def build_permutation(self):
with tf.variable_scope("encoder"):
Encoder = Attentive_encoder(self.config)
encoder_output = Encoder.encode(self.input_)
with tf.variable_scope('decoder'):
# Ptr-net returns permutations (self.positions), with their log-probability for backprop
self.ptr = Pointer_decoder(encoder_output, self.config)
self.positions, self.log_softmax = self.ptr.loop_decode()
variable_summaries('log_softmax',self.log_softmax, with_max_min = True)
def build_permutation(self):
with tf.variable_scope("encoder"):
with tf.variable_scope("embedding"):
# Embed input sequence
W_embed = tf.get_variable(
"weights", [1, self.input_dimension + 2, self.input_embed],
initializer=self.initializer) # +2 for TW feat. here too
embedded_input = tf.nn.conv1d(self.input_,
W_embed,
1,
"VALID",
name="embedded_input")
# Batch Normalization
embedded_input = tf.layers.batch_normalization(
embedded_input,
axis=2,
training=self.is_training,
name='layer_norm',
reuse=None)
with tf.variable_scope("dynamic_rnn"):
# Encode input sequence
cell1 = LSTMCell(
self.num_neurons, initializer=self.initializer
) # BNLSTMCell(self.num_neurons, self.training) or cell1 = DropoutWrapper(cell1, output_keep_prob=0.9)
# Return the output activations [Batch size, Sequence Length, Num_neurons] and last hidden state as tensors.
encoder_output, encoder_state = tf.nn.dynamic_rnn(
cell1, embedded_input, dtype=tf.float32)
with tf.variable_scope('decoder'):
# Ptr-net returns permutations (self.positions), with their log-probability for backprop
self.ptr = Pointer_decoder(encoder_output, self.config)
self.positions, self.log_softmax, self.attending, self.pointing = self.ptr.loop_decode(
encoder_state)
variable_summaries('log_softmax',
self.log_softmax,
with_max_min=True)
class Actor(object):
def __init__(self, config):
self.config=config
# Data config
self.batch_size = config.batch_size # batch size
self.max_length = config.max_length # input sequence length (number of cities)
self.input_dimension = config.input_dimension # dimension of a city (coordinates)
# Reward config
self.avg_baseline = tf.Variable(config.init_baseline, trainable=False, name="moving_avg_baseline") # moving baseline for Reinforce
self.alpha = config.alpha # moving average update
# Training config (actor)
self.global_step= tf.Variable(0, trainable=False, name="global_step") # global step
self.lr1_start = config.lr1_start # initial learning rate
self.lr1_decay_rate= config.lr1_decay_rate # learning rate decay rate
self.lr1_decay_step= config.lr1_decay_step # learning rate decay step
# Training config (critic)
self.global_step2 = tf.Variable(0, trainable=False, name="global_step2") # global step
self.lr2_start = config.lr1_start # initial learning rate
self.lr2_decay_rate= config.lr1_decay_rate # learning rate decay rate
self.lr2_decay_step= config.lr1_decay_step # learning rate decay step
# Tensor block holding the input sequences [Batch Size, Sequence Length, Features]
self.input_ = tf.placeholder(tf.float32, [self.batch_size, self.max_length, self.input_dimension], name="input_coordinates")
self.build_permutation()
self.build_critic()
self.build_reward()
self.build_optim()
self.merged = tf.summary.merge_all()
def build_permutation(self):
with tf.variable_scope("encoder"):
Encoder = Attentive_encoder(self.config)
encoder_output = Encoder.encode(self.input_)
with tf.variable_scope('decoder'):
# Ptr-net returns permutations (self.positions), with their log-probability for backprop
self.ptr = Pointer_decoder(encoder_output, self.config)
self.positions, self.log_softmax = self.ptr.loop_decode()
variable_summaries('log_softmax',self.log_softmax, with_max_min = True)
def build_critic(self):
with tf.variable_scope("critic"):
# Critic predicts reward (parametric baseline for REINFORCE)
self.critic = Critic(self.config)
self.critic.predict_rewards(self.input_)
variable_summaries('predictions',self.critic.predictions, with_max_min = True)
def build_reward(self):
with tf.name_scope('permutations'):
# Reorder input % tour
self.ordered_input_ = []
for input_, path in zip(tf.unstack(self.input_,axis=0), tf.unstack(self.positions,axis=0)): # Unstack % batch axis
self.ordered_input_.append(tf.gather_nd(input_,tf.expand_dims(path,1)))
self.ordered_input_ = tf.transpose(tf.stack(self.ordered_input_,0),[2,1,0]) # [batch size, seq length +1 , features] to [features, seq length +1, batch_size] Rq: +1 because end = start = first_city
# Ordered coordinates
ordered_x_ = self.ordered_input_[0] # [seq length +1, batch_size]
delta_x2 = tf.transpose(tf.square(ordered_x_[1:]-ordered_x_[:-1]),[1,0]) # [batch_size, seq length] delta_x**2
ordered_y_ = self.ordered_input_[1] # [seq length +1, batch_size]
delta_y2 = tf.transpose(tf.square(ordered_y_[1:]-ordered_y_[:-1]),[1,0]) # [batch_size, seq length] delta_y**2
with tf.name_scope('environment'):
# Get tour length (euclidean distance)
inter_city_distances = tf.sqrt(delta_x2+delta_y2) # sqrt(delta_x**2 + delta_y**2) this is the euclidean distance between each city: depot --> ... ---> depot [batch_size, seq length]
self.distances = tf.reduce_sum(inter_city_distances, axis=1) # [batch_size]
#variable_summaries('tour_length',self.distances, with_max_min = True)
# Define reward from tour length
self.reward = tf.cast(self.distances,tf.float32)
variable_summaries('reward',self.reward, with_max_min = True)
def build_optim(self):
# Update moving_mean and moving_variance for batch normalization layers
update_ops = tf.get_collection(tf.GraphKeys.UPDATE_OPS)
with tf.control_dependencies(update_ops):
with tf.name_scope('baseline'):
# Update baseline
reward_mean, reward_var = tf.nn.moments(self.reward,axes=[0])
self.base_op = tf.assign(self.avg_baseline, self.alpha*self.avg_baseline+(1.0-self.alpha)*reward_mean)
tf.summary.scalar('average baseline',self.avg_baseline)
with tf.name_scope('reinforce'):
# Actor learning rate
self.lr1 = tf.train.exponential_decay(self.lr1_start, self.global_step, self.lr1_decay_step,self.lr1_decay_rate, staircase=False, name="learning_rate1")
# Optimizer
self.opt1 = tf.train.AdamOptimizer(learning_rate=self.lr1,beta1=0.9,beta2=0.99, epsilon=0.0000001)
# Discounted reward
self.reward_baseline = tf.stop_gradient(self.reward - self.avg_baseline - self.critic.predictions) # [Batch size, 1]
variable_summaries('reward_baseline',self.reward_baseline, with_max_min = True)
# Loss
self.loss1 = tf.reduce_mean(self.reward_baseline*self.log_softmax,0)
tf.summary.scalar('loss1', self.loss1)
# Minimize step
gvs = self.opt1.compute_gradients(self.loss1)
capped_gvs = [(tf.clip_by_norm(grad, 1.), var) for grad, var in gvs if grad is not None] # L2 clip
self.train_step1 = self.opt1.apply_gradients(capped_gvs, global_step=self.global_step)
with tf.name_scope('state_value'):
# Critic learning rate
self.lr2 = tf.train.exponential_decay(self.lr2_start, self.global_step2, self.lr2_decay_step,self.lr2_decay_rate, staircase=False, name="learning_rate1")
# Optimizer
self.opt2 = tf.train.AdamOptimizer(learning_rate=self.lr2,beta1=0.9,beta2=0.99, epsilon=0.0000001)
# Loss
weights_ = 1.0 #weights_ = tf.exp(self.log_softmax-tf.reduce_max(self.log_softmax)) # probs / max_prob
self.loss2 = tf.losses.mean_squared_error(self.reward - self.avg_baseline, self.critic.predictions, weights = weights_)
tf.summary.scalar('loss2', self.loss1)
# Minimize step
gvs2 = self.opt2.compute_gradients(self.loss2)
capped_gvs2 = [(tf.clip_by_norm(grad, 1.), var) for grad, var in gvs2 if grad is not None] # L2 clip
self.train_step2 = self.opt1.apply_gradients(capped_gvs2, global_step=self.global_step2)
class Actor(object):
def __init__(self, config):
self.config = config
# Data config
self.batch_size = config.batch_size # batch size
self.max_length = config.nCells * config.nMuts # input sequence length
self.input_dimension = config.input_dimension # dimension of a input
# Reward config
#self.avg_baseline = tf.Variable(config.init_baseline, trainable=False, name="moving_avg_baseline") # moving baseline for Reinforce
# self.ma = config.ma # moving average update
self.beta = config.beta # hyperparameter for adjusting NLL
# Training config (actor)
self.global_step = tf.Variable(0, trainable=False,
name="global_step") # global step
self.lr1_start = config.lr1_start # initial learning rate
self.lr1_decay_rate = config.lr1_decay_rate # learning rate decay rate
self.lr1_decay_step = config.lr1_decay_step # learning rate decay step
# Training config (critic)
self.global_step2 = tf.Variable(0,
trainable=False,
name="global_step2") # global step
self.lr2_start = config.lr1_start # initial learning rate
self.lr2_decay_rate = config.lr1_decay_rate # learning rate decay rate
self.lr2_decay_step = config.lr1_decay_step # learning rate decay step
# Tensor block holding the input sequences [Batch Size, Sequence Length, Features]
self.input_ = tf.placeholder(
tf.float32,
[self.batch_size, self.max_length, self.input_dimension],
name="input_coordinates")
self.build_permutation()
self.build_critic()
self.build_reward()
self.build_optim()
self.merged = tf.summary.merge_all()
def count3gametes(self, input_):
columnPairs = list(itertools.permutations(range(self.config.nMuts), 2))
nColumnPairs = len(columnPairs)
columnReplicationList = np.array(columnPairs).reshape(-1)
l = []
for i in range(input_.get_shape()[0]):
for j in range(self.config.nCells):
for k in columnReplicationList:
l.append([i, j, k])
replicatedColumns = tf.reshape(tf.gather_nd(input_, l), [
input_.get_shape()[0], self.config.nCells,
len(columnReplicationList)
])
replicatedColumns = tf.transpose(replicatedColumns, perm=[0, 2, 1])
x = tf.reshape(
replicatedColumns,
[input_.get_shape()[0], nColumnPairs, 2, self.config.nCells])
col10 = tf.count_nonzero(tf.greater(x[:, :, 0, :], x[:, :, 1, :]),
axis=2) # batch_size * nColumnPairs
col01 = tf.count_nonzero(tf.greater(x[:, :, 1, :], x[:, :, 0, :]),
axis=2) # batch_size * nColumnPairs
col11 = tf.count_nonzero(tf.equal(x[:, :, 0, :] + x[:, :, 1, :], 2),
axis=2) # batch_size * nColumnPairs
eachColPair = col10 * col01 * col11 # batch_size * nColumnPairs
return tf.reduce_sum(eachColPair, axis=1) # batch_size
def build_permutation(self):
with tf.variable_scope("encoder"):
Encoder = Attentive_encoder(self.config)
encoder_output = Encoder.encode(self.input_)
with tf.variable_scope('decoder'):
# Ptr-net returns permutations (self.positions), with their log-probability for backprop
self.ptr = Pointer_decoder(encoder_output, self.config)
self.positions, self.log_softmax = self.ptr.loop_decode()
variable_summaries('log_softmax',
self.log_softmax,
with_max_min=True)
def build_critic(self):
with tf.variable_scope("critic"):
# Critic predicts reward (parametric baseline for REINFORCE)
self.critic = Critic(self.config)
self.critic.predict_rewards(self.input_)
variable_summaries('predictions',
self.critic.predictions,
with_max_min=True)
def build_reward(self):
with tf.name_scope('permutations'):
# Reorder input % tour
inp_ = tf.identity(self.input_)
pos = tf.identity(self.positions)
x = tf.zeros([int(self.max_length / 2), self.batch_size],
tf.float32)
for i in range(int(self.max_length / 2)):
r = tf.range(start=0, limit=self.batch_size, delta=1)
r = tf.expand_dims(r, 1)
r = tf.expand_dims(r, 2)
r3 = tf.cast(
tf.ones([self.max_length, 1]) * tf.cast(r, tf.float32),
tf.int32)
r4 = tf.squeeze(r, axis=2)
r5 = tf.expand_dims(tf.fill([self.batch_size], i), axis=1)
u = tf.ones_like(r5)
r4_r5 = tf.concat([r4, r5], axis=1)
pos_mask = tf.squeeze(tf.scatter_nd(
indices=r4_r5,
updates=u,
shape=[self.batch_size, self.max_length, 1]),
axis=2)
pos_mask_cum1 = tf.cumsum(pos_mask,
reverse=True,
exclusive=True,
axis=1)
pos_mask_cum2 = tf.cumsum(pos_mask,
reverse=False,
exclusive=False,
axis=1) # for calculating NLL
per_pos = tf.concat([r3, tf.expand_dims(pos, axis=2)], axis=2)
per_ = tf.gather_nd(inp_, indices=per_pos)
per_fp_fn = per_[:, :, 2:3]
per_fp_fn_log = tf.log(1 / per_fp_fn) # for N01 and N10
per_fp_fn_com = tf.subtract(tf.ones_like(per_fp_fn),
per_fp_fn) # for N00 and N11
per_fp_fn_com_log = tf.log(1 / per_fp_fn_com)
NLL_N10_N01 = tf.reduce_sum(tf.multiply(
tf.squeeze(per_fp_fn_log, axis=2),
tf.cast(pos_mask_cum1, tf.float32)),
axis=1,
keepdims=True)
per_matrix_mul_cum2 = tf.multiply(
tf.squeeze(per_[:, :, 3:4], axis=2),
tf.cast(pos_mask_cum2, tf.float32))
N11 = tf.reduce_sum(per_matrix_mul_cum2, axis=1, keepdims=True)
sum_mask_cum2 = tf.reduce_sum(tf.cast(pos_mask_cum2,
tf.float32),
axis=1,
keepdims=True)
N00 = tf.subtract(sum_mask_cum2, N11)
per_matrix = per_[:, :, 3:4]
sum_per_matrix = tf.reduce_sum(tf.squeeze(per_matrix, axis=2),
axis=1)
sum_per_fp = tf.reduce_sum(tf.squeeze(tf.multiply(
per_fp_fn, per_matrix),
axis=2),
axis=1)
fp = tf.divide(sum_per_fp, sum_per_matrix)
sum_per_fn = tf.subtract(
tf.reduce_sum(tf.squeeze(per_fp_fn, axis=2), axis=1),
sum_per_fp)
q = tf.cast(
tf.tile(tf.constant([self.max_length]),
tf.constant([self.batch_size])), tf.float32)
fn = tf.divide(sum_per_fn, tf.subtract(q, sum_per_matrix))
fp_com = tf.log(1 / tf.subtract(
tf.cast(
tf.tile(tf.constant([1]), tf.constant(
[self.batch_size])), tf.float32), fp))
fn_com = tf.log(1 / tf.subtract(
tf.cast(
tf.tile(tf.constant([1]), tf.constant(
[self.batch_size])), tf.float32), fn))
N00_NLL = tf.multiply(tf.expand_dims(fp_com, axis=1), N00)
N11_NLL = tf.multiply(tf.expand_dims(fn_com, axis=1), N11)
NLL = tf.scalar_mul(self.beta,
tf.add_n([NLL_N10_N01, N00_NLL, N11_NLL]))
m1 = tf.multiply(tf.squeeze(per_matrix, axis=2),
tf.cast(pos_mask_cum1, tf.float32))
m1 = tf.subtract(tf.cast(pos_mask_cum1, tf.float32), m1)
m2 = tf.multiply(tf.squeeze(per_matrix, axis=2),
tf.cast(pos_mask_cum2, tf.float32))
T_f = tf.add(m1, m2)
per_flipped = tf.concat(
[per_[:, :, 0:3],
tf.expand_dims(T_f, axis=2)], axis=2)
idx = tf.concat(
[r3, tf.cast(per_flipped[:, :, 0:2], tf.int32)], axis=2)
m_f = tf.scatter_nd(indices=tf.expand_dims(idx, 2),
updates=per_flipped[:, :, 3:4],
shape=tf.constant([
self.batch_size, self.config.nCells,
self.config.nMuts
]))
c_v = self.count3gametes(m_f)
c_t = tf.expand_dims(tf.add(tf.squeeze(NLL, axis=1),
tf.cast(c_v, tf.float32)),
axis=0)
ind = []
for i1 in range(x.get_shape()[1]):
ind.append([i, i1])
ind = tf.convert_to_tensor(ind)
ind = tf.expand_dims(ind, axis=0)
x_n = tf.scatter_nd(indices=ind,
updates=c_t,
shape=x.get_shape())
x_m = tf.reduce_min(x, axis=0)
self.cost = tf.identity(x_m)
with tf.name_scope('environment'):
cost = tf.identity(self.cost)
# Define reward from tour length
self.reward = tf.cast(cost, tf.float32)
variable_summaries('reward', self.reward, with_max_min=True)
def build_optim(self):
# Update moving_mean and moving_variance for batch normalization layers
update_ops = tf.get_collection(tf.GraphKeys.UPDATE_OPS)
with tf.control_dependencies(update_ops):
with tf.name_scope('baseline'):
# Update baseline
reward_mean, reward_var = tf.nn.moments(self.reward, axes=[0])
with tf.name_scope('reinforce'):
# Actor learning rate
self.lr1 = tf.train.exponential_decay(self.lr1_start,
self.global_step,
self.lr1_decay_step,
self.lr1_decay_rate,
staircase=False,
name="learning_rate1")
# Optimizer
self.opt1 = tf.train.AdamOptimizer(learning_rate=self.lr1,
beta1=0.9,
beta2=0.99,
epsilon=0.0000001)
# Discounted reward
self.reward_baseline = tf.stop_gradient(
self.reward - self.critic.predictions) # [Batch size, 1]
variable_summaries('reward_baseline',
self.reward_baseline,
with_max_min=True)
# Loss
self.loss1 = tf.reduce_mean(
self.reward_baseline * self.log_softmax, 0)
tf.summary.scalar('loss1', self.loss1)
# Minimize step
gvs = self.opt1.compute_gradients(self.loss1)
capped_gvs = [(tf.clip_by_norm(grad, 1.), var)
for grad, var in gvs
if grad is not None] # L2 clip
self.train_step1 = self.opt1.apply_gradients(
capped_gvs, global_step=self.global_step)
with tf.name_scope('state_value'):
# Critic learning rate
self.lr2 = tf.train.exponential_decay(self.lr2_start,
self.global_step2,
self.lr2_decay_step,
self.lr2_decay_rate,
staircase=False,
name="learning_rate1")
# Optimizer
self.opt2 = tf.train.AdamOptimizer(learning_rate=self.lr2,
beta1=0.9,
beta2=0.99,
epsilon=0.0000001)
# Loss
weights_ = 1.0 #weights_ = tf.exp(self.log_softmax-tf.reduce_max(self.log_softmax)) # probs / max_prob
self.loss2 = tf.losses.mean_squared_error(
self.reward, self.critic.predictions, weights=weights_)
tf.summary.scalar('loss2', self.loss1)
# Minimize step
gvs2 = self.opt2.compute_gradients(self.loss2)
capped_gvs2 = [(tf.clip_by_norm(grad, 1.), var)
for grad, var in gvs2
if grad is not None] # L2 clip
self.train_step2 = self.opt1.apply_gradients(
capped_gvs2, global_step=self.global_step2)
class Actor(object):
def __init__(self, config):
self.config = config
# Data config
self.batch_size = config.batch_size # batch size
self.max_length = config.max_length # input sequence length (number of cities)
self.input_dimension = config.input_dimension # dimension of a city (coordinates)
self.speed = config.speed # agent's speed
# Network config
self.input_embed = config.input_embed # dimension of embedding space
self.num_neurons = config.hidden_dim # dimension of hidden states (LSTM cell)
self.initializer = tf.contrib.layers.xavier_initializer(
) # variables initializer
# Reward config
self.beta = config.beta # penalty for constraint
# Training config (actor)
self.global_step = tf.Variable(0, trainable=False,
name="global_step") # global step
self.lr1_start = config.lr1_start # initial learning rate
self.lr1_decay_rate = config.lr1_decay_rate # learning rate decay rate
self.lr1_decay_step = config.lr1_decay_step # learning rate decay step
self.is_training = not config.inference_mode
# Training config (critic)
self.global_step2 = tf.Variable(0,
trainable=False,
name="global_step2") # global step
self.lr2_start = config.lr1_start # initial learning rate
self.lr2_decay_rate = config.lr1_decay_rate # learning rate decay rate
self.lr2_decay_step = config.lr1_decay_step # learning rate decay step
# Tensor block holding the input sequences [Batch Size, Sequence Length, Features]
self.input_ = tf.placeholder(
tf.float32,
[self.batch_size, self.max_length + 1, self.input_dimension + 2],
name="input_raw") # +1 for depot / +2 for TW mean and TW width
self.build_permutation()
self.build_critic()
self.build_reward()
self.build_optim()
self.merged = tf.summary.merge_all()
def build_permutation(self):
with tf.variable_scope("encoder"):
with tf.variable_scope("embedding"):
# Embed input sequence
W_embed = tf.get_variable(
"weights", [1, self.input_dimension + 2, self.input_embed],
initializer=self.initializer) # +2 for TW feat. here too
embedded_input = tf.nn.conv1d(self.input_,
W_embed,
1,
"VALID",
name="embedded_input")
# Batch Normalization
embedded_input = tf.layers.batch_normalization(
embedded_input,
axis=2,
training=self.is_training,
name='layer_norm',
reuse=None)
with tf.variable_scope("dynamic_rnn"):
# Encode input sequence
cell1 = LSTMCell(
self.num_neurons, initializer=self.initializer
) # BNLSTMCell(self.num_neurons, self.training) or cell1 = DropoutWrapper(cell1, output_keep_prob=0.9)
# Return the output activations [Batch size, Sequence Length, Num_neurons] and last hidden state as tensors.
encoder_output, encoder_state = tf.nn.dynamic_rnn(
cell1, embedded_input, dtype=tf.float32)
with tf.variable_scope('decoder'):
# Ptr-net returns permutations (self.positions), with their log-probability for backprop
self.ptr = Pointer_decoder(encoder_output, self.config)
self.positions, self.log_softmax, self.attending, self.pointing = self.ptr.loop_decode(
encoder_state)
variable_summaries('log_softmax',
self.log_softmax,
with_max_min=True)
def build_critic(self):
with tf.variable_scope("critic"):
# Critic predicts reward (parametric baseline for REINFORCE)
self.critic = Critic(self.config)
self.critic.predict_rewards(self.input_)
variable_summaries('predictions',
self.critic.predictions,
with_max_min=True)
def build_reward(self):
with tf.name_scope('permutations'):
# Reorder input % tour
self.permutations = tf.stack([
tf.tile(
tf.expand_dims(tf.range(self.batch_size, dtype=tf.int32),
1), [1, self.max_length + 2]),
self.positions
], 2)
self.ordered_input_ = tf.gather_nd(self.input_, self.permutations)
self.ordered_input_ = tf.transpose(
self.ordered_input_, [2, 1, 0]
) # [batch size, seq length +1 , features] to [features, seq length +1, batch_size] Rq: +1 because end = start = depot
# Ordered coordinates
ordered_x_ = self.ordered_input_[0] # [seq length +1, batch_size]
delta_x2 = tf.transpose(
tf.square(ordered_x_[1:] - ordered_x_[:-1]),
[1, 0]) # [batch_size, seq length] delta_x**2
ordered_y_ = self.ordered_input_[1] # [seq length +1, batch_size]
delta_y2 = tf.transpose(
tf.square(ordered_y_[1:] - ordered_y_[:-1]),
[1, 0]) # [batch_size, seq length] delta_y**2
# Ordered TW constraints
self.ordered_tw_mean_ = tf.transpose(
self.ordered_input_[2][:-1],
[1, 0]) # [seq length, batch_size] to [batch_size, seq length]
self.ordered_tw_width_ = tf.transpose(
self.ordered_input_[3][:-1],
[1, 0]) # [seq length, batch_size] to [batch_size, seq length]
self.ordered_tw_open_ = self.ordered_tw_mean_ - self.ordered_tw_width_ / 2
self.ordered_tw_close_ = self.ordered_tw_mean_ + self.ordered_tw_width_ / 2
with tf.name_scope('environment'):
# Get tour length (euclidean distance)
inter_city_distances = tf.sqrt(
delta_x2 + delta_y2
) # sqrt(delta_x**2 + delta_y**2) this is the euclidean distance between each city: depot --> ... ---> depot [batch_size, seq length]
self.distances = tf.reduce_sum(inter_city_distances,
axis=1) # [batch_size]
variable_summaries('tour_length',
self.distances,
with_max_min=True)
# Get time at each city if no constraint
self.time_at_cities = (1 / self.speed) * tf.cumsum(
inter_city_distances, axis=1, exclusive=True
) - 10 # [batch size, seq length] # Rq: -10 to be on time at depot (t_mean centered)
# Apply constraints to each city
self.constrained_delivery_time = []
cumul_lateness = 0
for time_open, delivery_time in zip(
tf.unstack(self.ordered_tw_open_, axis=1),
tf.unstack(self.time_at_cities,
axis=1)): # Unstack % seq length
delayed_delivery = delivery_time + cumul_lateness
cumul_lateness += tf.maximum(
time_open - delayed_delivery, tf.zeros([
self.batch_size
])) # if you have to wait... wait (impacts further states)
self.constrained_delivery_time.append(delivery_time +
cumul_lateness)
self.constrained_delivery_time = tf.stack(
self.constrained_delivery_time, 1)
# Define delay from lateness
self.delay = tf.maximum(
self.constrained_delivery_time - self.ordered_tw_close_ -
0.0001, tf.zeros([self.batch_size, self.max_length + 1])
) # Delay perceived by the client (doesn't care if the deliver waits..)
self.delay = tf.count_nonzero(self.delay, 1)
variable_summaries('delay',
tf.cast(self.delay, tf.float32),
with_max_min=True)
# Define reward from tour length & delay
self.reward = tf.cast(self.distances,
tf.float32) + self.beta * tf.sqrt(
tf.cast(self.delay, tf.float32))
variable_summaries('reward', self.reward, with_max_min=True)
def build_optim(self):
# Update moving_mean and moving_variance for batch normalization layers
update_ops = tf.get_collection(tf.GraphKeys.UPDATE_OPS)
with tf.control_dependencies(update_ops):
with tf.name_scope('reinforce'):
# Actor learning rate
self.lr1 = tf.train.exponential_decay(self.lr1_start,
self.global_step,
self.lr1_decay_step,
self.lr1_decay_rate,
staircase=False,
name="learning_rate1")
# Optimizer
self.opt1 = tf.train.AdamOptimizer(learning_rate=self.lr1,
beta1=0.9,
beta2=0.99,
epsilon=0.0000001)
# Discounted reward
self.reward_baseline = tf.stop_gradient(
self.reward - self.critic.predictions) # [Batch size, 1]
variable_summaries('reward_baseline',
self.reward_baseline,
with_max_min=True)
# Loss
self.loss1 = tf.reduce_mean(
self.reward_baseline * self.log_softmax, 0)
tf.summary.scalar('loss1', self.loss1)
# Minimize step
gvs = self.opt1.compute_gradients(self.loss1)
capped_gvs = [(tf.clip_by_norm(grad, 1.), var)
for grad, var in gvs
if grad is not None] # L2 clip
self.train_step1 = self.opt1.apply_gradients(
capped_gvs, global_step=self.global_step)
with tf.name_scope('state_value'):
# Critic learning rate
self.lr2 = tf.train.exponential_decay(self.lr2_start,
self.global_step2,
self.lr2_decay_step,
self.lr2_decay_rate,
staircase=False,
name="learning_rate1")
# Optimizer
self.opt2 = tf.train.AdamOptimizer(learning_rate=self.lr2,
beta1=0.9,
beta2=0.99,
epsilon=0.0000001)
# Loss
self.loss2 = tf.losses.mean_squared_error(
self.reward, self.critic.predictions, weights=1.0)
tf.summary.scalar('loss2', self.loss1)
# Minimize step
gvs2 = self.opt2.compute_gradients(self.loss2)
capped_gvs2 = [(tf.clip_by_norm(grad, 1.), var)
for grad, var in gvs2
if grad is not None] # L2 clip
self.train_step2 = self.opt1.apply_gradients(
capped_gvs2, global_step=self.global_step2)