add dnn and gpr to simulation

server/analysis/simulation.py

@@ -5,6 +5,7 @@
 #
 
 
+import heapq
 import random
 import os
 import sys
@@ -17,6 +18,8 @@ import torch
 sys.path.append("../")
 from analysis.util import get_analysis_logger  # noqa
 from analysis.ddpg.ddpg import DDPG  # noqa
+from analysis.gp_tf import GPRGD  # noqa
+from analysis.nn_tf import NeuralNet  # noqa
 
 LOG = get_analysis_logger(__name__)
 
@@ -70,40 +73,130 @@ class Environment(object):
             return self.borehole(knob_data)
 
 
-def train_ddpg(env, gamma=0.99, tau=0.002, lr=0.01, batch_size=32, n_loops=1000):
+def ddpg(env, config, n_loops=1000):
     results = []
     x_axis = []
-    ddpg = DDPG(n_actions=env.knob_dim, n_states=env.metric_dim, gamma=gamma, tau=tau,
+    gamma = config['gamma']
+    tau = config['tau']
+    lr = config['lr']
+    batch_size = config['batch_size']
+    n_epochs = config['n_epochs']
+    model_ddpg = DDPG(n_actions=env.knob_dim, n_states=env.metric_dim, gamma=gamma, tau=tau,
                       clr=lr, alr=lr, batch_size=batch_size)
     knob_data = np.random.rand(env.knob_dim)
     prev_metric_data = np.zeros(env.metric_dim)
     for i in range(n_loops):
         reward, metric_data = env.simulate(knob_data)
-        ddpg.add_sample(prev_metric_data, knob_data, reward, metric_data, False)
+        model_ddpg.add_sample(prev_metric_data, knob_data, reward, metric_data)
-        ddpg.update()
+        for _ in range(n_epochs):
-        if i % 20 == 0:
+            model_ddpg.update()
-            results.append(run_ddpg(env, ddpg))
+        results.append(reward)
         x_axis.append(i)
         prev_metric_data = metric_data
-        knob_data = ddpg.choose_action(prev_metric_data)
+        knob_data = model_ddpg.choose_action(prev_metric_data)
     return np.array(results), np.array(x_axis)
 
 
-def run_ddpg(env, ddpg):
+class ReplayMemory(object):
-    total_reward = 0.0
+
-    n_samples = 100
+    def __init__(self):
-    prev_metric_data = np.zeros(env.metric_dim)
+        self.actions = []
-    for _ in range(n_samples):
+        self.rewards = []
-        knob_data = ddpg.choose_action(prev_metric_data)
+
-        reward, prev_metric_data = env.simulate(knob_data)
+    def push(self, action, reward):
-        total_reward += reward
+        self.actions.append(action.tolist())
-    return total_reward / n_samples
+        self.rewards.append(reward.tolist())
+
+    def get_all(self):
+        return self.actions, self.rewards
 
 
-def plotlines(x_axis, data1, data2, label1, label2, title, path):
+def dnn(env, config, n_loops=100):
+    results = []
+    x_axis = []
+    memory = ReplayMemory()
+    num_samples = config['num_samples']
+    Xmin = np.zeros(env.knob_dim)
+    Xmax = np.ones(env.knob_dim)
+    for i in range(n_loops):
+        X_samples = np.random.rand(num_samples, env.knob_dim)
+        if i >= 10:
+            actions, rewards = memory.get_all()
+            tuples = tuple(zip(actions, rewards))
+            top10 = heapq.nlargest(10, tuples, key=lambda e: e[1])
+            for entry in top10:
+                X_samples = np.vstack((X_samples, np.array(entry[0])))
+        model_nn = NeuralNet(n_input=X_samples.shape[1],
+                             batch_size=X_samples.shape[0],
+                             explore_iters=500,
+                             noise_scale_begin=0.1,
+                             noise_scale_end=0.0,
+                             debug=False,
+                             debug_interval=100)
+        if i >= 5:
+            actions, rewards = memory.get_all()
+            model_nn.fit(np.array(actions), -np.array(rewards), fit_epochs=500)
+        res = model_nn.recommend(X_samples, Xmin, Xmax,
+                                 explore=500, recommend_epochs=500)
+        best_config_idx = np.argmin(res.minl.ravel())
+        best_config = res.minl_conf[best_config_idx, :]
+        reward, _ = env.simulate(best_config)
+        memory.push(best_config, reward)
+        LOG.info('loop: %d reward: %f', i, reward[0])
+        results.append(reward)
+        x_axis.append(i)
+    return np.array(results), np.array(x_axis)
+
+
+def gprgd(env, config, n_loops=100):
+    results = []
+    x_axis = []
+    memory = ReplayMemory()
+    num_samples = config['num_samples']
+    X_min = np.zeros(env.knob_dim)
+    X_max = np.ones(env.knob_dim)
+    for _ in range(5):
+        action = np.random.rand(env.knob_dim)
+        reward, _ = env.simulate(action)
+        memory.push(action, reward)
+    for i in range(n_loops):
+        X_samples = np.random.rand(num_samples, env.knob_dim)
+        if i >= 5:
+            actions, rewards = memory.get_all()
+            tuples = tuple(zip(actions, rewards))
+            top10 = heapq.nlargest(10, tuples, key=lambda e: e[1])
+            for entry in top10:
+                # Tensorflow get broken if we use the training data points as
+                # starting points for GPRGD.
+                X_samples = np.vstack((X_samples, np.array(entry[0]) * 0.97 + 0.01))
+        model = GPRGD(length_scale=1.0,
+                      magnitude=1.0,
+                      max_train_size=7000,
+                      batch_size=3000,
+                      num_threads=4,
+                      learning_rate=0.01,
+                      epsilon=1e-6,
+                      max_iter=500,
+                      sigma_multiplier=3.0,
+                      mu_multiplier=1.0)
+
+        actions, rewards = memory.get_all()
+        model.fit(np.array(actions), -np.array(rewards), X_min, X_max, ridge=0.01)
+        res = model.predict(X_samples)
+        best_config_idx = np.argmin(res.minl.ravel())
+        best_config = res.minl_conf[best_config_idx, :]
+        reward, _ = env.simulate(best_config)
+        memory.push(best_config, reward)
+        LOG.info('loop: %d reward: %f', i, reward[0])
+        results.append(reward)
+        x_axis.append(i)
+    return np.array(results), np.array(x_axis)
+
+
+def plotlines(x_axis, results, labels, title, path):
     if plt:
-        plt.plot(x_axis, data1, color='red', label=label1)
+        for result, label in zip(results, labels):
-        plt.plot(x_axis, data2, color='blue', label=label2)
+            plt.plot(x_axis, result, label=label)
         plt.legend()
         plt.xlabel("loops")
         plt.ylabel("rewards")
@@ -112,40 +205,50 @@ def plotlines(x_axis, data1, data2, label1, label2, title, path):
         plt.clf()
 
 
-def main(knob_dim=8, metric_dim=60, lr=0.0001, mode=2, n_loops=2000):
+def run(tuners, configs, labels, knob_dim, metric_dim, mode, n_loops, n_repeats):
     if not plt:
         LOG.info("Cannot import matplotlib. Will write results to files instead of figures.")
     random.seed(0)
     np.random.seed(0)
     torch.manual_seed(0)
     env = Environment(knob_dim, metric_dim, mode=mode)
+    results = []
+    for i in range(n_repeats):
+        for j, _ in enumerate(tuners):
+            result, x_axis = tuners[j](env, configs[j], n_loops=n_loops)
+            if i is 0:
+                results.append(result / n_repeats)
+            else:
+                results[j] += result / n_repeats
+
+    title = "mode_{}_knob_{}".format(mode, knob_dim)
 
-    n_repeats = 10
-    for i in range(n_repeats):
-        if i == 0:
-            results1, x_axis = train_ddpg(env, gamma=0, lr=lr, n_loops=n_loops)
-        else:
-            results1 += train_ddpg(env, gamma=0, lr=lr, n_loops=n_loops)[0]
-    for i in range(n_repeats):
-        if i == 0:
-            results2, x_axis = train_ddpg(env, gamma=0.99, lr=lr, n_loops=n_loops)
-        else:
-            results2 += train_ddpg(env, gamma=0.99, lr=lr, n_loops=n_loops)[0]
-    results1 /= n_repeats
-    results2 /= n_repeats
-    title = "knob_{}_lr_{}".format(knob_dim, lr)
     if plt:
         if not os.path.exists("figures"):
             os.mkdir("figures")
         filename = "figures/{}.pdf".format(title)
-        plotlines(x_axis, results1, results2, "gamma=0", "gamma=0.99", title, filename)
+        plotlines(x_axis, results, labels, title, filename)
-    else:
+    for j in range(len(tuners)):
-        with open(title + '_1.csv', 'w') as f1:
+        with open(title + '_' + labels[j] + '.csv', 'w') as f:
-            for i, result in zip(x_axis, results1):
+            for i, result in zip(x_axis, results[j]):
-                f1.write(str(i) + ',' + str(result[0]) + '\n')
+                f.write(str(i) + ',' + str(result[0]) + '\n')
-        with open(title + '_2.csv', 'w') as f2:
+
-            for i, result in zip(x_axis, results2):
+
-                f2.write(str(i) + ',' + str(result[0]) + '\n')
+def main():
+    knob_dim = 192
+    metric_dim = 60
+    mode = 0
+    n_loops = 2
+    n_repeats = 1
+    configs = [{'gamma': 0., 'tau': 0.002, 'lr': 0.001, 'batch_size': 32, 'n_epochs': 30},
+               {'gamma': 0.99, 'tau': 0.002, 'lr': 0.001, 'batch_size': 32, 'n_epochs': 30},
+               {'num_samples': 30},
+               {'num_samples': 30}]
+    tuners = [ddpg, ddpg, dnn, gprgd]
+    labels = [tuner.__name__ for tuner in tuners]
+    labels[0] += '_gamma_0'
+    labels[1] += '_gamma_99'
+    run(tuners, configs, labels, knob_dim, metric_dim, mode, n_loops, n_repeats)
 
 
 if __name__ == '__main__':