示例#1
0
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)
示例#2
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 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)
示例#3
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 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)])
示例#4
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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
示例#5
0
 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)
示例#6
0
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()
示例#7
0
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()