refactoring training spc setup and benchmarking

engine/backends/__init__.py

@@ -0,0 +1 @@
+__all__ = ["evaluate", "make_env", "train_jax_backend", "train_qtable", "train_sb3"]

engine/backends/common.py

@@ -0,0 +1,81 @@
+from __future__ import annotations
+
+from typing import Any, Mapping
+
+import numpy as np
+
+
+def make_env(cfg: Mapping[str, Any]):
+    from gymnasium.wrappers import FlattenObservation
+
+    from ..lib.wrappers import EconomicMetricsWrapper
+    from ..wrapper import PHANTOM
+
+    env = PHANTOM(
+        n_products=int(cfg["n_products"]),
+        alpha=float(cfg["alpha"]),
+        N=int(cfg["N"]),
+        price_bounds=(float(cfg["price_low"]), float(cfg["price_high"])),
+        lambda_coi=float(cfg["lambda_coi"]),
+        robust_radius=float(cfg["robust_radius"]),
+        robust_points=int(cfg["robust_points"]),
+        info_value=float(cfg["info_value"]),
+        action_levels=int(cfg["action_levels"]),
+        action_scale_low=float(cfg["action_scale_low"]),
+        action_scale_high=float(cfg["action_scale_high"]),
+        max_steps=int(cfg.get("max_steps", 100)),
+        margin_floor=float(cfg.get("margin_floor", 0.05)),
+        margin_floor_patience=int(cfg.get("margin_floor_patience", 5)),
+        render_mode=None,
+    )
+    env = EconomicMetricsWrapper(env)
+    return FlattenObservation(env)
+
+
+def _action(agent: Any, obs: Any, deterministic: bool = True):
+    out = agent.predict(obs, deterministic=deterministic)
+    action = out[0] if isinstance(out, tuple) else out
+    if isinstance(action, np.ndarray) and action.size == 1:
+        return int(action.reshape(-1)[0])
+    return action
+
+
+def evaluate(agent: Any, env: Any, episodes: int) -> dict[str, float]:
+    rewards: list[float] = []
+    revenues: list[float] = []
+    margins: list[float] = []
+    coi_levels: list[float] = []
+
+    for _ in range(int(episodes)):
+        obs, _ = env.reset()
+        done = False
+        ep_reward = 0.0
+        ep_revenue = 0.0
+        ep_margin = 0.0
+        ep_coi = 0.0
+        steps = 0
+
+        while not done:
+            obs, reward, term, trunc, info = env.step(_action(agent, obs, True))
+            done = bool(term or trunc)
+            econ = info.get("economics", {})
+            ep_reward += float(reward)
+            ep_revenue += float(econ.get("revenue", info.get("revenue", 0.0)))
+            ep_margin += float(econ.get("margin", 0.0))
+            ep_coi += float(econ.get("coi_level", 0.0))
+            steps += 1
+
+        rewards.append(ep_reward)
+        revenues.append(ep_revenue)
+        denom = max(steps, 1)
+        margins.append(ep_margin / denom)
+        coi_levels.append(ep_coi / denom)
+
+    return {
+        "eval/reward_mean": float(np.mean(rewards)) if rewards else 0.0,
+        "eval/reward_std": float(np.std(rewards)) if rewards else 0.0,
+        "eval/revenue_mean": float(np.mean(revenues)) if revenues else 0.0,
+        "eval/revenue_std": float(np.std(revenues)) if revenues else 0.0,
+        "eval/margin_mean": float(np.mean(margins)) if margins else 0.0,
+        "eval/coi_level_mean": float(np.mean(coi_levels)) if coi_levels else 0.0,
+    }

engine/backends/jax.py

@@ -0,0 +1,18 @@
+from __future__ import annotations
+
+from typing import Any, Mapping
+
+from ..jax import JAX_AVAILABLE
+
+
+def train_jax_backend(
+    cfg: Mapping[str, Any],
+) -> tuple[dict[str, Any], dict[str, float | int | str]]:
+    if not JAX_AVAILABLE:
+        raise ImportError(
+            "JAX backend requested but JAX is not installed. "
+            "Install engine/jax/requirements.txt and jax[tpu] for TPU runs."
+        )
+    from ..jax.train import train_jax
+
+    return train_jax(dict(cfg))

engine/backends/qtable.py

@@ -0,0 +1,53 @@
+from __future__ import annotations
+
+from typing import Any, Mapping
+
+import numpy as np
+
+from .common import evaluate, make_env
+
+
+def train_qtable(cfg: Mapping[str, Any]) -> tuple[object, dict[str, float | int]]:
+    from ..lib.discrete import EventQTable
+
+    np.random.seed(int(cfg["seed"]))
+    env = make_env(cfg)
+    eval_env = make_env(cfg)
+    agent = EventQTable(
+        env.action_space.n,
+        int(cfg["n_products"]),
+        (float(cfg["price_low"]), float(cfg["price_high"])),
+        lr=float(cfg["q_lr"]),
+        gamma=float(cfg["gamma"]),
+        n_bins=int(cfg["q_bins"]),
+    )
+
+    total_reward = 0.0
+    total_revenue = 0.0
+    steps = 0
+    epsilon = float(cfg["eps_start"])
+    obs, _ = env.reset(seed=int(cfg["seed"]))
+
+    for _ in range(int(cfg["total_timesteps"])):
+        action, state = agent.act(obs, epsilon)
+        nxt, reward, term, trunc, info = env.step(action)
+        done = bool(term or trunc)
+        agent.update(state, action, float(reward), agent.encode(nxt), done)
+
+        total_reward += float(reward)
+        total_revenue += float(info.get("economics", {}).get("revenue", 0.0))
+        steps += 1
+        epsilon = max(float(cfg["eps_end"]), epsilon * float(cfg["eps_decay"]))
+        obs = env.reset()[0] if done else nxt
+
+    metrics: dict[str, float | int] = {
+        "train/reward_mean": total_reward / max(steps, 1),
+        "train/revenue_mean": total_revenue / max(steps, 1),
+        "train/epsilon": float(epsilon),
+        "train/global_step": int(cfg["total_timesteps"]),
+    }
+    metrics.update(evaluate(agent, eval_env, int(cfg["eval_episodes"])))
+
+    env.close()
+    eval_env.close()
+    return agent, metrics

engine/backends/sb3.py

@@ -0,0 +1,228 @@
+from __future__ import annotations
+
+import json
+from pathlib import Path
+from typing import Any, Mapping
+
+from ..lib.callbacks import CheckpointArtifactCallback, MetricsCallback
+from ..telemetry.wandb import get_wandb_module
+from ..wandb_checkpoint import checkpoint_artifact_name, download_latest_checkpoint
+from .common import evaluate, make_env
+
+
+def _net_arch(name: Any) -> list[int]:
+    presets = {
+        "tiny": [32, 32],
+        "small": [64, 64],
+        "medium": [128, 128],
+        "large": [256, 256],
+    }
+    if isinstance(name, (list, tuple)):
+        return [int(v) for v in name]
+    raw = str(name).lower().strip()
+    if raw in presets:
+        return presets[raw]
+    if "x" in raw:
+        try:
+            parsed = [int(v) for v in raw.split("x") if v]
+            return parsed if parsed else presets["small"]
+        except ValueError:
+            return presets["small"]
+    return presets["small"]
+
+
+def _activation(name: Any):
+    try:
+        import torch.nn as nn
+    except ImportError:
+        return None
+    return {
+        "relu": nn.ReLU,
+        "tanh": nn.Tanh,
+        "elu": nn.ELU,
+        "leaky_relu": nn.LeakyReLU,
+    }.get(str(name).lower().strip(), nn.ReLU)
+
+
+def _policy_kwargs(cfg: Mapping[str, Any]) -> dict[str, Any]:
+    kwargs: dict[str, Any] = {"net_arch": _net_arch(cfg.get("arch", "small"))}
+    activation = _activation(cfg.get("activation", "relu"))
+    if activation is not None:
+        kwargs["activation_fn"] = activation
+    return kwargs
+
+
+def _sb3_model_cls(algo: str):
+    try:
+        from stable_baselines3 import A2C, DQN, PPO
+    except ImportError as exc:
+        raise ImportError("stable-baselines3 is required for SB3 algorithms") from exc
+
+    if algo == "ppo":
+        return PPO
+    if algo == "a2c":
+        return A2C
+    if algo == "dqn":
+        return DQN
+    raise ValueError(f"unsupported algo '{algo}'")
+
+
+def build_model(cfg: Mapping[str, Any], env: Any):
+    try:
+        from stable_baselines3 import A2C, DQN, PPO
+    except ImportError as exc:
+        raise ImportError("stable-baselines3 is required for SB3 algorithms") from exc
+
+    algo = str(cfg["algo"])
+    policy_kwargs = _policy_kwargs(cfg)
+    device = str(cfg.get("device", "auto"))
+    seed = int(cfg["seed"])
+
+    if algo == "sac":
+        raise ValueError("sac is not supported with the discrete core env")
+    if algo == "ppo":
+        return PPO(
+            "MlpPolicy",
+            env,
+            verbose=1,
+            device=device,
+            policy_kwargs=policy_kwargs,
+            seed=seed,
+            learning_rate=float(cfg["learning_rate"]),
+            n_steps=int(cfg["n_steps"]),
+            batch_size=int(cfg["batch_size"]),
+            n_epochs=int(cfg["n_epochs"]),
+            gamma=float(cfg["gamma"]),
+            gae_lambda=float(cfg["gae_lambda"]),
+            clip_range=float(cfg["clip_range"]),
+            ent_coef=float(cfg["ent_coef"]),
+        )
+    if algo == "a2c":
+        return A2C(
+            "MlpPolicy",
+            env,
+            verbose=1,
+            device=device,
+            policy_kwargs=policy_kwargs,
+            seed=seed,
+            learning_rate=float(cfg["learning_rate"]),
+            n_steps=max(5, int(cfg["n_steps"]) // 32),
+            gamma=float(cfg["gamma"]),
+            gae_lambda=float(cfg["gae_lambda"]),
+            ent_coef=float(cfg["ent_coef"]),
+        )
+    if algo == "dqn":
+        return DQN(
+            "MlpPolicy",
+            env,
+            verbose=1,
+            device=device,
+            policy_kwargs=policy_kwargs,
+            seed=seed,
+            learning_rate=float(cfg["learning_rate"]),
+            buffer_size=int(cfg["buffer_size"]),
+            batch_size=int(cfg["batch_size"]),
+            gamma=float(cfg["gamma"]),
+            train_freq=int(cfg["train_freq"]),
+            learning_starts=int(cfg["learning_starts"]),
+            target_update_interval=int(cfg["target_update_interval"]),
+            exploration_fraction=float(cfg["exploration_fraction"]),
+            exploration_final_eps=float(cfg["exploration_final_eps"]),
+        )
+    raise ValueError(f"unsupported algo '{algo}'")
+
+
+def _maybe_resume_model(cfg: Mapping[str, Any], env: Any, model: Any):
+    wandb = get_wandb_module()
+    if wandb is None or wandb.run is None:
+        return model
+
+    sweep_id = getattr(wandb.run, "sweep_id", None)
+    artifact_name = checkpoint_artifact_name(cfg, backend="sb3", sweep_id=sweep_id)
+    checkpoint_file = f"phantom_{cfg['algo']}_checkpoint.zip"
+    restored = download_latest_checkpoint(artifact_name, file_name=checkpoint_file)
+    if restored is None:
+        return model
+
+    checkpoint_path, metadata = restored
+    resumed = _sb3_model_cls(str(cfg["algo"]).lower()).load(
+        checkpoint_path.as_posix(),
+        env=env,
+    )
+    resume_step = int(metadata.get("step", getattr(resumed, "num_timesteps", 0)))
+    resumed.num_timesteps = max(int(getattr(resumed, "num_timesteps", 0)), resume_step)
+    return resumed
+
+
+def train_sb3(cfg: Mapping[str, Any]) -> tuple[object, dict[str, float | int | str]]:
+    try:
+        from stable_baselines3.common.callbacks import EvalCallback
+        from stable_baselines3.common.monitor import Monitor
+    except ImportError as exc:
+        raise ImportError("stable-baselines3 is required for SB3 models") from exc
+
+    env = Monitor(make_env(cfg))
+    eval_env = Monitor(make_env(cfg))
+    model = build_model(cfg, env)
+
+    try:
+        import torch
+
+        print(
+            "PHANTOM_DEVICE: "
+            + json.dumps(
+                {
+                    "requested": str(cfg.get("device", "auto")),
+                    "torch_cuda_available": bool(torch.cuda.is_available()),
+                    "torch_device_count": int(torch.cuda.device_count()),
+                    "sb3_device": str(getattr(model, "device", "unknown")),
+                }
+            )
+        )
+    except Exception:
+        pass
+
+    model = _maybe_resume_model(cfg, env, model)
+
+    callbacks = [MetricsCallback(log_histograms=False, log_freq=int(cfg["log_freq"]))]
+    callbacks.append(
+        CheckpointArtifactCallback(
+            dict(cfg),
+            interval=int(cfg.get("checkpoint_interval", 10_000)),
+        )
+    )
+    callbacks.append(
+        EvalCallback(
+            eval_env,
+            eval_freq=int(cfg["eval_freq"]),
+            n_eval_episodes=int(cfg["eval_episodes"]),
+            deterministic=True,
+            verbose=0,
+        )
+    )
+
+    target_steps = int(cfg["total_timesteps"])
+    remaining_steps = max(0, target_steps - int(getattr(model, "num_timesteps", 0)))
+    if remaining_steps > 0:
+        model.learn(
+            total_timesteps=remaining_steps,
+            callback=callbacks,
+            reset_num_timesteps=False,
+        )
+
+    model_dir = Path(str(cfg["model_dir"]))
+    model_dir.mkdir(parents=True, exist_ok=True)
+    model_path = model_dir / f"phantom_{cfg['algo']}"
+    model.save(str(model_path))
+
+    metrics: dict[str, float | int | str] = evaluate(
+        model,
+        eval_env,
+        int(cfg["eval_episodes"]),
+    )
+    metrics["train/global_step"] = int(model.num_timesteps)
+    metrics["model/path"] = str(model_path.with_suffix(".zip"))
+
+    env.close()
+    eval_env.close()
+    return model, metrics