Even when I don't include any observed values, pymc3 will still run and give me results. Is this just sampling from the prior without the likelihood?
'''
import pymc3 as pm
model = pm.Model()
with model:
# Define the prior of the parameter lambda.
lam = pm.Gamma('lambda', alpha=3.5, beta=2)
with model:
trace = pm.sample(draws=20, chains=3)
pm.traceplot(trace)
'''
Yes, you're just sampling from the prior. If you want to, you can check that by plotting the samples as histogram or kernel density estimate and compare it to the pdf you get from scipy.stats.gamma.
Related
I try to adapt the this tf-agents actor<->learner DQN Atari Pong example to my windows machine using a TFUniformReplayBuffer instead of the ReverbReplayBuffer which only works on linux machine but I face a dimensional issue.
[...]
---> 67 init_buffer_actor.run()
[...]
InvalidArgumentError: {{function_node __wrapped__ResourceScatterUpdate_device_/job:localhost/replica:0/task:0/device:CPU:0}} Must have updates.shape = indices.shape + params.shape[1:] or updates.shape = [], got updates.shape [84,84,4], indices.shape [1], params.shape [1000,84,84,4] [Op:ResourceScatterUpdate]
The problem is as follows: The tf actor tries to access the replay buffer and initialize the it with a certain number random samples of shape (84,84,4) according to this deepmind paper but the replay buffer requires samples of shape (1,84,84,4).
My code is as follows:
def train_pong(
env_name='ALE/Pong-v5',
initial_collect_steps=50000,
max_episode_frames_collect=50000,
batch_size=32,
learning_rate=0.00025,
replay_capacity=1000):
# load atari environment
collect_env = suite_atari.load(
env_name,
max_episode_steps=max_episode_frames_collect,
gym_env_wrappers=suite_atari.DEFAULT_ATARI_GYM_WRAPPERS_WITH_STACKING)
# create tensor specs
observation_tensor_spec, action_tensor_spec, time_step_tensor_spec = (
spec_utils.get_tensor_specs(collect_env))
# create training util
train_step = train_utils.create_train_step()
# calculate no. of actions
num_actions = action_tensor_spec.maximum - action_tensor_spec.minimum + 1
# create agent
agent = dqn_agent.DqnAgent(
time_step_tensor_spec,
action_tensor_spec,
q_network=create_DL_q_network(num_actions),
optimizer=tf.compat.v1.train.RMSPropOptimizer(learning_rate=learning_rate))
# create uniform replay buffer
replay_buffer = tf_uniform_replay_buffer.TFUniformReplayBuffer(
data_spec=agent.collect_data_spec,
batch_size=1,
max_length=replay_capacity)
# observer of replay buffer
rb_observer = replay_buffer.add_batch
# create batch dataset
dataset = replay_buffer.as_dataset(
sample_batch_size=batch_size,
num_steps = 2,
single_deterministic_pass=False).prefetch(3)
# create callable function for actor
experience_dataset_fn = lambda: dataset
# create random policy for buffer init
random_policy = random_py_policy.RandomPyPolicy(collect_env.time_step_spec(),
collect_env.action_spec())
# create initalizer
init_buffer_actor = actor.Actor(
collect_env,
random_policy,
train_step,
steps_per_run=initial_collect_steps,
observers=[replay_buffer.add_batch])
# initialize buffer with random samples
init_buffer_actor.run()
(The approach is using the OpenAI Gym Env as well as the corresponding wrapper functions)
I worked with keras-rl2 and tf-agents without actor<->learner for other atari games to create the DQN and both worked quite well afer a some adaptions. I guess my current code will also work after a few adaptions in the tf-agent libary functions, but that would obviate the purpose of the libary.
My current assumption: The actor<->learner methods are not able to work with the TFUniformReplayBuffer (as I expect them to), due to the missing support of the TFPyEnvironment - or I still have some knowledge shortcomings regarding this tf-agents approach
Previous (successful) attempt:
from tf_agents.environments.tf_py_environment import TFPyEnvironment
tf_collect_env = TFPyEnvironment(collect_env)
init_driver = DynamicStepDriver(
tf_collect_env,
random_policy,
observers=[replay_buffer.add_batch],
num_steps=200)
init_driver.run()
I would be very grateful if someone could explain me what I'm overseeing here.
I fixed it...partly, but the next error is (in my opinion) an architectural problem.
The problem is that the Actor/Learner setup is build on a PyEnvironment whereas the
TFUniformReplayBuffer is using the TFPyEnvironment which ends up in the failure above...
Using the PyUniformReplayBuffer with a converted py-spec solved this problem.
from tf_agents.specs import tensor_spec
# convert agent spec to py-data-spec
py_collect_data_spec = tensor_spec.to_array_spec(agent.collect_data_spec)
# create replay buffer based on the py-data-spec
replay_buffer = py_uniform_replay_buffer.PyUniformReplayBuffer(
data_spec= py_collect_data_spec,
capacity=replay_capacity*batch_size
)
This snippet solved the issue of having an incompatible buffer in the background but ends up in another issue
--> The add_batch function does not work
I found this approach which advises to use either a batched environment or to make the following adaptions for the replay observer (add_batch method).
from tf_agents.utils.nest_utils import batch_nested_array
#********* Adpations add_batch method - START *********#
rb_observer = lambda x: replay_buffer.add_batch(batch_nested_array(x))
#********* Adpations add_batch method - END *********#
# create batch dataset
dataset = replay_buffer.as_dataset(
sample_batch_size=32,
single_deterministic_pass=False)
experience_dataset_fn = lambda: dataset
This helped me to solve the issue regarding this post but now I run into another problem where I need to ask someone of the tf-agents-team...
--> It seems that the Learner/Actor structure is no able to work with another buffer than the ReverbBuffer, because the data-spec which is processed by the PyUniformReplayBuffer sets up a wrong buffer structure...
For anyone who has the same problem: I just created this Github-Issue report to get further answers and/or fix my lack of knowledge.
the full fix is shown below...
--> The dimensionality issue was valid and should indicate the the (uploaded) batched samples are not in the correct shape
--> This issue happens due to the fact that the "add_batch" method loads values with the wrong shape
rb_observer = replay_buffer.add_batch
Long story short, this line should be replaced by
rb_observer = lambda x: replay_buffer.add_batch(batch_nested_array(x))
--> Afterwards the (replay buffer) inputs are of correct shape and the Learner Actor Setup starts training.
The full replay buffer is shown below:
# create buffer for storing experience
replay_buffer = tf_uniform_replay_buffer.TFUniformReplayBuffer(
agent.collect_data_spec,
1,
max_length=1000000)
# create batch dataset
dataset = replay_buffer.as_dataset(
sample_batch_size=32,
num_steps = 2,
single_deterministic_pass=False).prefetch(4)
# create batched nested array input for rb_observer
rb_observer = lambda x: replay_buffer.add_batch(batch_nested_array(x))
# create batched readout of dataset
experience_dataset_fn = lambda: dataset
I would like to convert the ActorDistributionModel from a trained PPOClipAgent into a Tensorflow Lite model for deployment. How should I accomplish this?
I have tried following this tutorial (see section at bottom converting policy to TFLite), but the network outputs a single action (the policy) rather than the density function over actions that I desire.
I think perhaps something like this could work:
tf.compat.v2.saved_model.save(actor_net, saved_model_path, signature=?)
... if I knew how to set the signature parameter. That line of code executes without error when I omit the signature parameter, but I get the following error on load (I assume because the signature is not set up correctly):
converter = tf.lite.TFLiteConverter.from_saved_model(saved_model_path)
File "/home/ais/salesmentor.ai/MDPSolver/src/solver/ppo_budget.py", line 336, in train_eval
converter = tf.lite.TFLiteConverter.from_saved_model(saved_model_path)
File "/home/ais/.local/lib/python3.9/site-packages/tensorflow/lite/python/lite.py", line 1275, in from_saved_model
raise ValueError("Only support a single signature key.")
ValueError: Only support a single signature key.
This appears to work. I won't accept the answer until I have completed an end-to-end test, though.
def export_model(actor_net, observation_spec, saved_model_path):
predict_signature = {
'action_pred':
tf.function(func=lambda x: actor_net(x, None, None)[0].logits,
input_signature=(tf.TensorSpec(shape=observation_spec.shape),)
)
}
tf.saved_model.save(actor_net, saved_model_path, signatures=predict_signature)
# Convert to TensorFlow Lite model.
converter = tf.lite.TFLiteConverter.from_saved_model(saved_model_path,
signature_keys=["action_pred"])
converter.target_spec.supported_ops = [
tf.lite.OpsSet.TFLITE_BUILTINS, # enable TensorFlow Lite ops.
tf.lite.OpsSet.SELECT_TF_OPS # enable TensorFlow ops.
]
tflite_policy = converter.convert()
with open(os.path.join(saved_model_path, 'policy.tflite'), 'wb') as f:
f.write(tflite_policy)
The solution wraps the actor_net in a lambda because I was unable to figure out how to specify the signature with all three expected arguments. Through the lambda, I convert the function into using a single argument (a tensor). I expect to pass None to the other two arguments in my use case, so there is nothing lost in this approach.
I see you using CartPole as the model simulation, Agent DQN, and Model learning and Evaluation from links provided TF-Agent Checkpointer. For simple understanding, you need to understand about the distributions and your model limits ( less than 6 actions determining at a time ).
Discretes Distribution, answer the question to the points but the links is how they implement AgentDQN on TF- Agent.
temp = tf.random.normal([10], 1, 0.2, tf.float32), mean is one and the standard deviation is 0.2. Overall of result summation product is nearby one and its variance is 0.2, when they have 10 actions to determine the possibility of the result is the same action is 1 from 5 or 0.5. random normal
Coefficient is ladder steps or you understand as IF and ELSE conditions or SWITCH conditions such as at the gap of 0 to 5, 5 to 10, 10 to 15, and continue.
The matrixes product from the Matrix coefficients and randoms is selected 4 - 5 actions sorted by priority, significant and select the most effects in rows.
The ArgMax is 0 to 9 which is actions 0 - 9 that respond to the environment input co-variances.
Sample: To the points, random distributions and selective agents ( we call selective agent maybe the questioner has confused with NN DQN )
temp = tf.random.normal([10], 1, 0.2, tf.float32)
temp = np.asarray(temp) * np.asarray([ coefficient_0, coefficient_1, coefficient_2, coefficient_3, coefficient_4, coefficient_5, coefficient_6, coefficient_7, coefficient_8, coefficient_9 ])
temp = tf.nn.softmax(temp)
action = int(np.argmax(temp))
I am new to PyMC3 and Bayesian inference methods. I have a simple code that tries to infer the value of some decay constant (=1) from the artificial data generated using a truncated exponential distribution:
import numpy as np
from scipy import stats
import matplotlib.pyplot as plt
import pymc3 as pm
import arviz as az
T = stats.truncexpon(b = 10.)
t = T.rvs(1000)
#Bayesian Inference
with pm.Model() as model:
#Define Priors
lam = pm.Gamma('$\lambda$', alpha=1, beta=1)
#Define Likelihood
time = pm.Exponential('time', lam = lam, observed = t)
#Inference
trace = pm.sample(20, start = {'lam': 10.}, \
step=pm.Metropolis(), chains=1, cores=1, \
progressbar = True)
az.plot_trace(trace)
plt.show()
This code produces a trace like below
I am really confused as to why the starting value of 10. is not accepted by the sampler. The trace above should start at 10. I am using python 3.7 to run the code.
Thank you.
Few things going on:
when the sampler first starts it has a tuning phase; samples during this phase are discarded by default, but this can be controlled with the discard_tuned_samples argument
the keys in the start argument dictionary need to correspond to the name given to the RandomVariable ('$\lambda$') not the Python variable
Incorporating those two, one can try
trace = pm.sample(20, start = {'$\lambda$': 10.},
step=pm.Metropolis(), chains=1, cores=1,
discard_tuned_samples=False)
However, the other possible issue is that
the starting value isn't guaranteed to be emitted in the first draw; only if the first proposal sample is rejected, which is down to chance.
Fixing the game (setting a random seed), though, we can get glimpse:
trace = pm.sample(20, start = {'$\lambda$': 10.},
step=pm.Metropolis(), chains=1, cores=1,
discard_tuned_samples=False, random_seed=1)
...
trace.get_values(varname='$\lambda$')[:10]
# array([10. , 5.42397358, 3.19841997, 1.09383329, 1.09383329,
# 1.09383329, 1.09383329, 1.09383329, 1.09383329, 1.09383329])
I'm in the process of completing a TensorFlow tutorial via DataCamp and am transcribing/replicating the code examples I am working through in my own Jupyter notebook.
Here are the original instructions from the coding problem :
I'm running the following snippet of code and am not able to arrive at the same result that I am generating within the tutorial, which I have confirmed are the correct values via a connected scatterplot of x vs. loss_function(x) as seen a bit further below.
# imports
import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
from tensorflow import Variable, keras
def loss_function(x):
import math
return 4.0*math.cos(x-1)+np.divide(math.cos(2.0*math.pi*x),x)
# Initialize x_1 and x_2
x_1 = Variable(6.0, np.float32)
x_2 = Variable(0.3, np.float32)
# Define the optimization operation
opt = keras.optimizers.SGD(learning_rate=0.01)
for j in range(100):
# Perform minimization using the loss function and x_1
opt.minimize(lambda: loss_function(x_1), var_list=[x_1])
# Perform minimization using the loss function and x_2
opt.minimize(lambda: loss_function(x_2), var_list=[x_2])
# Print x_1 and x_2 as numpy arrays
print(x_1.numpy(), x_2.numpy())
I draw a quick connected scatterplot to confirm (successfully) that the loss function that I using gets me back to the same graph provided by the example (seen in screenshot above)
# Generate loss_function(x) values for given range of x-values
losses = []
for p in np.linspace(0.1, 6.0, 60):
losses.append(loss_function(p))
# Define x,y coordinates
x_coordinates = list(np.linspace(0.1, 6.0, 60))
y_coordinates = losses
# Plot
plt.scatter(x_coordinates, y_coordinates)
plt.plot(x_coordinates, y_coordinates)
plt.title('Plot of Input values (x) vs. Losses')
plt.xlabel('x')
plt.ylabel('loss_function(x)')
plt.show()
Here are the resulting global and local minima, respectively, as per the DataCamp environment :
4.38 is the correct global minimum, and 0.42 indeed corresponds to the first local minima on the graphs RHS (when starting from x_2 = 0.3)
And here are the results from my environment, both of which move opposite the direction that they should be moving towards when seeking to minimize the loss value:
I've spent the better part of the last 90 minutes trying to sort out why my results disagree with those of the DataCamp console / why the optimizer fails to minimize this loss for this simple toy example...?
I appreciate any suggestions that you might have after you've run the provided code in your own environments, many thanks in advance!!!
As it turned out, the difference in outputs arose from the default precision of tf.division() (vs np.division()) and tf.cos() (vs math.cos()) -- operations which were specified in (my transcribed, "custom") definition of the loss_function().
The loss_function() had been predefined in the body of the tutorial and when I "inspected" it using the inspect package ( using inspect.getsourcelines(loss_function) ) in order to redefine it in my own environment, the output of said inspection didn't clearly indicate that tf.division & tf.cos had been used instead of their NumPy counterparts (which my version of the code had used).
The actual difference is quite small, but is apparently sufficient to push the optimizer in the opposite direction (away from the two respective minima).
After swapping in tf.division() and tf.cos (as seen below) I was able to arrive at the same results as seen in the DC console.
Here is the code for the loss_function that will back in to the same results as seen in the console (screenshot) :
def loss_function(x):
import math
return 4.0*tf.cos(x-1)+tf.divide(tf.cos(2.0*math.pi*x),x)
I am trying to optimize a pipeline and wanted to try giving RandomizedSearchCV a np.random.RandomState object. I can't it to work but I can give it other distributions.
Is there a special syntax I can use to give RandomSearchCV a np.random.RandomState(0).uniform(0.1,1.0)?
from scipy import stats
import numpy as np
from sklearn.neighbors import KernelDensity
from sklearn.grid_search import RandomizedSearchCV
# Generate data
x = np.random.normal(5,1,size=int(1e3))
# Make model
model = KernelDensity()
# Gridsearch for best params
# This one works
search_params = RandomizedSearchCV(model, param_distributions={"bandwidth":stats.uniform(0.1, 1)}, n_iter=30, n_jobs=2)
search_params.fit(x[:, None])
# RandomizedSearchCV(cv=None, error_score='raise',
# estimator=KernelDensity(algorithm='auto', atol=0, bandwidth=1.0, breadth_first=True,
# kernel='gaussian', leaf_size=40, metric='euclidean',
# metric_params=None, rtol=0),
# fit_params={}, iid=True, n_iter=30, n_jobs=2,
# param_distributions={'bandwidth': <scipy.stats._distn_infrastructure.rv_frozen object at 0x106ab7da0>},
# pre_dispatch='2*n_jobs', random_state=None, refit=True,
# scoring=None, verbose=0)
# This one doesn't work :(
search_params = RandomizedSearchCV(model, param_distributions={"bandwidth":np.random.RandomState(0).uniform(0.1, 1)}, n_iter=30, n_jobs=2)
# TypeError: object of type 'float' has no len()
What you observe is expected, as the class-method uniform of an object of type np.random.RandomState() immediately draws a sample at the time of the call.
Compared to that, your usage of scipy's stats.uniform() creates a distribution yet to sample from. (Although i'm not sure if it's working as you expect in your case; be careful with the parameters).
If you want to incorporate something based on np.random.RandomState() you have to build your own class like mentioned in the docs:
This example uses the scipy.stats module, which contains many useful distributions for sampling parameters, such as expon, gamma, uniform or randint. In principle, any function can be passed that provides a rvs (random variate sample) method to sample a value. A call to the rvs function should provide independent random samples from possible parameter values on consecutive calls.