def testActionBatchWithVariablesAndPolicyUpdate(self, batch_size,
exploration_strategy):
a_list = []
a_new_list = []
b_list = []
b_new_list = []
num_samples_list = []
num_samples_new_list = []
for k in range(1, self._num_actions + 1):
a_initial_value = tf.constant(
[[2 * k + 1, k + 1], [k + 1, 2 * k + 1]], dtype=tf.float32)
a_for_one_arm = tf.compat.v2.Variable(a_initial_value)
a_list.append(a_for_one_arm)
b_initial_value = tf.constant([k, k], dtype=tf.float32)
b_for_one_arm = tf.compat.v2.Variable(b_initial_value)
b_list.append(b_for_one_arm)
num_samples_initial_value = tf.constant([1], dtype=tf.float32)
num_samples_for_one_arm = tf.compat.v2.Variable(
num_samples_initial_value)
num_samples_list.append(num_samples_for_one_arm)
# Variables for the new policy (they differ by an offset).
a_new_for_one_arm = tf.compat.v2.Variable(a_initial_value +
_POLICY_VARIABLES_OFFSET)
a_new_list.append(a_new_for_one_arm)
b_new_for_one_arm = tf.compat.v2.Variable(b_initial_value +
_POLICY_VARIABLES_OFFSET)
b_new_list.append(b_new_for_one_arm)
num_samples_for_one_arm_new = tf.compat.v2.Variable(
num_samples_initial_value + _POLICY_VARIABLES_OFFSET)
num_samples_new_list.append(num_samples_for_one_arm_new)
self.evaluate(tf.compat.v1.global_variables_initializer())
policy = linear_policy.LinearBanditPolicy(self._action_spec, a_list,
b_list, num_samples_list,
self._time_step_spec,
exploration_strategy)
self.assertLen(policy.variables(), 3 * self._num_actions)
new_policy = linear_policy.LinearBanditPolicy(self._action_spec,
a_new_list, b_new_list,
num_samples_new_list,
self._time_step_spec,
exploration_strategy)
self.assertLen(new_policy.variables(), 3 * self._num_actions)
self.evaluate(new_policy.update(policy))
action_step = policy.action(
self._time_step_batch(batch_size=batch_size))
new_action_step = new_policy.action(
self._time_step_batch(batch_size=batch_size))
self.assertEqual(action_step.action.shape,
new_action_step.action.shape)
self.assertEqual(action_step.action.dtype,
new_action_step.action.dtype)
actions_, new_actions_ = self.evaluate(
[action_step.action, new_action_step.action])
self.assertAllEqual(actions_, new_actions_)
def testPerArmActionBatchWithVariablesAndPolicyUpdate(
self, batch_size, exploration_strategy):
a_value = tf.reshape(tf.range(36, dtype=tf.float32), shape=[6, 6])
a_list = [tf.compat.v2.Variable(a_value)]
a_new_list = [
tf.compat.v2.Variable(a_value + _POLICY_VARIABLES_OFFSET)
]
b_value = tf.constant([2, 2, 2, 2, 2, 2], dtype=tf.float32)
b_list = [tf.compat.v2.Variable(b_value)]
b_new_list = [
tf.compat.v2.Variable(b_value + _POLICY_VARIABLES_OFFSET)
]
num_samples_list = [
tf.compat.v2.Variable(tf.constant([1], dtype=tf.float32))
]
num_samples_new_list = [
tf.compat.v2.Variable(
tf.constant([1 + _POLICY_VARIABLES_OFFSET], dtype=tf.float32))
]
self.evaluate(tf.compat.v1.global_variables_initializer())
policy = linear_policy.LinearBanditPolicy(
self._action_spec,
a_list,
b_list,
num_samples_list,
self._per_arm_time_step_spec,
exploration_strategy,
accepts_per_arm_features=True)
self.assertLen(policy.variables(), 3)
new_policy = linear_policy.LinearBanditPolicy(
self._action_spec,
a_new_list,
b_new_list,
num_samples_new_list,
self._per_arm_time_step_spec,
exploration_strategy,
accepts_per_arm_features=True)
self.assertLen(new_policy.variables(), 3)
self.evaluate(new_policy.update(policy))
step_batch = self._per_arm_time_step_batch(batch_size=batch_size)
action_step = policy.action(step_batch)
new_action_step = new_policy.action(step_batch)
self.assertEqual(action_step.action.shape,
new_action_step.action.shape)
self.assertEqual(action_step.action.dtype,
new_action_step.action.dtype)
actions_, new_actions_, info = self.evaluate(
[action_step.action, new_action_step.action, action_step.info])
self.assertAllEqual(actions_, new_actions_)
arm_obs = step_batch.observation[bandit_spec_utils.PER_ARM_FEATURE_KEY]
first_action = actions_[0]
first_arm_features = arm_obs[0]
self.assertAllEqual(info.chosen_arm_features[0],
first_arm_features[first_action])
def testObservationShapeMismatch(self, batch_size, exploration_strategy):
policy = linear_policy.LinearBanditPolicy(self._action_spec, self._a,
self._b,
self._num_samples_per_arm,
self._time_step_spec,
exploration_strategy)
current_time_step = ts.TimeStep(
tf.constant(ts.StepType.FIRST,
dtype=tf.int32,
shape=[batch_size],
name='step_type'),
tf.constant(0.0,
dtype=tf.float32,
shape=[batch_size],
name='reward'),
tf.constant(1.0,
dtype=tf.float32,
shape=[batch_size],
name='discount'),
tf.constant(np.array(range(batch_size * (self._obs_dim + 1))),
dtype=tf.float32,
shape=[batch_size, self._obs_dim + 1],
name='observation'))
with self.assertRaisesRegexp(
ValueError, r'Observation shape is expected to be \[None, 2\].'
r' Got \[%d, 3\].' % batch_size):
policy.action(current_time_step)
def testBuild(self, exploration_strategy):
policy = linear_policy.LinearBanditPolicy(self._action_spec, self._a,
self._b,
self._num_samples_per_arm,
self._time_step_spec,
exploration_strategy)
self.assertEqual(policy.time_step_spec, self._time_step_spec)
def testActionBatch(self, batch_size, exploration_strategy):
policy = linear_policy.LinearBanditPolicy(self._action_spec, self._a,
self._b,
self._num_samples_per_arm,
self._time_step_spec,
exploration_strategy)
action_step = policy.action(self._time_step_batch(batch_size=batch_size))
self.assertEqual(action_step.action.shape.as_list(), [batch_size])
self.assertEqual(action_step.action.dtype, tf.int32)
actions_ = self.evaluate(action_step.action)
self.assertAllGreaterEqual(actions_, self._action_spec.minimum)
self.assertAllLessEqual(actions_, self._action_spec.maximum)
def testPredictedRewards(self, batch_size, exploration_strategy):
policy = linear_policy.LinearBanditPolicy(
self._action_spec,
self._a,
self._b,
self._num_samples_per_arm,
self._time_step_spec,
exploration_strategy,
emit_policy_info=(
policy_utilities.InfoFields.PREDICTED_REWARDS_MEAN, ))
action_step = policy.action(
self._time_step_batch(batch_size=batch_size))
self.assertEqual(action_step.action.shape.as_list(), [batch_size])
self.assertEqual(action_step.action.dtype, tf.int32)
observation_numpy = np.array(range(batch_size * self._obs_dim),
dtype=np.float32).reshape(
[batch_size, self._obs_dim])
p_values = []
predicted_rewards_expected = []
for k in range(self._num_actions):
a_inv = np.linalg.inv(self._a_numpy[k] + np.eye(self._obs_dim))
theta = np.matmul(a_inv,
self._b_numpy[k].reshape([self._obs_dim, 1]))
confidence_intervals = np.sqrt(
np.diag(
np.matmul(
observation_numpy,
np.matmul(a_inv, np.transpose(observation_numpy)))))
est_mean_reward = np.matmul(observation_numpy, theta)
predicted_rewards_expected.append(est_mean_reward)
p_value = (est_mean_reward +
self._alpha * confidence_intervals.reshape([-1, 1]))
p_values.append(p_value)
predicted_rewards_expected_array = np.stack(predicted_rewards_expected,
axis=-1).reshape(
batch_size,
self._num_actions)
p_info = self.evaluate(action_step.info)
self.assertAllClose(p_info.predicted_rewards_mean,
predicted_rewards_expected_array)
def testComparisonWithNumpy(self, batch_size, use_decomposition=False):
eig_matrix_list = ()
eig_vals_list = ()
if use_decomposition:
eig_vals_one_arm, eig_matrix_one_arm = tf.linalg.eigh(self._a[0])
eig_vals_list = [eig_vals_one_arm] * self._num_actions
eig_matrix_list = [eig_matrix_one_arm] * self._num_actions
policy = linear_policy.LinearBanditPolicy(self._action_spec,
self._a,
self._b,
self._num_samples_per_arm,
self._time_step_spec,
eig_vals=eig_vals_list,
eig_matrix=eig_matrix_list)
action_step = policy.action(
self._time_step_batch(batch_size=batch_size))
self.assertEqual(action_step.action.shape.as_list(), [batch_size])
self.assertEqual(action_step.action.dtype, tf.int32)
actions_ = self.evaluate(action_step.action)
observation_numpy = np.array(range(batch_size * self._obs_dim),
dtype=np.float32).reshape(
[batch_size, self._obs_dim])
p_values = []
for k in range(self._num_actions):
a_inv = np.linalg.inv(self._a_numpy[k] + np.eye(self._obs_dim))
theta = np.matmul(a_inv,
self._b_numpy[k].reshape([self._obs_dim, 1]))
confidence_intervals = np.sqrt(
np.diag(
np.matmul(
observation_numpy,
np.matmul(a_inv, np.transpose(observation_numpy)))))
p_value = (np.matmul(observation_numpy, theta) +
self._alpha * confidence_intervals.reshape([-1, 1]))
p_values.append(p_value)
actions_numpy = np.argmax(np.stack(p_values, axis=-1),
axis=-1).reshape([batch_size])
self.assertAllEqual(actions_.reshape([batch_size]), actions_numpy)
def testActionBatchWithMask(self, batch_size, exploration_strategy):
def split_fn(obs):
return obs[0], obs[1]
policy = linear_policy.LinearBanditPolicy(
self._action_spec,
self._a,
self._b,
self._num_samples_per_arm,
self._time_step_spec_with_mask,
exploration_strategy,
observation_and_action_constraint_splitter=split_fn)
action_step = policy.action(
self._time_step_batch_with_mask(batch_size=batch_size))
self.assertEqual(action_step.action.shape.as_list(), [batch_size])
self.assertEqual(action_step.action.dtype, tf.int32)
actions_ = self.evaluate(action_step.action)
self.assertAllEqual(actions_, range(batch_size))
def testActionBatchWithBias(self, batch_size, exploration_strategy):
a = [tf.constant([[4, 1, 2], [1, 5, 3], [2, 3, 6]], dtype=tf.float32)
] * self._num_actions
b = [
tf.constant([r, r, r], dtype=tf.float32)
for r in range(self._num_actions)
]
policy = linear_policy.LinearBanditPolicy(self._action_spec,
a,
b,
self._num_samples_per_arm,
self._time_step_spec,
exploration_strategy,
add_bias=True)
action_step = policy.action(
self._time_step_batch(batch_size=batch_size))
self.assertEqual(action_step.action.shape.as_list(), [batch_size])
self.assertEqual(action_step.action.dtype, tf.int32)
actions_ = self.evaluate(action_step.action)
self.assertAllGreaterEqual(actions_, self._action_spec.minimum)
self.assertAllLessEqual(actions_, self._action_spec.maximum)
def __init__(self,
exploration_policy,
time_step_spec: types.TimeStep,
action_spec: types.BoundedTensorSpec,
variable_collection: Optional[
LinearBanditVariableCollection] = None,
alpha: float = 1.0,
gamma: float = 1.0,
use_eigendecomp: bool = False,
tikhonov_weight: float = 1.0,
add_bias: bool = False,
emit_policy_info: Sequence[Text] = (),
emit_log_probability: bool = False,
observation_and_action_constraint_splitter: Optional[
types.Splitter] = None,
accepts_per_arm_features: bool = False,
debug_summaries: bool = False,
summarize_grads_and_vars: bool = False,
enable_summaries: bool = True,
dtype: tf.DType = tf.float32,
name: Optional[Text] = None):
"""Initialize an instance of `LinearBanditAgent`.
Args:
exploration_policy: An Enum of type `ExplorationPolicy`. The kind of
policy we use for exploration. Currently supported policies are
`LinUCBPolicy` and `LinearThompsonSamplingPolicy`.
time_step_spec: A `TimeStep` spec describing the expected `TimeStep`s.
action_spec: A scalar `BoundedTensorSpec` with `int32` or `int64` dtype
describing the number of actions for this agent.
variable_collection: Instance of `LinearBanditVariableCollection`.
Collection of variables to be updated by the agent. If `None`, a new
instance of `LinearBanditVariableCollection` will be created.
alpha: (float) positive scalar. This is the exploration parameter that
multiplies the confidence intervals.
gamma: a float forgetting factor in [0.0, 1.0]. When set to 1.0, the
algorithm does not forget.
use_eigendecomp: whether to use eigen-decomposition or not. The default
solver is Conjugate Gradient.
tikhonov_weight: (float) tikhonov regularization term.
add_bias: If true, a bias term will be added to the linear reward
estimation.
emit_policy_info: (tuple of strings) what side information we want to get
as part of the policy info. Allowed values can be found in
`policy_utilities.PolicyInfo`.
emit_log_probability: Whether the policy emits log-probabilities or not.
Since the policy is deterministic, the probability is just 1.
observation_and_action_constraint_splitter: A function used for masking
valid/invalid actions with each state of the environment. The function
takes in a full observation and returns a tuple consisting of 1) the
part of the observation intended as input to the bandit agent and
policy, and 2) the boolean mask. This function should also work with a
`TensorSpec` as input, and should output `TensorSpec` objects for the
observation and mask.
accepts_per_arm_features: (bool) Whether the agent accepts per-arm
features.
debug_summaries: A Python bool, default False. When True, debug summaries
are gathered.
summarize_grads_and_vars: A Python bool, default False. When True,
gradients and network variable summaries are written during training.
enable_summaries: A Python bool, default True. When False, all summaries
(debug or otherwise) should not be written.
dtype: The type of the parameters stored and updated by the agent. Should
be one of `tf.float32` and `tf.float64`. Defaults to `tf.float32`.
name: a name for this instance of `LinearBanditAgent`.
Raises:
ValueError if dtype is not one of `tf.float32` or `tf.float64`.
TypeError if variable_collection is not an instance of
`LinearBanditVariableCollection`.
"""
tf.Module.__init__(self, name=name)
common.tf_agents_gauge.get_cell('TFABandit').set(True)
self._num_actions = policy_utilities.get_num_actions_from_tensor_spec(
action_spec)
self._num_models = 1 if accepts_per_arm_features else self._num_actions
self._observation_and_action_constraint_splitter = (
observation_and_action_constraint_splitter)
self._time_step_spec = time_step_spec
self._accepts_per_arm_features = accepts_per_arm_features
self._add_bias = add_bias
if observation_and_action_constraint_splitter is not None:
context_spec, _ = observation_and_action_constraint_splitter(
time_step_spec.observation)
else:
context_spec = time_step_spec.observation
(self._global_context_dim,
self._arm_context_dim) = bandit_spec_utils.get_context_dims_from_spec(
context_spec, accepts_per_arm_features)
if self._add_bias:
# The bias is added via a constant 1 feature.
self._global_context_dim += 1
self._overall_context_dim = self._global_context_dim + self._arm_context_dim
self._alpha = alpha
if variable_collection is None:
variable_collection = LinearBanditVariableCollection(
context_dim=self._overall_context_dim,
num_models=self._num_models,
use_eigendecomp=use_eigendecomp,
dtype=dtype)
elif not isinstance(variable_collection,
LinearBanditVariableCollection):
raise TypeError('Parameter `variable_collection` should be '
'of type `LinearBanditVariableCollection`.')
self._variable_collection = variable_collection
self._cov_matrix_list = variable_collection.cov_matrix_list
self._data_vector_list = variable_collection.data_vector_list
self._eig_matrix_list = variable_collection.eig_matrix_list
self._eig_vals_list = variable_collection.eig_vals_list
# We keep track of the number of samples per arm.
self._num_samples_list = variable_collection.num_samples_list
self._gamma = gamma
if self._gamma < 0.0 or self._gamma > 1.0:
raise ValueError(
'Forgetting factor `gamma` must be in [0.0, 1.0].')
self._dtype = dtype
if dtype not in (tf.float32, tf.float64):
raise ValueError(
'Agent dtype should be either `tf.float32 or `tf.float64`.')
self._use_eigendecomp = use_eigendecomp
self._tikhonov_weight = tikhonov_weight
if exploration_policy == ExplorationPolicy.linear_ucb_policy:
exploration_strategy = lin_policy.ExplorationStrategy.optimistic
elif exploration_policy == (
ExplorationPolicy.linear_thompson_sampling_policy):
exploration_strategy = lin_policy.ExplorationStrategy.sampling
else:
raise ValueError(
'Linear bandit agent with policy %s not implemented' %
exploration_policy)
policy = lin_policy.LinearBanditPolicy(
action_spec=action_spec,
cov_matrix=self._cov_matrix_list,
data_vector=self._data_vector_list,
num_samples=self._num_samples_list,
time_step_spec=time_step_spec,
exploration_strategy=exploration_strategy,
alpha=alpha,
eig_vals=self._eig_vals_list if self._use_eigendecomp else (),
eig_matrix=self._eig_matrix_list if self._use_eigendecomp else (),
tikhonov_weight=self._tikhonov_weight,
add_bias=add_bias,
emit_policy_info=emit_policy_info,
emit_log_probability=emit_log_probability,
accepts_per_arm_features=accepts_per_arm_features,
observation_and_action_constraint_splitter=(
observation_and_action_constraint_splitter))
training_data_spec = None
if accepts_per_arm_features:
training_data_spec = bandit_spec_utils.drop_arm_observation(
policy.trajectory_spec)
super(LinearBanditAgent,
self).__init__(time_step_spec=time_step_spec,
action_spec=action_spec,
policy=policy,
collect_policy=policy,
training_data_spec=training_data_spec,
debug_summaries=debug_summaries,
summarize_grads_and_vars=summarize_grads_and_vars,
enable_summaries=enable_summaries,
train_sequence_length=None)
self._as_trajectory = data_converter.AsTrajectory(self.data_context,
sequence_length=None)