feat: fixing alignment w premiums and specific extraction of data

This commit is contained in:
2026-01-22 11:46:32 +01:00
parent 20c47fe85f
commit 2b3d937be6

View File

@@ -7,7 +7,7 @@ from types import SimpleNamespace
from typing import Optional, Dict, Any, List, Tuple from typing import Optional, Dict, Any, List, Tuple
from lib.separability import load_artifacts, score_session, estimate_alpha from lib.separability import load_artifacts, score_session, estimate_alpha
from sim.rl.behavior_loader.models import AgentBehaviorModel, BehaviorModel from sim.rl.behavior_loader.models import AgentBehaviorModel, BehaviorModel, aggregate_event_transitions
# "learner" agent learning to optimize pricing # "learner" agent learning to optimize pricing
# "agent" part of environment creating demand signals that learner processes # "agent" part of environment creating demand signals that learner processes
@@ -52,8 +52,8 @@ EVENT_PAGE_MAP = {
class BehavioralProfile: class BehavioralProfile:
"""Synthetic Markov profile used to generate interaction sessions.""" """Synthetic Markov profile used to generate interaction sessions.
# TODO: a lot of this is duplicated from models.py - refactor to share code better Uses aggregate_event_transitions from models.py to build transition kernels from real data."""
def __init__(self, actor: str, purchase_probs: np.ndarray): def __init__(self, actor: str, purchase_probs: np.ndarray):
self.actor = actor self.actor = actor
@@ -66,11 +66,31 @@ class BehavioralProfile:
"purchase_complete", "purchase_complete",
"session_end", "session_end",
] ]
# base transition structure (human default)
self.transitions : Dict[str, Dict[str, float]];
model = AgentBehaviorModel(agent_dir) if actor == "agents" else BehaviorModel(human_dir) model = AgentBehaviorModel(agent_dir) if actor == "agents" else BehaviorModel(human_dir)
self.transitions = # TODO similarly to model.build_MDP_event_transitions() in models.py buidl the dict mdp = model.build_MDP()
self.transitions = aggregate_event_transitions(mdp) if mdp.get("transitions") else self._fallback_transitions()
self.dwell_params = self._extract_dwell_params(mdp)
def _fallback_transitions(self) -> Dict[str, Dict[str, float]]:
# sensible defaults if no data available
return {
"session_start": {"view_item_page": 0.85, "session_end": 0.15},
"view_item_page": {"learn_more_about_item": 0.4, "add_item_to_cart": 0.3, "view_item_page": 0.2, "session_end": 0.1},
"learn_more_about_item": {"add_item_to_cart": 0.5, "view_item_page": 0.3, "session_end": 0.2},
"add_item_to_cart": {"purchase_complete": 0.6, "view_item_page": 0.25, "session_end": 0.15},
"purchase_complete": {"session_end": 1.0},
}
def _extract_dwell_params(self, mdp: Dict) -> Dict[str, Tuple[float, float]]:
# derive gamma params (shape, scale) from state_rewards which encode temporal progression
state_vals = mdp.get("state_values", {})
params = {}
for state in self.states:
val = state_vals.get(state, 0.5)
shape = 1.5 + val * 2.0 # higher progression -> longer dwell
scale = 0.8 + (1.0 - val) * 1.2
params[state] = (shape, scale)
return params
def _transition_probs(self, state: str, product_idx: int) -> Dict[str, float]: def _transition_probs(self, state: str, product_idx: int) -> Dict[str, float]:
probs = dict(self.transitions.get(state, {"session_end": 1.0})) probs = dict(self.transitions.get(state, {"session_end": 1.0}))
@@ -100,11 +120,7 @@ class BehavioralProfile:
prices: np.ndarray, prices: np.ndarray,
unit_cost: np.ndarray, unit_cost: np.ndarray,
) -> Tuple[List[Dict[str, Any]], List[SimpleNamespace]]: ) -> Tuple[List[Dict[str, Any]], List[SimpleNamespace]]:
"""Generate a single session trajectory.""" """Generate a single session trajectory respecting business constraints."""
# TODO: this is similar to the sample trajectory method in models.
# we also have to respect business constraints which constrain the lipshitz continuity of the transitions and prices
# we must apply constraints on purcahses not to let the platform offer prices under the cost of a productid
events: List[Dict[str, Any]] = [] events: List[Dict[str, Any]] = []
feature_events: List[SimpleNamespace] = [] feature_events: List[SimpleNamespace] = []
state = "session_start" state = "session_start"
@@ -112,25 +128,30 @@ class BehavioralProfile:
product_idx = int(rng.integers(0, len(prices))) product_idx = int(rng.integers(0, len(prices)))
product_id = f"product-{product_idx:04d}" product_id = f"product-{product_idx:04d}"
# enforce price >= cost constraint (lipschitz bound on pricing)
# This is a sort of last resort to not let an pricing learner go rogue
cost = float(unit_cost[product_idx])
constrained_price = max(float(prices[product_idx]), cost * 1.05) # 5% min margin
while state != "session_end" and len(events) < 40: while state != "session_end" and len(events) < 40:
if state != "session_start": if state != "session_start":
price = float(prices[product_idx])
row = { row = {
"session_id": session_id, "session_id": session_id,
"actor": "agent" if self.actor == "agents" else "human", "actor": "agent" if self.actor == "agents" else "human",
"eventName": state, "eventName": state,
"product_idx": product_idx, "product_idx": product_idx,
"productId": product_id, "productId": product_id,
"price_offered": price, "price_offered": constrained_price,
"price_paid": 0.0, "price_paid": 0.0,
"page": EVENT_PAGE_MAP.get(state, "/"), "page": EVENT_PAGE_MAP.get(state, "/"),
"ts": t, "ts": t,
"unit_cost": float(unit_cost[product_idx]), "unit_cost": cost,
"base_price": float(prices[product_idx]), "base_price": float(prices[product_idx]),
} }
if state == "purchase_complete": if state == "purchase_complete":
noise = float(rng.normal(0.0, 0.015)) noise = float(rng.normal(0.0, 0.015))
row["price_paid"] = max(price * (1.0 + noise), row["unit_cost"]) row["price_paid"] = max(constrained_price * (1.0 + noise), cost)
events.append(row) events.append(row)
feature_events.append( feature_events.append(
SimpleNamespace( SimpleNamespace(
@@ -143,7 +164,8 @@ class BehavioralProfile:
transitions = self._transition_probs(state, product_idx) transitions = self._transition_probs(state, product_idx)
next_state = rng.choice(list(transitions.keys()), p=list(transitions.values())) next_state = rng.choice(list(transitions.keys()), p=list(transitions.values()))
dwell = max(0.5, rng.gamma(shape=2.0, scale=1.0)) # TODO: should use params from the profile data shape, scale = self.dwell_params.get(state, (2.0, 1.0))
dwell = max(0.3, rng.gamma(shape=shape, scale=scale))
t += dwell t += dwell
state = next_state state = next_state
@@ -287,11 +309,13 @@ class CommercePlatform:
human_prices = human_purchases["price_offered"] if not human_purchases.empty else pd.Series(dtype=float) human_prices = human_purchases["price_offered"] if not human_purchases.empty else pd.Series(dtype=float)
human_costs = human_purchases["unit_cost"] if not human_purchases.empty else pd.Series(dtype=float) human_costs = human_purchases["unit_cost"] if not human_purchases.empty else pd.Series(dtype=float)
human_base = human_purchases["base_price"] if not human_purchases.empty else pd.Series(dtype=float)
coi = 0.0 coi = 0.0
if not human_prices.empty and not human_costs.empty: if not human_prices.empty and not human_costs.empty:
# of the purchased items, what is the margin between the price and cost # COI = E[P] - p_min where p_min is cost, accounting for expected premium (base - realized)
# TODO: this should take into account the expected price we could have charged also margin = human_prices.mean() - human_costs.mean()
coi = float(np.maximum(0.0, human_prices.mean() - human_costs.mean())) expected_premium = human_base.mean() - human_prices.mean() if not human_base.empty else 0.0
coi = float(np.maximum(0.0, margin - expected_premium * 0.5))
return { return {
"revenue_observed": revenue_observed, "revenue_observed": revenue_observed,
@@ -302,6 +326,7 @@ class CommercePlatform:
"mean_sale_price": mean_sale_price, "mean_sale_price": mean_sale_price,
"look_to_book": look_to_book, "look_to_book": look_to_book,
"coi": coi, "coi": coi,
"expected_premium": float(expected_premium) if not human_base.empty else 0.0,
} }
def _session_feature_table(self, df: pd.DataFrame) -> pd.DataFrame: def _session_feature_table(self, df: pd.DataFrame) -> pd.DataFrame: