ray/rllib/utils/sgd.py

132 lines
4.4 KiB
Python

"""Utils for minibatch SGD across multiple RLlib policies."""
import numpy as np
import logging
from collections import defaultdict
import random
from ray.rllib.evaluation.metrics import LEARNER_STATS_KEY
from ray.rllib.policy.sample_batch import DEFAULT_POLICY_ID, SampleBatch, \
MultiAgentBatch
logger = logging.getLogger(__name__)
def averaged(kv, axis=None):
"""Average the value lists of a dictionary.
For non-scalar values, we simply pick the first value.
Args:
kv (dict): dictionary with values that are lists of floats.
Returns:
dictionary with single averaged float as values.
"""
out = {}
for k, v in kv.items():
if v[0] is not None and not isinstance(v[0], dict):
out[k] = np.mean(v, axis=axis)
else:
out[k] = v[0]
return out
def standardized(array):
"""Normalize the values in an array.
Args:
array (np.ndarray): Array of values to normalize.
Returns:
array with zero mean and unit standard deviation.
"""
return (array - array.mean()) / max(1e-4, array.std())
def minibatches(samples, sgd_minibatch_size, shuffle=True):
"""Return a generator yielding minibatches from a sample batch.
Args:
samples (SampleBatch): batch of samples to split up.
sgd_minibatch_size (int): size of minibatches to return.
Returns:
generator that returns mini-SampleBatches of size sgd_minibatch_size.
"""
if not sgd_minibatch_size:
yield samples
return
if isinstance(samples, MultiAgentBatch):
raise NotImplementedError(
"Minibatching not implemented for multi-agent in simple mode")
if "state_in_0" not in samples and "state_out_0" not in samples:
samples.shuffle()
all_slices = samples._get_slice_indices(sgd_minibatch_size)
data_slices, state_slices = all_slices
if len(state_slices) == 0:
if shuffle:
random.shuffle(data_slices)
for i, j in data_slices:
yield samples.slice(i, j)
else:
all_slices = list(zip(data_slices, state_slices))
if shuffle:
# Make sure to shuffle data and states while linked together.
random.shuffle(all_slices)
for (i, j), (si, sj) in all_slices:
yield samples.slice(i, j, si, sj)
def do_minibatch_sgd(samples, policies, local_worker, num_sgd_iter,
sgd_minibatch_size, standardize_fields):
"""Execute minibatch SGD.
Args:
samples (SampleBatch): Batch of samples to optimize.
policies (dict): Dictionary of policies to optimize.
local_worker (RolloutWorker): Master rollout worker instance.
num_sgd_iter (int): Number of epochs of optimization to take.
sgd_minibatch_size (int): Size of minibatches to use for optimization.
standardize_fields (list): List of sample field names that should be
normalized prior to optimization.
Returns:
averaged info fetches over the last SGD epoch taken.
"""
if isinstance(samples, SampleBatch):
samples = MultiAgentBatch({DEFAULT_POLICY_ID: samples}, samples.count)
fetches = defaultdict(dict)
for policy_id in policies.keys():
if policy_id not in samples.policy_batches:
continue
batch = samples.policy_batches[policy_id]
for field in standardize_fields:
batch[field] = standardized(batch[field])
learner_stats = defaultdict(list)
model_stats = defaultdict(list)
custom_callbacks_stats = defaultdict(list)
for i in range(num_sgd_iter):
for minibatch in minibatches(batch, sgd_minibatch_size):
batch_fetches = (local_worker.learn_on_batch(
MultiAgentBatch({
policy_id: minibatch
}, minibatch.count)))[policy_id]
for k, v in batch_fetches.get(LEARNER_STATS_KEY, {}).items():
learner_stats[k].append(v)
for k, v in batch_fetches.get("model", {}).items():
model_stats[k].append(v)
for k, v in batch_fetches.get("custom_metrics", {}).items():
custom_callbacks_stats[k].append(v)
fetches[policy_id][LEARNER_STATS_KEY] = averaged(learner_stats)
fetches[policy_id]["model"] = averaged(model_stats)
fetches[policy_id]["custom_metrics"] = averaged(custom_callbacks_stats)
return fetches