class SupervisedAgent(Agent): def __init__( self, feed_units: List[int], agent_name: str, model_dims: List[int] = [20], lr: float = 1e-3, boltzmann: bool = False, epsilon: float = 0.05, batch_size: int = 128, ): self.feed_units = copy.deepcopy(feed_units) self.agent_name = agent_name self.interest_level = 0 self.cum_rewards: float = 0. self.num_features: int = len(feed_units) self.training_data = [] self.buffer: SupervisedMemory = SupervisedMemory(100000) self.model_dims: List[int] = [self.num_features] + model_dims + [2] self.model = MLP(self.model_dims).double() self.model.initialize() self.model.to(device) self.loss_fn = torch.nn.MSELoss(reduction='sum') self.optimizer = optim.Adam(self.model.parameters(), lr=lr) self.boltzmann: bool = boltzmann self.epsilon: float = epsilon self.batch_size: int = batch_size self.gamma = 0.99 self.running_loss = 0.0 self.history_unit_indices: List[int] = [] self.latest_feature = None self.latest_action = None self.current_feed = 0 self.cum_reward_history: List[float] = [] self.rewards: List[float] = [] self.actions = [] def choose_action(self): available_actions = [0, 1] features: List[float] = [-1. for _ in range(self.num_features)] for index in range(self.current_feed): features[index] = 0. for index in self.history_unit_indices: features[index] = 1. # base_feature.append(self.interest_level) with torch.no_grad(): outcomes = self.model( torch.tensor(features, dtype=torch.double) ) _, best_index = torch.max(outcomes, 0) best_index = best_index.item() best_action = [available_actions[best_index]] self.latest_feature = features self.latest_action = best_action if best_action[0] == 1: self.history_unit_indices.append(self.current_feed) self.current_feed += 1 if np.random.rand() < self.epsilon: return np.random.randint(2) # print(best_action) return best_action[0] def update_buffer( self, scroll: bool, reward: int, ): # print(reward) self.cum_rewards += reward self.rewards += [reward] self.training_data += [self.latest_feature] self.actions += [self.latest_action] # self.current_feed += 1 def learn_from_buffer(self): # print(self.actions) for i, data in enumerate(self.training_data): self.buffer.push( torch.tensor([data], dtype=torch.double), torch.tensor([[np.sum(self.rewards[i:])]], dtype=torch.double), torch.tensor([self.actions[i]], dtype=torch.long), ) if len(self.buffer) < self.batch_size: return loss_ensemble = 0. for _ in range(10): transitions = self.buffer.sample(self.batch_size) batch = SupervisedTransition(*zip(*transitions)) state_batch = torch.cat(batch.feature) action_batch = torch.cat(batch.actions) lifetime_value_batch = torch.cat(batch.lifetime_value) predicted_lifetime_value = self.model(state_batch).gather(1, action_batch) loss = self.loss_fn(predicted_lifetime_value, lifetime_value_batch) loss_ensemble += loss.item() self.optimizer.zero_grad() loss.backward() for param in self.model.parameters(): param.grad.data.clamp_(-1, 1) self.optimizer.step() self.running_loss = 0.8 * self.running_loss + 0.2 * loss_ensemble def reset(self): self.cum_rewards: float = 0. self.interest_level = 0. self.latest_feature = None self.latest_action = None self.history_unit_indices = [] self.cum_reward_history.append(self.cum_rewards) self.current_loc = [0, 0] self.current_feed = 0 self.rewards = [] self.actions = [] self.training_data = []
class DQNAgent(Agent): def __init__( self, feed_units: List[int], agent_name: str, model_dims: List[int] = [], lr: float = 1e-3, boltzmann: bool = False, epsilon: float = 0.05, batch_size: int = 128, ): self.feed_units = copy.deepcopy(feed_units) self.agent_name = agent_name self.interest_level = 0 self.cum_rewards: float = 0. self.num_features: int = len(feed_units) self.training_data: ReplayMemory = ReplayMemory(100000) self.model_dims: List[int] = [self.num_features] + model_dims + [2] self.model = MLP(self.model_dims).double() self.model.initialize() self.model.to(device) self.target_net = MLP(self.model_dims).double().to(device) self.target_net.load_state_dict(self.model.state_dict()) self.target_net.eval() self.loss_fn = torch.nn.MSELoss(reduction='sum') self.optimizer = optim.Adam(self.model.parameters(), lr=lr) self.boltzmann: bool = boltzmann self.epsilon: float = epsilon self.batch_size: int = batch_size self.gamma = 0.99 self.running_loss = 0.0 self.history_unit_indices: List[int] = [] self.latest_feature = None self.latest_action = None self.current_feed = 0 self.cum_reward_history: List[float] = [] self.current_loc = [0, 0] def choose_action(self): available_actions = [0, 1] features: List[float] = [-1. for _ in range(self.num_features)] for index in range(self.current_feed): features[index] = 0. for index in self.history_unit_indices: features[index] = 1. # base_feature.append(self.interest_level) with torch.no_grad(): outcomes = self.model(torch.tensor(features, dtype=torch.double)) _, best_index = torch.max(outcomes, 0) best_index = best_index.item() best_action = [available_actions[best_index]] self.latest_feature = features self.latest_action = best_action if best_action[0] == 1: self.history_unit_indices.append(self.current_feed) self.current_feed += 1 if np.random.rand() < self.epsilon: return np.random.randint(2) # print(best_action) return best_action[0] def update_buffer( self, scroll: bool, reward: int, ): # print(reward) self.cum_rewards += reward if not scroll: self.training_data.push( torch.tensor([self.latest_feature], dtype=torch.double), torch.tensor([self.latest_action], dtype=torch.long), torch.tensor([reward], dtype=torch.double), None, ) return features: List[float] = [-1. for _ in range(self.num_features)] for index in range(self.current_feed): features[index] = 0. for index in self.history_unit_indices: features[index] = 1. self.training_data.push( torch.tensor([self.latest_feature], dtype=torch.double), torch.tensor([self.latest_action], dtype=torch.long), torch.tensor([reward], dtype=torch.double), torch.tensor([features], dtype=torch.double), ) def learn_from_buffer(self): if len(self.training_data) < self.batch_size: return try: loss_ensemble = 0. for i in range(0, 10): transitions = self.training_data.sample(self.batch_size) batch = Transition(*zip(*transitions)) non_final_mask = torch.tensor(tuple( map(lambda s: s is not None, batch.next_state)), device=device, dtype=torch.bool) non_final_next_states = torch.cat( [s for s in batch.next_state if s is not None]) state_batch = torch.cat(batch.state) action_batch = torch.cat(batch.action) reward_batch = torch.cat(batch.reward) state_action_values = self.model(state_batch).gather( 1, action_batch) next_state_values = torch.zeros(self.batch_size, device=device, dtype=torch.double) next_state_values[non_final_mask] = self.target_net( non_final_next_states).max(1)[0].detach() expected_state_action_values = self.gamma * next_state_values + reward_batch loss = self.loss_fn(state_action_values, expected_state_action_values.unsqueeze(1)) loss_ensemble += loss.item() self.optimizer.zero_grad() loss.backward() # for param in self.model.parameters(): # param.grad.data.clamp_(-1, 1) self.optimizer.step() self.running_loss = 0.8 * self.running_loss + 0.2 * loss_ensemble self.epsilon = 0.999 * self.epsilon except: print('{}: no non-terminal state'.format(self.agent_name)) def reset(self): self.cum_rewards: float = 0. self.interest_level = 0. self.latest_feature = None self.latest_action = None self.target_net.load_state_dict(self.model.state_dict()) self.target_net.double() self.target_net.eval() self.target_net.to(device) self.history_unit_indices = [] self.cum_reward_history.append(self.cum_rewards) self.current_loc = [0, 0] self.current_feed = 0
class YahooSupervisedAgent(): def __init__(self, initial_feed_candidates, user_features, feed_counts: int, agent_name: str, feed_feature_count=6, user_feature_count=6, model_dims=[50, 25], batch_size: int = 128, interest_unknown: bool = False, boltzmann: bool = True): self.initial_feed_candidates = initial_feed_candidates self.current_feed_candidates = initial_feed_candidates self.user_features = user_features self.feed_counts = feed_counts self.agent_name = agent_name self.cum_rewards: float = 0. self.rewards = [] self.actions = [] self.training_data = [] self.feed_feature_count = feed_feature_count self.user_feature_count = user_feature_count self.num_features: int = feed_counts * feed_feature_count + feed_feature_count + user_feature_count self.buffer: SupervisedMemory = SupervisedMemory(100000) self.model_dims: List[int] = [self.num_features] + model_dims + [1] self.model = MLP(self.model_dims).double() self.model.initialize() self.model.to(device) self.loss_fn = torch.nn.MSELoss(reduction='sum') self.optimizer = optim.Adam(self.model.parameters(), lr=1e-3) self.boltzmann: bool = boltzmann self.epsilon: float = 0.05 self.batch_size: int = batch_size self.gamma = 0.99 self.running_loss = 0.0 self.history_actions = [] self.latest_feature = None self.current_feed = 0 self.cum_reward_history: List[float] = [] def choose_action(self): available_actions = [ candidate.features for candidate in self.current_feed_candidates ] features = np.array([-1. for _ in range(self.num_features)]) for index, action in enumerate(self.history_actions): features[index * self.feed_feature_count:(index + 1) * self.feed_feature_count] = action features[-self.user_feature_count:] = self.user_features candidate_features = [] for f in available_actions: candidate_feature = np.copy(features) candidate_feature[self.feed_counts * self.feed_feature_count:(self.feed_counts + 1) * self.feed_feature_count] = f candidate_features.append(candidate_feature) candidate_features = np.array(candidate_features) with torch.no_grad(): outcomes = self.model( torch.tensor(candidate_features, dtype=torch.double).to(device)) _, best_index = torch.max(outcomes, 0) best_index = best_index.item() if self.boltzmann: outcomes = outcomes / 0.05 best_index = np.random.choice( len(available_actions), p=torch.nn.functional.softmax(outcomes.reshape( (len(available_actions))), dim=0).cpu().numpy()) elif np.random.rand() < 0.05: best_index = np.random.choice(len(available_actions)) best_action = self.current_feed_candidates[best_index] self.latest_feature = candidate_features[best_index] self.history_actions.append(best_action.features) self.current_feed += 1 return best_action def update_buffer(self, scroll: bool, reward: int, new_batch): self.cum_rewards += reward self.rewards += [reward] self.training_data += [self.latest_feature] self.current_feed_candidates = new_batch def learn_from_buffer(self): for i, data in enumerate(self.training_data): self.buffer.push( torch.tensor([data], dtype=torch.double).to(device), torch.tensor([[np.sum(self.rewards[i:])]], dtype=torch.double).to(device), ) if len(self.buffer) < self.batch_size: return loss_ensemble = 0. for _ in range(10): transitions = self.buffer.sample(self.batch_size) batch = SupervisedTransition(*zip(*transitions)) state_batch = torch.cat(batch.feature) lifetime_value_batch = torch.cat(batch.lifetime_value) predicted_lifetime_value = self.model(state_batch) loss = self.loss_fn(predicted_lifetime_value, lifetime_value_batch) loss_ensemble += loss.item() self.optimizer.zero_grad() loss.backward() for param in self.model.parameters(): param.grad.data.clamp_(-1, 1) self.optimizer.step() self.running_loss = 0.8 * self.running_loss + 0.2 * loss_ensemble def reset(self, user_features, initial_feeds, user_embedding): self.cum_rewards: float = 0. self.interest_level = 0. self.latest_feature = None self.history_actions = [] self.rewards = [] self.actions = [] self.training_data = [] self.cum_reward_history.append(self.cum_rewards) self.current_feed = 0 self.current_feed_candidates = initial_feeds self.user_features = user_features
class YahooDQNAgent(): def __init__( self, initial_feed_candidates, user_features, feed_counts, agent_name: str, feed_feature_count = 6, user_feature_count = 6, model_dims: List[int] = [50, 25], lr: float = 1e-3, boltzmann: bool = True, epsilon: float = 0.05, batch_size: int = 128, ): self.initial_feed_candidates = initial_feed_candidates self.current_feed_candidates = initial_feed_candidates self.user_features = user_features self.feed_counts = feed_counts self.agent_name = agent_name self.interest_level = 0 self.cum_rewards: float = 0. self.feed_feature_count = feed_feature_count self.user_feature_count = user_feature_count self.num_features = feed_counts * feed_feature_count + feed_feature_count + user_feature_count self.training_data: ReplayMemory = ReplayMemory(100000) self.model_dims: List[int] = [self.num_features] + model_dims + [1] self.model = MLP(self.model_dims).double() self.model.initialize() self.model.to(device) self.target_net = MLP(self.model_dims).double().to(device) self.target_net.load_state_dict(self.model.state_dict()) self.target_net.eval() self.loss_fn = torch.nn.MSELoss(reduction='sum') self.optimizer = optim.Adam(self.model.parameters(), lr=lr) self.boltzmann: bool = boltzmann self.epsilon: float = epsilon self.batch_size: int = batch_size self.gamma = 0.99 self.running_loss = 0.0 self.history_actions = [] self.latest_feature = None self.current_feed = 0 self.cum_reward_history: List[float] = [] def choose_action(self): available_actions = [candidate.features for candidate in self.current_feed_candidates] features = [-1. for _ in range(self.num_features)] for index, action in enumerate(self.history_actions): features[index * self.feed_feature_count:(index + 1) * self.feed_feature_count] = action features[-self.user_feature_count:] = self.user_features candidate_features = [] for f in available_actions: candidate_feature = np.copy(features) candidate_feature[ self.feed_counts * self.feed_feature_count:(self.feed_counts + 1) * self.feed_feature_count ] = f candidate_features.append(candidate_feature) candidate_features = np.array(candidate_features) # base_feature.append(self.interest_level) with torch.no_grad(): outcomes = self.model( torch.tensor(candidate_features, dtype=torch.double).to(device) ) _, best_index = torch.max(outcomes, 0) best_index = best_index.item() if self.boltzmann: outcomes = outcomes / 0.05 best_index = np.random.choice( len(available_actions), p=torch.nn.functional.softmax(outcomes.reshape((len(available_actions))), dim=0).cpu().numpy() ) elif np.random.rand() < 0.05: best_index = np.random.choice(len(available_actions)) best_action = self.current_feed_candidates[best_index] self.latest_feature = candidate_features[best_index] self.history_actions.append(best_action.features) self.current_feed += 1 return best_action def update_buffer( self, scroll: bool, reward: int, new_batch ): # print(reward) self.cum_rewards += reward self.current_feed_candidates = new_batch if not scroll: self.training_data.push( torch.tensor([self.latest_feature], dtype=torch.double).to(device), torch.tensor([reward], dtype=torch.double).to(device), None, ) return available_actions = [candidate.features for candidate in self.current_feed_candidates] features: List[float] = [-1. for _ in range(self.num_features)] for index, action in enumerate(self.history_actions): features[index * self.feed_feature_count:(index + 1) * self.feed_feature_count] = action features[-self.user_feature_count:] = self.user_features candidate_features = [] for f in available_actions: candidate_feature = np.copy(features) candidate_feature[ self.feed_counts * self.feed_feature_count:(self.feed_counts + 1) * self.feed_feature_count ] = f candidate_features.append(candidate_feature) candidate_features = np.array(candidate_features) self.training_data.push( torch.tensor([self.latest_feature], dtype=torch.double).to(device), torch.tensor([reward], dtype=torch.double).to(device), torch.tensor([candidate_features], dtype=torch.double).to(device), ) def learn_from_buffer(self): if len(self.training_data) < self.batch_size: return loss_ensemble = 0. for i in range(0, 10): transitions = self.training_data.sample(self.batch_size) batch = Transition(*zip(*transitions)) non_final_mask = torch.tensor(tuple(map(lambda s: s is not None, batch.next_state)), device=device, dtype=torch.bool) state_batch = torch.cat(batch.state) reward_batch = torch.cat(batch.reward) state_action_values = self.model(state_batch) all_none = True for s in batch.next_state: if s is not None: all_none = False next_state_values = torch.zeros(self.batch_size, device=device, dtype=torch.double) if not all_none: non_final_next_states = torch.cat([s for s in batch.next_state if s is not None]) next_state_values[non_final_mask] = self.target_net(non_final_next_states).max(1)[0].reshape((-1)).detach() expected_state_action_values = self.gamma * next_state_values + reward_batch loss = self.loss_fn(state_action_values, expected_state_action_values.unsqueeze(1)) loss_ensemble += loss.item() self.optimizer.zero_grad() loss.backward() for param in self.model.parameters(): param.grad.data.clamp_(-1, 1) self.optimizer.step() self.running_loss = 0.8 * self.running_loss + 0.2 * loss_ensemble self.epsilon = 0.999 * self.epsilon def reset(self, user_features, initial_feeds, user_embedding): self.cum_rewards: float = 0. self.interest_level = 0. self.latest_feature = None self.current_feed_candidates = initial_feeds self.target_net.load_state_dict(self.model.state_dict()) self.target_net.double() self.target_net.eval() self.target_net.to(device) self.history_actions = [] self.cum_reward_history.append(self.cum_rewards) self.current_feed = 0 self.user_features = user_features