GPOMDP_SVRG_WV_ada_bv_fr.py

from rllab.envs.box2d.cartpole_env import CartpoleEnv
from rllab.policies.gaussian_mlp_policy import GaussianMLPPolicy
from rllab.envs.normalized_env import normalize
import numpy as np
import theano
import theano.tensor as TT
from rllab.sampler import parallel_sampler
from lasagne.updates import sgd
import matplotlib.pyplot as plt
from rllab.envs.gym_env import GymEnv
import pandas as pd

def unpack(i_g):
	i_g_arr = [np.array(x) for x in i_g]
	res = i_g_arr[0].reshape(i_g_arr[0].shape[0]*i_g_arr[0].shape[1])
	res = np.concatenate((res,i_g_arr[1]))
	res = np.concatenate((res,i_g_arr[2][0]))
	res = np.concatenate((res,i_g_arr[3]))
	return res


def compute_snap_batch(observations,actions,d_rewards,n_traj,n_part):
	n=n_traj
	i=0
	svrg_snap=list()
	while(n-np.int(n_traj/n_part)>=0):
		n=n-np.int(n_traj/n_part)
		s_g = f_train(observations[i], actions[i], d_rewards[i])
		for s in range(i+1,i+np.int(n_traj/n_part)):
			s_g = [sum(x) for x in zip(s_g,f_train(observations[s], actions[s], d_rewards[s]))]
		s_g = [x/np.int(n_traj/n_part) for x in s_g]
		i += np.int(n_traj/n_part)
		svrg_snap.append(unpack(s_g))
	return svrg_snap

def estimate_variance(observations,actions,d_rewards,snap_grads,n_traj,n_traj_s,n_part,M,N):
	n=n_traj
	i=0
	svrg=list()
	j=0
	while(n-np.int(n_traj/n_part)>=0):
		n=n-np.int(n_traj/n_part)
		iw = f_importance_weights(observations[i],actions[i])
		x = unpack(f_train_SVRG_4v(observations[i],actions[i],d_rewards[i],iw))*np.sqrt(np.int(n_traj/n_part)/M)
		g = snap_grads[j]*np.sqrt(np.int(n_traj_s/n_part)/N)+x
		for s in range(i+1,i+np.int(n_traj/n_part)):
			iw = f_importance_weights(observations[s],actions[s])
			g_prov=unpack(f_train_SVRG_4v(observations[s],actions[s],d_rewards[s],iw))*np.sqrt(np.int(n_traj/n_part)/M)
			g+=snap_grads[j]*np.sqrt(np.int((n_traj_s)/n_part)/N) + g_prov
		g=g/n_traj*n_part
		i+=np.int(n_traj/n_part)
		j+=1
		svrg.append(g)
	return (np.diag(np.cov(np.matrix(svrg),rowvar=False)).sum())

	
	
load_policy=True
# normalize() makes sure that the actions for the environment lies
# within the range [-1, 1] (only works for environments with continuous actions)
env = normalize(CartpoleEnv())
#env = GymEnv("InvertedPendulum-v1")
# Initialize a neural network policy with a single hidden layer of 8 hidden units
policy = GaussianMLPPolicy(env.spec, hidden_sizes=(8,),learn_std=False)
snap_policy = GaussianMLPPolicy(env.spec, hidden_sizes=(8,),learn_std=False)
back_up_policy = GaussianMLPPolicy(env.spec, hidden_sizes=(8,),learn_std=False)
parallel_sampler.populate_task(env, snap_policy)

# policy.distribution returns a distribution object under rllab.distributions. It contains many utilities for computing
# distribution-related quantities, given the computed dist_info_vars. Below we use dist.log_likelihood_sym to compute
# the symbolic log-likelihood. For this example, the corresponding distribution is an instance of the class
# rllab.distributions.DiagonalGaussian
dist = policy.distribution
snap_dist = snap_policy.distribution
# We will collect 100 trajectories per iteration
N = 100
# Each trajectory will have at most 100 time steps
T = 100
#We will collect M secondary trajectories
M = 10
#Number of sub-iterations
#m_itr = 100
# Number of iterations
#n_itr = np.int(10000/(m_itr*M+N))
# Set the discount factor for the problem
discount = 0.99
# Learning rate for the gradient update
learning_rate = 0.00005
#perc estimate
perc_est = 0.6
#tot trajectories
s_tot = 10000

partition = 3


porz = np.int(perc_est*N)

observations_var = env.observation_space.new_tensor_variable(
	'observations',
	# It should have 1 extra dimension since we want to represent a list of observations
	extra_dims=1
)
actions_var = env.action_space.new_tensor_variable(
	'actions',
	extra_dims=1
)
d_rewards_var = TT.vector('d_rewards')
importance_weights_var = TT.vector('importance_weight')

# policy.dist_info_sym returns a dictionary, whose values are symbolic expressions for quantities related to the
# distribution of the actions. For a Gaussian policy, it contains the mean and (log) standard deviation.
dist_info_vars = policy.dist_info_sym(observations_var)
snap_dist_info_vars = snap_policy.dist_info_sym(observations_var)

surr = TT.sum(- dist.log_likelihood_sym_1traj_GPOMDP(actions_var, dist_info_vars) * d_rewards_var)

params = policy.get_params(trainable=True)
snap_params = snap_policy.get_params(trainable=True)

importance_weights = dist.likelihood_ratio_sym_1traj_GPOMDP(actions_var,snap_dist_info_vars,dist_info_vars)

grad = theano.grad(surr, params)

eval_grad1 = TT.matrix('eval_grad0',dtype=grad[0].dtype)
eval_grad2 = TT.vector('eval_grad1',dtype=grad[1].dtype)
eval_grad3 = TT.col('eval_grad3',dtype=grad[2].dtype)
eval_grad4 = TT.vector('eval_grad4',dtype=grad[3].dtype)


surr_on1 = TT.sum(- dist.log_likelihood_sym_1traj_GPOMDP(actions_var,dist_info_vars)*d_rewards_var*importance_weights_var)
surr_on2 = TT.sum(snap_dist.log_likelihood_sym_1traj_GPOMDP(actions_var,snap_dist_info_vars)*d_rewards_var)
grad_SVRG =[sum(x) for x in zip([eval_grad1, eval_grad2, eval_grad3, eval_grad4], theano.grad(surr_on1,params),theano.grad(surr_on2,snap_params))]
grad_SVRG_4v = [sum(x) for x in zip(theano.grad(surr_on1,params),theano.grad(surr_on2,snap_params))]
grad_var = theano.grad(surr_on1,params)

f_train = theano.function(
	inputs = [observations_var, actions_var, d_rewards_var],
	outputs = grad
)

f_update = theano.function(
	inputs = [eval_grad1, eval_grad2, eval_grad3, eval_grad4],
	outputs = None,
	updates = sgd([eval_grad1, eval_grad2, eval_grad3, eval_grad4], params, learning_rate=learning_rate)
)
f_importance_weights = theano.function(
	inputs = [observations_var, actions_var],
	outputs = importance_weights
)



f_update_SVRG = theano.function(
	inputs = [eval_grad1, eval_grad2, eval_grad3, eval_grad4],
	outputs = None,
	updates = sgd([eval_grad1, eval_grad2, eval_grad3, eval_grad4], params, learning_rate=learning_rate)
)



f_train_SVRG = theano.function(
	inputs=[observations_var, actions_var, d_rewards_var, eval_grad1, eval_grad2, eval_grad3, eval_grad4,importance_weights_var],
	outputs=grad_SVRG,
)



f_train_SVRG_4v = theano.function(
	inputs=[observations_var, actions_var, d_rewards_var,importance_weights_var],
	outputs=grad_SVRG_4v,
)



var_SVRG = theano.function(
	inputs=[observations_var, actions_var, d_rewards_var, importance_weights_var],
	outputs=grad_var,
)



alla = {}
variance_svrg_data={}
variance_sgd_data={}
importance_weights_data={}
rewards_snapshot_data={}
rewards_subiter_data={}
n_sub_iter_data={}

for k in range(10):
	if (load_policy):
		snap_policy.set_param_values(np.loadtxt('policy_novar.txt'), trainable=True)
		policy.set_param_values(np.loadtxt('policy_novar.txt'), trainable=True)
	avg_return = list()
	n_sub_iter=[]
	rewards_sub_iter=[]
	rewards_snapshot=[]
	importance_weights=[]
	variance_svrg = []
	variance_sgd = []

	#np.savetxt("policy_novar.txt",snap_policy.get_param_values(trainable=True))
	j=0
	while j<s_tot-N:
		paths = parallel_sampler.sample_paths_on_trajectories(snap_policy.get_param_values(),N,T,show_bar=False)
		#baseline.fit(paths)
		j+=N
		observations = [p["observations"] for p in paths]
		actions = [p["actions"] for p in paths]
		d_rewards = [p["rewards"] for p in paths]
		temp = list()
		for x in d_rewards:
			z=list()
			t=1
			for y in x:
				z.append(y*t)
				t*=discount
			temp.append(np.array(z))
		d_rewards=temp
		s_g = f_train(observations[0], actions[0], d_rewards[0])
		s_g_fv = [unpack(s_g)]
		for ob,ac,rw in zip(observations[1:],actions[1:],d_rewards[1:]):
			i_g = f_train(ob, ac, rw)
			s_g_fv.append(unpack(i_g))
			s_g = [sum(x) for x in zip(s_g,i_g)]
		s_g = [x/len(paths) for x in s_g]
		
		b=compute_snap_batch(observations[0:porz],actions[0:porz],d_rewards[0:porz],porz,partition)
		f_update(s_g[0],s_g[1],s_g[2],s_g[3])
		rewards_snapshot.append(np.array([sum(p["rewards"]) for p in paths])) 
		avg_return.append(np.mean([sum(p["rewards"]) for p in paths]))

		var_sgd = np.cov(np.matrix(b),rowvar=False)
		var_batch = (var_sgd)*(porz/partition)/M
		
		print(str(j-1)+' Average Return:', avg_return[-1])

		

		back_up_policy.set_param_values(policy.get_param_values(trainable=True), trainable=True) 
		n_sub = 0
		while j<s_tot-M:
			iw_var = f_importance_weights(observations[0],actions[0])
			s_g_is = var_SVRG(observations[0], actions[0], d_rewards[0],iw_var)
			s_g_fv_is = [unpack(s_g_is)]
			for ob,ac,rw in zip(observations[1:],actions[1:],d_rewards[1:]):
				iw_var = f_importance_weights(ob, ac)
				s_g_is = var_SVRG(ob, ac, rw,iw_var)
				s_g_fv_is.append(unpack(s_g_is))
			var_svrg = (estimate_variance(observations[porz:],actions[porz:],d_rewards[porz:],b,N-porz,porz,partition,M,N))
			var_dif = var_svrg-(np.diag(var_batch).sum())
			#eigval = np.real(np.linalg.eig(var_dif)[0])
			if (var_dif>0 or np.mean(iw_var)<0.6):
				policy.set_param_values(back_up_policy.get_param_values(trainable=True), trainable=True)
				break
			variance_svrg.append(var_svrg)
			variance_sgd.append((np.diag(var_batch).sum()))

			#print(np.sum(eigval))
			j += M
			n_sub+=1
			sub_paths = parallel_sampler.sample_paths_on_trajectories(snap_policy.get_param_values(),M,T,show_bar=False)
			#baseline.fit(paths)
			sub_observations=[p["observations"] for p in sub_paths]
			sub_actions = [p["actions"] for p in sub_paths]
			sub_d_rewards = [p["rewards"] for p in sub_paths]
			temp = list()
			for x in sub_d_rewards:
				z=list()
				t=1
				for y in x:
					z.append(y*t)
					t*=discount
				temp.append(np.array(z))
			sub_d_rewards = temp
			iw = f_importance_weights(sub_observations[0],sub_actions[0])
			importance_weights.append(np.mean(iw))
			back_up_policy.set_param_values(policy.get_param_values(trainable=True), trainable=True) 
			
			g = f_train_SVRG(sub_observations[0],sub_actions[0],sub_d_rewards[0],s_g[0],s_g[1],s_g[2],s_g[3],iw)
			for ob,ac,rw in zip(sub_observations[1:],sub_actions[1:],sub_d_rewards[1:]):
				iw = f_importance_weights(ob,ac)
				importance_weights.append(np.mean(iw))
				g = [sum(x) for x in zip(g,f_train_SVRG(ob,ac,rw,s_g[0],s_g[1],s_g[2],s_g[3],iw))]
			g = [x/len(sub_paths) for x in g]
			f_update(g[0],g[1],g[2],g[3])

			p=snap_policy.get_param_values(trainable=True)
			s_p = parallel_sampler.sample_paths_on_trajectories(policy.get_param_values(),10,T,show_bar=False)
			snap_policy.set_param_values(p,trainable=True)
			rewards_sub_iter.append(np.array([sum(p["rewards"]) for p in s_p]))
			avg_return.append(np.mean([sum(p["rewards"]) for p in s_p]))
			#print(str(j)+' Average Return:', avg_return[j])
		n_sub_iter.append(n_sub)
		snap_policy.set_param_values(policy.get_param_values(trainable=True), trainable=True)    
		
	
	rewards_subiter_data["rewardsSubIter"+str(k)]=rewards_sub_iter
	rewards_snapshot_data["rewardsSnapshot"+str(k)]= rewards_snapshot
	n_sub_iter_data["nSubIter"+str(k)]= n_sub_iter
	variance_sgd_data["variancceSgd"+str(k)] = variance_sgd
	variance_svrg_data["varianceSvrg"+str(k)]=variance_svrg
	importance_weights_data["importanceWeights"+str(k)] = importance_weights

	avg_return=np.array(avg_return)
	#plt.plot(avg_return)
	#plt.show()
	alla["avgReturn"+str(k)]=avg_return
alla = pd.DataFrame(dict([ (k,pd.Series(v)) for k,v in alla.items() ]))
rewards_subiter_data = pd.DataFrame(dict([ (k,pd.Series(v)) for k,v in rewards_subiter_data.items() ]))
rewards_snapshot_data = pd.DataFrame(dict([ (k,pd.Series(v)) for k,v in rewards_snapshot_data.items() ]))
n_sub_iter_data = pd.DataFrame(dict([ (k,pd.Series(v)) for k,v in n_sub_iter_data.items() ]))
variance_sgd_data = pd.DataFrame(dict([ (k,pd.Series(v)) for k,v in variance_sgd_data.items() ]))
variance_svrg_data = pd.DataFrame(dict([ (k,pd.Series(v)) for k,v in variance_svrg_data.items() ]))
importance_weights_data = pd.DataFrame(dict([ (k,pd.Series(v)) for k,v in importance_weights_data.items() ]))

rewards_subiter_data.to_csv("rewards_subiter.csv",index=False)
rewards_snapshot_data.to_csv("rewards_snapshot.csv",index=False)
n_sub_iter_data.to_csv("n_sub_iter.csv",index=False)
variance_sgd_data.to_csv("variance_sgd.csv",index=False)
variance_svrg_data.to_csv("variance_svrg.csv",index=False)
importance_weights_data.to_csv("importance_weights.csv",index=False)

alla.to_csv("GPOMDP_SVRG_adaptive_m06.csv",index=False)