.time()
    o, ep_ret, ep_len = env.reset(), 0, 0

    # Main loop: collect experience in env and update/log each epoch
    for epoch in range(epochs):
        for t in range(local_steps_per_epoch):
            a, v, logp = ac.step(torch.as_tensor(o, dtype=torch.float32))

            next_o, r, d, _ = env.step(a)
            ep_ret += r
            ep_len += 1

            # save and log
            buf.store(o, a, r, v, logp)
            logger.store(VVals=v)

            # Update obs (critical!)
            o = next_o

            timeout = ep_len == max_ep_len
            terminal = d or timeout
            epoch_ended = t==local_steps_per_epoch-1

            if terminal or epoch_ended:
                if epoch_ended and not(terminal):
                    print('Warning: trajectory cut off by epoch at %d steps.'%ep_len, flush=True)
                # if trajectory didn't reach terminal state, bootstrap value target
                if timeout or epoch_ended:
                    _, v, _ = ac.step(torch.as_tensor(o, dtype=torch.float32))
                else:
                    v = 0
                buf.finish_path(v)
                if terminal:
                    # only save EpRet / EpLen if trajectory finished
                    logger.store(EpRet=ep_ret, EpLen=ep_len)
                o, ep_ret, ep_len = env.reset(), 0, 0


        # Save model
        if (epoch % save_freq == 0) or (epoch == epochs-1):
            logger.save_state({'env': env}, None)

        # Perform PPO update!
        update()

        # Log info about epoch
        logger.log_tabular('Epoch', epoch)
        logger.log_tabular('EpRet', with_min_and_max=True)
        logger.log_tabular('EpLen', average_only=True)
        logger.log_tabular('VVals', with_min_and_max=True)
        logger.log_tabular('TotalEnvInteracts', (epoch+1)*steps_per_epoch)
        logger.log_tabular('LossPi', average_only=True)
        logger.log_tabular('LossV', average_only=True)
        logger.log_tabular('DeltaLossPi', average_only=True)
        logger.log_tabular('DeltaLossV', average_only=True)
        logger.log_tabular('Entropy', average_only=True)
        logger.log_tabular('KL', average_only=True)
        logger.log_tabular('ClipFrac', average_only=True)
        logger.log_tabular('StopIter', average_only=True)
        logger.log_tabular('Time', time.time()-start_time)
        logger.dump_tabular()
Exemple #5
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def vpg(env_fn,
        actor_critic=core.MLPActorCritic,
        ac_kwargs=dict(),
        seed=0,
        steps_per_epoch=4000,
        epochs=50,
        gamma=0.99,
        pi_lr=3e-4,
        vf_lr=1e-3,
        train_v_iters=80,
        lam=0.97,
        max_ep_len=1000,
        logger_kwargs=dict(),
        save_freq=10):
    """
    Vanilla Policy Gradient 

    (with GAE-Lambda for advantage estimation)

    Args:
        env_fn : A function which creates a copy of the environment.
            The environment must satisfy the OpenAI Gym API.

        actor_critic: The constructor method for a PyTorch Module with a 
            ``step`` method, an ``act`` method, a ``pi`` module, and a ``v`` 
            module. The ``step`` method should accept a batch of observations 
            and return:

            ===========  ================  ======================================
            Symbol       Shape             Description
            ===========  ================  ======================================
            ``a``        (batch, act_dim)  | Numpy array of actions for each 
                                           | observation.
            ``v``        (batch,)          | Numpy array of value estimates
                                           | for the provided observations.
            ``logp_a``   (batch,)          | Numpy array of log probs for the
                                           | actions in ``a``.
            ===========  ================  ======================================

            The ``act`` method behaves the same as ``step`` but only returns ``a``.

            The ``pi`` module's forward call should accept a batch of 
            observations and optionally a batch of actions, and return:

            ===========  ================  ======================================
            Symbol       Shape             Description
            ===========  ================  ======================================
            ``pi``       N/A               | Torch Distribution object, containing
                                           | a batch of distributions describing
                                           | the policy for the provided observations.
            ``logp_a``   (batch,)          | Optional (only returned if batch of
                                           | actions is given). Tensor containing 
                                           | the log probability, according to 
                                           | the policy, of the provided actions.
                                           | If actions not given, will contain
                                           | ``None``.
            ===========  ================  ======================================

            The ``v`` module's forward call should accept a batch of observations
            and return:

            ===========  ================  ======================================
            Symbol       Shape             Description
            ===========  ================  ======================================
            ``v``        (batch,)          | Tensor containing the value estimates
                                           | for the provided observations. (Critical: 
                                           | make sure to flatten this!)
            ===========  ================  ======================================

        ac_kwargs (dict): Any kwargs appropriate for the ActorCritic object 
            you provided to VPG.

        seed (int): Seed for random number generators.

        steps_per_epoch (int): Number of steps of interaction (state-action pairs) 
            for the agent and the environment in each epoch.

        epochs (int): Number of epochs of interaction (equivalent to
            number of policy updates) to perform.

        gamma (float): Discount factor. (Always between 0 and 1.)

        pi_lr (float): Learning rate for policy optimizer.

        vf_lr (float): Learning rate for value function optimizer.

        train_v_iters (int): Number of gradient descent steps to take on 
            value function per epoch.

        lam (float): Lambda for GAE-Lambda. (Always between 0 and 1,
            close to 1.)

        max_ep_len (int): Maximum length of trajectory / episode / rollout.

        logger_kwargs (dict): Keyword args for EpochLogger.

        save_freq (int): How often (in terms of gap between epochs) to save
            the current policy and value function.

    """

    # Special function to avoid certain slowdowns from PyTorch + MPI combo.
    setup_pytorch_for_mpi()

    # Set up logger and save configuration
    logger = EpochLogger(**logger_kwargs)
    logger.save_config(locals())

    # Random seed
    seed += 10000 * proc_id()
    torch.manual_seed(seed)
    np.random.seed(seed)

    # Instantiate environment
    env = env_fn()
    obs_dim = env.observation_space.shape
    act_dim = env.action_space.shape

    # Create actor-critic module
    ac = actor_critic(env.observation_space, env.action_space, **ac_kwargs)

    # Sync params across processes
    sync_params(ac)

    # Count variables
    var_counts = tuple(core.count_vars(module) for module in [ac.pi, ac.v])
    logger.log('\nNumber of parameters: \t pi: %d, \t v: %d\n' % var_counts)

    # Set up experience buffer
    local_steps_per_epoch = int(steps_per_epoch / num_procs())
    buf = VPGBuffer(obs_dim, act_dim, local_steps_per_epoch, gamma, lam)

    # Set up function for computing VPG policy loss
    def compute_loss_pi(data):
        obs, act, adv, logp_old = data['obs'], data['act'], data['adv'], data[
            'logp']

        # Policy loss
        pi, logp = ac.pi(obs, act)
        loss_pi = -(logp * adv).mean()

        # Useful extra info
        approx_kl = (logp_old - logp).mean().item()
        ent = pi.entropy().mean().item()
        pi_info = dict(kl=approx_kl, ent=ent)

        return loss_pi, pi_info

    # Set up function for computing value loss
    def compute_loss_v(data):
        obs, ret = data['obs'], data['ret']
        return ((ac.v(obs) - ret)**2).mean()

    # Set up optimizers for policy and value function
    pi_optimizer = Adam(ac.pi.parameters(), lr=pi_lr)
    vf_optimizer = Adam(ac.v.parameters(), lr=vf_lr)

    # Set up model saving
    logger.setup_pytorch_saver(ac)

    def update():
        data = buf.get()

        # Get loss and info values before update
        pi_l_old, pi_info_old = compute_loss_pi(data)
        pi_l_old = pi_l_old.item()
        v_l_old = compute_loss_v(data).item()

        # Train policy with a single step of gradient descent
        pi_optimizer.zero_grad()
        loss_pi, pi_info = compute_loss_pi(data)
        loss_pi.backward()
        mpi_avg_grads(ac.pi)  # average grads across MPI processes
        pi_optimizer.step()

        # Value function learning
        for i in range(train_v_iters):
            vf_optimizer.zero_grad()
            loss_v = compute_loss_v(data)
            loss_v.backward()
            mpi_avg_grads(ac.v)  # average grads across MPI processes
            vf_optimizer.step()

        # Log changes from update
        kl, ent = pi_info['kl'], pi_info_old['ent']
        logger.store(LossPi=pi_l_old,
                     LossV=v_l_old,
                     KL=kl,
                     Entropy=ent,
                     DeltaLossPi=(loss_pi.item() - pi_l_old),
                     DeltaLossV=(loss_v.item() - v_l_old))

    # Prepare for interaction with environment
    start_time = time.time()
    o, ep_ret, ep_len = env.reset(), 0, 0

    # Main loop: collect experience in env and update/log each epoch
    for epoch in range(epochs):
        for t in range(local_steps_per_epoch):
            a, v, logp = ac.step(torch.as_tensor(o, dtype=torch.float32))

            next_o, r, d, _ = env.step(a)
            ep_ret += r
            ep_len += 1

            # save and log
            buf.store(o, a, r, v, logp)
            logger.store(VVals=v)

            # Update obs (critical!)
            o = next_o

            timeout = ep_len == max_ep_len
            terminal = d or timeout
            epoch_ended = t == local_steps_per_epoch - 1

            if terminal or epoch_ended:
                if epoch_ended and not (terminal):
                    print('Warning: trajectory cut off by epoch at %d steps.' %
                          ep_len,
                          flush=True)
                # if trajectory didn't reach terminal state, bootstrap value target
                if timeout or epoch_ended:
                    _, v, _ = ac.step(torch.as_tensor(o, dtype=torch.float32))
                else:
                    v = 0
                buf.finish_path(v)
                if terminal:
                    # only save EpRet / EpLen if trajectory finished
                    logger.store(EpRet=ep_ret, EpLen=ep_len)
                o, ep_ret, ep_len = env.reset(), 0, 0

        # Save model
        if (epoch % save_freq == 0) or (epoch == epochs - 1):
            logger.save_state({'env': env}, None)

        # Perform VPG update!
        update()

        # Log info about epoch
        logger.log_tabular('Epoch', epoch)
        logger.log_tabular('EpRet', with_min_and_max=True)
        logger.log_tabular('EpLen', average_only=True)
        logger.log_tabular('VVals', with_min_and_max=True)
        logger.log_tabular('TotalEnvInteracts', (epoch + 1) * steps_per_epoch)
        logger.log_tabular('LossPi', average_only=True)
        logger.log_tabular('LossV', average_only=True)
        logger.log_tabular('DeltaLossPi', average_only=True)
        logger.log_tabular('DeltaLossV', average_only=True)
        logger.log_tabular('Entropy', average_only=True)
        logger.log_tabular('KL', average_only=True)
        logger.log_tabular('Time', time.time() - start_time)
        logger.dump_tabular()