Changeset 11747 for branches/HeuristicLab.Problems.GrammaticalOptimization/HeuristicLab.Algorithms.GrammaticalOptimization

Timestamp:

01/12/15 21:23:01 (9 years ago)

Author:

gkronber

Message:

#2283: implemented test problems for MCTS

Location:

branches/HeuristicLab.Problems.GrammaticalOptimization/HeuristicLab.Algorithms.GrammaticalOptimization

Files:

• HeuristicLab.Algorithms.GrammaticalOptimization.csproj (modified) (1 diff)
• MctsContextualSampler.cs (modified) (16 diffs)
• MctsSampler.cs (modified) (9 diffs)
• TemporalDifferenceTreeSearchSampler.cs (modified) (6 diffs)

branches/HeuristicLab.Problems.GrammaticalOptimization/HeuristicLab.Algorithms.GrammaticalOptimization/HeuristicLab.Algorithms.GrammaticalOptimization.csproj

@@ -45 +45 @@
     <Compile Include="AlternativesSampler.cs" />
     <Compile Include="AlternativesContextSampler.cs" />
+    <Compile Include="MctsQLearningSampler.cs" />
     <Compile Include="TemporalDifferenceTreeSearchSampler.cs" />
     <Compile Include="ExhaustiveRandomFirstSearch.cs" />

branches/HeuristicLab.Problems.GrammaticalOptimization/HeuristicLab.Algorithms.GrammaticalOptimization/MctsContextualSampler.cs

@@ -15 +15 @@
       public int randomTries;
       public int tries;
+      public List<TreeNode> parents;
       public TreeNode[] children;
       public bool done = false;
@@ -21 +22 @@
         this.ident = id;
         this.alt = alt;
+        this.parents = new List<TreeNode>();
       }
 
@@ -28 +30 @@
     }
 
+    private Dictionary<string, TreeNode> treeNodes;
+    private TreeNode GetTreeNode(string id, ReadonlySequence alt) {
+      TreeNode n;
+      var canonicalId = problem.CanonicalRepresentation(id);
+      if (!treeNodes.TryGetValue(canonicalId, out n)) {
+        n = new TreeNode(canonicalId, alt);
+        tries.TryGetValue(canonicalId, out n.tries);
+        treeNodes[canonicalId] = n;
+      }
+      return n;
+    }
 
     public event Action<string, double> FoundNewBestSolution;
@@ -51 +64 @@
       this.v = new Dictionary<string, double>(1000000);
       this.tries = new Dictionary<string, int>(1000000);
+      treeNodes = new Dictionary<string, TreeNode>();
     }
 
@@ -57 +71 @@
       InitPolicies(problem.Grammar);
       for (int i = 0; !rootNode.done && i < maxIterations; i++) {
-        var sentence = SampleSentence(problem.Grammar).ToString();
-        var quality = problem.Evaluate(sentence) / problem.BestKnownQuality(maxLen);
-        Debug.Assert(quality >= 0 && quality <= 1.0);
-        DistributeReward(quality);
-
-        RaiseSolutionEvaluated(sentence, quality);
-
-        if (quality > bestQuality) {
-          bestQuality = quality;
-          RaiseFoundNewBestSolution(sentence, quality);
+        bool success;
+        var sentence = SampleSentence(problem.Grammar, out success).ToString();
+        if (success) {
+          var quality = problem.Evaluate(sentence) / problem.BestKnownQuality(maxLen);
+          Debug.Assert(quality >= 0 && quality <= 1.0);
+          DistributeReward(quality);
+
+          RaiseSolutionEvaluated(sentence, quality);
+
+          if (quality > bestQuality) {
+            bestQuality = quality;
+            RaiseFoundNewBestSolution(sentence, quality);
+          }
         }
       }
@@ -78 +95 @@
       Console.WriteLine("depth: {0,5} size: {1,10} root tries {2,10}, rootQ {3:F3}, bestQ {4:F3}", treeDepth, treeSize, n.tries, V(n), bestQuality);
       while (n.children != null) {
-        Console.WriteLine("{0}", n.ident);
-        double maxVForRow = n.children.Select(ch => V(ch)).Max();
+        Console.WriteLine("{0,-30}", n.ident);
+        double maxVForRow = n.children.Select(ch => Math.Min(1.0, Math.Max(0.0, V(ch)))).Max();
         if (maxVForRow == 0) maxVForRow = 1.0;
 
         for (int i = 0; i < n.children.Length; i++) {
           var ch = n.children[i];
-          Console.ForegroundColor = ConsoleEx.ColorForValue(V(ch) / maxVForRow);
+          Console.ForegroundColor = ConsoleEx.ColorForValue(Math.Min(1.0, V(ch)) / maxVForRow);
           Console.Write("{0,5}", ch.alt);
         }
@@ -90 +107 @@
         for (int i = 0; i < n.children.Length; i++) {
           var ch = n.children[i];
-          Console.ForegroundColor = ConsoleEx.ColorForValue(V(ch) / maxVForRow);
-          Console.Write("{0,5:F2}", V(ch) * 10);
+          Console.ForegroundColor = ConsoleEx.ColorForValue(Math.Min(1.0, V(ch)) / maxVForRow);
+          Console.Write("{0,5:F2}", Math.Min(1.0, V(ch)) * 10);
         }
         Console.WriteLine();
         for (int i = 0; i < n.children.Length; i++) {
           var ch = n.children[i];
-          Console.ForegroundColor = ConsoleEx.ColorForValue(V(ch) / maxVForRow);
+          Console.ForegroundColor = ConsoleEx.ColorForValue(Math.Min(1.0, V(ch)) / maxVForRow);
           Console.Write("{0,5}", ch.done ? "X" : ch.tries.ToString());
         }
@@ -102 +119 @@
         Console.WriteLine();
         //n.policy.PrintStats();
-        n = n.children.Where(ch => !ch.done).OrderByDescending(c => V(c)).First();
+        n = n.children.Where(ch => !ch.done).OrderByDescending(c => c.tries).First();
       }
     }
@@ -112 +129 @@
       this.tries.Clear();
 
-      rootNode = new TreeNode(grammar.SentenceSymbol.ToString(), new ReadonlySequence("$"));
+      rootNode = GetTreeNode(grammar.SentenceSymbol.ToString(), new ReadonlySequence("$"));
       treeDepth = 0;
       treeSize = 0;
     }
 
-    private Sequence SampleSentence(IGrammar grammar) {
+    private Sequence SampleSentence(IGrammar grammar, out bool success) {
       updateChain.Clear();
       //var startPhrase = new Sequence("a*b+c*d+e*f+E");
       var startPhrase = new Sequence(grammar.SentenceSymbol);
-      return CompleteSentence(grammar, startPhrase);
-    }
-
-    private Sequence CompleteSentence(IGrammar g, Sequence phrase) {
+      return CompleteSentence(grammar, startPhrase, out success);
+    }
+
+    private Sequence CompleteSentence(IGrammar g, Sequence phrase, out bool success) {
       if (phrase.Length > maxLen) throw new ArgumentException();
       if (g.MinPhraseLength(phrase) > maxLen) throw new ArgumentException();
@@ -136 +153 @@
           n.randomTries++;
           treeDepth = Math.Max(treeDepth, curDepth);
+          success = true;
           return g.CompleteSentenceRandomly(random, phrase, maxLen);
         } else {
@@ -153 +171 @@
               newPhrase.ReplaceAt(newPhrase.FirstNonTerminalIndex, 1, alt);
               if (!newPhrase.IsTerminal) newPhrase = newPhrase.Subsequence(0, newPhrase.FirstNonTerminalIndex + 1);
-              n.children[i++] = new TreeNode(newPhrase.ToString(), new ReadonlySequence(alt));
+              var treeNode = GetTreeNode(newPhrase.ToString(), new ReadonlySequence(alt));
+              treeNode.parents.Add(n);
+              n.children[i++] = treeNode;
             }
             treeSize += n.children.Length;
+            UpdateDone(n);
+
+            // it could happend that we already finished all variations starting from the branch
+            // stop
+            if (n.done) {
+              success = false;
+              return phrase;
+            }
           }
+          //int selectedAltIdx = SelectRandom(random, n.children);
+
           // => select using eps-greedy
           int selectedAltIdx = SelectEpsGreedy(random, n.children);
@@ -167 +197 @@
 
           curDepth++;
+
 
           // prepare for next iteration
           parent = n;
           n = n.children[selectedAltIdx];
+          //UpdateTD(parent, n, 0.0);
         }
       } // while
@@ -181 +213 @@
 
       treeDepth = Math.Max(treeDepth, curDepth);
+      success = true;
       return phrase;
     }
 
+
+    //private void UpdateTD(TreeNode parent, TreeNode child, double reward) {
+    //  double alpha = 1.0;
+    //  var vParent = V(parent);
+    //  var vChild = V(child);
+    //  if (double.IsInfinity(vParent)) vParent = 0.0;
+    //  if (double.IsInfinity(vChild)) vChild = 0.0;
+    //  UpdateV(parent, (alpha * (reward + vChild - vParent)));
+    //}
+
     private void DistributeReward(double reward) {
+
       // iterate in reverse order (bottom up)
-      updateChain.Reverse();
-
+      //updateChain.Reverse();
+      UpdateDone(updateChain.Last().Item1);
+      //UpdateTD(updateChain.Last().Item2, updateChain.Last().Item1, reward);
+      //return;
+
+      BackPropReward(updateChain.Last().Item1, reward);
+      /*
       foreach (var e in updateChain) {
         var node = e.Item1;
-        var parent = e.Item2;
+        //var parent = e.Item2;
         node.tries++;
-        if (node.children != null && node.children.All(c => c.done)) {
-          node.done = true;
-        }
+        //if (node.children != null && node.children.All(c => c.done)) {
+        //  node.done = true;
+        //}
         UpdateV(node, reward);
 
         // the reward for the parent is either the just recieved reward or the value of the best action so far
-        double value = 0.0;
-        if (parent != null) {
-          var doneChilds = parent.children.Where(ch => ch.done);
-          if (doneChilds.Any()) value = doneChilds.Select(ch => V(ch)).Max();
-        }
+        //double value = 0.0;
+        //if (parent != null) {
+        //  var doneChilds = parent.children.Where(ch => ch.done);
+        //  if (doneChilds.Any()) value = doneChilds.Select(ch => V(ch)).Max();
+        //}
         //if (value > reward) reward = value;
-      }
-    }
+      }*/
+    }
+
+    private void BackPropReward(TreeNode n, double reward) {
+      n.tries++;
+      UpdateV(n, reward);
+      foreach (var p in n.parents) BackPropReward(p, reward);
+    }
+
+    private void UpdateDone(TreeNode n) {
+      if (!n.done && n.children != null && n.children.All(c => c.done)) n.done = true;
+      if (n.done) foreach (var p in n.parents) UpdateDone(p);
+    }
+
 
     private Dictionary<string, double> v;
@@ -219 +280 @@
         tries.Add(canonicalStr, 1);
       } else {
-        v[canonicalStr] = stateV + 0.005 * (reward - stateV);
-        //v[canonicalStr] = stateV + (1.0 / tries[canonicalStr]) * (reward - stateV);
+        //v[canonicalStr] = stateV + 0.005 * (reward - stateV);
+        v[canonicalStr] = stateV + (1.0 / tries[canonicalStr]) * (reward - stateV);
         tries[canonicalStr]++;
       }
@@ -229 +290 @@
       //var canonicalStr = n.ident;
       double stateV;
-
+      if (!tries.ContainsKey(canonicalStr)) return double.PositiveInfinity;
       if (!v.TryGetValue(canonicalStr, out  stateV)) {
         return 0.0;
@@ -237 +298 @@
     }
 
+    private int SelectRandom(Random random, TreeNode[] children) {
+      return children.Select((ch, i) => Tuple.Create(ch, i)).Where(p => !p.Item1.done).SelectRandom(random).Item2;
+    }
+
     private int SelectEpsGreedy(Random random, TreeNode[] children) {
       if (random.NextDouble() < 0.2) {
-
-        return children.Select((ch, i) => Tuple.Create(ch, i)).Where(p => !p.Item1.done).SelectRandom(random).Item2;
+        return SelectRandom(random, children);
       } else {
         var bestQ = double.NegativeInfinity;

branches/HeuristicLab.Problems.GrammaticalOptimization/HeuristicLab.Algorithms.GrammaticalOptimization/MctsSampler.cs

@@ -5 +5 @@
 using System.Text;
 using HeuristicLab.Algorithms.Bandits;
+using HeuristicLab.Common;
 using HeuristicLab.Problems.GrammaticalOptimization;
 
@@ -13 +14 @@
       public int randomTries;
       public IBanditPolicyActionInfo actionInfo;
+      public TreeNode parent;
       public TreeNode[] children;
       public bool done = false;
 
-      public TreeNode(string id) {
+      public TreeNode(string id, TreeNode parent) {
         this.ident = id;
+        this.parent = parent;
       }
 
@@ -35 +38 @@
     private readonly IBanditPolicy policy;
 
-    private List<TreeNode> updateChain;
+    private TreeNode lastNode; // the bottom node in one episode
     private TreeNode rootNode;
 
@@ -75 +78 @@
       Console.WriteLine("depth: {0,5} size: {1,10} root tries {2,10}, rootQ {3:F3}, bestQ {4:F3}", treeDepth, treeSize, n.actionInfo.Tries, n.actionInfo.Value, bestQuality);
       while (n.children != null) {
+        Console.WriteLine("{0,-30}", n.ident);
+        double maxVForRow = n.children.Select(ch => ch.actionInfo.Value).Max();
+        if (maxVForRow == 0) maxVForRow = 1.0;
+
+        for (int i = 0; i < n.children.Length; i++) {
+          var ch = n.children[i];
+          SetColorForChild(ch, maxVForRow);
+          Console.Write("{0,5}", ch.ident);
+        }
         Console.WriteLine();
-        Console.WriteLine("{0,5}->{1,-50}", n.ident, string.Join(" ", n.children.Select(ch => string.Format("{0,4}", ch.ident))));
-        Console.WriteLine("{0,5}  {1,-50}", string.Empty, string.Join(" ", n.children.Select(ch => string.Format("{0,4:F2}", ch.actionInfo.Value * 10))));
-        Console.WriteLine("{0,5}  {1,-50}", string.Empty, string.Join(" ", n.children.Select(ch => string.Format("{0,4}", ch.done ? "X" : ch.actionInfo.Tries.ToString()))));
+        for (int i = 0; i < n.children.Length; i++) {
+          var ch = n.children[i];
+          SetColorForChild(ch, maxVForRow);
+          Console.Write("{0,5:F2}", ch.actionInfo.Value * 10);
+        }
+        Console.WriteLine();
+        for (int i = 0; i < n.children.Length; i++) {
+          var ch = n.children[i];
+          SetColorForChild(ch, maxVForRow);
+          Console.Write("{0,5}", ch.done ? "X" : ch.actionInfo.Tries.ToString());
+        }
+        Console.ForegroundColor = ConsoleColor.White;
+        Console.WriteLine();
         //n.policy.PrintStats();
-        n = n.children.Where(ch => !ch.done).OrderByDescending(c => c.actionInfo.Value).First();
-      }
+        //n = n.children.Where(ch => !ch.done).OrderByDescending(c => c.actionInfo.Value).First();
+        n = n.children.Where(ch=>!ch.done).OrderByDescending(c => c.actionInfo.Value).First();
+      }
+      Console.WriteLine("-----------------------");
+    }
+
+    private void SetColorForChild(TreeNode ch, double maxVForRow) {
+      //if (ch.done) Console.ForegroundColor = ConsoleColor.White;
+      //else
+      Console.ForegroundColor = ConsoleEx.ColorForValue(ch.actionInfo.Value / maxVForRow);
     }
 
     private void InitPolicies(IGrammar grammar) {
-      this.updateChain = new List<TreeNode>();
-
-      rootNode = new TreeNode(grammar.SentenceSymbol.ToString());
+
+
+      rootNode = new TreeNode(grammar.SentenceSymbol.ToString(), null);
       rootNode.actionInfo = policy.CreateActionInfo();
       treeDepth = 0;
@@ -94 +124 @@
 
     private Sequence SampleSentence(IGrammar grammar) {
-      updateChain.Clear();
+      lastNode = null;
       var startPhrase = new Sequence(grammar.SentenceSymbol);
+      //var startPhrase = new Sequence("a*b+c*d+e*f+E");
+
       return CompleteSentence(grammar, startPhrase);
     }
@@ -105 +137 @@
       var curDepth = 0;
       while (!phrase.IsTerminal) {
-        updateChain.Add(n);
 
         if (n.randomTries < randomTries) {
           n.randomTries++;
           treeDepth = Math.Max(treeDepth, curDepth);
+          lastNode = n;
           return g.CompleteSentenceRandomly(random, phrase, maxLen);
         } else {
@@ -120 +152 @@
 
           if (n.randomTries == randomTries && n.children == null) {
-            n.children = alts.Select(alt => new TreeNode(alt.ToString())).ToArray(); // create a new node for each alternative
+            n.children = alts.Select(alt => new TreeNode(alt.ToString(), n)).ToArray(); // create a new node for each alternative
             foreach (var ch in n.children) ch.actionInfo = policy.CreateActionInfo();
             treeSize += n.children.Length;
@@ -138 +170 @@
       } // while
 
-      updateChain.Add(n);
+      lastNode = n;
 
 
@@ -150 +182 @@
     private void DistributeReward(double reward) {
       // iterate in reverse order (bottom up)
-      updateChain.Reverse();
-
-      foreach (var e in updateChain) {
-        var node = e;
-        if (node.done) node.actionInfo.Disable();
+
+      var node = lastNode;
+      while (node != null) {
+        if (node.done) node.actionInfo.Disable(reward);
         if (node.children != null && node.children.All(c => c.done)) {
           node.done = true;
-          node.actionInfo.Disable();
+          var bestActionValue = node.children.Select(c => c.actionInfo.Value).Max();
+          node.actionInfo.Disable(bestActionValue);
         }
         if (!node.done) {
           node.actionInfo.UpdateReward(reward);
         }
+        node = node.parent;
       }
     }

branches/HeuristicLab.Problems.GrammaticalOptimization/HeuristicLab.Algorithms.GrammaticalOptimization/TemporalDifferenceTreeSearchSampler.cs

@@ -36 +36 @@
     private readonly Random random;
     private readonly int randomTries;
-    private readonly IBanditPolicy policy;
 
     private List<TreeNode> updateChain;
@@ -46 +45 @@
 
 
-    public TemporalDifferenceTreeSearchSampler(IProblem problem, int maxLen, Random random, int randomTries, IBanditPolicy policy) {
+    public TemporalDifferenceTreeSearchSampler(IProblem problem, int maxLen, Random random, int randomTries) {
       this.maxLen = maxLen;
       this.problem = problem;
       this.random = random;
       this.randomTries = randomTries;
-      this.policy = policy;
     }
 
@@ -78 +76 @@
       Console.WriteLine("depth: {0,5} size: {1,10} root tries {2,10}, rootQ {3:F3}, bestQ {4:F3}", treeDepth, treeSize, n.tries, n.q, bestQuality);
       while (n.children != null) {
+        Console.WriteLine("{0,-30}", n.ident);
+        double maxVForRow = n.children.Select(ch => ch.q).Max();
+        if (maxVForRow == 0) maxVForRow = 1.0;
+
+        for (int i = 0; i < n.children.Length; i++) {
+          var ch = n.children[i];
+          Console.ForegroundColor = ConsoleEx.ColorForValue(ch.q / maxVForRow);
+          Console.Write("{0,5}", ch.ident);
+        }
         Console.WriteLine();
-        Console.WriteLine("{0,5}->{1,-50}", n.ident, string.Join(" ", n.children.Select(ch => string.Format("{0,4}", ch.ident))));
-        Console.WriteLine("{0,5}  {1,-50}", string.Empty, string.Join(" ", n.children.Select(ch => string.Format("{0,4:F2}", ch.q * 10))));
-        Console.WriteLine("{0,5}  {1,-50}", string.Empty, string.Join(" ", n.children.Select(ch => string.Format("{0,4}", ch.done ? "X" : ch.tries.ToString()))));
+        for (int i = 0; i < n.children.Length; i++) {
+          var ch = n.children[i];
+          Console.ForegroundColor = ConsoleEx.ColorForValue(ch.q / maxVForRow);
+          Console.Write("{0,5:F2}", ch.q * 10);
+        }
+        Console.WriteLine();
+        for (int i = 0; i < n.children.Length; i++) {
+          var ch = n.children[i];
+          Console.ForegroundColor = ConsoleEx.ColorForValue(ch.q / maxVForRow);
+          Console.Write("{0,5}", ch.done ? "X" : ch.tries.ToString());
+        }
+        Console.ForegroundColor = ConsoleColor.White;
+        Console.WriteLine();
         //n.policy.PrintStats();
         n = n.children.Where(ch => !ch.done).OrderByDescending(c => c.q).First();
       }
-      //Console.ReadLine();
     }
 
@@ -127 +143 @@
           }
           // => select using bandit policy
-          int selectedAltIdx = SelectAction(random, n.children);
+          int selectedAltIdx = SelectEpsGreedy(random, n.children);
           Sequence selectedAlt = alts.ElementAt(selectedAltIdx);
 
@@ -152 +168 @@
 
     // eps-greedy
-    private int SelectAction(Random random, TreeNode[] children) {
+    private int SelectEpsGreedy(Random random, TreeNode[] children) {
       if (random.NextDouble() < 0.1) {
 
@@ -158 +174 @@
       } else {
         var bestQ = double.NegativeInfinity;
-        var bestChildIdx = -1;
+        var bestChildIdx = new List<int>();
         for (int i = 0; i < children.Length; i++) {
           if (children[i].done) continue;
-          if (children[i].tries == 0) return i;
-          if (children[i].q > bestQ) {
-            bestQ = children[i].q;
-            bestChildIdx = i;
+          // if (children[i].tries == 0) return i;
+          var q = children[i].q;
+          if (q > bestQ) {
+            bestQ = q;
+            bestChildIdx.Clear();
+            bestChildIdx.Add(i);
+          } else if (q == bestQ) {
+            bestChildIdx.Add(i);
           }
         }
-        Debug.Assert(bestChildIdx > -1);
-        return bestChildIdx;
+        Debug.Assert(bestChildIdx.Any());
+        return bestChildIdx.SelectRandom(random);
       }
     }
 
     private void DistributeReward(double reward) {
-      const double alpha = 0.1;
-      const double gamma = 1;
-      // iterate in reverse order (bottom up)
       updateChain.Reverse();
-      var nextQ = 0.0;
-      foreach (var e in updateChain) {
-        var node = e;
-        node.tries++;
+      foreach (var node in updateChain) {
         if (node.children != null && node.children.All(c => c.done)) {
           node.done = true;
         }
-        // reward is recieved only for the last action
-        if (e == updateChain.First()) {
-          node.q = node.q + alpha * (reward + gamma * nextQ - node.q);
-          nextQ = node.q;
-        } else {
-          node.q = node.q + alpha * (0 + gamma * nextQ - node.q);
-          nextQ = node.q;
-        }
-      }
+      }
+      updateChain.Reverse();
+
+      //const double alpha = 0.1;
+      const double gamma = 1;
+      double alpha;
+      foreach (var p in updateChain.Zip(updateChain.Skip(1), Tuple.Create)) {
+        var parent = p.Item1;
+        var child = p.Item2;
+        parent.tries++;
+        alpha = 1.0 / parent.tries;
+        //alpha = 0.01;
+        parent.q = parent.q + alpha * (0 + gamma * child.q - parent.q);
+      }
+      // reward is recieved only for the last action
+      var n = updateChain.Last();
+      n.tries++;
+      alpha = 1.0 / n.tries;
+      //alpha = 0.1;
+      n.q = n.q + alpha * reward;
     }