accelerate simulation; scale beta
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@ -109,7 +109,7 @@ class BasicGP(BaseModel):
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return [
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{
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'input_dim': X_dim,
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'ARD': True
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'ARD': False
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},
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{
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'input_dim': X_dim,
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@ -45,7 +45,7 @@ def tf_optimize(model, Xnew_arr, learning_rate=0.01, maxiter=100, ucb_beta=3.,
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beta_t = tf.constant(ucb_beta, name='ucb_beta', dtype=settings.float_type)
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y_mean_var = model.likelihood.predict_mean_and_var(*model._build_predict(Xin))
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loss = tf.subtract(y_mean_var[0], tf.multiply(beta_t, y_mean_var[1]), name='loss_fn')
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opt = tf.train.AdamOptimizer(learning_rate)
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opt = tf.train.AdamOptimizer(learning_rate, epsilon=1e-6)
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train_op = opt.minimize(loss)
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variables = opt.variables()
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init_op = tf.variables_initializer([Xnew] + variables)
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@ -20,11 +20,12 @@ _UCB_MAP = {
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}
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def get_ucb_beta(ucb_beta, **kwargs):
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def get_ucb_beta(ucb_beta, scale = 1., **kwargs):
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check_valid(ucb_beta)
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if not isinstance(ucb_beta, float):
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ucb_beta = _UCB_MAP[ucb_beta](**kwargs)
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assert isinstance(ucb_beta, float), type(ucb_beta)
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ucb_beta *= scale
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assert ucb_beta >= 0.0
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return ucb_beta
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@ -14,6 +14,8 @@ try:
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except (ModuleNotFoundError, ImportError):
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plt = None
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import numpy as np
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import tensorflow as tf
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import gpflow
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import torch
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sys.path.append("../")
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from analysis.util import get_analysis_logger, TimerStruct # noqa
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@ -176,17 +178,19 @@ def dnn(env, config, n_loops=100):
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top10 = heapq.nlargest(10, tuples, key=lambda e: e[1])
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for entry in top10:
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X_samples = np.vstack((X_samples, np.array(entry[0])))
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tf.reset_default_graph()
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sess = tf.InteractiveSession()
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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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learning_rate=0.01,
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learning_rate=0.005,
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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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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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model_nn.fit(np.array(actions), -np.array(rewards), fit_epochs=100)
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res = model_nn.recommend(X_samples, Xmin, Xmax, recommend_epochs=20, 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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@ -248,11 +252,14 @@ def gpr(env, config, n_loops=100):
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return np.array(results), np.array(x_axis)
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def run_optimize(X, y, X_sample, model_name, opt_kwargs, model_kwargs):
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def run_optimize(X, y, X_samples, model_name, opt_kwargs, model_kwargs):
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timer = TimerStruct()
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# Create model (this also optimizes the hyperparameters if that option is enabled
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timer.start()
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tf.reset_default_graph()
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graph = tf.get_default_graph()
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gpflow.reset_default_session(graph=graph)
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m = gpr_models.create_model(model_name, X=X, y=y, **model_kwargs)
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timer.stop()
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model_creation_sec = timer.elapsed_seconds
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@ -260,23 +267,22 @@ def run_optimize(X, y, X_sample, model_name, opt_kwargs, model_kwargs):
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# Optimize the DBMS's configuration knobs
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timer.start()
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X_new, ypred, yvar, loss = tf_optimize(m._model, X_sample, **opt_kwargs)
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X_news, ypreds, yvar, loss = tf_optimize(m._model, X_samples, **opt_kwargs)
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timer.stop()
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config_optimize_sec = timer.elapsed_seconds
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return X_new, ypred, m.get_model_parameters(), m.get_hyperparameters()
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return X_news, ypreds, m.get_model_parameters(), m.get_hyperparameters()
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def gpr_new(env, config, n_loops=100):
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model_name = 'BasicGP'
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model_opt_frequency = 5
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model_opt_frequency = 0
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model_kwargs = {}
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model_kwargs['model_learning_rate'] = 0.001
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model_kwargs['model_maxiter'] = 5000
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opt_kwargs = {}
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opt_kwargs['learning_rate'] = 0.001
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opt_kwargs['maxiter'] = 100
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opt_kwargs['ucb_beta'] = 3.0
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opt_kwargs['learning_rate'] = 0.01
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opt_kwargs['maxiter'] = 500
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results = []
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x_axis = []
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@ -306,8 +312,8 @@ def gpr_new(env, config, n_loops=100):
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actions, rewards = memory.get_all()
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ucb_beta = opt_kwargs.pop('ucb_beta')
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opt_kwargs['ucb_beta'] = ucb.get_ucb_beta(ucb_beta, t=i + 1., ndim=env.knob_dim)
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ucb_beta = config['beta']
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opt_kwargs['ucb_beta'] = ucb.get_ucb_beta(ucb_beta, scale=config['scale'], t=i + 1., ndim=env.knob_dim)
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if model_opt_frequency > 0:
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optimize_hyperparams = i % model_opt_frequency == 0
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if not optimize_hyperparams:
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@ -316,7 +322,6 @@ def gpr_new(env, config, n_loops=100):
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optimize_hyperparams = False
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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, _, hyperparameters = run_optimize(np.array(actions),
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-np.array(rewards),
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X_samples,
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@ -327,7 +332,6 @@ def gpr_new(env, config, n_loops=100):
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sort_index = np.argsort(ypred.squeeze())
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X_new = X_new[sort_index]
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ypred = ypred[sort_index].squeeze()
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action = X_new[0]
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reward, _ = env.simulate(action)
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memory.push(action, reward)
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@ -361,8 +365,8 @@ 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(2)
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np.random.seed(2)
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random.seed(1)
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np.random.seed(1)
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torch.manual_seed(0)
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results = []
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xs = []
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@ -389,19 +393,23 @@ 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=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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env = Environment(knob_dim=192, metric_dim=60, modes=[2], reward_variance=0.15)
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title = 'dim=192'
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n_repeats = [1, 1, 1, 1, 1, 1]
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n_loops = 200
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configs = [
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{'num_collections': 5, 'num_samples': 30, 'beta': 'get_beta_td', 'scale': 0.1},
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{'num_collections': 5, 'num_samples': 30, 'beta': 'get_beta_td', 'scale': 0.2},
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{'num_collections': 5, 'num_samples': 30, 'beta': 'get_beta_td', 'scale': 0.6},
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{'num_collections': 5, 'num_samples': 30},
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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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'a_hidden_sizes': [128, 128, 64], 'c_hidden_sizes': [64, 128, 64]},
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{'num_collections': 5, 'num_samples': 30}
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]
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tuners = [ddpg, ddpg]
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labels = ['1', '2']
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tuners = [gpr_new, gpr_new, gpr_new, gpr, ddpg, dnn]
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labels = ['gpr_new_0.5', 'gpr_new_1', 'gpr_new_3', 'gpr', 'ddpg', 'dnn']
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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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main()
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main()
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