def decomposition(matrix, verbose=False, output=sys.stdout):
'''
Performs an LU decomposition of matrix (which must be square) into matrix = L * U.
The function returns L and U.
If pivoting is enbled, rearanges matrix via pivot matrix.
'''
try:
output.write('starting LU decomposition\n')
output.write('current matrix:\n')
op_matrix, _ = utils.split(matrix)
output.write(utils.pretty_print(op_matrix))
l, u = lu_decomposition(op_matrix, None, verbose, output)
output.write('matrix L:\n')
output.write(utils.pretty_print(l))
output.write('matrix U:\n')
output.write(utils.pretty_print(u))
inversed = inverse(l, u)
output.write('inversed matrix:\n')
output.write(utils.pretty_print(inversed))
cond = functions.infinity_norm(op_matrix) * functions.infinity_norm(
inversed)
output.write('condition number: {}\n'.format(cond))
output.write('LU decomposition finished\n')
except Exception as ex:
output.write('unexpected exception: {}\n'.format(ex))
sys.exit(1)
def step(element, index):
l, u = element
if verbose:
output.write('decomposition step {}/{}\n'.format(index, size))
output.write('matrix l:\n')
output.write(utils.pretty_print(utils.transpose(l)))
output.write('matrix u:\n')
output.write(utils.pretty_print(utils.transpose(u)))
def transform_u(curr_u, curr_index):
def set_u_element(element):
u_index, u_element = element
return \
matrix[index][curr_index] - functions.dot_product(utils.transpose(l)[curr_index], curr_u[index]) \
if u_index == curr_index else u_element
def set_u_column(element):
u_index, u_column = element
return \
tuple(map(set_u_element, enumerate(u_column))) \
if u_index == index else u_column
return tuple(map(set_u_column, enumerate(curr_u)))
next_u = functools.reduce(transform_u, range(0, index + 1), u)
def transform_l(curr_l, curr_index):
def set_l_element(element):
l_index, l_element = element
return \
(matrix[index][curr_index] - functions.dot_product(utils.transpose(curr_l)[curr_index], next_u[index])) / next_u[index][index] \
if l_index == curr_index else l_element
def set_l_column(element):
l_index, l_column = element
return \
tuple(map(set_l_element, enumerate(l_column))) \
if l_index == index else l_column
return tuple(map(set_l_column, enumerate(curr_l)))
next_l = functools.reduce(transform_l, range(index + 1, size), l)
return (next_l, next_u)
def elimination(matrix, verbose=False, output=sys.stdout):
'''
Executes gaussian elimination process on given matrix.
If verbose is true, logs every operation to given output.
'''
try:
output.write('starting gaussian elimination\n')
output.write('current matrix:\n')
output.write(utils.pretty_print(matrix))
reduced_matrix = __elimination_phase__(matrix, verbose, output)
output.write('reduced matrix:\n')
output.write(utils.pretty_print(reduced_matrix))
determinant = functions.det(utils.split(reduced_matrix)[0])
output.write(f'matrix determinant: {determinant}\n')
xs = __back_substitution_phase__(reduced_matrix, verbose, output)
output.write(f'solution (x-vector): {xs}\n')
output.write('gaussian elimination finished\n')
except GaussianEliminationError as gee:
output.write(f'gaussian elimination error: {gee}\n')
sys.exit(65)
except Exception as ex:
output.write(f'unexpected exception: {ex}\n')
sys.exit(1)
def step(matrix, index):
if verbose:
output.write(f'step {index}/{size - 1}:\n')
output.write(utils.pretty_print(matrix))
pivot_row = matrix[index]
def nullify(element):
i, row = element
if i <= index:
return row
else:
if pivot_row[index] == 0:
raise GaussianEliminationError(
f'encoutered zero element a[{index + 1}][{index + 1}]')
scale = row[index] / pivot_row[index]
return functions.subtract_rows(
row, functions.scale_row(pivot_row, scale))
reduced_matrix = map(nullify, enumerate(matrix))
return tuple(reduced_matrix)
def train(args):
# Verify algorithm and config
global env_options, trainer_options
algo = args.algo
if algo == "PPO":
config = ppo_config
else:
raise ValueError("args.algo must in [PPO]")
config.num_envs = args.num_envs
if args.envopt is not None:
f = open(args.envopt)
env_options = json.load(f)
if args.trainopt is not None:
f = open(args.trainopt)
trainer_options = json.load(f)
if args.opt is not None:
opt = json.load(open(args.opt))
env_options = opt['env']
trainer_options = opt['trainer']
# Seed the environments and setup torch
seed = args.seed
torch.manual_seed(seed)
if torch.cuda.is_available():
torch.cuda.manual_seed(seed)
torch.set_num_threads(1)
# Clean log directory
log_dir = verify_log_dir('work_dirs', args.log_dir)
# Create vectorized environments
num_envs = args.num_envs
env_id = args.env_id
envs = make_envs(
env_id=env_id,
seed=seed,
log_dir=log_dir,
num_envs=num_envs,
asynchronous=True,
options=env_options,
)
if env_id == "Walker2d-v3":
healthy_z_range = (0.8, 2.0)
elif env_id == 'Humanoid-v3':
healthy_z_range = (1.0, 2.0)
if 'healthy_z_range' in env_options:
healthy_z_range = env_options['healthy_z_range']
eval_env = gym.make(env_id,
healthy_z_range=healthy_z_range,
healthy_reward=0)
if env_id == "Walker2d-v3":
eval_env = Walker2d_wrapper(eval_env, env_options)
obs_dim = envs.observation_space.shape[0]
act_dim = envs.action_space.shape[0]
real_obs_dim = obs_dim
real_act_dim = act_dim
if 'real_obs_dim' in trainer_options:
real_obs_dim = trainer_options['real_obs_dim']
if 'real_act_dim' in trainer_options:
real_act_dim = trainer_options['real_act_dim']
dim_dict = dict(obs_dim=obs_dim,
act_dim=act_dim,
real_obs_dim=real_obs_dim,
real_act_dim=real_act_dim)
# Setup trainer
if algo == "PPO":
trainer = PPOTrainer(envs, config, trainer_options)
else:
raise NotImplementedError
# Create a placeholder tensor to help stack frames in 2nd dimension
# That is turn the observation from shape [num_envs, 1, 84, 84] to
# [num_envs, 4, 84, 84].
frame_stack_tensor = FrameStackTensor(num_envs,
envs.observation_space.shape,
config.device)
# Setup some stats helpers
episode_rewards = np.zeros([num_envs, 1], dtype=np.float)
total_episodes = total_steps = iteration = 0
reward_recorder = deque(maxlen=100)
episode_length_recorder = deque(maxlen=100)
sample_timer = Timer()
process_timer = Timer()
update_timer = Timer()
total_timer = Timer()
progress = []
evaluate_stat = {}
# Start training
print("Start training!")
obs = envs.reset()
frame_stack_tensor.update(obs)
trainer.rollouts.observations[0].copy_(
reduce_shape(frame_stack_tensor.get(), real_obs_dim))
while True: # Break when total_steps exceeds maximum value
with sample_timer:
for index in range(config.num_steps):
trainer.model.eval()
values, actions, action_log_prob = trainer.model.step(
reduce_shape(frame_stack_tensor.get(), real_obs_dim))
cpu_actions = actions.cpu().numpy()
cpu_actions = enlarge_shape(cpu_actions, act_dim)
obs, reward, done, info, masks, total_episodes, \
total_steps, episode_rewards = step_envs(
cpu_actions, envs, episode_rewards, frame_stack_tensor,
reward_recorder, episode_length_recorder, total_steps,
total_episodes, config.device)
rewards = torch.from_numpy(reward.astype(np.float32)).view(
-1, 1).to(config.device)
# Store samples
trainer.rollouts.insert(
reduce_shape(frame_stack_tensor.get(), real_obs_dim),
actions, action_log_prob, values, rewards, masks)
# ===== Process Samples =====
with process_timer:
with torch.no_grad():
next_value = trainer.compute_values(
trainer.rollouts.observations[-1])
trainer.rollouts.compute_returns(next_value, config.GAMMA)
trainer.model.train()
# ===== Update Policy =====
with update_timer:
policy_loss, value_loss, total_loss = trainer.update(
trainer.rollouts)
trainer.rollouts.after_update()
# ===== Evaluate Current Policy =====
if iteration % config.eval_freq == 0:
eval_timer = Timer()
rewards, eplens = evaluate(trainer, eval_env, 1, dim_dict=dim_dict)
evaluate_stat = summary(rewards, "episode_reward")
evaluate_stat.update(summary(eplens, "episode_length"))
evaluate_stat.update(
dict(evaluate_time=eval_timer.now,
evaluate_iteration=iteration))
# ===== Log information =====
if iteration % config.log_freq == 0:
stats = dict(
log_dir=log_dir,
frame_per_second=int(total_steps / total_timer.now),
training_episode_reward=summary(reward_recorder,
"episode_reward"),
training_episode_length=summary(episode_length_recorder,
"episode_length"),
evaluate_stats=evaluate_stat,
learning_stats=dict(policy_loss=policy_loss,
value_loss=value_loss,
total_loss=total_loss),
total_steps=total_steps,
total_episodes=total_episodes,
time_stats=dict(sample_time=sample_timer.avg,
process_time=process_timer.avg,
update_time=update_timer.avg,
total_time=total_timer.now,
episode_time=sample_timer.avg +
process_timer.avg + update_timer.avg),
iteration=iteration)
progress.append(stats)
pretty_print({
"===== {} Training Iteration {} =====".format(algo, iteration):
stats
})
if iteration % config.save_freq == 0:
trainer_path = trainer.save_w(log_dir, "iter{}".format(iteration))
progress_path = save_progress(log_dir, progress)
print(
"Saved trainer state at <{}>. Saved progress at <{}>.".format(
trainer_path, progress_path))
# [TODO] Stop training when total_steps is greater than args.max_steps
if total_steps > args.max_steps:
break
pass
iteration += 1
trainer.save_w(log_dir, "final")
envs.close()
def train(args):
# Verify algorithm and config
global env_options, trainer_options
algo = args.algo
if algo == "PPO":
config = ppo_config
else:
raise ValueError("args.algo must in [PPO]")
config.num_envs = args.num_envs
config.activation = nn.ReLU
if args.trainopt is not None:
f = open(args.trainopt)
trainer_options = json.load(f)
if args.opt is not None:
opt = json.load(open(args.opt))
env_options = opt['env']
trainer_options = opt['trainer']
# Seed the environments and setup torch
seed = args.seed
torch.manual_seed(seed)
if torch.cuda.is_available():
torch.cuda.manual_seed(seed)
torch.set_num_threads(1)
# Clean log directory
log_dir = verify_log_dir('work_dirs', args.log_dir)
# Create vectorized environments
num_envs = args.num_envs
env_id = args.env_id
main_envs = make_envs(
env_id='Humanoid-v3',
seed=seed,
log_dir=log_dir,
num_envs=num_envs,
asynchronous=True,
)
aux_envs = make_envs(
env_id='Walker2d-v3',
seed=seed,
log_dir=log_dir,
num_envs=num_envs,
asynchronous=True,
)
envs = [main_envs, aux_envs]
# eval_env is main_env
healthy_z_range = (1.0, 2.0)
eval_env = gym.make(env_id,
healthy_z_range=healthy_z_range,
healthy_reward=0)
main_obs_dim = 376
main_act_dim = 17
main_reduce_obs_dim = 46
main_reduce_act_dim = 11
aux_obs_dim = 17
aux_act_dim = 6
obs_dims = [main_reduce_obs_dim, aux_obs_dim]
act_dims = [main_act_dim, aux_act_dim]
dim_dict = dict(obs_a=main_reduce_obs_dim,
act_a=main_reduce_act_dim,
obs_b=aux_obs_dim,
act_b=aux_act_dim,
coeff_a=0.4,
coeff_b=1)
dim_dict['act_dim'] = 17
dim_dict['real_obs_dim'] = 46
# Setup trainer
if algo == "PPO":
trainer = PPOTrainerMTMT(config, dim_dict)
else:
raise NotImplementedError
frame_stack_tensors = [
FrameStackTensor(num_envs, main_envs.observation_space.shape,
config.device),
FrameStackTensor(num_envs, aux_envs.observation_space.shape,
config.device)
]
# Setup some stats helpers
episode_rewards = [
np.zeros([num_envs, 1], dtype=np.float),
np.zeros([num_envs, 1], dtype=np.float)
]
total_episodes = total_steps = iteration = 0
reward_recorders = [deque(maxlen=100), deque(maxlen=100)]
episode_length_recorders = [deque(maxlen=100), deque(maxlen=100)]
sample_timer = Timer()
process_timer = Timer()
update_timer = Timer()
total_timer = Timer()
progress = []
evaluate_stat = {}
# Start training
print("Start training!")
obs = [envs[i].reset() for i in range(2)]
_ = [frame_stack_tensors[i].update(obs[i]) for i in range(2)]
# first update
for i in range(2):
trainer.rollouts[i].observations[0].copy_(
reduce_shape(frame_stack_tensors[i].get(), obs_dims[i]))
branch_names = ['a', 'b']
while True: # Break when total_steps exceeds maximum value
with sample_timer:
# prepare rollout a
for ind in range(2):
for index in range(config.num_steps):
trainer.model.eval()
values, actions, action_log_prob = trainer.model.step(
reduce_shape(frame_stack_tensors[ind].get(),
obs_dims[ind]),
deterministic=False,
branch=branch_names[ind])
cpu_actions = actions.cpu().numpy()
cpu_actions = enlarge_shape(cpu_actions, act_dims[ind])
# obs, done, info not needed, we have masks & obs in frame_stack_tensors
_, reward, _, _, masks, new_total_episodes, new_total_steps, episode_rewards[ind] = \
step_envs(cpu_actions, envs[ind], episode_rewards[ind], frame_stack_tensors[ind],
reward_recorders[ind], episode_length_recorders[ind],
total_steps, total_episodes, config.device)
if ind == 0:
total_episodes = new_total_episodes
total_steps = new_total_steps
rewards = torch.from_numpy(reward.astype(np.float32)).view(
-1, 1).to(config.device)
trainer.rollouts[ind].insert(
reduce_shape(frame_stack_tensors[ind].get(),
obs_dims[ind]), actions, action_log_prob,
values, rewards, masks)
# ===== Process Samples =====
with process_timer:
with torch.no_grad():
for i in range(2):
next_value = trainer.compute_values(
trainer.rollouts[i].observations[-1], branch_names[i])
trainer.rollouts[i].compute_returns(
next_value, config.GAMMA)
trainer.model.train()
# ===== Update Policy =====
with update_timer:
losses = trainer.update(trainer.rollouts[0], trainer.rollouts[1])
policy_loss, value_loss, total_loss = list(zip(*losses))
trainer.rollouts[0].after_update()
trainer.rollouts[1].after_update()
# ===== Evaluate Current Policy =====
if iteration % config.eval_freq == 0:
eval_timer = Timer()
# seems ok, by default model is dealing with task1
rewards, eplens = evaluate(trainer, eval_env, 1, dim_dict=dim_dict)
evaluate_stat = summary(rewards, "episode_reward")
evaluate_stat.update(summary(eplens, "episode_length"))
evaluate_stat.update(
dict(evaluate_time=eval_timer.now,
evaluate_iteration=iteration))
# ===== Log information =====
if iteration % config.log_freq == 0:
stats = dict(
log_dir=log_dir,
frame_per_second=int(total_steps / total_timer.now),
training_episode_reward_a=summary(reward_recorders[0],
"episode_reward"),
training_episode_length_a=summary(episode_length_recorders[0],
"episode_length"),
training_episode_reward_b=summary(reward_recorders[1],
"episode_reward"),
training_episode_length_b=summary(episode_length_recorders[1],
"episode_length"),
evaluate_stats=evaluate_stat,
learning_stats_a=dict(policy_loss=policy_loss[0],
value_loss=value_loss[0],
total_loss=total_loss[0]),
learning_stats_b=dict(policy_loss=policy_loss[1],
value_loss=value_loss[1],
total_loss=total_loss[1]),
total_steps=total_steps,
total_episodes=total_episodes,
time_stats=dict(sample_time=sample_timer.avg,
process_time=process_timer.avg,
update_time=update_timer.avg,
total_time=total_timer.now,
episode_time=sample_timer.avg +
process_timer.avg + update_timer.avg),
iteration=iteration)
progress.append(stats)
pretty_print({
"===== {} Training Iteration {} =====".format(algo, iteration):
stats
})
if iteration % config.save_freq == 0:
trainer_path = trainer.save_w(log_dir, "iter{}".format(iteration))
progress_path = save_progress(log_dir, progress)
print(
"Saved trainer state at <{}>. Saved progress at <{}>.".format(
trainer_path, progress_path))
# [TODO] Stop training when total_steps is greater than args.max_steps
if total_steps > args.max_steps:
break
pass
iteration += 1
trainer.save_w(log_dir, "final")
envs.close()
def train(args):
# Verify algorithm and config
algo = args.algo
if algo == "PPO":
config = ppo_config
elif algo == "A2C":
config = a2c_config
else:
raise ValueError("args.algo must in [PPO, A2C]")
config.num_envs = args.num_envs
# Seed the environments and setup torch
seed = args.seed
torch.manual_seed(seed)
if torch.cuda.is_available():
torch.cuda.manual_seed(seed)
torch.set_num_threads(1)
# Clean log directory
log_dir = verify_log_dir(args.log_dir, algo)
# Create vectorized environments
num_envs = args.num_envs
env_name = args.env_name
# Prepare tensorboard file
args.save_log = 'Pairtrding-{}'.format(time.strftime("%Y%m%d-%H%M%S"))
generate_date = str(datetime.now().date())
writer = SummaryWriter(args.log_dir + '/runs/' + generate_date + '/' +
args.save_log)
# download stock price data from yahoo finance
stocklist = [
'0700.hk', '2318.hk', '3988.hk', '0998.hk', '1398.hk', '3968.hk',
'0981.hk', '0005.hk'
]
# 腾讯，平安，中银，中信，工商，招商，中芯国际，汇丰
stocktickers = ' '.join(stocklist)
data = yf.download(tickers=stocktickers,
start="2010-01-01",
end="2019-12-31")
data = data['Close']
columnchange = []
for stock in data.columns:
name = stock + 'change'
columnchange.append(name)
data[name] = data[stock] - data[stock].shift(1)
CorrDict = {}
for i in columnchange:
for j in columnchange:
if i != j and (i, j) not in CorrDict:
CorrDict[(i, j)] = data[i].corr(data[j])
pair = list(max(CorrDict))
pair.append(pair[0][:7])
pair.append(pair[1][:7])
dataremain = data[pair]
from sklearn import linear_model
import numpy as np
model = linear_model.LinearRegression()
model.fit(dataremain[pair[0]][1:-250].to_numpy().reshape(-1, 1),
y=dataremain[pair[1]][1:-250])
beta = model.coef_[0]
dataremain['Spread'] = beta * data[pair[0]] - data[pair[1]]
Spreadmean = dataremain['Spread'].mean()
Spreadstd = dataremain['Spread'].std()
dataremain['Z-score'] = (dataremain['Spread'] - Spreadmean) / Spreadstd
envs = PairtradingEnv(stock1=dataremain[pair[2]][:-250],
stock2=dataremain[pair[3]][:-250])
eval_envs = PairtradingEnv(stock1=dataremain[pair[2]][-250:],
stock2=dataremain[pair[3]][-250:])
baseline_config = baselineConfig(mean=Spreadmean, std=Spreadstd, beta=beta)
baseline_trainer = baseline(env=envs, config=baseline_config)
baseline_eval = baseline(env=eval_envs, config=baseline_config)
test = env_name == "CartPole-v0"
frame_stack = args.input_length if not test else 1
# Setup trainer
if algo == "PPO":
trainer = PPOTrainer(envs, config, frame_stack, _test=test)
else:
trainer = A2CTrainer(envs, config, frame_stack, _test=test)
# Create a placeholder tensor to help stack frames in 2nd dimension
# That is turn the observation from shape [num_envs, 1, 84, 84] to
# [num_envs, 4, 84, 84].
frame_stack_tensor = FrameStackTensor(
num_envs, envs.observation_space.shape, frame_stack,
config.device) # envs.observation_space.shape: 1,42,42
# Setup some stats helpers
episode_rewards = np.zeros([num_envs, 1], dtype=np.float)
total_episodes = total_steps = iteration = 0
reward_recorder = deque(maxlen=100)
episode_length_recorder = deque(maxlen=100)
episode_values = deque(maxlen=100)
sample_timer = Timer()
process_timer = Timer()
update_timer = Timer()
total_timer = Timer()
progress = []
evaluate_stat = {}
# Start training
print("Start training!")
while True: # Break when total_steps exceeds maximum value
# ===== Sample Data =====
# episode_values = []
episode_rewards = np.zeros([num_envs, 1], dtype=np.float)
for env_id in range(num_envs):
obs = envs.reset() # obs.shape: 15,1,42,42
frame_stack_tensor.update(obs, env_id)
trainer.rollouts.observations[0, env_id].copy_(
frame_stack_tensor.get(env_id)
) #trainer.rollouts.observations.shape: torch.Size([201, 15, 4, 42, 42])
with sample_timer:
for index in range(config.num_steps):
# Get action
# [TODO] Get the action
# Hint:
# 1. Remember to disable gradient computing
# 2. trainer.rollouts is a storage containing all data
# 3. What observation is needed for trainer.compute_action?
with torch.no_grad():
values, actions_cash, action_log_prob_cash, actions_beta, action_log_prob_beta = trainer.compute_action(
trainer.rollouts.observations[index, env_id])
act = baseline_trainer.compute_action(
actions_cash.view(-1), actions_beta.view(-1))
cpu_actions = act
# Step the environment
# (Check step_envs function, you need to implement it)
obs, reward, done, masks, total_episodes, \
total_steps, episode_rewards, episode_values = step_envs(
cpu_actions, envs, env_id, episode_rewards, episode_values, frame_stack_tensor,
reward_recorder, episode_length_recorder, total_steps,
total_episodes, config.device, test)
rewards = torch.from_numpy(
np.array(reward).astype(np.float32)).view(-1).to(
config.device)
# Store samples
trainer.rollouts.insert(frame_stack_tensor.get(env_id),
actions_cash.view(-1),
action_log_prob_cash.view(-1),
actions_beta.view(-1),
action_log_prob_beta.view(-1),
values.view(-1), rewards,
masks.view(-1), env_id)
# ===== Process Samples =====
with process_timer:
with torch.no_grad():
next_value = trainer.compute_values(
trainer.rollouts.observations[-1])
trainer.rollouts.compute_returns(next_value, config.GAMMA)
# ===== Update Policy =====
with update_timer:
policy_loss, value_loss, dist_entropy, total_loss = \
trainer.update(trainer.rollouts)
trainer.rollouts.after_update()
# Add training statistics to tensorboard log file
writer.add_scalar('train_policy_loss', policy_loss, iteration)
writer.add_scalar('train_value_loss', value_loss, iteration)
writer.add_scalar('train_dist_entropy', dist_entropy, iteration)
writer.add_scalar('train_total_loss', total_loss, iteration)
writer.add_scalar('train_episode_rewards',
np.mean(episode_rewards), iteration)
writer.add_scalar('train_episode_values',
np.array(episode_values).mean(), iteration)
# ===== Evaluate Current Policy =====
if iteration % config.eval_freq == 0:
eval_timer = Timer()
evaluate_rewards, evaluate_lengths, evaluate_values = evaluate(
trainer, eval_envs, baseline_eval, frame_stack, 5)
evaluate_stat = summary(evaluate_rewards, "episode_reward")
if evaluate_lengths:
evaluate_stat.update(
summary(evaluate_lengths, "episode_length"))
evaluate_stat.update(
dict(win_rate=float(
sum(np.array(evaluate_rewards) >= 0) /
len(evaluate_rewards)),
evaluate_time=eval_timer.now,
evaluate_iteration=iteration,
evaluate_values=float(np.array(evaluate_values).mean())))
# Add evaluation statistics to tensorboard log file
writer.add_scalar('eval_episode_rewards',
np.array(evaluate_rewards).mean(),
iteration // config.eval_freq)
writer.add_scalar('eval_episode_values',
np.array(evaluate_values).mean(),
iteration // config.eval_freq)
# ===== Log information =====
if iteration % config.log_freq == 0:
stats = dict(
log_dir=log_dir,
frame_per_second=int(total_steps / total_timer.now),
training_episode_reward=summary(reward_recorder,
"episode_reward"),
training_episode_values=summary(episode_values,
"episode_value"),
training_episode_length=summary(episode_length_recorder,
"episode_length"),
evaluate_stats=evaluate_stat,
learning_stats=dict(policy_loss=policy_loss,
entropy=dist_entropy,
value_loss=value_loss,
total_loss=total_loss),
total_steps=total_steps,
total_episodes=total_episodes,
time_stats=dict(sample_time=sample_timer.avg,
process_time=process_timer.avg,
update_time=update_timer.avg,
total_time=total_timer.now,
episode_time=sample_timer.avg +
process_timer.avg + update_timer.avg),
iteration=iteration)
progress.append(stats)
pretty_print({
"===== {} Training Iteration {} =====".format(algo, iteration):
stats
})
if iteration % config.save_freq == 0:
trainer_path = trainer.save_w(log_dir, "iter{}".format(iteration))
progress_path = save_progress(log_dir, progress)
print(
"Saved trainer state at <{}>. Saved progress at <{}>.".format(
trainer_path, progress_path))
if iteration >= args.max_steps:
break
iteration += 1
trainer.save_w(log_dir, "final")
envs.close()
def train(args):
# Verify algorithm and config
algo = args.algo
if algo == "PPO":
config = ppo_config
elif algo == "A2C":
config = a2c_config
else:
raise ValueError("args.algo must in [PPO, A2C]")
config.num_envs = args.num_envs
assert args.env_id in ["cPong-v0", "CartPole-v0",
"cPongTournament-v0"]
# Seed the environments and setup torch
seed = args.seed
torch.manual_seed(seed)
if torch.cuda.is_available():
torch.cuda.manual_seed(seed)
torch.set_num_threads(1)
# Clean log directory
log_dir = verify_log_dir(args.log_dir, algo)
# Create vectorized environments
num_envs = args.num_envs
env_id = args.env_id
envs = make_envs(
env_id=env_id,
seed=seed,
log_dir=log_dir,
num_envs=num_envs,
asynchronous=True,
resized_dim=config.resized_dim
)
eval_envs = make_envs(
env_id=env_id,
seed=seed,
log_dir=log_dir,
num_envs=num_envs,
asynchronous=False,
resized_dim=config.resized_dim
)
test = env_id == "CartPole-v0"
tournament = env_id == "cPongTournament-v0"
frame_stack = 4 if not test else 1
if tournament:
assert algo == "PPO", "Using PPO in tournament is a good idea, " \
"because of its efficiency compared to A2C."
# Setup trainer
if algo == "PPO":
trainer = PPOTrainer(envs, config, frame_stack, _test=test)
else:
trainer = A2CTrainer(envs, config, frame_stack, _test=test)
# Create a placeholder tensor to help stack frames in 2nd dimension
# That is turn the observation from shape [num_envs, 1, 84, 84] to
# [num_envs, 4, 84, 84].
frame_stack_tensor = FrameStackTensor(
num_envs, envs.observation_space.shape, frame_stack, config.device)
# Setup some stats helpers
episode_rewards = np.zeros([num_envs, 1], dtype=np.float)
total_episodes = total_steps = iteration = 0
reward_recorder = deque(maxlen=100)
episode_length_recorder = deque(maxlen=100)
sample_timer = Timer()
process_timer = Timer()
update_timer = Timer()
total_timer = Timer()
progress = []
evaluate_stat = {}
# Start training
print("Start training!")
obs = envs.reset()
frame_stack_tensor.update(obs)
trainer.rollouts.observations[0].copy_(frame_stack_tensor.get())
while True: # Break when total_steps exceeds maximum value
# ===== Sample Data =====
with sample_timer:
for index in range(config.num_steps):
# Get action
# [TODO] Get the action
# Hint:
# 1. Remember to disable gradient computing
# 2. trainer.rollouts is a storage containing all data
# 3. What observation is needed for trainer.compute_action?
with torch.no_grad():
values, actions, action_log_prob = trainer.compute_action(trainer.rollouts.observations[index])
cpu_actions = actions.view(-1).cpu().numpy()
# Step the environment
# (Check step_envs function, you need to implement it)
obs, reward, done, info, masks, total_episodes, \
total_steps, episode_rewards = step_envs(
cpu_actions, envs, episode_rewards, frame_stack_tensor,
reward_recorder, episode_length_recorder, total_steps,
total_episodes, config.device, test)
rewards = torch.from_numpy(
reward.astype(np.float32)).view(-1, 1).to(config.device)
# Store samples
trainer.rollouts.insert(
frame_stack_tensor.get(), actions.view(-1, 1),
action_log_prob, values, rewards, masks)
# ===== Process Samples =====
with process_timer:
with torch.no_grad():
next_value = trainer.compute_values(
trainer.rollouts.observations[-1])
trainer.rollouts.compute_returns(next_value, config.GAMMA)
# ===== Update Policy =====
with update_timer:
policy_loss, value_loss, dist_entropy, total_loss = \
trainer.update(trainer.rollouts)
trainer.rollouts.after_update()
# ===== Reset opponent if in tournament mode =====
if tournament and iteration % config.num_steps == 0:
# Randomly choose one agent in each iteration
envs.reset_opponent()
# ===== Evaluate Current Policy =====
if iteration % config.eval_freq == 0:
eval_timer = Timer()
evaluate_rewards, evaluate_lengths = evaluate(
trainer, eval_envs, frame_stack, 20)
evaluate_stat = summary(evaluate_rewards, "episode_reward")
if evaluate_lengths:
evaluate_stat.update(
summary(evaluate_lengths, "episode_length"))
evaluate_stat.update(dict(
win_rate=float(
sum(np.array(evaluate_rewards) >= 0) / len(
evaluate_rewards)),
evaluate_time=eval_timer.now,
evaluate_iteration=iteration
))
# ===== Log information =====
if iteration % config.log_freq == 0:
stats = dict(
log_dir=log_dir,
frame_per_second=int(total_steps / total_timer.now),
training_episode_reward=summary(reward_recorder,
"episode_reward"),
training_episode_length=summary(episode_length_recorder,
"episode_length"),
evaluate_stats=evaluate_stat,
learning_stats=dict(
policy_loss=policy_loss,
entropy=dist_entropy,
value_loss=value_loss,
total_loss=total_loss
),
total_steps=total_steps,
total_episodes=total_episodes,
time_stats=dict(
sample_time=sample_timer.avg,
process_time=process_timer.avg,
update_time=update_timer.avg,
total_time=total_timer.now,
episode_time=sample_timer.avg + process_timer.avg +
update_timer.avg
),
iteration=iteration
)
if tournament:
stats["opponent"] = envs.current_agent_name
progress.append(stats)
pretty_print({
"===== {} Training Iteration {} =====".format(
algo, iteration): stats
})
if iteration % config.save_freq == 0:
trainer_path = trainer.save_w(log_dir, "iter{}".format(iteration))
progress_path = save_progress(log_dir, progress)
print("Saved trainer state at <{}>. Saved progress at <{}>.".format(
trainer_path, progress_path
))
# [TODO] Stop training when total_steps is greater than args.max_steps
if total_steps > args.max_steps:
break
iteration += 1
trainer.save_w(log_dir, "final")
envs.close()
def _train(trainer, envs, eval_envs, config, num_envs, algo, log_dir,
tournament, test):
# Setup some stats helpers
episode_rewards = np.zeros([num_envs, 1], dtype=np.float)
total_episodes = total_steps = iteration = 0
reward_recorder = deque(maxlen=100)
episode_length_recorder = deque(maxlen=100)
sample_timer = Timer()
process_timer = Timer()
update_timer = Timer()
total_timer = Timer()
progress = []
evaluate_stat = {}
while True: # Break when total_steps exceeds maximum value
# ===== Sample Data =====
with sample_timer:
for index in range(config.num_steps):
# Get action
if hasattr(trainer.model, 'reset_state'):
trainer.model.reset_state()
with torch.no_grad():
values, actions, action_log_prob = trainer.compute_action(
trainer.rollouts.processed_observations[index])
trainer.model.update_hidden(actions)
if trainer.discrete:
cpu_actions = actions.view(-1).cpu().numpy()
else:
cpu_actions = actions.cpu().numpy()
# Step the environment
# (Check step_envs function, you need to implement it)
obs, reward, done, info, masks, total_episodes, total_steps, episode_rewards = step_envs(
cpu_actions, envs, episode_rewards, reward_recorder,
episode_length_recorder, total_steps, total_episodes,
config.device)
rewards = torch.from_numpy(reward.astype(np.float32)).view(
-1, 1).to(config.device)
# Store samples
if trainer.discrete:
actions = actions.view(-1, 1)
with torch.no_grad():
raw_obs = trainer.process_obs(obs)
processed_obs = trainer.model.world_model(raw_obs).detach()
trainer.rollouts.insert(obs, actions, action_log_prob, values,
rewards, masks, processed_obs)
# trainer.rollouts.insert(obs, actions, action_log_prob, values, rewards, masks)
# ===== Process Samples =====
with process_timer:
with torch.no_grad():
next_value = trainer.compute_values(
trainer.rollouts.processed_observations[-1])
trainer.rollouts.compute_returns(next_value, config.gamma)
# ===== Update Policy =====
with update_timer:
policy_loss, value_loss, dist_entropy, total_loss = trainer.update(
trainer.rollouts)
# vae_loss, mdrnn_loss\
# = trainer.update(trainer.rollouts)
trainer.model.reset_state()
trainer.rollouts.after_update()
# ===== Reset opponent if in tournament mode =====
if tournament and iteration % config.num_steps == 0:
# Randomly choose one agent in each iteration
envs.reset_opponent()
# ===== Evaluate Current Policy =====
if eval_envs is not None and iteration % config.eval_freq == 0:
eval_timer = Timer()
evaluate_rewards, evaluate_lengths = evaluate(
trainer, eval_envs, 20)
evaluate_stat = summary(evaluate_rewards, "episode_reward")
if evaluate_lengths:
evaluate_stat.update(
summary(evaluate_lengths, "episode_length"))
evaluate_stat.update(
dict(win_rate=float(
sum(np.array(evaluate_rewards) >= 0) /
len(evaluate_rewards)),
evaluate_time=eval_timer.now,
evaluate_iteration=iteration))
# ===== Log information =====
if iteration % config.log_freq == 0:
stats = dict(
log_dir=log_dir,
frame_per_second=int(total_steps / total_timer.now),
training_episode_reward=summary(reward_recorder,
"episode_reward"),
training_episode_length=summary(episode_length_recorder,
"episode_length"),
evaluate_stats=evaluate_stat,
learning_stats=dict(
policy_loss=policy_loss,
entropy=dist_entropy,
value_loss=value_loss,
# vae_loss= vae_loss,
# mdrnn_loss=mdrnn_loss,
total_loss=total_loss),
total_steps=total_steps,
total_episodes=total_episodes,
time_stats=dict(sample_time=sample_timer.avg,
process_time=process_timer.avg,
update_time=update_timer.avg,
total_time=total_timer.now,
episode_time=sample_timer.avg +
process_timer.avg + update_timer.avg),
iteration=iteration)
if tournament:
stats["opponent"] = envs.current_agent_name
progress.append(stats)
from IPython.display import clear_output
clear_output()
pretty_print({
"===== {} Training Iteration {} =====".format(algo, iteration):
stats
})
progress_path = save_progress(log_dir, progress)
if iteration % config.save_freq == 0:
trainer_path = trainer.save_w(log_dir, "iter{}".format(iteration))
progress_path = save_progress(log_dir, progress)
print(
"Saved trainer state at <{}>. Saved progress at <{}>.".format(
trainer_path, progress_path))
if total_steps > int(args.max_steps):
break
iteration += 1