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Local policy search with Bayesian optimization

This repository contains the code to reproduce the results from the paper Local policy search with Bayesian optimization.

We present a new method to efficiently use local gradient methods for black-box optimization. We actively sample new points in the Bayesian optimization (BO) framework for gradient estimation and thus call our method Gradient Information with BO (GIBO).

If you find our code or paper useful, please consider citing

@inproceedings{GIBO,
    title = {Local policy search with Bayesian optimization},
    author = {M{\"u}ller, Sarah and von Rohr, Alexander and Trimpe, Sebastian},
    booktitle = {Advances in Neural Information Processing Systems},
    year = {2021}
}

Code of the repo

  • optimizers: Implemented optimizers for black-box functions are Augmented Random Search (ARS), vanilla Bayesian optimization, CMA-ES and the proposed method GIBO.
  • model: A Gaussian process model with a squared-exponential kernel that also supplies its Jacobian.
  • policy parameterization: Multilayer perceptrones as policy parameterization for solving reinforcement learning problems.
  • environment api: Interface for interactions with reinforcement learning environments of OpenAI Gym.
  • acquisition function: Custom acquisition function for gradient information.
  • loop: Brings together all parts necessary for an optimization loop.

Installation

Our implementation relies on mujoco-py 0.5.7 with MuJoCo Pro version 1.31. To install MuJoCo follow the instructions here: https://github.com/openai/mujoco-py. To run Linear Quadratic Regulator experiments, follow the instruction under gym-lqr.

Pip

Into an environment with python 3.8.5 you can install all needed packages with

pip install -r requirements.txt

Conda

Or you can create an anaconda environment called gibo using

conda env create -f environment.yaml
conda activate gibo

Pipenv

Or you can install and activate and environment via pipenv

pipenv install
pipenv shell

Usage

For experiments with synthetic test functions and reinforcement learning problems (e.g. MuJoCo) a command-line interface is supplied.

Synthetic Test Functions

Run

First generate the needed data for the synthetic test functions.

python generate_data_synthetic_functions.py -c ./configs/synthetic_experiment/generate_data_default.yaml

Afterwards you can run for instance our method GIBO on these test functions.

python run_synthetic_experiment.py -c ./configs/synthetic_experiment/gibo_default.yaml -cd ./configs/synthetic_experiment/generate_data_default.yaml

Evaluate

Evaluation of the synthetic experiments and reproduction of the paper's figures can be done with the notebook evaluation synthetic experiment.

Reinforcement Learning

Run

Run the MuJoCo swimmer environment with the proposed method GIBO.

python run_rl_experiment.py -c ./configs/rl_experiment/gibo_default.yaml

Evaluate

Create plot to compare rewards over function calls for different optimizers (in this case gibo with random search).

python evaluation_rl_experiment.py -path path_to_image/image.pdf -cs ./configs/rl_experiment/gibo_default.yaml ./configs/rl_experiment/rs_default.yaml

Or use the notebook evaluation rl experiment to reproduce the figures of the paper.

Linear Quadratic Regulator

To reproduce the results and plots of the paper run the code in the notebook lqr_experiment.