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accelerate simulation; scale beta

This commit is contained in:
yangdsh 2019-11-21 04:08:08 +00:00 committed by Dana Van Aken
parent a0c60afc3c
commit f0c6d7ef1f
4 changed files with 38 additions and 29 deletions
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2
server/analysis/gpr/gpr_models.py
View File

@ -109,7 +109,7 @@ class BasicGP(BaseModel):
return [
{
'input_dim': X_dim,
'ARD': True
'ARD': False
},
{
'input_dim': X_dim,

2
server/analysis/gpr/optimize.py
View File

@ -45,7 +45,7 @@ def tf_optimize(model, Xnew_arr, learning_rate=0.01, maxiter=100, ucb_beta=3.,
beta_t = tf.constant(ucb_beta, name='ucb_beta', dtype=settings.float_type)
y_mean_var = model.likelihood.predict_mean_and_var(*model._build_predict(Xin))
loss = tf.subtract(y_mean_var[0], tf.multiply(beta_t, y_mean_var[1]), name='loss_fn')
opt = tf.train.AdamOptimizer(learning_rate)
opt = tf.train.AdamOptimizer(learning_rate, epsilon=1e-6)
train_op = opt.minimize(loss)
variables = opt.variables()
init_op = tf.variables_initializer([Xnew] + variables)

3
server/analysis/gpr/ucb.py
View File

@ -20,11 +20,12 @@ _UCB_MAP = {
}
def get_ucb_beta(ucb_beta, **kwargs):
def get_ucb_beta(ucb_beta, scale = 1., **kwargs):
check_valid(ucb_beta)
if not isinstance(ucb_beta, float):
ucb_beta = _UCB_MAP[ucb_beta](**kwargs)
assert isinstance(ucb_beta, float), type(ucb_beta)
ucb_beta *= scale
assert ucb_beta >= 0.0
return ucb_beta

58
server/analysis/simulation.py
View File

@ -14,6 +14,8 @@ try:
except (ModuleNotFoundError, ImportError):
plt = None
import numpy as np
import tensorflow as tf
import gpflow
import torch
sys.path.append("../")
from analysis.util import get_analysis_logger, TimerStruct # noqa
@ -176,17 +178,19 @@ def dnn(env, config, n_loops=100):
top10 = heapq.nlargest(10, tuples, key=lambda e: e[1])
for entry in top10:
X_samples = np.vstack((X_samples, np.array(entry[0])))
tf.reset_default_graph()
sess = tf.InteractiveSession()
model_nn = NeuralNet(n_input=X_samples.shape[1],
batch_size=X_samples.shape[0],
learning_rate=0.01,
learning_rate=0.005,
explore_iters=100,
noise_scale_begin=0.1,
noise_scale_end=0.0,
debug=False,
debug_interval=100)
actions, rewards = memory.get_all()
model_nn.fit(np.array(actions), -np.array(rewards), fit_epochs=50)
res = model_nn.recommend(X_samples, Xmin, Xmax, recommend_epochs=10, explore=False)
model_nn.fit(np.array(actions), -np.array(rewards), fit_epochs=100)
res = model_nn.recommend(X_samples, Xmin, Xmax, recommend_epochs=20, explore=False)
best_config_idx = np.argmin(res.minl.ravel())
best_config = res.minl_conf[best_config_idx, :]
@ -248,11 +252,14 @@ def gpr(env, config, n_loops=100):
return np.array(results), np.array(x_axis)
def run_optimize(X, y, X_sample, model_name, opt_kwargs, model_kwargs):
def run_optimize(X, y, X_samples, model_name, opt_kwargs, model_kwargs):
timer = TimerStruct()
# Create model (this also optimizes the hyperparameters if that option is enabled
timer.start()
tf.reset_default_graph()
graph = tf.get_default_graph()
gpflow.reset_default_session(graph=graph)
m = gpr_models.create_model(model_name, X=X, y=y, **model_kwargs)
timer.stop()
model_creation_sec = timer.elapsed_seconds
@ -260,23 +267,22 @@ def run_optimize(X, y, X_sample, model_name, opt_kwargs, model_kwargs):
# Optimize the DBMS's configuration knobs
timer.start()
X_new, ypred, yvar, loss = tf_optimize(m._model, X_sample, **opt_kwargs)
X_news, ypreds, yvar, loss = tf_optimize(m._model, X_samples, **opt_kwargs)
timer.stop()
config_optimize_sec = timer.elapsed_seconds
return X_new, ypred, m.get_model_parameters(), m.get_hyperparameters()
return X_news, ypreds, m.get_model_parameters(), m.get_hyperparameters()
def gpr_new(env, config, n_loops=100):
model_name = 'BasicGP'
model_opt_frequency = 5
model_opt_frequency = 0
model_kwargs = {}
model_kwargs['model_learning_rate'] = 0.001
model_kwargs['model_maxiter'] = 5000
opt_kwargs = {}
opt_kwargs['learning_rate'] = 0.001
opt_kwargs['maxiter'] = 100
opt_kwargs['ucb_beta'] = 3.0
opt_kwargs['learning_rate'] = 0.01
opt_kwargs['maxiter'] = 500
results = []
x_axis = []
@ -306,8 +312,8 @@ def gpr_new(env, config, n_loops=100):
actions, rewards = memory.get_all()
ucb_beta = opt_kwargs.pop('ucb_beta')
opt_kwargs['ucb_beta'] = ucb.get_ucb_beta(ucb_beta, t=i + 1., ndim=env.knob_dim)
ucb_beta = config['beta']
opt_kwargs['ucb_beta'] = ucb.get_ucb_beta(ucb_beta, scale=config['scale'], t=i + 1., ndim=env.knob_dim)
if model_opt_frequency > 0:
optimize_hyperparams = i % model_opt_frequency == 0
if not optimize_hyperparams:
@ -316,7 +322,6 @@ def gpr_new(env, config, n_loops=100):
optimize_hyperparams = False
model_kwargs['hyperparameters'] = None
model_kwargs['optimize_hyperparameters'] = optimize_hyperparams
X_new, ypred, _, hyperparameters = run_optimize(np.array(actions),
-np.array(rewards),
X_samples,
@ -327,7 +332,6 @@ def gpr_new(env, config, n_loops=100):
sort_index = np.argsort(ypred.squeeze())
X_new = X_new[sort_index]
ypred = ypred[sort_index].squeeze()
action = X_new[0]
reward, _ = env.simulate(action)
memory.push(action, reward)
@ -361,8 +365,8 @@ def plotlines(xs, results, labels, title, path):
def run(tuners, configs, labels, title, env, n_loops, n_repeats):
if not plt:
LOG.info("Cannot import matplotlib. Will write results to files instead of figures.")
random.seed(2)
np.random.seed(2)
random.seed(1)
np.random.seed(1)
torch.manual_seed(0)
results = []
xs = []
@ -389,17 +393,21 @@ def run(tuners, configs, labels, title, env, n_loops, n_repeats):
def main():
env = Environment(knob_dim=8, metric_dim=60, modes=[2], reward_variance=0.15)
title = 'ddpg_structure_nodrop'
n_repeats = [2, 2]
n_loops = 100
configs = [{'gamma': 0., 'c_lr': 0.001, 'a_lr': 0.02, 'num_collections': 1, 'n_epochs': 30,
'a_hidden_sizes': [128, 128, 64], 'c_hidden_sizes': [64, 128, 64]},
env = Environment(knob_dim=192, metric_dim=60, modes=[2], reward_variance=0.15)
title = 'dim=192'
n_repeats = [1, 1, 1, 1, 1, 1]
n_loops = 200
configs = [
{'num_collections': 5, 'num_samples': 30, 'beta': 'get_beta_td', 'scale': 0.1},
{'num_collections': 5, 'num_samples': 30, 'beta': 'get_beta_td', 'scale': 0.2},
{'num_collections': 5, 'num_samples': 30, 'beta': 'get_beta_td', 'scale': 0.6},
{'num_collections': 5, 'num_samples': 30},
{'gamma': 0., 'c_lr': 0.001, 'a_lr': 0.02, 'num_collections': 1, 'n_epochs': 30,
'a_hidden_sizes': [64, 64, 32], 'c_hidden_sizes': [64, 128, 64]},
'a_hidden_sizes': [128, 128, 64], 'c_hidden_sizes': [64, 128, 64]},
{'num_collections': 5, 'num_samples': 30}
]
tuners = [ddpg, ddpg]
labels = ['1', '2']
tuners = [gpr_new, gpr_new, gpr_new, gpr, ddpg, dnn]
labels = ['gpr_new_0.5', 'gpr_new_1', 'gpr_new_3', 'gpr', 'ddpg', 'dnn']
run(tuners, configs, labels, title, env, n_loops, n_repeats)