def test_MpiAdam(): np.random.seed(0) tf.set_random_seed(0) a = tf.Variable(np.random.randn(3).astype('float32')) b = tf.Variable(np.random.randn(2, 5).astype('float32')) loss = tf.reduce_sum(tf.square(a)) + tf.reduce_sum(tf.sin(b)) stepsize = 1e-2 update_op = tf.train.AdamOptimizer(stepsize).minimize(loss) do_update = U.function([], loss, updates=[update_op]) tf.get_default_session().run(tf.global_variables_initializer()) for i in range(10): print(i, do_update()) tf.set_random_seed(0) tf.get_default_session().run(tf.global_variables_initializer()) var_list = [a, b] lossandgrad = U.function([], [loss, U.flatgrad(loss, var_list)], updates=[update_op]) adam = MpiAdam(var_list) for i in range(10): l, g = lossandgrad() adam.update(g, stepsize) print(i, l)
def setup_critic_optimizer(self): logger.info('setting up critic optimizer') normalized_critic_target_tf = tf.clip_by_value( normalize(self.critic_target, self.ret_rms), self.return_range[0], self.return_range[1]) self.critic_loss = tf.reduce_mean( tf.square(self.normalized_critic_tf - normalized_critic_target_tf)) if self.critic_l2_reg > 0.: critic_reg_vars = [ var for var in self.critic.trainable_vars if 'kernel' in var.name and 'output' not in var.name ] for var in critic_reg_vars: logger.info(' regularizing: {}'.format(var.name)) logger.info(' applying l2 regularization with {}'.format( self.critic_l2_reg)) critic_reg = tc.layers.apply_regularization( tc.layers.l2_regularizer(self.critic_l2_reg), weights_list=critic_reg_vars) self.critic_loss += critic_reg critic_shapes = [ var.get_shape().as_list() for var in self.critic.trainable_vars ] critic_nb_params = sum( [reduce(lambda x, y: x * y, shape) for shape in critic_shapes]) logger.info(' critic shapes: {}'.format(critic_shapes)) logger.info(' critic params: {}'.format(critic_nb_params)) self.critic_grads = U.flatgrad(self.critic_loss, self.critic.trainable_vars, clip_norm=self.clip_norm) self.critic_optimizer = MpiAdam(var_list=self.critic.trainable_vars, beta1=0.9, beta2=0.999, epsilon=1e-08)
def __init__(self, env, hidden_size, entcoeff=0.001, lr_rate=1e-3, scope="adversary"): self.scope = scope self.observation_shape = env.observation_space.shape self.actions_shape = env.action_space.shape self.input_shape = tuple([ o + a for o, a in zip(self.observation_shape, self.actions_shape) ]) self.num_actions = env.action_space.shape[0] self.hidden_size = hidden_size self.build_ph() # Build grpah generator_logits = self.build_graph(self.generator_obs_ph, self.generator_acs_ph, reuse=False) expert_logits = self.build_graph(self.expert_obs_ph, self.expert_acs_ph, reuse=True) # Build accuracy generator_acc = tf.reduce_mean( tf.to_float(tf.nn.sigmoid(generator_logits) < 0.5)) expert_acc = tf.reduce_mean( tf.to_float(tf.nn.sigmoid(expert_logits) > 0.5)) # Build regression loss # let x = logits, z = targets. # z * -log(sigmoid(x)) + (1 - z) * -log(1 - sigmoid(x)) generator_loss = tf.nn.sigmoid_cross_entropy_with_logits( logits=generator_logits, labels=tf.zeros_like(generator_logits)) generator_loss = tf.reduce_mean(generator_loss) expert_loss = tf.nn.sigmoid_cross_entropy_with_logits( logits=expert_logits, labels=tf.ones_like(expert_logits)) expert_loss = tf.reduce_mean(expert_loss) # Build entropy loss logits = tf.concat([generator_logits, expert_logits], 0) entropy = tf.reduce_mean(logit_bernoulli_entropy(logits)) entropy_loss = -entcoeff * entropy # Loss + Accuracy terms self.losses = [ generator_loss, expert_loss, entropy, entropy_loss, generator_acc, expert_acc ] self.loss_name = [ "generator_loss", "expert_loss", "entropy", "entropy_loss", "generator_acc", "expert_acc" ] self.total_loss = generator_loss + expert_loss + entropy_loss # Build Reward for policy self.reward_op = -tf.log(1 - tf.nn.sigmoid(generator_logits) + 1e-8) var_list = self.get_trainable_variables() self.lossandgrad = U.function([ self.generator_obs_ph, self.generator_acs_ph, self.expert_obs_ph, self.expert_acs_ph ], self.losses + [U.flatgrad(self.total_loss, var_list)])
def learn(env, policy_func, dataset, optim_batch_size=128, max_iters=1e4, adam_epsilon=1e-5, optim_stepsize=3e-4, ckpt_dir=None, log_dir=None, task_name=None, verbose=False): val_per_iter = int(max_iters / 10) ob_space = env.observation_space ac_space = env.action_space pi = policy_func("pi", ob_space, ac_space) # Construct network for new policy # placeholder ob = U.get_placeholder_cached(name="ob") ac = pi.pdtype.sample_placeholder([None]) stochastic = U.get_placeholder_cached(name="stochastic") loss = tf.reduce_mean(tf.square(ac - pi.ac)) var_list = pi.get_trainable_variables() adam = MpiAdam(var_list, epsilon=adam_epsilon) lossandgrad = U.function([ob, ac, stochastic], [loss] + [U.flatgrad(loss, var_list)]) U.initialize() adam.sync() logger.log("Pretraining with Behavior Cloning...") for iter_so_far in tqdm(range(int(max_iters))): ob_expert, ac_expert = dataset.get_next_batch(optim_batch_size, 'train') train_loss, g = lossandgrad(ob_expert, ac_expert, True) adam.update(g, optim_stepsize) if verbose and iter_so_far % val_per_iter == 0: ob_expert, ac_expert = dataset.get_next_batch(-1, 'val') val_loss, _ = lossandgrad(ob_expert, ac_expert, True) logger.log("Training loss: {}, Validation loss: {}".format( train_loss, val_loss)) if ckpt_dir is None: savedir_fname = tempfile.TemporaryDirectory().name else: savedir_fname = osp.join(ckpt_dir, task_name) U.save_state(savedir_fname, var_list=pi.get_variables()) return savedir_fname
def setup_actor_optimizer(self): logger.info('setting up actor optimizer') self.actor_loss = -tf.reduce_mean(self.critic_with_actor_tf) actor_shapes = [ var.get_shape().as_list() for var in self.actor.trainable_vars ] actor_nb_params = sum( [reduce(lambda x, y: x * y, shape) for shape in actor_shapes]) logger.info(' actor shapes: {}'.format(actor_shapes)) logger.info(' actor params: {}'.format(actor_nb_params)) self.actor_grads = U.flatgrad(self.actor_loss, self.actor.trainable_vars, clip_norm=self.clip_norm) self.actor_optimizer = MpiAdam(var_list=self.actor.trainable_vars, beta1=0.9, beta2=0.999, epsilon=1e-08)
def learn( env, policy_fn, *, timesteps_per_batch, # what to train on max_kl, cg_iters, gamma, lam, # advantage estimation entcoeff=0.0, cg_damping=1e-2, vf_stepsize=3e-4, vf_iters=3, max_timesteps=0, max_episodes=0, max_iters=0, # time constraint callback=None): nworkers = MPI.COMM_WORLD.Get_size() rank = MPI.COMM_WORLD.Get_rank() np.set_printoptions(precision=3) # Setup losses and stuff # ---------------------------------------- ob_space = env.observation_space ac_space = env.action_space pi = policy_fn("pi", ob_space, ac_space) oldpi = policy_fn("oldpi", ob_space, ac_space) atarg = tf.placeholder( dtype=tf.float32, shape=[None]) # Target advantage function (if applicable) ret = tf.placeholder(dtype=tf.float32, shape=[None]) # Empirical return ob = U.get_placeholder_cached(name="ob") ac = pi.pdtype.sample_placeholder([None]) kloldnew = oldpi.pd.kl(pi.pd) ent = pi.pd.entropy() meankl = tf.reduce_mean(kloldnew) meanent = tf.reduce_mean(ent) entbonus = entcoeff * meanent vferr = tf.reduce_mean(tf.square(pi.vpred - ret)) ratio = tf.exp(pi.pd.logp(ac) - oldpi.pd.logp(ac)) # advantage * pnew / pold surrgain = tf.reduce_mean(ratio * atarg) optimgain = surrgain + entbonus losses = [optimgain, meankl, entbonus, surrgain, meanent] loss_names = ["optimgain", "meankl", "entloss", "surrgain", "entropy"] dist = meankl all_var_list = pi.get_trainable_variables() var_list = [ v for v in all_var_list if v.name.split("/")[1].startswith("pol") ] vf_var_list = [ v for v in all_var_list if v.name.split("/")[1].startswith("vf") ] vfadam = MpiAdam(vf_var_list) get_flat = U.GetFlat(var_list) set_from_flat = U.SetFromFlat(var_list) klgrads = tf.gradients(dist, var_list) flat_tangent = tf.placeholder(dtype=tf.float32, shape=[None], name="flat_tan") shapes = [var.get_shape().as_list() for var in var_list] start = 0 tangents = [] for shape in shapes: sz = U.intprod(shape) tangents.append(tf.reshape(flat_tangent[start:start + sz], shape)) start += sz gvp = tf.add_n([ tf.reduce_sum(g * tangent) for (g, tangent) in zipsame(klgrads, tangents) ]) #pylint: disable=E1111 fvp = U.flatgrad(gvp, var_list) assign_old_eq_new = U.function( [], [], updates=[ tf.assign(oldv, newv) for (oldv, newv) in zipsame(oldpi.get_variables(), pi.get_variables()) ]) compute_losses = U.function([ob, ac, atarg], losses) compute_lossandgrad = U.function([ob, ac, atarg], losses + [U.flatgrad(optimgain, var_list)]) compute_fvp = U.function([flat_tangent, ob, ac, atarg], fvp) compute_vflossandgrad = U.function([ob, ret], U.flatgrad(vferr, vf_var_list)) @contextmanager def timed(msg): if rank == 0: print(colorize(msg, color='magenta')) tstart = time.time() yield print( colorize("done in %.3f seconds" % (time.time() - tstart), color='magenta')) else: yield def allmean(x): assert isinstance(x, np.ndarray) out = np.empty_like(x) MPI.COMM_WORLD.Allreduce(x, out, op=MPI.SUM) out /= nworkers return out U.initialize() th_init = get_flat() MPI.COMM_WORLD.Bcast(th_init, root=0) set_from_flat(th_init) vfadam.sync() print("Init param sum", th_init.sum(), flush=True) # Prepare for rollouts # ---------------------------------------- seg_gen = traj_segment_generator(pi, env, timesteps_per_batch, stochastic=True) episodes_so_far = 0 timesteps_so_far = 0 iters_so_far = 0 tstart = time.time() lenbuffer = deque(maxlen=40) # rolling buffer for episode lengths rewbuffer = deque(maxlen=40) # rolling buffer for episode rewards assert sum([max_iters > 0, max_timesteps > 0, max_episodes > 0]) == 1 while True: if callback: callback(locals(), globals()) if max_timesteps and timesteps_so_far >= max_timesteps: break elif max_episodes and episodes_so_far >= max_episodes: break elif max_iters and iters_so_far >= max_iters: break logger.log("********** Iteration %i ************" % iters_so_far) with timed("sampling"): seg = seg_gen.__next__() add_vtarg_and_adv(seg, gamma, lam) # ob, ac, atarg, ret, td1ret = map(np.concatenate, (obs, acs, atargs, rets, td1rets)) ob, ac, atarg, tdlamret = seg["ob"], seg["ac"], seg["adv"], seg[ "tdlamret"] vpredbefore = seg["vpred"] # predicted value function before udpate atarg = (atarg - atarg.mean() ) / atarg.std() # standardized advantage function estimate if hasattr(pi, "ret_rms"): pi.ret_rms.update(tdlamret) if hasattr(pi, "ob_rms"): pi.ob_rms.update(ob) # update running mean/std for policy args = seg["ob"], seg["ac"], atarg fvpargs = [arr[::5] for arr in args] def fisher_vector_product(p): return allmean(compute_fvp(p, *fvpargs)) + cg_damping * p assign_old_eq_new() # set old parameter values to new parameter values with timed("computegrad"): *lossbefore, g = compute_lossandgrad(*args) lossbefore = allmean(np.array(lossbefore)) g = allmean(g) if np.allclose(g, 0): logger.log("Got zero gradient. not updating") else: with timed("cg"): stepdir = cg(fisher_vector_product, g, cg_iters=cg_iters, verbose=rank == 0) assert np.isfinite(stepdir).all() shs = .5 * stepdir.dot(fisher_vector_product(stepdir)) lm = np.sqrt(shs / max_kl) # logger.log("lagrange multiplier:", lm, "gnorm:", np.linalg.norm(g)) fullstep = stepdir / lm expectedimprove = g.dot(fullstep) surrbefore = lossbefore[0] stepsize = 1.0 thbefore = get_flat() for _ in range(10): thnew = thbefore + fullstep * stepsize set_from_flat(thnew) meanlosses = surr, kl, *_ = allmean( np.array(compute_losses(*args))) improve = surr - surrbefore logger.log("Expected: %.3f Actual: %.3f" % (expectedimprove, improve)) if not np.isfinite(meanlosses).all(): logger.log("Got non-finite value of losses -- bad!") elif kl > max_kl * 1.5: logger.log("violated KL constraint. shrinking step.") elif improve < 0: logger.log("surrogate didn't improve. shrinking step.") else: logger.log("Stepsize OK!") break stepsize *= .5 else: logger.log("couldn't compute a good step") set_from_flat(thbefore) if nworkers > 1 and iters_so_far % 20 == 0: paramsums = MPI.COMM_WORLD.allgather( (thnew.sum(), vfadam.getflat().sum())) # list of tuples assert all( np.allclose(ps, paramsums[0]) for ps in paramsums[1:]) for (lossname, lossval) in zip(loss_names, meanlosses): logger.record_tabular(lossname, lossval) with timed("vf"): for _ in range(vf_iters): for (mbob, mbret) in dataset.iterbatches( (seg["ob"], seg["tdlamret"]), include_final_partial_batch=False, batch_size=64): g = allmean(compute_vflossandgrad(mbob, mbret)) vfadam.update(g, vf_stepsize) logger.record_tabular("ev_tdlam_before", explained_variance(vpredbefore, tdlamret)) lrlocal = (seg["ep_lens"], seg["ep_rets"]) # local values listoflrpairs = MPI.COMM_WORLD.allgather(lrlocal) # list of tuples lens, rews = map(flatten_lists, zip(*listoflrpairs)) lenbuffer.extend(lens) rewbuffer.extend(rews) logger.record_tabular("EpLenMean", np.mean(lenbuffer)) logger.record_tabular("EpRewMean", np.mean(rewbuffer)) logger.record_tabular("EpThisIter", len(lens)) episodes_so_far += len(lens) timesteps_so_far += sum(lens) iters_so_far += 1 logger.record_tabular("EpisodesSoFar", episodes_so_far) logger.record_tabular("TimestepsSoFar", timesteps_so_far) logger.record_tabular("TimeElapsed", time.time() - tstart) if rank == 0: logger.dump_tabular()
def learn( env, policy_fn, *, timesteps_per_actorbatch, # timesteps per actor per update clip_param, entcoeff, # clipping parameter epsilon, entropy coeff optim_epochs, optim_stepsize, optim_batchsize, # optimization hypers gamma, lam, # advantage estimation max_timesteps=0, max_episodes=0, max_iters=0, max_seconds=0, # time constraint callback=None, # you can do anything in the callback, since it takes locals(), globals() adam_epsilon=1e-5, schedule='constant' # annealing for stepsize parameters (epsilon and adam) ): # Setup losses and stuff # ---------------------------------------- ob_space = env.observation_space ac_space = env.action_space pi = policy_fn("pi", ob_space, ac_space) # Construct network for new policy oldpi = policy_fn("oldpi", ob_space, ac_space) # Network for old policy atarg = tf.placeholder( dtype=tf.float32, shape=[None]) # Target advantage function (if applicable) ret = tf.placeholder(dtype=tf.float32, shape=[None]) # Empirical return lrmult = tf.placeholder( name='lrmult', dtype=tf.float32, shape=[]) # learning rate multiplier, updated with schedule clip_param = clip_param * lrmult # Annealed cliping parameter epislon ob = U.get_placeholder_cached(name="ob") ac = pi.pdtype.sample_placeholder([None]) kloldnew = oldpi.pd.kl(pi.pd) ent = pi.pd.entropy() meankl = tf.reduce_mean(kloldnew) meanent = tf.reduce_mean(ent) pol_entpen = (-entcoeff) * meanent ratio = tf.exp(pi.pd.logp(ac) - oldpi.pd.logp(ac)) # pnew / pold surr1 = ratio * atarg # surrogate from conservative policy iteration surr2 = tf.clip_by_value(ratio, 1.0 - clip_param, 1.0 + clip_param) * atarg # pol_surr = -tf.reduce_mean(tf.minimum( surr1, surr2)) # PPO's pessimistic surrogate (L^CLIP) vf_loss = tf.reduce_mean(tf.square(pi.vpred - ret)) total_loss = pol_surr + pol_entpen + vf_loss losses = [pol_surr, pol_entpen, vf_loss, meankl, meanent] loss_names = ["pol_surr", "pol_entpen", "vf_loss", "kl", "ent"] var_list = pi.get_trainable_variables() lossandgrad = U.function([ob, ac, atarg, ret, lrmult], losses + [U.flatgrad(total_loss, var_list)]) adam = MpiAdam(var_list, epsilon=adam_epsilon) assign_old_eq_new = U.function( [], [], updates=[ tf.assign(oldv, newv) for (oldv, newv) in zipsame(oldpi.get_variables(), pi.get_variables()) ]) compute_losses = U.function([ob, ac, atarg, ret, lrmult], losses) U.initialize() adam.sync() # Prepare for rollouts # ---------------------------------------- seg_gen = traj_segment_generator(pi, env, timesteps_per_actorbatch, stochastic=True) episodes_so_far = 0 timesteps_so_far = 0 iters_so_far = 0 tstart = time.time() lenbuffer = deque(maxlen=100) # rolling buffer for episode lengths rewbuffer = deque(maxlen=100) # rolling buffer for episode rewards assert sum( [max_iters > 0, max_timesteps > 0, max_episodes > 0, max_seconds > 0]) == 1, "Only one time constraint permitted" while True: if callback: callback(locals(), globals()) if max_timesteps and timesteps_so_far >= max_timesteps: break elif max_episodes and episodes_so_far >= max_episodes: break elif max_iters and iters_so_far >= max_iters: break elif max_seconds and time.time() - tstart >= max_seconds: break if schedule == 'constant': cur_lrmult = 1.0 elif schedule == 'linear': cur_lrmult = max(1.0 - float(timesteps_so_far) / max_timesteps, 0) else: raise NotImplementedError logger.log("********** Iteration %i ************" % iters_so_far) seg = seg_gen.__next__() add_vtarg_and_adv(seg, gamma, lam) # ob, ac, atarg, ret, td1ret = map(np.concatenate, (obs, acs, atargs, rets, td1rets)) ob, ac, atarg, tdlamret = seg["ob"], seg["ac"], seg["adv"], seg[ "tdlamret"] vpredbefore = seg["vpred"] # predicted value function before udpate atarg = (atarg - atarg.mean() ) / atarg.std() # standardized advantage function estimate d = Dataset(dict(ob=ob, ac=ac, atarg=atarg, vtarg=tdlamret), shuffle=not pi.recurrent) optim_batchsize = optim_batchsize or ob.shape[0] if hasattr(pi, "ob_rms"): pi.ob_rms.update(ob) # update running mean/std for policy assign_old_eq_new() # set old parameter values to new parameter values logger.log("Optimizing...") logger.log(fmt_row(13, loss_names)) # Here we do a bunch of optimization epochs over the data for _ in range(optim_epochs): losses = [ ] # list of tuples, each of which gives the loss for a minibatch for batch in d.iterate_once(optim_batchsize): *newlosses, g = lossandgrad(batch["ob"], batch["ac"], batch["atarg"], batch["vtarg"], cur_lrmult) adam.update(g, optim_stepsize * cur_lrmult) losses.append(newlosses) logger.log(fmt_row(13, np.mean(losses, axis=0))) logger.log("Evaluating losses...") losses = [] for batch in d.iterate_once(optim_batchsize): newlosses = compute_losses(batch["ob"], batch["ac"], batch["atarg"], batch["vtarg"], cur_lrmult) losses.append(newlosses) meanlosses, _, _ = mpi_moments(losses, axis=0) logger.log(fmt_row(13, meanlosses)) for (lossval, name) in zipsame(meanlosses, loss_names): logger.record_tabular("loss_" + name, lossval) logger.record_tabular("ev_tdlam_before", explained_variance(vpredbefore, tdlamret)) lrlocal = (seg["ep_lens"], seg["ep_rets"]) # local values listoflrpairs = MPI.COMM_WORLD.allgather(lrlocal) # list of tuples lens, rews = map(flatten_lists, zip(*listoflrpairs)) lenbuffer.extend(lens) rewbuffer.extend(rews) logger.record_tabular("EpLenMean", np.mean(lenbuffer)) logger.record_tabular("EpRewMean", np.mean(rewbuffer)) logger.record_tabular("EpThisIter", len(lens)) episodes_so_far += len(lens) timesteps_so_far += sum(lens) iters_so_far += 1 logger.record_tabular("EpisodesSoFar", episodes_so_far) logger.record_tabular("TimestepsSoFar", timesteps_so_far) logger.record_tabular("TimeElapsed", time.time() - tstart) if MPI.COMM_WORLD.Get_rank() == 0: logger.dump_tabular()