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Adding optimization specifically for RL #1303

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Dec 15, 2021
Merged

Adding optimization specifically for RL #1303

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e7d1098
Adding optimization specifically for RL
teytaud Nov 24, 2021
4113bef
fix
teytaud Nov 24, 2021
962b5d1
Merge branch 'main' of github.com:facebookresearch/nevergrad into opt…
teytaud Nov 24, 2021
6f4f78c
fix
teytaud Nov 24, 2021
06a424b
Merge branch 'main' of github.com:facebookresearch/nevergrad into opt…
teytaud Dec 13, 2021
4f35173
Merge branch 'main' of github.com:facebookresearch/nevergrad into opt…
teytaud Dec 15, 2021
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19 changes: 6 additions & 13 deletions nevergrad/benchmark/gymexperiments.py
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Original file line number Diff line number Diff line change
Expand Up @@ -110,21 +110,14 @@ def ng_full_gym(

seedg = create_seed_generator(seed)
optims = [
"CMA",
"DiagonalCMA",
"OnePlusOne",
"GeneticDE",
"NoisyRL1",
"NoisyRL2",
"NoisyRL3",
"MixDeterministicRL",
"SpecialRL",
"PSO",
"DiscreteOnePlusOne",
"DE",
"CMandAS2",
"NelderMead",
"DoubleFastGADiscreteOnePlusOne",
"DiscreteLenglerOnePlusOne",
"AnisotropicAdaptiveDiscreteOnePlusOne",
"TBPSA",
"SPSA",
"SQP",
"MetaModel",
]
if multi:
controls = ["multi_neural"]
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20 changes: 20 additions & 0 deletions nevergrad/optimization/experimentalvariants.py
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Original file line number Diff line number Diff line change
Expand Up @@ -16,6 +16,13 @@
NGOpt10,
NGOpt12,
BayesOptim,
ConfPortfolio,
DiagonalCMA,
GeneticDE,
TBPSA,
NoisyOnePlusOne,
RecombiningPortfolioOptimisticNoisyDiscreteOnePlusOne,
OptimisticNoisyOnePlusOne,
)
from . import optimizerlib as opts
from .optimizerlib import CMA, Chaining, PSO, BO
Expand Down Expand Up @@ -328,3 +335,16 @@
SparseDiscreteOnePlusOne = ParametrizedOnePlusOne(mutation="discrete", sparse=True).set_name(
"SparseDiscreteOnePlusOne", register=True
)

# Specifically for RL.
MixDeterministicRL = ConfPortfolio(optimizers=[DiagonalCMA, PSO, GeneticDE]).set_name(
"MixDeterministicRL", register=True
)
SpecialRL = Chaining([MixDeterministicRL, TBPSA], ["half"]).set_name("SpecialRL", register=True)
NoisyRL1 = Chaining([MixDeterministicRL, NoisyOnePlusOne], ["half"]).set_name("NoisyRL1", register=True)
NoisyRL2 = Chaining(
[MixDeterministicRL, RecombiningPortfolioOptimisticNoisyDiscreteOnePlusOne], ["half"]
).set_name("NoisyRL2", register=True)
NoisyRL3 = Chaining([MixDeterministicRL, OptimisticNoisyOnePlusOne], ["half"]).set_name(
"NoisyRL3", register=True
)
5 changes: 5 additions & 0 deletions nevergrad/optimization/recorded_recommendations.csv
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Original file line number Diff line number Diff line change
Expand Up @@ -122,6 +122,7 @@ MilliCMA,0.0010125155,-0.0009138806,-0.0010295559,0.0012098418,,,,,,,,,,,,
MiniDE,0.8273276988,-1.2921051963,-0.4797521288,0.2138608624,0.7088815721,0.7346249014,-2.6392592028,-1.0729615222,,,,,,,,
MiniLhsDE,-0.0313128807,0.2738703026,-0.1988242191,0.9942001938,0.7167500893,-0.0350394443,-1.5341684983,-0.3039246928,,,,,,,,
MiniQrDE,-0.2025746195,-0.8778768047,-1.2504657435,0.6265108481,0.4934247309,0.6448108695,-0.3573249779,-1.6986947217,,,,,,,,
MixDeterministicRL,-0.3375952501,-0.585268278,-0.1149199408,2.2418177944,,,,,,,,,,,,
MixES,1.1400386808,0.3380024444,0.4755144618,2.6390460807,0.6911075733,1.111235567,-0.2576843178,-1.1959512855,,,,,,,,
MultiCMA,1.4855013085,-1.5953064496,-0.7871164493,-0.4908938162,,,,,,,,,,,,
MultiDiscrete,0.0,0.0,0.0,1.095956118,,,,,,,,,,,,
Expand Down Expand Up @@ -157,6 +158,9 @@ NoisyDE,0.7325595717,-0.3250848292,-0.4968122173,1.9884218193,1.8577990761,1.772
NoisyDiscreteOnePlusOne,0.7531428339,0.0,0.0,0.0,,,,,,,,,,,,
NoisyInfSplits,0.0,0.0,0.0,0.0,,,,,,,,,,,,
NoisyOnePlusOne,0.0,0.0,0.0,0.0,,,,,,,,,,,,
NoisyRL1,-0.3375952501,-0.585268278,-0.1149199408,2.2418177944,,,,,,,,,,,,
NoisyRL2,-0.3375952501,-0.585268278,-0.1149199408,2.2418177944,,,,,,,,,,,,
NoisyRL3,-0.3375952501,-0.585268278,-0.1149199408,2.2418177944,,,,,,,,,,,,
NonNSGAIIES,1.1400386808,0.3380024444,0.4755144618,2.6390460807,0.6911075733,1.111235567,-0.2576843178,-1.1959512855,,,,,,,,
ORandomSearch,-0.4729858315,0.6814258794,-0.2424394967,1.700735634,,,,,,,,,,,,
OScrHammersleySearch,-0.9674215661,0.0,0.4307272993,0.8416212336,,,,,,,,,,,,
Expand Down Expand Up @@ -207,6 +211,7 @@ ScrHammersleySearchPlusMiddlePoint,-1.2815515655,0.0,0.4307272993,0.8416212336,,
Shiwa,0.0,-0.3451057176,-0.1327329683,1.9291307781,,,,,,,,,,,,
SparseDiscreteOnePlusOne,0.7531428339,0.0,0.0,0.0,,,,,,,,,,,,
SparseDoubleFastGADiscreteOnePlusOne,0.0,0.0,0.0,0.0942747145,,,,,,,,,,,,
SpecialRL,-0.3375952501,-0.585268278,-0.1149199408,2.2418177944,,,,,,,,,,,,
StupidRandom,-1.1543602352,-2.2133334794,-1.6817565104,-1.7880942511,,,,,,,,,,,,
TBPSA,0.1302530513,0.3105038072,-0.0036907685,1.3766294785,1.1655103563,0.7923024939,-0.5540650904,-1.126716815,-0.4977202676,0.0718018969,,,,,,
TEAvgCauchyLHSSearch,-0.527971877,1.341890246,2.6790716005,3.5963545262,,,,,,,,,,,,
Expand Down