def __init__(self, module, dataset=None, learningrate=0.01, lrdecay=1.0,
momentum=0., verbose=False, batchlearning=False,
weightdecay=0.):
"""Create a BackpropTrainer to train the specified `module` on the
specified `dataset`.
The learning rate gives the ratio of which parameters are changed into
the direction of the gradient. The learning rate decreases by `lrdecay`,
which is used to to multiply the learning rate after each training
step. The parameters are also adjusted with respect to `momentum`, which
is the ratio by which the gradient of the last timestep is used.
If `batchlearning` is set, the parameters are updated only at the end of
each epoch. Default is False.
`weightdecay` corresponds to the weightdecay rate, where 0 is no weight
decay at all.
"""
Trainer.__init__(self, module)
self.setData(dataset)
self.verbose = verbose
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
def __init__(self):
# standard parameters
self.epsilon = 2.0 #Initial value of exploration size
self.baseline = 0.0 #Moving average baseline, used just for visualisation
self.best = -1000000.0 #TODO ersetzen durch -inf
self.symCount = 1.0 #Switch for symetric sampling
self.gd = GradientDescent()
self.gamma = 0.9995 #Exploration decay factor
def _additionalInit(self):
if self.sigmaLearningRate is None:
self.sigmaLearningRate = self.learningRate
self.gdSig = GradientDescent()
self.gdSig.alpha = self.sigmaLearningRate
self.gdSig.rprop = self.rprop
self.sigList = ones(self.numParameters) * self.epsilon #Stores the list of standard deviations (sigmas)
self.gdSig.init(self.sigList)
self.baseline = None
def __init__(self):
# standard parameters
self.epsilon = 2.0 #Initial value of sigmas
self.baseline=0.0 #Moving average baseline, used for sigma adaption
self.best=-1000000.0 #TODO ersetzen durch -inf
self.symCount=1.0 #Switch for symetric sampling
self.gd = GradientDescent()
self.gdSig = GradientDescent()
self.wDecay = 0.001 #lasso weight decay (0 to deactivate)
def _setInitEvaluable(self, evaluable):
ContinuousOptimizer._setInitEvaluable(self, evaluable)
self.current = self._initEvaluable
self.gd = GradientDescent()
self.gd.alpha = self.learningRate
if self.learningRateDecay is not None:
self.gd.alphadecay = self.learningRateDecay
self.gd.momentum = self.momentum
self.gd.rprop = self.rprop
self.gd.init(self._initEvaluable)
def __init__(self):
# gradient descender
self.gd = GradientDescent()
# create default explorer
self._explorer = None
# loglh dataset
self.loglh = None
# network to tie module and explorer together
self.network = None
class FiniteDifferences(ContinuousOptimizer):
""" Basic finite difference method. """
epsilon = 1.0
gamma = 0.999
batchSize = 10
# gradient descent parameters
learningRate = 0.1
learningRateDecay = None
momentum = 0.0
rprop = False
def _setInitEvaluable(self, evaluable):
ContinuousOptimizer._setInitEvaluable(self, evaluable)
self.current = self._initEvaluable
self.gd = GradientDescent()
self.gd.alpha = self.learningRate
if self.learningRateDecay is not None:
self.gd.alphadecay = self.learningRateDecay
self.gd.momentum = self.momentum
self.gd.rprop = self.rprop
self.gd.init(self._initEvaluable)
def perturbation(self):
""" produce a parameter perturbation """
deltas = random.uniform(-self.epsilon, self.epsilon, self.numParameters)
# reduce epsilon by factor gamma
self.epsilon *= self.gamma
return deltas
def _learnStep(self):
""" calls the gradient calculation function and executes a step in direction
of the gradient, scaled with a small learning rate alpha. """
# initialize matrix D and vector R
D = ones((self.batchSize, self.numParameters))
R = zeros((self.batchSize, 1))
# calculate the gradient with pseudo inverse
for i in range(self.batchSize):
deltas = self.perturbation()
x = self.current + deltas
D[i, :] = deltas
R[i, :] = self._oneEvaluation(x)
beta = dot(pinv(D), R)
gradient = ravel(beta)
# update the weights
self.current = self.gd(gradient)
class FiniteDifferences(ContinuousOptimizer):
""" Basic finite difference method. """
epsilon = 1.0
gamma = 0.999
batchSize = 10
# gradient descent parameters
learningRate = 0.1
learningRateDecay = None
momentum = 0.0
rprop = False
def _setInitEvaluable(self, evaluable):
ContinuousOptimizer._setInitEvaluable(self, evaluable)
self.current = self._initEvaluable
self.gd = GradientDescent()
self.gd.alpha = self.learningRate
if self.learningRateDecay is not None:
self.gd.alphadecay = self.learningRateDecay
self.gd.momentum = self.momentum
self.gd.rprop = self.rprop
self.gd.init(self._initEvaluable)
def perturbation(self):
""" produce a parameter perturbation """
deltas = random.uniform(-self.epsilon, self.epsilon,
self.numParameters)
# reduce epsilon by factor gamma
self.epsilon *= self.gamma
return deltas
def _learnStep(self):
""" calls the gradient calculation function and executes a step in direction
of the gradient, scaled with a small learning rate alpha. """
# initialize matrix D and vector R
D = ones((self.batchSize, self.numParameters))
R = zeros((self.batchSize, 1))
# calculate the gradient with pseudo inverse
for i in range(self.batchSize):
deltas = self.perturbation()
x = self.current + deltas
D[i, :] = deltas
R[i, :] = self._oneEvaluation(x)
beta = dot(pinv(D), R)
gradient = ravel(beta)
# update the weights
self.current = self.gd(gradient)
class FDBasic(FDLearner):
def __init__(self):
# standard parameters
self.epsilon = 1.0
self.gamma = 0.999
self.gd = GradientDescent()
def setModule(self, module):
FDLearner.setModule(self, module)
self.gd.init(self.original)
def perturbate(self):
""" perturb the parameters. """
# perturb the parameters and store the deltas in dataset
deltas = random.uniform(-self.epsilon, self.epsilon,
self.module.paramdim)
# reduce epsilon by factor gamma
self.epsilon *= self.gamma
self.ds.append('deltas', deltas)
# change the parameters in module (params is a pointer!)
params = self.module.params
params[:] = self.original + deltas
def learn(self):
""" calls the gradient calculation function and executes a step in direction
of the gradient, scaled with a small learning rate alpha. """
assert self.ds != None
assert self.module != None
# get the deltas from the dataset
deltas = self.ds.getField('deltas')
# initialize matrix D and vector R
D = ones((self.ds.getNumSequences(), self.module.paramdim + 1))
R = zeros((self.ds.getNumSequences(), 1))
# calculate the gradient with pseudo inverse
for seq in range(self.ds.getNumSequences()):
_state, _action, reward = self.ds.getSequence(seq)
D[seq, :-1] = deltas[seq, :]
R[seq, :] = mean(reward)
beta = dot(pinv(D), R)
gradient = ravel(beta[:-1])
# update the weights
self.original = self.gd(gradient)
self.module._setParameters(self.original)
self.module.reset()
class FDBasic(FDLearner):
def __init__(self):
# standard parameters
self.epsilon = 1.0
self.gamma = 0.999
self.gd = GradientDescent()
def setModule(self, module):
FDLearner.setModule(self, module)
self.gd.init(self.original)
def perturbate(self):
""" perturb the parameters. """
# perturb the parameters and store the deltas in dataset
deltas = random.uniform(-self.epsilon, self.epsilon, self.module.paramdim)
# reduce epsilon by factor gamma
self.epsilon *= self.gamma
self.ds.append('deltas', deltas)
# change the parameters in module (params is a pointer!)
params = self.module.params
params[:] = self.original + deltas
def learn(self):
""" calls the gradient calculation function and executes a step in direction
of the gradient, scaled with a small learning rate alpha. """
assert self.ds != None
assert self.module != None
# get the deltas from the dataset
deltas = self.ds.getField('deltas')
# initialize matrix D and vector R
D = ones((self.ds.getNumSequences(), self.module.paramdim + 1))
R = zeros((self.ds.getNumSequences(), 1))
# calculate the gradient with pseudo inverse
for seq in range(self.ds.getNumSequences()):
_state, _action, reward = self.ds.getSequence(seq)
D[seq,:-1] = deltas[seq,:]
R[seq,:] = mean(reward)
beta = dot(pinv(D), R)
gradient = ravel(beta[:-1])
# update the weights
self.original = self.gd(gradient)
self.module._setParameters(self.original)
self.module.reset()
def __init__(self, module, dataset=None, learningrate=0.01, lrdecay=1.0,
momentum=0., verbose=False, batchlearning=False,
weightdecay=0.):
"""Create a BackpropTrainer to train the specified `module` on the
specified `dataset`.
The learning rate gives the ratio of which parameters are changed into
the direction of the gradient. The learning rate decreases by `lrdecay`,
which is used to to multiply the learning rate after each training
step. The parameters are also adjusted with respect to `momentum`, which
is the ratio by which the gradient of the last timestep is used.
If `batchlearning` is set, the parameters are updated only at the end of
each epoch. Default is False.
`weightdecay` corresponds to the weightdecay rate, where 0 is no weight
decay at all.
"""
Trainer.__init__(self, module)
self.setData(dataset)
self.verbose = verbose
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
def __init__(self,
module,
dataset=None,
learningrate=0.01,
lrdecay=1.0,
momentum=0.,
verbose=False,
batchlearning=False,
weightdecay=0.,
errfun=None):
"""Create a BackpropTrainer to train the specified `module` on the
specified `dataset`.
The learning rate gives the ratio of which parameters are changed into
the direction of the gradient. The learning rate decreases by
`lrdecay`, which is used to to multiply the learning rate after each
training step. The parameters are also adjusted with respect to
`momentum`, which is the ratio by which the gradient of the last
timestep is used.
If `batchlearning` is set, the parameters are updated only at the end
of each epoch. Default is False.
`weightdecay` corresponds to the weightdecay rate, where 0 is no weight
decay at all.
Arguments:
errfun (func): Function that takes 2 positional arguments,
the target (true) and predicted (estimated) output vectors, and
returns an estimate of the signed distance to the target (true)
output. default = lambda targ, est: (targ - est))
"""
Trainer.__init__(self, module)
self.setData(dataset)
self.verbose = verbose
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
self.errfun = errfun or abs_error
def __init__(self):
# standard parameters
self.epsilon = 2.0 #Initial value of exploration size
self.baseline=0.0 #Moving average baseline, used just for visualisation
self.best=-1000000.0 #TODO ersetzen durch -inf
self.symCount=1.0 #Switch for symetric sampling
self.gd = GradientDescent()
self.gamma=0.9995 #Exploration decay factor
def _additionalInit(self):
if self.sigmaLearningRate is None:
self.sigmaLearningRate = self.learningRate
self.gdSig = GradientDescent()
self.gdSig.alpha = self.sigmaLearningRate
self.gdSig.rprop = self.rprop
self.sigList = ones(self.numParameters) * self.epsilon #Stores the list of standard deviations (sigmas)
self.gdSig.init(self.sigList)
self.baseline = None
def _setInitEvaluable(self, evaluable):
ContinuousOptimizer._setInitEvaluable(self, evaluable)
self.current = self._initEvaluable
self.gd = GradientDescent()
self.gd.alpha = self.learningRate
if self.learningRateDecay is not None:
self.gd.alphadecay = self.learningRateDecay
self.gd.momentum = self.momentum
self.gd.rprop = self.rprop
self.gd.init(self._initEvaluable)
class PolicyGradientLearner(RLLearner):
""" The PolicyGradientLearner takes a ReinforcementDataSet which has been extended with the log likelihood
of each parameter for each time step. It additionally takes a Module which has been extended with
a gaussian layer on top. It then changes the weights of both the gaussian layer and the rest of the
module according to a specific gradient descent, which is a derivation of this base class.
"""
def __init__(self):
self.gd = GradientDescent()
def setAlpha(self, alpha):
""" pass the alpha value through to the gradient descent object """
self.gd.alpha = alpha
print "patching through to gd", alpha
def getAlpha(self):
return self.gd.alpha
alpha = property(getAlpha, setAlpha)
def setModule(self, module):
RLLearner.setModule(self, module)
self.gd.init(module.params)
def learn(self):
""" calls the gradient calculation function and executes a step in direction
of the gradient, scaled with a small learning rate alpha. """
assert self.ds != None
assert self.module != None
# calculate the gradient with the specific function from subclass
gradient = ravel(self.calculateGradient())
# scale gradient if it has too large values
if max(gradient) > 1000:
gradient = gradient / max(gradient) * 1000
# update the parameters
p = self.gd(gradient)
self.module._setParameters(p)
self.module.reset()
def calculateGradient(self):
abstractMethod()
class PolicyGradientLearner(RLLearner):
""" The PolicyGradientLearner takes a ReinforcementDataSet which has been extended with the log likelihood
of each parameter for each time step. It additionally takes a Module which has been extended with
a gaussian layer on top. It then changes the weights of both the gaussian layer and the rest of the
module according to a specific gradient descent, which is a derivation of this base class.
"""
def __init__(self):
self.gd = GradientDescent()
def setAlpha(self, alpha):
""" pass the alpha value through to the gradient descent object """
self.gd.alpha = alpha
print "patching through to gd", alpha
def getAlpha(self):
return self.gd.alpha
alpha = property(getAlpha, setAlpha)
def setModule(self, module):
RLLearner.setModule(self, module)
self.gd.init(module.params)
def learn(self):
""" calls the gradient calculation function and executes a step in direction
of the gradient, scaled with a small learning rate alpha. """
assert self.ds != None
assert self.module != None
# calculate the gradient with the specific function from subclass
gradient = ravel(self.calculateGradient())
# scale gradient if it has too large values
if max(gradient) > 1000:
gradient = gradient / max(gradient) * 1000
# update the parameters
p = self.gd(gradient)
self.module._setParameters(p)
self.module.reset()
def calculateGradient(self):
abstractMethod()
def __init__(self):
# gradient descender
self.gd = GradientDescent()
# create default explorer
self._explorer = None
# loglh dataset
self.loglh = None
# network to tie module and explorer together
self.network = None
def __init__(self, module, dataset=None, learningrate=0.01, lrdecay=1.0,
momentum=0., verbose=False, batchlearning=False,
weightdecay=0.):
Trainer.__init__(self, module)
self.setData(dataset)
self.verbose = verbose
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
def __init__(self, module, dataset=None, learningrate=0.01, lrdecay=1.0,
momentum=0., verbose=False, batchlearning=False,
weightdecay=0., errfun=None):
"""Create a BackpropTrainer to train the specified `module` on the
specified `dataset`.
The learning rate gives the ratio of which parameters are changed into
the direction of the gradient. The learning rate decreases by
`lrdecay`, which is used to to multiply the learning rate after each
training step. The parameters are also adjusted with respect to
`momentum`, which is the ratio by which the gradient of the last
timestep is used.
If `batchlearning` is set, the parameters are updated only at the end
of each epoch. Default is False.
`weightdecay` corresponds to the weightdecay rate, where 0 is no weight
decay at all.
Arguments:
errfun (func): Function that takes 2 positional arguments,
the target (true) and predicted (estimated) output vectors, and
returns an estimate of the signed distance to the target (true)
output. default = lambda targ, est: (targ - est))
"""
Trainer.__init__(self, module)
self.setData(dataset)
self.verbose = verbose
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
self.errfun = errfun or abs_error
class SimpleSPSA(FDLearner):
def __init__(self):
# standard parameters
self.epsilon = 2.0 #Initial value of exploration size
self.baseline=0.0 #Moving average baseline, used just for visualisation
self.best=-1000000.0 #TODO ersetzen durch -inf
self.symCount=1.0 #Switch for symetric sampling
self.gd = GradientDescent()
self.gamma=0.9995 #Exploration decay factor
def setModule(self, module):
"""Sets and initializes all module settings"""
FDLearner.setModule(self, module)
self.original = zeros(self.module.params.shape) #Stores the parameter set
self.module._setParameters(self.original) #initializes the module parameter set to zeros
self.gd.init(self.original)
self.numOParas=len(self.original)
self.genDifVect()
def genDifVect(self):
# generates a uniform difference vector with the given epsilon
self.deltas = (random.randint(0,2,self.numOParas)*2-1)*self.epsilon
def perturbate(self):
""" perturb the parameters. """
self.symCount*=-1.0 #change sign of perturbation
self.ds.append('deltas', self.symCount*self.deltas) #add perturbation to the data set
self.module._setParameters(self.original + self.symCount*self.deltas) #set the actual perturbed parameters in module
def learn(self):
""" calculates the gradient and executes a step in the direction
of the gradient, scaled with a learning rate alpha. """
assert self.ds != None
assert self.module != None
# calculate the gradient
reward1=0.0 #reward of positive perturbation
reward2=0.0 #reward of negative perturbation
sym=1.0 #perturbation switch
seqLen=self.ds.getNumSequences() #number of sequences done for learning
for seq in range(seqLen):
sym*=-1.0
_state, _action, reward = self.ds.getSequence(seq)
#add up the rewards of positive and negative perturbation role outs respectivly
if sym==1.0: reward1+=sum(reward)
else: reward2+=sum(reward)
#normate rewards by seqLen
reward1/=float(seqLen)
reward2/=float(seqLen)
self.reward=(reward1+reward2)
reward1*=2.0
reward2*=2.0
#check if reward is the best observed up to now
if reward1 > self.best: self.best= reward1
if reward2 > self.best: self.best= reward2
#some checks at the first learnign sequence
if self.baseline==0.0:
self.baseline=self.reward*0.99
fakt=0.0
if seqLen/2 != float(seqLen)/2.0:
print "ATTENTON!!! SPSA uses symetric sampling! Number of episodes per learning step must be even! (2 for deterministic settings, >2 for stochastic settings) A numer of episodes of ", seqLen, "is odd."
while(True): sleep(1)
else:
#calc the gradients
if reward1!=reward2:
#gradient estimate alla SPSA but with liklihood gradient and normalization (see also "update parameters")
fakt=(reward1-reward2)/(2.0*self.best-reward1-reward2)
else: fakt=0.0
self.baseline=0.9*self.baseline+0.1*self.reward #update baseline
# update parameters
# as a simplification we use alpha = alpha * epsilon**2 for decaying the stepsize instead of the usual use method from SPSA
# resulting in the same update rule like for PGPE
self.original = self.gd(fakt*self.epsilon*self.epsilon/self.deltas)
# reduce epsilon by factor gamma
# as another simplification we let the exploration just decay with gamma.
# Is similar to the decreasing exploration in SPSA but simpler.
self.epsilon *= self.gamma
self.module.reset() # reset the module
self.genDifVect() #generate a new perturbation vector
class BackpropTrainer(Trainer):
"""Trainer that trains the parameters of a module according to a
supervised dataset (potentially sequential) by backpropagating the errors
(through time)."""
def __init__(self,
module,
dataset=None,
learningrate=0.01,
lrdecay=1.0,
momentum=0.,
verbose=False,
batchlearning=False,
weightdecay=0.):
"""Create a BackpropTrainer to train the specified `module` on the
specified `dataset`.
The learning rate gives the ratio of which parameters are changed into
the direction of the gradient. The learning rate decreases by `lrdecay`,
which is used to to multiply the learning rate after each training
step. The parameters are also adjusted with respect to `momentum`, which
is the ratio by which the gradient of the last timestep is used.
If `batchlearning` is set, the parameters are updated only at the end of
each epoch. Default is False.
`weightdecay` corresponds to the weightdecay rate, where 0 is no weight
decay at all.
"""
Trainer.__init__(self, module)
self.setData(dataset)
self.verbose = verbose
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
def train(self):
"""Train the associated module for one epoch."""
assert len(self.ds) > 0, "Dataset cannot be empty."
self.module.resetDerivatives()
errors = 0
ponderation = 0.
shuffledSequences = []
for seq in self.ds._provideSequences():
shuffledSequences.append(seq)
shuffle(shuffledSequences)
for seq in shuffledSequences:
e, p = self._calcDerivs(seq)
errors += e
ponderation += p
if not self.batchlearning:
gradient = self.module.derivs - self.weightdecay * self.module.params
new = self.descent(gradient, errors)
if new is not None:
self.module.params[:] = new
self.module.resetDerivatives()
if self.verbose:
print "Total error:", errors / ponderation
if self.batchlearning:
self.module._setParameters(self.descent(self.module.derivs))
self.epoch += 1
self.totalepochs += 1
return errors / ponderation
def _calcDerivs(self, seq):
"""Calculate error function and backpropagate output errors to yield
the gradient."""
self.module.reset()
for sample in seq:
self.module.activate(sample[0])
error = 0
ponderation = 0.
for offset, sample in reversed(list(enumerate(seq))):
# need to make a distinction here between datasets containing
# importance, and others
target = sample[1]
outerr = target - self.module.outputbuffer[offset]
if len(sample) > 2:
importance = sample[2]
error += 0.5 * dot(importance, outerr**2)
ponderation += sum(importance)
self.module.backActivate(outerr * importance)
else:
error += 0.5 * sum(outerr**2)
ponderation += len(target)
# FIXME: the next line keeps arac from producing NaNs. I don't
# know why that is, but somehow the __str__ method of the
# ndarray class fixes something,
str(outerr)
self.module.backActivate(outerr)
return error, ponderation
def _checkGradient(self, dataset=None, silent=False):
"""Numeric check of the computed gradient for debugging purposes."""
if dataset:
self.setData(dataset)
res = []
for seq in self.ds._provideSequences():
self.module.resetDerivatives()
self._calcDerivs(seq)
e = 1e-6
analyticalDerivs = self.module.derivs.copy()
numericalDerivs = []
for p in range(self.module.paramdim):
storedoldval = self.module.params[p]
self.module.params[p] += e
righterror, dummy = self._calcDerivs(seq)
self.module.params[p] -= 2 * e
lefterror, dummy = self._calcDerivs(seq)
approxderiv = (righterror - lefterror) / (2 * e)
self.module.params[p] = storedoldval
numericalDerivs.append(approxderiv)
r = zip(analyticalDerivs, numericalDerivs)
res.append(r)
if not silent:
print r
return res
def testOnData(self, dataset=None, verbose=False):
"""Compute the MSE of the module performance on the given dataset.
If no dataset is supplied, the one passed upon Trainer initialization is
used."""
if dataset == None:
dataset = self.ds
dataset.reset()
if verbose:
print '\nTesting on data:'
errors = []
importances = []
ponderatedErrors = []
for seq in dataset._provideSequences():
self.module.reset()
e, i = dataset._evaluateSequence(self.module.activate, seq,
verbose)
importances.append(i)
errors.append(e)
ponderatedErrors.append(e / i)
if verbose:
print 'All errors:', ponderatedErrors
assert sum(importances) > 0
avgErr = sum(errors) / sum(importances)
if verbose:
print 'Average error:', avgErr
print('Max error:', max(ponderatedErrors), 'Median error:',
sorted(ponderatedErrors)[len(errors) / 2])
return avgErr
def testOnClassData(self,
dataset=None,
verbose=False,
return_targets=False):
"""Return winner-takes-all classification output on a given dataset.
If no dataset is given, the dataset passed during Trainer
initialization is used. If return_targets is set, also return
corresponding target classes.
"""
if dataset == None:
dataset = self.ds
dataset.reset()
out = []
targ = []
for seq in dataset._provideSequences():
self.module.reset()
for input, target in seq:
res = self.module.activate(input)
out.append(argmax(res))
targ.append(argmax(target))
if return_targets:
return out, targ
else:
return out
def trainUntilConvergence(self,
dataset=None,
maxEpochs=None,
verbose=None,
continueEpochs=10,
validationProportion=0.25):
"""Train the module on the dataset until it converges.
Return the module with the parameters that gave the minimal validation
error.
If no dataset is given, the dataset passed during Trainer
initialization is used. validationProportion is the ratio of the dataset
that is used for the validation dataset.
If maxEpochs is given, at most that many epochs
are trained. Each time validation error hits a minimum, try for
continueEpochs epochs to find a better one."""
epochs = 0
if dataset == None:
dataset = self.ds
if verbose == None:
verbose = self.verbose
# Split the dataset randomly: validationProportion of the samples for
# validation.
trainingData, validationData = (
dataset.splitWithProportion(1 - validationProportion))
if not (len(trainingData) > 0 and len(validationData)):
raise ValueError(
"Provided dataset too small to be split into training " +
"and validation sets with proportion " +
str(validationProportion))
self.ds = trainingData
bestweights = self.module.params.copy()
bestverr = self.testOnData(validationData)
trainingErrors = []
validationErrors = [bestverr]
while True:
trainingErrors.append(self.train())
validationErrors.append(self.testOnData(validationData))
if epochs == 0 or validationErrors[-1] < bestverr:
# one update is always done
bestverr = validationErrors[-1]
bestweights = self.module.params.copy()
if maxEpochs != None and epochs >= maxEpochs:
self.module.params[:] = bestweights
break
epochs += 1
if len(validationErrors) >= continueEpochs * 2:
# have the validation errors started going up again?
# compare the average of the last few to the previous few
old = validationErrors[-continueEpochs * 2:-continueEpochs]
new = validationErrors[-continueEpochs:]
if min(new) > max(old):
self.module.params[:] = bestweights
break
trainingErrors.append(self.testOnData(trainingData))
self.ds = dataset
if verbose:
print 'train-errors:', fListToString(trainingErrors, 6)
print 'valid-errors:', fListToString(validationErrors, 6)
return trainingErrors, validationErrors
def __init__(self):
self.gd = GradientDescent()
class ExtendedBackpropTrainer(Trainer):
"""Trainer that trains the parameters of a module according to a
supervised dataset (potentially sequential) by backpropagating the errors
(through time)."""
def __init__(self, module, dataset=None, learningrate=0.01, lrdecay=1.0,
momentum=0., verbose=False, batchlearning=False,
weightdecay=0.):
"""Create a BackpropTrainer to train the specified `module` on the
specified `dataset`.
The learning rate gives the ratio of which parameters are changed into
the direction of the gradient. The learning rate decreases by `lrdecay`,
which is used to to multiply the learning rate after each training
step. The parameters are also adjusted with respect to `momentum`, which
is the ratio by which the gradient of the last timestep is used.
If `batchlearning` is set, the parameters are updated only at the end of
each epoch. Default is False.
`weightdecay` corresponds to the weightdecay rate, where 0 is no weight
decay at all.
"""
Trainer.__init__(self, module)
self.setData(dataset)
self.verbose = verbose
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
def train(self):
"""Train the associated module for one epoch."""
assert len(self.ds) > 0, "Dataset cannot be empty."
self.module.resetDerivatives()
errors = 0
ponderation = 0.
shuffledSequences = []
for seq in self.ds._provideSequences():
shuffledSequences.append(seq)
shuffle(shuffledSequences)
for seq in shuffledSequences:
e, p = self._calcDerivs(seq)
errors += e
ponderation += p
if not self.batchlearning:
gradient = self.module.derivs - self.weightdecay * self.module.params
new = self.descent(gradient, errors)
if new is not None:
self.module.params[:] = new
self.module.resetDerivatives()
if self.verbose:
print("Total error: {z: .12g}".format(z=errors / ponderation))
if self.batchlearning:
self.module._setParameters(self.descent(self.module.derivs))
self.epoch += 1
self.totalepochs += 1
return errors / ponderation
def _calcDerivs(self, seq):
"""Calculate error function and backpropagate output errors to yield
the gradient."""
self.module.reset()
for sample in seq:
self.module.activate(sample[0])
error = 0
ponderation = 0.
for offset, sample in reversed(list(enumerate(seq))):
# need to make a distinction here between datasets containing
# importance, and others
target = sample[1]
outerr = target - self.module.outputbuffer[offset]
if len(sample) > 2:
importance = sample[2]
error += 0.5 * dot(importance, outerr ** 2)
ponderation += sum(importance)
self.module.backActivate(outerr * importance)
else:
error += 0.5 * sum(outerr ** 2)
ponderation += len(target)
# FIXME: the next line keeps arac from producing NaNs. I don't
# know why that is, but somehow the __str__ method of the
# ndarray class fixes something,
str(outerr)
self.module.backActivate(outerr)
return error, ponderation
def _checkGradient(self, dataset=None, silent=False):
"""Numeric check of the computed gradient for debugging purposes."""
if dataset:
self.setData(dataset)
res = []
for seq in self.ds._provideSequences():
self.module.resetDerivatives()
self._calcDerivs(seq)
e = 1e-6
analyticalDerivs = self.module.derivs.copy()
numericalDerivs = []
for p in range(self.module.paramdim):
storedoldval = self.module.params[p]
self.module.params[p] += e
righterror, dummy = self._calcDerivs(seq)
self.module.params[p] -= 2 * e
lefterror, dummy = self._calcDerivs(seq)
approxderiv = (righterror - lefterror) / (2 * e)
self.module.params[p] = storedoldval
numericalDerivs.append(approxderiv)
r = list(zip(analyticalDerivs, numericalDerivs))
res.append(r)
if not silent:
print(r)
return res
def testOnData(self, dataset=None, verbose=False):
"""Compute the MSE of the module performance on the given dataset.
If no dataset is supplied, the one passed upon Trainer initialization is
used."""
if dataset == None:
dataset = self.ds
dataset.reset()
if verbose:
print('\nTesting on data:')
errors = []
importances = []
ponderatedErrors = []
for seq in dataset._provideSequences():
self.module.reset()
e, i = dataset._evaluateSequence(self.module.activate, seq, verbose)
importances.append(i)
errors.append(e)
ponderatedErrors.append(e / i)
if verbose:
print(('All errors:', ponderatedErrors))
assert sum(importances) > 0
avgErr = sum(errors) / sum(importances)
if verbose:
print(('Average error:', avgErr))
print(('Max error:', max(ponderatedErrors), 'Median error:',
sorted(ponderatedErrors)[len(errors) / 2]))
return avgErr
def testOnClassData(self, dataset=None, verbose=False,
return_targets=False):
"""Return winner-takes-all classification output on a given dataset.
If no dataset is given, the dataset passed during Trainer
initialization is used. If return_targets is set, also return
corresponding target classes.
"""
if dataset == None:
dataset = self.ds
dataset.reset()
out = []
targ = []
for seq in dataset._provideSequences():
self.module.reset()
for input, target, importance in seq:
res = self.module.activate(input)
out.append(argmax(res))
targ.append(argmax(target))
if return_targets:
return out, targ
else:
return out
def trainUntilConvergence(self, dataset=None, maxEpochs=None, verbose=None,
continueEpochs=10, validationProportion=0.25,
trainingData=None, validationData=None,
convergence_threshold=10):
"""Train the module on the dataset until it converges.
Return the module with the parameters that gave the minimal validation
error.
If no dataset is given, the dataset passed during Trainer
initialization is used. validationProportion is the ratio of the dataset
that is used for the validation dataset.
If the training and validation data is already set, the splitPropotion is ignored
If maxEpochs is given, at most that many epochs
are trained. Each time validation error hits a minimum, try for
continueEpochs epochs to find a better one."""
epochs = 0
if dataset is None:
dataset = self.ds
if verbose is None:
verbose = self.verbose
if trainingData is None or validationData is None:
# Split the dataset randomly: validationProportion of the samples for
# validation.
trainingData, validationData = (
dataset.splitWithProportion(1 - validationProportion))
if not (len(trainingData) > 0 and len(validationData)):
raise ValueError("Provided dataset too small to be split into training " +
"and validation sets with proportion " + str(validationProportion))
self.ds = trainingData
bestweights = self.module.params.copy()
bestverr = self.testOnData(validationData)
bestepoch = 0
self.trainingErrors = []
self.validationErrors = [bestverr]
while True:
trainingError = self.train()
validationError = self.testOnData(validationData)
if isnan(trainingError) or isnan(validationError):
raise Exception("Training produced NaN results")
self.trainingErrors.append(trainingError)
self.validationErrors.append(validationError)
if epochs == 0 or self.validationErrors[-1] < bestverr:
# one update is always done
bestverr = self.validationErrors[-1]
bestweights = self.module.params.copy()
bestepoch = epochs
if maxEpochs != None and epochs >= maxEpochs:
self.module.params[:] = bestweights
break
epochs += 1
if len(self.validationErrors) >= continueEpochs * 2:
# have the validation errors started going up again?
# compare the average of the last few to the previous few
old = self.validationErrors[-continueEpochs * 2:-continueEpochs]
new = self.validationErrors[-continueEpochs:]
if min(new) > max(old):
self.module.params[:] = bestweights
break
lastnew = round(new[-1], convergence_threshold)
if sum(round(y, convergence_threshold) - lastnew for y in new) == 0:
self.module.params[:] = bestweights
break
#self.trainingErrors.append(self.testOnData(trainingData))
self.ds = dataset
if verbose:
print(('train-errors:', fListToString(self.trainingErrors, 6)))
print(('valid-errors:', fListToString(self.validationErrors, 6)))
return self.trainingErrors[:bestepoch], self.validationErrors[:1 + bestepoch]
class PGPE(FiniteDifferences):
""" Policy Gradients with Parameter Exploration (ICANN 2008)."""
batchSize = 2
#:exploration type
exploration = "local"
#: specific settings for sigma updates
learningRate = 0.2
#: specific settings for sigma updates
sigmaLearningRate = 0.1
#: Initial value of sigmas
epsilon = 2.0
#:lasso weight decay (0 to deactivate)
wDecay = 0.0
#:momentum term (0 to deactivate)
momentum = 0.0
#:rprop decent (False to deactivate)
rprop = False
def _additionalInit(self):
if self.sigmaLearningRate is None:
self.sigmaLearningRate = self.learningRate
self.gdSig = GradientDescent()
self.gdSig.alpha = self.sigmaLearningRate
self.gdSig.rprop = self.rprop
self.sigList = ones(self.numParameters) * self.epsilon #Stores the list of standard deviations (sigmas)
self.gdSig.init(self.sigList)
self.baseline = None
def perturbation(self):
""" Generate a difference vector with the given standard deviations """
return random.normal(0., self.sigList)
def _learnStep(self):
""" calculates the gradient and executes a step in the direction
of the gradient, scaled with a learning rate alpha. """
deltas = self.perturbation()
#reward of positive and negative perturbations
reward1 = self._oneEvaluation(self.current + deltas)
reward2 = self._oneEvaluation(self.current - deltas)
self.mreward = (reward1 + reward2) / 2.
if self.baseline is None:
# first learning step
self.baseline = self.mreward
fakt = 0.
fakt2 = 0.
else:
#calc the gradients
if reward1 != reward2:
#gradient estimate alla SPSA but with likelihood gradient and normalization
fakt = (reward1 - reward2) / (2. * self.bestEvaluation - reward1 - reward2)
else:
fakt=0.
#normalized sigma gradient with moving average baseline
norm = (self.bestEvaluation-self.baseline)
if norm != 0.0:
fakt2=(self.mreward-self.baseline)/(self.bestEvaluation-self.baseline)
else:
fakt2 = 0.0
#update baseline
self.baseline = 0.9 * self.baseline + 0.1 * self.mreward
# update parameters and sigmas
self.current = self.gd(fakt * deltas - self.current * self.sigList * self.wDecay)
if fakt2 > 0.: #for sigma adaption alg. follows only positive gradients
if self.exploration == "global":
#apply sigma update globally
self.sigList = self.gdSig(fakt2 * ((self.deltas ** 2).sum() - (self.sigList ** 2).sum())
/ (self.sigList * float(self.numParameters)))
elif self.exploration == "local":
#apply sigma update locally
self.sigList = self.gdSig(fakt2 * (deltas * deltas - self.sigList * self.sigList) / self.sigList)
elif self.exploration == "cma":
#I have to think about that - needs also an option in perturbation
raise NotImplementedError()
else:
raise NotImplementedError(str(self.exploration) + " not a known exploration parameter setting.")
class BackpropTrainerWiener(Trainer):
def __init__(self, module, dataset=None, learningrate=0.01, lrdecay=1.0,
momentum=0., verbose=False, batchlearning=False,
weightdecay=0.):
Trainer.__init__(self, module)
self.setData(dataset)
self.verbose = verbose
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
def train(self):
assert len(self.ds) > 0, "Dataset cannot be empty."
self.module.resetDerivatives()
errors = 0
ponderation = 0.
shuffledSequences = []
for seq in self.ds._provideSequences():
shuffledSequences.append(seq)
shuffle(shuffledSequences)
for seq in shuffledSequences:
e, p = self._calcDerivs(seq)
errors += e
ponderation += p
if not self.batchlearning:
gradient = self.module.derivs - self.weightdecay * self.module.params
new = self.descent(gradient, errors)
if new is not None:
self.module.params[:] = new
self.module.resetDerivatives()
if self.verbose:
print "Total error:", errors / ponderation
if self.batchlearning:
self.module._setParameters(self.descent(self.module.derivs))
self.epoch += 1
self.totalepochs += 1
return errors / ponderation
def _calcDerivs(self, seq):
self.module.reset()
for sample in seq:
self.module.activate(sample[0])
error = 0
ponderation = 0.
for offset, sample in reversed(list(enumerate(seq))):
target = sample[1]
outerr = target - self.module.outputbuffer[offset]
if len(sample) > 2:
importance = sample[2]
error += 0.5 * dot(importance, outerr ** 2)
ponderation += sum(importance)
self.module.backActivate(outerr * importance)
else:
error += 0.5 * sum(outerr ** 2)
ponderation += len(target)
str(outerr)
self.module.backActivate(outerr)
return error, ponderation
def _checkGradient(self, dataset=None, silent=False):
if dataset:
self.setData(dataset)
res = []
for seq in self.ds._provideSequences():
self.module.resetDerivatives()
self._calcDerivs(seq)
e = 1e-6
analyticalDerivs = self.module.derivs.copy()
numericalDerivs = []
for p in range(self.module.paramdim):
storedoldval = self.module.params[p]
self.module.params[p] += e
righterror, dummy = self._calcDerivs(seq)
self.module.params[p] -= 2 * e
lefterror, dummy = self._calcDerivs(seq)
approxderiv = (righterror - lefterror) / (2 * e)
self.module.params[p] = storedoldval
numericalDerivs.append(approxderiv)
r = zip(analyticalDerivs, numericalDerivs)
res.append(r)
if not silent:
print r
return res
def testOnData(self, dataset=None, verbose=False):
if dataset == None:
dataset = self.ds
dataset.reset()
if verbose:
print '\nTesting on data:'
errors = []
importances = []
ponderatedErrors = []
for seq in dataset._provideSequences():
self.module.reset()
e, i = dataset._evaluateSequence(self.module.activate, seq, verbose)
importances.append(i)
errors.append(e)
ponderatedErrors.append(e / i)
if verbose:
print 'All errors:', ponderatedErrors
assert sum(importances) > 0
avgErr = sum(errors) / sum(importances)
if verbose:
print 'Average error:', avgErr
print ('Max error:', max(ponderatedErrors), 'Median error:',
sorted(ponderatedErrors)[len(errors) / 2])
return avgErr
def testOnClassData(self, dataset=None, verbose=False,
return_targets=False):
if dataset == None:
dataset = self.ds
dataset.reset()
out = []
targ = []
for seq in dataset._provideSequences():
self.module.reset()
for input, target in seq:
res = self.module.activate(input)
out.append(argmax(res))
targ.append(argmax(target))
if return_targets:
return out, targ
else:
return out
def trainUntilConvergence(self, dataset=None, maxEpochs=None, verbose=None,
continueEpochs=10, validationProportion=0.25):
epochs = 0
if dataset == None:
dataset = self.ds
if verbose == None:
verbose = self.verbose
trainingData, validationData = (
dataset.splitWithProportion(1 - validationProportion))
if not (len(trainingData) > 0 and len(validationData)):
raise ValueError("Provided dataset too small to be split into training " +
"and validation sets with proportion " + str(validationProportion))
self.ds = trainingData
bestweights = self.module.params.copy()
bestverr = self.testOnData(validationData)
trainingErrors = []
validationErrors = [bestverr]
while True:
trainingErrors.append(self.train())
validationErrors.append(self.testOnData(validationData))
if epochs == 0 or validationErrors[-1] < bestverr:
bestverr = validationErrors[-1]
bestweights = self.module.params.copy()
if maxEpochs != None and epochs >= maxEpochs:
self.module.params[:] = bestweights
break
epochs += 1
if len(validationErrors) >= continueEpochs * 2:
old = validationErrors[-continueEpochs * 2:-continueEpochs]
new = validationErrors[-continueEpochs:]
if min(new) > max(old):
self.module.params[:] = bestweights
break
trainingErrors.append(self.testOnData(trainingData))
self.ds = dataset
if verbose:
print 'train-errors:', fListToString(trainingErrors, 6)
print 'valid-errors:', fListToString(validationErrors, 6)
return trainingErrors, validationErrors
class PolicyGradientLearner(DirectSearchLearner, DataSetLearner,
ExploringLearner):
""" PolicyGradientLearner is a super class for all continuous direct search
algorithms that use the log likelihood of the executed action to update
the weights. Subclasses are ENAC, GPOMDP, or REINFORCE.
"""
_module = None
def __init__(self):
# gradient descender
self.gd = GradientDescent()
# create default explorer
self._explorer = None
# loglh dataset
self.loglh = None
# network to tie module and explorer together
self.network = None
def _setLearningRate(self, alpha):
""" pass the alpha value through to the gradient descent object """
self.gd.alpha = alpha
def _getLearningRate(self):
return self.gd.alpha
learningRate = property(_getLearningRate, _setLearningRate)
def _setModule(self, moduleParam):
""" initialize gradient descender with module parameters and
the loglh dataset with the outdim of the module. """
self._module = moduleParam
# initialize explorer
self._explorer = NormalExplorer(moduleParam.outdim)
# build network
self._initializeNetwork()
def _getModule(self):
return self._module
module = property(_getModule, _setModule)
def _setExplorer(self, explorer):
""" assign non-standard explorer to the policy gradient learner.
requires the module to be set beforehand.
"""
assert self._module
self._explorer = explorer
# build network
self._initializeNetwork()
def _getExplorer(self):
return self._explorer
explorer = property(_getExplorer, _setExplorer)
def _initializeNetwork(self):
""" build the combined network consisting of the module and
the explorer and initializing the log likelihoods dataset.
"""
self.network = FeedForwardNetwork()
self.network.addInputModule(self._module)
self.network.addOutputModule(self._explorer)
self.network.addConnection(
IdentityConnection(self._module, self._explorer))
self.network.sortModules()
# initialize gradient descender
self.gd.init(self.network.params)
# initialize loglh dataset
self.loglh = LoglhDataSet(self.network.paramdim)
def learn(self):
""" calls the gradient calculation function and executes a step in direction
of the gradient, scaled with a small learning rate alpha. """
if self.dataset is None:
raise Exception("Dataset must be not None!")
if self.module is None:
raise Exception("Module must be not None!")
# calculate the gradient with the specific function from subclass
gradient = self.calculateGradient()
# scale gradient if it has too large values
if max(gradient) > 1000:
gradient = gradient / max(gradient) * 1000
# update the parameters of the module
p = self.gd(gradient.flatten())
self.network._setParameters(p)
self.network.reset()
def explore(self, state, action):
# forward pass of exploration
explorative = ExploringLearner.explore(self, state, action)
# backward pass through network and store derivs
self.network.backward()
self.loglh.appendLinked(self.network.derivs.copy())
return explorative
def reset(self):
self.loglh.clear()
def calculateGradient(self):
abstractMethod()
def __init__(self):
self.gd = GradientDescent()
def __init__(self):
# standard parameters
self.epsilon = 1.0
self.gamma = 0.999
self.gd = GradientDescent()
class SPLA(FDLearner):
def __init__(self):
# standard parameters
self.epsilon = 2.0 #Initial value of sigmas
self.baseline=0.0 #Moving average baseline, used for sigma adaption
self.best=-1000000.0 #TODO ersetzen durch -inf
self.symCount=1.0 #Switch for symetric sampling
self.gd = GradientDescent()
self.gdSig = GradientDescent()
self.wDecay = 0.001 #lasso weight decay (0 to deactivate)
def setModule(self, module):
"""Sets and initializes all module settings"""
FDLearner.setModule(self, module)
self.original = zeros(self.module.params.shape) #Stores the parameter set
self.sigList=ones(self.module.params.shape) #Stores the list of standard deviations (sigmas)
self.initSigmas()
self.deltas=zeros(self.module.params.shape) #the parameter difference vector for exploration
self.module._setParameters(self.original) #initializes the module parameter set to zeros
self.gd.init(self.original)
self.numOParas=len(self.original)
def initSigmas(self):
self.sigList*=self.epsilon #initialize sigmas to epsilon
self.gdSig.init(self.sigList)
def genDifVect(self):
# generates a difference vector with the given standard deviations
self.deltas=random.normal(0.0, self.sigList)
def perturbate(self):
""" perturb the parameters. """
self.symCount*=-1.0 #change sign of perturbation
self.ds.append('deltas', self.symCount*self.deltas) #add perturbation to the data set
self.module._setParameters(self.original + self.symCount*self.deltas) #set the actual perturbed parameters in module
def learn(self):
""" calculates the gradient and executes a step in the direction
of the gradient, scaled with a learning rate alpha. """
assert self.ds != None
assert self.module != None
# calculate the gradient
reward1=0.0 #reward of positive perturbation
reward2=0.0 #reward of negative perturbation
sym=1.0 #perturbation switch
seqLen=self.ds.getNumSequences() #number of sequences done for learning
for seq in range(seqLen):
sym*=-1.0
_, _, reward = self.ds.getSequence(seq)
#add up the rewards of positive and negative perturbation role outs respectivly
if sym==1.0: reward1+=sum(reward)
else: reward2+=sum(reward)
#normate rewards by seqLen
reward1/=float(seqLen)
reward2/=float(seqLen)
self.reward=(reward1+reward2)
reward1*=2.0
reward2*=2.0
#check if reward is the best observed up to now
if reward1 > self.best: self.best= reward1
if reward2 > self.best: self.best= reward2
#some checks at the first learnign sequence
if self.baseline==0.0:
self.baseline=self.reward/2.0
fakt=0.0
fakt2=0.0
if seqLen/2 != float(seqLen)/2.0:
print "ATTENTON!!! SPLA uses symetric sampling! Number of episodes per learning step must be even! (2 for deterministic settings, >2 for stochastic settings) A numer of episodes of ", seqLen, "is odd."
while(True): sleep(1)
else:
#calc the gradients
if reward1!=reward2:
#gradient estimate alla SPSA but with liklihood gradient and normalization
fakt=(reward1-reward2)/(2.0*self.best-reward1-reward2)
else: fakt=0.0
#normalized sigma gradient with moving average baseline
fakt2=(self.reward-self.baseline)/(self.best-self.baseline)
self.baseline=0.9*self.baseline+0.1*self.reward #update baseline
# update parameters and sigmas
self.original = self.gd(fakt*self.deltas-self.original*self.sigList*self.wDecay)
print abs(self.original).sum()/self.numOParas
if fakt2> 0.0: #for sigma adaption alg. follows only positive gradients
self.sigList=self.gdSig(fakt2*(self.deltas*self.deltas-self.sigList*self.sigList)/self.sigList) #apply sigma update
self.module.reset() # reset the module
self.genDifVect() #generate a new perturbation vector
def __init__(self):
# standard parameters
self.epsilon = 1.0
self.gamma = 0.999
self.gd = GradientDescent()
class PolicyGradientLearner(DirectSearchLearner, DataSetLearner, ExploringLearner):
""" PolicyGradientLearner is a super class for all continuous direct search
algorithms that use the log likelihood of the executed action to update
the weights. Subclasses are ENAC, GPOMDP, or REINFORCE.
"""
_module = None
def __init__(self):
# gradient descender
self.gd = GradientDescent()
# create default explorer
self._explorer = None
# loglh dataset
self.loglh = None
# network to tie module and explorer together
self.network = None
def _setLearningRate(self, alpha):
""" pass the alpha value through to the gradient descent object """
self.gd.alpha = alpha
def _getLearningRate(self):
return self.gd.alpha
learningRate = property(_getLearningRate, _setLearningRate)
def _setModule(self, module):
""" initialize gradient descender with module parameters and
the loglh dataset with the outdim of the module. """
self._module = module
# initialize explorer
self._explorer = NormalExplorer(module.outdim)
# build network
self._initializeNetwork()
def _getModule(self):
return self._module
module = property(_getModule, _setModule)
def _setExplorer(self, explorer):
""" assign non-standard explorer to the policy gradient learner.
requires the module to be set beforehand.
"""
assert self._module
self._explorer = explorer
# build network
self._initializeNetwork()
def _getExplorer(self):
return self._explorer
explorer = property(_getExplorer, _setExplorer)
def _initializeNetwork(self):
""" build the combined network consisting of the module and
the explorer and initializing the log likelihoods dataset.
"""
self.network = FeedForwardNetwork()
self.network.addInputModule(self._module)
self.network.addOutputModule(self._explorer)
self.network.addConnection(IdentityConnection(self._module, self._explorer))
self.network.sortModules()
# initialize gradient descender
self.gd.init(self.network.params)
# initialize loglh dataset
self.loglh = LoglhDataSet(self.network.paramdim)
def learn(self):
""" calls the gradient calculation function and executes a step in direction
of the gradient, scaled with a small learning rate alpha. """
assert self.dataset != None
assert self.module != None
# calculate the gradient with the specific function from subclass
gradient = self.calculateGradient()
# scale gradient if it has too large values
if max(gradient) > 1000:
gradient = gradient / max(gradient) * 1000
# update the parameters of the module
p = self.gd(gradient.flatten())
self.network._setParameters(p)
self.network.reset()
def explore(self, state, action):
# forward pass of exploration
explorative = ExploringLearner.explore(self, state, action)
# backward pass through network and store derivs
self.network.backward()
self.loglh.appendLinked(self.network.derivs.copy())
return explorative
def reset(self):
self.loglh.clear()
def calculateGradient(self):
abstractMethod()
class SimpleSPSA(FDLearner):
def __init__(self):
# standard parameters
self.epsilon = 2.0 #Initial value of exploration size
self.baseline = 0.0 #Moving average baseline, used just for visualisation
self.best = -1000000.0 #TODO ersetzen durch -inf
self.symCount = 1.0 #Switch for symetric sampling
self.gd = GradientDescent()
self.gamma = 0.9995 #Exploration decay factor
def setModule(self, module):
"""Sets and initializes all module settings"""
FDLearner.setModule(self, module)
self.original = zeros(
self.module.params.shape) #Stores the parameter set
self.module._setParameters(
self.original) #initializes the module parameter set to zeros
self.gd.init(self.original)
self.numOParas = len(self.original)
self.genDifVect()
def genDifVect(self):
# generates a uniform difference vector with the given epsilon
self.deltas = (random.randint(0, 2, self.numOParas) * 2 -
1) * self.epsilon
def perturbate(self):
""" perturb the parameters. """
self.symCount *= -1.0 #change sign of perturbation
self.ds.append('deltas', self.symCount *
self.deltas) #add perturbation to the data set
self.module._setParameters(
self.original + self.symCount *
self.deltas) #set the actual perturbed parameters in module
def learn(self):
""" calculates the gradient and executes a step in the direction
of the gradient, scaled with a learning rate alpha. """
assert self.ds != None
assert self.module != None
# calculate the gradient
reward1 = 0.0 #reward of positive perturbation
reward2 = 0.0 #reward of negative perturbation
sym = 1.0 #perturbation switch
seqLen = self.ds.getNumSequences(
) #number of sequences done for learning
for seq in range(seqLen):
sym *= -1.0
_state, _action, reward = self.ds.getSequence(seq)
#add up the rewards of positive and negative perturbation role outs respectivly
if sym == 1.0: reward1 += sum(reward)
else: reward2 += sum(reward)
#normate rewards by seqLen
reward1 /= float(seqLen)
reward2 /= float(seqLen)
self.reward = (reward1 + reward2)
reward1 *= 2.0
reward2 *= 2.0
#check if reward is the best observed up to now
if reward1 > self.best: self.best = reward1
if reward2 > self.best: self.best = reward2
#some checks at the first learnign sequence
if self.baseline == 0.0:
self.baseline = self.reward * 0.99
fakt = 0.0
if seqLen / 2 != float(seqLen) / 2.0:
print "ATTENTON!!! SPSA uses symetric sampling! Number of episodes per learning step must be even! (2 for deterministic settings, >2 for stochastic settings) A numer of episodes of ", seqLen, "is odd."
while (True):
sleep(1)
else:
#calc the gradients
if reward1 != reward2:
#gradient estimate alla SPSA but with liklihood gradient and normalization (see also "update parameters")
fakt = (reward1 - reward2) / (2.0 * self.best - reward1 -
reward2)
else:
fakt = 0.0
self.baseline = 0.9 * self.baseline + 0.1 * self.reward #update baseline
# update parameters
# as a simplification we use alpha = alpha * epsilon**2 for decaying the stepsize instead of the usual use method from SPSA
# resulting in the same update rule like for PGPE
self.original = self.gd(fakt * self.epsilon * self.epsilon /
self.deltas)
# reduce epsilon by factor gamma
# as another simplification we let the exploration just decay with gamma.
# Is similar to the decreasing exploration in SPSA but simpler.
self.epsilon *= self.gamma
self.module.reset() # reset the module
self.genDifVect() #generate a new perturbation vector
class PGPE(FiniteDifferences):
""" Policy Gradients with Parameter Exploration (ICANN 2008)."""
#:exploration type
exploration = "local"
#: specific settings for sigma updates
learningRate = 0.2
#: specific settings for sigma updates
sigmaLearningRate = 0.1
#: Initial value of sigmas
epsilon = 2.0
#:lasso weight decay (0 to deactivate)
wDecay = 0.0
#:momentum term (0 to deactivate)
momentum = 0.0
#:rprop decent (False to deactivate)
rprop = False
def _additionalInit(self):
if self.sigmaLearningRate is None:
self.sigmaLearningRate = self.learningRate
self.gdSig = GradientDescent()
self.gdSig.alpha = self.sigmaLearningRate
self.gdSig.rprop = self.rprop
self.sigList = ones(self.numParameters) * self.epsilon #Stores the list of standard deviations (sigmas)
self.gdSig.init(self.sigList)
self.baseline = None
def perturbation(self):
""" Generate a difference vector with the given standard deviations """
return random.normal(0., self.sigList)
def _learnStep(self):
""" calculates the gradient and executes a step in the direction
of the gradient, scaled with a learning rate alpha. """
deltas = self.perturbation()
#reward of positive and negative perturbations
reward1 = self._oneEvaluation(self.current + deltas)
reward2 = self._oneEvaluation(self.current - deltas)
self.mreward = (reward1 + reward2) / 2.
if self.baseline is None:
# first learning step
self.baseline = self.mreward
fakt = 0.
fakt2 = 0.
else:
#calc the gradients
if reward1 != reward2:
#gradient estimate alla SPSA but with likelihood gradient and normalization
fakt = (reward1 - reward2) / (2. * self.bestEvaluation - reward1 - reward2)
else:
fakt=0.
#normalized sigma gradient with moving average baseline
norm = (self.bestEvaluation-self.baseline)
if norm != 0.0:
fakt2=(self.mreward-self.baseline)/(self.bestEvaluation-self.baseline)
else:
fakt2 = 0.0
#update baseline
self.baseline = 0.9 * self.baseline + 0.1 * self.mreward
# update parameters and sigmas
self.current = self.gd(fakt * deltas - self.current * self.sigList * self.wDecay)
if fakt2 > 0.: #for sigma adaption alg. follows only positive gradients
if self.exploration == "global":
#apply sigma update globally
self.sigList = self.gdSig(fakt2 * ((self.deltas ** 2).sum() - (self.sigList ** 2).sum())
/ (self.sigList * float(self.numParameters)))
elif self.exploration == "local":
#apply sigma update locally
self.sigList = self.gdSig(fakt2 * (deltas * deltas - self.sigList * self.sigList) / self.sigList)
elif self.exploration == "cma":
#I have to think about that - needs also an option in perturbation
raise NotImplementedError()
else:
raise NotImplementedError(str(self.exploration) + " not a known exploration parameter setting.")
class TTrainer(BackpropTrainer):
def __init__(self, module, dataset=None, learningrate=0.01, lrdecay=1.0,
momentum=0., verbose=False, batchlearning=False,
weightdecay=0.):
super(BackpropTrainer, self).__init__(module)
#self.setData(dataset)
self.verbose = False
self.batchlearning = batchlearning
self.weightdecay = weightdecay
self.epoch = 0
self.totalepochs = 0
# set up gradient descender
self.descent = GradientDescent()
self.descent.alpha = learningrate
self.descent.momentum = momentum
self.descent.alphadecay = lrdecay
self.descent.init(module.params)
def minibatch_training(self, dataset):
for i in xrange(50):
#ds = dataset.splitWithProportion(0.01)[0]
ds = dataset.batches(1000)
self.trainOnDataset(ds)
ds.clear()
def trainUntilConvergence(self, dataset=None, maxEpochs=None, verbose=None,
continueEpochs=10, validationProportion=0.25,FOLDER = os.curdir, modelfile = 'network.model', file = None):
"""Train the module on the dataset until it converges.
Return the module with the parameters that gave the minimal validation
error.
If no dataset is given, the dataset passed during Trainer
initialization is used. validationProportion is the ratio of the dataset
that is used for the validation dataset.
If maxEpochs is given, at most that many epochs
are trained. Each time validation error hits a minimum, try for
continueEpochs epochs to find a better one."""
epochs = 0
if dataset == None:
dataset = self.ds
if verbose == None:
verbose = self.verbose
# Split the dataset randomly: validationProportion of the samples for
# validation.
trainingData, validationData = (
dataset.splitWithProportion(1 - validationProportion))
if not (len(trainingData) > 0 and len(validationData)):
raise ValueError("Provided dataset too small to be split into training " +
"and validation sets with proportion " + str(validationProportion))
self.ds = trainingData
bestweights = self.module.params.copy()
bestverr = self.testOnData(validationData)
trainingErrors = []
validationErrors = [bestverr]
while True:
if maxEpochs != None:
print float(epochs) / maxEpochs
trainErr = self.train()
validErr = self.testOnData(validationData)
errs = [trainErr,validErr]
print errs
if file != None:
with open (os.path.join(FOLDER, file), 'a') as neurons:
neurons.write(str(errs))
neurons.write('\n')
trainingErrors.append(trainErr)
validationErrors.append(validErr)
if epochs == 0 or validationErrors[-1] < bestverr:
# one update is always done
bestverr = validationErrors[-1]
bestweights = self.module.params.copy()
NetworkWriter.writeToFile(self.module, os.path.join(FOLDER, modelfile))
#with open (os.path.join(FOLDER, modelfile), 'wb') as fileObject:
# pickle.dump(self.module,fileObject)
if maxEpochs != None and epochs >= maxEpochs:
self.module.params[:] = bestweights
break
epochs += 1
if len(validationErrors) >= continueEpochs * 2:
# have the validation errors started going up again?
# compare the average of the last few to the previous few
old = validationErrors[-continueEpochs * 2:-continueEpochs]
new = validationErrors[-continueEpochs:]
if min(new) > max(old):
self.module.params[:] = bestweights
break
trainingErrors.append(self.testOnData(trainingData))
self.ds = dataset
return trainingErrors, validationErrors