import tensorflow as tf
import numpy as np
from baselines.common.tf_util import get_session
class RunningMeanStd(object):
# https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
def __init__(self, epsilon=1e-4, shape=()):
self.mean = np.zeros(shape, 'float64')
self.var = np.ones(shape, 'float64')
self.count = epsilon
def update(self, x):
batch_mean = np.mean(x, axis=0)
batch_var = np.var(x, axis=0)
batch_count = x.shape[0]
self.update_from_moments(batch_mean, batch_var, batch_count)
def update_from_moments(self, batch_mean, batch_var, batch_count):
self.mean, self.var, self.count = update_mean_var_count_from_moments(
self.mean, self.var, self.count, batch_mean, batch_var, batch_count)
def update_mean_var_count_from_moments(mean, var, count, batch_mean, batch_var, batch_count):
delta = batch_mean - mean
tot_count = count + batch_count
new_mean = mean + delta * batch_count / tot_count
m_a = var * count
m_b = batch_var * batch_count
M2 = m_a + m_b + np.square(delta) * count * batch_count / (count + batch_count)
new_var = M2 / (count + batch_count)
new_count = batch_count + count
return new_mean, new_var, new_count
class TfRunningMeanStd(object):
# https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Parallel_algorithm
'''
TensorFlow variables-based implmentation of computing running mean and std
Benefit of this implementation is that it can be saved / loaded together with the tensorflow model
'''
def __init__(self, epsilon=1e-4, shape=(), scope=''):
sess = get_session()
self._new_mean = tf.placeholder(shape=shape, dtype=tf.float64)
self._new_var = tf.placeholder(shape=shape, dtype=tf.float64)
self._new_count = tf.placeholder(shape=(), dtype=tf.float64)
with tf.variable_scope(scope, reuse=tf.AUTO_REUSE):
self._mean = tf.get_variable('mean', initializer=np.zeros(shape, 'float64'), dtype=tf.float64)
self._var = tf.get_variable('std', initializer=np.ones(shape, 'float64'), dtype=tf.float64)
self._count = tf.get_variable('count', initializer=np.full((), epsilon, 'float64'), dtype=tf.float64)
self.update_ops = tf.group([
self._var.assign(self._new_var),
self._mean.assign(self._new_mean),
self._count.assign(self._new_count)
])
sess.run(tf.variables_initializer([self._mean, self._var, self._count]))
self.sess = sess
self._set_mean_var_count()
def _set_mean_var_count(self):
self.mean, self.var, self.count = self.sess.run([self._mean, self._var, self._count])
def update(self, x):
batch_mean = np.mean(x, axis=0)
batch_var = np.var(x, axis=0)
batch_count = x.shape[0]
new_mean, new_var, new_count = update_mean_var_count_from_moments(self.mean, self.var, self.count, batch_mean, batch_var, batch_count)
self.sess.run(self.update_ops, feed_dict={
self._new_mean: new_mean,
self._new_var: new_var,
self._new_count: new_count
})
self._set_mean_var_count()
def test_runningmeanstd():
for (x1, x2, x3) in [
(np.random.randn(3), np.random.randn(4), np.random.randn(5)),
(np.random.randn(3,2), np.random.randn(4,2), np.random.randn(5,2)),
]:
rms = RunningMeanStd(epsilon=0.0, shape=x1.shape[1:])
x = np.concatenate([x1, x2, x3], axis=0)
ms1 = [x.mean(axis=0), x.var(axis=0)]
rms.update(x1)
rms.update(x2)
rms.update(x3)
ms2 = [rms.mean, rms.var]
np.testing.assert_allclose(ms1, ms2)
def test_tf_runningmeanstd():
for (x1, x2, x3) in [
(np.random.randn(3), np.random.randn(4), np.random.randn(5)),
(np.random.randn(3,2), np.random.randn(4,2), np.random.randn(5,2)),
]:
rms = TfRunningMeanStd(epsilon=0.0, shape=x1.shape[1:], scope='running_mean_std' + str(np.random.randint(0, 128)))
x = np.concatenate([x1, x2, x3], axis=0)
ms1 = [x.mean(axis=0), x.var(axis=0)]
rms.update(x1)
rms.update(x2)
rms.update(x3)
ms2 = [rms.mean, rms.var]
np.testing.assert_allclose(ms1, ms2)
def profile_tf_runningmeanstd():
import time
from baselines.common import tf_util
tf_util.get_session( config=tf.ConfigProto(
inter_op_parallelism_threads=1,
intra_op_parallelism_threads=1,
allow_soft_placement=True
))
x = np.random.random((376,))
n_trials = 10000
rms = RunningMeanStd()
tfrms = TfRunningMeanStd()
tic1 = time.time()
for _ in range(n_trials):
rms.update(x)
tic2 = time.time()
for _ in range(n_trials):
tfrms.update(x)
tic3 = time.time()
print('rms update time ({} trials): {} s'.format(n_trials, tic2 - tic1))
print('tfrms update time ({} trials): {} s'.format(n_trials, tic3 - tic2))
tic1 = time.time()
for _ in range(n_trials):
z1 = rms.mean
tic2 = time.time()
for _ in range(n_trials):
z2 = tfrms.mean
assert z1 == z2
tic3 = time.time()
print('rms get mean time ({} trials): {} s'.format(n_trials, tic2 - tic1))
print('tfrms get mean time ({} trials): {} s'.format(n_trials, tic3 - tic2))
'''
options = tf.RunOptions(trace_level=tf.RunOptions.FULL_TRACE) #pylint: disable=E1101
run_metadata = tf.RunMetadata()
profile_opts = dict(options=options, run_metadata=run_metadata)
from tensorflow.python.client import timeline
fetched_timeline = timeline.Timeline(run_metadata.step_stats) #pylint: disable=E1101
chrome_trace = fetched_timeline.generate_chrome_trace_format()
outfile = '/tmp/timeline.json'
with open(outfile, 'wt') as f:
f.write(chrome_trace)
print(f'Successfully saved profile to {outfile}. Exiting.')
exit(0)
'''
if __name__ == '__main__':
profile_tf_runningmeanstd()
