feat: simple margin proving study

2026-05-31 16:43:36 +00:00 · 2026-03-11 11:48:51 +01:00
parent 974498dab2
commit 0f708aab15
3 changed files with 269 additions and 0 deletions
--- a/engine/studies/margin_erosion_alpha.py
+++ b/engine/studies/margin_erosion_alpha.py
@@ -0,0 +1,130 @@
+"""validate core thesis problem: margin erosion under agent contamination
+trains standard RL (no robust components) across α levels to demonstrate systematic failure
+"""
+
+from __future__ import annotations
+import json, sys, time
+from pathlib import Path
+import numpy as np
+
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+from engine.spec import TrainSpec
+from engine.orchestrators import run_train_once
+
+
+def _run_baseline(alpha: float, algo: str, seed: int, steps: int) -> dict:
+    spec = TrainSpec.from_flat(
+        {
+            "algo": algo,
+            "seed": seed,
+            "alpha": alpha,
+            "total_timesteps": steps,
+            "lambda_coi": 0.0,
+            "robust_radius": 0.0,
+            "robust_points": 1,
+            "robust_rollouts": 1,
+            "no_robust": True,
+            "arch": "small",
+            "n_products": 10,
+            "N": 100,
+            "max_steps": 50,
+            "eval_freq": 5000,
+            "eval_episodes": 10,
+            "log_freq": 500,
+        }
+    )
+    result = run_train_once(
+        spec,
+        project="phantom-margin-erosion",
+        offline=True,
+        no_wandb=True,
+        kind="study",
+        scenario=f"alpha{int(alpha * 100):02d}",
+        group=f"baseline_{algo}",
+        extra_tags=("margin_erosion", "baseline"),
+    )
+    return {
+        "alpha": alpha,
+        "algo": algo,
+        "seed": seed,
+        "eval_reward": result.get("eval/reward_mean", np.nan),
+        "eval_revenue": result.get("eval/revenue_mean", np.nan),
+        "eval_coi_level": result.get("eval/coi_level_mean", np.nan),
+        "eval_margin": result.get("eval/margin_mean", np.nan),
+        "eval_agent_prob": result.get("eval/agent_prob_mean", np.nan),
+    }
+
+
+def run_margin_erosion_study(
+    alphas: list[float] | None = None,
+    algos: list[str] | None = None,
+    seeds: int = 3,
+    steps: int = 30_000,
+) -> dict:
+    alphas = alphas or [0.1, 0.3, 0.5, 0.7, 0.9]
+    algos = algos or ["ppo", "dqn", "qtable"]
+    output_dir = Path(__file__).parent / "results"
+    output_dir.mkdir(exist_ok=True)
+    ts = time.strftime("%Y%m%d_%H%M%S")
+
+    results = []
+    for α in alphas:
+        for algo in algos:
+            for si in range(seeds):
+                seed = 42 + si
+                print(f"α={α:.1f} {algo} seed={seed}")
+                m = _run_baseline(α, algo, seed, steps)
+                results.append(m)
+                print(
+                    f"  margin={m['eval_margin']:.3f} rev={m['eval_revenue']:.0f} coi={m['eval_coi_level']:.1f}"
+                )
+
+    summary = {}
+    for α in alphas:
+        runs = [r for r in results if abs(r["alpha"] - α) < 0.01]
+        if not runs:
+            continue
+        s = {}
+        for metric in ["margin", "revenue", "coi_level", "agent_prob"]:
+            vals = [r[f"eval_{metric}"] for r in runs]
+            s[f"{metric}_mean"] = float(np.mean(vals))
+            s[f"{metric}_std"] = float(np.std(vals))
+        s["n_runs"] = len(runs)
+        summary[f"alpha_{α:.1f}"] = s
+
+    output = {
+        "timestamp": ts,
+        "config": {"alphas": alphas, "algos": algos, "seeds": seeds, "steps": steps},
+        "results": results,
+        "summary": summary,
+    }
+
+    path = output_dir / f"margin_erosion_alpha_{ts}.json"
+    with open(path, "w") as f:
+        json.dump(output, f, indent=2)
+
+    print(f"\n→ {path}")
+    for α in alphas:
+        k = f"alpha_{α:.1f}"
+        if k in summary:
+            s = summary[k]
+            print(
+                f"  {k}: margin={s['margin_mean']:.3f}±{s['margin_std']:.3f} "
+                f"coi={s['coi_level_mean']:.1f}±{s['coi_level_std']:.1f}"
+            )
+    return output
+
+
+if __name__ == "__main__":
+    import argparse
+
+    p = argparse.ArgumentParser(description="margin erosion vs α")
+    p.add_argument("--quick", action="store_true", help="fast test")
+    args = p.parse_args()
+
+    run_margin_erosion_study(
+        alphas=[0.1, 0.7] if args.quick else [0.1, 0.3, 0.5, 0.7, 0.9],
+        algos=["qtable"] if args.quick else ["ppo", "dqn", "qtable"],
+        seeds=1 if args.quick else 3,
+        steps=5_000 if args.quick else 30_000,
+    )