[Algorithm] Discrete CQL (#1666)

Co-authored-by: Vincent Moens <[email protected]>

.github/unittest/linux_examples/scripts/run_test.sh

@@ -106,6 +106,16 @@ python .github/unittest/helpers/coverage_run_parallel.py examples/dqn/dqn.py \
   record_video=True \
   record_frames=4 \
   buffer_size=120
+python .github/unittest/helpers/coverage_run_parallel.py examples/cql/discrete_cql_online.py \
+  collector.total_frames=48 \
+  collector.init_random_frames=10 \
+  optim.batch_size=10 \
+  collector.frames_per_batch=16 \
+  collector.env_per_collector=2 \
+  collector.device=cuda:0 \
+  optim.optim_steps_per_batch=1 \
+  replay_buffer.size=120 \
+  logger.backend=
 python .github/unittest/helpers/coverage_run_parallel.py examples/redq/redq.py \
   num_workers=4 \
   collector.total_frames=48 \

docs/source/reference/objectives.rst

@@ -136,6 +136,7 @@ CQL
     :template: rl_template_noinherit.rst
 
     CQLLoss
+    DiscreteCQLLoss
 
 DT
 ----

examples/cql/discrete_cql_config.yaml

@@ -0,0 +1,57 @@
+# Task and env
+env:
+  name: CartPole-v1
+  task: ""
+  library: gym
+  exp_name: cql_cartpole_gym
+  n_samples_stats: 1000
+  max_episode_steps: 200
+  seed: 0
+
+# Collector
+collector:
+  frames_per_batch: 200
+  total_frames: 20000 
+  multi_step: 0
+  init_random_frames: 1000
+  env_per_collector: 1
+  device: cpu
+  max_frames_per_traj: 200
+  annealing_frames: 10000
+  eps_start: 1.0
+  eps_end: 0.01
+# logger
+logger:
+  backend: wandb
+  log_interval: 5000 # record interval in frames
+  eval_steps: 200
+  mode: online
+  eval_iter: 1000
+
+# Buffer
+replay_buffer:
+  prb: 0
+  buffer_prefetch: 64
+  size: 1_000_000
+  scratch_dir: ${env.exp_name}_${env.seed}
+
+# Optimization
+optim:
+  utd_ratio: 1
+  device: cuda:0
+  lr: 1e-3
+  weight_decay: 0.0
+  batch_size: 256
+  lr_scheduler: ""
+  optim_steps_per_batch: 200
+
+# Policy and model
+model:
+  hidden_sizes: [256, 256]
+  activation: relu
+
+# loss
+loss: 
+  loss_function: l2
+  gamma: 0.99
+  tau: 0.005

examples/cql/discrete_cql_online.py

@@ -0,0 +1,199 @@
+# Copyright (c) Meta Platforms, Inc. and affiliates.
+#
+# This source code is licensed under the MIT license found in the
+# LICENSE file in the root directory of this source tree.
+"""Discrete (DQN) CQL Example.
+
+This is a simple self-contained example of a discrete CQL training script.
+
+It supports state environments like gym and gymnasium.
+
+The helper functions are coded in the utils.py associated with this script.
+"""
+
+import time
+
+import hydra
+import numpy as np
+import torch
+import torch.cuda
+import tqdm
+
+from torchrl.envs.utils import ExplorationType, set_exploration_type
+
+from torchrl.record.loggers import generate_exp_name, get_logger
+from utils import (
+    log_metrics,
+    make_collector,
+    make_cql_optimizer,
+    make_discretecql_model,
+    make_discreteloss,
+    make_environment,
+    make_replay_buffer,
+)
+
+
+@hydra.main(version_base="1.1", config_path=".", config_name="discrete_cql_config")
+def main(cfg: "DictConfig"):  # noqa: F821
+    device = torch.device(cfg.optim.device)
+
+    # Create logger
+    exp_name = generate_exp_name("DiscreteCQL", cfg.env.exp_name)
+    logger = None
+    if cfg.logger.backend:
+        logger = get_logger(
+            logger_type=cfg.logger.backend,
+            logger_name="discretecql_logging",
+            experiment_name=exp_name,
+            wandb_kwargs={"mode": cfg.logger.mode, "config": cfg},
+        )
+
+    # Set seeds
+    torch.manual_seed(cfg.env.seed)
+    np.random.seed(cfg.env.seed)
+
+    # Create environments
+    train_env, eval_env = make_environment(cfg)
+
+    # Create agent
+    model, explore_policy = make_discretecql_model(cfg, train_env, eval_env, device)
+
+    # Create loss
+    loss_module, target_net_updater = make_discreteloss(cfg.loss, model)
+
+    # Create off-policy collector
+    collector = make_collector(cfg, train_env, explore_policy)
+
+    # Create replay buffer
+    replay_buffer = make_replay_buffer(
+        batch_size=cfg.optim.batch_size,
+        prb=cfg.replay_buffer.prb,
+        buffer_size=cfg.replay_buffer.size,
+        buffer_scratch_dir=cfg.replay_buffer.scratch_dir,
+        device="cpu",
+    )
+
+    # Create optimizers
+    optimizer = make_cql_optimizer(cfg, loss_module)
+
+    # Main loop
+    collected_frames = 0
+    pbar = tqdm.tqdm(total=cfg.collector.total_frames)
+
+    init_random_frames = cfg.collector.init_random_frames
+    num_updates = int(
+        cfg.collector.env_per_collector
+        * cfg.collector.frames_per_batch
+        * cfg.optim.utd_ratio
+    )
+    prb = cfg.replay_buffer.prb
+    eval_rollout_steps = cfg.env.max_episode_steps
+    eval_iter = cfg.logger.eval_iter
+    frames_per_batch = cfg.collector.frames_per_batch
+
+    start_time = sampling_start = time.time()
+    for tensordict in collector:
+        sampling_time = time.time() - sampling_start
+
+        # Update exploration policy
+        explore_policy[1].step(tensordict.numel())
+
+        # Update weights of the inference policy
+        collector.update_policy_weights_()
+
+        pbar.update(tensordict.numel())
+
+        tensordict = tensordict.reshape(-1)
+        current_frames = tensordict.numel()
+        # Add to replay buffer
+        replay_buffer.extend(tensordict.cpu())
+        collected_frames += current_frames
+
+        # Optimization steps
+        training_start = time.time()
+        if collected_frames >= init_random_frames:
+            (
+                q_losses,
+                cql_losses,
+            ) = ([], [])
+            for _ in range(num_updates):
+
+                # Sample from replay buffer
+                sampled_tensordict = replay_buffer.sample()
+                if sampled_tensordict.device != device:
+                    sampled_tensordict = sampled_tensordict.to(
+                        device, non_blocking=True
+                    )
+                else:
+                    sampled_tensordict = sampled_tensordict.clone()
+
+                # Compute loss
+                loss_dict = loss_module(sampled_tensordict)
+
+                q_loss = loss_dict["loss_qvalue"]
+                cql_loss = loss_dict["loss_cql"]
+                loss = q_loss + cql_loss
+
+                # Update model
+                optimizer.zero_grad()
+                loss.backward()
+                optimizer.step()
+                q_losses.append(q_loss.item())
+                cql_losses.append(cql_loss.item())
+
+                # Update target params
+                target_net_updater.step()
+                # Update priority
+                if prb:
+                    replay_buffer.update_priority(sampled_tensordict)
+
+        training_time = time.time() - training_start
+        episode_end = (
+            tensordict["next", "done"]
+            if tensordict["next", "done"].any()
+            else tensordict["next", "truncated"]
+        )
+        episode_rewards = tensordict["next", "episode_reward"][episode_end]
+
+        # Logging
+        metrics_to_log = {}
+        if len(episode_rewards) > 0:
+            episode_length = tensordict["next", "step_count"][episode_end]
+            metrics_to_log["train/reward"] = episode_rewards.mean().item()
+            metrics_to_log["train/episode_length"] = episode_length.sum().item() / len(
+                episode_length
+            )
+            metrics_to_log["train/epsilon"] = explore_policy[1].eps
+
+        if collected_frames >= init_random_frames:
+            metrics_to_log["train/q_loss"] = np.mean(q_losses)
+            metrics_to_log["train/cql_loss"] = np.mean(cql_losses)
+            metrics_to_log["train/sampling_time"] = sampling_time
+            metrics_to_log["train/training_time"] = training_time
+
+        # Evaluation
+        if abs(collected_frames % eval_iter) < frames_per_batch:
+            with set_exploration_type(ExplorationType.MODE), torch.no_grad():
+                eval_start = time.time()
+                eval_rollout = eval_env.rollout(
+                    eval_rollout_steps,
+                    model,
+                    auto_cast_to_device=True,
+                    break_when_any_done=True,
+                )
+                eval_time = time.time() - eval_start
+                eval_reward = eval_rollout["next", "reward"].sum(-2).mean().item()
+                metrics_to_log["eval/reward"] = eval_reward
+                metrics_to_log["eval/time"] = eval_time
+        if logger is not None:
+            log_metrics(logger, metrics_to_log, collected_frames)
+        sampling_start = time.time()
+
+    collector.shutdown()
+    end_time = time.time()
+    execution_time = end_time - start_time
+    print(f"Training took {execution_time:.2f} seconds to finish")
+
+
+if __name__ == "__main__":
+    main()