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5960497 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 | 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 / tot_count
new_var = M2 / tot_count
new_count = tot_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.compat.v1.placeholder(shape=shape, dtype=tf.float64)
self._new_var = tf.compat.v1.placeholder(shape=shape, dtype=tf.float64)
self._new_count = tf.compat.v1.placeholder(shape=(), dtype=tf.float64)
with tf.compat.v1.variable_scope(scope, reuse=tf.compat.v1.AUTO_REUSE):
self._mean = tf.compat.v1.get_variable('mean', initializer=np.zeros(shape, 'float64'), dtype=tf.float64)
self._var = tf.compat.v1.get_variable('std', initializer=np.ones(shape, 'float64'), dtype=tf.float64)
self._count = tf.compat.v1.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.compat.v1.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.compat.v1.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('Successfully saved profile to {}. Exiting.'.format(outfile))
exit(0)
'''
if __name__ == '__main__':
profile_tf_runningmeanstd()
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