improve simulator and ddpg
This commit is contained in:
parent
5431154784
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9f71d1c8de
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@ -32,6 +32,7 @@ class Actor(nn.Module):
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nn.Linear(128, 128),
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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.Tanh(),
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@ -99,7 +100,7 @@ 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, 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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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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@ -108,6 +109,7 @@ 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.shift = shift
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self._build_network()
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@ -184,7 +186,7 @@ class DDPG(object):
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target_next_actions = self.target_actor(batch_next_states).detach()
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target_next_value = self.target_critic(batch_next_states, target_next_actions).detach()
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current_value = self.critic(batch_states, batch_actions)
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next_value = batch_rewards + target_next_value * self.gamma
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next_value = batch_rewards + target_next_value * self.gamma + self.shift
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# update prioritized memory
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if isinstance(self.replay_memory, PrioritizedReplayMemory):
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@ -18,6 +18,7 @@ import torch
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sys.path.append("../")
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from analysis.util import get_analysis_logger # noqa
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from analysis.ddpg.ddpg import DDPG # noqa
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from analysis.ddpg.ou_process import OUProcess # noqa
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from analysis.gp_tf import GPRGD # noqa
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from analysis.nn_tf import NeuralNet # noqa
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@ -25,10 +26,15 @@ LOG = get_analysis_logger(__name__)
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class Environment(object):
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def __init__(self, n_knob, n_metric, mode=0):
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self.knob_dim = n_knob
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self.metric_dim = n_metric
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self.mode = mode
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def __init__(self, knob_dim, metric_dim, modes=[0], reward_variance=0,
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metrics_variance=0.2):
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self.knob_dim = knob_dim
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self.metric_dim = metric_dim
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self.modes = modes
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self.mode = np.random.choice(self.modes)
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self.counter = 0
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self.reward_variance = reward_variance
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self.metrics_variance = metrics_variance
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def identity_sqrt(self, knob_data):
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n1 = self.knob_dim // 4
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@ -36,8 +42,15 @@ class Environment(object):
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part1 = np.sum(knob_data[0: n1])
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part2 = np.sum(np.sqrt(knob_data[n1: n1 + n2]))
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reward = np.array([part1 + part2]) / (self.knob_dim // 2)
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metric_data = np.zeros(self.metric_dim)
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return reward, metric_data
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return reward
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def threshold(self, knob_data):
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n1 = self.knob_dim // 4
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n2 = self.knob_dim // 4
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part1 = np.sum(knob_data[0: n1] > 0.9)
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part2 = np.sum(knob_data[n1: n1 + n2] < 0.1)
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reward = np.array([part1 + part2]) / (self.knob_dim // 2)
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return reward
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def borehole(self, knob_data):
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# ref: http://www.sfu.ca/~ssurjano/borehole.html
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@ -52,48 +65,64 @@ class Environment(object):
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Kw = knob_data[7] * (12045 - 9855) + 9855
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frac = 2 * L * Tu / (np.log(r / rw) * rw ** 2 * Kw)
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reward = 2 * np.pi * Tu * (Hu - Hl) / (np.log(r / rw) * (1 + frac + Tu / Tl))
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return np.array([reward]), np.zeros(self.metric_dim)
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reward = 2 * np.pi * Tu * (Hu - Hl) / (np.log(r / rw) * (1 + frac + Tu / Tl)) / 310
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return np.array([reward])
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def threshold(self, knob_data):
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n1 = self.knob_dim // 4
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n2 = self.knob_dim // 4
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part1 = np.sum(knob_data[0: n1] > 0.9)
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part2 = np.sum(knob_data[n1: n1 + n2] < 0.1)
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reward = np.array([part1 + part2])
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metric_data = np.zeros(self.metric_dim)
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return reward, metric_data
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def get_metrics(self, mode):
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metrics = np.ones(self.metric_dim) * mode
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metrics += np.random.rand(self.metric_dim) * self.metrics_variance
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return metrics
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def simulate_mode(self, knob_data, mode):
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if mode == 0:
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reward = self.identity_sqrt(knob_data)
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elif mode == 1:
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reward = self.threshold(knob_data)
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elif mode == 2:
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reward = np.zeros(1)
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for i in range(0, len(knob_data), 8):
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reward += self.borehole(knob_data[i: i+8])[0] / len(knob_data) * 8
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reward = reward * (1.0 + self.reward_variance * np.random.rand(1)[0])
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return reward, self.get_metrics(mode)
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def simulate(self, knob_data):
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if self.mode == 0:
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return self.identity_sqrt(knob_data)
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elif self.mode == 1:
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return self.threshold(knob_data)
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elif self.mode == 2:
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return self.borehole(knob_data)
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self.counter += 1
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k = 1
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# every k runs, sample a new workload
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if self.counter >= k:
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self.counter = 0
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self.mode = np.random.choice(self.modes)
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return self.simulate_mode(knob_data, self.mode)
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def ddpg(env, config, n_loops=1000):
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def ddpg(env, config, n_loops=100):
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results = []
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x_axis = []
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gamma = config['gamma']
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tau = config['tau']
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lr = config['lr']
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batch_size = config['batch_size']
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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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model_ddpg = DDPG(n_actions=env.knob_dim, n_states=env.metric_dim, gamma=gamma, tau=tau,
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clr=lr, alr=lr, batch_size=batch_size)
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clr=c_lr, alr=a_lr)
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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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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, knob_data, reward, metric_data)
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if i > 0:
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model_ddpg.add_sample(prev_metric_data, prev_knob_data, prev_reward, 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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if i == 0:
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continue
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for _ in range(n_epochs):
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model_ddpg.update()
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results.append(reward)
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x_axis.append(i)
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prev_metric_data = metric_data
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knob_data = model_ddpg.choose_action(prev_metric_data)
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x_axis.append(i+1)
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LOG.info('loop: %d reward: %f', i, reward[0])
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knob_data = model_ddpg.choose_action(metric_data)
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return np.array(results), np.array(x_axis)
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@ -116,8 +145,10 @@ def dnn(env, config, n_loops=100):
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x_axis = []
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memory = ReplayMemory()
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num_samples = config['num_samples']
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ou_process = config['ou_process']
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Xmin = np.zeros(env.knob_dim)
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Xmax = np.ones(env.knob_dim)
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noise = OUProcess(env.knob_dim)
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for i in range(n_loops):
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X_samples = np.random.rand(num_samples, env.knob_dim)
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if i >= 10:
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@ -128,23 +159,26 @@ def dnn(env, config, n_loops=100):
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X_samples = np.vstack((X_samples, np.array(entry[0])))
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model_nn = NeuralNet(n_input=X_samples.shape[1],
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batch_size=X_samples.shape[0],
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explore_iters=500,
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learning_rate=0.01,
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explore_iters=100,
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noise_scale_begin=0.1,
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noise_scale_end=0.0,
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debug=False,
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debug_interval=100)
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if i >= 5:
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actions, rewards = memory.get_all()
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model_nn.fit(np.array(actions), -np.array(rewards), fit_epochs=500)
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res = model_nn.recommend(X_samples, Xmin, Xmax,
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explore=500, recommend_epochs=500)
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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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best_config += noise.noise()
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best_config = best_config.clip(0, 1)
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reward, _ = env.simulate(best_config)
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memory.push(best_config, reward)
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LOG.info('loop: %d reward: %f', i, reward[0])
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results.append(reward)
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x_axis.append(i)
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x_axis.append(i+1)
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return np.array(results), np.array(x_axis)
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@ -152,16 +186,17 @@ def gprgd(env, config, n_loops=100):
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results = []
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x_axis = []
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memory = ReplayMemory()
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num_collections = config['num_collections']
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num_samples = config['num_samples']
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X_min = np.zeros(env.knob_dim)
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X_max = np.ones(env.knob_dim)
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for _ in range(5):
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for _ in range(num_collections):
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action = np.random.rand(env.knob_dim)
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reward, _ = env.simulate(action)
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memory.push(action, reward)
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for i in range(n_loops):
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X_samples = np.random.rand(num_samples, env.knob_dim)
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if i >= 5:
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if i >= 10:
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actions, rewards = memory.get_all()
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tuples = tuple(zip(actions, rewards))
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top10 = heapq.nlargest(10, tuples, key=lambda e: e[1])
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@ -171,13 +206,13 @@ def gprgd(env, config, n_loops=100):
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X_samples = np.vstack((X_samples, np.array(entry[0]) * 0.97 + 0.01))
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model = GPRGD(length_scale=1.0,
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magnitude=1.0,
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max_train_size=7000,
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batch_size=3000,
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max_train_size=100,
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batch_size=100,
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num_threads=4,
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learning_rate=0.01,
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epsilon=1e-6,
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max_iter=500,
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sigma_multiplier=3.0,
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sigma_multiplier=30.0,
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mu_multiplier=1.0)
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actions, rewards = memory.get_all()
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@ -193,62 +228,69 @@ def gprgd(env, config, n_loops=100):
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return np.array(results), np.array(x_axis)
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def plotlines(x_axis, results, labels, title, path):
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def plotlines(xs, results, labels, title, path):
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if plt:
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for result, label in zip(results, labels):
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plt.plot(x_axis, result, label=label)
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plt.legend()
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plt.xlabel("loops")
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plt.ylabel("rewards")
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plt.title(title)
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figsize = 13, 10
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figure, ax = plt.subplots(figsize=figsize)
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lines = []
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N = 20
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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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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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plt.yticks(fontsize=25)
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ax.set_xlabel("loops", fontsize=30)
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ax.set_ylabel("rewards", fontsize=30)
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plt.savefig(path)
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plt.clf()
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def run(tuners, configs, labels, knob_dim, metric_dim, mode, n_loops, n_repeats):
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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(0)
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np.random.seed(1)
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torch.manual_seed(0)
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env = Environment(knob_dim, metric_dim, mode=mode)
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results = []
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for i in range(n_repeats):
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xs = []
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for j, _ in enumerate(tuners):
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for i in range(n_repeats[j]):
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result, x_axis = tuners[j](env, configs[j], n_loops=n_loops)
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if i is 0:
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results.append(result / n_repeats)
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results.append(result / n_repeats[j])
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xs.append(x_axis)
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else:
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results[j] += result / n_repeats
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title = "mode_{}_knob_{}".format(mode, knob_dim)
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results[j] += result / n_repeats[j]
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if plt:
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if not os.path.exists("figures"):
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os.mkdir("figures")
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filename = "figures/{}.pdf".format(title)
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plotlines(x_axis, results, labels, title, filename)
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if not os.path.exists("simulation_figures"):
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os.mkdir("simulation_figures")
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filename = "simulation_figures/{}.pdf".format(title)
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plotlines(xs, results, labels, title, filename)
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if not os.path.exists("simulation_results"):
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os.mkdir("simulation_results")
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for j in range(len(tuners)):
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with open(title + '_' + labels[j] + '.csv', 'w') as f:
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for i, result in zip(x_axis, results[j]):
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with open("simulation_results/" + title + '_' + labels[j] + '.csv', 'w') as f:
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for i, result in zip(xs[j], results[j]):
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f.write(str(i) + ',' + str(result[0]) + '\n')
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def main():
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knob_dim = 192
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metric_dim = 60
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mode = 0
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n_loops = 2
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n_repeats = 1
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configs = [{'gamma': 0., 'tau': 0.002, 'lr': 0.001, 'batch_size': 32, 'n_epochs': 30},
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{'gamma': 0.99, 'tau': 0.002, 'lr': 0.001, 'batch_size': 32, 'n_epochs': 30},
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{'num_samples': 30},
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{'num_samples': 30}]
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tuners = [ddpg, ddpg, dnn, gprgd]
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labels = [tuner.__name__ for tuner in tuners]
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labels[0] += '_gamma_0'
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labels[1] += '_gamma_99'
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run(tuners, configs, labels, knob_dim, metric_dim, mode, n_loops, n_repeats)
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env = Environment(knob_dim=192, metric_dim=60, modes=[0, 1], reward_variance=0.05)
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n_loops = 2000
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configs = [{'gamma': 0, 'tau': 0.002, 'a_lr': 0.01, 'c_lr': 0.01, 'n_epochs': 1},
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{'gamma': 0, 'tau': 0.002, 'a_lr': 0.01, 'c_lr': 0.001, 'n_epochs': 1},
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{'gamma': 0., 'tau': 0.002, 'a_lr': 0.001, 'c_lr': 0.001, 'n_epochs': 1},
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# {'num_samples': 100, 'ou_process': False},
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]
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tuners = [ddpg, ddpg, ddpg]
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labels = ['1', '2', '3']
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title = 'varing_workloads'
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n_repeats = [3, 3, 3]
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run(tuners, configs, labels, title, env, n_loops, n_repeats)
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if __name__ == '__main__':
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@ -80,4 +80,4 @@ DDPG_BATCH_SIZE = 32
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ACTOR_LEARNING_RATE = 0.01
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# Learning rate of critic network
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CRITIC_LEARNING_RATE = 0.01
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CRITIC_LEARNING_RATE = 0.001
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@ -338,6 +338,7 @@ def train_ddpg(result_id):
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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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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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