def __init__(self, features, labels, policy): self.features = features self.labels = labels # init label rewards (adapt freely) m = np.zeros((len(self.labels), max(self.labels)+1)) for i in range(0, len(self.labels)): m[i][self.labels[i]] = 1 # label frame self.y = pd.DataFrame(m) # frame of features self.X = pd.DataFrame(features) self.X = self.X.reset_index().drop(columns=['index']) self.cBandit = ContextualBandit(self.X, self.y) self.myAgent = KerasAgent(lr=0.001, a_size=self.cBandit.num_actions, n_states=self.cBandit.num_state_features) self.policy = policy self.policy.setBandit(self.cBandit) self.policy.setAgent(self.myAgent)
def train_model(args, vocab1, vocab2, device): print(args) print("generating config") config1 = Config1( vocab_size=len(vocab1), embedding_dim=args.embedding_dim, LSTM_layers=args.lstm_layer_1, LSTM_hidden_units=args.hidden, train_embed=args.train_embed, # pretrained_embedding=vocab1.embedding, word2id=vocab1.word_to_index, id2word=vocab1.index_to_word, dropout=args.dropout) config2 = Config2( vocab_size=len(vocab2), embedding_dim=args.embedding_dim, LSTM_layers=args.lstm_layer_2, LSTM_hidden_units=args.hidden, train_embed=args.train_embed, # pretrained_embedding=vocab2.embedding, word2id=vocab2.word_to_index, id2word=vocab2.index_to_word, dropout=args.dropout, decode_type=args.decode_type) model_name_1 = ".".join( (args.model_file_1, str(args.rl_baseline_method), args.sampling_method, "gamma", str(args.gamma), "beta", str(args.beta), "batch", str(args.train_batch), "learning_rate", str(args.lr_1), "bsz", str(args.batch_size), "data", args.data_dir.split('/')[0], "emb", str(config1.embedding_dim), "dropout", str(args.dropout), "max_num", str(args.max_num_of_ans), "train_embed", str(args.train_embed), 'd2s')) # model_name_2 = ".".join((args.model_file_2, # "gamma",str(args.gamma), # "beta",str(args.beta), # "batch",str(args.train_batch), # "learning_rate",str(args.lr_2), # "data", args.data_dir.split('/')[0], # "emb", str(config2.embedding_dim), # "dropout", str(args.dropout), # 'decode_type',str(args.decode_type), # 'd2s')) log_name = ".".join( ("log/model", str(args.rl_baseline_method), args.sampling_method, "gamma", str(args.gamma), "beta", str(args.beta), "batch", str(args.train_batch), "lr_1", str(args.lr_1), "lr_2", str(args.lr_1), args.sampling_method, "bsz", str(args.batch_size), "data", args.data_dir.split('/')[0], "emb1", str(config1.embedding_dim), "emb2", str(config2.embedding_dim), "dropout", str(args.dropout), 'decode_type', str(args.decode_type), "train_embed", str(args.train_embed), 'd2s')) print("initialising data loader and RL learner") data_loader = PickleReader(args.data_dir) data = args.data_dir.split('/')[0] num_data = 3398 # init statistics reward_list = [] loss_list1 = [] loss_list2 = [] best_eval_reward = 0. model_save_name_1 = model_name_1 # model_save_name_2 = model_name_2 bandit = ContextualBandit(b=args.batch_size, rl_baseline_method=args.rl_baseline_method, vocab=vocab2, sample_method=args.sampling_method, device=device) print("Loaded the Bandit") model1 = model.Bandit(config1).to(device) # model2 = model.Generator(config2).to(device) print("Loaded the models") if args.load_ext: model_name_1 = args.model_file_1 # model_name_2 = args.model_file_2 model_save_name_1 = model_name_1 # model_save_name_2 = model_name_2 print("loading existing models:1->%s" % model_name_1) # print("loading existing models:2->%s" % model_name_2) model1 = torch.load(model_name_1, map_location=lambda storage, loc: storage) model1.to(device) # model2 = torch.load(model_name_2, map_location=lambda storage, loc: storage) # model2.to(device) log_name = 'log/' + model_name_1.split('/')[-1] print("finish loading and evaluate models:") # evaluate.ext_model_eval(extract_net, vocab, args, eval_data="test") best_eval_reward = evaluate.ext_model_eval(model1, None, vocab2, args, "val", device) logging.basicConfig(filename='%s.log' % log_name, level=logging.DEBUG, format='%(asctime)s %(levelname)-10s %(message)s') logging.info("prev best eval reward:%.4f" % (best_eval_reward)) # Loss and Optimizer optimizer1 = torch.optim.Adam([ param for param in model1.parameters() if param.requires_grad == True ], lr=args.lr_1, betas=(args.beta, 0.999), weight_decay=1e-6) # optimizer2 = torch.optim.Adam([param for param in model2.parameters() if param.requires_grad == True ], lr=args.lr_2, betas=(args.beta, 0.999),weight_decay=1e-6) # if args.lr_sch ==1: # scheduler = ReduceLROnPlateau(optimizer_ans, 'max',verbose=1,factor=0.9,patience=3,cooldown=3,min_lr=9e-5,epsilon=1e-6) # if best_eval_reward: # scheduler.step(best_eval_reward,0) # print("init_scheduler") # elif args.lr_sch ==2: # scheduler = torch.optim.lr_scheduler.CyclicLR(optimizer_ans,args.lr, args.lr_2, step_size_up=3*int(num_data/args.train_batch), step_size_down=3*int(num_data/args.train_batch), mode='exp_range', gamma=0.98,cycle_momentum=False) print("starting training") start_time = time.time() n_step = 100 gamma = args.gamma n_val = int(num_data / (7 * args.train_batch)) supervised_loss = torch.nn.BCELoss() regression_loss = torch.nn.MSELoss() with torch.autograd.set_detect_anomaly(True): for epoch in tqdm(range(args.epochs_ext), desc="epoch:"): train_iter = data_loader.chunked_data_reader( "train", data_quota=args.train_example_quota) #-1 step_in_epoch = 0 for dataset in train_iter: for step, contexts in tqdm( enumerate( BatchDataLoader(dataset, batch_size=args.train_batch, shuffle=True))): try: model1.train() # model2.train() step_in_epoch += 1 loss = 0. reward = 0. for context in contexts: records = context.records target = context.summary records = torch.autograd.Variable( torch.LongTensor(records)).to(device) # target = torch.autograd.Variable(torch.LongTensor(target)).to(device) # target_len = len(target) prob, num_r = model1(records) num_of_records = int(num_r.item() * 100) sample_content, greedy_cp = bandit.sample( prob, context, num_of_records) # # apply data_parallel after this step # sample_content.append((greedy_cp,0)) # gen_summaries = [] # total_loss = 0. # for cp in [(greedy_cp.data,0)]: # gen_input = torch.autograd.Variable(r_cs[cp[0]].data).to(device) # e_k,prev_hidden, prev_emb = model2(gen_input,vocab2) # z_k = torch.autograd.Variable(records[cp[0]][:,0].data).to(device) # prev_t =0 # loss=0. # gen_summary =[] # ## perform bptt here # for y_t in range(target_len): # p_out, prev_hidden = model2.forward_step(prev_emb,prev_hidden,gen_input,e_k,z_k) # topv,topi = p_out.topk(1) # gen_summary.append(topi) # prev_emb = model2.get_embedding(topi) # loss += decode_loss(p_out,target[y_t].unsqueeze(0)) # if (y_t-prev_t)==50: # prev_t = y_t # loss.backward(retain_graph=True) # loss.detach() # if prev_t < target_len: # loss.backward() # loss.detach() # gen_summaries.append((gen_summary,cp[1])) # loss/=float(target_len) # total_loss+=loss # optimizer2.step() # optimizer2.zero_grad() # total_loss/=len(sample_content) bandit_loss, reward_b = bandit.calculate_loss( sample_content, context.gold_index, greedy_cp) true_numr = context.num_of_records / 100. r_loss = regression_loss( num_r, torch.tensor(true_numr).type( torch.float).to(device)) #greedy_cp,bandit_loss = greedy_sample(prob,num_of_records+1,device) #reward_b = generate_reward(None,None,gold_cp=context.gold_index,cp=greedy_cp) labels = np.zeros(len(prob)) labels[context.gold_index] = 1.0 ml_loss = supervised_loss( prob.view(-1), torch.tensor(labels).type( torch.float).to(device)) loss_e = (gamma * (bandit_loss + r_loss)) + ( (1 - gamma) * ml_loss) loss_e.backward() reward += reward_b loss += loss_e.item() optimizer1.step() optimizer1.zero_grad() loss /= args.train_batch reward /= args.train_batch reward_list.append(reward) loss_list1.append(loss) # loss_list2.append(total_loss) # if args.lr_sch==2: # scheduler.step() # logging.info('Epoch %d Step %d Reward %.4f Loss1 %.4f Loss2 %.4f' % (epoch, step_in_epoch, reward,bandit_loss,total_loss)) logging.info( 'Epoch %d Step %d Reward %.4f Loss1 %.4f' % (epoch, step_in_epoch, reward, loss)) except Exception as e: print(e) traceback.print_exc() if (step_in_epoch) % n_step == 0 and step_in_epoch != 0: # logging.info('Epoch ' + str(epoch) + ' Step ' + str(step_in_epoch) + # ' reward: ' + str(np.mean(reward_list))+' loss1: ' + str(np.mean(loss_list1))+' loss2: ' + str(np.mean(loss_list2))) logging.info('Epoch ' + str(epoch) + ' Step ' + str(step_in_epoch) + ' reward: ' + str(np.mean(reward_list)) + ' loss1: ' + str(np.mean(loss_list1))) reward_list = [] loss_list1 = [] # loss_list2=[] if (step_in_epoch) % n_val == 0 and step_in_epoch != 0: print("doing evaluation") model1.eval() # model2.eval() #eval_reward = evaluate.ext_model_eval(mcan_cb, vocab, args, "test") eval_reward = evaluate.ext_model_eval( model1, None, vocab2, args, "val", device) if eval_reward > best_eval_reward: best_eval_reward = eval_reward print( "saving models %s : with eval_reward:" % model_save_name_1, eval_reward) logging.debug("saving models" + str(model_save_name_1) + " " + "with eval_reward:" + str(eval_reward)) torch.save(model1, model_save_name_1) # torch.save(model2,model_save_name_2) print('epoch ' + str(epoch) + ' reward in validation: ' + str(eval_reward)) logging.debug('epoch ' + str(epoch) + ' reward in validation: ' + str(eval_reward)) logging.debug('time elapsed:' + str(time.time() - start_time)) # if args.lr_sch ==1: # mcan_cb.eval() # eval_reward = evaluate.ext_model_eval(mcan_cb, vocab, args, "val") # #eval_reward = evaluate.ext_model_eval(mcan_cb, vocab, args, "test") # scheduler.step(eval_reward[0],epoch) return model1
def train_model(args): print(args) print("generating config") config = Config( input_dim=args.input_dim, dropout=args.dropout, highway=args.highway, nn_layers=args.nn_layers, ) model_name = ".".join( (args.model_file, str(args.rl_baseline_method), args.sampling_method, "gamma", str(args.gamma), "beta", str(args.beta), "batch", str(args.train_batch), "learning_rate", str(args.lr) + "-" + str(args.lr_sch), "bsz", str(args.batch_size), "data", args.data_dir.split('/')[0], args.eval_data, "input_dim", str(config.input_dim), "max_num", str(args.max_num_of_ans), "reward", str(args.reward_type), "dropout", str(args.dropout) + "-" + str(args.clip_grad), "highway", str(args.highway), "nn-" + str(args.nn_layers), 'ans')) log_name = ".".join( ("log_bert/model", str(args.rl_baseline_method), args.sampling_method, "gamma", str(args.gamma), "beta", str(args.beta), "batch", str(args.train_batch), "lr", str(args.lr) + "-" + str(args.lr_sch), "bsz", str(args.batch_size), "data", args.data_dir.split('/')[0], args.eval_data, "input_dim", str(config.input_dim), "max_num", str(args.max_num_of_ans), "reward", str(args.reward_type), "dropout", str(args.dropout) + "-" + str(args.clip_grad), "highway", str(args.highway), "nn-" + str(args.nn_layers), 'ans')) print("initialising data loader and RL learner") data_loader = PickleReader(args.data_dir) data = args.data_dir.split('/')[0] num_data = 0 if data == "wiki_qa": num_data = 873 elif data == "trec_qa": num_data = 1229 else: assert (1 == 2) # init statistics reward_list = [] loss_list = [] best_eval_reward = 0. model_save_name = model_name bandit = ContextualBandit(b=args.batch_size, rl_baseline_method=args.rl_baseline_method, sample_method=args.sampling_method) print("Loaded the Bandit") bert_cb = model2.BERT_CB(config) print("Loaded the model") bert_cb.cuda() vocab = "vocab" if args.load_ext: model_name = args.model_file print("loading existing model%s" % model_name) bert_cb = torch.load(model_name, map_location=lambda storage, loc: storage) bert_cb.cuda() model_save_name = model_name log_name = "/".join(("log_bert", model_name.split("/")[1])) print("finish loading and evaluate model %s" % model_name) # evaluate.ext_model_eval(extract_net, vocab, args, eval_data="test") best_eval_reward = evaluate.ext_model_eval(bert_cb, vocab, args, args.eval_data)[0] logging.basicConfig(filename='%s.log' % log_name, level=logging.DEBUG, format='%(asctime)s %(levelname)-10s %(message)s') # Loss and Optimizer optimizer_ans = torch.optim.Adam([ param for param in bert_cb.parameters() if param.requires_grad == True ], lr=args.lr, betas=(args.beta, 0.999), weight_decay=1e-6) if args.lr_sch == 1: scheduler = ReduceLROnPlateau(optimizer_ans, 'max', verbose=1, factor=0.9, patience=3, cooldown=3, min_lr=9e-5, epsilon=1e-6) if best_eval_reward: scheduler.step(best_eval_reward, 0) print("init_scheduler") elif args.lr_sch == 2: scheduler = torch.optim.lr_scheduler.CyclicLR( optimizer_ans, args.lr, args.lr_2, step_size_up=3 * int(num_data / args.train_batch), step_size_down=3 * int(num_data / args.train_batch), mode='exp_range', gamma=0.98, cycle_momentum=False) print("starting training") start_time = time.time() n_step = 100 gamma = args.gamma #vocab = "vocab" if num_data < 2000: n_val = int(num_data / (5 * args.train_batch)) else: n_val = int(num_data / (7 * args.train_batch)) with torch.autograd.set_detect_anomaly(True): for epoch in tqdm(range(args.epochs_ext), desc="epoch:"): train_iter = data_loader.chunked_data_reader( "train", data_quota=args.train_example_quota) #-1 step_in_epoch = 0 for dataset in train_iter: for step, contexts in tqdm( enumerate( BatchDataLoader(dataset, batch_size=args.train_batch, shuffle=True))): try: bert_cb.train() step_in_epoch += 1 loss = 0. reward = 0. for context in contexts: # q_a = torch.autograd.Variable(torch.from_numpy(context.features)).cuda() pre_processed, a_len, sorted_id = model2.bert_preprocess( context.answers) q_a = torch.autograd.Variable( pre_processed.type(torch.float)) a_len = torch.autograd.Variable(a_len) outputs = bert_cb(q_a, a_len) context.labels = np.array( context.labels)[sorted_id] if args.prt_inf and np.random.randint(0, 100) == 0: prt = True else: prt = False loss_t, reward_t = bandit.train( outputs, context, max_num_of_ans=args.max_num_of_ans, reward_type=args.reward_type, prt=prt) #print(str(loss_t)+' '+str(len(a_len))) # loss_t = loss_t.view(-1) true_labels = np.zeros(len(context.labels)) gold_labels = np.array(context.labels) true_labels[gold_labels > 0] = 1.0 # ml_loss = F.binary_cross_entropy(outputs.view(-1),torch.tensor(true_labels).type(torch.float).cuda()) ml_loss = F.binary_cross_entropy( outputs.view(-1), torch.tensor(true_labels).type( torch.float).cuda()) loss_e = ((gamma * loss_t) + ((1 - gamma) * ml_loss)) loss_e.backward() loss += loss_e.item() reward += reward_t loss = loss / args.train_batch reward = reward / args.train_batch if prt: print('Probabilities: ', outputs.squeeze().data.cpu().numpy()) print('-' * 80) reward_list.append(reward) loss_list.append(loss) #if isinstance(loss, Variable): # loss.backward() if step % 1 == 0: if args.clip_grad: torch.nn.utils.clip_grad_norm_( bert_cb.parameters(), args.clip_grad) # gradient clipping optimizer_ans.step() optimizer_ans.zero_grad() if args.lr_sch == 2: scheduler.step() logging.info('Epoch %d Step %d Reward %.4f Loss %.4f' % (epoch, step_in_epoch, reward, loss)) except Exception as e: print(e) #print(loss) #print(loss_e) traceback.print_exc() if (step_in_epoch) % n_step == 0 and step_in_epoch != 0: logging.info('Epoch ' + str(epoch) + ' Step ' + str(step_in_epoch) + ' reward: ' + str(np.mean(reward_list)) + ' loss: ' + str(np.mean(loss_list))) reward_list = [] loss_list = [] if (step_in_epoch) % n_val == 0 and step_in_epoch != 0: print("doing evaluation") bert_cb.eval() eval_reward = evaluate.ext_model_eval( bert_cb, vocab, args, args.eval_data) if eval_reward[0] > best_eval_reward: best_eval_reward = eval_reward[0] print( "saving model %s with eval_reward:" % model_save_name, eval_reward) logging.debug("saving model" + str(model_save_name) + "with eval_reward:" + str(eval_reward)) torch.save(bert_cb, model_name) print('epoch ' + str(epoch) + ' reward in validation: ' + str(eval_reward)) logging.debug('epoch ' + str(epoch) + ' reward in validation: ' + str(eval_reward)) logging.debug('time elapsed:' + str(time.time() - start_time)) if args.lr_sch == 1: bert_cb.eval() eval_reward = evaluate.ext_model_eval(bert_cb, vocab, args, args.eval_data) scheduler.step(eval_reward[0], epoch) return bert_cb
class Environment(object): def __init__(self, features, labels, policy): self.features = features self.labels = labels # init label rewards (adapt freely) m = np.zeros((len(self.labels), max(self.labels)+1)) for i in range(0, len(self.labels)): m[i][self.labels[i]] = 1 # label frame self.y = pd.DataFrame(m) # frame of features self.X = pd.DataFrame(features) self.X = self.X.reset_index().drop(columns=['index']) self.cBandit = ContextualBandit(self.X, self.y) self.myAgent = KerasAgent(lr=0.001, a_size=self.cBandit.num_actions, n_states=self.cBandit.num_state_features) self.policy = policy self.policy.setBandit(self.cBandit) self.policy.setAgent(self.myAgent) def iter(self): # classical bandit interaction # a) get state, b) perform action, c) get reward and update s, t = self.cBandit.getInputState() action = self.policy.select(s) reward = self.cBandit.pullArm(action) # Update the network. y = self.policy.qval[:] y[0][action] = reward self.myAgent.model.fit(s, y, batch_size=1, epochs=1, verbose=0) return t, action, reward def experiment(self, total_rounds=1000000): i = 0 pbar = tqdm(total=total_rounds) while i < total_rounds: t, action, reward = self.iter() i += 1 pbar.update(1) pbar.close() inputs = self.myAgent.model.predict(self.cBandit.X) probas = inputs.reshape(self.cBandit.num_samples, -1) predictions = np.argmax(probas, axis=1) accuracy = Mean_Log_Loss(predictions=predictions, labels=self.labels) self.output(accuracy, predictions) return predictions def output(self, accuracy, predictions): print("baseline accuracy: ", accuracy) print("predicitons: ", predictions) high_order_knockout, index = High_Order_Iterative_Knockout( features_knockout=np.array(self.features), model=self.myAgent.model, baseline=accuracy, labels=self.labels) print("high-order knockout accuracy change: ") Z = [(y, x) for y, x in sorted(zip(high_order_knockout, index), reverse=True, key=lambda l:(l[0], -len(l[1])))] for z in Z: print(z)
import pandas as pd ## Set random seed np.random.seed(123) ## Hyperparameters for the contextual bandit model k = 2 # number of arms p = 30 # covariate dimension # p = 100 # covariate dimension n = 1000 # number of data ## Hyperparameters for the bandit agent h = 5 ## Initialize bandit model bandit = ContextualBandit(n, p, k, diversity=True, reward_type=4) print("True params:", ) X = bandit.covariates rewards = bandit.rewards betas = bandit.betas ## Initialize agent: Uncomment the lines that correspond to agents in use agentList = [] # agentList.append(Agent_OLS(n=n, h=h, k=k, greedy_only=True, name= "Greedy_OLS")) # agentList.append(Agent_OLS(n=n, h=h, k=k, greedy_only=False, name= "OLS")) # agentList.append(Agent_OLS(n=n, h=h, k=k, p=p, greedy_only=False, basis_expansion=True, name= "OLS_BE")) # agentList.append(Agent_LASSO(n=n, h=h, k=k, greedy_only=False, lam= 0.05, name= "LASSO")) agentList.append( Agent_LASSO(n=n, h=h,