Dealing with NaNs and infs¶
During the training of a model on a given environment, it is possible that the RL model becomes completely corrupted when a NaN or an inf is given or returned from the RL model.
How and why?¶
The issue arises then NaNs or infs do not crash, but simply get propagated through the training, until all the floating point number converge to NaN or inf. This is in line with the IEEE Standard for Floating-Point Arithmetic (IEEE 754) standard, as it says:
Note
- Five possible exceptions can occur:
- Invalid operation (\(\sqrt{-1}\), \(\inf \times 1\), \(\text{NaN}\ \mathrm{mod}\ 1\), …) return NaN
- Division by zero:
- if the operand is not zero (\(1/0\), \(-2/0\), …) returns \(\pm\inf\)
- if the operand is zero (\(0/0\)) returns signaling NaN
- Overflow (exponent too high to represent) returns \(\pm\inf\)
- Underflow (exponent too low to represent) returns \(0\)
- Inexact (not representable exactly in base 2, eg: \(1/5\)) returns the rounded value (ex:
assert (1/5) * 3 == 0.6000000000000001)
And of these, only Division by zero will signal an exception, the rest will propagate invalid values quietly.
In python, dividing by zero will indeed raise the exception: ZeroDivisionError: float division by zero,
but ignores the rest.
The default in numpy, will warn: RuntimeWarning: invalid value encountered
but will not halt the code.
And the worst of all, Tensorflow will not signal anything
import tensorflow as tf
import numpy as np
print("tensorflow test:")
a = tf.constant(1.0)
b = tf.constant(0.0)
c = a / b
sess = tf.Session()
val = sess.run(c) # this will be quiet
print(val)
sess.close()
print("\r\nnumpy test:")
a = np.float64(1.0)
b = np.float64(0.0)
val = a / b # this will warn
print(val)
print("\r\npure python test:")
a = 1.0
b = 0.0
val = a / b # this will raise an exception and halt.
print(val)
Unfortunately, most of the floating point operations are handled by Tensorflow and numpy, meaning you might get little to no warning when a invalid value occurs.
Numpy parameters¶
Numpy has a convenient way of dealing with invalid value: numpy.seterr, which defines for the python process, how it should handle floating point error.
import numpy as np
np.seterr(all='raise') # define before your code.
print("numpy test:")
a = np.float64(1.0)
b = np.float64(0.0)
val = a / b # this will now raise an exception instead of a warning.
print(val)
but this will also avoid overflow issues on floating point numbers:
import numpy as np
np.seterr(all='raise') # define before your code.
print("numpy overflow test:")
a = np.float64(10)
b = np.float64(1000)
val = a ** b # this will now raise an exception
print(val)
but will not avoid the propagation issues:
import numpy as np
np.seterr(all='raise') # define before your code.
print("numpy propagation test:")
a = np.float64('NaN')
b = np.float64(1.0)
val = a + b # this will neither warn nor raise anything
print(val)
Tensorflow parameters¶
Tensorflow can add checks for detecting and dealing with invalid value: tf.add_check_numerics_ops and tf.check_numerics, however they will add operations to the Tensorflow graph and raise the computation time.
import tensorflow as tf
print("tensorflow test:")
a = tf.constant(1.0)
b = tf.constant(0.0)
c = a / b
check_nan = tf.add_check_numerics_ops() # add after your graph definition.
sess = tf.Session()
val, _ = sess.run([c, check_nan]) # this will now raise an exception
print(val)
sess.close()
but this will also avoid overflow issues on floating point numbers:
import tensorflow as tf
print("tensorflow overflow test:")
check_nan = [] # the list of check_numerics operations
a = tf.constant(10)
b = tf.constant(1000)
c = a ** b
check_nan.append(tf.check_numerics(c, "")) # check the 'c' operations
sess = tf.Session()
val, _ = sess.run([c] + check_nan) # this will now raise an exception
print(val)
sess.close()
and catch propagation issues:
import tensorflow as tf
print("tensorflow propagation test:")
check_nan = [] # the list of check_numerics operations
a = tf.constant('NaN')
b = tf.constant(1.0)
c = a + b
check_nan.append(tf.check_numerics(c, "")) # check the 'c' operations
sess = tf.Session()
val, _ = sess.run([c] + check_nan) # this will now raise an exception
print(val)
sess.close()
VecCheckNan Wrapper¶
In order to find when and from where the invalid value originated from, stable-baselines comes with a VecCheckNan wrapper.
It will monitor the actions, observations, and rewards, indicating what action or observation caused it and from what.
import gym
from gym import spaces
import numpy as np
from stable_baselines import PPO2
from stable_baselines.common.vec_env import DummyVecEnv, VecCheckNan
class NanAndInfEnv(gym.Env):
"""Custom Environment that raised NaNs and Infs"""
metadata = {'render.modes': ['human']}
def __init__(self):
super(NanAndInfEnv, self).__init__()
self.action_space = spaces.Box(low=-np.inf, high=np.inf, shape=(1,), dtype=np.float64)
self.observation_space = spaces.Box(low=-np.inf, high=np.inf, shape=(1,), dtype=np.float64)
def step(self, _action):
randf = np.random.rand()
if randf > 0.99:
obs = float('NaN')
elif randf > 0.98:
obs = float('inf')
else:
obs = randf
return [obs], 0.0, False, {}
def reset(self):
return [0.0]
def render(self, mode='human', close=False):
pass
# Create environment
env = DummyVecEnv([lambda: NanAndInfEnv()])
env = VecCheckNan(env, raise_exception=True)
# Instantiate the agent
model = PPO2('MlpPolicy', env)
# Train the agent
model.learn(total_timesteps=int(2e5)) # this will crash explaining that the invalid value originated from the environment.
RL Model hyperparameters¶
Depending on your hyperparameters, NaN can occurs much more often. A great example of this: https://github.com/hill-a/stable-baselines/issues/340
Be aware, the hyperparameters given by default seem to work in most cases, however your environment might not play nice with them. If this is the case, try to read up on the effect each hyperparameters has on the model, so that you can try and tune them to get a stable model. Alternatively, you can try automatic hyperparameter tuning (included in the rl zoo).
Missing values from datasets¶
If your environment is generated from an external dataset, do not forget to make sure your dataset does not contain NaNs. As some datasets will sometimes fill missing values with NaNs as a surrogate value.
Here is some reading material about finding NaNs: https://pandas.pydata.org/pandas-docs/stable/user_guide/missing_data.html
And filling the missing values with something else (imputation): https://towardsdatascience.com/how-to-handle-missing-data-8646b18db0d4