By Jaroslav Vítků
Currently, we are experimenting with an experimental setup proposed in our Badger paper. One of the areas of explorations is an evaluation of suitability of various training settings: supervised learning, Deep Reinforcement Learning (RL), and evolutionary optimization.
Here, we were inspired by the paper Evolution Strategies as a Scalable Alternative to Reinforcement Learning from OpenAI, where authors show that, despite lower sample efficiency in general, the Evolutionary Strategies (ES) can achieve faster wall-clock time convergence compared to state of the art RL algorithms due to its suitability for parallelization.
In order to get practical experience with evolutionary computation and it’s applicability to our tasks in general, we have created a small repository which allows us to run OpenAI’s ES and algorithms from facebook’s Nevergrad library comparably on standard OpenAI gym RL tasks. A nice visual introduction to the ES can be found here.
The repository with code can be found on our GitHub, instructions on how to run the experiments are available in the setup/README.md.
OpenAI’s ES & Paralellization
In order to get hands-on experience with ES and it’s suitability for parallelization across multiple cores and/or multiple machines we started with OpenAI’s ES implementation, which supports scalability across many AWS instances. We have modified it in multiple places for our purposes, but we have not changed the core of the computation. The changes include mainly:
- Now uses PyTorch networks & pybullet environments
- Experiments configured and logged using the Sacred tool
- Direct comparison of results with ES algorithms from the Nevergrad library
- Simplifications/improvements in several places (e.g. auto-restart of workers on new experiments etc)
- Slightly different AWS setup & cluster management scripts
Below, we describe the difference between simple parallelization of ES and OpenAI’s optimized one. In the simple case, the head generates mutated individuals, sends them across the network to workers (red lines), and waits for fitness evaluations. Here, the genome of each individual is sent over the network, which can be communication intensive in case of big genome sizes.
The bottom part depicts the OpenAI’s implementation of the ES. Each generation, genome of only the current individual (Task) is sent to the server. Each worker pulls the genome from the server, generates random position in the shared noise table (Seed), reads the mutation vector from this position, applies the mutation, and evaluates the resulting genome. Workers respond just with the Seed integer and evaluated fitness value. Using the Seed values, the head is able to reconstruct the original mutation vectors locally. This way the entire genome is sent only once per generation (red lines) over the network and workers communicate just with two scalar values. Note that similar efficient communication was employed for the Genetic Algorithm in this paper.
Here we compare the CMA-ES and ES from the Nevergrad library with OpenAI’s ES on selected RL tasks. Below, algorithms from Nevergrad library are denoted as “ES” and “CMA”, OpenAI’s ES is denoted as “OptimES” (since it uses Adam optimizer). Graphs are the result of 5 independent runs for each configuration. For the fitness of the current individual, the mean value and min/max range are shown. The CMA and ES were ran with the default configuration, all other experiment settings can be found in the repository. The Nevergrad library uses own initialization of genome (linear encoding of the network parameters), while in the case of OpenAI’s ES the standard PyTorch initialization is used. The OpenAI’s ES also includes a penalty for the size of weights, which is not used in the case of ES and CMA.
This is a classical simple RL task solvable by a small feed-forward policy. In this case, the policy is parametrized by just two output neurons (number of parameters is 18).
The three algorithms are compared, in addition that OptimES uses different settings. The “5ep” means that the fitness is computed as a mean of 5 runs in a randomly initialized environment. It can be seen that the mitigation of noise in the evaluation is important (especially for ES and CMA).
Problems with the noise can be addressed either by averaging the fitness value from multiple runs or partially by increasing the population size (which is easier to parallelize) in the case of OptimES.
Here is an example of the learned policy.
The next comparison is done on a higher-dimensional problem, here, the policy is parametrized by feedforward network with two hidden layers of size 64 with ReLU activations and discretized actions (resulting in 6536 parameters). It is evaluated on the AntPybullet environment.
Here, in the case of 1 episode per fitness, we can see that only the OptimES works well, while the ES usually learns just how not to fall, and results of CMA depend on the initialization (also it died on an out-of-memory error).
When averaging the fitness from 5 episodes, we can see that CMA starts to converge very fast, and with small variance (results from just 3 runs), the performance of ES is slightly improved as well.
Again, the robustness of convergence (even with noisy gradient estimate from 1 episode) of OptimES is probably caused by the use of the Adam optimizer. It is worth noting that in the case of this algorithm, there are more hyperparameters that need to be chosen well (mainly the sigma and learning rate of the optimizer), and in many tested configurations it had problems with the convergence (in the case of 1ep setting).
In terms of wall-clock speed, the ES and CMA were run on a single machine with ~8 workers, and achieving a speed of about 15s/generation (the 1ep case!), while the OptimES was run on a cluster with around 10 t3.2xlarge instances (8 workers per machine) and achieving around 2s/generation, which could be improved further easily.
As mentioned in the original paper, it was noticeable that policies found by ES exhibit much higher diversity compared to those found by Deep RL.
Here are examples of how some policies observed during the evaluation, we can see different gaits or even jumping.
This is a partially observable version of the pendulum task (as described here), where the velocity of the pendulum is hidden. Here, the policy has to infer the velocity from consecutive observations, therefore it is parametrized by the LSTM network with 1 hidden layer of 16 cells and linear activation on the output layer (this results in 1361 parameters).
Here, most of the algorithms (up to 5ep/fitness) got stuck in the state where the policy is able to swing up the pendulum but is unable to apply the opposite force to stop its rotation.
One of possible reason can be that initial conditions influence the states more (so more evaluations could help), another possibility is that the task is more demanding on the precision of actions and/or that discovery of the memory mechanism and its usage is non-trivial.
Therefore we ran CMA with 30 episodes per fitness, which considerably helps with the performance and stability.
It is also notable that the CMA behaves quite differently from other algorithms at the beginning of the run.
From these initial experiments, it seems that ES is a competitive alternative to Deep RL. It has some properties that are potentially beneficial (differentiable model not required, bigger diversity in resulting policies..), but there are some limitations as well.
The OpenAI’s ES is scalable across many machines and by its simplicity more suitable for high-dimensional problems and by employing the optimizer it is more robust against fitness evaluation noise. On the other hand, it has more hyperparameters that need/can be optimized (mainly the sigma, learning rate..). In the partially observable task it did not perform well and got stuck in a local optimum.
Compared to that, the CMA-ES does not require the sigma parameter (and converges faster due to computation of the full covariance matrix) and usually converges faster (in terms of sample efficiency). But it is not scalable to higher-dimensional problems and not parallelizable well.
Possible next steps
These directions be worth looking at in the future.