improve ddpg
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67a4a70c09
commit
21fce27291
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@ -23,21 +23,21 @@ LOG = get_analysis_logger(__name__)
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class Actor(nn.Module):
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def __init__(self, n_states, n_actions):
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def __init__(self, n_states, n_actions, hidden_sizes):
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super(Actor, self).__init__()
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self.layers = nn.Sequential(
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nn.Linear(n_states, 128),
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nn.Linear(n_states, hidden_sizes[0]),
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nn.LeakyReLU(negative_slope=0.2),
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nn.BatchNorm1d(128),
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nn.Linear(128, 128),
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nn.BatchNorm1d(hidden_sizes[0]),
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nn.Linear(hidden_sizes[0], hidden_sizes[1]),
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nn.Tanh(),
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nn.Dropout(0.3),
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nn.BatchNorm1d(128),
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nn.Linear(128, 64),
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nn.BatchNorm1d(hidden_sizes[1]),
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nn.Linear(hidden_sizes[1], hidden_sizes[2]),
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nn.Tanh(),
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nn.BatchNorm1d(64),
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nn.Linear(64, n_actions)
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nn.Dropout(0.3),
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nn.BatchNorm1d(hidden_sizes[2]),
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nn.Linear(hidden_sizes[2], n_actions)
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)
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# This act layer maps the output to (0, 1)
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self.act = nn.Sigmoid()
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@ -58,21 +58,21 @@ class Actor(nn.Module):
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class Critic(nn.Module):
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def __init__(self, n_states, n_actions):
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def __init__(self, n_states, n_actions, hidden_sizes):
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super(Critic, self).__init__()
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self.state_input = nn.Linear(n_states, 128)
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self.action_input = nn.Linear(n_actions, 128)
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self.state_input = nn.Linear(n_states, hidden_sizes[0])
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self.action_input = nn.Linear(n_actions, hidden_sizes[0])
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self.act = nn.Tanh()
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self.layers = nn.Sequential(
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nn.Linear(256, 256),
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nn.Linear(hidden_sizes[0] * 2, hidden_sizes[1]),
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nn.LeakyReLU(negative_slope=0.2),
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nn.BatchNorm1d(256),
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nn.Linear(256, 64),
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nn.Dropout(0.3),
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nn.BatchNorm1d(hidden_sizes[1]),
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nn.Linear(hidden_sizes[1], hidden_sizes[2]),
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nn.Tanh(),
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nn.Dropout(0.3),
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nn.BatchNorm1d(64),
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nn.Linear(64, 1),
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nn.BatchNorm1d(hidden_sizes[2]),
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nn.Linear(hidden_sizes[2], 1),
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)
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self._init_weights()
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@ -100,7 +100,8 @@ class Critic(nn.Module):
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class DDPG(object):
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def __init__(self, n_states, n_actions, model_name='', alr=0.001, clr=0.001,
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gamma=0.9, batch_size=32, tau=0.002, shift=0, memory_size=100000):
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gamma=0.9, batch_size=32, tau=0.002, shift=0, memory_size=100000,
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a_hidden_sizes=[128, 128, 64], c_hidden_sizes=[128, 256, 64]):
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self.n_states = n_states
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self.n_actions = n_actions
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self.alr = alr
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@ -109,6 +110,8 @@ class DDPG(object):
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self.batch_size = batch_size
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self.gamma = gamma
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self.tau = tau
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self.a_hidden_sizes = a_hidden_sizes
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self.c_hidden_sizes = c_hidden_sizes
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self.shift = shift
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self._build_network()
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@ -121,10 +124,10 @@ class DDPG(object):
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return Variable(torch.FloatTensor(x))
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def _build_network(self):
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self.actor = Actor(self.n_states, self.n_actions)
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self.target_actor = Actor(self.n_states, self.n_actions)
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self.critic = Critic(self.n_states, self.n_actions)
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self.target_critic = Critic(self.n_states, self.n_actions)
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self.actor = Actor(self.n_states, self.n_actions, self.a_hidden_sizes)
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self.target_actor = Actor(self.n_states, self.n_actions, self.a_hidden_sizes)
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self.critic = Critic(self.n_states, self.n_actions, self.c_hidden_sizes)
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self.target_critic = Critic(self.n_states, self.n_actions, self.c_hidden_sizes)
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# Copy actor's parameters
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self._update_target(self.target_actor, self.actor, tau=1.0)
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@ -25,6 +25,7 @@ from analysis.gpr import gpr_models # noqa
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from analysis.gpr import ucb # noqa
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from analysis.gpr.optimize import tf_optimize # noqa
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LOG = get_analysis_logger(__name__)
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@ -106,8 +107,10 @@ def ddpg(env, config, n_loops=100):
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a_lr = config['a_lr']
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c_lr = config['c_lr']
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n_epochs = config['n_epochs']
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ahs = config['a_hidden_sizes']
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chs = config['c_hidden_sizes']
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model_ddpg = DDPG(n_actions=env.knob_dim, n_states=env.metric_dim, gamma=gamma,
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clr=c_lr, alr=a_lr, shift=0.1)
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clr=c_lr, alr=a_lr, shift=0, a_hidden_sizes=ahs, c_hidden_sizes=chs)
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knob_data = np.random.rand(env.knob_dim)
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prev_metric_data = np.zeros(env.metric_dim)
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@ -122,7 +125,7 @@ def ddpg(env, config, n_loops=100):
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for i in range(n_loops):
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reward, metric_data = env.simulate(knob_data)
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model_ddpg.add_sample(prev_metric_data, prev_knob_data, prev_reward, metric_data)
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model_ddpg.add_sample(prev_metric_data, prev_knob_data, prev_reward, prev_metric_data)
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prev_metric_data = metric_data
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prev_knob_data = knob_data
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prev_reward = reward
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@ -184,6 +187,7 @@ def dnn(env, config, n_loops=100):
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actions, rewards = memory.get_all()
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model_nn.fit(np.array(actions), -np.array(rewards), fit_epochs=50)
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res = model_nn.recommend(X_samples, Xmin, Xmax, recommend_epochs=10, explore=False)
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best_config_idx = np.argmin(res.minl.ravel())
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best_config = res.minl_conf[best_config_idx, :]
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if ou_process:
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@ -313,12 +317,12 @@ def gpr_new(env, config, n_loops=100):
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model_kwargs['hyperparameters'] = None
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model_kwargs['optimize_hyperparameters'] = optimize_hyperparams
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X_new, ypred, model_params, hyperparameters = run_optimize(np.array(actions),
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-np.array(rewards),
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X_samples,
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model_name,
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opt_kwargs,
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model_kwargs)
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X_new, ypred, _, hyperparameters = run_optimize(np.array(actions),
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-np.array(rewards),
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X_samples,
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model_name,
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opt_kwargs,
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model_kwargs)
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sort_index = np.argsort(ypred.squeeze())
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X_new = X_new[sort_index]
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@ -342,8 +346,8 @@ def plotlines(xs, results, labels, title, path):
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N = 1
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weights = np.ones(N)
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for x_axis, result, label in zip(xs, results, labels):
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result = np.convolve(weights/weights.sum(), result.flatten())[N-1:-N+1]
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lines.append(plt.plot(x_axis[:-N+1], result, label=label, lw=4)[0])
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result = np.convolve(weights/weights.sum(), result.flatten())[N-1:-N]
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lines.append(plt.plot(x_axis[:-N], result, label=label, lw=4)[0])
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plt.legend(handles=lines, fontsize=30)
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plt.title(title, fontsize=25)
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plt.xticks(fontsize=25)
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@ -357,8 +361,8 @@ def plotlines(xs, results, labels, title, path):
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def run(tuners, configs, labels, title, env, n_loops, n_repeats):
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if not plt:
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LOG.info("Cannot import matplotlib. Will write results to files instead of figures.")
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random.seed(0)
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np.random.seed(1)
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random.seed(2)
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np.random.seed(2)
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torch.manual_seed(0)
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results = []
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xs = []
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@ -385,16 +389,17 @@ def run(tuners, configs, labels, title, env, n_loops, n_repeats):
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def main():
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env = Environment(knob_dim=24, metric_dim=60, modes=[2], reward_variance=0.05)
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title = 'compare'
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n_repeats = [1, 1, 1, 1]
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n_loops = 80
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configs = [{'gamma': 0., 'c_lr': 0.001, 'a_lr': 0.01, 'num_collections': 50, 'n_epochs': 50},
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{'num_samples': 30, 'num_collections': 50},
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{'num_samples': 30, 'num_collections': 50},
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{'num_samples': 30, 'num_collections': 50}]
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tuners = [ddpg, gpr_new, dnn, gpr]
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labels = [tuner.__name__ for tuner in tuners]
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env = Environment(knob_dim=8, metric_dim=60, modes=[2], reward_variance=0.15)
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title = 'ddpg_structure_nodrop'
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n_repeats = [2, 2]
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n_loops = 100
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configs = [{'gamma': 0., 'c_lr': 0.001, 'a_lr': 0.02, 'num_collections': 1, 'n_epochs': 30,
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'a_hidden_sizes': [128, 128, 64], 'c_hidden_sizes': [64, 128, 64]},
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{'gamma': 0., 'c_lr': 0.001, 'a_lr': 0.02, 'num_collections': 1, 'n_epochs': 30,
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'a_hidden_sizes': [64, 64, 32], 'c_hidden_sizes': [64, 128, 64]},
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]
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tuners = [ddpg, ddpg]
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labels = ['1', '2']
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run(tuners, configs, labels, title, env, n_loops, n_repeats)
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@ -25,15 +25,18 @@ class TestDDPG(unittest.TestCase):
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np.random.seed(0)
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torch.manual_seed(0)
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super(TestDDPG, cls).setUpClass()
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cls.ddpg = DDPG(n_actions=1, n_states=1, gamma=0)
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for _ in range(700):
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knob_data = np.array([random.random()])
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prev_metric_data = np.array([random.random()])
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cls.ddpg = DDPG(n_actions=1, n_states=1, gamma=0, alr=0.02)
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knob_data = np.zeros(1)
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metric_data = np.array([random.random()])
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for _ in range(100):
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prev_metric_data = metric_data
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metric_data = np.array([random.random()])
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reward = 1.0 if (prev_metric_data[0] - 0.5) * (knob_data[0] - 0.5) > 0 else 0.0
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reward = np.array([reward])
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cls.ddpg.add_sample(prev_metric_data, knob_data, reward, metric_data)
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cls.ddpg.update()
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for _ in range(10):
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cls.ddpg.update()
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knob_data = cls.ddpg.choose_action(metric_data)
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def test_ddpg_ypreds(self):
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total_reward = 0.0
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@ -77,7 +77,16 @@ DNN_DEBUG_INTERVAL = 100
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DDPG_BATCH_SIZE = 32
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# Learning rate of actor network
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ACTOR_LEARNING_RATE = 0.01
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ACTOR_LEARNING_RATE = 0.02
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# Learning rate of critic network
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CRITIC_LEARNING_RATE = 0.001
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# Number of update epochs per iteration
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UPDATE_EPOCHS = 30
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# The number of hidden units in each layer of the actor MLP
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ACTOR_HIDDEN_SIZES = [128, 128, 64]
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# The number of hidden units in each layer of the critic MLP
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CRITIC_HIDDEN_SIZES = [64, 128, 64]
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@ -31,7 +31,8 @@ from website.settings import (DEFAULT_LENGTH_SCALE, DEFAULT_MAGNITUDE,
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DEFAULT_EPSILON, MAX_ITER, GPR_EPS,
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DEFAULT_SIGMA_MULTIPLIER, DEFAULT_MU_MULTIPLIER,
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DDPG_BATCH_SIZE, ACTOR_LEARNING_RATE,
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CRITIC_LEARNING_RATE,
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CRITIC_LEARNING_RATE, UPDATE_EPOCHS,
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ACTOR_HIDDEN_SIZES, CRITIC_HIDDEN_SIZES,
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DNN_TRAIN_ITER, DNN_EXPLORE, DNN_EXPLORE_ITER,
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DNN_NOISE_SCALE_BEGIN, DNN_NOISE_SCALE_END,
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DNN_DEBUG, DNN_DEBUG_INTERVAL)
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@ -278,12 +279,9 @@ def train_ddpg(result_id):
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result = Result.objects.get(pk=result_id)
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session = Result.objects.get(pk=result_id).session
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session_results = Result.objects.filter(session=session,
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creation_time__lt=result.creation_time)
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creation_time__lte=result.creation_time)
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result_info = {}
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result_info['newest_result_id'] = result_id
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if len(session_results) == 0:
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LOG.info('No previous result. Abort.')
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return result_info
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# Extract data from result
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result = Result.objects.filter(pk=result_id)
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@ -332,13 +330,14 @@ def train_ddpg(result_id):
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# Update ddpg
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ddpg = DDPG(n_actions=knob_num, n_states=metric_num, alr=ACTOR_LEARNING_RATE,
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clr=CRITIC_LEARNING_RATE, gamma=0, batch_size=DDPG_BATCH_SIZE)
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clr=CRITIC_LEARNING_RATE, gamma=0, batch_size=DDPG_BATCH_SIZE,
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a_hidden_sizes=ACTOR_HIDDEN_SIZES, c_hidden_sizes=CRITIC_HIDDEN_SIZES)
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if session.ddpg_actor_model and session.ddpg_critic_model:
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ddpg.set_model(session.ddpg_actor_model, session.ddpg_critic_model)
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if session.ddpg_reply_memory:
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ddpg.replay_memory.set(session.ddpg_reply_memory)
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ddpg.add_sample(normalized_metric_data, knob_data, reward, normalized_metric_data)
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for _ in range(25):
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for _ in range(UPDATE_EPOCHS):
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ddpg.update()
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session.ddpg_actor_model, session.ddpg_critic_model = ddpg.get_model()
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session.ddpg_reply_memory = ddpg.replay_memory.get()
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@ -362,7 +361,8 @@ def configuration_recommendation_ddpg(result_info): # pylint: disable=invalid-n
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knob_num = len(knob_labels)
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metric_num = len(metric_data)
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ddpg = DDPG(n_actions=knob_num, n_states=metric_num)
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ddpg = DDPG(n_actions=knob_num, n_states=metric_num, a_hidden_sizes=ACTOR_HIDDEN_SIZES,
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c_hidden_sizes=CRITIC_HIDDEN_SIZES)
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if session.ddpg_actor_model is not None and session.ddpg_critic_model is not None:
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ddpg.set_model(session.ddpg_actor_model, session.ddpg_critic_model)
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if session.ddpg_reply_memory is not None:
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