Preheat oven to 350 degrees. In a small bowl, combine flour and soda. In a large bowl, cream together until fluffy butter, sugars, and vanilla. Whisk in egg. Stir in cocoa and milk. Fold in flour mixture, walnuts, and chocolate chips. Drop batter by rounded teaspoonfuls onto nonstick or lightly greased baking sheets. Bake about 12 minutes. Cool about 5 minutes before removing cookies from sheets.