Пример #1
0
    def get_max_q_values(self, states: str, possible_actions: str,
                         use_target_network: bool) -> str:
        """
        Takes in an array of states and outputs an array of the same shape
        whose ith entry = max_{pna} Q(state_i, pna).

        :param states: Numpy array with shape (batch_size, state_dim). Each
            row contains a representation of a state.
        :param possible_next_actions: Numpy array with shape (batch_size, action_dim).
            possible_next_actions[i][j] = 1 iff the agent can take action j from
            state i.
        :use_target_network: Boolean that indicates whether or not to use this
            trainer's TargetNetwork to compute Q values.
        """
        q_values = self.get_q_values_all_actions(states, use_target_network)

        # Set the q values of impossible actions to a very large negative
        #    number.
        inverse_pna = C2.ConstantFill(possible_actions, value=1.0)
        possible_actions_float = C2.Cast(possible_actions,
                                         to=core.DataType.FLOAT)
        inverse_pna = C2.Sub(inverse_pna, possible_actions_float)
        inverse_pna = C2.Mul(inverse_pna,
                             self.ACTION_NOT_POSSIBLE_VAL,
                             broadcast=1)
        q_values = C2.Add(q_values, inverse_pna)

        q_values_max = C2.ReduceBackMax(q_values, num_reduce_dims=1)
        return C2.ExpandDims(q_values_max, dims=[1])
Пример #2
0
    def preprocess_blob(self, blob, normalization_parameters):
        """
        Takes in a blob and its normalization parameters. Outputs a tuple
        whose first element is a blob containing the normalized input blob
        and whose second element contains all the parameter blobs used to
        create it.

        Call this from a CPU context and ensure the input blob exists in it.
        """

        parameters: List[str] = []

        ZERO = self._store_parameter(parameters, "ZERO",
                                     np.array([0], dtype=np.float32))

        MISSING_U = self._store_parameter(
            parameters, "MISSING_U",
            np.array([MISSING_VALUE + 1e-4], dtype=np.float32))
        MISSING_L = self._store_parameter(
            parameters, "MISSING_L",
            np.array([MISSING_VALUE - 1e-4], dtype=np.float32))

        is_empty_l = C2.GT(blob, MISSING_L, broadcast=1)
        is_empty_u = C2.LT(blob, MISSING_U, broadcast=1)
        is_empty = C2.And(is_empty_l, is_empty_u)

        for i in range(len(normalization_parameters) - 1):
            if (normalization_parameters[i].feature_type !=
                    normalization_parameters[i + 1].feature_type):
                raise Exception(
                    "Only one feature type is allowed per call to preprocess_blob!"
                )
        feature_type = normalization_parameters[0].feature_type
        if feature_type == identify_types.BINARY:
            TOLERANCE = self._store_parameter(parameters, "TOLERANCE",
                                              np.array(1e-3, dtype=np.float32))
            is_gt_zero = C2.GT(blob,
                               C2.Add(ZERO, TOLERANCE, broadcast=1),
                               broadcast=1)
            is_lt_zero = C2.LT(blob,
                               C2.Sub(ZERO, TOLERANCE, broadcast=1),
                               broadcast=1)
            bool_blob = C2.Or(is_gt_zero, is_lt_zero)
            blob = C2.Cast(bool_blob, to=caffe2_pb2.TensorProto.FLOAT)
        elif feature_type == identify_types.PROBABILITY:
            blob = C2.Logit(C2.Clip(blob, min=0.01, max=0.99))
        elif feature_type == identify_types.ENUM:
            for parameter in normalization_parameters:
                possible_values = parameter.possible_values
                for x in possible_values:
                    if x < 0:
                        logger.fatal(
                            "Invalid enum possible value for feature: " +
                            str(x) + " " + str(parameter.possible_values))
                        raise Exception(
                            "Invalid enum possible value for feature " + blob +
                            ": " + str(x) + " " +
                            str(parameter.possible_values))

            int_blob = C2.Cast(blob, to=core.DataType.INT32)

            # Batch one hot transform with MISSING_VALUE as a possible value
            feature_lengths = [
                len(p.possible_values) + 1 for p in normalization_parameters
            ]
            feature_lengths_blob = self._store_parameter(
                parameters,
                "feature_lengths_blob",
                np.array(feature_lengths, dtype=np.int32),
            )

            feature_values = [
                x for p in normalization_parameters
                for x in p.possible_values + [int(MISSING_VALUE)]
            ]
            feature_values_blob = self._store_parameter(
                parameters,
                "feature_values_blob",
                np.array(feature_values, dtype=np.int32),
            )

            one_hot_output = C2.BatchOneHot(int_blob, feature_lengths_blob,
                                            feature_values_blob)
            flattened_one_hot = C2.FlattenToVec(one_hot_output)

            # Remove missing values with a mask
            cols_to_include = [[1] * len(p.possible_values) + [0]
                               for p in normalization_parameters]
            cols_to_include = [x for col in cols_to_include for x in col]
            mask = self._store_parameter(
                parameters, "mask", np.array(cols_to_include, dtype=np.int32))

            zero_vec = C2.ConstantFill(one_hot_output,
                                       value=0,
                                       dtype=caffe2_pb2.TensorProto.INT32)

            repeated_mask_bool = C2.Cast(C2.Add(zero_vec, mask, broadcast=1),
                                         to=core.DataType.BOOL)

            flattened_repeated_mask = C2.FlattenToVec(repeated_mask_bool)

            flattened_one_hot_proc = C2.NextBlob("flattened_one_hot_proc")
            flattened_one_hot_proc_indices = C2.NextBlob(
                "flattened_one_hot_proc_indices")
            C2.net().BooleanMask(
                [flattened_one_hot, flattened_repeated_mask],
                [flattened_one_hot_proc, flattened_one_hot_proc_indices],
            )

            one_hot_shape = C2.Shape(one_hot_output)

            shape_delta = self._store_parameter(
                parameters,
                "shape_delta",
                np.array([0, len(normalization_parameters)], dtype=np.int64),
            )

            target_shape = C2.Sub(one_hot_shape, shape_delta, broadcast=1)
            output_int_blob = C2.NextBlob("output_int_blob")
            output_int_blob_old_shape = C2.NextBlob(
                "output_int_blob_old_shape")
            C2.net().Reshape(
                [flattened_one_hot_proc, target_shape],
                [output_int_blob, output_int_blob_old_shape],
            )

            output_blob = C2.Cast(output_int_blob, to=core.DataType.FLOAT)

            return output_blob, parameters
        elif feature_type == identify_types.QUANTILE:
            # This transformation replaces a set of values with their quantile.
            # The quantile boundaries are provided in the normalization params.

            quantile_sizes = [
                len(norm.quantiles) for norm in normalization_parameters
            ]
            num_boundaries_blob = self._store_parameter(
                parameters,
                "num_boundaries_blob",
                np.array(quantile_sizes, dtype=np.int32),
            )

            quantile_values = np.array([], dtype=np.float32)
            quantile_labels = np.array([], dtype=np.float32)
            for norm in normalization_parameters:
                quantile_values = np.append(
                    quantile_values, np.array(norm.quantiles,
                                              dtype=np.float32))
                # TODO: Fix this: the np.unique is making this part not true.
                quantile_labels = np.append(
                    quantile_labels,
                    np.arange(len(norm.quantiles), dtype=np.float32) /
                    float(len(norm.quantiles)),
                )
            quantiles = np.vstack([quantile_values, quantile_labels]).T
            quantiles_blob = self._store_parameter(parameters,
                                                   "quantiles_blob", quantiles)

            quantile_blob = C2.Percentile(blob, quantiles_blob,
                                          num_boundaries_blob)
            blob = quantile_blob
        elif (feature_type == identify_types.CONTINUOUS
              or feature_type == identify_types.BOXCOX):
            boxcox_shifts = []
            boxcox_lambdas = []
            means = []
            stddevs = []

            for norm in normalization_parameters:
                if feature_type == identify_types.BOXCOX:
                    assert (norm.boxcox_shift is not None
                            and norm.boxcox_lambda is not None)
                    boxcox_shifts.append(norm.boxcox_shift)
                    boxcox_lambdas.append(norm.boxcox_lambda)
                means.append(norm.mean)
                stddevs.append(norm.stddev)

            if feature_type == identify_types.BOXCOX:
                boxcox_shift_blob = self._store_parameter(
                    parameters,
                    "boxcox_shift",
                    np.array(boxcox_shifts, dtype=np.float32),
                )
                boxcox_lambda_blob = self._store_parameter(
                    parameters,
                    "boxcox_shift",
                    np.array(boxcox_lambdas, dtype=np.float32),
                )

                blob = C2.BatchBoxCox(blob, boxcox_lambda_blob,
                                      boxcox_shift_blob)

            means_blob = self._store_parameter(
                parameters, "means_blob", np.array([means], dtype=np.float32))
            stddevs_blob = self._store_parameter(
                parameters, "stddevs_blob",
                np.array([stddevs], dtype=np.float32))

            blob = C2.Sub(blob, means_blob, broadcast=1, axis=0)
            blob = C2.Div(blob, stddevs_blob, broadcast=1, axis=0)
            if self.clip_anomalies:
                blob = C2.Clip(blob, min=-3.0, max=3.0)
        else:
            raise NotImplementedError(
                "Invalid feature type: {}".format(feature_type))

        zeros = C2.ConstantFill(blob, value=0.)
        output_blob = C2.Where(is_empty, zeros, blob)

        return output_blob, parameters
Пример #3
0
    def export_actor(
        cls,
        trainer,
        state_normalization_parameters,
        action_feature_ids,
        min_action_range_tensor_serving,
        max_action_range_tensor_serving,
        int_features=False,
        model_on_gpu=False,
    ):
        """Export caffe2 preprocessor net and pytorch actor forward pass as one
        caffe2 net.

        :param trainer DDPGTrainer
        :param state_normalization_parameters state NormalizationParameters
        :param min_action_range_tensor_serving pytorch tensor that specifies
            min action value for each dimension
        :param max_action_range_tensor_serving pytorch tensor that specifies
            min action value for each dimension
        :param state_normalization_parameters state NormalizationParameters
        :param int_features boolean indicating if int features blob will be present
        :param model_on_gpu boolean indicating if the model is a GPU model or CPU model
        """
        model = model_helper.ModelHelper(name="predictor")
        net = model.net
        C2.set_model(model)
        parameters: List[str] = []

        workspace.FeedBlob("input/float_features.lengths", np.zeros(1, dtype=np.int32))
        workspace.FeedBlob("input/float_features.keys", np.zeros(1, dtype=np.int64))
        workspace.FeedBlob("input/float_features.values", np.zeros(1, dtype=np.float32))

        input_feature_lengths = "input_feature_lengths"
        input_feature_keys = "input_feature_keys"
        input_feature_values = "input_feature_values"

        if int_features:
            workspace.FeedBlob(
                "input/int_features.lengths", np.zeros(1, dtype=np.int32)
            )
            workspace.FeedBlob("input/int_features.keys", np.zeros(1, dtype=np.int64))
            workspace.FeedBlob("input/int_features.values", np.zeros(1, dtype=np.int32))
            C2.net().Cast(
                ["input/int_features.values"],
                ["input/int_features.values_float"],
                dtype=caffe2_pb2.TensorProto.FLOAT,
            )
            C2.net().MergeMultiScalarFeatureTensors(
                [
                    "input/float_features.lengths",
                    "input/float_features.keys",
                    "input/float_features.values",
                    "input/int_features.lengths",
                    "input/int_features.keys",
                    "input/int_features.values_float",
                ],
                [input_feature_lengths, input_feature_keys, input_feature_values],
            )
        else:
            C2.net().Copy(["input/float_features.lengths"], [input_feature_lengths])
            C2.net().Copy(["input/float_features.keys"], [input_feature_keys])
            C2.net().Copy(["input/float_features.values"], [input_feature_values])

        preprocessor = PreprocessorNet()
        sorted_features, _ = sort_features_by_normalization(
            state_normalization_parameters
        )
        state_dense_matrix, new_parameters = sparse_to_dense(
            input_feature_lengths,
            input_feature_keys,
            input_feature_values,
            sorted_features,
        )
        parameters.extend(new_parameters)
        state_normalized_dense_matrix, new_parameters = preprocessor.normalize_dense_matrix(
            state_dense_matrix,
            sorted_features,
            state_normalization_parameters,
            "state_norm",
            False,
        )
        parameters.extend(new_parameters)

        torch_init_net, torch_predict_net, new_parameters, actor_input_blob, actor_output_blob, min_action_training_blob, max_action_training_blob, min_action_serving_blob, max_action_serving_blob = DDPGPredictor.generate_train_net(
            trainer,
            model,
            min_action_range_tensor_serving,
            max_action_range_tensor_serving,
            model_on_gpu,
        )
        parameters.extend(new_parameters)
        net.Copy([state_normalized_dense_matrix], [actor_input_blob])

        workspace.RunNetOnce(model.param_init_net)
        workspace.RunNetOnce(torch_init_net)

        net.AppendNet(torch_predict_net)

        # Scale actors actions from [-1, 1] to serving range
        prev_range = C2.Sub(max_action_training_blob, min_action_training_blob)
        new_range = C2.Sub(max_action_serving_blob, min_action_serving_blob)
        subtract_prev_min = C2.Sub(actor_output_blob, min_action_training_blob)
        div_by_prev_range = C2.Div(subtract_prev_min, prev_range)
        scaled_for_serving_actions = C2.Add(
            C2.Mul(div_by_prev_range, new_range), min_action_serving_blob
        )

        output_lengths = "output/float_features.lengths"
        workspace.FeedBlob(output_lengths, np.zeros(1, dtype=np.int32))
        C2.net().ConstantFill(
            [C2.FlattenToVec(C2.ArgMax(actor_output_blob))],
            [output_lengths],
            value=trainer.actor.layers[-1].out_features,
            dtype=caffe2_pb2.TensorProto.INT32,
        )

        action_feature_ids_blob = C2.NextBlob("action_feature_ids")
        workspace.FeedBlob(
            action_feature_ids_blob, np.array(action_feature_ids, dtype=np.int64)
        )
        parameters.append(action_feature_ids_blob)

        output_keys = "output/float_features.keys"
        workspace.FeedBlob(output_keys, np.zeros(1, dtype=np.int64))
        num_examples, _ = C2.Reshape(C2.Size("input/float_features.lengths"), shape=[1])
        C2.net().Tile([action_feature_ids_blob, num_examples], [output_keys], axis=1)

        output_values = "output/float_features.values"
        workspace.FeedBlob(output_values, np.zeros(1, dtype=np.float32))
        C2.net().FlattenToVec([scaled_for_serving_actions], [output_values])

        workspace.CreateNet(net)
        return DDPGPredictor(net, torch_init_net, parameters, int_features)
Пример #4
0
    def export_actor(
        cls,
        trainer,
        state_normalization_parameters,
        min_action_range_tensor_serving,
        max_action_range_tensor_serving,
        int_features=False,
        model_on_gpu=False,
    ):
        """Export caffe2 preprocessor net and pytorch actor forward pass as one
        caffe2 net.

        :param trainer DDPGTrainer
        :param state_normalization_parameters state NormalizationParameters
        :param min_action_range_tensor_serving pytorch tensor that specifies
            min action value for each dimension
        :param max_action_range_tensor_serving pytorch tensor that specifies
            min action value for each dimension
        :param state_normalization_parameters state NormalizationParameters
        :param int_features boolean indicating if int features blob will be present
        :param model_on_gpu boolean indicating if the model is a GPU model or CPU model
        """
        input_dim = trainer.state_dim
        buffer = PytorchCaffe2Converter.pytorch_net_to_buffer(
            trainer.actor, input_dim, model_on_gpu
        )
        actor_input_blob, actor_output_blob, caffe2_netdef = PytorchCaffe2Converter.buffer_to_caffe2_netdef(
            buffer
        )
        torch_workspace = caffe2_netdef.workspace

        parameters = torch_workspace.Blobs()
        for blob_str in parameters:
            workspace.FeedBlob(blob_str, torch_workspace.FetchBlob(blob_str))

        torch_init_net = core.Net(caffe2_netdef.init_net)
        torch_predict_net = core.Net(caffe2_netdef.predict_net)

        model = model_helper.ModelHelper(name="predictor")
        net = model.net
        C2.set_model(model)

        # Feed action scaling tensors for serving
        min_action_serving_blob = C2.NextBlob("min_action_range_tensor_serving")
        workspace.FeedBlob(
            min_action_serving_blob, min_action_range_tensor_serving.cpu().data.numpy()
        )
        parameters.append(str(min_action_serving_blob))

        max_action_serving_blob = C2.NextBlob("max_action_range_tensor_serving")
        workspace.FeedBlob(
            max_action_serving_blob, max_action_range_tensor_serving.cpu().data.numpy()
        )
        parameters.append(str(max_action_serving_blob))

        # Feed action scaling tensors for training [-1, 1] due to tanh actor
        min_vals_training = trainer.min_action_range_tensor_training.cpu().data.numpy()
        min_action_training_blob = C2.NextBlob("min_action_range_tensor_training")
        workspace.FeedBlob(min_action_training_blob, min_vals_training)
        parameters.append(str(min_action_training_blob))

        max_vals_training = trainer.max_action_range_tensor_training.cpu().data.numpy()
        max_action_training_blob = C2.NextBlob("max_action_range_tensor_training")
        workspace.FeedBlob(max_action_training_blob, max_vals_training)
        parameters.append(str(max_action_training_blob))

        workspace.FeedBlob("input/float_features.lengths", np.zeros(1, dtype=np.int32))
        workspace.FeedBlob("input/float_features.keys", np.zeros(1, dtype=np.int64))
        workspace.FeedBlob("input/float_features.values", np.zeros(1, dtype=np.float32))

        input_feature_lengths = "input_feature_lengths"
        input_feature_keys = "input_feature_keys"
        input_feature_values = "input_feature_values"

        if int_features:
            workspace.FeedBlob(
                "input/int_features.lengths", np.zeros(1, dtype=np.int32)
            )
            workspace.FeedBlob("input/int_features.keys", np.zeros(1, dtype=np.int64))
            workspace.FeedBlob("input/int_features.values", np.zeros(1, dtype=np.int32))
            C2.net().Cast(
                ["input/int_features.values"],
                ["input/int_features.values_float"],
                dtype=caffe2_pb2.TensorProto.FLOAT,
            )
            C2.net().MergeMultiScalarFeatureTensors(
                [
                    "input/float_features.lengths",
                    "input/float_features.keys",
                    "input/float_features.values",
                    "input/int_features.lengths",
                    "input/int_features.keys",
                    "input/int_features.values_float",
                ],
                [input_feature_lengths, input_feature_keys, input_feature_values],
            )
        else:
            C2.net().Copy(["input/float_features.lengths"], [input_feature_lengths])
            C2.net().Copy(["input/float_features.keys"], [input_feature_keys])
            C2.net().Copy(["input/float_features.values"], [input_feature_values])

        preprocessor = PreprocessorNet(True)
        state_normalized_dense_matrix, new_parameters = preprocessor.normalize_sparse_matrix(
            input_feature_lengths,
            input_feature_keys,
            input_feature_values,
            state_normalization_parameters,
            "state_norm",
            False,
            False,
        )
        parameters.extend(new_parameters)
        net.Copy([state_normalized_dense_matrix], [actor_input_blob])

        workspace.RunNetOnce(model.param_init_net)
        workspace.RunNetOnce(torch_init_net)

        net.AppendNet(torch_predict_net)

        C2.FlattenToVec(C2.ArgMax(actor_output_blob))
        output_lengths = "output/float_features.lengths"
        workspace.FeedBlob(output_lengths, np.zeros(1, dtype=np.int32))
        C2.net().ConstantFill(
            [C2.FlattenToVec(C2.ArgMax(actor_output_blob))],
            [output_lengths],
            value=trainer.actor.layers[-1].out_features,
            dtype=caffe2_pb2.TensorProto.INT32,
        )

        output_keys = "output/float_features.keys"
        workspace.FeedBlob(output_keys, np.zeros(1, dtype=np.int32))
        C2.net().LengthsRangeFill([output_lengths], [output_keys])

        output_values = "output/float_features.values"
        workspace.FeedBlob(output_values, np.zeros(1, dtype=np.float32))
        # Scale actors actions from [-1, 1] to serving range
        prev_range = C2.Sub(max_action_training_blob, min_action_training_blob)
        new_range = C2.Sub(max_action_serving_blob, min_action_serving_blob)
        subtract_prev_min = C2.Sub(actor_output_blob, min_action_training_blob)
        div_by_prev_range = C2.Div(subtract_prev_min, prev_range)
        scaled_for_serving_actions = C2.Add(
            C2.Mul(div_by_prev_range, new_range), min_action_serving_blob
        )
        C2.net().FlattenToVec([scaled_for_serving_actions], [output_values])

        workspace.CreateNet(net)
        return DDPGPredictor(net, parameters, int_features)