from mpi4py import MPI
import baselines.common.tf_util as U
import tensorflow as tf
import numpy as np
class MpiAdam(object):
def __init__(self, var_list, *, beta1=0.9, beta2=0.999, epsilon=1e-08, scale_grad_by_procs=True, comm=None):
self.var_list = var_list
self.beta1 = beta1
self.beta2 = beta2
self.epsilon = epsilon
self.scale_grad_by_procs = scale_grad_by_procs
size = sum(U.numel(v) for v in var_list)
self.m = np.zeros(size, 'float32')
self.v = np.zeros(size, 'float32')
self.t = 0
self.setfromflat = U.SetFromFlat(var_list)
self.getflat = U.GetFlat(var_list)
self.comm = MPI.COMM_WORLD if comm is None else comm
def update(self, localg, stepsize):
if self.t % 100 == 0:
self.check_synced()
localg = localg.astype('float32')
globalg = np.zeros_like(localg)
self.comm.Allreduce(localg, globalg, op=MPI.SUM)
if self.scale_grad_by_procs:
globalg /= self.comm.Get_size()
self.t += 1
a = stepsize * np.sqrt(1 - self.beta2**self.t)/(1 - self.beta1**self.t)
self.m = self.beta1 * self.m + (1 - self.beta1) * globalg
self.v = self.beta2 * self.v + (1 - self.beta2) * (globalg * globalg)
step = (- a) * self.m / (np.sqrt(self.v) + self.epsilon)
self.setfromflat(self.getflat() + step)
def sync(self):
theta = self.getflat()
self.comm.Bcast(theta, root=0)
self.setfromflat(theta)
def check_synced(self):
if self.comm.Get_rank() == 0: # this is root
theta = self.getflat()
self.comm.Bcast(theta, root=0)
else:
thetalocal = self.getflat()
thetaroot = np.empty_like(thetalocal)
self.comm.Bcast(thetaroot, root=0)
assert (thetaroot == thetalocal).all(), (thetaroot, thetalocal)
@U.in_session
def test_MpiAdam():
np.random.seed(0)
tf.set_random_seed(0)
a = tf.Variable(np.random.randn(3).astype('float32'))
b = tf.Variable(np.random.randn(2,5).astype('float32'))
loss = tf.reduce_sum(tf.square(a)) + tf.reduce_sum(tf.sin(b))
stepsize = 1e-2
update_op = tf.train.AdamOptimizer(stepsize).minimize(loss)
do_update = U.function([], loss, updates=[update_op])
tf.get_default_session().run(tf.global_variables_initializer())
for i in range(10):
print(i,do_update())
tf.set_random_seed(0)
tf.get_default_session().run(tf.global_variables_initializer())
var_list = [a,b]
lossandgrad = U.function([], [loss, U.flatgrad(loss, var_list)], updates=[update_op])
adam = MpiAdam(var_list)
for i in range(10):
l,g = lossandgrad()
adam.update(g, stepsize)
print(i,l)
