def run_trial(trial_idx, delta, algo_names):
"""Runs a trial of wheel bandit problem instance for a set of algorithms."""
filename = os.path.join(FLAGS.datasetdir,
str(delta) + '_' + str(trial_idx) + '.npz')
with gfile.GFile(filename, 'r') as f:
sampled_vals = np.load(f)
dataset = sampled_vals['dataset']
opt_rewards = sampled_vals['opt_rewards']
x_hidden_size = 100
x_encoder_sizes = [x_hidden_size] * 2
algos = []
for algo_name in algo_names:
if algo_name == 'uniform':
hparams = contrib_training.HParams(num_actions=num_actions)
algos.append(uniform_sampling.UniformSampling(algo_name, hparams))
elif algo_name == 'neurolinear':
hparams = contrib_training.HParams(num_actions=num_actions,
context_dim=context_dim,
init_scale=0.3,
activation=tf.nn.relu,
output_activation=tf.nn.relu,
layer_sizes=x_encoder_sizes,
batch_size=512,
activate_decay=True,
initial_lr=0.1,
max_grad_norm=5.0,
show_training=False,
freq_summary=1000,
buffer_s=-1,
initial_pulls=2,
reset_lr=True,
lr_decay_rate=0.5,
training_freq=1,
training_freq_network=20,
training_epochs=50,
a0=12,
b0=30,
lambda_prior=23)
algos.append(
neural_linear_sampling.NeuralLinearPosteriorSampling(
algo_name, hparams))
elif algo_name == 'multitaskgp':
hparams_gp = contrib_training.HParams(
num_actions=num_actions,
num_outputs=num_actions,
context_dim=context_dim,
reset_lr=False,
learn_embeddings=True,
max_num_points=1000,
show_training=False,
freq_summary=1000,
batch_size=512,
keep_fixed_after_max_obs=True,
training_freq=20,
initial_pulls=2,
training_epochs=50,
lr=0.01,
buffer_s=-1,
initial_lr=0.001,
lr_decay_rate=0.0,
optimizer='RMS',
task_latent_dim=5,
activate_decay=False)
algos.append(
posterior_bnn_sampling.PosteriorBNNSampling(
algo_name, hparams_gp, 'GP'))
elif algo_name[:3] == 'snp' or algo_name[:3] == 'anp':
hidden_size = 64
latent_units = 32
global_latent_net_sizes = [hidden_size] * 2 + [2 * latent_units]
local_latent_net_sizes = [hidden_size] * 3 + [2]
x_y_encoder_sizes = [hidden_size] * 3
heteroskedastic_net_sizes = None
mean_att_type = attention.laplace_attention
scale_att_type_1 = attention.laplace_attention
scale_att_type_2 = attention.laplace_attention
att_type = 'multihead'
att_heads = 8
data_uncertainty = False
is_anp = False
config = algo_name.split('_')
mfile = FLAGS.prefix + config[1] + '_' + config[2] + FLAGS.suffix
if algo_name[:3] == 'anp':
mfile = 'anp_' + mfile
local_latent_net_sizes = [hidden_size] * 3 + [2 * 5]
is_anp = True
mpath = os.path.join(FLAGS.modeldir, mfile)
hparams = contrib_training.HParams(
num_actions=num_actions,
context_dim=context_dim,
init_scale=0.3,
activation=tf.nn.relu,
output_activation=tf.nn.relu,
x_encoder_sizes=x_encoder_sizes,
x_y_encoder_sizes=x_y_encoder_sizes,
global_latent_net_sizes=global_latent_net_sizes,
local_latent_net_sizes=local_latent_net_sizes,
heteroskedastic_net_sizes=heteroskedastic_net_sizes,
att_type=att_type,
att_heads=att_heads,
mean_att_type=mean_att_type,
scale_att_type_1=scale_att_type_1,
scale_att_type_2=scale_att_type_2,
data_uncertainty=data_uncertainty,
batch_size=512,
activate_decay=True,
initial_lr=0.1,
max_grad_norm=5.0,
show_training=False,
freq_summary=1000,
buffer_s=-1,
initial_pulls=2,
reset_lr=True,
lr_decay_rate=0.5,
training_freq=10,
training_freq_network=20,
training_epochs=50,
uncertainty_type='attentive_freeform',
local_variational=True,
model_path=mpath,
is_anp=is_anp)
if config[1] == 'prior':
hparams.set_hparam('local_variational', False)
if config[2] == 'gp':
hparams.set_hparam('uncertainty_type', 'attentive_gp')
algos.append(
offline_contextual_bandits.OfflineContextualBandits(
algo_name, hparams))
t_init = time.time()
_, h_rewards = contextual_bandit.run_contextual_bandit(
context_dim,
num_actions,
dataset,
algos,
num_contexts=FLAGS.num_contexts) # pytype: disable=wrong-keyword-args
t_final = time.time()
return h_rewards, t_final - t_init, opt_rewards[:FLAGS.num_contexts]
def run_trial(trial_idx, delta, algo_names):
"""Runs a trial of wheel bandit problem instance for a set of algorithms."""
all_algo_names = '_'.join(algo_names)
runfile = str(delta) + '_' + str(trial_idx) + '_' + all_algo_names + '.pkl'
savefile = os.path.join(FLAGS.savedir, runfile)
if gfile.Exists(savefile):
print('File exists...terminating')
with gfile.Open(savefile, 'rb') as infile:
saved_state = pickle.load(infile, encoding='latin-1')
return saved_state['h_rewards'], saved_state['time']
filename = os.path.join(
FLAGS.datasetdir,
str(delta) + '_' + str(trial_idx) + '.npz')
with gfile.GFile(filename, 'r') as f:
sampled_vals = np.load(f)
dataset = sampled_vals['dataset']
x_hidden_size = 100
x_encoder_sizes = [x_hidden_size]*2
algos = []
ckptfile = None
save_once = False
for algo_name in algo_names:
if algo_name == 'uniform':
hparams = contrib_training.HParams(num_actions=num_actions)
algos.append(uniform_sampling.UniformSampling(algo_name, hparams))
elif algo_name == 'neurolinear':
hparams = contrib_training.HParams(
num_actions=num_actions,
context_dim=context_dim,
init_scale=0.3,
activation=tf.nn.relu,
output_activation=tf.nn.relu,
layer_sizes=x_encoder_sizes,
batch_size=512,
activate_decay=True,
initial_lr=0.1,
max_grad_norm=5.0,
show_training=False,
freq_summary=1000,
buffer_s=-1,
initial_pulls=2,
reset_lr=True,
lr_decay_rate=0.5,
training_freq=1,
training_freq_network=20,
training_epochs=50,
a0=12,
b0=30,
lambda_prior=23)
algos.append(neural_linear_sampling.NeuralLinearPosteriorSampling(
algo_name, hparams))
elif algo_name == 'multitaskgp':
hparams_gp = contrib_training.HParams(
num_actions=num_actions,
num_outputs=num_actions,
context_dim=context_dim,
reset_lr=False,
learn_embeddings=True,
max_num_points=1000,
show_training=False,
freq_summary=1000,
batch_size=512,
keep_fixed_after_max_obs=True,
training_freq=20,
initial_pulls=2,
training_epochs=50,
lr=0.01,
buffer_s=-1,
initial_lr=0.001,
lr_decay_rate=0.0,
optimizer='RMS',
task_latent_dim=5,
activate_decay=False)
algos.append(posterior_bnn_sampling.PosteriorBNNSampling(
algo_name, hparams_gp, 'GP'))
elif algo_name[:3] == 'snp' or algo_name[:3] == 'anp':
hidden_size = 64
latent_units = 32
global_latent_net_sizes = [hidden_size]*2 + [2*latent_units]
if algo_name[:3] == 'snp':
local_latent_net_sizes = [hidden_size]*3 + [2]
else:
local_latent_net_sizes = [hidden_size]*3 + [2*5]
x_y_encoder_sizes = [hidden_size]*3
heteroskedastic_net_sizes = None
mean_att_type = attention.laplace_attention
scale_att_type_1 = attention.laplace_attention
scale_att_type_2 = attention.laplace_attention
att_type = 'multihead'
att_heads = 8
data_uncertainty = False
is_anp = True if algo_name[:3] == 'anp' else False
hparams = contrib_training.HParams(
num_actions=num_actions,
context_dim=context_dim,
init_scale=0.3,
activation=tf.nn.relu,
output_activation=tf.nn.relu,
x_encoder_sizes=x_encoder_sizes,
x_y_encoder_sizes=x_y_encoder_sizes,
global_latent_net_sizes=global_latent_net_sizes,
local_latent_net_sizes=local_latent_net_sizes,
heteroskedastic_net_sizes=heteroskedastic_net_sizes,
att_type=att_type,
att_heads=att_heads,
mean_att_type=mean_att_type,
scale_att_type_1=scale_att_type_1,
scale_att_type_2=scale_att_type_2,
data_uncertainty=data_uncertainty,
batch_size=512,
activate_decay=True,
initial_lr=0.1,
max_grad_norm=5.0,
show_training=False,
freq_summary=1000,
buffer_s=-1,
initial_pulls=2,
reset_lr=True,
lr_decay_rate=0.5,
training_freq=10,
training_freq_network=20,
training_epochs=50,
uncertainty_type='attentive_freeform',
local_variational=True,
model_path=None,
is_anp=is_anp)
config = algo_name.split('_')
if config[1] == 'prior':
hparams.set_hparam('local_variational', False)
if config[2] == 'gp':
hparams.set_hparam('uncertainty_type', 'attentive_gp')
if config[3] == 'warmstart' or config[3] == 'offline':
mfile = FLAGS.prefix + config[1] + '_' + config[2] + FLAGS.suffix
if algo_name[:3] == 'anp':
mfile = 'anp_' + mfile
mpath = os.path.join(FLAGS.modeldir, mfile)
hparams.set_hparam('model_path', mpath)
if config[3] == 'online' or config[3] == 'warmstart':
algos.append(online_contextual_bandits.OnlineContextualBandits(
algo_name, hparams))
else:
algos.append(offline_contextual_bandits.OfflineContextualBandits(
algo_name, hparams))
ckptfile = os.path.join(FLAGS.ckptdir, runfile)
if gfile.Exists(ckptfile):
save_once = True
t_init = time.time()
print('started')
_, h_rewards = run_contextual_bandit(
dataset,
algos,
save_once=save_once,
pkl_file=ckptfile)
t_final = time.time()
savedict = {'h_rewards': h_rewards, 'time': t_final-t_init}
with gfile.Open(savefile, 'wb') as outfile:
pickle.dump(savedict, outfile)
return h_rewards, t_final - t_init