reinforcement.html 21 KB

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  70. <h1>Source code for macop.policies.reinforcement</h1><div class="highlight"><pre>
  71. <span></span><span class="sd">&quot;&quot;&quot;Reinforcement learning policy classes implementations for Operator Selection Strategy</span>
  72. <span class="sd">&quot;&quot;&quot;</span>
  73. <span class="c1"># main imports</span>
  74. <span class="kn">import</span> <span class="nn">logging</span>
  75. <span class="kn">import</span> <span class="nn">random</span>
  76. <span class="kn">import</span> <span class="nn">math</span>
  77. <span class="kn">import</span> <span class="nn">numpy</span> <span class="k">as</span> <span class="nn">np</span>
  78. <span class="c1"># module imports</span>
  79. <span class="kn">from</span> <span class="nn">.base</span> <span class="kn">import</span> <span class="n">Policy</span>
  80. <div class="viewcode-block" id="UCBPolicy"><a class="viewcode-back" href="../../../macop/macop.policies.reinforcement.html#macop.policies.reinforcement.UCBPolicy">[docs]</a><span class="k">class</span> <span class="nc">UCBPolicy</span><span class="p">(</span><span class="n">Policy</span><span class="p">):</span>
  81. <span class="sd">&quot;&quot;&quot;Upper Confidence Bound (UCB) policy class which is used for applying UCB strategy when selecting and applying operator</span>
  82. <span class="sd"> Rather than performing exploration by simply selecting an arbitrary action, chosen with a probability that remains constant,</span>
  83. <span class="sd"> the UCB algorithm changes its exploration-exploitation balance as it gathers more knowledge of the environment.</span>
  84. <span class="sd"> It moves from being primarily focused on exploration, when actions that have been tried the least are preferred,</span>
  85. <span class="sd"> to instead concentrate on exploitation, selecting the action with the highest estimated reward.</span>
  86. <span class="sd"> - Resource link: https://banditalgs.com/2016/09/18/the-upper-confidence-bound-algorithm/</span>
  87. <span class="sd"> Attributes:</span>
  88. <span class="sd"> operators: {[Operator]} -- list of selected operators for the algorithm</span>
  89. <span class="sd"> C: {float} -- The second half of the UCB equation adds exploration, with the degree of exploration being controlled by the hyper-parameter `C`.</span>
  90. <span class="sd"> exp_rate: {float} -- exploration rate (probability to choose randomly next operator)</span>
  91. <span class="sd"> rewards: {[float]} -- list of summed rewards obtained for each operator</span>
  92. <span class="sd"> occurrences: {[int]} -- number of use (selected) of each operator</span>
  93. <span class="sd"> Example:</span>
  94. <span class="sd"> &gt;&gt;&gt; # operators import</span>
  95. <span class="sd"> &gt;&gt;&gt; from macop.operators.discrete.crossovers import SimpleCrossover</span>
  96. <span class="sd"> &gt;&gt;&gt; from macop.operators.discrete.mutators import SimpleMutation</span>
  97. <span class="sd"> &gt;&gt;&gt; # policy import</span>
  98. <span class="sd"> &gt;&gt;&gt; from macop.policies.reinforcement import UCBPolicy</span>
  99. <span class="sd"> &gt;&gt;&gt; # solution and algorithm</span>
  100. <span class="sd"> &gt;&gt;&gt; from macop.solutions.discrete import BinarySolution</span>
  101. <span class="sd"> &gt;&gt;&gt; from macop.algorithms.mono import IteratedLocalSearch</span>
  102. <span class="sd"> &gt;&gt;&gt; # evaluator import</span>
  103. <span class="sd"> &gt;&gt;&gt; from macop.evaluators.discrete.mono import KnapsackEvaluator</span>
  104. <span class="sd"> &gt;&gt;&gt; # evaluator initialization (worths objects passed into data)</span>
  105. <span class="sd"> &gt;&gt;&gt; worths = [ random.randint(0, 20) for i in range(20) ]</span>
  106. <span class="sd"> &gt;&gt;&gt; evaluator = KnapsackEvaluator(data={&#39;worths&#39;: worths})</span>
  107. <span class="sd"> &gt;&gt;&gt; # validator specification (based on weights of each objects)</span>
  108. <span class="sd"> &gt;&gt;&gt; weights = [ random.randint(5, 30) for i in range(20) ]</span>
  109. <span class="sd"> &gt;&gt;&gt; validator = lambda solution: True if sum([weights[i] for i, value in enumerate(solution._data) if value == 1]) &lt; 200 else False</span>
  110. <span class="sd"> &gt;&gt;&gt; # initializer function with lambda function</span>
  111. <span class="sd"> &gt;&gt;&gt; initializer = lambda x=20: BinarySolution.random(x, validator)</span>
  112. <span class="sd"> &gt;&gt;&gt; # operators list with crossover and mutation</span>
  113. <span class="sd"> &gt;&gt;&gt; operators = [SimpleCrossover(), SimpleMutation()]</span>
  114. <span class="sd"> &gt;&gt;&gt; policy = UCBPolicy(operators)</span>
  115. <span class="sd"> &gt;&gt;&gt; algo = IteratedLocalSearch(initializer, evaluator, operators, policy, validator, maximise=True, verbose=False)</span>
  116. <span class="sd"> &gt;&gt;&gt; policy._occurences</span>
  117. <span class="sd"> [0, 0]</span>
  118. <span class="sd"> &gt;&gt;&gt; solution = algo.run(100)</span>
  119. <span class="sd"> &gt;&gt;&gt; type(solution).__name__</span>
  120. <span class="sd"> &#39;BinarySolution&#39;</span>
  121. <span class="sd"> &gt;&gt;&gt; policy._occurences # one more due to first evaluation</span>
  122. <span class="sd"> [51, 53]</span>
  123. <span class="sd"> &quot;&quot;&quot;</span>
  124. <span class="k">def</span> <span class="fm">__init__</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">operators</span><span class="p">,</span> <span class="n">C</span><span class="o">=</span><span class="mf">100.</span><span class="p">,</span> <span class="n">exp_rate</span><span class="o">=</span><span class="mf">0.5</span><span class="p">):</span>
  125. <span class="bp">self</span><span class="o">.</span><span class="n">_operators</span> <span class="o">=</span> <span class="n">operators</span>
  126. <span class="bp">self</span><span class="o">.</span><span class="n">_rewards</span> <span class="o">=</span> <span class="p">[</span><span class="mf">0.</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">_operators</span><span class="p">]</span>
  127. <span class="bp">self</span><span class="o">.</span><span class="n">_occurences</span> <span class="o">=</span> <span class="p">[</span><span class="mi">0</span> <span class="k">for</span> <span class="n">o</span> <span class="ow">in</span> <span class="bp">self</span><span class="o">.</span><span class="n">_operators</span><span class="p">]</span>
  128. <span class="bp">self</span><span class="o">.</span><span class="n">_C</span> <span class="o">=</span> <span class="n">C</span>
  129. <span class="bp">self</span><span class="o">.</span><span class="n">_exp_rate</span> <span class="o">=</span> <span class="n">exp_rate</span>
  130. <div class="viewcode-block" id="UCBPolicy.select"><a class="viewcode-back" href="../../../macop/macop.policies.reinforcement.html#macop.policies.reinforcement.UCBPolicy.select">[docs]</a> <span class="k">def</span> <span class="nf">select</span><span class="p">(</span><span class="bp">self</span><span class="p">):</span>
  131. <span class="sd">&quot;&quot;&quot;Select using Upper Confidence Bound the next operator to use (using acquired rewards)</span>
  132. <span class="sd"> Returns:</span>
  133. <span class="sd"> {Operator}: the selected operator</span>
  134. <span class="sd"> &quot;&quot;&quot;</span>
  135. <span class="n">indices</span> <span class="o">=</span> <span class="p">[</span><span class="n">i</span> <span class="k">for</span> <span class="n">i</span><span class="p">,</span> <span class="n">o</span> <span class="ow">in</span> <span class="nb">enumerate</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_occurences</span><span class="p">)</span> <span class="k">if</span> <span class="n">o</span> <span class="o">==</span> <span class="mi">0</span><span class="p">]</span>
  136. <span class="c1"># random choice following exploration rate</span>
  137. <span class="k">if</span> <span class="n">np</span><span class="o">.</span><span class="n">random</span><span class="o">.</span><span class="n">uniform</span><span class="p">(</span><span class="mi">0</span><span class="p">,</span> <span class="mi">1</span><span class="p">)</span> <span class="o">&lt;=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_exp_rate</span><span class="p">:</span>
  138. <span class="n">index</span> <span class="o">=</span> <span class="n">random</span><span class="o">.</span><span class="n">choice</span><span class="p">(</span><span class="nb">range</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_operators</span><span class="p">)))</span>
  139. <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_operators</span><span class="p">[</span><span class="n">index</span><span class="p">]</span>
  140. <span class="k">elif</span> <span class="nb">len</span><span class="p">(</span><span class="n">indices</span><span class="p">)</span> <span class="o">==</span> <span class="mi">0</span><span class="p">:</span>
  141. <span class="c1"># if operator have at least be used one time</span>
  142. <span class="n">ucbValues</span> <span class="o">=</span> <span class="p">[]</span>
  143. <span class="n">nVisits</span> <span class="o">=</span> <span class="nb">sum</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_occurences</span><span class="p">)</span>
  144. <span class="k">for</span> <span class="n">i</span> <span class="ow">in</span> <span class="nb">range</span><span class="p">(</span><span class="nb">len</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_operators</span><span class="p">)):</span>
  145. <span class="n">ucbValue</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_rewards</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+</span> <span class="bp">self</span><span class="o">.</span><span class="n">_C</span> <span class="o">*</span> <span class="n">math</span><span class="o">.</span><span class="n">sqrt</span><span class="p">(</span>
  146. <span class="n">math</span><span class="o">.</span><span class="n">log</span><span class="p">(</span><span class="n">nVisits</span><span class="p">)</span> <span class="o">/</span> <span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_occurences</span><span class="p">[</span><span class="n">i</span><span class="p">]</span> <span class="o">+</span> <span class="mf">0.1</span><span class="p">))</span>
  147. <span class="n">ucbValues</span><span class="o">.</span><span class="n">append</span><span class="p">(</span><span class="n">ucbValue</span><span class="p">)</span>
  148. <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_operators</span><span class="p">[</span><span class="n">ucbValues</span><span class="o">.</span><span class="n">index</span><span class="p">(</span><span class="nb">max</span><span class="p">(</span><span class="n">ucbValues</span><span class="p">))]</span>
  149. <span class="k">else</span><span class="p">:</span>
  150. <span class="k">return</span> <span class="bp">self</span><span class="o">.</span><span class="n">_operators</span><span class="p">[</span><span class="n">random</span><span class="o">.</span><span class="n">choice</span><span class="p">(</span><span class="n">indices</span><span class="p">)]</span></div>
  151. <div class="viewcode-block" id="UCBPolicy.apply"><a class="viewcode-back" href="../../../macop/macop.policies.reinforcement.html#macop.policies.reinforcement.UCBPolicy.apply">[docs]</a> <span class="k">def</span> <span class="nf">apply</span><span class="p">(</span><span class="bp">self</span><span class="p">,</span> <span class="n">solution</span><span class="p">):</span>
  152. <span class="sd">&quot;&quot;&quot;</span>
  153. <span class="sd"> Apply specific operator chosen to create new solution, computes its fitness and returns solution</span>
  154. <span class="sd"> - fitness improvment is saved as rewards</span>
  155. <span class="sd"> - selected operator occurence is also increased</span>
  156. <span class="sd"> Args:</span>
  157. <span class="sd"> solution: {Solution} -- the solution to use for generating new solution</span>
  158. <span class="sd"> Returns:</span>
  159. <span class="sd"> {Solution} -- new generated solution</span>
  160. <span class="sd"> &quot;&quot;&quot;</span>
  161. <span class="n">operator</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">select</span><span class="p">()</span>
  162. <span class="n">logging</span><span class="o">.</span><span class="n">info</span><span class="p">(</span><span class="s2">&quot;---- Applying </span><span class="si">%s</span><span class="s2"> on </span><span class="si">%s</span><span class="s2">&quot;</span> <span class="o">%</span>
  163. <span class="p">(</span><span class="nb">type</span><span class="p">(</span><span class="n">operator</span><span class="p">)</span><span class="o">.</span><span class="vm">__name__</span><span class="p">,</span> <span class="n">solution</span><span class="p">))</span>
  164. <span class="c1"># apply operator on solution</span>
  165. <span class="n">newSolution</span> <span class="o">=</span> <span class="n">operator</span><span class="o">.</span><span class="n">apply</span><span class="p">(</span><span class="n">solution</span><span class="p">)</span>
  166. <span class="c1"># compute fitness of new solution</span>
  167. <span class="n">newSolution</span><span class="o">.</span><span class="n">evaluate</span><span class="p">(</span><span class="bp">self</span><span class="o">.</span><span class="n">_algo</span><span class="o">.</span><span class="n">_evaluator</span><span class="p">)</span>
  168. <span class="c1"># compute fitness improvment rate</span>
  169. <span class="k">if</span> <span class="bp">self</span><span class="o">.</span><span class="n">_algo</span><span class="o">.</span><span class="n">_maximise</span><span class="p">:</span>
  170. <span class="n">fir</span> <span class="o">=</span> <span class="p">(</span><span class="n">newSolution</span><span class="o">.</span><span class="n">fitness</span><span class="p">()</span> <span class="o">-</span>
  171. <span class="n">solution</span><span class="o">.</span><span class="n">fitness</span><span class="p">())</span> <span class="o">/</span> <span class="n">solution</span><span class="o">.</span><span class="n">fitness</span><span class="p">()</span>
  172. <span class="k">else</span><span class="p">:</span>
  173. <span class="n">fir</span> <span class="o">=</span> <span class="p">(</span><span class="n">solution</span><span class="o">.</span><span class="n">fitness</span><span class="p">()</span> <span class="o">-</span>
  174. <span class="n">newSolution</span><span class="o">.</span><span class="n">fitness</span><span class="p">())</span> <span class="o">/</span> <span class="n">solution</span><span class="o">.</span><span class="n">fitness</span><span class="p">()</span>
  175. <span class="n">operator_index</span> <span class="o">=</span> <span class="bp">self</span><span class="o">.</span><span class="n">_operators</span><span class="o">.</span><span class="n">index</span><span class="p">(</span><span class="n">operator</span><span class="p">)</span>
  176. <span class="k">if</span> <span class="n">fir</span> <span class="o">&gt;</span> <span class="mi">0</span><span class="p">:</span>
  177. <span class="bp">self</span><span class="o">.</span><span class="n">_rewards</span><span class="p">[</span><span class="n">operator_index</span><span class="p">]</span> <span class="o">+=</span> <span class="n">fir</span>
  178. <span class="bp">self</span><span class="o">.</span><span class="n">_occurences</span><span class="p">[</span><span class="n">operator_index</span><span class="p">]</span> <span class="o">+=</span> <span class="mi">1</span>
  179. <span class="n">logging</span><span class="o">.</span><span class="n">info</span><span class="p">(</span><span class="s2">&quot;---- Obtaining </span><span class="si">%s</span><span class="s2">&quot;</span> <span class="o">%</span> <span class="p">(</span><span class="n">solution</span><span class="p">))</span>
  180. <span class="k">return</span> <span class="n">newSolution</span></div></div>
  181. </pre></div>
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