def trpo(env_fn,
actor_critic=core.mlp_actor_critic,
ac_kwargs=dict(),
seed=0,
steps_per_epoch=4000,
epochs=50,
gamma=0.99,
delta=0.01,
vf_lr=1e-3,
train_v_iters=80,
damping_coeff=0.1,
cg_iters=10,
backtrack_iters=10,
backtrack_coeff=0.8,
lam=0.97,
max_ep_len=1000,
logger_kwargs=dict(),
save_freq=10,
algo='trpo'):
"""
Args:
env_fn : A function which creates a copy of the environment.
The environment must satisfy the OpenAI Gym API.
actor_critic: A function which takes in placeholder symbols
for state, ``x_ph``, and action, ``a_ph``, and returns the main
outputs from the agent's Tensorflow computation graph:
============ ================ ========================================
Symbol Shape Description
============ ================ ========================================
``pi`` (batch, act_dim) | Samples actions from policy given
| states.
``logp`` (batch,) | Gives log probability, according to
| the policy, of taking actions ``a_ph``
| in states ``x_ph``.
``logp_pi`` (batch,) | Gives log probability, according to
| the policy, of the action sampled by
| ``pi``.
``info`` N/A | A dict of any intermediate quantities
| (from calculating the policy or log
| probabilities) which are needed for
| analytically computing KL divergence.
| (eg sufficient statistics of the
| distributions)
``info_phs`` N/A | A dict of placeholders for old values
| of the entries in ``info``.
``d_kl`` () | A symbol for computing the mean KL
| divergence between the current policy
| (``pi``) and the old policy (as
| specified by the inputs to
| ``info_phs``) over the batch of
| states given in ``x_ph``.
``v`` (batch,) | Gives the value estimate for states
| in ``x_ph``. (Critical: make sure
| to flatten this!)
============ ================ ========================================
ac_kwargs (dict): Any kwargs appropriate for the actor_critic
function you provided to TRPO.
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.)
delta (float): KL-divergence limit for TRPO / NPG update.
(Should be small for stability. Values like 0.01, 0.05.)
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.
damping_coeff (float): Artifact for numerical stability, should be
smallish. Adjusts Hessian-vector product calculation:
.. math:: Hv \\rightarrow (\\alpha I + H)v
where :math:`\\alpha` is the damping coefficient.
Probably don't play with this hyperparameter.
cg_iters (int): Number of iterations of conjugate gradient to perform.
Increasing this will lead to a more accurate approximation
to :math:`H^{-1} g`, and possibly slightly-improved performance,
but at the cost of slowing things down.
Also probably don't play with this hyperparameter.
backtrack_iters (int): Maximum number of steps allowed in the
backtracking line search. Since the line search usually doesn't
backtrack, and usually only steps back once when it does, this
hyperparameter doesn't often matter.
backtrack_coeff (float): How far back to step during backtracking line
search. (Always between 0 and 1, usually above 0.5.)
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.
algo: Either 'trpo' or 'npg': this code supports both, since they are
almost the same.
"""
logger = EpochLogger(**logger_kwargs)
logger.save_config(locals())
seed += 10000 * proc_id()
tf.set_random_seed(seed)
np.random.seed(seed)
env = env_fn()
obs_dim = env.observation_space.shape
act_dim = env.action_space.shape
# Share information about action space with policy architecture
ac_kwargs['action_space'] = env.action_space
# Inputs to computation graph
x_ph, a_ph = core.placeholders_from_spaces(env.observation_space,
env.action_space)
adv_ph, ret_ph, logp_old_ph = core.placeholders(None, None, None)
# Main outputs from computation graph, plus placeholders for old pdist (for KL)
pi, logp, logp_pi, info, info_phs, d_kl, v = actor_critic(
x_ph, a_ph, **ac_kwargs)
# Need all placeholders in *this* order later (to zip with data from buffer)
all_phs = [x_ph, a_ph, adv_ph, ret_ph, logp_old_ph
] + core.values_as_sorted_list(info_phs)
# Every step, get: action, value, logprob, & info for pdist (for computing kl div)
get_action_ops = [pi, v, logp_pi] + core.values_as_sorted_list(info)
# Experience buffer
local_steps_per_epoch = int(steps_per_epoch / num_procs())
info_shapes = {k: v.shape.as_list()[1:] for k, v in info_phs.items()}
buf = GAEBuffer(obs_dim, act_dim, local_steps_per_epoch, info_shapes,
gamma, lam)
# Count variables
var_counts = tuple(core.count_vars(scope) for scope in ['pi', 'v'])
logger.log('\nNumber of parameters: \t pi: %d, \t v: %d\n' % var_counts)
# TRPO losses
ratio = tf.exp(logp - logp_old_ph) # pi(a|s) / pi_old(a|s)
pi_loss = -tf.reduce_mean(ratio * adv_ph)
v_loss = tf.reduce_mean((ret_ph - v)**2)
# Optimizer for value function
train_vf = MpiAdamOptimizer(learning_rate=vf_lr).minimize(v_loss)
# Symbols needed for CG solver
pi_params = core.get_vars('pi')
gradient = core.flat_grad(pi_loss, pi_params)
v_ph, hvp = core.hessian_vector_product(d_kl, pi_params)
if damping_coeff > 0:
hvp += damping_coeff * v_ph
# Symbols for getting and setting params
get_pi_params = core.flat_concat(pi_params)
set_pi_params = core.assign_params_from_flat(v_ph, pi_params)
sess = tf.Session()
sess.run(tf.global_variables_initializer())
# Sync params across processes
sess.run(sync_all_params())
# Setup model saving
logger.setup_tf_saver(sess, inputs={'x': x_ph}, outputs={'pi': pi, 'v': v})
def cg(Ax, b):
"""
Conjugate gradient algorithm
(see https://en.wikipedia.org/wiki/Conjugate_gradient_method)
"""
x = np.zeros_like(b)
r = b.copy(
) # Note: should be 'b - Ax(x)', but for x=0, Ax(x)=0. Change if doing warm start.
p = r.copy()
r_dot_old = np.dot(r, r)
for _ in range(cg_iters):
z = Ax(p)
alpha = r_dot_old / (np.dot(p, z) + EPS)
x += alpha * p
r -= alpha * z
r_dot_new = np.dot(r, r)
p = r + (r_dot_new / r_dot_old) * p
r_dot_old = r_dot_new
return x
def update():
# Prepare hessian func, gradient eval
inputs = {k: v for k, v in zip(all_phs, buf.get())}
Hx = lambda x: mpi_avg(sess.run(hvp, feed_dict={**inputs, v_ph: x}))
g, pi_l_old, v_l_old = sess.run([gradient, pi_loss, v_loss],
feed_dict=inputs)
g, pi_l_old = mpi_avg(g), mpi_avg(pi_l_old)
# Core calculations for TRPO or NPG
x = cg(Hx, g)
alpha = np.sqrt(2 * delta / (np.dot(x, Hx(x)) + EPS))
old_params = sess.run(get_pi_params)
def set_and_eval(step):
sess.run(set_pi_params,
feed_dict={v_ph: old_params - alpha * x * step})
return mpi_avg(sess.run([d_kl, pi_loss], feed_dict=inputs))
if algo == 'npg':
# npg has no backtracking or hard kl constraint enforcement
kl, pi_l_new = set_and_eval(step=1.)
elif algo == 'trpo':
# trpo augments npg with backtracking line search, hard kl
for j in range(backtrack_iters):
kl, pi_l_new = set_and_eval(step=backtrack_coeff**j)
if kl <= delta and pi_l_new <= pi_l_old:
logger.log(
'Accepting new params at step %d of line search.' % j)
logger.store(BacktrackIters=j)
break
if j == backtrack_iters - 1:
logger.log('Line search failed! Keeping old params.')
logger.store(BacktrackIters=j)
kl, pi_l_new = set_and_eval(step=0.)
# Value function updates
for _ in range(train_v_iters):
sess.run(train_vf, feed_dict=inputs)
v_l_new = sess.run(v_loss, feed_dict=inputs)
# Log changes from update
logger.store(LossPi=pi_l_old,
LossV=v_l_old,
KL=kl,
DeltaLossPi=(pi_l_new - pi_l_old),
DeltaLossV=(v_l_new - v_l_old))
start_time = time.time()
o, r, d, ep_ret, ep_len = env.reset(), 0, False, 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):
agent_outs = sess.run(get_action_ops,
feed_dict={x_ph: o.reshape(1, -1)})
a, v_t, logp_t, info_t = agent_outs[0][0], agent_outs[
1], agent_outs[2], agent_outs[3:]
# save and log
buf.store(o, a, r, v_t, logp_t, info_t)
logger.store(VVals=v_t)
o, r, d, _ = env.step(a)
ep_ret += r
ep_len += 1
terminal = d or (ep_len == max_ep_len)
if terminal or (t == local_steps_per_epoch - 1):
if not (terminal):
print('Warning: trajectory cut off by epoch at %d steps.' %
ep_len)
# if trajectory didn't reach terminal state, bootstrap value target
last_val = r if d else sess.run(
v, feed_dict={x_ph: o.reshape(1, -1)})
buf.finish_path(last_val)
if terminal:
# only save EpRet / EpLen if trajectory finished
logger.store(EpRet=ep_ret, EpLen=ep_len)
o, r, d, ep_ret, ep_len = env.reset(), 0, False, 0, 0
# Save model
if (epoch % save_freq == 0) or (epoch == epochs - 1):
logger.save_state({'env': env}, None)
# Perform TRPO or NPG 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('KL', average_only=True)
if algo == 'trpo':
logger.log_tabular('BacktrackIters', average_only=True)
logger.log_tabular('Time', time.time() - start_time)
logger.dump_tabular()
def pg_linesearch(env_fn,
actor_critic=core.mlp_actor_critic,
ac_kwargs=dict(),
seed=0,
steps_per_epoch=4000,
epochs=50,
gamma=0.99,
pi_lr=3e-4,
backtrack_coeff=0.8,
delta=0.01,
backtrack_iters=1000,
vf_lr=1e-3,
train_v_iters=80,
lam=0.97,
max_ep_len=1000,
logger_kwargs=dict(),
save_freq=10):
"""
Args:
env_fn : A function which creates a copy of the environment.
The environment must satisfy the OpenAI Gym API.
actor_critic: A function which takes in placeholder symbols
for state, ``x_ph``, and action, ``a_ph``, and returns the main
outputs from the agent's Tensorflow computation graph:
=========== ================ ======================================
Symbol Shape Description
=========== ================ ======================================
``pi`` (batch, act_dim) | Samples actions from policy given
| states.
``logp`` (batch,) | Gives log probability, according to
| the policy, of taking actions ``a_ph``
| in states ``x_ph``.
``logp_pi`` (batch,) | Gives log probability, according to
| the policy, of the action sampled by
| ``pi``.
``v`` (batch,) | Gives the value estimate for states
| in ``x_ph``. (Critical: make sure
| to flatten this!)
=========== ================ ======================================
ac_kwargs (dict): Any kwargs appropriate for the actor_critic
function 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.
"""
logger = EpochLogger(**logger_kwargs)
logger.save_config(locals())
seed += 10000 * proc_id()
tf.set_random_seed(seed)
np.random.seed(seed)
env = env_fn()
obs_dim = env.observation_space.shape
act_dim = env.action_space.shape
# Share information about action space with policy architecture
ac_kwargs['action_space'] = env.action_space
# Inputs to computation graph
x_ph, a_ph = core.placeholders_from_spaces(env.observation_space,
env.action_space)
adv_ph, ret_ph, logp_old_ph = core.placeholders(None, None, None)
# Main outputs from computation graph
pi, logp, logp_pi, v = actor_critic(x_ph, a_ph, **ac_kwargs)
# Need all placeholders in *this* order later (to zip with data from buffer)
all_phs = [x_ph, a_ph, adv_ph, ret_ph, logp_old_ph]
# Every step, get: action, value, and logprob
get_action_ops = [pi, v, logp_pi]
# Experience buffer
local_steps_per_epoch = int(steps_per_epoch / num_procs())
buf = PGBuffer(obs_dim, act_dim, local_steps_per_epoch, gamma, lam)
# Count variables
var_counts = tuple(core.count_vars(scope) for scope in ['pi', 'v'])
logger.log('\nNumber of parameters: \t pi: %d, \t v: %d\n' % var_counts)
# VPG objectives
pi_loss = -tf.reduce_mean(logp * adv_ph)
v_loss = tf.reduce_mean((ret_ph - v)**2)
# Info (useful to watch during learning)
approx_kl = tf.reduce_mean(
logp_old_ph -
logp) # a sample estimate for KL-divergence, easy to compute
approx_ent = tf.reduce_mean(
-logp) # a sample estimate for entropy, also easy to compute
# Optimizers
#train_pi = MpiAdamOptimizer(learning_rate=pi_lr).minimize(pi_loss)
train_v = MpiAdamOptimizer(learning_rate=vf_lr).minimize(v_loss)
# Symbols needed for CG solver
pi_params = trpo_core.get_vars('pi')
gradient = trpo_core.flat_grad(pi_loss, pi_params)
#v_ph, hvp = trpo_core.hessian_vector_product(d_kl, pi_params)
v_ph = tf.placeholder(tf.float32, shape=gradient.shape)
##TODO: more analysis on damping Coeff
#if damping_coeff > 0:
#hvp += damping_coeff * v_ph
# Symbols for getting and setting params
get_pi_params = trpo_core.flat_concat(pi_params)
set_pi_params = trpo_core.assign_params_from_flat(v_ph, pi_params)
sess = tf.Session()
sess.run(tf.global_variables_initializer())
# Sync params across processes
sess.run(sync_all_params())
# Setup model saving
logger.setup_tf_saver(sess, inputs={'x': x_ph}, outputs={'pi': pi, 'v': v})
def cg(Ax, b):
"""
Conjugate gradient algorithm
(see https://en.wikipedia.org/wiki/Conjugate_gradient_method)
"""
##TODO: Next Step is to try the hessian
x = np.zeros_like(b)
r = b.copy(
) # Note: should be 'b - Ax(x)', but for x=0, Ax(x)=0. Change if doing warm start.
p = r.copy()
r_dot_old = np.dot(r, r)
cg_iters = 20
for _ in range(cg_iters):
z = Ax(p)
alpha = r_dot_old / (np.dot(p, z) + EPS)
x += alpha * p
r -= alpha * z
r_dot_new = np.dot(r, r)
p = r + (r_dot_new / r_dot_old) * p
r_dot_old = r_dot_new
return x
def update():
inputs = {k: v for k, v in zip(all_phs, buf.get())}
#TODO: Next step is to calculate the hessian using safe distance
#Hx = lambda x : mpi_avg(sess.run(hvp, feed_dict={**inputs, v_ph: x}))
g, pi_l_old, v_l_old, ent = sess.run(
[gradient, pi_loss, v_loss, approx_ent], feed_dict=inputs)
g, pi_l_old = mpi_avg(g), mpi_avg(pi_l_old)
#x = cg(Hx, g)
#x = optimize.fmin_cg(pi_l_old, x0, fprime=g)
x = g
old_params = sess.run(get_pi_params)
old_penalty = env.penalty(env.s)
alpha = np.sqrt(2 * delta / (np.dot(x, g) + EPS))
# backtracking line search, hard constraint check on env penalty
for j in range(backtrack_iters):
step = backtrack_coeff**j
sess.run(set_pi_params,
feed_dict={v_ph: old_params - alpha * x * step})
pi_l_new = sess.run([pi_loss], feed_dict=inputs)
penalty = env.penalty(env.s)
#print("Old Penalty {}, Penalty {}".format(old_penalty,penalty))
if penalty == 0 or penalty < old_penalty:
#if pi_l_new <= pi_l_old:
logger.log('Accepting new params at step %d of line search.' %
j)
logger.store(BacktrackIters=j)
logger.store(penalty=penalty, old_penalty=old_penalty)
break
if j == backtrack_iters - 1:
logger.log('Line search failed! Keeping old params.')
logger.store(BacktrackIters=j)
logger.store(penalty=penalty, old_penalty=old_penalty)
# Policy gradient step
#sess.run(train_pi, feed_dict=inputs)
# Value function learning
for _ in range(train_v_iters):
sess.run(train_v, feed_dict=inputs)
# Log changes from update
#pi_l_new, v_l_new, kl = sess.run([pi_loss, v_loss, approx_kl], feed_dict={v_ph: old_params - alpha * x * step})
logger.store(LossPi=pi_l_old,
Entropy=ent,
DeltaLossPi=(pi_l_new - pi_l_old))
start_time = time.time()
o, r, d, ep_ret, ep_len = env.reset(), 0, False, 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_t, logp_t = sess.run(get_action_ops,
feed_dict={x_ph: o.reshape(1, -1)})
# save and log
buf.store(o, a, r, v_t, logp_t)
logger.store(VVals=v_t)
o, r, d, _ = env.step(a[0])
ep_ret += r
ep_len += 1
terminal = d or (ep_len == max_ep_len)
if terminal or (t == local_steps_per_epoch - 1):
if not (terminal):
print('Warning: trajectory cut off by epoch at %d steps.' %
ep_len)
# if trajectory didn't reach terminal state, bootstrap value target
last_val = r if d else sess.run(
v, feed_dict={x_ph: o.reshape(1, -1)})
buf.finish_path(last_val)
if terminal:
# only save EpRet / EpLen if trajectory finished
logger.store(EpRet=ep_ret, EpLen=ep_len)
o, r, d, ep_ret, ep_len = env.reset(), 0, False, 0, 0
# Save model
if (epoch % save_freq == 0) or (epoch == epochs - 1):
logger.save_state({'env': env}, None)
# Perform PG update!
update()
# Log info about epoch
logger.log_tabular('Epoch', epoch)
logger.log_tabular('EpRet', average_only=True)
logger.log_tabular('penalty', average_only=True)
logger.log_tabular('old_penalty', average_only=True)
logger.log_tabular('EpLen', average_only=True)
logger.log_tabular('TotalEnvInteracts', (epoch + 1) * steps_per_epoch)
logger.log_tabular('LossPi', average_only=True)
logger.log_tabular('DeltaLossPi', average_only=True)
logger.log_tabular('Entropy', average_only=True)
logger.log_tabular('Time', time.time() - start_time)
logger.dump_tabular()