ottertune/server/analysis/ddpg/ddpg.py

428 lines
14 KiB
Python

#
# OtterTune - ddpg.py
#
# Copyright (c) 2017-18, Carnegie Mellon University Database Group
#
# from: https://github.com/KqSMea8/CDBTune
# Zhang, Ji, et al. "An end-to-end automatic cloud database tuning system using
# deep reinforcement learning." Proceedings of the 2019 International Conference
# on Management of Data. ACM, 2019
import os
import pickle
import math
import numpy as np
import torch
import torch.nn as nn
from torch.nn import init, Parameter
import torch.nn.functional as F
import torch.optim as optimizer
from torch.autograd import Variable
from analysis.ddpg.ou_process import OUProcess
from analysis.ddpg.prioritized_replay_memory import PrioritizedReplayMemory
from analysis.util import get_analysis_logger
LOG = get_analysis_logger(__name__)
# code from https://github.com/Kaixhin/NoisyNet-A3C/blob/master/model.py
class NoisyLinear(nn.Linear):
def __init__(self, in_features, out_features, sigma_init=0.05, bias=True):
super(NoisyLinear, self).__init__(in_features, out_features, bias=True)
# reuse self.weight and self.bias
self.sigma_init = sigma_init
self.sigma_weight = Parameter(torch.Tensor(out_features, in_features))
self.sigma_bias = Parameter(torch.Tensor(out_features))
self.epsilon_weight = None
self.epsilon_bias = None
self.register_buffer('epsilon_weight', torch.zeros(out_features, in_features))
self.register_buffer('epsilon_bias', torch.zeros(out_features))
self.reset_parameters()
def reset_parameters(self):
# Only init after all params added (otherwise super().__init__() fails)
if hasattr(self, 'sigma_weight'):
init.uniform(self.weight, -math.sqrt(3 / self.in_features),
math.sqrt(3 / self.in_features))
init.uniform(self.bias, -math.sqrt(3 / self.in_features),
math.sqrt(3 / self.in_features))
init.constant(self.sigma_weight, self.sigma_init)
init.constant(self.sigma_bias, self.sigma_init)
def forward(self, x):
return F.linear(x, self.weight + self.sigma_weight * Variable(self.epsilon_weight),
self.bias + self.sigma_bias * Variable(self.epsilon_bias))
def sample_noise(self):
self.epsilon_weight = torch.randn(self.out_features, self.in_features)
self.epsilon_bias = torch.randn(self.out_features)
def remove_noise(self):
self.epsilon_weight = torch.zeros(self.out_features, self.in_features)
self.epsilon_bias = torch.zeros(self.out_features)
class Normalizer(object):
def __init__(self, mean, variance):
if isinstance(mean, list):
mean = np.array(mean)
if isinstance(variance, list):
variance = np.array(variance)
self.mean = mean
self.std = np.sqrt(variance + 0.00001)
def normalize(self, x):
if isinstance(x, list):
x = np.array(x)
x = x - self.mean
x = x / self.std
return Variable(torch.FloatTensor(x))
def __call__(self, x, *args, **kwargs):
return self.normalize(x)
class Actor(nn.Module):
def __init__(self, n_states, n_actions, noisy=False):
super(Actor, self).__init__()
self.layers = nn.Sequential(
nn.Linear(n_states, 128),
nn.LeakyReLU(negative_slope=0.2),
nn.BatchNorm1d(128),
nn.Linear(128, 128),
nn.Tanh(),
nn.Dropout(0.3),
nn.Linear(128, 64),
nn.Tanh(),
nn.BatchNorm1d(64),
)
if noisy:
self.out = NoisyLinear(64, n_actions)
else:
self.out = nn.Linear(64, n_actions)
self._init_weights()
self.act = nn.Sigmoid()
def _init_weights(self):
for m in self.layers:
if isinstance(m, nn.Linear):
m.weight.data.normal_(0.0, 1e-2)
m.bias.data.uniform_(-0.1, 0.1)
def sample_noise(self):
self.out.sample_noise()
def forward(self, x): # pylint: disable=arguments-differ
out = self.act(self.out(self.layers(x)))
return out
class Critic(nn.Module):
def __init__(self, n_states, n_actions):
super(Critic, self).__init__()
self.state_input = nn.Linear(n_states, 128)
self.action_input = nn.Linear(n_actions, 128)
self.act = nn.Tanh()
self.layers = nn.Sequential(
nn.Linear(256, 256),
nn.LeakyReLU(negative_slope=0.2),
nn.BatchNorm1d(256),
nn.Linear(256, 64),
nn.Tanh(),
nn.Dropout(0.3),
nn.BatchNorm1d(64),
nn.Linear(64, 1),
)
self._init_weights()
def _init_weights(self):
self.state_input.weight.data.normal_(0.0, 1e-2)
self.state_input.bias.data.uniform_(-0.1, 0.1)
self.action_input.weight.data.normal_(0.0, 1e-2)
self.action_input.bias.data.uniform_(-0.1, 0.1)
for m in self.layers:
if isinstance(m, nn.Linear):
m.weight.data.normal_(0.0, 1e-2)
m.bias.data.uniform_(-0.1, 0.1)
def forward(self, x, action): # pylint: disable=arguments-differ
x = self.act(self.state_input(x))
action = self.act(self.action_input(action))
_input = torch.cat([x, action], dim=1)
value = self.layers(_input)
return value
class DDPG(object):
def __init__(self, n_states, n_actions, model_name='', alr=0.001, clr=0.001,
gamma=0.9, batch_size=32, tau=0.002, memory_size=100000,
ouprocess=True, mean_var_path=None, supervised=False):
self.n_states = n_states
self.n_actions = n_actions
self.alr = alr
self.clr = clr
self.model_name = model_name
self.batch_size = batch_size
self.gamma = gamma
self.tau = tau
self.ouprocess = ouprocess
if mean_var_path is None:
mean = np.zeros(n_states)
var = np.zeros(n_states)
elif not os.path.exists(mean_var_path):
mean = np.zeros(n_states)
var = np.zeros(n_states)
else:
with open(mean_var_path, 'rb') as f:
mean, var = pickle.load(f)
self.normalizer = Normalizer(mean, var)
if supervised:
self._build_actor()
LOG.info("Supervised Learning Initialized")
else:
# Build Network
self._build_network()
self.replay_memory = PrioritizedReplayMemory(capacity=memory_size)
self.noise = OUProcess(n_actions)
@staticmethod
def totensor(x):
return Variable(torch.FloatTensor(x))
def _build_actor(self):
if self.ouprocess:
noisy = False
else:
noisy = True
self.actor = Actor(self.n_states, self.n_actions, noisy=noisy)
self.actor_criterion = nn.MSELoss()
self.actor_optimizer = optimizer.Adam(lr=self.alr, params=self.actor.parameters())
def _build_network(self):
if self.ouprocess:
noisy = False
else:
noisy = True
self.actor = Actor(self.n_states, self.n_actions, noisy=noisy)
self.target_actor = Actor(self.n_states, self.n_actions)
self.critic = Critic(self.n_states, self.n_actions)
self.target_critic = Critic(self.n_states, self.n_actions)
# if model params are provided, load them
if len(self.model_name):
self.load_model(model_name=self.model_name)
LOG.info("Loading model from file: %s", self.model_name)
# Copy actor's parameters
self._update_target(self.target_actor, self.actor, tau=1.0)
# Copy critic's parameters
self._update_target(self.target_critic, self.critic, tau=1.0)
self.loss_criterion = nn.MSELoss()
self.actor_optimizer = optimizer.Adam(lr=self.alr, params=self.actor.parameters(),
weight_decay=1e-5)
self.critic_optimizer = optimizer.Adam(lr=self.clr, params=self.critic.parameters(),
weight_decay=1e-5)
@staticmethod
def _update_target(target, source, tau):
for (target_param, param) in zip(target.parameters(), source.parameters()):
target_param.data.copy_(
target_param.data * (1 - tau) + param.data * tau
)
def reset(self, sigma):
self.noise.reset(sigma)
def _sample_batch(self):
batch, idx = self.replay_memory.sample(self.batch_size)
# batch = self.replay_memory.sample(self.batch_size)
states = list(map(lambda x: x[0].tolist(), batch)) # pylint: disable=W0141
next_states = list(map(lambda x: x[3].tolist(), batch)) # pylint: disable=W0141
actions = list(map(lambda x: x[1].tolist(), batch)) # pylint: disable=W0141
rewards = list(map(lambda x: x[2], batch)) # pylint: disable=W0141
terminates = list(map(lambda x: x[4], batch)) # pylint: disable=W0141
return idx, states, next_states, actions, rewards, terminates
def add_sample(self, state, action, reward, next_state, terminate):
self.critic.eval()
self.actor.eval()
self.target_critic.eval()
self.target_actor.eval()
batch_state = self.normalizer([state.tolist()])
batch_next_state = self.normalizer([next_state.tolist()])
current_value = self.critic(batch_state, self.totensor([action.tolist()]))
target_action = self.target_actor(batch_next_state)
target_value = self.totensor([reward]) \
+ self.totensor([0 if x else 1 for x in [terminate]]) \
* self.target_critic(batch_next_state, target_action) * self.gamma
error = float(torch.abs(current_value - target_value).data.numpy()[0])
self.target_actor.train()
self.actor.train()
self.critic.train()
self.target_critic.train()
self.replay_memory.add(error, (state, action, reward, next_state, terminate))
def update(self):
idxs, states, next_states, actions, rewards, terminates = self._sample_batch()
batch_states = self.normalizer(states)
batch_next_states = self.normalizer(next_states)
batch_actions = self.totensor(actions)
batch_rewards = self.totensor(rewards)
mask = [0 if x else 1 for x in terminates]
mask = self.totensor(mask)
target_next_actions = self.target_actor(batch_next_states).detach()
target_next_value = self.target_critic(batch_next_states, target_next_actions).detach()
current_value = self.critic(batch_states, batch_actions)
# TODO (dongshen): This clause is the original clause, but it has some mistakes
# next_value = batch_rewards + mask * target_next_value * self.gamma
# Since terminate is always false, I remove the mask here.
next_value = batch_rewards + target_next_value * self.gamma
# Update Critic
# update prioritized memory
error = torch.abs(current_value - next_value).data.numpy()
for i in range(self.batch_size):
idx = idxs[i]
self.replay_memory.update(idx, error[i][0])
loss = self.loss_criterion(current_value, next_value)
self.critic_optimizer.zero_grad()
loss.backward()
self.critic_optimizer.step()
# Update Actor
self.critic.eval()
policy_loss = -self.critic(batch_states, self.actor(batch_states))
policy_loss = policy_loss.mean()
self.actor_optimizer.zero_grad()
policy_loss.backward()
self.actor_optimizer.step()
self.critic.train()
self._update_target(self.target_critic, self.critic, tau=self.tau)
self._update_target(self.target_actor, self.actor, tau=self.tau)
return loss.data, policy_loss.data
def choose_action(self, x):
""" Select Action according to the current state
Args:
x: np.array, current state
"""
self.actor.eval()
act = self.actor(self.normalizer([x.tolist()])).squeeze(0)
self.actor.train()
action = act.data.numpy()
if self.ouprocess:
action += self.noise.noise()
return action.clip(0, 1)
def sample_noise(self):
self.actor.sample_noise()
def load_model(self, model_name):
""" Load Torch Model from files
Args:
model_name: str, model path
"""
self.actor.load_state_dict(
torch.load('{}_actor.pth'.format(model_name))
)
self.critic.load_state_dict(
torch.load('{}_critic.pth'.format(model_name))
)
def save_model(self, model_name):
""" Save Torch Model from files
Args:
model_dir: str, model dir
title: str, model name
"""
torch.save(
self.actor.state_dict(),
'{}_actor.pth'.format(model_name)
)
torch.save(
self.critic.state_dict(),
'{}_critic.pth'.format(model_name)
)
def set_model(self, actor_dict, critic_dict):
self.actor.load_state_dict(pickle.loads(actor_dict))
self.critic.load_state_dict(pickle.loads(critic_dict))
def get_model(self):
return pickle.dumps(self.actor.state_dict()), pickle.dumps(self.critic.state_dict())
def save_actor(self, path):
""" save actor network
Args:
path, str, path to save
"""
torch.save(
self.actor.state_dict(),
path
)
def load_actor(self, path):
""" load actor network
Args:
path, str, path to load
"""
self.actor.load_state_dict(
torch.load(path)
)
def train_actor(self, batch_data, is_train=True):
""" Train the actor separately with data
Args:
batch_data: tuple, (states, actions)
is_train: bool
Return:
_loss: float, training loss
"""
states, action = batch_data
if is_train:
self.actor.train()
pred = self.actor(self.normalizer(states))
action = self.totensor(action)
_loss = self.actor_criterion(pred, action)
self.actor_optimizer.zero_grad()
_loss.backward()
self.actor_optimizer.step()
else:
self.actor.eval()
pred = self.actor(self.normalizer(states))
action = self.totensor(action)
_loss = self.actor_criterion(pred, action)
return _loss.data[0]