PPO.py

# Author: Taha Nakabi

import numpy as np
import tensorflow as tf
# import tensorflow_probability as tfp
from matplotlib import pyplot
import gym, time, random, threading

from keras.models import *
from keras.layers import *
from keras import backend as K

from tcl_env_dqn_1 import *

# -- constants
RUN_TIME = 700
THREADS = 16
OPTIMIZERS = 5
THREAD_DELAY = 0.00001

GAMMA = 1.0

N_STEP_RETURN = 24
GAMMA_N = GAMMA ** N_STEP_RETURN

EPS_START = .4
EPS_STOP = .001
EPS_DECAY = 5e-5

MIN_BATCH = 200
TR_FREQ = 100
LEARNING_RATE = 1e-3

LOSS_V = 0.2  # v loss coefficient
LOSS_ENTROPY = 0.2 # entropy coefficient

DAY0 = 50
DAYN = 60

REWARDS = {}
for i in range(DAY0,DAYN):
    REWARDS[i]=[]

max_reward = -10.0
TRAINING_ITERATIONS = 3

PPO_EPS=0.2

# ---------
class Brain:
    train_queue = [[], [], [], [], []]  # s, a, r, s', s' terminal mask
    train_queue_copy = [[], [], [], [], []]  # s, a, r, s', s' terminal mask
    lock_queue = threading.Lock()

    def __init__(self):
        self.session = tf.Session()
        K.set_session(self.session)
        K.manual_variable_initialization(True)

        self.model = self._build_model()
        self.graph = self._build_graph(self.model)

        self.session.run(tf.global_variables_initializer())
        self.default_graph = tf.get_default_graph()
        self.max_reward = max_reward
        self.rewards = REWARDS.copy()

        # self.default_graph.finalize()  # avoid modifications

    def _build_model(self):

        l_input = Input(batch_shape=(None, NUM_STATE))
        l_input1 = Lambda(lambda x: x[:, 0:NUM_STATE - 7])(l_input)
        l_input2 = Lambda(lambda x: x[:, -7:])(l_input)
        l_input1 = Reshape((DEFAULT_NUM_TCLS, 1))(l_input1)
        l_Pool = AveragePooling1D(pool_size=100)(l_input1)
        l_Pool = Reshape([1])(l_Pool)
        l_dense = Concatenate()([l_Pool, l_input2])
        # l_dense = Dropout(0.1)(l_dense)
        l_dense = Dense(100, activation='relu')(l_dense)
        l_dense = Dropout(0.3)(l_dense)
        out = Dense(NUM_ACTIONS, activation='softmax')(l_dense)
        out_value = Dense(1, activation='linear')(l_dense)
        model = Model(inputs=l_input, outputs=[out, out_value])
        # model = Model(inputs=l_input, outputs=[out_tcl_actions,out_price_actions,out_deficiency_actions,out_excess_actions, out_value])
        model._make_predict_function()  # have to initialize before threading
        return model

    def _build_graph(self, model):
        s_t = tf.placeholder(tf.float32, shape=(None, NUM_STATE))
        a_t = tf.placeholder(tf.float32, shape=(None, NUM_ACTIONS))
        r_t = tf.placeholder(tf.float32, shape=(None, 1))  # not immediate, but discounted n step reward
        old_log_p_t = tf.placeholder(tf.float32, shape=(None, 1))
        p, v = model(s_t)
        log_prob = tf.log(tf.reduce_sum(p * a_t, axis=1, keepdims=True) + 1e-100)
        ratio = tf.exp(log_prob-old_log_p_t)
        advantage = r_t - v
        surr1 = ratio * tf.stop_gradient(advantage)
        surr2 = tf.clip_by_value(ratio, 1.0 - PPO_EPS, 1.0 + PPO_EPS) * tf.stop_gradient(advantage)
        surr = tf.minimum(surr1, surr2)
        loss_policy = -surr    # maximize policy
        loss_value = LOSS_V * tf.square(advantage)  # minimize value error
        entropy = LOSS_ENTROPY * (tf.reduce_sum(p * tf.log(p + 1e-100), axis=1, keepdims=True))
        loss_total = tf.reduce_mean(loss_policy + loss_value + entropy)
        optimizer = tf.train.AdamOptimizer(LEARNING_RATE)
        minimize = optimizer.minimize(loss_total)
        return s_t, a_t, r_t, minimize, loss_total, old_log_p_t, log_prob

    def optimize(self):
        if len(self.train_queue[0]) < MIN_BATCH:
            time.sleep(0)  # yield
            return

        with self.lock_queue:
            if len(self.train_queue[0]) < MIN_BATCH:  # more thread could have passed without lock
                return  # we can't yield inside lock

            s, a, r, s_, s_mask = self.train_queue
            self.train_queue = [[], [], [], [], []]
        s = np.vstack(s)
        a = np.vstack(a)
        r = np.vstack(r)
        s_ = np.vstack(s_)
        s_mask = np.vstack(s_mask)

        if len(s) > 5 * MIN_BATCH: print("Optimizer alert! Minimizing batch of %d" % len(s))

        v = self.predict_v(s_)
        r = r + GAMMA_N * v * s_mask  # set v to 0 where s_ is terminal state

        s_t, a_t, r_t, minimize, loss, old_log_p_t, log_prob = self.graph
        # length=max([len(self.rewards[i]) for i in self.rewards.keys()])
        # if length>6:
        #     R = np.average([np.average(list(self.rewards.values())[i]) for i in self.rewards.keys()])
        #     if R>self.max_reward:
        #         print('new max found:')
        #         print(R)
        #         print("---------------------------")
        #         brain.model.save("PPO+++.h5")
        #         print("Model saved")
        #         self.max_reward = R
        #     for i in range(11):
        #         self.rewards[i] = []
        print("Training...")
        LOSS_LIST=[]
        old_log_p=self.session.run(log_prob, feed_dict={s_t: s, a_t: a})
        for _ in range(TRAINING_ITERATIONS):
            iter_loss=self.session.run([minimize,loss], feed_dict={s_t: s, a_t: a, r_t: r,old_log_p_t:old_log_p})[1]
        print("Done...")


    def train_push(self, s, a, r, s_):
        with self.lock_queue:
            self.train_queue[0].append(s)
            self.train_queue[1].append(a)
            self.train_queue[2].append(r)

            self.train_queue_copy[0].append(s)
            self.train_queue_copy[1].append(a)
            self.train_queue_copy[2].append(r)

            if s_ is None:
                self.train_queue[3].append(NONE_STATE)
                self.train_queue[4].append(0.)

                self.train_queue_copy[3].append(NONE_STATE)
                self.train_queue_copy[4].append(0.)
            else:
                self.train_queue[3].append(s_)
                self.train_queue[4].append(1.)

                self.train_queue_copy[3].append(s_)
                self.train_queue_copy[4].append(1.)


    def predict(self, s):
        with self.default_graph.as_default():
            p, v = self.model.predict(s)
            return p, v

    def predict_p(self, s):
        with self.default_graph.as_default():
            p, v = self.model.predict(s)
            return p

    def predict_v(self, s):
        with self.default_graph.as_default():
            p, v = self.model.predict(s)
            return v


# ---------
frames = 0

class Agent:
    def __init__(self, eps_start, eps_end, eps_decay):
        self.eps_start = eps_start
        self.eps_end = eps_end
        self.eps_decay = eps_decay
        self.random_action=False
        self.memory = []  # used for n_step return
        self.R = 0.

    def getEpsilon(self):
        return max(self.eps_start -  frames * self.eps_decay,self.eps_end)  # linearly interpolate

    def act(self, s):
        eps = self.getEpsilon()
        global frames
        frames = frames + 1

        if random.random() < eps:
            p = np.random.dirichlet(np.ones(NUM_ACTIONS), size=1)
            self.random_action=True
        else:
            s = np.array([s])
            p = brain.predict_p(s)
            self.random_action=False
        # a = np.random.choice(NUM_ACTIONS, p=p.reshape(NUM_ACTIONS,))
        a = np.argmax(p.reshape(NUM_ACTIONS, ))
        return a,p

    def train(self, s, a, r, s_):
        def get_sample(memory, n):
            s, a, _, _ = memory[0]
            _, _, _, s_ = memory[n - 1]

            return s, a, self.R, s_

        a_cats = a

        self.memory.append((s, a_cats, r, s_))

        self.R = (self.R + r * GAMMA_N) / GAMMA

        if s_ is None:
            while len(self.memory) > 0:
                n = len(self.memory)
                s, a, r, s_ = get_sample(self.memory, n)
                brain.train_push(s, a, r, s_)

                self.R = (self.R - self.memory[0][2]) / GAMMA
                self.memory.pop(0)

            self.R = 0

        if len(self.memory) >= N_STEP_RETURN:
            s, a, r, s_ = get_sample(self.memory, N_STEP_RETURN)
            brain.train_push(s, a, r, s_)

            self.R = self.R - self.memory[0][2]
            self.memory.pop(0)


# possible edge case - if an episode ends in <N steps, the computation is incorrect

# ---------
class Environment(threading.Thread):
    stop_signal = False

    def __init__(self, render=False, eps_start=EPS_START, eps_end=EPS_STOP, eps_decay=EPS_DECAY):
        threading.Thread.__init__(self)

        self.render = render
        self.env = MicroGridEnv()
        self.agent = Agent(eps_start, eps_end, eps_decay)


    def runEpisode(self,day=None):
        s = self.env.reset(day0=DAY0,dayn=DAYN,day=day)
        R = 0
        while True:
            time.sleep(THREAD_DELAY)  # yield
            # if self.render:
                # brain.model.load_weights("PPO+++.h5")
                # self.env.render(name='PPO+++')
            a, p = self.agent.act(s)
            s_, r, done, info = self.env.step(a)

            # if done:  # terminal state
            #     s_ = None
            aa=np.zeros(shape=(NUM_ACTIONS,))
            aa[a]=1
            self.agent.train(s, aa, r, s_)

            s = s_
            R += r
            if done:
                # if self.render: self.env.render('PPO+++')
                break
        print(R)
        REWARDS[self.env.day].append(R)
        brain.rewards[self.env.day].append(R)

    def run(self):
        while not self.stop_signal:
            self.runEpisode()

    def stop(self):
        self.stop_signal = True


# ---------
class Optimizer(threading.Thread):
    stop_signal = False

    def __init__(self):
        threading.Thread.__init__(self)

    def run(self):
        while not self.stop_signal:
            brain.optimize()

    def stop(self):
        self.stop_signal = True


# -- main
env_test = Environment(render=True, eps_start=0., eps_end=0.)
NUM_STATE = env_test.env.observation_space.shape[0]
NUM_ACTIONS = env_test.env.action_space.n
NUM_ACTIONS_TCLs = 4
NUM_ACTIONS_PRICES = 5
NUM_ACTIONS_DEF = 2
NUM_ACTIONS_EXCESS = 2

NONE_STATE = np.zeros(NUM_STATE)

brain = Brain()  # brain is global in A3C
# brain.model.load_weights("PPO02.h5")


# envs = [Environment() for i in range(THREADS)]
# opts = [Optimizer() for i in range(OPTIMIZERS)]
# t0=time.time()
# for o in opts:
#     o.start()
#
# for e in envs:
#     e.start()
#
# time.sleep(RUN_TIME)
#
# for e in envs:
#     e.stop()
# for e in envs:
#     e.join()
#
# for o in opts:
#     o.stop()
# for o in opts:
#     o.join()
# # AVGRWRD=[np.average(REWARDS[i:i+10]) for i in range(0,len(REWARDS),10)]
# print("Training finished")
# print('training_time:', time.time()-t0)
# import pickle
# with open("REWARDS_PPO++.pkl", 'wb') as f:
#     pickle.dump(REWARDS,f,pickle.HIGHEST_PROTOCOL)
# brain.model.save("PPO+++.h5")


# for rew in REWARDS.values():
#     # print(np.average(list(rew)))
#     pyplot.plot(list(rew))
# pyplot.legend(["Day {}".format(i) for i in range(11)], loc = 'upper right')
# pyplot.show()
brain.model.load_weights("PPO+++.h5")
for day in range(DAY0,DAYN):
    env_test.runEpisode(day=day)
print("average= ",np.average([list(REWARDS[i])[-1] for i in range(DAY0,DAYN)]))
import pickle
with open("REWARDS_PPO++.pkl", 'wb') as f:
    pickle.dump(REWARDS,f,pickle.HIGHEST_PROTOCOL)


# pyplot.plot(REWARDS)
# pyplot.show()