https://github.com/Microsoft/CNTK
Tip revision: c591f467fbe1365f1558b3445d6d03d751d68690 authored by sheng zhao on 24 March 2018, 07:58:23 UTC
update for openblas on linux
update for openblas on linux
Tip revision: c591f46
DeepQNeuralNetwork.py
# Copyright (c) Microsoft. All rights reserved.
# Licensed under the MIT license. See LICENSE.md file in the project root
# for full license information.
# ==============================================================================
from argparse import ArgumentParser
import gym
import numpy as np
from cntk.core import Value
from cntk.initializer import he_uniform
from cntk.layers import Sequential, Convolution2D, Dense, default_options
from cntk.layers.typing import Signature, Tensor
from cntk.learners import adam, learning_parameter_schedule, momentum_schedule
from cntk.logging import TensorBoardProgressWriter
from cntk.ops import abs, argmax, element_select, less, relu, reduce_max, reduce_sum, square
from cntk.ops.functions import CloneMethod, Function
from cntk.train import Trainer
class ReplayMemory(object):
"""
ReplayMemory keeps track of the environment dynamic.
We store all the transitions (s(t), action, s(t+1), reward, done).
The replay memory allows us to efficiently sample minibatches from it, and generate the correct state representation
(w.r.t the number of previous frames needed).
"""
def __init__(self, size, sample_shape, history_length=4):
self._pos = 0
self._count = 0
self._max_size = size
self._history_length = max(1, history_length)
self._state_shape = sample_shape
self._states = np.zeros((size,) + sample_shape, dtype=np.float32)
self._actions = np.zeros(size, dtype=np.uint8)
self._rewards = np.zeros(size, dtype=np.float32)
self._terminals = np.zeros(size, dtype=np.float32)
def __len__(self):
""" Returns the number of items currently present in the memory
Returns: Int >= 0
"""
return self._count
def append(self, state, action, reward, done):
""" Appends the specified transition to the memory.
Attributes:
state (Tensor[sample_shape]): The state to append
action (int): An integer representing the action done
reward (float): An integer representing the reward received for doing this action
done (bool): A boolean specifying if this state is a terminal (episode has finished)
"""
assert state.shape == self._state_shape, \
'Invalid state shape (required: %s, got: %s)' % (self._state_shape, state.shape)
self._states[self._pos] = state
self._actions[self._pos] = action
self._rewards[self._pos] = reward
self._terminals[self._pos] = done
self._count = max(self._count, self._pos + 1)
self._pos = (self._pos + 1) % self._max_size
def sample(self, size):
""" Generate size random integers mapping indices in the memory.
The returned indices can be retrieved using #get_state().
See the method #minibatch() if you want to retrieve samples directly.
Attributes:
size (int): The minibatch size
Returns:
Indexes of the sampled states ([int])
"""
# Local variable access is faster in loops
count, pos, history_len, terminals = self._count - 1, self._pos, \
self._history_length, self._terminals
indexes = []
while len(indexes) < size:
index = np.random.randint(history_len, count)
if index not in indexes:
# if not wrapping over current pointer,
# then check if there is terminal state wrapped inside
if not (index >= pos > index - history_len):
if not terminals[(index - history_len):index].any():
indexes.append(index)
return indexes
def minibatch(self, size):
""" Generate a minibatch with the number of samples specified by the size parameter.
Attributes:
size (int): Minibatch size
Returns:
tuple: Tensor[minibatch_size, input_shape...], [int], [float], [bool]
"""
indexes = self.sample(size)
pre_states = np.array([self.get_state(index) for index in indexes], dtype=np.float32)
post_states = np.array([self.get_state(index + 1) for index in indexes], dtype=np.float32)
actions = self._actions[indexes]
rewards = self._rewards[indexes]
dones = self._terminals[indexes]
return pre_states, actions, post_states, rewards, dones
def get_state(self, index):
"""
Return the specified state with the replay memory. A state consists of
the last `history_length` perceptions.
Attributes:
index (int): State's index
Returns:
State at specified index (Tensor[history_length, input_shape...])
"""
if self._count == 0:
raise IndexError('Empty Memory')
index %= self._count
history_length = self._history_length
# If index > history_length, take from a slice
if index >= history_length:
return self._states[(index - (history_length - 1)):index + 1, ...]
else:
indexes = np.arange(index - history_length + 1, index + 1)
return self._states.take(indexes, mode='wrap', axis=0)
class History(object):
"""
Accumulator keeping track of the N previous frames to be used by the agent
for evaluation
"""
def __init__(self, shape):
self._buffer = np.zeros(shape, dtype=np.float32)
@property
def value(self):
""" Underlying buffer with N previous states stacked along first axis
Returns:
Tensor[shape]
"""
return self._buffer
def append(self, state):
""" Append state to the history
Attributes:
state (Tensor) : The state to append to the memory
"""
self._buffer[:-1] = self._buffer[1:]
self._buffer[-1] = state
def reset(self):
""" Reset the memory. Underlying buffer set all indexes to 0
"""
self._buffer.fill(0)
class LinearEpsilonAnnealingExplorer(object):
"""
Exploration policy using Linear Epsilon Greedy
Attributes:
start (float): start value
end (float): end value
steps (int): number of steps between start and end
"""
def __init__(self, start, end, steps):
self._start = start
self._stop = end
self._steps = steps
self._step_size = (end - start) / steps
def __call__(self, num_actions):
"""
Select a random action out of `num_actions` possibilities.
Attributes:
num_actions (int): Number of actions available
"""
return np.random.choice(num_actions)
def _epsilon(self, step):
""" Compute the epsilon parameter according to the specified step
Attributes:
step (int)
"""
if step < 0:
return self._start
elif step > self._steps:
return self._stop
else:
return self._step_size * step + self._start
def is_exploring(self, step):
""" Commodity method indicating if the agent should explore
Attributes:
step (int) : Current step
Returns:
bool : True if exploring, False otherwise
"""
return np.random.rand() < self._epsilon(step)
def huber_loss(y, y_hat, delta):
""" Compute the Huber Loss as part of the model graph
Huber Loss is more robust to outliers. It is defined as:
if |y - y_hat| < delta :
0.5 * (y - y_hat)**2
else :
delta * |y - y_hat| - 0.5 * delta**2
Attributes:
y (Tensor[-1, 1]): Target value
y_hat(Tensor[-1, 1]): Estimated value
delta (float): Outliers threshold
Returns:
CNTK Graph Node
"""
half_delta_squared = 0.5 * delta * delta
error = y - y_hat
abs_error = abs(error)
less_than = 0.5 * square(error)
more_than = (delta * abs_error) - half_delta_squared
loss_per_sample = element_select(less(abs_error, delta), less_than, more_than)
return reduce_sum(loss_per_sample, name='loss')
class DeepQAgent(object):
"""
Implementation of Deep Q Neural Network agent like in:
Nature 518. "Human-level control through deep reinforcement learning" (Mnih & al. 2015)
"""
def __init__(self, input_shape, nb_actions,
gamma=0.99, explorer=LinearEpsilonAnnealingExplorer(1, 0.1, 1000000),
learning_rate=0.00025, momentum=0.95, minibatch_size=32,
memory_size=500000, train_after=200000, train_interval=4, target_update_interval=10000,
monitor=True):
self.input_shape = input_shape
self.nb_actions = nb_actions
self.gamma = gamma
self._train_after = train_after
self._train_interval = train_interval
self._target_update_interval = target_update_interval
self._explorer = explorer
self._minibatch_size = minibatch_size
self._history = History(input_shape)
self._memory = ReplayMemory(memory_size, input_shape[1:], 4)
self._num_actions_taken = 0
# Metrics accumulator
self._episode_rewards, self._episode_q_means, self._episode_q_stddev = [], [], []
# Action Value model (used by agent to interact with the environment)
with default_options(activation=relu, init=he_uniform()):
self._action_value_net = Sequential([
Convolution2D((8, 8), 16, strides=4),
Convolution2D((4, 4), 32, strides=2),
Convolution2D((3, 3), 32, strides=1),
Dense(256, init=he_uniform(scale=0.01)),
Dense(nb_actions, activation=None, init=he_uniform(scale=0.01))
])
self._action_value_net.update_signature(Tensor[input_shape])
# Target model used to compute the target Q-values in training, updated
# less frequently for increased stability.
self._target_net = self._action_value_net.clone(CloneMethod.freeze)
# Function computing Q-values targets as part of the computation graph
@Function
@Signature(post_states=Tensor[input_shape], rewards=Tensor[()], terminals=Tensor[()])
def compute_q_targets(post_states, rewards, terminals):
return element_select(
terminals,
rewards,
gamma * reduce_max(self._target_net(post_states), axis=0) + rewards,
)
# Define the loss, using Huber Loss (more robust to outliers)
@Function
@Signature(pre_states=Tensor[input_shape], actions=Tensor[nb_actions],
post_states=Tensor[input_shape], rewards=Tensor[()], terminals=Tensor[()])
def criterion(pre_states, actions, post_states, rewards, terminals):
# Compute the q_targets
q_targets = compute_q_targets(post_states, rewards, terminals)
# actions is a 1-hot encoding of the action done by the agent
q_acted = reduce_sum(self._action_value_net(pre_states) * actions, axis=0)
# Define training criterion as the Huber Loss function
return huber_loss(q_targets, q_acted, 1.0)
# Adam based SGD
lr_schedule = learning_parameter_schedule(learning_rate)
m_schedule = momentum_schedule(momentum)
vm_schedule = momentum_schedule(0.999)
l_sgd = adam(self._action_value_net.parameters, lr_schedule,
momentum=m_schedule, variance_momentum=vm_schedule)
self._metrics_writer = TensorBoardProgressWriter(freq=1, log_dir='metrics', model=criterion) if monitor else None
self._learner = l_sgd
self._trainer = Trainer(criterion, (criterion, None), l_sgd, self._metrics_writer)
def act(self, state):
""" This allows the agent to select the next action to perform in regard of the current state of the environment.
It follows the terminology used in the Nature paper.
Attributes:
state (Tensor[input_shape]): The current environment state
Returns: Int >= 0 : Next action to do
"""
# Append the state to the short term memory (ie. History)
self._history.append(state)
# If policy requires agent to explore, sample random action
if self._explorer.is_exploring(self._num_actions_taken):
action = self._explorer(self.nb_actions)
else:
# Use the network to output the best action
env_with_history = self._history.value
q_values = self._action_value_net.eval(
# Append batch axis with only one sample to evaluate
env_with_history.reshape((1,) + env_with_history.shape)
)
self._episode_q_means.append(np.mean(q_values))
self._episode_q_stddev.append(np.std(q_values))
# Return the value maximizing the expected reward
action = q_values.argmax()
# Keep track of interval action counter
self._num_actions_taken += 1
return action
def observe(self, old_state, action, reward, done):
""" This allows the agent to observe the output of doing the action it selected through act() on the old_state
Attributes:
old_state (Tensor[input_shape]): Previous environment state
action (int): Action done by the agent
reward (float): Reward for doing this action in the old_state environment
done (bool): Indicate if the action has terminated the environment
"""
self._episode_rewards.append(reward)
# If done, reset short term memory (ie. History)
if done:
# Plot the metrics through Tensorboard and reset buffers
if self._metrics_writer is not None:
self._plot_metrics()
self._episode_rewards, self._episode_q_means, self._episode_q_stddev = [], [], []
# Reset the short term memory
self._history.reset()
# Append to long term memory
self._memory.append(old_state, action, reward, done)
def train(self):
""" This allows the agent to train itself to better understand the environment dynamics.
The agent will compute the expected reward for the state(t+1)
and update the expected reward at step t according to this.
The target expectation is computed through the Target Network, which is a more stable version
of the Action Value Network for increasing training stability.
The Target Network is a frozen copy of the Action Value Network updated as regular intervals.
"""
agent_step = self._num_actions_taken
if agent_step >= self._train_after:
if (agent_step % self._train_interval) == 0:
pre_states, actions, post_states, rewards, terminals = self._memory.minibatch(self._minibatch_size)
self._trainer.train_minibatch(
self._trainer.loss_function.argument_map(
pre_states=pre_states,
actions=Value.one_hot(actions.reshape(-1, 1).tolist(), self.nb_actions),
post_states=post_states,
rewards=rewards,
terminals=terminals
)
)
# Update the Target Network if needed
if (agent_step % self._target_update_interval) == 0:
self._target_net = self._action_value_net.clone(CloneMethod.freeze)
def _plot_metrics(self):
"""Plot current buffers accumulated values to visualize agent learning
"""
if len(self._episode_q_means) > 0:
mean_q = np.asscalar(np.mean(self._episode_q_means))
self._metrics_writer.write_value('Mean Q per ep.', mean_q, self._num_actions_taken)
if len(self._episode_q_stddev) > 0:
std_q = np.asscalar(np.mean(self._episode_q_stddev))
self._metrics_writer.write_value('Mean Std Q per ep.', std_q, self._num_actions_taken)
self._metrics_writer.write_value('Sum rewards per ep.', sum(self._episode_rewards), self._num_actions_taken)
def as_ale_input(environment):
"""Convert the Atari environment RGB output (210, 160, 3) to an ALE one (84, 84).
We first convert the image to a gray scale image, and resize it.
Attributes:
environment (Tensor[input_shape]): Environment to be converted
Returns:
Tensor[84, 84] : Environment converted
"""
from PIL import Image
return np.array(Image.fromarray(environment).convert('L').resize((84, 84)))
if __name__ == '__main__':
parser = ArgumentParser()
parser.add_argument('-e', '--epoch', default=100, type=int, help='Number of epochs to run (epoch = 250k actions')
parser.add_argument('-p', '--plot', action='store_true', default=False, help='Flag for enabling Tensorboard')
parser.add_argument('env', default='Pong-v3', type=str, metavar='N', nargs='?', help='Gym Atari environment to run')
args = parser.parse_args()
# 1. Make environment:
env = gym.make(args.env)
# 2. Make agent
agent = DeepQAgent((4, 84, 84), env.action_space.n, monitor=args.plot)
# Train
current_step = 0
max_steps = args.epoch * 250000
current_state = as_ale_input(env.reset())
while current_step < max_steps:
action = agent.act(current_state)
new_state, reward, done, _ = env.step(action)
new_state = as_ale_input(new_state)
# Clipping reward for training stability
reward = np.clip(reward, -1, 1)
agent.observe(current_state, action, reward, done)
agent.train()
current_state = new_state
if done:
current_state = as_ale_input(env.reset())
current_step += 1