def learn(self):
""" Train behavior model """
for t in range(self.num_replays):
states_t, actions, rewards, next_states_t, dones = self.replay_buffer.sample(
)
states_t = torch.stack(states_t).to(self.device)
next_states_t = torch.stack(next_states_t).to(self.device)
q_values = self.decision_model(states_t)
q_values_next = self.policy_model(next_states_t)
q_values_target = q_values.clone()
for i in range(len(actions)):
action = actions[i]
q_values_target[i,
action] = utils.target(rewards[i], self.gamma,
q_values_next[i],
self.targetPolicy,
dones[i])
self.optimizer.zero_grad()
loss = self.criterion(q_values, q_values_target.detach())
loss.backward()
self.optimizer.step()
utils.copy_model(self.decision_model, self.policy_model, tau=self.tau)
def __init__(self, agent_dict={}, actor_dict={}, critic_dict={}):
""" Initialize Agent object
Params
======
agent_dict(dict): dictionary containing parameters for agent
actor_dict(dict): dictionary containing parameters for agents actor-model
critic_dict(dict): dictionary containing parameters for agents critic-model
"""
enable_cuda = agent_dict.get("enable_cuda", False)
if enable_cuda:
self.device = torch.device(
"cuda:0" if torch.cuda.is_available() else "cpu")
else:
self.device = torch.device("cpu")
self.num_agents = agent_dict.get("num_agents", 20)
self.num_episodes = agent_dict.get("num_episodes", 10000)
self.save_after = agent_dict.get("save_after", -1)
self.name = agent_dict.get("name", "reacher")
self.gamma = agent_dict.get("gamma", 0.9)
self.tau = agent_dict.get("tau", 0.001)
self.noise = utils.OUNoise((self.num_agents, 4), 0)
self.num_replays = agent_dict.get("num_replays", 1)
self.learning_rate_actor = agent_dict.get("learning_rate_actor", 1E-3)
self.learning_rate_critic = agent_dict.get("learning_rate_critic",
1E-3)
self.criterion = nn.MSELoss()
memory_size = agent_dict.get("memory_size", 2**14)
batchsize = agent_dict.get("batchsize", 2**10)
replay_reg = agent_dict.get("replay_reg", 0.0)
self.replay_buffer = utils.ReplayBuffer(memory_size, batchsize)
self.actor = model.ActorModel(actor_dict).to(self.device)
self.actor_target = model.ActorModel(actor_dict).to(self.device)
self.critic = model.CriticModel(critic_dict).to(self.device)
self.critic_target = model.CriticModel(critic_dict).to(self.device)
self.actor_optimizer = optim.Adam(self.actor.parameters(),
lr=self.learning_rate_actor)
self.critic_optimizer = optim.Adam(self.critic.parameters(),
lr=self.learning_rate_critic)
utils.copy_model(self.actor, self.actor_target, tau=1.0)
utils.copy_model(self.critic, self.critic_target, tau=1.0)
seed = agent_dict.get("seed", 0)
torch.manual_seed(seed)
np.random.seed(seed)
def learn(self):
""" Train actor and critic based on past experiences """
for t in range(self.num_replays):
states_t, actions_t, rewards_t, next_states_t, dones_t = self.replay_buffer.sample(
self.device)
next_actions_t = self.actor_target(next_states_t)
next_q_values_t = self.critic_target(next_states_t,
next_actions_t).detach()
targets_t = rewards_t + (self.gamma * next_q_values_t *
(1 - dones_t))
q_values_t = self.critic(states_t, actions_t)
self.critic_optimizer.zero_grad()
critic_loss = self.criterion(q_values_t, targets_t)
critic_loss.backward()
self.critic_optimizer.step()
proposed_actions_t = self.actor(states_t)
proposed_q_values_t = self.critic(states_t, proposed_actions_t)
self.actor_optimizer.zero_grad()
actor_loss = -proposed_q_values_t.mean()
actor_loss.backward()
self.actor_optimizer.step()
utils.copy_model(self.actor, self.actor_target, tau=self.tau)
utils.copy_model(self.critic, self.critic_target, tau=self.tau)
def run(self, env):
""" Train agent in environment env
Params
======
env(Env): environment to train agent in
"""
recent_scores = deque(maxlen=100)
recent_losses = deque(maxlen=100)
f = open("performance.log", "w")
f.write("#Score\tAvg.Score\n")
for e in range(self.num_episodes):
scores = np.zeros(self.num_agents)
states = env.reset()
done = False
self.noise.reset()
while True:
actions, states_t = self.act(states)
next_states, rewards, dones, _ = env.step(actions)
scores += rewards
next_states_t = self.preprocess(next_states)
for a in range(self.num_agents):
self.replay_buffer.append(states_t[a], actions[a],
rewards[a], next_states_t[a],
dones[a])
self.learn()
states = next_states
if np.any(dones):
break
recent_scores.append(np.mean(scores))
print("Iteration %i: score: %f\taverage_score: %f" %
(e, np.mean(scores), np.mean(recent_scores)))
f.write(
str(np.mean(scores)) + "\t" + str(np.mean(recent_scores)) +
"\n")
f.flush()
utils.copy_model(self.actor, self.actor_target, tau=self.tau)
utils.copy_model(self.critic, self.critic_target, tau=self.tau)
if e == self.save_after:
self.save_state()
f.close()
def __init__(self, agent_dict={}, model_dict={}):
""" Initialize Agent object
Params
======
agent_dict(dict): dictionary containing parameters for agent
model_dict(dict): dictionary containing parameters for agents model
"""
if agent_dict.get("enable_gpu", False):
self.device = torch.device(
"cuda:0" if torch.cuda.is_available() else "cpu")
else:
self.device = torch.device("cpu")
self.num_episodes = agent_dict.get("num_episodes", 10000)
self.save_after = agent_dict.get("save_after", -1)
self.name = agent_dict.get("name", "banana_collector")
self.gamma = agent_dict.get("gamma", 0.9)
self.epsilon = agent_dict.get("epsilon_start", 1.0)
self.epsilon_decay = agent_dict.get("epsilon_decay", 0.9)
self.epsilon_min = agent_dict.get("epsilon_min", 0.1)
self.tau = agent_dict.get("tau", 0.1)
self.num_replays = agent_dict.get("num_replays", 1)
self.criterion = nn.MSELoss()
memory_size = agent_dict.get("memory_size", 2**14)
batchsize = agent_dict.get("batchsize", 2**10)
replay_reg = agent_dict.get("replay_reg", 0.0)
self.replay_buffer = utils.PrioritizedReplayBuffer(memory_size,
batchsize,
epsilon=replay_reg)
self.decision_model = model.Model(model_dict).to(self.device)
self.policy_model = model.Model(model_dict).to(self.device)
self.optimizer = optim.Adam(self.decision_model.parameters(), lr=1E-3)
utils.copy_model(self.decision_model, self.policy_model, tau=1.0)
seed = agent_dict.get("seed", 0)
torch.manual_seed(seed)
np.random.seed(seed)
def emit_model_event(self, evtname, evtsrc, *data, **kwargs):
loop = IOLoop.instance()
if "force" in kwargs or utils.is_dirty(evtsrc):
src = utils.copy_model(evtsrc)
if isinstance(evtname, (list, tuple)):
for evt in evtname:
loop.add_callback(self.emit, evt, src, *data)
else:
loop.add_callback(self.emit, evtname, src, *data)
def trainDecisionModel(self, q_values, reward, action, q_values_next,
done):
""" Train behavior model. Returns TD error and loss
Params
======
q_values(torch.Tensor): action values
reward(float): observed reward
action(int): chosen action
q_vals_next(torch.Tensor): action values of next state
done(bool): flag indicating terminal state
"""
q_values_target, td_target = self.qValuesTarget(
q_values, reward, action, q_values_next, done)
self.optimizer.zero_grad()
loss = self.criterion(q_values, q_values_target.detach())
loss.backward()
self.optimizer.step()
utils.copy_model(self.decision_model, self.policy_model, tau=self.tau)
td_error = (td_target - q_values[action].cpu()).item()
return td_error, loss
def run_NNclassifier(params):
if params.out_dir is not None:
if not os.path.exists(params.out_dir): os.makedirs(params.out_dir)
for key, value in params.__dict__.items():
print str(key) + ': \t\t\t' + str(value)
# load data: x: ntrials x ntimepoints x nfeatures, y: ntrials
x = np.load(params.x_file)
y = np.load(params.y_file)
n_classes = len(np.unique(y))
# get train, val and test sets
n_folds = int(100 / params.test_pcnt)
Train, Val, Test = utils.make_kcrossvalidation(x, y, n_folds, shuffle=True)
Train, Val, Test, means, stds = utils.zscore_dataset(Train, Val, Test,
z_train=True, zscore_x=params.zscore, zscore_y=False)
Train, Val, Test = utils.dim_check(Train, Val, Test, nn_type=params.nn_type, nn_dim=params.n_dim)
# train model
Models = []
for kfold in range(n_folds):
print "Fold " + str(kfold)
NN = utils.make_NN(n_classes=n_classes, params=params)
M = NNClassifier(NN, lr = params.lr, w_decay=params.w_decay)
ktrain = utils.augment(Train[kfold], n_times=params.augment_times) if params.augment else Train[kfold]
M.train(ktrain, Val[kfold], n_epochs=params.n_epochs, batch_size=params.batch_size,
no_improve_lim=params.early_stop)
M.test(Test[kfold])
Models.append(utils.copy_model(M, copyall=params.save_weights))
# save models
pM = utils.concat_models(Models)
if params.out_dir is not None: utils.save_model(pM, params.out_dir + '/model' + str(n_folds) + '.p')
print "Total performance: " + \
str(round(sum(pM.test_correct) / float(sum(pM.test_n)), 4)) + " (" +\
str(sum(pM.test_correct)) + '/' + str(sum(pM.test_n)) + ")"
def column_generation(n, demands, capacity, distances, duals, MP_branch):
SP_branch = SubProblem(n, demands, capacity, distances, duals)
SP_branch.build_model()
SP_branch.optimize()
new_MP = None
newAssing = [SP_branch.y[i].x for i in SP_branch.y] # new route
obj = get_min_dist(newAssing, distances) # Cost of new route
if obj + SP_branch.modelo.ObjVal < 0.0:
newColumn = gp.Column(newAssing, MP_branch.modelo.getConstrs())
MP_branch.modelo.addVar(vtype=GRB.BINARY, obj=obj, column=newColumn)
MP_branch.modelo.update()
MP_branch.RelaxOptimize()
best_cost = MP_branch.getCosts()
routes = MP_branch.modelo.getA().toarray()
new_MP = copy_model(best_cost, routes, MP_branch)
return new_MP
def branch_n_price(n, demands, capacity, distances, MasterProb):
queue = PriorityQueue()
MasterProb.RelaxOptimize()
obj_val = MasterProb.relax_modelo.ObjVal
queue.insert(obj_val, MasterProb)
best_int_obj = 1e3
best_relax_obj = 1e3
nodes_explored = 0
best_model = None
while not queue.isEmpty():
obj_val, MP_branch = queue.delete()
nodes_explored += 1
MP_branch.RelaxOptimize()
solution = MP_branch.getSolution()
duals = MP_branch.getDuals()
branch_cost = MP_branch.getCosts()
branch_routes = MP_branch.modelo.getA().toarray()
sol_is_int = all([float(round(s, 4)).is_integer() for s in solution])
# sol_is_int = all([False if i > 0.3 and np.abs(i - 1.0) > 0.3 else True for i in solution ])
if obj_val < best_int_obj and sol_is_int:
print(f"Best Integer Obj: {obj_val}")
print(f"Nodes explored: {nodes_explored}")
best_int_obj = obj_val
# print(f"best sol: {solution}")
best_model = copy_model(branch_cost, branch_routes, MP_branch)
if obj_val < best_relax_obj:
print(f"Best Relaxed Obj: {obj_val}")
print(f"Nodes explored: {nodes_explored}")
best_relax_obj = obj_val
# --- # --- # Column generation # --- # --- #
new_MP = column_generation(n, demands, capacity, distances, duals,
MP_branch)
if new_MP != None:
new_MP.RelaxOptimize()
branch_cost = new_MP.getCosts()
branch_routes = new_MP.modelo.getA().toarray()
if new_MP.relax_modelo.ObjVal <= best_relax_obj:
queue.insert(new_MP.relax_modelo.ObjVal,
copy_model(branch_cost, branch_routes, new_MP))
else:
# --- # If stopped col generation then branch if solution is not integer # --- #
if not sol_is_int:
# print("#--#--#--# Not integer solution ........Branching")
queue = branch(branch_cost, branch_routes, n, demands,
capacity, distances, duals, solution, MP_branch,
queue, best_relax_obj)
else:
# print(f"best sol: {solution}")
best_model = MP_branch
return best_model
def branch(branch_cost, branch_routes, n, demands, capacity, distances, duals,
solution_to_branch, MP_to_copy, queue, best_inc_obj):
frac_ixs = []
for ix, val in enumerate(solution_to_branch):
if val > 0.0 and val < 1.0:
frac_ixs.append(ix)
A_mp = MP_to_copy.modelo.getA().toarray()
locations_index = list(MP_to_copy.locations_index)
for comb in combinations(frac_ixs, 2):
SP_1 = SubProblem(n, demands, capacity, distances, duals)
SP_2 = SubProblem(n, demands, capacity, distances, duals)
SP_1.build_model()
SP_2.build_model()
s1_and_s2 = [
True if (A_mp[i - 1, comb[0]] == 1 and A_mp[i - 1, comb[1]] == 1)
else False for i in range(len(MP_to_copy.locations_index))
]
s1_not_s2 = [
True if (A_mp[i - 1, comb[0]] == 1 and A_mp[i - 1, comb[1]] == 0)
else False for i in range(len(MP_to_copy.locations_index))
]
for i in locations_index:
locations_prime = [x for x in locations_index if x != i]
for j in locations_prime:
if (s1_and_s2[i - 1] and s1_not_s2[j - 1]):
# SP_1.modelo.addConstr(SP_1.y[i - 1] + SP_1.y[j - 1] == 2)
# SP_2.modelo.addConstr(SP_2.y[i - 1] + SP_2.y[j - 1] == 1)
SP_1.modelo.addConstr(SP_1.y[i - 1] == 1)
SP_1.modelo.addConstr(SP_1.y[j - 1] == 1)
SP_2.modelo.addConstr(SP_2.y[i - 1] == 1)
SP_2.modelo.addConstr(SP_2.y[j - 1] == 0)
MP_1, MP_2 = copy_models(branch_cost, branch_routes, MP_to_copy)
SP_1.modelo.update()
SP_1.optimize()
if SP_1.modelo.Status == 2:
newAssing = [SP_1.y[i].x for i in SP_1.y] # new Assingment
obj = get_min_dist(newAssing, distances) # Cost of new route
if obj + SP_1.modelo.ObjVal < 0.0:
newColumn = gp.Column(newAssing, MP_1.modelo.getConstrs())
MP_1.modelo.addVar(vtype=GRB.BINARY, obj=obj, column=newColumn)
MP_1.modelo.update()
MP_1.RelaxOptimize()
mp1_cost = MP_1.getCosts()
mp1_routes = MP_1.modelo.getA().toarray()
if MP_1.relax_modelo.ObjVal <= best_inc_obj:
queue.insert(MP_1.relax_modelo.ObjVal,
copy_model(mp1_cost, mp1_routes, MP_1))
SP_2.modelo.update()
SP_2.optimize()
if SP_2.modelo.Status == 2:
newAssing = [SP_2.y[i].x for i in SP_2.y] # new Assingment
obj = get_min_dist(newAssing, distances) # Cost of new route
if obj + SP_2.modelo.ObjVal < 0.0:
newColumn = gp.Column(newAssing, MP_2.modelo.getConstrs())
MP_2.modelo.addVar(vtype=GRB.BINARY, obj=obj, column=newColumn)
MP_2.modelo.update()
MP_2.RelaxOptimize()
mp2_cost = MP_2.getCosts()
mp2_routes = MP_2.modelo.getA().toarray()
if MP_2.relax_modelo.ObjVal <= best_inc_obj:
queue.insert(MP_2.relax_modelo.ObjVal,
copy_model(mp2_cost, mp2_routes, MP_2))
return queue
def main(_):
"""
main function
"""
dataset = data_manager.DataManager(init_data=FLAGS.allow_init_data)
model_dir = '../../runs/bag/{}'.format(FLAGS.model)
settings = NETwork.Settings()
settings.vocab_size = len(dataset.wordembedding)
settings.num_classes = len(dataset.train_y[0])
settings.filter_sizes = list(map(int, FLAGS.filter_sizes.split(',')))
settings.pattern_num = FLAGS.pattern_num
settings.l2_reg_omega = FLAGS.l2_reg_omega
with tf.Graph().as_default():
#gpu_options = tf.GPUOptions(allow_growth=True, per_process_gpu_memory_fraction=0.4)
gpu_options = tf.GPUOptions(allow_growth=True)
session_conf = tf.ConfigProto(
allow_soft_placement=FLAGS.allow_soft_placement,
log_device_placement=FLAGS.log_device_placement,
gpu_options=gpu_options)
sess = tf.Session(config=session_conf)
with sess.as_default():
# Output directory for models and summaries
# timestamp = str(int(time.time()))
timestamp = FLAGS.model
out_dir = os.path.abspath(
os.path.join(os.path.pardir, os.path.pardir + '/runs/bag',
timestamp))
print('Construct network for train......')
network = NETwork.CNN(word_embeddings=dataset.wordembedding,
settings=settings,
is_training=True,
is_evaluating=False,
use_types=FLAGS.use_types)
# Get Evaluator for evaluation
if FLAGS.allow_evaluation:
print('Construct network for evaluation......')
e_network = NETwork.CNN(word_embeddings=dataset.wordembedding,
settings=settings,
is_training=True,
is_evaluating=True,
use_types=FLAGS.use_types)
lastest_score = utils.read_pr(out_dir)
evaluator = evaluation.Evaluator(dataset, sess, e_network,
model_dir, settings,
lastest_score)
# Define training procedure
global_step = tf.Variable(0, name='global_step', trainable=False)
optimizer = tf.train.AdamOptimizer(0.001)
grads_and_vars = optimizer.compute_gradients(network.final_loss)
train_op = optimizer.apply_gradients(grads_and_vars,
global_step=global_step)
# Summaries for loss and accuracy
loss_summary = tf.summary.scalar('loss', network.final_loss)
acc_summary = tf.summary.scalar('accuracy', network.accuracy)
pr_summary = tf.summary.scalar('pr_curve', evaluator.highest_score)
# Train summaries
train_summary_op = tf.summary.merge_all()
train_summary_dir = os.path.join(out_dir, 'summaries', 'train')
train_summary_writer = tf.summary.FileWriter(
train_summary_dir, sess.graph)
# Checkpoint derectory, tensorflow assumes this directory already exists so we need to create it
checkpoint_dir = os.path.abspath(
os.path.join(out_dir, 'checkpoints'))
checkpoint_prefix = os.path.join(checkpoint_dir, 'model')
if not os.path.exists(checkpoint_dir):
os.makedirs(checkpoint_dir)
saver = tf.train.Saver(tf.global_variables(),
max_to_keep=FLAGS.num_checkpoints)
# Initialize all variables
sess.run(tf.global_variables_initializer())
# train_step
def train_step(word_batch, pos1_batch, pos2_batch, type_batch,
y_batch, mask_batch):
"""
A single training step
"""
total_word = []
total_pos1 = []
total_pos2 = []
total_type = []
total_shape = []
total_mask = []
total_num = 0
for i in range(len(word_batch)):
total_shape.append(total_num)
total_num += len(word_batch[i])
for j in range(len(word_batch[i])):
total_word.append(word_batch[i][j])
total_pos1.append(pos1_batch[i][j])
total_pos2.append(pos2_batch[i][j])
total_type.append(type_batch[i][j])
total_mask.append(mask_batch[i][j])
# Here total_word and y_batch are not equal, total_word[total_shape[i]:total_shape[i+1]] is related to y_batch[i]
total_shape.append(total_num)
total_shape = np.array(total_shape)
total_word = np.array(total_word)
total_pos1 = np.array(total_pos1)
total_pos2 = np.array(total_pos2)
total_type = np.array(total_type)
total_mask = np.array(total_mask)
feed_dict = {
network.input_word: total_word,
network.input_pos1: total_pos1,
network.input_pos2: total_pos2,
network.input_type: total_type,
network.input_y: y_batch,
network.total_shape: total_shape,
network.dropout_keep_prob: FLAGS.dropout_keep_prob,
# network.input_mask: total_mask
}
_, step, summaries, loss, accuracy = sess.run([
train_op, global_step, train_summary_op,
network.final_loss, network.accuracy
], feed_dict)
train_summary_writer.add_summary(summaries, step)
"""
if step % 100 == 0:
time_str = datetime.datetime.now().isoformat()
print('{}: step {}, loss {:g}, acc {:g}'.format(time_str, step, loss, accuracy))
"""
"""
Train epochs
"""
print('Start training......')
for epoch in range(FLAGS.num_epochs):
# Randomly shuffle data
shuffle_indices = np.random.permutation(
np.arange(len(dataset.train_y)))
num_batches_per_epoch = int(
(len(dataset.train_y) - 1) / settings.batch_size) + 1
#num_batches_per_epoch = int(len(shuffle_indices)/float(settings.batch_size))
epoch_last_step = 0
for batch_num in range(num_batches_per_epoch):
start_index = batch_num * settings.batch_size
end_index = min((batch_num + 1) * settings.batch_size,
len(dataset.train_y))
if (end_index - start_index) != settings.batch_size:
start_index = end_index - settings.batch_size
batch_index = shuffle_indices[start_index:end_index]
word_batch = dataset.train_word[batch_index]
pos1_batch = dataset.train_pos1[batch_index]
pos2_batch = dataset.train_pos2[batch_index]
type_batch = dataset.train_type[batch_index]
mask_batch = dataset.train_mask[batch_index]
y_batch = dataset.train_y[batch_index]
train_step(word_batch, pos1_batch, pos2_batch, type_batch,
y_batch, mask_batch)
if epoch % FLAGS.checkpoint_every == 0:
epoch_last_step = tf.train.global_step(sess, global_step)
path = saver.save(sess,
checkpoint_prefix,
global_step=epoch_last_step)
print(
'Epoch {} batch {} Saved model checkpoint to {}, pattern_num {}'
.format(epoch, batch_num, path, FLAGS.pattern_num))
if FLAGS.allow_evaluation and epoch % FLAGS.evaluate_every == 0:
new_highest = evaluator.test()
print(
'Best precision recall area now is {}, progress: {}\n'.
format(
evaluator.highest_score,
utils.calculate_progress(epoch,
FLAGS.pattern_num)))
if new_highest:
utils.copy_model(out_dir, epoch_last_step)
utils.store_pr(out_dir, evaluator.highest_score)
print('final best precision recall: {} pattern_num: {}\n'.format(
evaluator.highest_score, FLAGS.pattern_num))