Exemplo n.º 1
0
def test_MpiAdam():
    np.random.seed(0)
    tf.set_random_seed(0)

    a = tf.Variable(np.random.randn(3).astype('float32'))
    b = tf.Variable(np.random.randn(2, 5).astype('float32'))
    loss = tf.reduce_sum(tf.square(a)) + tf.reduce_sum(tf.sin(b))

    stepsize = 1e-2
    update_op = tf.train.AdamOptimizer(stepsize).minimize(loss)
    do_update = U.function([], loss, updates=[update_op])

    tf.get_default_session().run(tf.global_variables_initializer())
    for i in range(10):
        print(i, do_update())

    tf.set_random_seed(0)
    tf.get_default_session().run(tf.global_variables_initializer())

    var_list = [a, b]
    lossandgrad = U.function([], [loss, U.flatgrad(loss, var_list)],
                             updates=[update_op])
    adam = MpiAdam(var_list)

    for i in range(10):
        l, g = lossandgrad()
        adam.update(g, stepsize)
        print(i, l)
 def setup_actor_optimizer(self):
     logger.info('setting up actor optimizer')
     self.actor_loss = -tf.reduce_mean(self.critic_with_actor_tf)
     actor_shapes = [var.get_shape().as_list() for var in self.actor.trainable_vars]
     actor_nb_params = sum([reduce(lambda x, y: x * y, shape) for shape in actor_shapes])
     logger.info('  actor shapes: {}'.format(actor_shapes))
     logger.info('  actor params: {}'.format(actor_nb_params))
     self.actor_grads = U.flatgrad(self.actor_loss, self.actor.trainable_vars, clip_norm=self.clip_norm)
     self.actor_optimizer = MpiAdam(var_list=self.actor.trainable_vars,
         beta1=0.9, beta2=0.999, epsilon=1e-08)
    def setup_critic_optimizer(self):
        logger.info('setting up critic optimizer')
        normalized_critic_target_tf = tf.clip_by_value(normalize(self.critic_target, self.ret_rms), self.return_range[0], self.return_range[1])
        self.critic_loss = tf.reduce_mean(tf.square(self.normalized_critic_tf - normalized_critic_target_tf))
        if self.critic_l2_reg > 0.:
            critic_reg_vars = [var for var in self.critic.trainable_vars if 'kernel' in var.name and 'output' not in var.name]
            for var in critic_reg_vars:
                logger.info('  regularizing: {}'.format(var.name))
            logger.info('  applying l2 regularization with {}'.format(self.critic_l2_reg))
            # critic_reg = tc.layers.apply_regularization(
            #     tc.layers.l2_regularizer(self.critic_l2_reg),
            #     weights_list=critic_reg_vars
            critic_reg = self.critic_l2_reg
            # critic_reg = tf.layers.l2_regularizer(self.critic_l2_reg)

            self.critic_loss += critic_reg
        critic_shapes = [var.get_shape().as_list() for var in self.critic.trainable_vars]
        critic_nb_params = sum([reduce(lambda x, y: x * y, shape) for shape in critic_shapes])
        logger.info('  critic shapes: {}'.format(critic_shapes))
        logger.info('  critic params: {}'.format(critic_nb_params))
        self.critic_grads = U.flatgrad(self.critic_loss, self.critic.trainable_vars, clip_norm=self.clip_norm)
        self.critic_optimizer = MpiAdam(var_list=self.critic.trainable_vars,
            beta1=0.9, beta2=0.999, epsilon=1e-08)
def learn(*,
          network,
          env,
          total_timesteps,
          timesteps_per_batch=1024,  # what to train on
          max_kl=0.001,
          cg_iters=10,
          gamma=0.99,
          lam=1.0,  # advantage estimation
          seed=None,
          ent_coef=0.0,
          cg_damping=1e-2,
          vf_stepsize=3e-4,
          vf_iters=3,
          max_episodes=0, max_iters=0,  # time constraint
          callback=None,
          load_path=None,
          **network_kwargs
          ):
    '''
    learn a policy function with TRPO algorithm

    Parameters:
    ----------

    network                 neural network to learn. Can be either string ('mlp', 'cnn', 'lstm', 'lnlstm' for basic types)
                            or function that takes input placeholder and returns tuple (output, None) for feedforward nets
                            or (output, (state_placeholder, state_output, mask_placeholder)) for recurrent nets

    env                     environment (one of the gym environments or wrapped via tensorflow_code-pytorch.common.vec_env.VecEnv-type class

    timesteps_per_batch     timesteps per gradient estimation batch

    max_kl                  max KL divergence between old policy and new policy ( KL(pi_old || pi) )

    ent_coef                coefficient of policy entropy term in the optimization objective

    cg_iters                number of iterations of conjugate gradient algorithm

    cg_damping              conjugate gradient damping

    vf_stepsize             learning rate for adam optimizer used to optimie value function loss

    vf_iters                number of iterations of value function optimization iterations per each policy optimization step

    total_timesteps           max number of timesteps

    max_episodes            max number of episodes

    max_iters               maximum number of policy optimization iterations

    callback                function to be called with (locals(), globals()) each policy optimization step

    load_path               str, path to load the model from (default: None, i.e. no model is loaded)

    **network_kwargs        keyword arguments to the policy / network builder. See baselines.common/policies.py/build_policy and arguments to a particular type of network

    Returns:
    -------

    learnt model

    '''

    nworkers = MPI.COMM_WORLD.Get_size()
    rank = MPI.COMM_WORLD.Get_rank()

    cpus_per_worker = 1
    U.get_session(config=tf.ConfigProto(
        allow_soft_placement=True,
        inter_op_parallelism_threads=cpus_per_worker,
        intra_op_parallelism_threads=cpus_per_worker
    ))

    policy = build_policy(env, network, value_network='copy', **network_kwargs)
    set_global_seeds(seed)

    np.set_printoptions(precision=3)
    # Setup losses and stuff
    # ----------------------------------------
    ob_space = env.observation_space
    ac_space = env.action_space

    ob = observation_placeholder(ob_space)
    with tf.variable_scope("pi"):
        pi = policy(observ_placeholder=ob)
    with tf.variable_scope("oldpi"):
        oldpi = policy(observ_placeholder=ob)

    atarg = tf.placeholder(dtype=tf.float32, shape=[None])  # Target advantage function (if applicable)
    ret = tf.placeholder(dtype=tf.float32, shape=[None])  # Empirical return

    ac = pi.pdtype.sample_placeholder([None])

    kloldnew = oldpi.pd.kl(pi.pd)
    ent = pi.pd.entropy()
    meankl = tf.reduce_mean(kloldnew)
    meanent = tf.reduce_mean(ent)
    entbonus = ent_coef * meanent

    vferr = tf.reduce_mean(tf.square(pi.vf - ret))

    ratio = tf.exp(pi.pd.logp(ac) - oldpi.pd.logp(ac))  # advantage * pnew / pold
    surrgain = tf.reduce_mean(ratio * atarg)

    optimgain = surrgain + entbonus
    losses = [optimgain, meankl, entbonus, surrgain, meanent]
    loss_names = ["optimgain", "meankl", "entloss", "surrgain", "entropy"]

    dist = meankl

    all_var_list = get_trainable_variables("pi")
    # var_list = [v for v in all_var_list if v.name.split("/")[1].startswith("pol")]
    # vf_var_list = [v for v in all_var_list if v.name.split("/")[1].startswith("vf")]
    var_list = get_pi_trainable_variables("pi")
    vf_var_list = get_vf_trainable_variables("pi")

    vfadam = MpiAdam(vf_var_list)

    get_flat = U.GetFlat(var_list)
    set_from_flat = U.SetFromFlat(var_list)
    klgrads = tf.gradients(dist, var_list)
    flat_tangent = tf.placeholder(dtype=tf.float32, shape=[None], name="flat_tan")
    shapes = [var.get_shape().as_list() for var in var_list]
    start = 0
    tangents = []
    for shape in shapes:
        sz = U.intprod(shape)
        tangents.append(tf.reshape(flat_tangent[start:start + sz], shape))
        start += sz
    gvp = tf.add_n([tf.reduce_sum(g * tangent) for (g, tangent) in zipsame(klgrads, tangents)])  # pylint: disable=E1111
    fvp = U.flatgrad(gvp, var_list)

    assign_old_eq_new = U.function([], [], updates=[tf.assign(oldv, newv)
                                                    for (oldv, newv) in
                                                    zipsame(get_variables("oldpi"), get_variables("pi"))])

    compute_losses = U.function([ob, ac, atarg], losses)
    compute_lossandgrad = U.function([ob, ac, atarg], losses + [U.flatgrad(optimgain, var_list)])
    compute_fvp = U.function([flat_tangent, ob, ac, atarg], fvp)
    compute_vflossandgrad = U.function([ob, ret], U.flatgrad(vferr, vf_var_list))

    @contextmanager
    def timed(msg):
        if rank == 0:
            print(colorize(msg, color='magenta'))
            tstart = time.time()
            yield
            print(colorize("done in %.3f seconds" % (time.time() - tstart), color='magenta'))
        else:
            yield

    def allmean(x):
        assert isinstance(x, np.ndarray)
        out = np.empty_like(x)
        MPI.COMM_WORLD.Allreduce(x, out, op=MPI.SUM)
        out /= nworkers
        return out

    U.initialize()
    if load_path is not None:
        pi.load(load_path)

    th_init = get_flat()
    MPI.COMM_WORLD.Bcast(th_init, root=0)
    set_from_flat(th_init)
    vfadam.sync()
    print("Init param sum", th_init.sum(), flush=True)

    # Prepare for rollouts
    # ----------------------------------------
    seg_gen = traj_segment_generator(pi, env, timesteps_per_batch, stochastic=True)

    episodes_so_far = 0
    timesteps_so_far = 0
    iters_so_far = 0
    tstart = time.time()
    lenbuffer = deque(maxlen=40)  # rolling buffer for episode lengths
    rewbuffer = deque(maxlen=40)  # rolling buffer for episode rewards

    if sum([max_iters > 0, total_timesteps > 0, max_episodes > 0]) == 0:
        # noththing to be done
        return pi

    assert sum([max_iters > 0, total_timesteps > 0, max_episodes > 0]) < 2, \
        'out of max_iters, total_timesteps, and max_episodes only one should be specified'

    while True:
        if callback: callback(locals(), globals())
        if total_timesteps and timesteps_so_far >= total_timesteps:
            break
        elif max_episodes and episodes_so_far >= max_episodes:
            break
        elif max_iters and iters_so_far >= max_iters:
            break
        logger.log("********** Iteration %i ************" % iters_so_far)

        with timed("sampling"):
            seg = seg_gen.__next__()
        add_vtarg_and_adv(seg, gamma, lam)

        # ob, ac, atarg, ret, td1ret = map(np.concatenate, (obs, acs, atargs, rets, td1rets))
        ob, ac, atarg, tdlamret = seg["ob"], seg["ac"], seg["adv"], seg["tdlamret"]
        vpredbefore = seg["vpred"]  # predicted value function before udpate
        atarg = (atarg - atarg.mean()) / atarg.std()  # standardized advantage function estimate

        if hasattr(pi, "ret_rms"): pi.ret_rms.update(tdlamret)
        if hasattr(pi, "ob_rms"): pi.ob_rms.update(ob)  # update running mean/std for policy

        args = seg["ob"], seg["ac"], atarg
        fvpargs = [arr[::5] for arr in args]

        def fisher_vector_product(p):
            return allmean(compute_fvp(p, *fvpargs)) + cg_damping * p

        assign_old_eq_new()  # set old parameter values to new parameter values
        with timed("computegrad"):
            *lossbefore, g = compute_lossandgrad(*args)
        lossbefore = allmean(np.array(lossbefore))
        g = allmean(g)
        if np.allclose(g, 0):
            logger.log("Got zero gradient. not updating")
        else:
            with timed("cg"):
                stepdir = cg(fisher_vector_product, g, cg_iters=cg_iters, verbose=rank == 0)
            assert np.isfinite(stepdir).all()
            shs = .5 * stepdir.dot(fisher_vector_product(stepdir))
            lm = np.sqrt(shs / max_kl)

            # logger.log("lagrange multiplier:", lm, "gnorm:", np.linalg.norm(g))
            fullstep = stepdir / lm
            expectedimprove = g.dot(fullstep)
            surrbefore = lossbefore[0]
            stepsize = 1.0
            thbefore = get_flat()
            for _ in range(10):
                thnew = thbefore + fullstep * stepsize
                set_from_flat(thnew)
                meanlosses = surr, kl, *_ = allmean(np.array(compute_losses(*args)))
                improve = surr - surrbefore
                logger.log("Expected: %.3f Actual: %.3f" % (expectedimprove, improve))
                if not np.isfinite(meanlosses).all():
                    logger.log("Got non-finite value of losses -- bad!")
                elif kl > max_kl * 1.5:
                    logger.log("violated KL constraint. shrinking step.")
                elif improve < 0:
                    logger.log("surrogate didn't improve. shrinking step.")
                else:
                    logger.log("Stepsize OK!")
                    break
                stepsize *= .5
            else:
                logger.log("couldn't compute a good step")
                set_from_flat(thbefore)
            if nworkers > 1 and iters_so_far % 20 == 0:
                paramsums = MPI.COMM_WORLD.allgather((thnew.sum(), vfadam.getflat().sum()))  # list of tuples
                assert all(np.allclose(ps, paramsums[0]) for ps in paramsums[1:])

        for (lossname, lossval) in zip(loss_names, meanlosses):
            logger.record_tabular(lossname, lossval)

        with timed("vf"):

            for _ in range(vf_iters):
                for (mbob, mbret) in dataset.iterbatches((seg["ob"], seg["tdlamret"]),
                                                         include_final_partial_batch=False, batch_size=64):
                    g = allmean(compute_vflossandgrad(mbob, mbret))
                    vfadam.update(g, vf_stepsize)

        logger.record_tabular("ev_tdlam_before", explained_variance(vpredbefore, tdlamret))

        lrlocal = (seg["ep_lens"], seg["ep_rets"])  # local values
        listoflrpairs = MPI.COMM_WORLD.allgather(lrlocal)  # list of tuples
        lens, rews = map(flatten_lists, zip(*listoflrpairs))
        lenbuffer.extend(lens)
        rewbuffer.extend(rews)

        logger.record_tabular("EpLenMean", np.mean(lenbuffer))
        logger.record_tabular("EpRewMean", np.mean(rewbuffer))
        logger.record_tabular("EpThisIter", len(lens))
        episodes_so_far += len(lens)
        timesteps_so_far += sum(lens)
        iters_so_far += 1

        logger.record_tabular("EpisodesSoFar", episodes_so_far)
        logger.record_tabular("TimestepsSoFar", timesteps_so_far)
        logger.record_tabular("TimeElapsed", time.time() - tstart)

        if rank == 0:
            logger.dump_tabular()

    return pi