RuntimeError: the derivative for 'indices' is not implemented - pytorch

I am following this online tutorial for coding a DQN,https://github.com/philtabor/Youtube-Code-Repository/blob/master/ReinforcementLearning/DeepQLearning/torch_deep_q_model.py
, however I am running into this Runtime Error that I am unsure of how to debug or modify to prevent this error. Thanks!
---------------------------------------------------------------------------
RuntimeError Traceback (most recent call last)
<ipython-input-196-00975d66fd2d> in <module>
28 agent.storeTransition(preprocess(obs),action,reward,preprocess(obs_))
29 obs= obs_
---> 30 agent.learn(batch_size)
31 lastAction = action
32 scores.append(score)
<ipython-input-191-f6b163cc3a8a> in learn(self, batch_size)
72 Qtarget = Qpred.clone()
73 print(Qnext[1])
---> 74 Qtarget[:,maxA] = rewards + self.GAMMA*torch.max(Qnext[1])
75 # epsilon decay action
76 if self.steps > 2000:
RuntimeError: the derivative for 'indices' is not implemented
These are my code blocks in my jupyter notebook
class DeepQNetwork(nn.Module):
def __init__(self,Alpha):
super(DeepQNetwork,self).__init__()
self.conv1 = nn.Conv2d(1,32,8,stride=4, padding=1)
self.conv2 = nn.Conv2d(32,64,4,stride=2)
self.conv3 = nn.Conv2d(64,128,3)
self.fc1 = nn.Linear(128* 21* 12,512)
self.fc2 = nn.Linear(512,6)
self.optimizer = optim.RMSprop(self.parameters(), lr = Alpha)
self.loss = nn.MSELoss()
self.device = torch.device('cuda:0' if torch.cuda.is_available() else 'cpu')
self.to(self.device)
def forward(self,obs):
'''Passing in a sequence of arrays'''
obs = torch.Tensor(obs).to(self.device) # send to the GPU
''' Feed forward the Network Parameters'''
obs = obs.view(-1, 1,200,125)
#print(obs.shape)
obs = F.relu(self.conv1(obs))
#print(obs.shape)
obs = F.relu(self.conv2(obs))
#print(obs.shape)
obs = F.relu(self.conv3(obs))
#print(obs.shape)
obs = obs.view(-1,128* 21* 12)
obs = F.relu(self.fc1(obs))
# 4 Rows and 6 columns
actions = self.fc2(obs)
return actions
This is the Agent Code, and it contains the error causing line of code
class DQNAgent(object):
def __init__(self, gamma, epsilon, alpha, maxMemory,
epsEnd = 0.05, replace =10000, actionSpace = [0,1,2,3,4,5]):
'''
Gamma -> discount factor of valuing current reward over future reward
Epsilon -> for trade off between exploration-exploitation
alpha -> learn rate
maxMemory -> max size of Memory buffer
epsEnd -> smallest value of Exploration
repace -> how often to replace target network
'''
self.GAMMA = gamma
self.EPSILON = epsilon
self.EPS_END = epsEnd
self.actionSpace = actionSpace
self.maxMemory = maxMemory
self.steps = 0
self.learn_step_counter = 0
self.memory = []
self.memCount = 0
self.replace_tgt_count = replace
self.Q_eval = DeepQNetwork(alpha)
self.Q_next = DeepQNetwork(alpha)
def storeTransition(self, state, action, reward, state_):
'''Stores Transition states'''
if self.memCount < self.maxMemory:
self.memory.append([state,action,reward,state_])
else:
self.memory[self.memCount%self.maxMemory] = [state,action,reward,state_]
self.memCount +=1
def chooseAction(self,obs):
'''
Exploration if np.random > epsilon
else take epsilon greedy action
'''
rand = np.random.random()
# Get the value for all actions for the current set of states
# Forward pass the stack of frames to get value of each action given subset of staes in obs
actions = self.Q_eval.forward(obs)
if rand<1-self.EPSILON:
action = torch.argmax(actions[1]).item()
else:
action = np.random.choice(self.actionSpace)
self.steps += 1
return action
def learn(self, batch_size):
self.Q_eval.optimizer.zero_grad()
#0 gradient to do batch optimisation
if self.replace_tgt_count is not None and self.learn_step_counter % self.replace_tgt_count==0:
self.Q_next.load_state_dict(self.Q_eval.state_dict())
# memory subsampling
if self.memCount + batch_size < self.maxMemory:
memStart = int(np.random.choice(range(self.memCount)))
else:
memStart = int(np.random.choice(range(self.maxMemory-batch_size-1)))
miniBatch = self.memory[memStart:memStart+batch_size]
memory = np.array(miniBatch)
#feed forward current state and successor state conv to list as memory is array of numpy objects
Qpred = self.Q_eval.forward(list(memory[:,0][:])).to(self.Q_eval.device)
Qnext = self.Q_next.forward(list(memory[:,3][:])).to(self.Q_eval.device)
maxA = torch.argmax(Qnext,dim = 1).to(self.Q_eval.device)
#calculate rewards
rewards = torch.Tensor(list(memory[:,2])).to(self.Q_eval.device)
# loss for every action except max action to be 0
Qtarget = Qpred.clone()
print(Qnext.shape)
Qtarget[:,maxA] = rewards + self.GAMMA*torch.max(Qnext[1])# PROBLEMATIC LINE
# epsilon decay action
if self.steps > 2000:
if self.EPSILON-1e-4 >self.EPS_END:
self.EPSILON-= 1e-4
else:
self.EPSILON = self.EPS_END
loss = self.Q_eval.loss(Qtarget,Qpred).to(self.Q_eval.device)
loss.backward()
self.Q_eval.optimizer.step()
self.learn_step_counter +=1
env = gym.make("Invader-v0")
agent = DQNAgent(gamma=0.95,epsilon = 1.0,alpha = 0.003, maxMemory = 5000,replace = None)
while agent.memCount < agent.maxMemory:
obs = env.reset()
done = False
lives = 3
while not done:
action = env.action_space.sample()
obs_ , reward, done, info = env.step(action)
if done and info['lives']<lives:
lives = info['lives']
reward -= 200
agent.storeTransition(preprocess(obs),action,reward,preprocess(obs_))
obs= obs_
initialised = True
scores = []
epsHistory = []
numGames = 50
batch_size = 16
for i in range(numGames):
print(f'starting game {i+1}, epsilon = {agent.EPSILON}')
epsHistory.append(agent.EPSILON)
done = False
obs = env.reset()
frames = [np.sum(obs)]
score = 0
lastAction = 0
lives = 3
while not done:
if len(frames) == 4:
action = agent.chooseAction(frames)
frames = []
else:
action = lastAction
obs_, reward, done, info = env.step(action)
score += score-reward
frames.append(preprocess(obs_))
if done and info['lives'] < lives:
reward -=200
agent.storeTransition(preprocess(obs),action,reward,preprocess(obs_))
obs= obs_
agent.learn(batch_size)
lastAction = action
scores.append(score)
print('score: ', score)
x = [i+1 for i in range(numGames)]

You have to do use .detach() for :
Qnext = self.Q_next.forward(list(memory[:,3][:])).detach().to(self.Q_eval.device)

Related

DQN model for Atari game never learns

I'm trying to implement an Pong game with DQN model by torch. However I got two problems during the execution. Firstly, I found that the game never get done. Secondly, I found the loss function does not have any change in the trainning. This is my code below:
I defined a CNN network with the input of the size (batch=32, channels=4, height=84, weight=84). By this step there's nothing wrong happened:
class CNN(nn.Module):
def __init__(self, s_channels, a_space):
super(CNN, self).__init__()
self.pool = nn.MaxPool2d(kernel_size=2, stride=1)
self.conv1 = nn.Conv2d(s_channels,out_channels=32,kernel_size=8,stride=4)
self.conv2 = nn.Conv2d(32,64,4,2)
self.conv3 = nn.Conv2d(64,64,3,1)
self.fc1 = nn.Linear(64*4*4,1024)
self.fc2 = nn.Linear(1024,512)
self.fc3 = nn.Linear(512,a_space)
def forward(self,input):
output = self.pool(F.relu(self.conv1(input)))
output = self.pool(F.relu(self.conv2(output)))
output = self.pool(F.relu(self.conv3(output)))
output = output.view(-1,64*4*4)
output = F.relu(self.fc1(output))
output = F.relu(self.fc2(output))
output = F.relu(self.fc3(output))
return output
For the agent class, I defined a back propagation function to replay the weight in CNN and the data pre-processing function:
# Agent
class Agent():
def __init__(self, s_space, a_space) -> None:
# define parameters
self.epsilon = 1.0
self.min_epsilon = 0.01
self.dr = 0.995
self.lr = 0.001
self.gamma = 0.9
# define models
self.evl_net = CNN(s_space, a_space)
self.tgt_net = CNN(s_space, a_space)
self.cert = nn.SmoothL1Loss()
self.optimal = th.optim.Adam(self.evl_net.parameters(),lr=self.lr)
# define memory store
self.memory = deque(maxlen=2000)
# self.img_stack = deque(maxlen=4)
# pre-processing frame images: transform the imaages into tensors
# def bsl_image_pre_process(self,env):
# env = aw.AtariWrapper(env,noop_max=30,frame_skip=4,screen_size=84,terminal_on_life_loss=True,clip_reward = True)
# return env
def gym_image_pre_process(self,env):
#Atari preprocessing
env = gym.wrappers.AtariPreprocessing(env, noop_max=30, frame_skip=4, screen_size=84, terminal_on_life_loss=False, grayscale_obs=True, grayscale_newaxis=False, scale_obs=False)
#create frame stack
env = gym.wrappers.FrameStack(env, 4)
channels = env.observation_space.shape[0]
return env,channels
# env = aw.AtariWrapper(env,noop_max=30,frame_skip=4,screen_size=84,terminal_on_life_loss=True,clip_reward = True)
# return env
def data_pre_process(self,batch_size):
s_v = []
a_v = []
next_s_v = []
r_v = []
dones = []
materials = random.sample(self.memory,batch_size)
for t in materials:
s_v.append(t[0])
a_v.append(t[1])
next_s_v.append(t[2])
r_v.append(t[3])
dones.append(t[4])
# print(th.FloatTensor(r_v))
# print(th.FloatTensor(r_v).size())
# print(s_v)
s_v = th.Tensor(s_v) # size: [32,3,210,160]
a_v = th.LongTensor(a_v).unsqueeze(1) # size: [32,1]
next_s_v = th.Tensor(next_s_v) # size: [32,3,210,160]
r_v = th.FloatTensor(r_v) # size: [32]
return s_v, a_v, next_s_v, r_v, dones
# remember the transformed images
def record(self,tpl):
self.memory.append(tpl)
# select actions according to the states (input images with 4 channels)
def select(self,state,a_space):
actions = self.evl_net(state).data.tolist()
if(random.random() <= self.epsilon):
action = random.randint(0,a_space-1)
else:
action = actions.index(max(actions))
return action
# DQN trainning progression
def train(self,state,batch_size):
s_v,a_v,next_s_v,r_v,dones = self.data_pre_process(batch_size)
self.tgt_net.load_state_dict(self.evl_net.state_dict())
evl_Q_value = self.evl_net(s_v).gather(0,a_v) # size: [32,6].gather() -> [32,1]
tgt = self.tgt_net(next_s_v).max(1)[0].detach() # size [32,1]
tgt_Q_value = (r_v + self.gamma * tgt)
for index in range(len(dones)):
if(dones[index]==True):
tgt[index][0] = -1
# print(tgt_Q_value)
tgt_Q_value = tgt_Q_value.reshape(batch_size,1) # size: [32, 1] cannot be back propagated
# print(tgt_Q_value)
self.optimal.zero_grad()
loss = self.cert(evl_Q_value, tgt_Q_value)
print(loss)
loss.backward()
for pr in self.evl_net.parameters():
pr.grad.data.clamp_(-1, 1)
self.optimal.step()
if(self.epsilon > self.min_epsilon):
self.epsilon *= self.dr
At the training stage, I found the first question. the condition of done in each episode is always false. With gym.wrappers I've pre-processed the image tensor into 48484 and the environment with only one life. But it still appears:
# main test
_display = Display(visible=0, size=(900,1400))
_display.start()
# set episode step and batch_size
episodes = 5000
batch_size = 32
env = gym.make("PongNoFrameskip-v4")
env = gym.wrappers.AtariPreprocessing(env, noop_max=30, frame_skip=4, screen_size=84, terminal_on_life_loss=False, grayscale_obs=True, grayscale_newaxis=False, scale_obs=False)
# create frame stack for the input image data (size: (4,84,84))
env = gym.wrappers.FrameStack(env, 4)
channels = env.observation_space.shape[0]
a_space = env.action_space.n
agent = Agent(channels, a_space)
# env.render()
# testing:
for e in range(episodes):
# step 1: reset the agent at the beginning
s = np.array(env.reset())
for run in range(100):
score = 0
# display.clear_output(wait=True)
# display.display(Image.fromarray(env.render(mode='rgb_array')))
# env.render("rgb_array")
img = plt.imshow(env.render('rgb_array'))
# step 2: create state space tensor
# step 3: iterate actions
a = agent.select(th.Tensor(s).unsqueeze(0),a_space)
next_s, reward, done, _ = env.step(a)
if(done==True):
next_s = None
next_s = np.array(next_s) # done is never true. Why?
# step 4: record the data into buffer
dataset = (s,a,next_s,reward,done)
agent.record(dataset)
# step 5: update state steps
s = next_s
score += reward
if(done==True or run == 99):
print("episodes:",e,"score:",score,"epsilon: {:.2}".format(agent.epsilon))
break
# step 6: training and update CNN
if(len(agent.memory) > batch_size):
agent.train(channels,batch_size)
As I tried to find this problem, I detected that the loss value never even roughly decreases(at most fluctuate around 1.2). I rechecked the input and output tensor but found nothing else. I hope to get some help for how to fix these two problems. Many thanks!

problem changing input type in pytorch reinforcement learning

I'm trying to tun a code I found on github, but keep crashing in one part and getting TypeError: only size-1 arrays can be converted to Python scalars error. I've been trying to solve it for two days now. If I understand the problem correctly I have incompatible dtypes of tensors yet I've no idea how to fix this. Everytime I try to change my tensor type to say DoubleTensor, or float64 I get other errors. I simply haven't got a clue now which part needs to be changed and how.
This is my model defined:
class Policy(nn.Module):
def __init__(self):
super(Policy, self).__init__()
self.input_layer = nn.Linear(11, 128)
self.hidden_1 = nn.Linear(128, 128)
self.hidden_2 = nn.Linear(32,31)
self.hidden_state = torch.tensor(torch.zeros(2,1,32)).cuda()
self.rnn = nn.GRU(128, 32, 2)
self.action_head = nn.Linear(31, 5)
self.value_head = nn.Linear(31, 1)
self.saved_actions = []
self.rewards = []
def reset_hidden(self):
self.hidden_state = torch.tensor(torch.zeros(2,1,32)).cuda()
def forward(self, x):
x = torch.tensor(x).cuda()
x = torch.sigmoid(self.input_layer(x))
x = torch.tanh(self.hidden_1(x))
x, self.hidden_state = self.rnn(x.view(1,-1,128), self.hidden_state.data)
x = F.relu(self.hidden_2(x.squeeze()))
action_scores = self.action_head(x)
state_values = self.value_head(x)
return F.softmax(action_scores, dim=-1), state_values
def forward(self, x):
conv_out = self.conv(x).view(x.size()[0], -1)
val = self.fc_val(conv_out)
adv = self.fc_adv(conv_out)
return val + (adv - adv.mean(dim=1, keepdim=True))
def act(self, state):
probs, state_value = self.forward(state)
m = Categorical(probs)
action = m.sample()
if action == 1 and env.state[0] < 1: action = torch.LongTensor([2]).squeeze().cuda.DoubleTensor()
if action == 4 and env.state[1] < 1: action = torch.LongTensor([2]).squeeze().cuda.DoubleTensor()
if action == 6 and env.state[2] < 1: action = torch.LongTensor([2]).squeeze().cuda.DoubleTensor()
self.saved_actions.append((m.log_prob(action), state_value))
return action.item()
This is where it crashes
env.reset()
# In case you're running this a second time with the same model, delete the gradients
del model.rewards[:]
del model.saved_actions[:]
gamma = 0.9
log_interval = 60
def finish_episode():
R = 0
saved_actions = model.saved_actions
policy_losses = []
value_losses = []
rewards = []
for r in model.rewards[::-1]:
R = r + (gamma * R)
rewards.insert(0, R)
rewards = torch.tensor(rewards)
epsilon = (torch.rand(1) / 1e4) - 5e-5
# With different architectures, I found the following standardization step sometimes
# helpful, sometimes unhelpful.
#
rewards = (rewards - rewards.mean()) / (rewards.std(unbiased=False) + epsilon)
# Alternatively, comment it out and use the following line instead:
rewards += epsilon
for (log_prob, value), r in zip(saved_actions, rewards):
reward = torch.tensor(r - value.item()).cuda()
policy_losses.append(-log_prob * reward)
value_losses.append(F.smooth_l1_loss(value, torch.tensor([r]).cuda()))
optimizer.zero_grad()
loss = torch.stack(policy_losses).sum() + torch.stack(value_losses).sum()
loss = torch.clamp(loss, -1e-5, 1e5)
loss.backward()
optimizer.step()
del model.rewards[:]
del model.saved_actions[:]
running_reward = 0
for episode in range(0, 4000):
state = env.reset()
state = state.type(torch.float32)
reward = 0
done = False
msg = None
while not done:
action = model.act(state)
state, reward, done, msg = env.step(action)
model.rewards.append(reward)
if done:
break
running_reward = running_reward * (1 - 1/log_interval) + reward * (1/log_interval)
finish_episode()
# Resetting the hidden state seems unnecessary - it's effectively random from the previous
# episode anyway, more random than a bunch of zeros.
# model.reset_hidden()
if msg["msg"] == "done" and env.portfolio_value() > env.starting_portfolio_value * 1.1 and running_reward > 500:
print("Early Stopping: " + str(int(reward)))
break
if episode % log_interval == 0:
print("""Episode {}: started at {:.1f}, finished at {:.1f} because {} # t={}, \
last reward {:.1f}, running reward {:.1f}""".format(episode, env.starting_portfolio_value, \
env.portfolio_value(), msg["msg"], env.cur_timestep, reward, running_reward))
This is the error I get
/usr/local/lib/python3.7/dist-packages/ipykernel_launcher.py:18: UserWarning: To copy construct from a tensor, it is recommended to use sourceTensor.clone().detach() or sourceTensor.clone().detach().requires_grad_(True), rather than torch.tensor(sourceTensor).
---------------------------------------------------------------------------
RuntimeError Traceback (most recent call last)
<ipython-input-74-21b617d2e36f> in <module>()
46 msg = None
47 while not done:
---> 48 action = model.act(state)
49 state, reward, done, msg = env.step(action)
50 model.rewards.append(reward)
4 frames
/usr/local/lib/python3.7/dist-packages/torch/nn/functional.py in linear(input, weight, bias)
1751 if has_torch_function_variadic(input, weight):
1752 return handle_torch_function(linear, (input, weight), input, weight, bias=bias)
-> 1753 return torch._C._nn.linear(input, weight, bias)
1754
1755
RuntimeError: expected scalar type Double but found Float
This is the github I'm using:
https://github.com/tomgrek/RL-stocktrading/blob/master/Finance%20final.ipynb
I was suggested that teh problem is because when I use "state" as a parameter torch throws an error cause it expects a numeric type, but I cannot change state to any float, because I get another error that list can't be changed to float32.
I'll be super grateful if you could show me idiot-proof what I'm doing wrong.
First are you using the same environment "env" and/or dataset ?
Second, you added this line state = state.type(torch.float32) and it didn't throw an error so I suppose state was already a tensor (which is a bit weird). If you had to change the type to float32 then in the next while loop you may have forgotten to change the type.
while not done:
action = model.act(state)
state, reward, done, msg = env.step(action)
state = state.float() # To add as I think env.step(action) returns a long tensor for some reason
model.rewards.append(reward)
if done:
break
Good luck.

Deep Q learning not performing well for algo-trading

I have implemented a deep q learning in Python using keras framework to reproduce a paper's results. However, It is not working. Here is some info :
the training is done in 10000 step for the agent for 2 possible actions
the input vector's shape is 117
Here is the code for the algorithm (inspired from various github repos maybe I implemented the algorithm wrong)
def build_dqn(lr, n_actions, input_dims, fc1_dims, fc2_dims,CLIP_GRADIENT=1):
#set_seed(42)
model = Sequential([
Dense(fc1_dims, input_shape=(input_dims,)), # bias_regularizer=regularizers.l2(1e-4),activity_regularizer=regularizers.l2(1e-5)
Activation('relu'),
BatchNormalization(),
Dense(fc2_dims),
Activation('relu'),
BatchNormalization(),
Dense(n_actions)])
model.compile(optimizer=Adam(lr=lr, clipvalue=CLIP_GRADIENT), loss='mse')
return model
class Agent(object):
def __init__(self, alpha, gamma, n_actions, epsilon, batch_size,
input_dims, epsilon_dec=0.996, epsilon_end=0.01,
mem_size=1000000, fname='dqn_model.h5'):
self.action_space = [i for i in range(n_actions)]
self.gamma = gamma
self.epsilon = epsilon
self.epsilon_dec = epsilon_dec
self.epsilon_min = epsilon_end
self.batch_size = batch_size
self.model_file = fname
self.memory = ReplayBuffer(mem_size, input_dims, n_actions,
discrete=True)
self.q_eval = build_dqn(alpha, n_actions, input_dims, 64, 32)
def remember(self, state, action, reward, new_state, done):
self.memory.store_transition(state, action, reward, new_state, done)
def choose_action(self, state):
state = state[np.newaxis, :]
rand = np.random.random()
if rand < self.epsilon:
action = np.random.choice(self.action_space)
else:
actions = self.q_eval.predict(state)
action = np.argmax(actions)
return action
def learn(self):
if self.memory.mem_cntr > self.batch_size:
state, action, reward, new_state, done = \
self.memory.sample_buffer(self.batch_size)
action_values = np.array(self.action_space, dtype=np.int8)
action_indices = np.dot(action, action_values)
q_eval = self.q_eval.predict(state)
q_next = self.q_eval.predict(new_state)
q_target = q_eval.copy()
batch_index = np.arange(self.batch_size, dtype=np.int32)
q_target[batch_index, action_indices] = reward + \
self.gamma*np.max(q_next, axis=1)*done
_ = self.q_eval.fit(state, q_target, verbose=0)
self.epsilon = self.epsilon*self.epsilon_dec if self.epsilon > \
self.epsilon_min else self.epsilon_min
def processState(self, state):
n = len(state)
relative_diff_matrix,prev_posiion = state[:n-1],state[n-1]
relative_diff_matrix = relative_diff_matrix.reshape((int(n/30),30))
relative_diff_matrix = np.diff(relative_diff_matrix) / relative_diff_matrix[:,:-1]
relative_diff_matrix = StandardScaler().fit_transform(relative_diff_matrix.T).T
processed_state = relative_diff_matrix.flatten()
processed_state = np.append(processed_state,prev_posiion)
return processed_state
def processReward(self, reward,rewardClipping=1):
return np.clip(reward, -rewardClipping, rewardClipping)
def train_model(self,trainingEnv, n_episodes = 1,verbose=0):
scores = []
eps_history = []
for i in range(n_episodes):
done = False
score = 0
observation = env.reset()
observation = self.processState(observation)
#observation = self.processState(observation)
while not done:
action = agent.choose_action(observation)
observation_, reward, done, info = trainingEnv.step(action)
# Remembering episode
reward = self.processReward(reward)
observation_ = self.processState(observation_)
score += reward
self.remember(observation_, action, reward, observation_, int(done))
# Remembering episode for other action => Better exploration
otherAction = int(not bool(action))
otherReward = self.processReward(info['Reward'])
otherNextState = self.processState(info['State'])
otherDone = info['Done']
self.remember(observation_, otherAction, otherReward, otherNextState, otherDone)
observation = observation_
# learning
self.learn()
if verbose :
eps_history.append(agent.epsilon)
scores.append(score)
avg_score = np.mean(scores[max(0, i-100):(i+1)])
print('episode: ', i,'score: %.2f' % score,
' average score %.2f' % avg_score)
trainingEnv.render()
def save_model(self):
self.q_eval.save(self.model_file)
def load_model(self):
self.q_eval = load_model(self.model_file)
I start with 100 $ capital I finish with slightly more or less in the horizon of 20 years (about 10000 step). I tried tuning the parameters but nothing worked.
here is the main:
env = TradingEnv(marketSymbol="GOOGL", period=PERIOD_DEFAULT, startingDate=START_DEFAULT, endingDate=END_DEFAULT, columns=COLUMNS, money=100,transactionCosts=0)
lr = 0.0005
agent = Agent(gamma=1, epsilon=0.00, alpha=lr, input_dims=117,
n_actions=2, mem_size=1000000, batch_size=32, epsilon_end=0.0)
agent.train_model(env)
I think I have managed to solve the problem. We need to set the number of episodes to a sufficiently high number (not 1), in my case it was just thirty. However, I don't know how to efficiently backtest the deep q trading agent !

DMN neural network with poor validation results -- only 50%

I have this problem with my Neural Network. I'm trying to implement what's called a DMN (Dynamic Memory Network) for the babi data set. A paper about the DMN model can be found here: http://arxiv.org/abs/1506.07285 Another paper about DMNs can be found here: https://yerevann.github.io/2016/02/05/implementing-dynamic-memory-networks/
Here's my problem. btw I'm using PyTorch.
I split the training and testing data into parts for training, testing, and validation. I use 1000 parts for training, 500 parts for testing and 500 parts for validation. I run into a problem. I can train successfully but when I go to the validation step I never get a score above 50% accuracy. With the babi data set it is documented that you should be able to get 100% accuracy with the first test set. (There are 20 test sets in all). I can get 100% accuracy during training, but only 50% in validation. My question to you is what part of the program would be responsible for this kind of behavior? In other words, can you tell me why I'm always getting 50% ?? Thanks for your time. I'm limiting my experiments to the first babi test for now.
I thought I had this all figured out but my problem has cropped up again. I really don't have a clue what it is. Here is a link to the code. If you could take a look I would be most grateful. https://github.com/radiodee1/awesome-chatbot/blob/master/model/babi_iv.py
Some code is included below.
class WrapMemRNN(nn.Module):
def __init__(self,vocab_size, embed_dim, hidden_size, n_layers, dropout=0.3, do_babi=True, bad_token_lst=[], freeze_embedding=False, embedding=None, print_to_screen=False):
super(WrapMemRNN, self).__init__()
self.hidden_size = hidden_size
self.n_layers = n_layers
self.do_babi = do_babi
self.print_to_screen = print_to_screen
self.bad_token_lst = bad_token_lst
self.embedding = embedding
self.freeze_embedding = freeze_embedding
self.teacher_forcing_ratio = hparams['teacher_forcing_ratio']
gru_dropout = dropout * 0
self.model_1_enc = Encoder(vocab_size, embed_dim, hidden_size, n_layers, dropout=dropout,embedding=embedding, bidirectional=False)
self.model_2_enc = Encoder(vocab_size, embed_dim, hidden_size, n_layers, dropout=gru_dropout, embedding=embedding, bidirectional=False)
self.model_3_mem_a = MemRNN(hidden_size, dropout=gru_dropout)
self.model_3_mem_b = MemRNN(hidden_size, dropout=gru_dropout)
self.model_4_att = EpisodicAttn(hidden_size, dropout=gru_dropout)
self.model_5_ans = AnswerModule(vocab_size, hidden_size,dropout=dropout)
self.input_var = None # for input
self.q_var = None # for question
self.answer_var = None # for answer
self.q_q = None # extra question
self.inp_c = None # extra input
self.inp_c_seq = None
self.all_mem = None
self.last_mem = None # output of mem unit
self.prediction = None # final single word prediction
self.memory_hops = hparams['babi_memory_hops']
self.reset_parameters()
if self.freeze_embedding or self.embedding is not None:
self.new_freeze_embedding()
#self.criterion = nn.CrossEntropyLoss()
pass
def reset_parameters(self):
#print('reset')
stdv = 1.0 / math.sqrt(self.hidden_size)
for weight in self.parameters():
#print('here...')
weight.data.uniform_(-stdv, stdv)
if len(weight.size()) > 1:
init.xavier_normal_(weight)
def forward(self, input_variable, question_variable, target_variable, criterion=None):
self.new_input_module(input_variable, question_variable)
self.new_episodic_module()
outputs, ans = self.new_answer_module_simple()
return outputs, None, ans, None
def new_freeze_embedding(self):
self.model_1_enc.embed.weight.requires_grad = False
self.model_2_enc.embed.weight.requires_grad = False
print('freeze embedding')
pass
def new_input_module(self, input_variable, question_variable):
prev_h1 = []
for ii in input_variable:
ii = self.prune_tensor(ii, 2)
out1, hidden1 = self.model_1_enc(ii, None)
prev_h1.append(hidden1)
self.inp_c_seq = prev_h1
self.inp_c = prev_h1[-1]
prev_h2 = []
for ii in question_variable:
ii = self.prune_tensor(ii, 2)
out2, hidden2 = self.model_2_enc(ii, None)
prev_h2.append(hidden2)
self.q_q = hidden2[:,-1,:]
return
def new_episodic_module(self):
if True:
mem_list = []
sequences = self.inp_c_seq
for i in range(len(sequences)):
m_list = [self.q_q.clone()]
#print(sequences[i].size(),'seq')
for iter in range(self.memory_hops):
x = self.new_attention_step(sequences[i], None, m_list[iter], self.q_q)
if self.print_to_screen and not self.training:
print(x,'x -- after', len(x), sequences[i].size())
e, _ = self.new_episode_small_step(sequences[i], x.permute(1,0), None)
assert len(sequences[i].size()) == 3
#print(e.size(),'e')
ee = e[:, 0, -1]#.permute(2,1,0)
_, out = self.model_3_mem_a(ee.unsqueeze(0), self.prune_tensor(m_list[iter], 3))
m_list.append(out)
mem_list.append(m_list[self.memory_hops])
mm_list = torch.cat(mem_list, dim=1)
self.last_mem = mm_list
#print(self.last_mem.size(),'lm')
return None
def new_episode_small_step(self, ct, g, prev_h):
assert len(ct.size()) == 3
bat, sen, emb = ct.size()
#print(ct.size(),'ct')
#print(sen,'sen', g.size())
last = [prev_h]
ep = []
for iii in range(sen):
c = ct[0,iii,:].unsqueeze(0)
if prev_h is not None:
prev_h = self.prune_tensor(prev_h, 3)
out, gru = self.model_3_mem_b(c, last[iii] )
last.append(out)
g = g.squeeze(0)
gru = gru.squeeze(0).permute(1,0)
#if not self.training: print(g.size(),'g', iii)
#ggg = g[:, iii]
ggg = g[iii]
h = torch.mul(ggg , gru)# + torch.mul((1 - g[iii]) , prev_h.permute(1,0))
index = -1 #-1 # -2
if last[iii + index] is not None:
#print(last[iii].size(),'last -',ggg.size(), ggg, sen)
if False: h = h + torch.mul((1 - ggg), last[iii + index])
#print(h.size(),'hsize')
if iii == sen - 1 : ep.append(h.unsqueeze(1))
h = torch.cat(ep, dim=1)
#print(h.size(),ep[0].size(),'h',sen, gru.size())
return h, gru
def new_attention_step(self, ct, prev_g, mem, q_q):
q_q = self.prune_tensor(q_q,3)
mem = self.prune_tensor(mem,3)
assert len(ct.size()) == 3
bat, sen, emb = ct.size()
#print(sen,'len sen')
att = []
for iii in range(sen):
c = ct[0,iii,:]
concat_list = [
c.unsqueeze(0),
mem.squeeze(0),
q_q.squeeze(0),
(c * q_q).squeeze(0),
(c * mem).squeeze(0),
(torch.abs(c - q_q) ).squeeze(0),
(torch.abs(c - mem) ).squeeze(0)
]
#for ii in concat_list: print(ii.size())
#print(sen,'sen')
#exit()
#z = F.sigmoid(z)
concat_list = torch.cat(concat_list, dim=1)
#print(concat_list.size(),'cl')
att.append(concat_list)
att = torch.cat(att, dim=0)
#z = torch.cat(att, dim=0)
z = self.model_4_att(att)
z = F.sigmoid(z)
#z = F.softmax(z, dim=1) #F.sigmoid(z)
#print(z.size(),'z')
return z
def prune_tensor(self, input, size):
if len(input.size()) < size:
input = input.unsqueeze(0)
if len(input.size()) > size:
input = input.squeeze(0)
return input
def new_answer_module_simple(self):
#outputs
ansx = self.model_5_ans(self.last_mem, None)
#ansx = F.softmax(ansx, dim=0)
if self.print_to_screen:
print(ansx, 'ansx printed')
print(ansx.size(), 'ansx')
vocab, sen = ansx.size()
aa = torch.argmax(ansx, dim=0)
print(aa.size(),'aa')
for i in range(sen):
zz = aa[i]
z = ansx[:, i]
a = torch.argmax(z, dim=0)
print(a.item(), zz.item())
print('----')
#ans = torch.argmax(ansx,dim=1)#[0]
return [None], ansx
pass

Deep Neural Network does not update weights upon training

I am currently getting into tensorflow and have just now started to grasp the graph like concept of it. Now I tried to implement a NN using gradient descent(Adam optimizer) to solve the cartpole environment. I start by randomly intializing my weights and then take random actions(accounting for existing weights) during training. When testing I always take the action with maximum probability. However I always get a score that hovers around 10 and variance is around 0.8. Always. it doesn't change in a notable fashion at all making it look that it always takes purely random actions at every step, not learning anything at all. As I said it seems that the weights are never updated correctly. Where and how do I need to do that?
Here's my code:
import tensorflow as tf
import numpy as np
from gym.envs.classic_control import CartPoleEnv
env = CartPoleEnv()
learning_rate = 10**(-3)
gamma = 0.9999
n_train_trials = 10**3
n_test_trials = 10**2
n_actions = env.action_space.n
n_obs = env.observation_space.high.__len__()
goal_steps = 200
should_render = False
print_per_episode = 100
state_holder = tf.placeholder(dtype=tf.float32, shape=(None, n_obs), name='symbolic_state')
actions_one_hot_holder = tf.placeholder(dtype=tf.float32, shape=(None, n_actions),
name='symbolic_actions_one_hot_holder')
discounted_rewards_holder = tf.placeholder(dtype=tf.float32, shape=None, name='symbolic_reward')
# initialize neurons list dynamically
def get_neurons_list():
i = n_obs
n_neurons_list = [i]
while i < (n_obs * n_actions) // (n_actions // 2):
i *= 2
n_neurons_list.append(i)
while i // 2 > n_actions:
i = i // 2
n_neurons_list.append(i)
n_neurons_list.append(n_actions)
# print(n_neurons_list)
return n_neurons_list
with tf.name_scope('nonlinear_policy'):
# create list of layers with sizes
n_neurons_list = get_neurons_list()
network = None
for i in range((len(n_neurons_list) - 1)):
theta = tf.Variable(tf.random_normal([n_neurons_list[i], n_neurons_list[i+1]]))
bias = tf.Variable(tf.random_normal([n_neurons_list[i+1]]))
if network is None:
network = tf.matmul(state_holder, theta) + bias
else:
network = tf.matmul(network, theta) + bias
if i < len(n_neurons_list) - 1:
network = tf.nn.relu(network)
action_probabilities = tf.nn.softmax(network)
testing_action_choice = tf.argmax(action_probabilities, dimension=1, name='testing_action_choice')
with tf.name_scope('loss'):
actually_chosen_probability = action_probabilities * actions_one_hot_holder
L_theta = -1 * (tf.reduce_sum(tf.log(actually_chosen_probability)) * tf.reduce_sum(discounted_rewards_holder))
with tf.name_scope('train'):
# We define the optimizer to use the ADAM optimizer, and ask it to minimize our loss
gd_opt = tf.train.AdamOptimizer(learning_rate).minimize(L_theta)
sess = tf.Session() # FOR NOW everything is symbolic, this object has to be called to compute each value of Q
# Start
sess.run(tf.global_variables_initializer())
observation = env.reset()
batch_rewards = []
states = []
action_one_hots = []
episode_rewards = []
episode_rewards_list = []
episode_steps_list = []
step = 0
episode_no = 0
while episode_no <= n_train_trials:
if should_render: env.render()
step += 1
action_probability_values = sess.run(action_probabilities,
feed_dict={state_holder: [observation]})
# Choose the action using the action probabilities output by the policy implemented in tensorflow.
action = np.random.choice(np.arange(n_actions), p=action_probability_values.ravel())
# Calculating the one-hot action array for use by tensorflow
action_arr = np.zeros(n_actions)
action_arr[action] = 1.
action_one_hots.append(action_arr)
# Record states
states.append(observation)
observation, reward, done, info = env.step(action)
# We don't want to go above 200 steps
if step >= goal_steps:
done = True
batch_rewards.append(reward)
episode_rewards.append(reward)
# If the episode is done, and it contained at least one step, do the gradient updates
if len(batch_rewards) > 0 and done:
# First calculate the discounted rewards for each step
batch_reward_length = len(batch_rewards)
discounted_batch_rewards = batch_rewards.copy()
for i in range(batch_reward_length):
discounted_batch_rewards[i] *= (gamma ** (batch_reward_length - i - 1))
# Next run the gradient descent step
# Note that each of action_one_hots, states, discounted_batch_rewards has the first dimension as the length
# of the current trajectory
gradients = sess.run(gd_opt, feed_dict={actions_one_hot_holder: action_one_hots, state_holder: states,
discounted_rewards_holder: discounted_batch_rewards})
action_one_hots = []
states = []
batch_rewards = []
if done:
# Done with episode. Reset stuff.
episode_no += 1
episode_rewards_list.append(np.sum(episode_rewards))
episode_steps_list.append(step)
episode_rewards = []
step = 0
observation = env.reset()
if episode_no % print_per_episode == 0:
print("Episode {}: Average steps in last {} episodes".format(episode_no, print_per_episode),
np.mean(episode_steps_list[(episode_no - print_per_episode):episode_no]), '+-',
np.std(episode_steps_list[(episode_no - print_per_episode):episode_no])
)
observation = env.reset()
episode_rewards_list = []
episode_rewards = []
episode_steps_list = []
step = 0
episode_no = 0
print("Testing")
while episode_no <= n_test_trials:
env.render()
step += 1
# For testing, we choose the action using an argmax.
test_action, = sess.run([testing_action_choice],
feed_dict={state_holder: [observation]})
observation, reward, done, info = env.step(test_action[0])
if step >= 200:
done = True
episode_rewards.append(reward)
if done:
episode_no += 1
episode_rewards_list.append(np.sum(episode_rewards))
episode_steps_list.append(step)
episode_rewards = []
step = 0
observation = env.reset()
if episode_no % print_per_episode == 0:
print("Episode {}: Average steps in last {} episodes".format(episode_no, print_per_episode),
np.mean(episode_steps_list[(episode_no - print_per_episode):episode_no]), '+-',
np.std(episode_steps_list[(episode_no - print_per_episode):episode_no])
)
Here is an example tensorflow program that uses Q Learning to learn the CartPole Open Gym.
It is able to quickly learn to stay upright for 80 steps.
Here is the code :
import math
import numpy as np
import sys
import random
sys.path.append("../gym")
from gym.envs.classic_control import CartPoleEnv
env = CartPoleEnv()
discount = 0.5
learning_rate = 0.5
gradient = .001
regularizaiton_factor = .1
import tensorflow as tf
tf_state = tf.placeholder( dtype=tf.float32 , shape=[4] )
tf_state_2d = tf.reshape( tf_state , [1,4] )
tf_action = tf.placeholder( dtype=tf.int32 )
tf_action_1hot = tf.reshape( tf.one_hot( tf_action , 2 ) , [1,2] )
tf_delta_reward = tf.placeholder( dtype=tf.float32 )
tf_value = tf.placeholder( dtype=tf.float32 )
tf_matrix1 = tf.Variable( tf.random_uniform([4,7], -.001, .001) )
tf_matrix2 = tf.Variable( tf.random_uniform([7,2], -.001, .001) )
tf_logits = tf.matmul( tf_state_2d , tf_matrix1 )
tf_logits = tf.matmul( tf_logits , tf_matrix2 )
tf_loss = -1 * learning_rate * ( tf_delta_reward + discount * tf_value - tf_logits ) * tf_action_1hot
tf_regularize = tf.reduce_mean( tf.square( tf_matrix1 )) + tf.reduce_mean( tf.square( tf_matrix2 ))
tf_train = tf.train.GradientDescentOptimizer(gradient).minimize( tf_loss + tf_regularize * regularizaiton_factor )
sess = tf.Session()
sess.run( tf.global_variables_initializer() )
def max_Q( state ) :
actions = sess.run( tf_logits, feed_dict={ tf_state:state } )
actions = actions[0]
value = actions.max()
action = 0 if actions[0] == value else 1
return action , value
avg_age = 0
for trial in range(1,101) :
# initialize state
previous_state = env.reset()
# initialize action and the value of the expected reward
action , value = max_Q(previous_state)
previous_reward = 0
for age in range(1,301) :
if trial % 100 == 0 :
env.render()
new_state, new_reward, done, info = env.step(action)
new_state = new_state
action, value = max_Q(new_state)
# The cart-pole gym doesn't return a reward of Zero when done.
if done :
new_reward = 0
delta_reward = new_reward - previous_reward
# learning phase
sess.run(tf_train, feed_dict={ tf_state:previous_state, tf_action:action, tf_delta_reward:delta_reward, tf_value:value })
previous_state = new_state
previous_reward = new_reward
if done :
break
avg_age = avg_age * 0.95 + age * .05
if trial % 50 == 0 :
print "Average age =",int(round(avg_age))," , trial",trial," , discount",discount," , learning_rate",learning_rate," , gradient",gradient
elif trial % 10 == 0 :
print int(round(avg_age)),
Here is the output:
6 18 23 30 Average age = 36 , trial 50 , discount 0.5 , learning_rate 0.5 , gradient 0.001
38 47 50 53 Average age = 55 , trial 100 , discount 0.5 , learning_rate 0.5 , gradient 0.001
Summary
I wasn't able to get Q learning with a simple neural net to be able to solve the CartPole problem, but have fun experimenting with different NN sizes and depths!
Hope you enjoy this code,
cheers

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