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Building Deep Reinforcement Learning
Applications on Apache Spark
with Analytics Zoo using BigDL
Yuhao Yang
Intel Data Analytics Technologies
Agenda
Analytics Zoo overview
Reinforcement learning overview
Reinforcement learning with Analytics zoo
future directions
Analytics Zoo
• Analytics + AI Platform for Apache Spark and BigDL
• Open source, Scala/Python, Spark 1.6 and 2.X
Analytics Zoo High level API, Industry pipelines, App demo & Util
BigDL
Apache Spark
MKL, Tensors, Layers, optim Methods, all-reduce
RDD, DataFrame, Scala/Python
https://github.com/intel-analytics/analytics-zoo
Analytics Zoo
High level pipeline APIs
nnframes: Spark DataFrames and ML Pipelines for DL
Keras-style API
autograd: custom layer/loss using auto differentiation
Transfer learning
Analytics Zoo
Built-in deep learning pipelines & models
Object detection: API and pre-trained SSD and Faster-RCNN
Image classification: API and pre-trained VGG, Inception, ResNet, MobileNet, etc.
Text classification API with CNN, LSTM and GRU
Recommendation API with NCF, Wide and Deep etc.
Analytics Zoo
End-to-end reference use cases
reinforcement learning
anomaly detection
sentiment analysis
fraud detection
image augmentation
object detection
variational autoencoder
…
Reinforcement Learning (RL)
• RL is for Decision-making
Examples of RL applications
• Play: Atari, poker, Go, ...
• Interact with users: recommend, Healthcare, chatbot, personalize, ..
• Control: auto-driving, robotics, finance, …
Deep Reinforcement Learning (DRL)
Agents take actions (a) in state (s) and receives rewards (R)
Goal is to find the policy (π) that maximized future rewards
http://people.csail.mit.edu/hongzi/content/publications/DeepRM-HotNets16.pdf
Cartpole
Approaches to Reinforcement Learning
• Value-based RL
• Estimate the optimal value function Q*(S,A)
• Output of the Neural network is the value for Q(S, A)
• Policy-based RL
• Search directly for the optimal policy π*
• Output of the neural network is the probability of each action.
• Model-based RL
DRL algo
Examples
• 1. Simple DQN to demo API and train with Spark RDD.
• 2. Distributed REINFORCE
Q-network
https://ai.intel.com/demystifying-deep-reinforcement-learning/
Bellman Equation
http://www0.cs.ucl.ac.uk/staff/d.silver/web/Resources_files/deep_rl.pdf
DQN critical routines
for e in range(EPISODES):
state = env.reset()
state = np.reshape(state, [1, state_size])
for time in range(500):
action = agent.act(state)
next_state, reward, done, _ = env.step(action)
reward = reward if not done else -10
next_state = np.reshape(next_state, [1, state_size])
agent.remember(state, action, reward, next_state, done)
state = next_state
if len(agent.memory) > batch_size:
agent.replay(batch_size)
Parallelize the neural network training
def replay(self, batch_size):
X_batch = np.array([0,0,0,0])
y_batch = np.array([0,0])
minibatch = random.sample(self.memory, batch_size)
for state, action, reward, next_state, done in minibatch:
target = reward
if not done:
target = (reward + self.gamma *
np.amax(self.model.predict_local(next_state)[0]))
target_f = self.model.predict_local(state)
target_f[0][action] = target
X_batch = np.vstack((X_batch, state))
y_batch = np.vstack((y_batch, target_f))
rdd_sample = to_RDD(X_batch,y_batch)
self.model.fit(rdd_sample, None, nb_epoch=10, batch_size=batch_size)
Analytics Zoo Keras-style Model
Vanilla DQN
Policy gradients
• In Policy Gradients, we usually use a neural network (or other
function approximators) to directly model the action probabilities.
• we tweak the parameters θ of the neural network so that “good”
actions will be sampled more likely in the future.
REINFORCE
Time breakdown
• Game playing takes the most time in each iteration
Distributed REINFORCE
# create and cache several agents on each partition as specified by parallelism
# and cache it
with DistributedAgents(sc, create_agent=create_agent, parallelism=parallelism) as a:
agents = a.agents # a.agents is a RDD[Agent]
optimizer = None
num_trajs_per_part = int(math.ceil(15.0 / parallelism))
mean_std = []
for i in range(60):
with SampledTrajs(sc, agents, model, num_trajs_per_part=num_trajs_per_part) as trajs:
trajs = trajs.samples  # samples is a RDD[Trajectory]
.map(lambda traj: (traj.data["observations"],
traj.data["actions"],
traj.data["rewards"]))
REINFORCE algorithm
Play N games and collect
samples and targets
Train and update model
Loop N-
updates
and exit
Prepared
training
samples
(X,Y)
Overflow of a PG program
Linear (4,24)
X= State/observation
ReLU
The input state is a
vector of 4 dimension
in the CartPole game,
for other games,
input may be
arbitrary image
Linear (24,24)
ReLU
Linear (24,1) The output is only
1 node as
there’re only 2
actions in the
CartPole game.
VanillaPGCriterion
Sigmoid
prob
Minimize −1 ∗
𝑟𝑒𝑤𝑎𝑟𝑑 ∗ (𝑦 −
𝑝𝑟𝑜𝑏)
Y = (action, reward) pair
Distributed REINFORCE
Other RL algorithms
• Flappy bird with DQN
• Discrete and continuous PPO
• A2C (in roadmap)
Q & A
Analytics Zoo High level API, Industry pipelines, App demo & Util
https://github.com/intel-analytics/analytics-zoo
Thanks Shane Huang and Yang Wang for working on RL implementations.
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Building Deep Reinforcement Learning Applications on Apache Spark with Analytics Zoo using BigDL with Yuhao Yang

  • 1. Building Deep Reinforcement Learning Applications on Apache Spark with Analytics Zoo using BigDL Yuhao Yang Intel Data Analytics Technologies
  • 2. Agenda Analytics Zoo overview Reinforcement learning overview Reinforcement learning with Analytics zoo future directions
  • 3. Analytics Zoo • Analytics + AI Platform for Apache Spark and BigDL • Open source, Scala/Python, Spark 1.6 and 2.X Analytics Zoo High level API, Industry pipelines, App demo & Util BigDL Apache Spark MKL, Tensors, Layers, optim Methods, all-reduce RDD, DataFrame, Scala/Python https://github.com/intel-analytics/analytics-zoo
  • 4. Analytics Zoo High level pipeline APIs nnframes: Spark DataFrames and ML Pipelines for DL Keras-style API autograd: custom layer/loss using auto differentiation Transfer learning
  • 5. Analytics Zoo Built-in deep learning pipelines & models Object detection: API and pre-trained SSD and Faster-RCNN Image classification: API and pre-trained VGG, Inception, ResNet, MobileNet, etc. Text classification API with CNN, LSTM and GRU Recommendation API with NCF, Wide and Deep etc.
  • 6. Analytics Zoo End-to-end reference use cases reinforcement learning anomaly detection sentiment analysis fraud detection image augmentation object detection variational autoencoder …
  • 7. Reinforcement Learning (RL) • RL is for Decision-making
  • 8. Examples of RL applications • Play: Atari, poker, Go, ... • Interact with users: recommend, Healthcare, chatbot, personalize, .. • Control: auto-driving, robotics, finance, …
  • 9. Deep Reinforcement Learning (DRL) Agents take actions (a) in state (s) and receives rewards (R) Goal is to find the policy (π) that maximized future rewards http://people.csail.mit.edu/hongzi/content/publications/DeepRM-HotNets16.pdf
  • 11. Approaches to Reinforcement Learning • Value-based RL • Estimate the optimal value function Q*(S,A) • Output of the Neural network is the value for Q(S, A) • Policy-based RL • Search directly for the optimal policy π* • Output of the neural network is the probability of each action. • Model-based RL
  • 13. Examples • 1. Simple DQN to demo API and train with Spark RDD. • 2. Distributed REINFORCE
  • 16. DQN critical routines for e in range(EPISODES): state = env.reset() state = np.reshape(state, [1, state_size]) for time in range(500): action = agent.act(state) next_state, reward, done, _ = env.step(action) reward = reward if not done else -10 next_state = np.reshape(next_state, [1, state_size]) agent.remember(state, action, reward, next_state, done) state = next_state if len(agent.memory) > batch_size: agent.replay(batch_size)
  • 17. Parallelize the neural network training def replay(self, batch_size): X_batch = np.array([0,0,0,0]) y_batch = np.array([0,0]) minibatch = random.sample(self.memory, batch_size) for state, action, reward, next_state, done in minibatch: target = reward if not done: target = (reward + self.gamma * np.amax(self.model.predict_local(next_state)[0])) target_f = self.model.predict_local(state) target_f[0][action] = target X_batch = np.vstack((X_batch, state)) y_batch = np.vstack((y_batch, target_f)) rdd_sample = to_RDD(X_batch,y_batch) self.model.fit(rdd_sample, None, nb_epoch=10, batch_size=batch_size)
  • 20. Policy gradients • In Policy Gradients, we usually use a neural network (or other function approximators) to directly model the action probabilities. • we tweak the parameters θ of the neural network so that “good” actions will be sampled more likely in the future.
  • 22. Time breakdown • Game playing takes the most time in each iteration
  • 23. Distributed REINFORCE # create and cache several agents on each partition as specified by parallelism # and cache it with DistributedAgents(sc, create_agent=create_agent, parallelism=parallelism) as a: agents = a.agents # a.agents is a RDD[Agent] optimizer = None num_trajs_per_part = int(math.ceil(15.0 / parallelism)) mean_std = [] for i in range(60): with SampledTrajs(sc, agents, model, num_trajs_per_part=num_trajs_per_part) as trajs: trajs = trajs.samples # samples is a RDD[Trajectory] .map(lambda traj: (traj.data["observations"], traj.data["actions"], traj.data["rewards"]))
  • 24. REINFORCE algorithm Play N games and collect samples and targets Train and update model Loop N- updates and exit Prepared training samples (X,Y) Overflow of a PG program Linear (4,24) X= State/observation ReLU The input state is a vector of 4 dimension in the CartPole game, for other games, input may be arbitrary image Linear (24,24) ReLU Linear (24,1) The output is only 1 node as there’re only 2 actions in the CartPole game. VanillaPGCriterion Sigmoid prob Minimize −1 ∗ 𝑟𝑒𝑤𝑎𝑟𝑑 ∗ (𝑦 − 𝑝𝑟𝑜𝑏) Y = (action, reward) pair
  • 26. Other RL algorithms • Flappy bird with DQN • Discrete and continuous PPO • A2C (in roadmap)
  • 27. Q & A Analytics Zoo High level API, Industry pipelines, App demo & Util https://github.com/intel-analytics/analytics-zoo Thanks Shane Huang and Yang Wang for working on RL implementations.