mirror of
https://github.com/velocitatem/PHANTOM.git
synced 2026-07-15 17:43:36 +00:00
Compare commits
14 Commits
adf760162d
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improving_
| Author | SHA1 | Date | |
|---|---|---|---|
| b2288d7f4f | |||
| e6a5b95875 | |||
| 503c5e182d | |||
| 2adfee5791 | |||
| 9f0d8b4532 | |||
| 6bcef33fdf | |||
| 42fc78e402 | |||
| 47cd52a0ac | |||
| a38fac9d2b | |||
| 951b08d65e | |||
| a351af1dbe | |||
| 9041af2979 | |||
| 93fb465cbb | |||
| 2a702a6907 |
@@ -1,17 +0,0 @@
|
||||
.git
|
||||
.venv
|
||||
.venv-tpu
|
||||
**/__pycache__
|
||||
**/*.pyc
|
||||
**/*.pyo
|
||||
**/.pytest_cache
|
||||
**/.mypy_cache
|
||||
**/.ruff_cache
|
||||
**/.ipynb_checkpoints
|
||||
wandb
|
||||
build
|
||||
paper/build
|
||||
paper/build-cais
|
||||
node_modules
|
||||
**/node_modules
|
||||
*.egg-info
|
||||
@@ -1,24 +0,0 @@
|
||||
# Copy this file to .env.sweep and fill in values.
|
||||
|
||||
# Required for wandb runs and sweep agent workers.
|
||||
WANDB_API_KEY=
|
||||
WANDB_ENTITY=
|
||||
WANDB_PROJECT=capstone
|
||||
|
||||
# Required for private repo bootstrap workers.
|
||||
GITHUB_TOKEN=
|
||||
|
||||
# Optional defaults for bootstrap mode.
|
||||
# REPO_URL=https://github.com/org/repo.git
|
||||
# BRANCH=main
|
||||
# WORKDIR=$HOME/PHANTOM-agent
|
||||
# SWEEP_ID=entity/project/id
|
||||
# AGENT_COUNT=0
|
||||
# AGENT_LOOP=1
|
||||
# RETRY_SECONDS=20
|
||||
|
||||
# Optional local benchmark defaults.
|
||||
# LOCAL_BENCHMARK_ARGS=--tiers static,surge,linear,qtable,ppo --alpha-values 0.0,0.3 --episodes 3 --total-timesteps 3000 --max-steps 40 --device cpu
|
||||
# SIMPLE_BENCHMARK_ARGS=--tiers qtable,ppo,dqn,a2c --alpha-values 0.0,0.15,0.3,0.45,0.6 --episodes 8 --total-timesteps 8000 --max-steps 40 --device cpu
|
||||
# PHANTOM_BENCHMARK_COMPARE_ROBUST=1
|
||||
# BENCHMARK_AGENT_ARGS=--tiers static,surge,linear,qtable,ppo --alpha-values 0.0,0.3,0.6 --episodes 5
|
||||
171
.github/workflows/latex.yml
vendored
171
.github/workflows/latex.yml
vendored
@@ -9,179 +9,20 @@ on:
|
||||
paths:
|
||||
- 'paper/**'
|
||||
- '.github/**'
|
||||
workflow_dispatch:
|
||||
inputs:
|
||||
skip_mirrors:
|
||||
description: Skip Codex mirror generation (avoids API quota use)
|
||||
type: boolean
|
||||
default: false
|
||||
jobs:
|
||||
build:
|
||||
runs-on: ubuntu-latest
|
||||
env:
|
||||
OPENAI_API_KEY: ${{ secrets.OPENAI_API_KEY }}
|
||||
R2_ACCESS_KEY_ID: ${{ secrets.R2_ACCESS_KEY_ID }}
|
||||
R2_SECRET_ACCESS_KEY: ${{ secrets.R2_SECRET_ACCESS_KEY }}
|
||||
R2_ENDPOINT: ${{ secrets.R2_ENDPOINT }}
|
||||
R2_BUCKET_NAME: ${{ secrets.R2_BUCKET_NAME }}
|
||||
steps:
|
||||
- uses: actions/checkout@v4
|
||||
|
||||
- name: Prepare appendix code snapshot
|
||||
run: bash paper/concat_code.sh
|
||||
|
||||
# Repo variable SKIP_CODEX_MIRRORS=true skips on push/PR; workflow_dispatch can set skip_mirrors.
|
||||
- name: Generate mirrors with Codex
|
||||
if: ${{ env.OPENAI_API_KEY != '' && vars.SKIP_CODEX_MIRRORS != 'true' && (github.event_name != 'workflow_dispatch' || github.event.inputs.skip_mirrors != 'true') }}
|
||||
continue-on-error: true
|
||||
uses: openai/codex-action@v1
|
||||
with:
|
||||
openai-api-key: ${{ env.OPENAI_API_KEY }}
|
||||
sandbox: workspace-write
|
||||
safety-strategy: drop-sudo
|
||||
working-directory: .
|
||||
prompt: |
|
||||
Read and follow the mirror instructions in `paper/src/mirrors/genpop/INSTRUCTIONS.md`.
|
||||
|
||||
Source chapters are in `paper/src/chapters/`:
|
||||
- 01-intro.tex
|
||||
- 02-literature-review.tex
|
||||
- 03-methodology.tex
|
||||
- 04-results.tex
|
||||
- 05-discussion.tex
|
||||
- 06-conclusion.tex
|
||||
|
||||
Update `paper/src/mirrors/genpop/*.tex` so they mirror the thesis for a general audience according to the instruction file.
|
||||
Keep LaTeX valid and preserve citation commands and section order.
|
||||
|
||||
Then create or update `paper/src/main-mirror-genpop.tex` by using `paper/src/main.tex` as the base and replacing chapter inputs from `chapters/...` to `mirrors/genpop/...`.
|
||||
Do not change any other project files.
|
||||
|
||||
- name: Compute LaTeX roots
|
||||
id: roots
|
||||
run: |
|
||||
{
|
||||
echo "root_files<<EOF"
|
||||
echo "main.tex"
|
||||
for file in paper/src/main-mirror-*.tex; do
|
||||
if [ -f "$file" ]; then
|
||||
basename "$file"
|
||||
fi
|
||||
done
|
||||
echo "EOF"
|
||||
} >> "$GITHUB_OUTPUT"
|
||||
|
||||
echo "Compiling roots:"
|
||||
echo "main.tex"
|
||||
for file in paper/src/main-mirror-*.tex; do
|
||||
if [ -f "$file" ]; then
|
||||
basename "$file"
|
||||
fi
|
||||
done
|
||||
|
||||
- name: Compile LaTeX documents
|
||||
- name: Compile LaTeX document
|
||||
uses: xu-cheng/latex-action@v3
|
||||
with:
|
||||
root_file: ${{ steps.roots.outputs.root_files }}
|
||||
root_file: main.tex
|
||||
working_directory: paper/src
|
||||
args: -pdf -f -interaction=nonstopmode -file-line-error -r ../.latexmkrc -outdir=../build
|
||||
|
||||
- name: Upload PDF artifacts
|
||||
args: -pdf -interaction=nonstopmode -file-line-error -outdir=../build
|
||||
pre_compile: bash ../concat_code.sh
|
||||
- name: Upload PDF
|
||||
uses: actions/upload-artifact@v4
|
||||
with:
|
||||
name: thesis-pdf
|
||||
path: |
|
||||
paper/build/main.pdf
|
||||
paper/build/main-mirror-*.pdf
|
||||
|
||||
- name: Get current date
|
||||
id: date
|
||||
run: echo "date=$(date +'%Y-%m-%d')" >> $GITHUB_OUTPUT
|
||||
|
||||
- name: Upload to Cloudflare R2
|
||||
if: ${{ env.R2_ACCESS_KEY_ID != '' && env.R2_SECRET_ACCESS_KEY != '' && env.R2_ENDPOINT != '' && env.R2_BUCKET_NAME != '' }}
|
||||
env:
|
||||
AWS_ACCESS_KEY_ID: ${{ env.R2_ACCESS_KEY_ID }}
|
||||
AWS_SECRET_ACCESS_KEY: ${{ env.R2_SECRET_ACCESS_KEY }}
|
||||
AWS_ENDPOINT_URL: ${{ env.R2_ENDPOINT }}
|
||||
DATE: ${{ steps.date.outputs.date }}
|
||||
BUCKET_NAME: ${{ env.R2_BUCKET_NAME }}
|
||||
run: |
|
||||
pip install boto3
|
||||
python3 << 'EOF'
|
||||
import boto3
|
||||
import os
|
||||
|
||||
s3 = boto3.client('s3',
|
||||
endpoint_url=os.environ['AWS_ENDPOINT_URL'],
|
||||
aws_access_key_id=os.environ['AWS_ACCESS_KEY_ID'],
|
||||
aws_secret_access_key=os.environ['AWS_SECRET_ACCESS_KEY']
|
||||
)
|
||||
|
||||
date = os.environ['DATE']
|
||||
bucket = os.environ['BUCKET_NAME']
|
||||
|
||||
# upload dated version
|
||||
dated_filename = f"thesis-{date}.pdf"
|
||||
s3.upload_file(
|
||||
'paper/build/main.pdf',
|
||||
bucket,
|
||||
dated_filename,
|
||||
ExtraArgs={'ContentType': 'application/pdf'}
|
||||
)
|
||||
print(f"Uploaded {dated_filename}")
|
||||
|
||||
# upload latest version
|
||||
s3.upload_file(
|
||||
'paper/build/main.pdf',
|
||||
bucket,
|
||||
'thesis-latest.pdf',
|
||||
ExtraArgs={'ContentType': 'application/pdf'}
|
||||
)
|
||||
print(f"Uploaded thesis-latest.pdf")
|
||||
|
||||
# upload mirror versions (if generated)
|
||||
build_dir = 'paper/build'
|
||||
for filename in os.listdir(build_dir):
|
||||
if not filename.startswith('main-mirror-') or not filename.endswith('.pdf'):
|
||||
continue
|
||||
mirror_name = filename[len('main-mirror-'):-4]
|
||||
source_path = os.path.join(build_dir, filename)
|
||||
|
||||
dated_mirror = f"thesis-{mirror_name}-{date}.pdf"
|
||||
latest_mirror = f"thesis-{mirror_name}-latest.pdf"
|
||||
namespaced_dated = f"mirrors/{mirror_name}/thesis-{date}.pdf"
|
||||
namespaced_latest = f"mirrors/{mirror_name}/thesis-latest.pdf"
|
||||
|
||||
s3.upload_file(
|
||||
source_path,
|
||||
bucket,
|
||||
dated_mirror,
|
||||
ExtraArgs={'ContentType': 'application/pdf'}
|
||||
)
|
||||
print(f"Uploaded {dated_mirror}")
|
||||
|
||||
s3.upload_file(
|
||||
source_path,
|
||||
bucket,
|
||||
latest_mirror,
|
||||
ExtraArgs={'ContentType': 'application/pdf'}
|
||||
)
|
||||
print(f"Uploaded {latest_mirror}")
|
||||
|
||||
s3.upload_file(
|
||||
source_path,
|
||||
bucket,
|
||||
namespaced_dated,
|
||||
ExtraArgs={'ContentType': 'application/pdf'}
|
||||
)
|
||||
print(f"Uploaded {namespaced_dated}")
|
||||
|
||||
s3.upload_file(
|
||||
source_path,
|
||||
bucket,
|
||||
namespaced_latest,
|
||||
ExtraArgs={'ContentType': 'application/pdf'}
|
||||
)
|
||||
print(f"Uploaded {namespaced_latest}")
|
||||
EOF
|
||||
path: paper/build/main.pdf
|
||||
|
||||
84
.gitignore
vendored
84
.gitignore
vendored
@@ -1,95 +1,13 @@
|
||||
# environment and secrets
|
||||
**/.env
|
||||
.env.*
|
||||
!.env.*.example
|
||||
**/.venv
|
||||
**/.venv-ray
|
||||
|
||||
# python build/cache artifacts
|
||||
**/__pycache__
|
||||
phantom.egg-info/
|
||||
*.egg-info/
|
||||
|
||||
# notebook artifacts
|
||||
**/.ipynb_checkpoints/
|
||||
**/.virtual_documents/
|
||||
|
||||
# editor/tool state
|
||||
**/.pdf-view-restore
|
||||
.nextstep
|
||||
.ignore-gitlogue
|
||||
.cloudflare
|
||||
.nx/
|
||||
node_modules/
|
||||
dist/
|
||||
|
||||
# generated svg/graphics
|
||||
**/session_*.svg
|
||||
**/*graph.svg
|
||||
**/auto/*.el
|
||||
|
||||
# misc generated
|
||||
*.old
|
||||
**/package-lock.json
|
||||
**/*.parquet
|
||||
**/_build/
|
||||
|
||||
# mkdocs output (run make docs.platform locally or rely on CI)
|
||||
docs/documentation/
|
||||
|
||||
# paper build artifacts
|
||||
paper/src/bib/auto
|
||||
paper/src/auto/*
|
||||
paper/src/bib/auto
|
||||
paper/template/*
|
||||
paper/build-cais/
|
||||
paper/defense/manim/media/
|
||||
paper/defense/manim/.manim/
|
||||
paper/src/main.pdf
|
||||
paper/src/main-blx.bib
|
||||
paper/src/svg-inkscape/
|
||||
paper/variations/
|
||||
paper/src/graphics/test_*.png
|
||||
thesis-latest.pdf
|
||||
|
||||
# experiment run artifacts and logs
|
||||
docs/goals/*.md
|
||||
PHANTOM.wiki/
|
||||
# Airflow logs - exclude DAG run logs
|
||||
experiments/airflow/logs/*
|
||||
experiments/airflow/logs/scheduler/
|
||||
experiments/airflow/logs/dag_processor_manager/
|
||||
experiments/collected_data/
|
||||
experiments/agents/collected_data/
|
||||
tests/e2e/test-results/
|
||||
tests/e2e/node_modules/**
|
||||
|
||||
# rl/sim run outputs
|
||||
sim/rl/behavior_loader/*.dot
|
||||
sim/rl/behavior_loader/*.png
|
||||
sim/rl/behavior_loader/*.svg
|
||||
sim/rl/behavior_loader/*.pdf
|
||||
sim/rl/runs/
|
||||
lab/case/thesis/runs*/
|
||||
sim/case/thesis_simplified/runs*/
|
||||
|
||||
# model binaries
|
||||
engine/models/*.zip
|
||||
engine/studies/results/*
|
||||
*.zip
|
||||
|
||||
# wandb local state
|
||||
wandb/
|
||||
|
||||
# data directory (large datasets)
|
||||
data/
|
||||
|
||||
# ktem local app data
|
||||
ktem_app_data/
|
||||
|
||||
# generated visualization pdfs
|
||||
*_mdp_viz.pdf
|
||||
phantom_env_comparison.png
|
||||
sim/phantom_env_comparison.png
|
||||
|
||||
# web clone
|
||||
PHANTOM_web/*
|
||||
|
||||
35
.rayignore
35
.rayignore
@@ -1,35 +0,0 @@
|
||||
# Virtual environments
|
||||
.venv
|
||||
.venv*
|
||||
venv
|
||||
venv*
|
||||
**/.venv
|
||||
**/venv
|
||||
**/node_modules
|
||||
node_modules/
|
||||
|
||||
# Python caches
|
||||
__pycache__/
|
||||
*.pyc
|
||||
.ruff_cache/
|
||||
.pytest_cache/
|
||||
|
||||
# Git
|
||||
.git/
|
||||
|
||||
# Large data and logs
|
||||
data/
|
||||
experiments/
|
||||
wandb/
|
||||
dumplogs*
|
||||
*.zip
|
||||
*.pdf
|
||||
*.log
|
||||
*.dot
|
||||
|
||||
# Other large dirs
|
||||
PHANTOM_web/
|
||||
web/
|
||||
docs/
|
||||
paper/
|
||||
.nx/
|
||||
280
Makefile
280
Makefile
@@ -8,273 +8,49 @@ VENV := .venv
|
||||
PYTHON := $(VENV)/bin/python
|
||||
PIP := $(VENV)/bin/pip
|
||||
PYTEST := $(VENV)/bin/pytest
|
||||
NX := npx nx
|
||||
|
||||
SWEEP_ENV_FILE ?= .env.sweep
|
||||
TPU_CONF ?= tpu_orchestration/configs/v4_spot_us.conf
|
||||
|
||||
WANDB_ENTITY ?=
|
||||
WANDB_PROJECT ?= capstone
|
||||
SWEEP_ID ?=
|
||||
LOCAL_TRAIN_ARGS ?= --algo ppo --total-timesteps 50000
|
||||
LOCAL_BENCHMARK_ARGS ?= --tiers static,surge,linear,qtable,ppo --alpha-values 0.0,0.3 --episodes 3 --total-timesteps 3000 --max-steps 40 --device cpu
|
||||
SIMPLE_BENCHMARK_ARGS ?= --tiers qtable,ppo,dqn,a2c --alpha-values 0.0,0.15,0.3,0.45,0.6 --episodes 8 --total-timesteps 8000 --max-steps 40 --device cpu
|
||||
BENCHMARK_AGENT_ARGS ?=
|
||||
AGENT_COUNT ?= 0
|
||||
|
||||
WHOCLICKED_REPO ?= velocitatem/whoclickedit
|
||||
WHOCLICKED_CSV ?= experiments/exports/whoclicked.csv
|
||||
WHOCLICKED_CARD ?= experiments/exports/whoclicked_dataset_card.md
|
||||
WHOCLICKED_CSV_PATH_IN_REPO ?= whoclicked.csv
|
||||
WHOCLICKED_CARD_PATH_IN_REPO ?= README.md
|
||||
WHOCLICKED_DATASET_MESSAGE ?= Update flattened whoclickedit dataset
|
||||
WHOCLICKED_CARD_MESSAGE ?= Update dataset card for whoclickedit
|
||||
|
||||
REPO_URL ?=
|
||||
BRANCH ?= main
|
||||
WORKDIR ?= $(HOME)/PHANTOM-agent
|
||||
AGENT_LOOP ?= 1
|
||||
RETRY_SECONDS ?= 20
|
||||
|
||||
TRAIN_IMAGE_REF := us-central1-docker.pkg.dev/phantom-trc/phantom/phantom-trainer
|
||||
|
||||
SWEEP_ENV_LOAD = set -a; [ -f "$(SWEEP_ENV_FILE)" ] && . "$(SWEEP_ENV_FILE)" || true; set +a
|
||||
|
||||
.DEFAULT_GOAL := help
|
||||
|
||||
.PHONY: help
|
||||
help:
|
||||
@echo "pdf.build pdf.watch pdf.clean pdf.genpop pdf.genpop.watch pdf.summary pdf.summary.watch pdf.arxiv | test.backend test.e2e test.all | web.dev | install | train | benchmark | benchmark.simple | benchmark.agent | train.agent | train.bootstrap | stats.lines | docs.platform | manim.defense manim.defense.hq manim.render manim.render.full manim.render.poster manim.render.appendix manim.render.all"
|
||||
@echo "backend.server backend.provider backend.worker | platform.up platform.down platform.logs | docker.train.publish"
|
||||
@echo "data.pull data.push data.whoclicked.publish | study.margin-erosion study.margin-erosion.quick study.margin-erosion.plot"
|
||||
@echo "tpu.ray.bootstrap tpu.ray.deps tpu.ray.verify tpu.ray.teardown"
|
||||
@echo ""
|
||||
@echo "Build general public version:"
|
||||
@echo " make pdf.genpop"
|
||||
@echo ""
|
||||
@echo "Local wandb run:"
|
||||
@echo " make train LOCAL_TRAIN_ARGS='--algo ppo --total-timesteps 50000'"
|
||||
@echo ""
|
||||
@echo "Local benchmark run:"
|
||||
@echo " make benchmark LOCAL_BENCHMARK_ARGS='--tiers static,surge,linear --alpha-values 0.0,0.3 --episodes 3 --no-wandb'"
|
||||
@echo ""
|
||||
@echo "Simple benchmark run (.env.sweep defaults, robust+no_robust compare by default):"
|
||||
@echo " make benchmark.simple"
|
||||
@echo ""
|
||||
@echo "Local sweep agent from this repo:"
|
||||
@echo " make train.agent SWEEP_ID=entity/project/id AGENT_COUNT=5"
|
||||
@echo ""
|
||||
@echo "Bootstrap private repo worker from anywhere:"
|
||||
@echo " make train.bootstrap REPO_URL=https://github.com/org/repo.git BRANCH=main SWEEP_ID=entity/project/id"
|
||||
@echo ""
|
||||
@echo "Bootstrap Ray on TPU slice from config:"
|
||||
@echo " make tpu.ray.bootstrap TPU_CONF=tpu_orchestration/configs/v4_spot_us.conf"
|
||||
@echo ""
|
||||
@echo "Publish whoclickedit dataset + card:"
|
||||
@echo " make data.whoclicked.publish HF_TOKEN=... WHOCLICKED_REPO=velocitatem/whoclickedit"
|
||||
@echo ""
|
||||
@echo "Config source: $(SWEEP_ENV_FILE) (auto-loaded)"
|
||||
all: pdf
|
||||
|
||||
run.webapp:
|
||||
@cd web && npm install && npm run dev
|
||||
|
||||
$(BUILDDIR):
|
||||
mkdir -p paper/$(BUILDDIR)
|
||||
|
||||
.PHONY: pdf.build
|
||||
pdf.build:
|
||||
@$(NX) run paper:build
|
||||
pdf: $(BUILDDIR)
|
||||
@echo "Concatenating source code..."
|
||||
@bash paper/concat_code.sh
|
||||
@cd $(SRCDIR) && \
|
||||
$(LATEXMK) -pdf -jobname=$(JOBNAME) \
|
||||
-interaction=nonstopmode -file-line-error \
|
||||
-outdir=../$(BUILDDIR) $(TEX)
|
||||
|
||||
.PHONY: pdf.watch
|
||||
pdf.watch:
|
||||
@$(NX) run paper:watch
|
||||
watch: $(BUILDDIR)
|
||||
@cd $(SRCDIR) && \
|
||||
$(LATEXMK) -pvc -pdf -jobname=$(JOBNAME) \
|
||||
-interaction=nonstopmode -file-line-error \
|
||||
-r ../.latexmkrc \
|
||||
-outdir=../$(BUILDDIR) $(TEX)
|
||||
|
||||
.PHONY: pdf.clean
|
||||
pdf.clean:
|
||||
@$(NX) run paper:clean
|
||||
|
||||
.PHONY: pdf.genpop
|
||||
pdf.genpop:
|
||||
@bash scripts/nx_paper.sh build-genpop
|
||||
|
||||
.PHONY: pdf.genpop.watch
|
||||
pdf.genpop.watch:
|
||||
@bash scripts/nx_paper.sh watch-genpop
|
||||
|
||||
.PHONY: pdf.arxiv
|
||||
pdf.arxiv:
|
||||
@bash scripts/nx_paper.sh build-arxiv
|
||||
|
||||
.PHONY: pdf.summary
|
||||
pdf.summary:
|
||||
@bash scripts/nx_paper.sh build-summary
|
||||
|
||||
.PHONY: pdf.summary.watch
|
||||
pdf.summary.watch:
|
||||
@bash scripts/nx_paper.sh watch-summary
|
||||
|
||||
.PHONY: test.backend
|
||||
test.backend:
|
||||
@$(NX) run research:test
|
||||
|
||||
.PHONY: test.e2e
|
||||
test.e2e:
|
||||
@$(NX) run e2e:test
|
||||
|
||||
.PHONY: test.all
|
||||
test.all:
|
||||
@$(NX) run-many -t test --projects=research,e2e --parallel=1
|
||||
|
||||
.PHONY: web.dev
|
||||
web.dev:
|
||||
@$(NX) run web:dev
|
||||
clean:
|
||||
@cd $(SRCDIR) && \
|
||||
$(LATEXMK) -C -jobname=$(JOBNAME) -outdir=../$(BUILDDIR) || true
|
||||
rm -rf paper/$(BUILDDIR)/*
|
||||
|
||||
$(VENV):
|
||||
python3 -m venv $(VENV)
|
||||
$(PIP) install --upgrade pip
|
||||
|
||||
.PHONY: install
|
||||
install:
|
||||
@$(NX) run research:install
|
||||
install: $(VENV)
|
||||
$(PIP) install -r requirements.txt
|
||||
|
||||
.PHONY: train
|
||||
train:
|
||||
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" LOCAL_TRAIN_ARGS="$(LOCAL_TRAIN_ARGS)" $(NX) run research:train
|
||||
|
||||
.PHONY: benchmark
|
||||
benchmark:
|
||||
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" LOCAL_BENCHMARK_ARGS="$(LOCAL_BENCHMARK_ARGS)" $(NX) run research:benchmark
|
||||
|
||||
.PHONY: benchmark.simple
|
||||
benchmark.simple:
|
||||
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" SIMPLE_BENCHMARK_ARGS="$(SIMPLE_BENCHMARK_ARGS)" PHANTOM_BENCHMARK_COMPARE_ROBUST="$(PHANTOM_BENCHMARK_COMPARE_ROBUST)" $(NX) run research:benchmark-simple
|
||||
|
||||
.PHONY: benchmark.agent
|
||||
benchmark.agent:
|
||||
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" SWEEP_ID="$(SWEEP_ID)" AGENT_COUNT="$(AGENT_COUNT)" BENCHMARK_AGENT_ARGS="$(BENCHMARK_AGENT_ARGS)" $(NX) run research:benchmark-agent
|
||||
|
||||
.PHONY: train.agent
|
||||
train.agent:
|
||||
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" SWEEP_ID="$(SWEEP_ID)" AGENT_COUNT="$(AGENT_COUNT)" $(NX) run research:train-agent
|
||||
|
||||
.PHONY: train.bootstrap
|
||||
train.bootstrap:
|
||||
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" REPO_URL="$(REPO_URL)" BRANCH="$(BRANCH)" WORKDIR="$(WORKDIR)" SWEEP_ID="$(SWEEP_ID)" AGENT_COUNT="$(AGENT_COUNT)" AGENT_LOOP="$(AGENT_LOOP)" RETRY_SECONDS="$(RETRY_SECONDS)" $(NX) run research:train-bootstrap
|
||||
|
||||
.PHONY: tpu.ray.bootstrap tpu.ray.deps tpu.ray.verify tpu.ray.teardown
|
||||
tpu.ray.bootstrap:
|
||||
@TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-bootstrap
|
||||
|
||||
tpu.ray.deps:
|
||||
@TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-deps
|
||||
|
||||
tpu.ray.verify:
|
||||
@TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-verify
|
||||
|
||||
tpu.ray.teardown:
|
||||
@TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-teardown
|
||||
|
||||
.PHONY: data.pull data.push
|
||||
data.pull:
|
||||
python scripts/hf_data.py pull
|
||||
|
||||
data.push:
|
||||
python scripts/hf_data.py push
|
||||
|
||||
.PHONY: data.whoclicked.publish
|
||||
data.whoclicked.publish:
|
||||
@HF_TOKEN="$(HF_TOKEN)" WHOCLICKED_REPO="$(WHOCLICKED_REPO)" WHOCLICKED_CSV="$(WHOCLICKED_CSV)" WHOCLICKED_CARD="$(WHOCLICKED_CARD)" WHOCLICKED_CSV_PATH_IN_REPO="$(WHOCLICKED_CSV_PATH_IN_REPO)" WHOCLICKED_CARD_PATH_IN_REPO="$(WHOCLICKED_CARD_PATH_IN_REPO)" WHOCLICKED_DATASET_MESSAGE="$(WHOCLICKED_DATASET_MESSAGE)" WHOCLICKED_CARD_MESSAGE="$(WHOCLICKED_CARD_MESSAGE)" $(NX) run research:whoclicked-publish
|
||||
|
||||
.PHONY: stats.lines
|
||||
stats.lines:
|
||||
@$(NX) run research:stats
|
||||
|
||||
.PHONY: study.margin-erosion
|
||||
study.margin-erosion:
|
||||
python -m engine.studies.margin_erosion_alpha
|
||||
|
||||
.PHONY: study.margin-erosion.quick
|
||||
study.margin-erosion.quick:
|
||||
python -m engine.studies.margin_erosion_alpha --quick
|
||||
|
||||
DOCS_VENV ?= docs/.venv
|
||||
DOCS_MKDOCS := $(DOCS_VENV)/bin/mkdocs
|
||||
DOCS_PIP := $(DOCS_VENV)/bin/pip
|
||||
|
||||
.PHONY: docs.platform
|
||||
docs.platform: $(DOCS_VENV)
|
||||
$(DOCS_MKDOCS) build -f docs/mkdocs.yml
|
||||
|
||||
$(DOCS_VENV):
|
||||
python3 -m venv $(DOCS_VENV)
|
||||
$(DOCS_PIP) install --upgrade pip
|
||||
$(DOCS_PIP) install -r docs/requirements.txt
|
||||
|
||||
.PHONY: wordcount
|
||||
wordcount:
|
||||
@$(NX) run paper:wordcount
|
||||
|
||||
.PHONY: docker.train.publish
|
||||
docker.train.publish:
|
||||
@TRAIN_IMAGE_REF="$(TRAIN_IMAGE_REF)" $(NX) run research:docker-train-publish
|
||||
|
||||
.PHONY: backend.server backend.provider backend.worker platform.up platform.down platform.logs
|
||||
backend.server:
|
||||
@$(NX) run backend-server:dev
|
||||
|
||||
backend.provider:
|
||||
@$(NX) run pricing-provider:dev
|
||||
|
||||
backend.worker:
|
||||
@$(NX) run backend-worker:dev
|
||||
|
||||
platform.up:
|
||||
@$(NX) run platform:up
|
||||
|
||||
platform.down:
|
||||
@$(NX) run platform:down
|
||||
|
||||
platform.logs:
|
||||
@$(NX) run platform:logs
|
||||
|
||||
.PHONY: pdf clean watch run.webapp test count-lines all
|
||||
pdf:
|
||||
@$(NX) run paper:build
|
||||
|
||||
clean:
|
||||
@$(NX) run paper:clean
|
||||
|
||||
watch:
|
||||
@$(NX) run paper:watch
|
||||
|
||||
run.webapp:
|
||||
@$(NX) run web:dev
|
||||
|
||||
test:
|
||||
@$(NX) run research:test
|
||||
test: $(VENV)
|
||||
$(PYTEST) -v
|
||||
|
||||
count-lines:
|
||||
@$(NX) run research:stats
|
||||
@find . \( -path '*/node_modules' -o -path '*/.venv' -o -path '*/venv' \) -prune -o \
|
||||
\( -name "*.ts" -o -name "*.py" \) -type f -print0 | xargs -0 cat | wc -l
|
||||
|
||||
# Default artifact set for this repo: thesis PDF (same as pdf).
|
||||
all: pdf
|
||||
|
||||
.PHONY: manim.defense manim.defense.hq manim.render manim.render.full manim.render.poster manim.render.appendix manim.render.all
|
||||
# Main defense reel (paper/defense/manim/render_defense); uses paper/defense/.venv when present
|
||||
manim.defense:
|
||||
@cd paper/defense/manim && ./render_defense full
|
||||
|
||||
manim.defense.hq:
|
||||
@cd paper/defense/manim && ./render_defense full --quality qh
|
||||
|
||||
manim.render:
|
||||
@$(NX) run manim:render
|
||||
|
||||
manim.render.full:
|
||||
@$(NX) run manim:render-full
|
||||
|
||||
manim.render.poster:
|
||||
@$(NX) run manim:render-poster
|
||||
|
||||
manim.render.appendix:
|
||||
@$(NX) run manim:render-appendix
|
||||
|
||||
manim.render.all:
|
||||
@$(NX) run manim:render-all
|
||||
.PHONY: all pdf clean watch run.webapp install test
|
||||
|
||||
170
README.md
170
README.md
@@ -1,170 +1,8 @@
|
||||
<p align="center">
|
||||
<img width="180" src="https://github.com/user-attachments/assets/d148b00d-e9f9-4280-89cc-0cc866e17251" alt="PHANTOM logo" />
|
||||
</p>
|
||||
|
||||
# PHANTOM
|
||||
<img width="1952" height="2176" alt="nobody_knows" src="https://github.com/user-attachments/assets/d148b00d-e9f9-4280-89cc-0cc866e17251" />
|
||||
|
||||
Agent-aware dynamic pricing research platform for studying how automated transaction orchestration changes pricing power, and for testing defenses that recover margin while protecting legitimate user experience.
|
||||
[](https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml)
|
||||
|
||||
<p>
|
||||
<a href="https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml"><img src="https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml/badge.svg" alt="Build PDF" style="vertical-align: middle;" /></a>
|
||||
<a href="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf"><img src="https://img.shields.io/badge/Paper-PDF-red?logo=adobe-acrobat-reader" alt="Paper PDF" style="vertical-align: middle;" /></a>
|
||||
<a href="https://huggingface.co/datasets/velocitatem/whoclickedit"><img src="https://huggingface.co/datasets/huggingface/badges/resolve/main/dataset-on-hf-sm.svg" alt="Dataset on Hugging Face" style="vertical-align: middle; position: relative; top: 1px;" /></a>
|
||||
<a href="https://sites.research.google/trc/faq/"><img src="https://img.shields.io/badge/TPU%20Research%20Cloud-TRC%20supported-4285F4?logo=googlecloud&logoColor=white" alt="TPU Research Cloud" style="vertical-align: middle;" /></a>
|
||||
</p>
|
||||
- https://phantom-hotel.vercel.app/
|
||||
- https://phantom-airline.vercel.app/
|
||||
|
||||
**Live demos:** [Hotel](https://phantom-hotel.vercel.app) | [Airline](https://phantom-airline.vercel.app) | [Academic page](https://velocitatem.github.io/PHANTOM/)
|
||||
|
||||
## What this repository includes
|
||||
|
||||
PHANTOM is a mixed research + engineering monorepo with:
|
||||
|
||||
- a thesis (LaTeX) formalizing Cost of Information (COI) erosion under agentic reconnaissance,
|
||||
- a mode-switching web storefront (`hotel` and `airline`) for controlled human/agent interaction collection,
|
||||
- backend services for event ingestion and pricing,
|
||||
- an experimentation stack for benchmarks, contamination studies, and robust policy training.
|
||||
|
||||
## Why this matters
|
||||
|
||||
Dynamic pricing relies on demand signals collected during browsing. LLM-driven agents can split reconnaissance and execution into separate sessions, which weakens those signals and can collapse extractable price premium. PHANTOM exists to measure that mechanism directly and evaluate practical defenses in a controlled environment.
|
||||
|
||||
## Quick start (local platform)
|
||||
|
||||
### 1) Prerequisites
|
||||
|
||||
- Docker + Docker Compose
|
||||
- Node.js + npm
|
||||
- Python 3.8+
|
||||
- `latexmk` (only if you want to build the paper locally)
|
||||
|
||||
### 2) Install workspace tooling and create env files
|
||||
|
||||
```bash
|
||||
npm install
|
||||
cp .env.example .env
|
||||
cp .env.sweep.example .env.sweep
|
||||
```
|
||||
|
||||
### 3) Fill required values in `.env`
|
||||
|
||||
At minimum, set these before starting services:
|
||||
|
||||
```bash
|
||||
NEXT_PUBLIC_SUPABASE_URL=...
|
||||
NEXT_PUBLIC_SUPABASE_ANON_KEY=...
|
||||
AIRFLOW_FERNET_KEY=...
|
||||
AIRFLOW_SECRET_KEY=...
|
||||
```
|
||||
|
||||
### 4) Start the platform and web app
|
||||
|
||||
```bash
|
||||
make platform.up
|
||||
make web.dev
|
||||
```
|
||||
|
||||
### 5) Verify
|
||||
|
||||
- Web app: `http://localhost:3000`
|
||||
- Backend health: `http://localhost:5000/health`
|
||||
- Pricing provider health: `http://localhost:5001/health`
|
||||
- Airflow UI: `http://localhost:8085`
|
||||
- Kafka console (Redpanda): `http://localhost:8084` (using `.env.example` defaults)
|
||||
|
||||
## Common commands
|
||||
|
||||
| Goal | Command |
|
||||
| --- | --- |
|
||||
| Show all available workflows | `make help` |
|
||||
| Start/stop platform services | `make platform.up` / `make platform.down` |
|
||||
| Stream docker logs | `make platform.logs` |
|
||||
| Run backend tests | `make test.backend` |
|
||||
| Run end-to-end tests | `make test.e2e` |
|
||||
| Build thesis PDF | `make pdf.build` |
|
||||
| Watch thesis while editing | `make pdf.watch` |
|
||||
| Build general-public thesis variant | `make pdf.genpop` |
|
||||
| Run quick margin-erosion study | `make study.margin-erosion.quick` |
|
||||
| Run benchmark without W&B logging | `make benchmark LOCAL_BENCHMARK_ARGS='--tiers static,surge,linear --alpha-values 0.0,0.3 --episodes 3 --no-wandb'` |
|
||||
|
||||
## System map
|
||||
|
||||
```mermaid
|
||||
flowchart LR
|
||||
U[Human / Agent Browser] --> W[Next.js Web App]
|
||||
W -->|Price requests| P[Pricing Provider]
|
||||
W -->|Interaction events| B[Backend Ingest API]
|
||||
B --> K[Kafka]
|
||||
K --> A[Airflow + Worker Jobs]
|
||||
A --> R[Redis Model Registry]
|
||||
P -->|Session/global prices| W
|
||||
E[Research Engine + Experiments] --> A
|
||||
E --> R
|
||||
```
|
||||
|
||||
## Configuration
|
||||
|
||||
### Core runtime (`.env`)
|
||||
|
||||
| Variable | Purpose | Typical value |
|
||||
| --- | --- | --- |
|
||||
| `STORE_MODE` | Web mode switch (`hotel` or `airline`) | `hotel` |
|
||||
| `BACKEND_PORT` | Backend API port | `5000` |
|
||||
| `PROVIDER_PORT` | Pricing provider port | `5001` |
|
||||
| `KAFKA_HOST` | Kafka host for local runtime | `localhost` |
|
||||
| `KAFKA_PORT` | Kafka external port | `9092` |
|
||||
| `REDIS_PORT` | Redis exposed port | `6377` |
|
||||
| `REDPANDA_CONSOLE_PORT` | Kafka console UI port | `8084` |
|
||||
| `NEXT_PUBLIC_SUPABASE_URL` | Product catalog/data source URL | required |
|
||||
| `NEXT_PUBLIC_SUPABASE_ANON_KEY` | Product catalog/data source key | required |
|
||||
| `AIRFLOW_FERNET_KEY` | Airflow crypto key | required |
|
||||
| `AIRFLOW_SECRET_KEY` | Airflow webserver secret | required |
|
||||
|
||||
### Training and sweep settings (`.env.sweep`)
|
||||
|
||||
| Variable | Purpose |
|
||||
| --- | --- |
|
||||
| `WANDB_API_KEY` | Required for training/benchmark runs that log to Weights & Biases |
|
||||
| `WANDB_ENTITY` | Optional W&B entity override |
|
||||
| `WANDB_PROJECT` | W&B project name (default: `capstone`) |
|
||||
| `GITHUB_TOKEN` | Required for `make train.bootstrap` |
|
||||
| `SWEEP_ID` | Required for sweep-agent workflows (`train.agent`, `benchmark.agent`) |
|
||||
|
||||
## Repository layout
|
||||
|
||||
| Path | Role |
|
||||
| --- | --- |
|
||||
| `paper/` | Thesis source, bibliography, and build artifacts |
|
||||
| `web/` | Next.js storefront and experiment interaction surface |
|
||||
| `backend/server/` | FastAPI ingestion API and product retrieval endpoints |
|
||||
| `backend/provider/` | FastAPI pricing service backed by model registry data |
|
||||
| `backend/worker/` | Celery worker for asynchronous jobs |
|
||||
| `engine/` | Training and benchmarking entrypoints |
|
||||
| `experiments/` | Data processing, ETL ideas, and analysis assets |
|
||||
| `docker/` | Dockerfiles for platform services |
|
||||
| `tests/e2e/` | Playwright end-to-end tests |
|
||||
| `docs/` | Academic project page (GitHub Pages root) + MkDocs config |
|
||||
| `docs/src/` | Markdown sources for the operator documentation site |
|
||||
| `docs/documentation/` | MkDocs build output (gitignored; run `make docs.platform`; served at `/documentation/` on Pages) |
|
||||
| `SETUP.md` | Unified operator guide: stack, kernels, RL training, thesis refs by chapter |
|
||||
|
||||
## Operational notes
|
||||
|
||||
- `make platform.up` starts the dockerized backend stack; the Next.js app is run separately with `make web.dev`.
|
||||
- `make test.e2e` expects backend (`5000`), web (`3000`), and Airflow (`8085`) to be up.
|
||||
- Research commands (`make train`, `make benchmark*`, `make train.agent`) auto-load `.env.sweep`.
|
||||
- Paper builds call `paper/concat_code.sh` before compilation to flatten code into the appendix.
|
||||
|
||||
## Operator documentation
|
||||
|
||||
- Full setup guide (platform + research): [`SETUP.md`](SETUP.md)
|
||||
- Hosted operator docs (after `make docs.platform`): […/PHANTOM/documentation/](https://velocitatem.github.io/PHANTOM/documentation/) on GitHub Pages
|
||||
|
||||
## Research artifacts
|
||||
|
||||
- Thesis PDF: `thesis-latest.pdf` or [hosted PDF](https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf)
|
||||
- Public dataset: [velocitatem/whoclickedit](https://huggingface.co/datasets/velocitatem/whoclickedit)
|
||||
- Project page: [velocitatem.github.io/PHANTOM](https://velocitatem.github.io/PHANTOM/)
|
||||
|
||||
## Acknowledgments
|
||||
|
||||
This work is supported by Google TPU Research Cloud resources.
|
||||
|
||||
300
SETUP.md
300
SETUP.md
@@ -1,300 +0,0 @@
|
||||
# PHANTOM: setup for operators and partners
|
||||
|
||||
This guide walks a team from **business context** (what you sell, how you price, what traffic you worry about) through a **running PHANTOM stack**, **behavioral kernels and contamination**, and **RL training / benchmarking**. The math lives in the thesis PDF; here we tie operations to that math without re-deriving it. References to the thesis use **chapter numbers** only (build the PDF locally if you need line-level citations).
|
||||
|
||||
**Thesis (PDF):** [thesis-latest.pdf](https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf)
|
||||
|
||||
---
|
||||
|
||||
## 1. Who this is for / prerequisites
|
||||
|
||||
**Audience:** Engineers and researchers who run Docker, a Next.js app, and Python tooling; product or risk stakeholders who define experiment goals and acceptable UX tradeoffs.
|
||||
|
||||
**Skills:** Docker Compose, Node/npm, Python 3.8+, basic Kafka/Redis mental model.
|
||||
|
||||
**Decide up front:**
|
||||
|
||||
- **Vertical vs demo:** The repo ships `hotel` and `airline` storefront modes (`STORE_MODE`). Anything beyond that is custom integration work.
|
||||
- **Data residency:** Event streams and training artifacts default to paths under the repo (overridable via `PHANTOM_`* env vars in `lib/config.py`). Decide where logs and models may live before you point production-like traffic at the stack.
|
||||
- **Experiment governance:** Who may run human vs agent sessions, how sessions are labeled or weak-labeled for research, and retention policy for interaction logs.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
The formal model assumes each session is generated by a latent **actor class** $Y \in H,A$ (human vs agent). Your deployment choices implicitly assert **which sessions are valid for estimating human vs agent behavior** and whether experimental conditions are stable. If you mix exploratory QA traffic with labeled experiments without recording that fact, you blur the empirical partitions $D_H$ and $D_A$ that the methodology needs for transition kernels and contamination studies. See the **Introduction** (research questions) and **Methodology**, Problem Formalization, in the thesis PDF.
|
||||
|
||||
---
|
||||
|
||||
## 2. Business fit framing
|
||||
|
||||
**The problem PHANTOM addresses:** Session-based pricing accumulates demand signals across a user's browsing history and raises quoted prices accordingly—the **Cost of Information (COI)** premium. LLM agents undercut this by separating reconnaissance (many isolated sessions, no signal accumulation) from execution (a clean session that quotes a floor price). The thesis proves that as the number of independent querying agents grows, the realizable price collapses to a minimum order statistic and COI approaches zero.
|
||||
|
||||
**What PHANTOM gives you:** A controlled platform to measure how much COI is at risk under real agent traffic, simulate that risk across contamination levels $\alpha \in [0,1]$, and train pricing policies that remain robust. The pipeline runs from raw interaction logs through behavioral kernel estimation and a contamination generator to a DR-RL gym.
|
||||
|
||||
**What you must supply:**
|
||||
|
||||
- A **product catalog** path: defaults assume Supabase-backed product data (`NEXT_PUBLIC_SUPABASE_URL`, `NEXT_PUBLIC_SUPABASE_ANON_KEY`).
|
||||
- A plan for **interaction and price events** reaching the ingestion path (backend → Kafka) or an adapter you maintain.
|
||||
- Clear **experiment goals:** e.g. compare human vs agent KPIs under the same task, measure margin under varying contamination $\alpha$.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Aggregate demand in the thesis is a **mixture** over human and agent types with contamination $\alpha$ plus noise $\epsilon_t$; see the mixture demand discussion in **Chapter 3 (Methodology)**. COI is defined as $\mathbb{E}[P]-\underline{p}$; the **COI framework** and theorem in the same chapter explain why saturated agent querying collapses extractable premium. Your business scenario determines which **actions** enter $\hat{q}$ and how interpretable $\alpha$ is for your traffic.
|
||||
|
||||
---
|
||||
|
||||
## 3. Environment and secrets
|
||||
|
||||
**Bootstrap files (from repo root):**
|
||||
|
||||
```bash
|
||||
npm install
|
||||
cp .env.example .env
|
||||
cp .env.sweep.example .env.sweep
|
||||
```
|
||||
|
||||
**Core `.env` (platform + web + docker):** See `[.env.example](.env.example)`. You must also set the variables called out in `[README.md](README.md)` for a full stack: `NEXT_PUBLIC_SUPABASE_URL`, `NEXT_PUBLIC_SUPABASE_ANON_KEY`, `AIRFLOW_FERNET_KEY`, `AIRFLOW_SECRET_KEY` (and provider ports per your compose file).
|
||||
|
||||
**Training / sweeps (`.env.sweep`):** Used by `make train`, `make benchmark`, sweep agents. Typically `WANDB_API_KEY`, optional `WANDB_ENTITY` / `WANDB_PROJECT`, `GITHUB_TOKEN` for bootstrap flows, `SWEEP_ID` for W&B sweep workers. See `[.env.sweep.example](.env.sweep.example)`.
|
||||
|
||||
**Security:** Never commit real `.env` or `.env.sweep` files. Rotate keys if they leak.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Splitting **online platform credentials** (ingestion, catalog, Kafka) from **offline training credentials** (W&B, cloud TPUs, GitHub tokens for workers) mirrors the **hybrid Kappa–Lambda** data loop in the thesis: streaming observation vs batch / long-running training jobs. That split is named in the **Terminology** appendix of the thesis PDF.
|
||||
|
||||
---
|
||||
|
||||
## 4. Bring-up (commands)
|
||||
|
||||
Aligned with `[README.md](README.md)`:
|
||||
|
||||
```bash
|
||||
npm install
|
||||
cp .env.example .env
|
||||
cp .env.sweep.example .env.sweep
|
||||
# edit .env: Supabase, Airflow keys, etc.
|
||||
|
||||
make platform.up
|
||||
make web.dev
|
||||
```
|
||||
|
||||
**Sanity checks:**
|
||||
|
||||
|
||||
| Endpoint | Role |
|
||||
| ------------------------------------------------------------- | --------------------------------- |
|
||||
| `http://localhost:3000` | Next.js storefront |
|
||||
| `http://localhost:5000/health` | Backend ingest API |
|
||||
| `http://localhost:5001/health` | Pricing provider |
|
||||
| `http://localhost:8085` | Airflow UI (default compose port) |
|
||||
| `http://localhost:8084` or configured `REDPANDA_CONSOLE_PORT` | Kafka console (see your `.env`) |
|
||||
|
||||
|
||||
**Optional tests:** `make test.backend` (with venv/tooling as in Makefile); `make test.e2e` requires backend, web, and Airflow up per README.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
A correctly wired stack logs **trajectories** $\tau_s$ (sequences of events) and **price exposure** together. **Chapter 3** defines events $e_{s,k}=(a,i,t)$ and proxies $\hat{q}$ from weighted actions—without joint logging of behavior and quotes, you cannot recover the objects the theory reasons about (Problem Formalization).
|
||||
|
||||
---
|
||||
|
||||
## 5. Service map
|
||||
|
||||
```mermaid
|
||||
flowchart LR
|
||||
U[Human / Agent Browser] --> W[Next.js Web App]
|
||||
W -->|Price requests| P[Pricing Provider]
|
||||
W -->|Interaction events| B[Backend Ingest API]
|
||||
B --> K[Kafka]
|
||||
K --> A[Airflow + Worker Jobs]
|
||||
A --> R[Redis Model Registry]
|
||||
P -->|Session/global prices| W
|
||||
E[Research Engine + Experiments] --> A
|
||||
E --> R
|
||||
```
|
||||
|
||||
|
||||
|
||||
**Ports (typical; confirm in `docker-compose` and `.env`):** `BACKEND_PORT` (5000), `PROVIDER_PORT` (5001), `KAFKA_PORT`, `REDIS_PORT`, Airflow `AIRFLOW_WEBSERVER_PORT` (8085 default), Redpanda console.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
The platform **observes** behavioral proxies and quoted prices, not the latent demand curve $d(p\mid\theta)$. The distinction between $\hat{q}$ and true demand is explicit in **Chapter 3**. Misattributing proxy noise to “true” elasticity breaks both estimation and any causal story about COI.
|
||||
|
||||
---
|
||||
|
||||
## 6. Tailoring to your business
|
||||
|
||||
**Storefront mode:** `STORE_MODE=hotel` or `airline` (see `[web/src/lib/config.ts](web/src/lib/config.ts)` and env). This switches catalog and UI, not the core ingestion pattern.
|
||||
|
||||
**API base / environment:** `NEXT_PUBLIC_API_BASE`, `NEXT_PUBLIC_APP_ENV` (validated in `config.ts`).
|
||||
|
||||
**Paths for data and runs:** Override with `PHANTOM_DATA_DIR`, `PHANTOM_SIM_RUNS_DIR`, `PHANTOM_MODEL_REGISTRY_DIR`, `PHANTOM_COLLECTED_DATA_DIR`, etc. (`[lib/config.py](lib/config.py)`).
|
||||
|
||||
**Scope:** A new vertical (custom product ontology, checkout rules, pricing rules) means **new UI, events, and possibly new reward features** in the engine. Budget engineering time; the repo is a research platform, not a turnkey SaaS skin for arbitrary catalogs without code changes.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Transition kernels $\hat{\mathcal{T}}_H,\hat{\mathcal{T}}_A$ are estimated on a **finite action / state space** derived from your instrumentation. Changing catalog depth or event taxonomy changes the MDP state space; old kernel estimates are not portable. See the transition kernel discussion in **Chapter 3**.
|
||||
|
||||
---
|
||||
|
||||
## 7. Data collection and experiments
|
||||
|
||||
**Flow:** Browser → backend → **Kafka** → downstream consumers (Airflow DAGs, notebooks, ETL under `experiments/`). Ensure **session identity**, **item identifiers**, and **action types** are consistent enough to build trajectories.
|
||||
|
||||
**Weak labels:** The thesis discusses partitioning data into human vs agent subsets for MLE transition counts. In production you may only have heuristic labels—document bias explicitly.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Distinguishability (sub-question SQ1 in the **Introduction**) asks whether $H$ vs $A$ is identifiable from behavior alone. Your labeling and experimental design determine whether $\Delta_H,\Delta_A$ and $f(\tau)$ are meaningful or dominated by noise. Symbols appear in the **Terminology** appendix ($\Delta_H,\Delta_A$, $f(\tau)$, contamination generator $\mathcal{G}(\alpha)$).
|
||||
|
||||
---
|
||||
|
||||
## 8. Transition kernels and agent scoring (theory → practice)
|
||||
|
||||
**Theory:** Sessions yield trajectories $\tau_s$. For each actor class $y\inH,A$, the thesis estimates a **Markov transition kernel** by counting transitions and normalizing (MLE):
|
||||
|
||||
$$
|
||||
\hat{P}(s' \mid s) = \frac{N(s,s')}{\sum_k N(s,k)}
|
||||
$$
|
||||
|
||||
Human and agent prototypes $\hat{\mathcal{T}}_H,\hat{\mathcal{T}}_A$ support comparing an empirical kernel from a partial trajectory to prototypes (e.g. KL-style divergences $\Delta_H,\Delta_A$) and mapping to a **weak agent probability** $f(\tau)$. See **Chapter 3** and the **Terminology** appendix.
|
||||
|
||||
**Code:** `[engine/lib/coi.py](engine/lib/coi.py)` (`compute_agent_probability`: empirical transition counts vs human/agent reference dicts, KL-style terms, mapped via `[lib/agent_probability.py](lib/agent_probability.py)`).
|
||||
|
||||
**Optional narrative:** `[blog/02-behavioral-fingerprinting.md](blog/02-behavioral-fingerprinting.md)` walks a concrete study design (not required for operators).
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
If reference kernels are fit on **stale** or **mislabeled** partitions, $\Delta_H-\Delta_A$ is not interpretable as distinguishability. Ground claims in SQ1 (**Introduction**) and the kernel subsection of **Chapter 3**.
|
||||
|
||||
---
|
||||
|
||||
## 9. Contamination generator $\mathcal{G}(\alpha)$
|
||||
|
||||
**Theory:** Given clean trajectories, $\mathcal{G}(\alpha)$ injects synthetic agent trajectories until the effective mixture reaches contamination $\alpha\in[0,1]$, defining training scenarios for robust policies (**Chapter 3**). Catalog-scale block expansion of kernels is discussed there with validation caveats—treat large product spaces as **research-grade** until your team signs off.
|
||||
|
||||
**Code:** `[engine/engine.py](engine/engine.py)` — `MarketEngine` mixes human/agent demand, uses `get_adjusted_transitions` / `sample_behavior_from_transitions`, and `alpha` when combining actor types and building demand proxies (`estimate_demand`). This is the **simulator** path, not a drop-in replacement for your production database.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
$\alpha$ in mixture $Q(p)$ is **agentic demand contribution** in the formal model, not necessarily “bot share of page views” unless your instrumentation equates them. Mismeasuring $\alpha$ biases robust objectives tied to a fixed contamination level.
|
||||
|
||||
---
|
||||
|
||||
## 10. Training and evaluation — local workflow
|
||||
|
||||
**Environment:** Python venv via Nx (`make install` / `nx run research:install`). Training commands load `.env.sweep`.
|
||||
|
||||
```bash
|
||||
make train LOCAL_TRAIN_ARGS='--algo ppo --total-timesteps 50000'
|
||||
make benchmark LOCAL_BENCHMARK_ARGS='--tiers static,surge,linear,qtable,ppo --alpha-values 0.0,0.3 --episodes 3 --no-wandb'
|
||||
make benchmark.simple
|
||||
```
|
||||
|
||||
Entrypoints: `[engine/train.py](engine/train.py)`, `[engine/benchmark.py](engine/benchmark.py)`, `[engine/spec.py](engine/spec.py)` (Nx wraps these—see `project.json` / research targets).
|
||||
|
||||
**Artifacts:** `[lib/config.py](lib/config.py)` — `PHANTOM_SIM_RUNS_DIR` (default `sim/rl/runs`), `PHANTOM_MODEL_REGISTRY_DIR`, etc.
|
||||
|
||||
**TensorBoard (optional):** `[docker-compose.yml](docker-compose.yml)` includes `tensorboard-rl` on host port **6007** (`./sim/rl/runs`) and `tensorboard-ml` on **6006** (`./experiments/ml/runs`).
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Local runs instantiate the **offline defense gym**: policies trained on simulator-induced distributions approximate the DR-RL narrative in **Chapter 3**, but hyperparameters ($\lambda$ on COI leakage, $\eta$ on UX, robust radius) change the effective ambiguity set. Cross-check `engine/` against the thesis before claiming figure-for-figure replication.
|
||||
|
||||
---
|
||||
|
||||
## 11. Training and evaluation — remote / scaled deployment
|
||||
|
||||
For **research at scale** (cloud quota and secrets required):
|
||||
|
||||
|
||||
| Mechanism | Role |
|
||||
| ------------------------------------------- | ------------------------------------------------------------------------------------------------------------------------- |
|
||||
| `[submit_ray_job.sh](submit_ray_job.sh)` | Ray jobs with `.env` injected; `RAY_MODE=single|distributed|benchmark|sweep`. Set the script’s `ROOT` to your clone path. |
|
||||
| `make tpu.ray.bootstrap` / `tpu.ray.`* | TPU Ray bootstrap (`TPU_CONF`, e.g. `tpu_orchestration/configs/v4_spot_us.conf`). |
|
||||
| `make train.agent` / `make benchmark.agent` | W&B sweeps: `SWEEP_ID` in `.env.sweep`. |
|
||||
| `make train.bootstrap` | Worker bootstrap: `REPO_URL`, `SWEEP_ID`, `GITHUB_TOKEN`. |
|
||||
| `make docker.train.publish` | Trainer image (`TRAIN_IMAGE_REF` in Makefile). |
|
||||
|
||||
|
||||
See `submit_ray_job.sh` for env vars (`WANDB_*`, `PHANTOM_*` TPU toggles).
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Distributed training does not change the **definitions** of the Stackelberg game or Wasserstein ambiguity; it changes compute and variance of empirical estimates. Align random seeds and data protocol across nodes or split results explicitly—otherwise you mix distributions in a way a single empirical law $\hat{P}_N$ in the thesis does not describe.
|
||||
|
||||
---
|
||||
|
||||
## 12. Evaluation, artifacts, and audit trail
|
||||
|
||||
**Benchmarks:** `make benchmark`* sweeps tiers and $\alpha$; CLI includes robustness knobs (see default `BENCHMARK_ARGS` in `submit_ray_job.sh`: `--robust-radius`, `--lambda-coi`, `--eta-ux`, etc.).
|
||||
|
||||
**Audit trail:** Store `git` SHA, CLI argv, non-secret `.env.sweep` keys, and W&B run IDs with published tables. For scientific claims, cite **Chapters 4–5 (Results, Discussion)** in the thesis PDF.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Evaluation quality equals **simulator fidelity** plus **contamination modeling**. Separate theorem statements (assumption-based) from empirical curves (`engine`-dependent).
|
||||
|
||||
---
|
||||
|
||||
## 13. Operational suggestions
|
||||
|
||||
- **Staging:** Non-production namespaces; separate Kafka topics and Supabase projects where possible.
|
||||
- **Rate limits / abuse:** Protect ingest endpoints; respect participant privacy.
|
||||
- **Human vs agent sessions:** Comparable cohorts; record experimental condition in metadata.
|
||||
- **Contracts:** `tests/e2e/` encodes minimal flows—use when APIs change.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Non-stationary noise $\epsilon_t$ and drifting $\alpha$ confound benchmark interpretation. **Chapter 3** discusses mixture identification: isolate treatments when possible and document confounders when not.
|
||||
|
||||
---
|
||||
|
||||
## 14. Roadmap and gaps
|
||||
|
||||
**In repo:** Local dockerized stack, demo verticals, engine benchmarks, documented env and paths.
|
||||
|
||||
**Usually custom:** Production catalog without Supabase, identity/fraud layers, legal review of logging, Kafka/Airflow SLAs, hardening the pricing provider for real money.
|
||||
|
||||
**Thesis vs code:** The PDF is the **spec**; not every robustness term or large-catalog kernel construction is production-verified—see caveats in **Chapter 3**.
|
||||
|
||||
### Theoretical implications
|
||||
|
||||
Theorems in the thesis can be **stronger** than what observational firm logs support. The COI result assumes a clean experimental reading of the pricing policy; live market data may only support weaker claims.
|
||||
|
||||
---
|
||||
|
||||
## 15. Theory and thesis cross-references (quick index)
|
||||
|
||||
Use the **PDF table of contents** with these anchors:
|
||||
|
||||
|
||||
| Topic | Thesis location |
|
||||
| -------------------------------------------------------------------------- | ----------------------------------------------------- |
|
||||
| Research questions (margin, distinguishability, contamination, mitigation) | **Introduction** |
|
||||
| Sessions, events, $\hat{q}$, mixture $Q(p)$, $\alpha$ | **Chapter 3** — Problem Formalization, mixture demand |
|
||||
| COI definition and erosion theorem | **Chapter 3** — COI framework |
|
||||
| Transition kernels, MLE, $\mathcal{G}(\alpha)$ | **Chapter 3** |
|
||||
| DR-RL, ambiguity sets, Stackelberg | **Chapter 3** |
|
||||
| Symbol glossary (COI leakage, $f(\tau)$, UX, surrogates) | **Appendix — Terminology** |
|
||||
| Empirical results and limitations | **Chapters 4–5** |
|
||||
|
||||
|
||||
---
|
||||
|
||||
## 16. Quick file index (code)
|
||||
|
||||
|
||||
| File | Role |
|
||||
| ---------------------------------------------------------------------------------- | -------------------------------------------------- |
|
||||
| `[engine/lib/coi.py](engine/lib/coi.py)` | KL-style trajectory comparison; agent probability. |
|
||||
| `[engine/engine.py](engine/engine.py)` | `MarketEngine`, mixture, demand proxy path. |
|
||||
| `[lib/agent_probability.py](lib/agent_probability.py)` | Divergence → probability score. |
|
||||
| `[lib/config.py](lib/config.py)` | Paths and ports for artifacts. |
|
||||
| `[engine/train.py](engine/train.py)`, `[engine/benchmark.py](engine/benchmark.py)` | CLI entrypoints. |
|
||||
| `[tpu_orchestration/](tpu_orchestration/)` | TPU configs and helpers. |
|
||||
|
||||
|
||||
Many offline benchmarks run without a storefront once the research Python environment is installed; connecting production trajectories to kernel estimation still requires aligned instrumentation.
|
||||
@@ -1,33 +0,0 @@
|
||||
{
|
||||
"$schema": "../node_modules/nx/schemas/project-schema.json",
|
||||
"name": "platform",
|
||||
"projectType": "application",
|
||||
"sourceRoot": "backend",
|
||||
"targets": {
|
||||
"up": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "docker compose up -d",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"down": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "docker compose down",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"logs": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "docker compose logs --tail=100 -f",
|
||||
"cwd": "."
|
||||
}
|
||||
}
|
||||
},
|
||||
"tags": [
|
||||
"scope:platform",
|
||||
"type:infra"
|
||||
]
|
||||
}
|
||||
@@ -47,52 +47,53 @@ def health() -> dict:
|
||||
|
||||
@app.get("/api/{mode}/price/{productId}", response_model=PriceResponse)
|
||||
def get_price(mode: Literal['hotel', 'airline'], productId: str, sessionId: Optional[str] = Query(None), experimentId: Optional[str] = Query(None)):
|
||||
"""
|
||||
THIS is the fast lookup service (mechanism).
|
||||
Priority: session-keyed price > global optimal price > base price
|
||||
"""
|
||||
product = supabase.table(f'{mode}_products').select("metadata").eq('id', productId).execute().data[0]
|
||||
if not product: raise HTTPException(404, f"Product {productId} not found")
|
||||
|
||||
metadata = product['metadata']
|
||||
base_price = metadata.get('base_price', 100.0)
|
||||
|
||||
# PRIORITY 1: session-aware price (computed by Airflow worker)
|
||||
if sessionId:
|
||||
session_price = registry.get_session_price(sessionId, productId)
|
||||
if session_price is not None:
|
||||
return PriceResponse(
|
||||
productId=productId,
|
||||
price=session_price,
|
||||
base_price=base_price,
|
||||
markup=session_price/base_price,
|
||||
elasticity=None,
|
||||
model_version='session-aware'
|
||||
)
|
||||
|
||||
# PRIORITY 2: global pre-computed prices (surge pricing)
|
||||
# fetch pre-computed prices from registry
|
||||
prices_df = registry.get_prices('latest')
|
||||
if prices_df is not None:
|
||||
product_price_row = prices_df[prices_df['productId'] == productId]
|
||||
if not product_price_row.empty:
|
||||
optimal_price = float(product_price_row['optimal_price'].iloc[0])
|
||||
return PriceResponse(
|
||||
productId=productId,
|
||||
price=optimal_price,
|
||||
base_price=base_price,
|
||||
markup=optimal_price/base_price,
|
||||
elasticity=None,
|
||||
model_version='surge'
|
||||
)
|
||||
elasticity_df = registry.get_elasticity('latest')
|
||||
|
||||
if prices_df is None:
|
||||
# fallback: no pre-computed prices available
|
||||
return PriceResponse(
|
||||
productId=productId,
|
||||
price=base_price,
|
||||
base_price=base_price,
|
||||
markup=1.0,
|
||||
elasticity=None
|
||||
)
|
||||
|
||||
# lookup pre-computed price for this product
|
||||
product_price_row = prices_df[prices_df['productId'] == productId]
|
||||
if product_price_row.empty:
|
||||
# product not in pre-computed prices, fallback to base
|
||||
return PriceResponse(
|
||||
productId=productId,
|
||||
price=base_price,
|
||||
base_price=base_price,
|
||||
markup=1.0,
|
||||
elasticity=None
|
||||
)
|
||||
|
||||
optimal_price = float(product_price_row['optimal_price'].iloc[0]) # TODO: use optimal_price everywhere as aresult
|
||||
|
||||
# get elasticity if available
|
||||
product_elasticity = None
|
||||
if elasticity_df is not None:
|
||||
product_elasticity_row = elasticity_df[elasticity_df['productId'] == productId]
|
||||
if not product_elasticity_row.empty:
|
||||
product_elasticity = float(product_elasticity_row['elasticity'].iloc[0])
|
||||
|
||||
# PRIORITY 3: fallback to base price
|
||||
return PriceResponse(
|
||||
productId=productId,
|
||||
price=base_price,
|
||||
price=optimal_price,
|
||||
base_price=base_price,
|
||||
markup=1.0,
|
||||
elasticity=None,
|
||||
model_version='base'
|
||||
markup=optimal_price/base_price,
|
||||
elasticity=product_elasticity
|
||||
)
|
||||
|
||||
@app.get("/models")
|
||||
|
||||
@@ -1,39 +0,0 @@
|
||||
{
|
||||
"$schema": "../../node_modules/nx/schemas/project-schema.json",
|
||||
"name": "pricing-provider",
|
||||
"projectType": "application",
|
||||
"sourceRoot": "backend/provider",
|
||||
"targets": {
|
||||
"install": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash -lc '[ -x ../../.venv/bin/python ] || python3 -m venv ../../.venv; ../../.venv/bin/python -m ensurepip --upgrade; ../../.venv/bin/python -m pip install -r requirements.txt'",
|
||||
"cwd": "backend/provider"
|
||||
}
|
||||
},
|
||||
"dev": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "../../.venv/bin/uvicorn app:app --host 0.0.0.0 --port ${PROVIDER_PORT:-5001} --reload",
|
||||
"cwd": "backend/provider"
|
||||
}
|
||||
},
|
||||
"start": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "../../.venv/bin/uvicorn app:app --host 0.0.0.0 --port ${PROVIDER_PORT:-5001}",
|
||||
"cwd": "backend/provider"
|
||||
}
|
||||
}
|
||||
},
|
||||
"tags": [
|
||||
"scope:backend",
|
||||
"type:provider"
|
||||
]
|
||||
}
|
||||
@@ -198,16 +198,12 @@ def dump_logs(
|
||||
auto_offset_reset='earliest',
|
||||
enable_auto_commit=False,
|
||||
value_deserializer=lambda x: json.loads(x.decode('utf-8')),
|
||||
consumer_timeout_ms=30000,
|
||||
fetch_max_wait_ms=10000,
|
||||
max_poll_records=1000
|
||||
consumer_timeout_ms=5000
|
||||
)
|
||||
|
||||
events = []
|
||||
for msg in consumer:
|
||||
events.append(msg.value)
|
||||
if last_n and len(events) >= last_n * 2:
|
||||
break
|
||||
|
||||
consumer.close()
|
||||
|
||||
|
||||
@@ -1,39 +0,0 @@
|
||||
{
|
||||
"$schema": "../../node_modules/nx/schemas/project-schema.json",
|
||||
"name": "backend-server",
|
||||
"projectType": "application",
|
||||
"sourceRoot": "backend/server",
|
||||
"targets": {
|
||||
"install": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash -lc '[ -x ../../.venv/bin/python ] || python3 -m venv ../../.venv; ../../.venv/bin/python -m ensurepip --upgrade; ../../.venv/bin/python -m pip install -r requirements.txt'",
|
||||
"cwd": "backend/server"
|
||||
}
|
||||
},
|
||||
"dev": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "../../.venv/bin/uvicorn app:app --host 0.0.0.0 --port ${BACKEND_PORT:-5000} --reload",
|
||||
"cwd": "backend/server"
|
||||
}
|
||||
},
|
||||
"start": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "../../.venv/bin/uvicorn app:app --host 0.0.0.0 --port ${BACKEND_PORT:-5000}",
|
||||
"cwd": "backend/server"
|
||||
}
|
||||
}
|
||||
},
|
||||
"tags": [
|
||||
"scope:backend",
|
||||
"type:api"
|
||||
]
|
||||
}
|
||||
@@ -1,6 +1,6 @@
|
||||
fastapi>=0.135,<0.136
|
||||
uvicorn[standard]>=0.41,<0.42
|
||||
kafka-python>=2.3,<2.4
|
||||
pydantic>=2.12,<3
|
||||
python-dotenv>=1.0,<2
|
||||
supabase>=2.28,<3
|
||||
fastapi==0.104.1
|
||||
uvicorn[standard]==0.24.0
|
||||
kafka-python==2.0.2
|
||||
pydantic==2.5.0
|
||||
python-dotenv==1.0.0
|
||||
supabase==2.9.1
|
||||
|
||||
@@ -1,39 +0,0 @@
|
||||
{
|
||||
"$schema": "../../node_modules/nx/schemas/project-schema.json",
|
||||
"name": "backend-worker",
|
||||
"projectType": "application",
|
||||
"sourceRoot": "backend/worker",
|
||||
"targets": {
|
||||
"install": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash -lc '[ -x ../../.venv/bin/python ] || python3 -m venv ../../.venv; ../../.venv/bin/python -m ensurepip --upgrade; ../../.venv/bin/python -m pip install -r requirements.txt'",
|
||||
"cwd": "backend/worker"
|
||||
}
|
||||
},
|
||||
"dev": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "../../.venv/bin/celery -A main:app worker --loglevel=info",
|
||||
"cwd": "backend/worker"
|
||||
}
|
||||
},
|
||||
"start": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "../../.venv/bin/python main.py",
|
||||
"cwd": "backend/worker"
|
||||
}
|
||||
}
|
||||
},
|
||||
"tags": [
|
||||
"scope:backend",
|
||||
"type:worker"
|
||||
]
|
||||
}
|
||||
@@ -1,3 +0,0 @@
|
||||
celery>=5.3,<6
|
||||
python-dotenv>=1.0.0
|
||||
redis>=5.0.0
|
||||
@@ -1,43 +1,4 @@
|
||||
services:
|
||||
tpu-watchdogs:
|
||||
build:
|
||||
context: .
|
||||
dockerfile: docker/TPUWatchdog.dockerfile
|
||||
container_name: "PHANTOM-tpu-watchdogs"
|
||||
restart: unless-stopped
|
||||
user: "${UID:-1000}:${GID:-1000}"
|
||||
environment:
|
||||
- HF_TOKEN=${HF_TOKEN}
|
||||
- WANDB_API_KEY=${WANDB_API_KEY}
|
||||
- GITHUB_TOKEN=${GITHUB_TOKEN}
|
||||
- GOOGLE_APPLICATION_CREDENTIALS=/secrets/gcp-sa.json
|
||||
- GCP_ACCOUNT=${GCP_ACCOUNT:-}
|
||||
- WATCHDOG_CONFIG_PATTERN=${WATCHDOG_CONFIG_PATTERN:-v[46]*.conf}
|
||||
- CLOUDSDK_CONFIG=/.config/gcloud
|
||||
volumes:
|
||||
- ~/.config/gcloud:/.config/gcloud:rw
|
||||
- ./secrets/gcp-sa.json:/secrets/gcp-sa.json:ro
|
||||
|
||||
tensorboard-rl:
|
||||
image: tensorflow/tensorflow:latest
|
||||
container_name: "PHANTOM-tensorboard-rl"
|
||||
ports:
|
||||
- "6007:6006"
|
||||
volumes:
|
||||
- ./sim/rl/runs:/logs
|
||||
command: tensorboard --logdir=/logs --host=0.0.0.0 --port=6006
|
||||
restart: unless-stopped
|
||||
|
||||
tensorboard-ml:
|
||||
image: tensorflow/tensorflow:latest
|
||||
container_name: "PHANTOM-tensorboard-ml"
|
||||
ports:
|
||||
- "6006:6006"
|
||||
volumes:
|
||||
- ./experiments/ml/runs:/logs
|
||||
command: tensorboard --logdir=/logs --host=0.0.0.0 --port=6006
|
||||
restart: unless-stopped
|
||||
|
||||
backend:
|
||||
container_name: "PHANTOM-backend"
|
||||
build:
|
||||
@@ -131,20 +92,23 @@ services:
|
||||
depends_on:
|
||||
- postgres
|
||||
environment:
|
||||
- AIRFLOW__CORE__EXECUTOR=LocalExecutor
|
||||
- AIRFLOW__CORE__EXECUTOR=SequentialExecutor
|
||||
- AIRFLOW__DATABASE__SQL_ALCHEMY_CONN=postgresql+psycopg2://airflow:airflow@postgres/airflow
|
||||
- AIRFLOW__CORE__FERNET_KEY=${AIRFLOW_FERNET_KEY}
|
||||
- AIRFLOW__CORE__LOAD_EXAMPLES=false
|
||||
- AIRFLOW__CORE__ENABLE_XCOM_PICKLING=true
|
||||
- AIRFLOW__CORE__PARALLELISM=16
|
||||
- AIRFLOW__CORE__DAG_CONCURRENCY=8
|
||||
- AIRFLOW__CORE__MAX_ACTIVE_RUNS_PER_DAG=4
|
||||
- _AIRFLOW_DB_MIGRATE=true
|
||||
- _AIRFLOW_WWW_USER_CREATE=true
|
||||
- _AIRFLOW_WWW_USER_USERNAME=admin
|
||||
- _AIRFLOW_WWW_USER_PASSWORD=admin
|
||||
- REDIS_HOST=redis
|
||||
- REDIS_PORT=6379
|
||||
volumes:
|
||||
- ./experiments/airflow/dags:/opt/airflow/dags
|
||||
- ./experiments/airflow/logs:/opt/airflow/logs
|
||||
- ./experiments/airflow/plugins:/opt/airflow/plugins
|
||||
- ./experiments/procesing:/opt/airflow/procesing
|
||||
- ./lib:/opt/airflow/lib
|
||||
command: version
|
||||
restart: "no"
|
||||
|
||||
@@ -158,20 +122,13 @@ services:
|
||||
- airflow-init
|
||||
- redis
|
||||
environment:
|
||||
- AIRFLOW__CORE__EXECUTOR=LocalExecutor
|
||||
- AIRFLOW__CORE__EXECUTOR=SequentialExecutor
|
||||
- AIRFLOW__DATABASE__SQL_ALCHEMY_CONN=postgresql+psycopg2://airflow:airflow@postgres/airflow
|
||||
- AIRFLOW__CORE__FERNET_KEY=${AIRFLOW_FERNET_KEY}
|
||||
- AIRFLOW__CORE__DAGS_ARE_PAUSED_AT_CREATION=true
|
||||
- AIRFLOW__CORE__LOAD_EXAMPLES=false
|
||||
- AIRFLOW__CORE__ENABLE_XCOM_PICKLING=true
|
||||
- AIRFLOW__CORE__PARALLELISM=16
|
||||
- AIRFLOW__CORE__DAG_CONCURRENCY=8
|
||||
- AIRFLOW__CORE__MAX_ACTIVE_RUNS_PER_DAG=4
|
||||
- AIRFLOW__SCHEDULER__MIN_FILE_PROCESS_INTERVAL=30
|
||||
- AIRFLOW__SCHEDULER__DAG_DIR_LIST_INTERVAL=60
|
||||
- AIRFLOW__WEBSERVER__EXPOSE_CONFIG=true
|
||||
- AIRFLOW__WEBSERVER__SECRET_KEY=${AIRFLOW_SECRET_KEY}
|
||||
- AIRFLOW__API__AUTH_BACKENDS=airflow.api.auth.backend.basic_auth
|
||||
- KAFKA_HOST=kafka
|
||||
- KAFKA_PORT=29092
|
||||
- BACKEND_URL=http://backend:5000
|
||||
@@ -181,6 +138,12 @@ services:
|
||||
- REDIS_PORT=6379
|
||||
ports:
|
||||
- "${AIRFLOW_WEBSERVER_PORT:-8085}:8080"
|
||||
volumes:
|
||||
- ./experiments/airflow/dags:/opt/airflow/dags:ro
|
||||
- ./experiments/airflow/logs:/opt/airflow/logs
|
||||
- ./experiments/airflow/plugins:/opt/airflow/plugins:ro
|
||||
- ./experiments/procesing:/opt/airflow/procesing:ro
|
||||
- ./lib:/opt/airflow/lib:ro
|
||||
command: webserver
|
||||
restart: unless-stopped
|
||||
healthcheck:
|
||||
@@ -201,20 +164,12 @@ services:
|
||||
redis:
|
||||
condition: service_started
|
||||
environment:
|
||||
- AIRFLOW__CORE__EXECUTOR=LocalExecutor
|
||||
- AIRFLOW__CORE__EXECUTOR=SequentialExecutor
|
||||
- AIRFLOW__DATABASE__SQL_ALCHEMY_CONN=postgresql+psycopg2://airflow:airflow@postgres/airflow
|
||||
- AIRFLOW__CORE__FERNET_KEY=${AIRFLOW_FERNET_KEY}
|
||||
- AIRFLOW__CORE__DAGS_ARE_PAUSED_AT_CREATION=true
|
||||
- AIRFLOW__CORE__LOAD_EXAMPLES=false
|
||||
- AIRFLOW__CORE__ENABLE_XCOM_PICKLING=true
|
||||
- AIRFLOW__CORE__PARALLELISM=16
|
||||
- AIRFLOW__CORE__DAG_CONCURRENCY=8
|
||||
- AIRFLOW__CORE__MAX_ACTIVE_RUNS_PER_DAG=4
|
||||
- AIRFLOW__SCHEDULER__MIN_FILE_PROCESS_INTERVAL=30
|
||||
- AIRFLOW__SCHEDULER__DAG_DIR_LIST_INTERVAL=60
|
||||
- AIRFLOW__SCHEDULER__PARSING_PROCESSES=2
|
||||
- AIRFLOW__WEBSERVER__SECRET_KEY=${AIRFLOW_SECRET_KEY}
|
||||
- AIRFLOW__API__AUTH_BACKENDS=airflow.api.auth.backend.basic_auth
|
||||
- KAFKA_HOST=kafka
|
||||
- KAFKA_PORT=29092
|
||||
- BACKEND_URL=http://backend:5000
|
||||
@@ -222,6 +177,12 @@ services:
|
||||
- NEXT_PUBLIC_SUPABASE_ANON_KEY=${NEXT_PUBLIC_SUPABASE_ANON_KEY}
|
||||
- REDIS_HOST=redis
|
||||
- REDIS_PORT=6379
|
||||
volumes:
|
||||
- ./experiments/airflow/dags:/opt/airflow/dags:ro
|
||||
- ./experiments/airflow/logs:/opt/airflow/logs
|
||||
- ./experiments/airflow/plugins:/opt/airflow/plugins:ro
|
||||
- ./experiments/procesing:/opt/airflow/procesing:ro
|
||||
- ./lib:/opt/airflow/lib:ro
|
||||
command: scheduler
|
||||
restart: unless-stopped
|
||||
healthcheck:
|
||||
|
||||
@@ -21,10 +21,3 @@ RUN pip install --no-cache-dir \
|
||||
|
||||
# set airflow home
|
||||
ENV AIRFLOW_HOME=/opt/airflow
|
||||
|
||||
COPY --chown=airflow:root experiments/airflow/dags ${AIRFLOW_HOME}/dags
|
||||
COPY --chown=airflow:root experiments/procesing ${AIRFLOW_HOME}/procesing
|
||||
COPY --chown=airflow:root lib ${AIRFLOW_HOME}/lib
|
||||
|
||||
# create logs and plugins dirs (airflow expects them)
|
||||
RUN mkdir -p ${AIRFLOW_HOME}/logs ${AIRFLOW_HOME}/plugins
|
||||
|
||||
@@ -1,41 +0,0 @@
|
||||
FROM apache/airflow:2.7.3-python3.11
|
||||
|
||||
USER root
|
||||
|
||||
RUN apt-get update && apt-get install -y --no-install-recommends \
|
||||
build-essential \
|
||||
supervisor \
|
||||
&& apt-get clean \
|
||||
&& rm -rf /var/lib/apt/lists/*
|
||||
|
||||
USER airflow
|
||||
|
||||
COPY requirements.txt /tmp/requirements.txt
|
||||
RUN pip install --no-cache-dir -r /tmp/requirements.txt
|
||||
|
||||
RUN pip install --no-cache-dir \
|
||||
psycopg2-binary \
|
||||
apache-airflow-providers-postgres
|
||||
|
||||
ENV AIRFLOW_HOME=/opt/airflow
|
||||
ENV AIRFLOW__CORE__EXECUTOR=SequentialExecutor
|
||||
ENV AIRFLOW__CORE__LOAD_EXAMPLES=false
|
||||
ENV AIRFLOW__CORE__ENABLE_XCOM_PICKLING=true
|
||||
ENV AIRFLOW__WEBSERVER__EXPOSE_CONFIG=true
|
||||
|
||||
# copy all code into image (standalone - no volume mounts needed)
|
||||
COPY --chown=airflow:root experiments/airflow/dags ${AIRFLOW_HOME}/dags
|
||||
COPY --chown=airflow:root experiments/procesing ${AIRFLOW_HOME}/procesing
|
||||
COPY --chown=airflow:root lib ${AIRFLOW_HOME}/lib
|
||||
|
||||
RUN mkdir -p ${AIRFLOW_HOME}/logs ${AIRFLOW_HOME}/plugins
|
||||
|
||||
# copy entrypoint script
|
||||
COPY --chown=airflow:root docker/airflow-railway-entrypoint.sh /entrypoint.sh
|
||||
USER root
|
||||
RUN chmod +x /entrypoint.sh
|
||||
USER airflow
|
||||
|
||||
EXPOSE 8080
|
||||
|
||||
ENTRYPOINT ["/entrypoint.sh"]
|
||||
@@ -1,112 +0,0 @@
|
||||
FROM google/cloud-sdk:slim
|
||||
|
||||
# Install tmux to manage multiple watchdogs and jq for json parsing
|
||||
RUN apt-get update && \
|
||||
apt-get install -y tmux jq && \
|
||||
rm -rf /var/lib/apt/lists/*
|
||||
|
||||
WORKDIR /app
|
||||
|
||||
# Copy the orchestration scripts and configs
|
||||
COPY tpu_orchestration/ /app/tpu_orchestration/
|
||||
|
||||
# Make sure scripts are executable
|
||||
RUN chmod +x /app/tpu_orchestration/watchdog.sh
|
||||
RUN chmod +x /app/tpu_orchestration/tpu_startup.sh
|
||||
|
||||
# Create an entrypoint script that launches a watchdog for each config
|
||||
COPY <<-'EOF' /app/entrypoint.sh
|
||||
#!/bin/bash
|
||||
set -e
|
||||
|
||||
# Make sure required variables are set
|
||||
if [ -z "$HF_TOKEN" ]; then
|
||||
echo "Error: HF_TOKEN environment variable is required."
|
||||
exit 1
|
||||
fi
|
||||
|
||||
if [ -z "$WANDB_API_KEY" ]; then
|
||||
echo "Warning: WANDB_API_KEY environment variable is not set. Wandb logging may fail on TPUs."
|
||||
fi
|
||||
|
||||
# Authenticate gcloud if credentials are provided
|
||||
if [ -n "$GOOGLE_APPLICATION_CREDENTIALS" ] && [ -f "$GOOGLE_APPLICATION_CREDENTIALS" ]; then
|
||||
CRED_TYPE=$(jq -r '.type' "$GOOGLE_APPLICATION_CREDENTIALS" 2>/dev/null || echo "unknown")
|
||||
if [ "$CRED_TYPE" = "service_account" ]; then
|
||||
echo "Authenticating gcloud using service account key..."
|
||||
gcloud auth activate-service-account --key-file="$GOOGLE_APPLICATION_CREDENTIALS"
|
||||
|
||||
if [ -z "$PROJECT_ID" ]; then
|
||||
PROJECT_ID=$(jq -r '.project_id // empty' "$GOOGLE_APPLICATION_CREDENTIALS")
|
||||
fi
|
||||
elif [ "$CRED_TYPE" = "authorized_user" ]; then
|
||||
echo "Using authorized_user credentials via credential file override..."
|
||||
export CLOUDSDK_AUTH_CREDENTIAL_FILE_OVERRIDE="$GOOGLE_APPLICATION_CREDENTIALS"
|
||||
|
||||
if gcloud auth print-access-token >/dev/null 2>&1; then
|
||||
ACTIVE_ACCOUNT=$(gcloud config get-value account 2>/dev/null || true)
|
||||
if [ -z "$ACTIVE_ACCOUNT" ] || [ "$ACTIVE_ACCOUNT" = "(unset)" ]; then
|
||||
ACTIVE_ACCOUNT=$(jq -r '.account // empty' "$GOOGLE_APPLICATION_CREDENTIALS")
|
||||
fi
|
||||
|
||||
if [ -n "$ACTIVE_ACCOUNT" ] && [ "$ACTIVE_ACCOUNT" != "(unset)" ]; then
|
||||
echo "Using gcloud account: $ACTIVE_ACCOUNT"
|
||||
else
|
||||
echo "Using gcloud credential override from $GOOGLE_APPLICATION_CREDENTIALS"
|
||||
fi
|
||||
else
|
||||
echo "Warning: credential file override token check failed. Falling back to mounted gcloud config."
|
||||
unset CLOUDSDK_AUTH_CREDENTIAL_FILE_OVERRIDE
|
||||
|
||||
if [ -n "$GCP_ACCOUNT" ]; then
|
||||
gcloud config set account "$GCP_ACCOUNT" >/dev/null 2>&1 || true
|
||||
fi
|
||||
|
||||
ACTIVE_ACCOUNT=$(gcloud config get-value account 2>/dev/null || true)
|
||||
if [ -z "$ACTIVE_ACCOUNT" ] || [ "$ACTIVE_ACCOUNT" = "(unset)" ]; then
|
||||
echo "Error: no active gcloud account available. Run 'gcloud auth login' on host and mount ~/.config/gcloud, or use a service account key."
|
||||
exit 1
|
||||
fi
|
||||
echo "Using gcloud account: $ACTIVE_ACCOUNT"
|
||||
fi
|
||||
else
|
||||
echo "Warning: unsupported credential file type '$CRED_TYPE'. Falling back to mounted gcloud config."
|
||||
fi
|
||||
else
|
||||
echo "Note: Assuming gcloud config is mounted from host."
|
||||
fi
|
||||
|
||||
if [ -n "$PROJECT_ID" ]; then
|
||||
gcloud config set project "$PROJECT_ID"
|
||||
echo "Set project to $PROJECT_ID"
|
||||
fi
|
||||
|
||||
# Run the watchdogs in the background using bash instead of tmux
|
||||
# Tmux needs a TTY to attach properly which we might not have in docker
|
||||
# Stagger startups by 15s to prevent simultaneous TPU creation quota hits
|
||||
CONFIG_PATTERN=${WATCHDOG_CONFIG_PATTERN:-"*.conf"}
|
||||
shopt -s nullglob
|
||||
CONFIGS=(/app/tpu_orchestration/configs/$CONFIG_PATTERN)
|
||||
|
||||
if [ ${#CONFIGS[@]} -eq 0 ]; then
|
||||
echo "Error: no watchdog configs matched pattern '$CONFIG_PATTERN'."
|
||||
exit 1
|
||||
fi
|
||||
|
||||
echo "Using watchdog config pattern: $CONFIG_PATTERN"
|
||||
DELAY=0
|
||||
for conf in "${CONFIGS[@]}"; do
|
||||
echo "Starting watchdog for $(basename "$conf" .conf) (delay: ${DELAY}s)"
|
||||
(sleep $DELAY && /app/tpu_orchestration/watchdog.sh "$conf") &
|
||||
DELAY=$((DELAY + 15))
|
||||
done
|
||||
|
||||
echo "All watchdogs queued with staggered startup."
|
||||
|
||||
# Keep the container running
|
||||
wait
|
||||
EOF
|
||||
|
||||
RUN chmod +x /app/entrypoint.sh
|
||||
|
||||
CMD ["/app/entrypoint.sh"]
|
||||
@@ -1,15 +0,0 @@
|
||||
# syntax=docker/dockerfile:1.7
|
||||
|
||||
FROM pytorch/pytorch:2.5.1-cuda12.4-cudnn9-runtime AS gpu
|
||||
|
||||
WORKDIR /app
|
||||
|
||||
COPY docker/trainer.requirements.txt /tmp/requirements.txt
|
||||
RUN pip install --no-cache-dir -r /tmp/requirements.txt
|
||||
|
||||
COPY --chmod=755 docker/trainer-agent-entrypoint.sh /usr/local/bin/trainer-agent-entrypoint
|
||||
COPY engine /app/engine
|
||||
|
||||
ENV PYTHONPATH=/app
|
||||
|
||||
ENTRYPOINT ["/usr/local/bin/trainer-agent-entrypoint"]
|
||||
@@ -1,20 +0,0 @@
|
||||
#!/bin/bash
|
||||
set -e
|
||||
|
||||
# init db and create admin user on first run
|
||||
airflow db migrate
|
||||
|
||||
# create admin user if not exists
|
||||
airflow users create \
|
||||
--username "${AIRFLOW_ADMIN_USER:-admin}" \
|
||||
--password "${AIRFLOW_ADMIN_PASSWORD:-admin}" \
|
||||
--firstname Admin \
|
||||
--lastname User \
|
||||
--role Admin \
|
||||
--email admin@example.com || true
|
||||
|
||||
# start scheduler in background
|
||||
airflow scheduler &
|
||||
|
||||
# start webserver in foreground (Railway needs one foreground process)
|
||||
exec airflow webserver --port ${PORT:-8080}
|
||||
@@ -1,23 +0,0 @@
|
||||
#!/usr/bin/env sh
|
||||
set -eu
|
||||
|
||||
if [ -z "${SWEEP_ID:-}" ]; then
|
||||
echo "SWEEP_ID is required"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
set -- python -m engine.train --sweep-agent --sweep-id "${SWEEP_ID}"
|
||||
|
||||
if [ -n "${PHANTOM_DEFAULT_AGENT_ARGS:-}" ]; then
|
||||
set -- "$@" ${PHANTOM_DEFAULT_AGENT_ARGS}
|
||||
fi
|
||||
|
||||
if [ -n "${TRAIN_ARGS:-}" ]; then
|
||||
set -- "$@" ${TRAIN_ARGS}
|
||||
fi
|
||||
|
||||
if [ "${AGENT_COUNT:-0}" != "0" ]; then
|
||||
set -- "$@" --count "${AGENT_COUNT}"
|
||||
fi
|
||||
|
||||
exec "$@"
|
||||
@@ -1,7 +0,0 @@
|
||||
numpy>=1.24.0
|
||||
pandas>=2.0.0
|
||||
scipy>=1.11.0
|
||||
gymnasium>=0.29.0
|
||||
stable-baselines3>=2.2.0
|
||||
tensorboard>=2.15.0
|
||||
wandb>=0.17.0
|
||||
@@ -1,21 +0,0 @@
|
||||
store_mode,task_name,task_description,definition_of_done
|
||||
airline,The Indecisive Executive (SEA-LAX),"You are traveling SEA to LAX for business. You prefer Business Class for the comfort, but you need to justify the expense to your company. 1) Find the Business Class option and check its price. 2) Compare it against the Economy option on the same route to see how much money you are saving or spending. 3) Spend some time weighing the pros and cons of the ""Flexible"" fare rule vs the standard one. 4) Ultimately, decide that your comfort is worth it and book the Business Class ticket.","Booking for SEA-LAX Business Class is completed."
|
||||
airline,The Cross-Country Splurge (LAX-JFK),"You are flying LAX to JFK and want to treat yourself to First Class, but only if it's the right flight. 1) Find the First Class option. 2) thoroughly check the details (duration, arrival time). 3) Compare it with the Business Class option if available, or just look at other departure times to ensure this is the best schedule. 4) After confirming this is the absolute best option, proceed to book First Class.","Booking for LAX-JFK First Class is completed."
|
||||
airline,The Budget Student (DFW-ORD),"You are a broke student flying DFW to ORD. You have a budget of roughly $200. 1) Find the cheapest Economy flight. 2) Before booking, frantically check if there are any other flights or if the ""Premium"" economy is somehow cheaper (it won't be, but you should check). 3) Hesitate for a moment to consider if you should just drive instead. 4) Resign yourself to the flight and book the Economy ticket.","Booking for DFW-ORD Economy Class is completed."
|
||||
airline,The Quick Hop Commuter (LAX-SFO),"You need to get from LAX to SFO as fast as possible. Price is secondary to speed. 1) Search for flights and identify the one with the shortest duration (1h 30m). 2) Click into the details to verify the arrival time fits your schedule. 3) briefly explore if there's a Business Class upgrade available for this short flight. 4) Decide to stick with Economy since it's such a short trip and book it.","Booking for LAX-SFO is completed."
|
||||
airline,The Status Chaser (SFO-SEA),"You are trying to earn airline points and need a ""Premium"" class ticket specifically. 1) Search SFO to SEA. 2) Filter or look for the Premium Economy option. 3) Compare the price gap between Premium and Standard Economy. 4) Browse the details to see if the ""Premium"" fare includes better baggage allowance. 5) Conclude it's worth the points and book the Premium seat.","Booking for SFO-SEA Premium Economy is completed."
|
||||
airline,The Family Reunion (MIA-ATL),"You are booking for a family of 4 (2 adults, 2 children) flying MIA to ATL. 1) Search for 4 passengers. 2) You prefer Premium, but if the total is too high, you might settle for Economy. 3) Add Premium to your cart, look at the total, and hesitate. 4) Go back and check the Economy price for 4 people. 5) Decide to treat your family and go back to book the Premium option.","Booking for MIA-ATL (Premium) is completed."
|
||||
airline,The Red Eye Skeptic (LAX-JFK),"You need to fly LAX to JFK but hate late arrivals. 1) Search for the flight and check the arrival time of the First Class option. 2) It arrives early morning (02:15), which worries you. 3) Spend some time looking for other flight options on different days to see if there's a better schedule. 4) Realize this is the only direct option that works and proceed to book it despite the time.","Booking for LAX-JFK is completed."
|
||||
airline,The Refundable Requirement (ATL-DFW),"Your meeting in Dallas might get cancelled, so you strictly need a ""Refundable"" ticket. 1) Search ATL to DFW. 2) Find the First Class option and verify it lists ""Refundable"". 3) Check the Economy option to see if it is also refundable (it might not be). 4) Weigh the cost difference. 5) Choose the First Class Refundable option for peace of mind.","Booking for ATL-DFW First Class is completed."
|
||||
airline,The Hub Connector (ORD-MIA),"You are flying ORD to MIA to catch a cruise. You cannot be late. 1) Search for the flight. 2) Verify the ""stops"" is 0 (Direct). 3) Click into details to check the duration. 4) Worry that 3h 30m might be too long in Economy. 5) Look for a Business class option. 6) Decide to save money for the cruise and book Economy.","Booking for ORD-MIA Economy is completed."
|
||||
airline,The West Coast Hopper (SEA-LAX Business),"You fly this route often and usually pay around $700. 1) Search SEA to LAX. 2) Find the Business Class ticket. 3) Check if the price is near your usual $720 or if it's surged. 4) If it looks expensive, browse other dates to compare. 5) Return to your original desired date and book the Business Class seat.","Booking for SEA-LAX Business is completed."
|
||||
hotel,The Honeymoon Suite (Presidential),"It is your honeymoon. You want the best room available, specifically one with a ""jacuzzi"". 1) Search for a room for 2 people. 2) Identify the ""Presidential Suite"". 3) Click details to confirm the amenities include a jacuzzi. 4) Browse the ""Executive Suite"" just to see what you are upgrading from. 5) Go back to the Presidential Suite, confirm it's the one you want, and book it.","Booking for the Presidential Suite is completed."
|
||||
hotel,The Digital Nomad (Executive),"You are working remotely and strictly need a ""workspace"". 1) Search for a room. 2) Check the ""Executive Suite"" details for a workspace. 3) Check the ""Deluxe Room"" to see if it also has a workspace and is cheaper. 4) Compare the images (if available) or amenity lists of both. 5) Decide the Executive Suite looks more comfortable for a week of work and book it.","Booking for the Executive Suite is completed."
|
||||
hotel,The Safety First (Superior),"You are traveling with valuables and need a ""safe"" in the room. 1) Search for a room. 2) Look at the ""Standard Room"" amenities. Does it have a safe? 3) Look at the ""Superior Room"". Verify it has a safe. 4) Compare the price difference. Is safety worth the extra cost? 5) Decide it is, and book the Superior Room.","Booking for the Superior Room is completed."
|
||||
hotel,The Bachelor Party (Max Occupancy),"You are booking for 4 guys. You want everyone in one room if possible. 1) Search for 4 adults. 2) Find the room that fits 4 people (Presidential). 3) It looks expensive. Go back and search for 2 adults to see the price of a ""Standard Room"". 4) Calculate if booking two Standard Rooms is cheaper than one Presidential. 5) Decide it's too much hassle to manage two bookings and book the Presidential Suite.","Booking for the Presidential Suite is completed."
|
||||
hotel,The Budget Refundable (Junior),"You want a cheap room but your dates might change, so it MUST be refundable. 1) Search for a room. 2) Sort by price or find the cheapest options. 3) Check the ""Standard"" and ""Superior"" rooms. Notice they are likely Non-Refundable. 4) Find the ""Junior Suite"" which is Refundable. 5) Grumble about the price difference but book the Junior Suite because you need the flexibility.","Booking for the Junior Suite is completed."
|
||||
hotel,The View Hunter (Executive),"You want a room with a ""city_view"" or balcony. 1) Search for a room. 2) Check the amenities of the ""Deluxe Room"". 3) Check the amenities of the ""Executive Suite"". 4) Compare the prices. 5) Decide to treat yourself to the Executive Suite for the better view/balcony and book it.","Booking for the Executive Suite is completed."
|
||||
hotel,The Just-A-Bed (Standard),"You just need a place to crash. Lowest price wins. 1) Search for a room. 2) Identify the absolute cheapest option (Standard Room). 3) Click details just to make sure it has ""wifi"". 4) Briefly glance at the ""Superior Room"" to see if the upgrade is <$10. 5) If not, go back and book the Standard Room immediately.","Booking for the Standard Room is completed."
|
||||
hotel,The Family Vacation (Deluxe),"You are traveling with a child. You need a room that isn't too cramped but not a suite. 1) Search for 2 adults, 1 child. 2) Look at the ""Deluxe Room"". 3) Check the amenities for ""coffee_maker"" (parents need coffee). 4) Compare it with the ""Junior Suite"". 5) Decide the Deluxe Room is sufficient value and book it.","Booking for the Deluxe Room is completed."
|
||||
hotel,The Long Stay (Junior),"You are staying for 7 nights. You want something nicer than a standard room but affordable. 1) Search for a room. 2) Look at the ""Junior Suite"". 3) Check the amenities for a ""mini_fridge"" or similar. 4) Compare the total cost for 7 nights against your budget. 5) Hesitate and look at the ""Standard Room"" price. 6) Decide the extra space of the Junior Suite is worth it for a long stay and book it.","Booking for the Junior Suite is completed."
|
||||
hotel,The Last Minute Panic (Superior),"It's late and you need a room for tonight. 1) Search for a room for 1 person. 2) You recognize the ""Superior Room"" brand. 3) Click it. 4) Quickly verify check-in times or details. 5) Don't overthink it—book the Superior Room as fast as possible.","Booking for the Superior Room is completed."
|
||||
|
321
docs/index.html
321
docs/index.html
@@ -17,8 +17,8 @@
|
||||
<meta property="og:site_name" content="PHANTOM Research">
|
||||
<meta property="og:title" content="PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms">
|
||||
<meta property="og:description" content="Developing pricing heuristics to protect e-commerce platforms from systematic exploitation by LLM agents in dynamic pricing environments through behavioral signature detection.">
|
||||
<meta property="og:url" content="https://velocitatem.github.io/PHANTOM/">
|
||||
<meta property="og:image" content="https://raw.githubusercontent.com/velocitatem/PHANTOM/main/docs/static/images/carousel1.jpg">
|
||||
<meta property="og:url" content="TODO">
|
||||
<meta property="og:image" content="TODO">
|
||||
<meta property="og:image:width" content="1200">
|
||||
<meta property="og:image:height" content="630">
|
||||
<meta property="og:image:alt" content="PHANTOM Research Preview">
|
||||
@@ -30,27 +30,34 @@
|
||||
|
||||
<!-- Twitter -->
|
||||
<meta name="twitter:card" content="summary_large_image">
|
||||
<meta name="twitter:site" content="@velocitatem">
|
||||
<meta name="twitter:creator" content="@velocitatem">
|
||||
<meta name="twitter:title" content="PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms">
|
||||
<meta name="twitter:description" content="A thesis project on defending dynamic pricing against LLM-driven reconnaissance and transaction orchestration.">
|
||||
<meta name="twitter:image" content="https://raw.githubusercontent.com/velocitatem/PHANTOM/main/docs/static/images/carousel1.jpg">
|
||||
<meta name="twitter:image:alt" content="PHANTOM research visual">
|
||||
<!-- TODO: Replace with your lab/institution Twitter handle -->
|
||||
<meta name="twitter:site" content="@YOUR_TWITTER_HANDLE">
|
||||
<!-- TODO: Replace with first author's Twitter handle -->
|
||||
<meta name="twitter:creator" content="@AUTHOR_TWITTER_HANDLE">
|
||||
<!-- TODO: Same as paper title above -->
|
||||
<meta name="twitter:title" content="PAPER_TITLE">
|
||||
<!-- TODO: Same as description above -->
|
||||
<meta name="twitter:description" content="BRIEF_DESCRIPTION_OF_YOUR_RESEARCH_CONTRIBUTION_AND_FINDINGS">
|
||||
<!-- TODO: Same as social preview image above -->
|
||||
<meta name="twitter:image" content="https://YOUR_DOMAIN.com/static/images/social_preview.png">
|
||||
<meta name="twitter:image:alt" content="PAPER_TITLE - Research Preview">
|
||||
|
||||
<!-- Academic/Research Specific -->
|
||||
<meta name="citation_title" content="Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms">
|
||||
<meta name="citation_author" content="Rösel, Daniel">
|
||||
<meta name="citation_publication_date" content="2025">
|
||||
<meta name="citation_conference_title" content="IE University Bachelor's Thesis">
|
||||
<meta name="citation_pdf_url" content="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf">
|
||||
<meta name="citation_pdf_url" content="TODO">
|
||||
|
||||
<!-- Additional SEO -->
|
||||
<meta name="theme-color" content="#303030">
|
||||
<meta name="msapplication-TileColor" content="#303030">
|
||||
<meta name="theme-color" content="#2563eb">
|
||||
<meta name="msapplication-TileColor" content="#2563eb">
|
||||
<meta name="apple-mobile-web-app-capable" content="yes">
|
||||
<meta name="apple-mobile-web-app-status-bar-style" content="default">
|
||||
|
||||
<!-- Preconnect for performance -->
|
||||
<link rel="preconnect" href="https://fonts.googleapis.com">
|
||||
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
|
||||
<link rel="preconnect" href="https://ajax.googleapis.com">
|
||||
<link rel="preconnect" href="https://documentcloud.adobe.com">
|
||||
<link rel="preconnect" href="https://cdn.jsdelivr.net">
|
||||
@@ -80,6 +87,9 @@
|
||||
<link rel="stylesheet" href="https://cdn.jsdelivr.net/gh/jpswalsh/academicons@1/css/academicons.min.css">
|
||||
</noscript>
|
||||
|
||||
<!-- Fonts - Optimized loading -->
|
||||
<link href="https://fonts.googleapis.com/css2?family=Inter:wght@400;500;600;700;800&display=swap" rel="stylesheet">
|
||||
|
||||
<!-- Defer non-critical JavaScript -->
|
||||
<script defer src="https://ajax.googleapis.com/ajax/libs/jquery/3.5.1/jquery.min.js"></script>
|
||||
<script defer src="https://documentcloud.adobe.com/view-sdk/main.js"></script>
|
||||
@@ -93,42 +103,50 @@
|
||||
{
|
||||
"@context": "https://schema.org",
|
||||
"@type": "ScholarlyArticle",
|
||||
"headline": "PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms",
|
||||
"description": "Research on preserving dynamic pricing integrity under LLM-mediated reconnaissance and purchasing behavior.",
|
||||
"headline": "PAPER_TITLE",
|
||||
"description": "BRIEF_DESCRIPTION_OF_YOUR_RESEARCH_CONTRIBUTION_AND_FINDINGS",
|
||||
"author": [
|
||||
{
|
||||
"@type": "Person",
|
||||
"name": "Daniel Rösel",
|
||||
"name": "FIRST_AUTHOR_NAME",
|
||||
"affiliation": {
|
||||
"@type": "Organization",
|
||||
"name": "IE University"
|
||||
"name": "INSTITUTION_NAME"
|
||||
}
|
||||
},
|
||||
{
|
||||
"@type": "Person",
|
||||
"name": "SECOND_AUTHOR_NAME",
|
||||
"affiliation": {
|
||||
"@type": "Organization",
|
||||
"name": "INSTITUTION_NAME"
|
||||
}
|
||||
}
|
||||
],
|
||||
"datePublished": "2025-01-01",
|
||||
"datePublished": "2024-01-01",
|
||||
"publisher": {
|
||||
"@type": "Organization",
|
||||
"name": "IE University"
|
||||
"name": "CONFERENCE_OR_JOURNAL_NAME"
|
||||
},
|
||||
"url": "https://velocitatem.github.io/PHANTOM/",
|
||||
"image": "https://raw.githubusercontent.com/velocitatem/PHANTOM/main/docs/static/images/carousel1.jpg",
|
||||
"keywords": ["dynamic pricing", "llm agents", "e-commerce", "distributionally robust optimization", "reinforcement learning"],
|
||||
"abstract": "This thesis formalizes Cost of Information erosion under agentic reconnaissance, learns separable human and agent behavior kernels, and trains contamination-aware robust pricing policies.",
|
||||
"citation": "Rösel, Daniel. PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms. IE University, 2025.",
|
||||
"url": "https://YOUR_DOMAIN.com/YOUR_PROJECT_PAGE",
|
||||
"image": "https://YOUR_DOMAIN.com/static/images/social_preview.png",
|
||||
"keywords": ["KEYWORD1", "KEYWORD2", "KEYWORD3", "machine learning", "computer vision"],
|
||||
"abstract": "FULL_ABSTRACT_TEXT_HERE",
|
||||
"citation": "BIBTEX_CITATION_HERE",
|
||||
"isAccessibleForFree": true,
|
||||
"license": "https://creativecommons.org/licenses/by/4.0/",
|
||||
"mainEntity": {
|
||||
"@type": "WebPage",
|
||||
"@id": "https://velocitatem.github.io/PHANTOM/"
|
||||
"@id": "https://YOUR_DOMAIN.com/YOUR_PROJECT_PAGE"
|
||||
},
|
||||
"about": [
|
||||
{
|
||||
"@type": "Thing",
|
||||
"name": "Dynamic Pricing"
|
||||
"name": "RESEARCH_AREA_1"
|
||||
},
|
||||
{
|
||||
"@type": "Thing",
|
||||
"name": "Agent Behavior Modeling"
|
||||
"name": "RESEARCH_AREA_2"
|
||||
}
|
||||
]
|
||||
}
|
||||
@@ -140,7 +158,8 @@
|
||||
"@context": "https://schema.org",
|
||||
"@type": "Organization",
|
||||
"name": "IE University",
|
||||
"url": "https://www.ie.edu"
|
||||
"url": "https://www.ie.edu",
|
||||
"logo": "TODO"
|
||||
}
|
||||
</script>
|
||||
</head>
|
||||
@@ -154,80 +173,45 @@
|
||||
|
||||
<!-- More Works Dropdown -->
|
||||
<div class="more-works-container">
|
||||
<button class="more-works-btn" onclick="toggleMoreWorks()" title="View project links and artifacts">
|
||||
<button class="more-works-btn" onclick="toggleMoreWorks()" title="View More Works from Our Lab">
|
||||
<i class="fas fa-flask"></i>
|
||||
Project Links
|
||||
More Works
|
||||
<i class="fas fa-chevron-down dropdown-arrow"></i>
|
||||
</button>
|
||||
<div class="more-works-dropdown" id="moreWorksDropdown">
|
||||
<div class="dropdown-header">
|
||||
<h4>Project Links</h4>
|
||||
<h4>More Works from Our Lab</h4>
|
||||
<button class="close-btn" onclick="toggleMoreWorks()">
|
||||
<i class="fas fa-times"></i>
|
||||
</button>
|
||||
</div>
|
||||
<div class="works-list">
|
||||
<a href="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" class="work-item" target="_blank">
|
||||
<!-- TODO: Replace with your lab's related works -->
|
||||
<a href="https://arxiv.org/abs/PAPER_ID_1" class="work-item" target="_blank">
|
||||
<div class="work-info">
|
||||
<h5>Thesis PDF</h5>
|
||||
<p>Latest public build of the full thesis document.</p>
|
||||
<span class="work-venue">IE University, 2025</span>
|
||||
<!-- TODO: Replace with actual paper title -->
|
||||
<h5>Paper Title 1</h5>
|
||||
<!-- TODO: Replace with brief description -->
|
||||
<p>Brief description of the work and its main contribution.</p>
|
||||
<!-- TODO: Replace with venue and year -->
|
||||
<span class="work-venue">Conference/Journal 2024</span>
|
||||
</div>
|
||||
<i class="fas fa-external-link-alt"></i>
|
||||
</a>
|
||||
<a href="https://github.com/velocitatem/PHANTOM" class="work-item" target="_blank">
|
||||
<!-- TODO: Add more related works or remove extra items -->
|
||||
<a href="https://arxiv.org/abs/PAPER_ID_2" class="work-item" target="_blank">
|
||||
<div class="work-info">
|
||||
<h5>PHANTOM Repository</h5>
|
||||
<p>Monorepo with paper source, platform code, and experiments.</p>
|
||||
<span class="work-venue">Open Source</span>
|
||||
<h5>Paper Title 2</h5>
|
||||
<p>Brief description of the work and its main contribution.</p>
|
||||
<span class="work-venue">Conference/Journal 2023</span>
|
||||
</div>
|
||||
<i class="fas fa-external-link-alt"></i>
|
||||
</a>
|
||||
<a href="documentation/" class="work-item">
|
||||
<a href="https://arxiv.org/abs/PAPER_ID_3" class="work-item" target="_blank">
|
||||
<div class="work-info">
|
||||
<h5>Documentation</h5>
|
||||
<p>Operator setup, configuration, architecture, and research pipeline (MkDocs).</p>
|
||||
<span class="work-venue">Platform</span>
|
||||
</div>
|
||||
<i class="fas fa-book"></i>
|
||||
</a>
|
||||
<a href="https://github.com/velocitatem/p4p" class="work-item" target="_blank">
|
||||
<div class="work-info">
|
||||
<h5>P4P Interaction Layer</h5>
|
||||
<p>Reusable storefront and logging layer released for replication.</p>
|
||||
<span class="work-venue">Public Artifact</span>
|
||||
</div>
|
||||
<i class="fas fa-external-link-alt"></i>
|
||||
</a>
|
||||
<a href="https://phantom-hotel.vercel.app" class="work-item" target="_blank">
|
||||
<div class="work-info">
|
||||
<h5>Hotel Mode Demo</h5>
|
||||
<p>Public deployment of the hotel-style experiment interface.</p>
|
||||
<span class="work-venue">Live Demo</span>
|
||||
</div>
|
||||
<i class="fas fa-external-link-alt"></i>
|
||||
</a>
|
||||
<a href="https://phantom-airline.vercel.app" class="work-item" target="_blank">
|
||||
<div class="work-info">
|
||||
<h5>Airline Mode Demo</h5>
|
||||
<p>Public deployment of the airline-style experiment interface.</p>
|
||||
<span class="work-venue">Live Demo</span>
|
||||
</div>
|
||||
<i class="fas fa-external-link-alt"></i>
|
||||
</a>
|
||||
<a href="https://blog.alves.world/series/phantom" class="work-item" target="_blank">
|
||||
<div class="work-info">
|
||||
<h5>Blog Series</h5>
|
||||
<p>Behind-the-scenes posts covering thesis process, tooling, and insights.</p>
|
||||
<span class="work-venue">To Boldly Code</span>
|
||||
</div>
|
||||
<i class="fas fa-external-link-alt"></i>
|
||||
</a>
|
||||
<a href="goals/README.md" class="work-item" target="_blank">
|
||||
<div class="work-info">
|
||||
<h5>Goal Library</h5>
|
||||
<p>Task definitions used to assign actor objectives in experiments.</p>
|
||||
<span class="work-venue">Experiment Design</span>
|
||||
<h5>Paper Title 3</h5>
|
||||
<p>Brief description of the work and its main contribution.</p>
|
||||
<span class="work-venue">Conference/Journal 2023</span>
|
||||
</div>
|
||||
<i class="fas fa-external-link-alt"></i>
|
||||
</a>
|
||||
@@ -242,30 +226,21 @@
|
||||
<div class="columns is-centered">
|
||||
<div class="column has-text-centered">
|
||||
<h1 class="title is-1 publication-title">Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms</h1>
|
||||
<div class="is-size-5 publication-authors author-names">
|
||||
<div class="is-size-5 publication-authors">
|
||||
<span class="author-block">
|
||||
<a href="https://alves.world" target="_blank">Daniel Rösel</a></span>
|
||||
</div>
|
||||
|
||||
<div class="is-size-5 publication-authors author-meta">
|
||||
<div class="is-size-5 publication-authors">
|
||||
<span class="author-block">IE University<br>Bachelor's Thesis 2025</span>
|
||||
<span class="eql-cntrb">Advisor: Alberto Martín Izquierdo</span>
|
||||
<span class="eql-cntrb"><small><br>Advisor: <a href="SECOND AUTHOR PERSONAL LINK" target="_blank">Alberto Martín Izquierdo</a></small></span>
|
||||
</div>
|
||||
|
||||
<div class="column has-text-centered">
|
||||
<div class="publication-links">
|
||||
<!-- TODO: Update with your arXiv paper ID -->
|
||||
<span class="link-block">
|
||||
<a href="https://blog.alves.world/series/phantom" target="_blank"
|
||||
class="external-link button is-normal is-rounded is-dark">
|
||||
<span class="icon">
|
||||
<i class="fas fa-blog"></i>
|
||||
</span>
|
||||
<span>Blog Series</span>
|
||||
</a>
|
||||
</span>
|
||||
|
||||
<span class="link-block">
|
||||
<a href="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" target="_blank"
|
||||
<a href="https://arxiv.org/pdf/<ARXIV PAPER ID>.pdf" target="_blank"
|
||||
class="external-link button is-normal is-rounded is-dark">
|
||||
<span class="icon">
|
||||
<i class="fas fa-file-pdf"></i>
|
||||
@@ -274,13 +249,14 @@
|
||||
</a>
|
||||
</span>
|
||||
|
||||
<!-- TODO: Add your supplementary material PDF or remove this section -->
|
||||
<span class="link-block">
|
||||
<a href="https://huggingface.co/datasets/velocitatem/whoclickedit" target="_blank"
|
||||
<a href="static/pdfs/supplementary_material.pdf" target="_blank"
|
||||
class="external-link button is-normal is-rounded is-dark">
|
||||
<span class="icon">
|
||||
<i class="fas fa-database"></i>
|
||||
<i class="fas fa-file-pdf"></i>
|
||||
</span>
|
||||
<span>Dataset</span>
|
||||
<span>Supplementary</span>
|
||||
</a>
|
||||
</span>
|
||||
|
||||
@@ -294,44 +270,43 @@
|
||||
</a>
|
||||
</span>
|
||||
|
||||
<!-- TODO: Update with your arXiv paper ID -->
|
||||
<span class="link-block">
|
||||
<a href="https://phantom-hotel.vercel.app" target="_blank"
|
||||
<a href="https://arxiv.org/abs/<ARXIV PAPER ID>" target="_blank"
|
||||
class="external-link button is-normal is-rounded is-dark">
|
||||
<span class="icon">
|
||||
<i class="fas fa-globe"></i>
|
||||
<i class="ai ai-arxiv"></i>
|
||||
</span>
|
||||
<span>Hotel Demo</span>
|
||||
<span>arXiv</span>
|
||||
</a>
|
||||
</span>
|
||||
|
||||
<span class="link-block">
|
||||
<a href="https://phantom-airline.vercel.app" target="_blank"
|
||||
class="external-link button is-normal is-rounded is-dark">
|
||||
<span class="icon">
|
||||
<i class="fas fa-plane"></i>
|
||||
</span>
|
||||
<span>Airline Demo</span>
|
||||
</a>
|
||||
</span>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
|
||||
<section class="hero teaser">
|
||||
<div class="container is-max-desktop">
|
||||
<div class="hero-body">
|
||||
<div class="publication-banner">
|
||||
<img src="static/images/banner.svg" alt="PHANTOM teaser diagram connecting vulnerability, behavioral signal, and robust control" width="1920" height="1080" decoding="async" style="display:block; width:100%; height:auto;" onerror="this.onerror=null;this.src='static/images/carousel2.jpg';"/>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
|
||||
<!-- Teaser video-->
|
||||
<section class="hero teaser">
|
||||
<div class="container is-max-desktop">
|
||||
<div class="hero-body">
|
||||
<!-- TODO: Replace with your teaser video -->
|
||||
<video poster="" id="tree" autoplay controls muted loop height="100%" preload="metadata">
|
||||
<!-- TODO: Add your video file path here -->
|
||||
<source src="static/videos/banner_video.mp4" type="video/mp4">
|
||||
</video>
|
||||
<!-- TODO: Replace with your video description -->
|
||||
<h2 class="subtitle has-text-centered">
|
||||
Aliquam vitae elit ullamcorper tellus egestas pellentesque. Ut lacus tellus, maximus vel lectus at, placerat pretium mi. Maecenas dignissim tincidunt vestibulum. Sed consequat hendrerit nisl ut maximus.
|
||||
</h2>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
<!-- End teaser video -->
|
||||
|
||||
<!-- Paper abstract -->
|
||||
<section class="section hero is-light">
|
||||
<div class="container is-max-desktop">
|
||||
@@ -340,13 +315,7 @@
|
||||
<h2 class="title is-3">Abstract</h2>
|
||||
<div class="content has-text-justified">
|
||||
<p>
|
||||
Dynamic pricing extracts margin by exploiting the gap between what a platform knows and what a buyer knows. A user who browses a hotel across several sessions signals intent; the platform raises the price accordingly. That information asymmetry — the <em>Cost of Information</em> — is the economic engine behind session-based pricing in travel, hospitality, and e-commerce.
|
||||
</p>
|
||||
<p>
|
||||
LLM agents break the engine. An agent conducting reconnaissance in isolated sessions accumulates zero demand signal, then routes the purchase through a clean session at the floor price. As the number of independent querying agents grows, the realizable price converges to its minimum order statistic and COI collapses to zero. This is not a future risk; it is a structural failure mode in any pricing system that treats sessions independently.
|
||||
</p>
|
||||
<p>
|
||||
PHANTOM formalizes the failure, measures it on real human and agent interaction data, and builds a defense. We prove the COI erosion theorem, collect 29 labeled sessions (13 human, 16 agent) across hotel and airline storefronts under goal-driven tasks, learn class-specific Markov transition kernels, and train a Distributionally Robust RL pricing policy over a Wasserstein ambiguity set. Behavioral separability is statistically significant (Mann–Whitney <em>U</em> = 2.0, <em>p</em> = 0.0006). The per-session agent probability signal <em>f</em>(τ) feeds directly into the robust policy reward as a COI-leakage penalty.
|
||||
The primary objective of this thesis is to develop and validate pricing heuristics that protect e-commerce platforms from systematic exploitation by Large Language Model (LLM) agents within dynamic pricing environments. As AI agents increasingly mediate consumer transactions, they enable users to circumvent the Cost of Information (the price premium accumulated through demand signal expression) by conducting reconnaissance in isolated sessions before executing purchases through clean sessions at base prices. This research will make an anticipatory contribution by adapting recommendation system methodologies to distinguish between genuine human browsing behaviour and agent-orchestrated information gathering, thereby enabling pricing systems to maintain margin integrity without degrading the user experience for legitimate customers or getting rid of leads generated by LLMs.
|
||||
</p>
|
||||
</div>
|
||||
</div>
|
||||
@@ -355,102 +324,97 @@
|
||||
</section>
|
||||
<!-- End paper abstract -->
|
||||
|
||||
<section class="section">
|
||||
<div class="container is-max-desktop">
|
||||
<div class="content has-text-justified">
|
||||
<h2 class="title is-3 has-text-centered">How it works</h2>
|
||||
<p>
|
||||
The methodology runs in three stages: observe, distinguish, defend.
|
||||
</p>
|
||||
|
||||
<h3 class="title is-4">Stage 1 — Observe</h3>
|
||||
<p>
|
||||
Both human participants and LLM agents are assigned goal-driven tasks on a live instrumented storefront (hotel or airline mode). Every interaction is logged as a timestamped event tuple <code>(action, item, timestamp)</code>. Actions are partitioned into four semantic categories — cart, dwell, navigation, filter — with decreasing signal weights (4.0, 2.0, 1.0, 0.5) calibrated by the KL divergence between human and agent transition rows. Price quotes are streamed to a separate Kafka topic, enabling joint analysis of behavior and pricing exposure. The platform runs a surge-discount heuristic during collection to expose participants to state-dependent prices.
|
||||
</p>
|
||||
|
||||
<h3 class="title is-4">Stage 2 — Distinguish</h3>
|
||||
<p>
|
||||
From the labeled session trajectories, we estimate class-specific Markov transition kernels <em>T̂<sub>H</sub></em> and <em>T̂<sub>A</sub></em> by maximum likelihood. For any new partial trajectory τ', we compute KL divergence to each prototype:
|
||||
</p>
|
||||
<p style="text-align:center; font-style:italic; margin: 1rem 0;">
|
||||
Δ<sub>H</sub> = D<sub>KL</sub>(T̂' ∥ T̄<sub>H</sub>), Δ<sub>A</sub> = D<sub>KL</sub>(T̂' ∥ T̄<sub>A</sub>)
|
||||
</p>
|
||||
<p>
|
||||
The gap score <em>g</em>(τ') = Δ<sub>H</sub> − Δ<sub>A</sub> maps to a weak agent probability via a temperature-controlled logistic function: <em>f</em>(τ') = σ((Δ<sub>H</sub> − Δ<sub>A</sub>) / T). This is a continuous signal, not a binary bot flag. The Mann–Whitney test on gap scores between the 13-human and 16-agent cohorts yields U = 2.0, p = 0.0006 — the behavioral distributions are well separated.
|
||||
</p>
|
||||
|
||||
<h3 class="title is-4">Stage 3 — Defend</h3>
|
||||
<p>
|
||||
A contamination generator G(α) mixes real human trajectories with synthetic agent trajectories drawn from <em>T̂<sub>A</sub></em> to produce training distributions at any contamination level α ∈ [0, 1]. The pricing policy is trained as a Stackelberg leader against a Wasserstein ambiguity set around the generator's empirical distribution, minimizing worst-case regret over plausible demand shifts. The per-step reward penalizes COI leakage — weighted by <em>f</em>(τ') — while a UX index bounds harm to legitimate users. Sweeps ran across 384 TPU chips (v4, v5e, v6e Trillium) covering six contamination levels and multiple algorithm variants (PPO, A2C, DQN, Q-table).
|
||||
</p>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
|
||||
|
||||
<!-- Image carousel -->
|
||||
<!--
|
||||
<section class="hero is-small">
|
||||
<div class="hero-body">
|
||||
<div class="container">
|
||||
<div id="results-carousel" class="carousel results-carousel">
|
||||
<div class="item">
|
||||
<!-- TODO: Replace with your research result images -->
|
||||
<img src="static/images/carousel1.jpg" alt="First research result visualization" loading="lazy"/>
|
||||
<!-- TODO: Replace with description of this result -->
|
||||
<h2 class="subtitle has-text-centered">
|
||||
Early simulator traces showing how policy choice can push prices toward aggressive high-end regimes.
|
||||
First image description.
|
||||
</h2>
|
||||
</div>
|
||||
<div class="item">
|
||||
<!-- Your image here -->
|
||||
<img src="static/images/carousel2.jpg" alt="Second research result visualization" loading="lazy"/>
|
||||
<h2 class="subtitle has-text-centered">
|
||||
Human and agent behavior diverge at the transition-kernel level, enabling usable session-level separability.
|
||||
Second image description.
|
||||
</h2>
|
||||
</div>
|
||||
<div class="item">
|
||||
<!-- Your image here -->
|
||||
<img src="static/images/carousel3.jpg" alt="Third research result visualization" loading="lazy"/>
|
||||
<h2 class="subtitle has-text-centered">
|
||||
End-to-end architecture linking web interactions, pricing queries, event streams, and model updates.
|
||||
Third image description.
|
||||
</h2>
|
||||
</div>
|
||||
<div class="item">
|
||||
<!-- Your image here -->
|
||||
<img src="static/images/carousel4.jpg" alt="Fourth research result visualization" loading="lazy"/>
|
||||
<h2 class="subtitle has-text-centered">
|
||||
Contamination-aware evaluation compares robust and non-robust pricing behavior across alpha sweeps.
|
||||
Fourth image description.
|
||||
</h2>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
-->
|
||||
<!-- End image carousel -->
|
||||
|
||||
|
||||
|
||||
|
||||
<!-- Youtube video -->
|
||||
<section class="hero is-small is-light">
|
||||
<div class="hero-body">
|
||||
<div class="container">
|
||||
<!-- Paper video. -->
|
||||
<h2 class="title is-3">Video Presentation</h2>
|
||||
<div class="columns is-centered has-text-centered">
|
||||
<div class="column is-four-fifths">
|
||||
|
||||
<div class="publication-video">
|
||||
<!-- TODO: Replace with your YouTube video ID -->
|
||||
<iframe src="https://www.youtube.com/embed/JkaxUblCGz0" frameborder="0" allow="autoplay; encrypted-media" allowfullscreen></iframe>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</section>
|
||||
<!-- End youtube video -->
|
||||
|
||||
|
||||
<!-- Video carousel -->
|
||||
<section class="hero is-small">
|
||||
<div class="hero-body">
|
||||
<div class="container">
|
||||
<h2 class="title is-3">Defense Scenes</h2>
|
||||
<div id="videos-carousel" class="carousel results-carousel">
|
||||
<h2 class="title is-3">Another Carousel</h2>
|
||||
<div id="results-carousel" class="carousel results-carousel">
|
||||
<div class="item item-video1">
|
||||
<!-- TODO: Add poster image for better preview -->
|
||||
<video poster="" id="video1" controls muted loop height="100%" preload="metadata">
|
||||
<source src="static/videos/COIFirstPrinciplesScene.mp4" type="video/mp4">
|
||||
<!-- Your video file here -->
|
||||
<source src="static/videos/carousel1.mp4" type="video/mp4">
|
||||
</video>
|
||||
<h2 class="subtitle has-text-centered">COI from first principles.</h2>
|
||||
</div>
|
||||
<div class="item item-video2">
|
||||
<!-- TODO: Add poster image for better preview -->
|
||||
<video poster="" id="video2" controls muted loop height="100%" preload="metadata">
|
||||
<source src="static/videos/BehaviorKernelConstructionScene.mp4" type="video/mp4">
|
||||
<!-- Your video file here -->
|
||||
<source src="static/videos/carousel2.mp4" type="video/mp4">
|
||||
</video>
|
||||
<h2 class="subtitle has-text-centered">Behavioral kernel construction: learning how humans and agents differ.</h2>
|
||||
</div>
|
||||
<div class="item item-video3">
|
||||
<!-- TODO: Add poster image for better preview -->
|
||||
<video poster="" id="video3" controls muted loop height="100%" preload="metadata">
|
||||
<source src="static/videos/RobustControlScene.mp4" type="video/mp4">
|
||||
<!-- Your video file here -->
|
||||
<source src="static/videos/carousel3.mp4" type="video/mp4">
|
||||
</video>
|
||||
<h2 class="subtitle has-text-centered">Distributionally robust control loop.</h2>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
@@ -466,10 +430,11 @@
|
||||
<!-- Paper poster -->
|
||||
<section class="hero is-small is-light">
|
||||
<div class="hero-body">
|
||||
<div class="container">
|
||||
<h2 class="title">Full Thesis</h2>
|
||||
<div class="container">
|
||||
<h2 class="title">Poster</h2>
|
||||
|
||||
<iframe title="PHANTOM thesis PDF" src="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" width="100%" height="550">
|
||||
<!-- TODO: Replace with your poster PDF -->
|
||||
<iframe src="static/pdfs/sample.pdf" width="100%" height="550">
|
||||
</iframe>
|
||||
|
||||
</div>
|
||||
@@ -491,7 +456,7 @@
|
||||
</div>
|
||||
<pre id="bibtex-code"><code>@thesis{Rosel2025PHANTOM,
|
||||
title={Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms},
|
||||
author={Rösel, Daniel},
|
||||
author={R{\"o}sel, Daniel},
|
||||
school={IE University},
|
||||
year={2025},
|
||||
address={Madrid, Spain},
|
||||
|
||||
@@ -1,53 +0,0 @@
|
||||
site_name: PHANTOM Platform
|
||||
site_description: Operator and research documentation for the PHANTOM dynamic pricing research platform.
|
||||
site_url: https://velocitatem.github.io/PHANTOM/documentation/
|
||||
site_author: Daniel Rösel
|
||||
|
||||
repo_url: https://github.com/velocitatem/PHANTOM
|
||||
repo_name: velocitatem/PHANTOM
|
||||
|
||||
docs_dir: src
|
||||
site_dir: documentation
|
||||
strict: true
|
||||
|
||||
theme:
|
||||
name: material
|
||||
palette:
|
||||
- scheme: default
|
||||
primary: indigo
|
||||
toggle:
|
||||
icon: material/brightness-7
|
||||
name: Switch to dark mode
|
||||
- scheme: slate
|
||||
primary: indigo
|
||||
toggle:
|
||||
icon: material/brightness-4
|
||||
name: Switch to light mode
|
||||
features:
|
||||
- navigation.instant
|
||||
- navigation.tracking
|
||||
- content.code.copy
|
||||
- search.suggest
|
||||
- search.highlight
|
||||
|
||||
nav:
|
||||
- Home: index.md
|
||||
- Setup: platform-setup.md
|
||||
- Business overview: business.md
|
||||
- Architecture: architecture.md
|
||||
- Configuration: configuration.md
|
||||
- Glossary: glossary.md
|
||||
- Roadmap & implementation notes: roadmap.md
|
||||
|
||||
markdown_extensions:
|
||||
- pymdownx.snippets:
|
||||
base_path:
|
||||
- ..
|
||||
- pymdownx.superfences
|
||||
- admonition
|
||||
- tables
|
||||
- toc:
|
||||
permalink: true
|
||||
|
||||
plugins:
|
||||
- search
|
||||
@@ -1 +0,0 @@
|
||||
mkdocs-material>=9.5,<10
|
||||
@@ -1,30 +0,0 @@
|
||||
# Architecture
|
||||
|
||||
## System map
|
||||
|
||||
```mermaid
|
||||
flowchart LR
|
||||
U[Human / Agent Browser] --> W[Next.js Web App]
|
||||
W -->|Price requests| P[Pricing Provider]
|
||||
W -->|Interaction events| B[Backend Ingest API]
|
||||
B --> K[Kafka]
|
||||
K --> A[Airflow + Worker Jobs]
|
||||
A --> R[Redis Model Registry]
|
||||
P -->|Session/global prices| W
|
||||
E[Research Engine + Experiments] --> A
|
||||
E --> R
|
||||
```
|
||||
|
||||
|
||||
|
||||
## Event and training path (conceptual)
|
||||
|
||||
1. **Online:** The browser emits events; the backend publishes to **Kafka**; schedulers and workers consume for ETL and model registry updates.
|
||||
2. **Offline:** Notebooks and scripts under `experiments/` transform logs; `**engine/`** runs simulations, training, and benchmarks; artifacts land under paths from `[lib/config.py](https://github.com/velocitatem/PHANTOM/blob/main/lib/config.py)`.
|
||||
3. **Feedback:** Trained or rule-based policies surface through the **pricing provider** to the web app.
|
||||
|
||||
## Where to read more
|
||||
|
||||
- Ports and health checks: [README](https://github.com/velocitatem/PHANTOM/blob/main/README.md) and [Configuration](configuration.md).
|
||||
- Formal notation for sessions, $\hat{q}$, and mixture demand: **Chapter 3 (Methodology)** in the thesis PDF.
|
||||
|
||||
@@ -1,39 +0,0 @@
|
||||
# Business overview
|
||||
|
||||
Dynamic pricing extracts margin by exploiting the information asymmetry between buyer and seller. When a user browses a flight or hotel across multiple sessions, each interaction accumulates demand signals that push the quoted price upward. That is the mechanism working as intended.
|
||||
|
||||
LLM agents break it. An agent can conduct reconnaissance—across dozens of isolated sessions, at machine speed—and then execute a purchase through a clean session that looks like a first-time visitor. The platform sees a low-engagement session and quotes a floor price. The margin that should have been captured, the **Cost of Information (COI)**, vanishes. At scale this is not a theoretical concern; it is a structural leak in any session-based pricing system.
|
||||
|
||||
**PHANTOM is a research platform for studying and defending against that leak.**
|
||||
|
||||
## Who it is for
|
||||
|
||||
| Role | What they get |
|
||||
|---|---|
|
||||
| Pricing and revenue researchers | A controlled lab with instrumented human and agent sessions, behavioral kernel estimation, and contamination simulation at configurable levels |
|
||||
| Platform engineers evaluating agent risk | A concrete pipeline from behavioral event logs to a per-session agent-probability signal, ready to feed into an existing pricing provider |
|
||||
| RL practitioners | A Distributionally Robust RL gym built on a Wasserstein ambiguity set, with benchmark tiers and sweep tooling out of the box |
|
||||
|
||||
## Core capabilities
|
||||
|
||||
**Behavioral fingerprinting.** PHANTOM logs interaction trajectories at the event level (action, item, timestamp) and fits separate Markov transition kernels for human and agent sessions via MLE. Per-session divergence scores (Δ_H, Δ_A) and a learned agent-probability signal f(τ) are computed on partial trajectories in real time, giving the pricing layer a continuous signal rather than a binary bot flag.
|
||||
|
||||
**Contamination simulation.** The contamination generator G(α) mixes real human trajectories with synthetic agent trajectories at a configurable ratio α. This lets you evaluate pricing robustness across the full spectrum from purely human traffic to fully automated demand, without needing live agent traffic in production.
|
||||
|
||||
**Robust policy training.** The defense gym trains pricing policies against the worst-case demand distribution within a Wasserstein ball around the generator's empirical distribution. The reward function penalizes COI leakage (weighted by agent probability) while bounding UX degradation for legitimate users.
|
||||
|
||||
## The path from logs to defense
|
||||
|
||||
A team: connects their catalog and ingest path → streams interaction events through Kafka → labels or weak-labels sessions → estimates behavioral kernels → varies α in simulation → trains and benchmarks robust policies. The full walkthrough is in [Setup](platform-setup.md).
|
||||
|
||||
## Scope and honest caveats
|
||||
|
||||
This is a **research stack**, not a hosted service:
|
||||
|
||||
- It ships two demo verticals (`hotel`, `airline`); a new catalog requires engineering work on events and reward features.
|
||||
- Kernel estimates are research-grade until validated on your traffic distribution.
|
||||
- There is no built-in compliance layer for regulated pricing markets.
|
||||
|
||||
The thesis PDF contains the formal proofs, the COI erosion theorem, and the full DR-RL formulation. The code operationalizes those constructs—every term in the reward function maps to something computed from your logs.
|
||||
|
||||
**Thesis PDF:** [thesis-latest.pdf](https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf) — Introduction and Chapter 3 cover the problem statement, contributions, and formal model.
|
||||
@@ -1,63 +0,0 @@
|
||||
# Configuration reference
|
||||
|
||||
This page condenses tables from `[README.md](https://github.com/velocitatem/PHANTOM/blob/main/README.md)` and points to code. Authoritative env templates: `[.env.example](https://github.com/velocitatem/PHANTOM/blob/main/.env.example)`, `[.env.sweep.example](https://github.com/velocitatem/PHANTOM/blob/main/.env.sweep.example)`.
|
||||
|
||||
## Core runtime (`.env`)
|
||||
|
||||
|
||||
| Variable | Purpose | Typical value |
|
||||
| ------------------------------- | ------------------------------ | ----------------------- |
|
||||
| `STORE_MODE` | Web mode (`hotel` / `airline`) | `hotel` |
|
||||
| `BACKEND_PORT` | Backend API | `5000` |
|
||||
| `PROVIDER_PORT` | Pricing provider | `5001` |
|
||||
| `KAFKA_HOST` | Kafka broker host | `localhost` |
|
||||
| `KAFKA_PORT` | Kafka port | `9092` |
|
||||
| `REDIS_PORT` | Redis port | `6377` |
|
||||
| `REDPANDA_CONSOLE_PORT` | Kafka UI | `8084` (see compose) |
|
||||
| `NEXT_PUBLIC_SUPABASE_URL` | Catalog / data | required for full stack |
|
||||
| `NEXT_PUBLIC_SUPABASE_ANON_KEY` | Catalog / data | required |
|
||||
| `AIRFLOW_FERNET_KEY` | Airflow | required |
|
||||
| `AIRFLOW_SECRET_KEY` | Airflow web | required |
|
||||
|
||||
|
||||
Web client validation: `[web/src/lib/config.ts](https://github.com/velocitatem/PHANTOM/blob/main/web/src/lib/config.ts)`.
|
||||
|
||||
## Training / sweeps (`.env.sweep`)
|
||||
|
||||
|
||||
| Variable | Purpose |
|
||||
| --------------- | ----------------------------------------------- |
|
||||
| `WANDB_API_KEY` | Weights & Biases |
|
||||
| `WANDB_ENTITY` | Optional override |
|
||||
| `WANDB_PROJECT` | Project name (default `capstone`) |
|
||||
| `GITHUB_TOKEN` | Bootstrap / workers |
|
||||
| `SWEEP_ID` | Sweep agents (`train.agent`, `benchmark.agent`) |
|
||||
|
||||
|
||||
## Path overrides (`PHANTOM_*`)
|
||||
|
||||
Defined in `[lib/config.py](https://github.com/velocitatem/PHANTOM/blob/main/lib/config.py)`:
|
||||
|
||||
|
||||
| Variable | Default (conceptual) |
|
||||
| ---------------------------- | ----------------------------------- |
|
||||
| `PHANTOM_DATA_DIR` | `data/` |
|
||||
| `PHANTOM_EXPERIMENTS_DIR` | `experiments/` |
|
||||
| `PHANTOM_SIM_RUNS_DIR` | `sim/rl/runs` |
|
||||
| `PHANTOM_MODEL_REGISTRY_DIR` | `data/models` |
|
||||
| `PHANTOM_COLLECTED_DATA_DIR` | `experiments/agents/collected_data` |
|
||||
|
||||
|
||||
## Makefile entrypoints
|
||||
|
||||
|
||||
| Goal | Command |
|
||||
| ---------------- | ------------------------------------------- |
|
||||
| Platform up/down | `make platform.up` / `make platform.down` |
|
||||
| Web dev | `make web.dev` |
|
||||
| Train | `make train` (+ `LOCAL_TRAIN_ARGS`) |
|
||||
| Benchmark | `make benchmark` (+ `LOCAL_BENCHMARK_ARGS`) |
|
||||
| Docs site | `make docs.platform` |
|
||||
|
||||
|
||||
See `make help` for the full list.
|
||||
@@ -1,17 +0,0 @@
|
||||
# Glossary
|
||||
|
||||
Short definitions point to the thesis **Terminology** appendix in the [PDF](https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf) for full precision.
|
||||
|
||||
| Term | Meaning (operational) |
|
||||
| --- | --- |
|
||||
| **COI (Cost of Information)** | Expected price premium above a floor under the platform’s policy; thesis KPI for pricing power. |
|
||||
| **Trajectory \(\tau_s\)** | Ordered session events used as the behavioral record. |
|
||||
| **Demand proxy \(\hat{q}\)** | Weighted aggregation of actions—what the platform observes instead of true demand. |
|
||||
| **Contamination \(\alpha\)** | Agent share in the mixture demand model (thesis); not automatically “% of bots” in raw logs. |
|
||||
| **Transition kernel \(\hat{\mathcal{T}}\)** | MLE Markov model over behavioral states / events for class \(H\) or \(A\). |
|
||||
| **\(\Delta_H,\Delta_A\)** | Divergence scores vs human/agent prototypes (thesis notation). |
|
||||
| **\(f(\tau)\)** | Weak agent probability from trajectory (implementation: `engine/lib/coi.py`). |
|
||||
| **\(\mathcal{G}(\alpha)\)** | Contamination generator: synthetic agent trajectories to reach mixture level \(\alpha\). |
|
||||
| **DR-RL** | Distributionally robust reinforcement learning training narrative in the thesis. |
|
||||
| **Ambiguity set / Wasserstein** | Robust optimization neighborhood around an empirical demand law. |
|
||||
| **Kappa–Lambda architecture** | Thesis term for streaming (online) vs batch/offline learning loops. |
|
||||
@@ -1,23 +0,0 @@
|
||||
# PHANTOM
|
||||
|
||||
LLM agents are quietly eroding the pricing power of dynamic pricing systems. They conduct reconnaissance across isolated sessions at machine speed and execute purchases through clean sessions that quote floor prices. The margin that should have accumulated never does.
|
||||
|
||||
PHANTOM is a research platform for measuring, simulating, and defending against that erosion. It provides behavioral fingerprinting of human vs agent sessions, a contamination generator for controlled experiments, and a Distributionally Robust RL gym for training pricing policies that hold up under automated demand.
|
||||
|
||||
---
|
||||
|
||||
## Where to start
|
||||
|
||||
| Document | What it covers |
|
||||
| --- | --- |
|
||||
| [Business overview](business.md) | The problem, capabilities, and who this is for |
|
||||
| [Setup](platform-setup.md) | Full bring-up: Docker stack, ingest, behavioral kernels, contamination, RL training |
|
||||
| [Architecture](architecture.md) | Service map and data flow |
|
||||
| [Configuration reference](configuration.md) | Env vars, paths, and Makefile targets |
|
||||
| [Roadmap & notes](roadmap.md) | What is turnkey vs research-grade |
|
||||
|
||||
## Key references
|
||||
|
||||
- **Thesis PDF:** [thesis-latest.pdf](https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf) — formal model, COI erosion proof, DR-RL formulation
|
||||
- **Repo root:** [`SETUP.md`](https://github.com/velocitatem/PHANTOM/blob/main/SETUP.md) | [`README.md`](https://github.com/velocitatem/PHANTOM/blob/main/README.md)
|
||||
- **Academic landing page:** [velocitatem.github.io/PHANTOM/](https://velocitatem.github.io/PHANTOM/)
|
||||
@@ -1,5 +0,0 @@
|
||||
# Setup
|
||||
|
||||
The content below is included from the repository root file `SETUP.md` (single source of truth: platform bring-up, kernels, contamination, RL training, and thesis pointers by chapter).
|
||||
|
||||
--8<-- "SETUP.md"
|
||||
@@ -1,26 +0,0 @@
|
||||
# Roadmap & implementation notes
|
||||
|
||||
This page is the **honesty pass** from the documentation plan: what clients can expect today versus what remains research-heavy.
|
||||
|
||||
## Turnkey in this repository
|
||||
|
||||
- **Local stack:** Docker Compose services for backend, Kafka, Redis, Airflow, pricing provider, etc.; Next.js via `make web.dev` (see [Platform setup](platform-setup.md)).
|
||||
- **Demo verticals:** `hotel` and `airline` storefront modes.
|
||||
- **Engine:** Benchmarks and training entrypoints (`make train`, `make benchmark`), KL-based agent scoring in `[engine/lib/coi.py](https://github.com/velocitatem/PHANTOM/blob/main/engine/lib/coi.py)`, simulator mixing in `[engine/engine.py](https://github.com/velocitatem/PHANTOM/blob/main/engine/engine.py)`.
|
||||
- **Orchestration hooks:** Ray/TPU scripts (`submit_ray_job.sh`, `make tpu.ray.`*), W&B sweep agents, Docker trainer publish target.
|
||||
|
||||
## Usually requires custom engineering
|
||||
|
||||
- **Non-Supabase catalog** or checkout flows without adapting the web + backend contracts.
|
||||
- **Production SLAs** on Kafka, schema registry, or PII boundaries for your jurisdiction.
|
||||
- **Tight coupling** to a legacy pricing engine without mapping its API to the provider abstraction.
|
||||
|
||||
## Thesis vs code
|
||||
|
||||
- The **thesis** states theorems and constructions (COI erosion, kernels, \mathcal{G}(\alpha), DR-RL).
|
||||
- The **codebase** implements a **subset** of that story for experiments: verify CLI flags and simulator assumptions before claiming 1:1 equivalence with every equation.
|
||||
- **Catalog-scale kernel expansion** is discussed in **Chapter 3** with explicit validation caveats—do not assume row-stochasticity and Markov structure are automatically preserved at full product cardinality without review.
|
||||
|
||||
## Suggested client messaging
|
||||
|
||||
Position PHANTOM as a **reproducible research and evaluation stack** for agent-aware pricing, with a path to custom integration—not as a black-box “turn on anti-agent pricing” product without data and engineering investment.
|
||||
1007
docs/static/css/index.css
vendored
1007
docs/static/css/index.css
vendored
File diff suppressed because it is too large
Load Diff
246
docs/static/images/banner.svg
vendored
246
docs/static/images/banner.svg
vendored
@@ -1,246 +0,0 @@
|
||||
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 1920 1080" width="1920" height="1080" style="background-color: #FAFAFA; font-family: 'Helvetica Neue', Helvetica, Arial, sans-serif;">
|
||||
<defs>
|
||||
<!-- Soft Drop Shadow for Panels -->
|
||||
<filter id="shadow" x="-10%" y="-10%" width="130%" height="130%">
|
||||
<feDropShadow dx="2" dy="4" stdDeviation="6" flood-color="#000000" flood-opacity="0.06"/>
|
||||
</filter>
|
||||
<filter id="light-shadow" x="-5%" y="-5%" width="110%" height="110%">
|
||||
<feDropShadow dx="1" dy="2" stdDeviation="2" flood-color="#000000" flood-opacity="0.04"/>
|
||||
</filter>
|
||||
|
||||
<!-- Arrowhead Marker -->
|
||||
<marker id="arrow" viewBox="0 0 10 10" refX="8" refY="5" markerWidth="6" markerHeight="6" orient="auto-start-reverse">
|
||||
<path d="M 0 0 L 10 5 L 0 10 z" fill="#888888" />
|
||||
</marker>
|
||||
<marker id="arrow-dark" viewBox="0 0 10 10" refX="8" refY="5" markerWidth="6" markerHeight="6" orient="auto-start-reverse">
|
||||
<path d="M 0 0 L 10 5 L 0 10 z" fill="#555555" />
|
||||
</marker>
|
||||
</defs>
|
||||
|
||||
<!-- COLUMN DIVIDERS -->
|
||||
<line x1="640" y1="60" x2="640" y2="1020" stroke="#EAEAEA" stroke-width="2" stroke-dasharray="10,10"/>
|
||||
<line x1="1280" y1="60" x2="1280" y2="1020" stroke="#EAEAEA" stroke-width="2" stroke-dasharray="10,10"/>
|
||||
|
||||
|
||||
<!-- ========================================================= -->
|
||||
<!-- COLUMN 1: THE THREAT (COI & SATURATION) -->
|
||||
<!-- ========================================================= -->
|
||||
<text x="60" y="80" font-family="Georgia, serif" font-size="28" font-weight="bold" fill="#333333">1. The Vulnerability</text>
|
||||
<line x1="60" y1="100" x2="580" y2="100" stroke="#DDDDDD" stroke-width="2"/>
|
||||
|
||||
<!-- Top: COI Bell Curve -->
|
||||
<g transform="translate(60, 130)">
|
||||
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Cost of Information from First Principles</text>
|
||||
<text x="0" y="70" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">P ~ π(τ)</text>
|
||||
<text x="0" y="105" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B"><tspan text-decoration="underline">p</tspan> = reservation price</text>
|
||||
<text x="0" y="140" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">M = P - <tspan text-decoration="underline">p</tspan></text>
|
||||
|
||||
<!-- Bell Curve -->
|
||||
<path d="M 40 340 C 140 340, 160 160, 260 160 C 360 160, 380 340, 480 340" stroke="#3AB09E" stroke-width="5" fill="none"/>
|
||||
<line x1="40" y1="340" x2="500" y2="340" stroke="#333" stroke-width="2"/>
|
||||
|
||||
<!-- Markers p and E[P] -->
|
||||
<line x1="150" y1="340" x2="150" y2="160" stroke="#E37862" stroke-width="2" stroke-dasharray="6,4"/>
|
||||
<text x="150" y="375" font-family="Georgia" font-style="italic" font-size="22" fill="#E37862" text-anchor="middle"><tspan text-decoration="underline">p</tspan></text>
|
||||
|
||||
<line x1="260" y1="340" x2="260" y2="160" stroke="#85B589" stroke-width="2" stroke-dasharray="6,4"/>
|
||||
<text x="260" y="375" font-family="Georgia" font-style="italic" font-size="22" fill="#85B589" text-anchor="middle">E[P]</text>
|
||||
|
||||
<!-- COI Annotation -->
|
||||
<line x1="150" y1="150" x2="260" y2="150" stroke="#E37862" stroke-width="2" marker-start="url(#arrow)" marker-end="url(#arrow)"/>
|
||||
<text x="310" y="138" font-size="16" fill="#E37862" text-anchor="middle">average information rent</text>
|
||||
<text x="310" y="118" font-family="Georgia" font-style="italic" font-size="22" fill="#E37862" font-weight="bold" text-anchor="middle">COI = E[P] - <tspan text-decoration="underline">p</tspan></text>
|
||||
</g>
|
||||
|
||||
<!-- Bottom: Agent Saturation -->
|
||||
<g transform="translate(60, 580)">
|
||||
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Why COI Erodes with Agent Saturation</text>
|
||||
<text x="0" y="75" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">p<tspan font-size="14" dy="5">(1)</tspan><tspan dy="-5"> = min(p</tspan><tspan font-size="14" dy="5">1</tspan><tspan dy="-5">, ..., p</tspan><tspan font-size="14" dy="5">N</tspan><tspan dy="-5">)</tspan></text>
|
||||
<text x="0" y="115" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">P(p<tspan font-size="14" dy="5">(1)</tspan><tspan dy="-5"> > t) = [1 - F(t)]</tspan><tspan font-size="14" dy="-10">N</tspan></text>
|
||||
|
||||
<!-- Erosion Graph -->
|
||||
<rect x="120" y="150" width="280" height="230" fill="#FFFFFF" filter="url(#shadow)" rx="8"/>
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<line x1="140" y1="350" x2="380" y2="350" stroke="#333" stroke-width="2"/>
|
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<line x1="140" y1="350" x2="140" y2="170" stroke="#333" stroke-width="2"/>
|
||||
<text x="260" y="375" font-size="16" font-style="italic" fill="#555" text-anchor="middle">F(t)</text>
|
||||
<text x="120" y="260" font-size="16" font-style="italic" fill="#555" text-anchor="middle" transform="rotate(-90 120 260)">[1 - F(t)]^N</text>
|
||||
|
||||
<!-- Curves -->
|
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<path d="M 140 170 C 220 250, 300 320, 380 350" stroke="#4EA5D9" stroke-width="3" fill="none"/>
|
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<text x="390" y="220" font-size="16" fill="#4EA5D9" font-weight="bold">N=1</text>
|
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|
||||
<path d="M 140 170 C 180 260, 240 330, 380 350" stroke="#85B589" stroke-width="3" fill="none"/>
|
||||
<text x="390" y="250" font-size="16" fill="#85B589" font-weight="bold">N=4</text>
|
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|
||||
<path d="M 140 170 C 150 290, 180 340, 380 350" stroke="#E37862" stroke-width="3" fill="none"/>
|
||||
<text x="390" y="280" font-size="16" fill="#E37862" font-weight="bold">N=16</text>
|
||||
|
||||
<text x="260" y="420" font-size="20" fill="#555" text-anchor="middle">As independent query count grows,</text>
|
||||
<text x="260" y="445" font-size="20" fill="#E37862" font-weight="bold" text-anchor="middle">realizable markup collapses.</text>
|
||||
</g>
|
||||
|
||||
|
||||
<!-- ========================================================= -->
|
||||
<!-- COLUMN 2: THE BEHAVIORAL SIGNAL -->
|
||||
<!-- ========================================================= -->
|
||||
<text x="700" y="80" font-family="Georgia, serif" font-size="28" font-weight="bold" fill="#333333">2. The Behavioral Signals</text>
|
||||
<line x1="700" y1="100" x2="1220" y2="100" stroke="#DDDDDD" stroke-width="2"/>
|
||||
|
||||
<!-- Top: Transition Kernels -->
|
||||
<g transform="translate(700, 130)">
|
||||
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">From Session Paths to Transition Kernels</text>
|
||||
|
||||
<text x="0" y="75" font-size="20" fill="#85B589" font-weight="bold">human: start → view → detail → cart → purchase</text>
|
||||
<text x="0" y="115" font-size="20" fill="#E37862" font-weight="bold">agent: start → view → detail → view → detail</text>
|
||||
|
||||
<text x="0" y="170" font-family="Georgia, serif" font-style="italic" font-size="24" fill="#8C7A6B">
|
||||
P̂(s'|s) = <tspan font-size="18" dy="-12">N(s,s')</tspan> / <tspan font-size="18" dy="12">Σ N(s,k)</tspan>
|
||||
</text>
|
||||
|
||||
<!-- Matrix Representation -->
|
||||
<rect x="0" y="220" width="500" height="180" fill="#FFFFFF" filter="url(#shadow)" rx="8"/>
|
||||
|
||||
<text x="125" y="250" font-size="16" fill="#4EA5D9" text-anchor="middle">transition counts N(s,s')</text>
|
||||
<text x="375" y="250" font-size="16" fill="#85B589" text-anchor="middle">normalized kernel T</text>
|
||||
|
||||
<!-- Matrix 1 -->
|
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<g transform="translate(45, 270)">
|
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<rect x="-6" y="-8" width="172" height="128" rx="6" fill="none" stroke="#DDDDDD" stroke-width="1.5"/>
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<path d="M 10 0 L 0 0 L 0 110 L 10 110 M 150 0 L 160 0 L 160 110 L 150 110" stroke="#A0A0A0" stroke-width="2.5" fill="none"/>
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<text x="80" y="20" font-family="monospace" font-size="14" fill="#555" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 8.00 0.00 0.00</text>
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<text x="80" y="50" font-family="monospace" font-size="14" fill="#555" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 2.00 5.00 1.00</text>
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<text x="80" y="80" font-family="monospace" font-size="14" fill="#555" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 3.00 2.00 4.00</text>
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<text x="80" y="110" font-family="monospace" font-size="14" fill="#555" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 1.00 0.00 6.00</text>
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<!-- Arrow -->
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<line x1="225" y1="320" x2="265" y2="320" stroke="#999" stroke-width="3" marker-end="url(#arrow-dark)"/>
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<!-- Matrix 2 -->
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<g transform="translate(295, 270)">
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<rect x="-6" y="-8" width="172" height="128" rx="6" fill="none" stroke="#DDDDDD" stroke-width="1.5"/>
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<text x="80" y="20" font-family="monospace" font-size="14" fill="#333" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 1.00 0.00 0.00</text>
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<text x="80" y="50" font-family="monospace" font-size="14" fill="#333" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 0.25 0.62 0.13</text>
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<text x="80" y="110" font-family="monospace" font-size="14" fill="#333" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 0.14 0.00 0.86</text>
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</g>
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|
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<text x="250" y="440" font-size="18" fill="#777" text-anchor="middle">Kernel shape is the compact behavioral signature used downstream.</text>
|
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</g>
|
||||
|
||||
<!-- Bottom: Separability Distributions -->
|
||||
<g transform="translate(700, 600)">
|
||||
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Separability into a Control Signal</text>
|
||||
<text x="0" y="75" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">Δ<tspan font-size="16" dy="5">H</tspan><tspan dy="-5"> = D</tspan><tspan font-size="16" dy="5">KL</tspan><tspan dy="-5">(T̂' || T̄</tspan><tspan font-size="16" dy="5">H</tspan><tspan dy="-5">)</tspan></text>
|
||||
<text x="0" y="115" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">Δ<tspan font-size="16" dy="5">A</tspan><tspan dy="-5"> = D</tspan><tspan font-size="16" dy="5">KL</tspan><tspan dy="-5">(T̂' || T̄</tspan><tspan font-size="16" dy="5">A</tspan><tspan dy="-5">)</tspan></text>
|
||||
<text x="0" y="155" font-family="Georgia, serif" font-style="italic" font-size="24" fill="#8C7A6B">g = Δ<tspan font-size="16" dy="5">H</tspan><tspan dy="-5"> - Δ</tspan><tspan font-size="16" dy="5">A</tspan></text>
|
||||
|
||||
<!-- Curves -->
|
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<g transform="translate(80, 160)">
|
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<line x1="0" y1="200" x2="360" y2="200" stroke="#333" stroke-width="2"/>
|
||||
<text x="180" y="235" font-family="Georgia, serif" font-style="italic" font-size="22" text-anchor="middle">g = Δ<tspan font-size="16" dy="5">H</tspan><tspan dy="-5"> - Δ</tspan><tspan font-size="16" dy="5">A</tspan></text>
|
||||
|
||||
<!-- Human Curve -->
|
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<path d="M 0 200 C 50 200, 80 40, 130 40 C 180 40, 210 200, 260 200" stroke="#4EA5D9" stroke-width="5" fill="none"/>
|
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<text x="70" y="110" font-size="22" fill="#4EA5D9" font-weight="bold">human</text>
|
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|
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<!-- Agent Curve -->
|
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<path d="M 100 200 C 150 200, 180 40, 230 40 C 280 40, 310 200, 360 200" stroke="#E37862" stroke-width="5" fill="none"/>
|
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<text x="290" y="110" font-size="22" fill="#E37862" font-weight="bold">agent</text>
|
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|
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<!-- Decision Boundary -->
|
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<line x1="180" y1="200" x2="180" y2="10" stroke="#999" stroke-width="2" stroke-dasharray="8,5"/>
|
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<text x="180" y="-5" font-size="16" fill="#777" text-anchor="middle">decision boundary</text>
|
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|
||||
<circle cx="210" cy="200" r="6" fill="#ECA233"/>
|
||||
<text x="210" y="180" font-family="Georgia" font-style="italic" font-size="20" fill="#ECA233" text-anchor="middle">g_obs</text>
|
||||
|
||||
<text x="180" y="280" font-size="18" fill="#555" text-anchor="middle">Positive gap shifts score toward agent traffic.</text>
|
||||
</g>
|
||||
</g>
|
||||
|
||||
|
||||
<!-- ========================================================= -->
|
||||
<!-- COLUMN 3: THE SOLUTION (CONTAMINATION & DR-RL) -->
|
||||
<!-- ========================================================= -->
|
||||
<text x="1340" y="80" font-family="Georgia, serif" font-size="28" font-weight="bold" fill="#333333">3. Robust Control & Contamination</text>
|
||||
<line x1="1340" y1="100" x2="1860" y2="100" stroke="#DDDDDD" stroke-width="2"/>
|
||||
|
||||
<!-- Top: Contamination Generator -->
|
||||
<g transform="translate(1340, 130)">
|
||||
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Contamination Generator G(α)</text>
|
||||
|
||||
<!-- Boxes -->
|
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<rect x="20" y="70" width="200" height="50" fill="#D0E5E0" filter="url(#shadow)" rx="6"/>
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<text x="120" y="100" font-size="18" fill="#222" text-anchor="middle">labeled human sessions</text>
|
||||
|
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<rect x="280" y="70" width="200" height="50" fill="#EAD0C8" filter="url(#shadow)" rx="6"/>
|
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<text x="380" y="100" font-size="18" fill="#222" text-anchor="middle">synthetic agent sessions</text>
|
||||
|
||||
<!-- Arrows -->
|
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<line x1="120" y1="130" x2="200" y2="180" stroke="#888" stroke-width="3" marker-end="url(#arrow-dark)"/>
|
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<line x1="380" y1="130" x2="300" y2="180" stroke="#888" stroke-width="3" marker-end="url(#arrow-dark)"/>
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|
||||
<!-- Mixed Batch -->
|
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<rect x="150" y="190" width="200" height="50" fill="#F4E9CD" filter="url(#shadow)" rx="6"/>
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<text x="250" y="220" font-size="18" fill="#222" text-anchor="middle">mixed batch for training</text>
|
||||
|
||||
<!-- Alpha Bar -->
|
||||
<text x="250" y="275" font-family="Georgia, serif" font-size="20" fill="#555" text-anchor="middle">alpha = 0.33</text>
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<rect x="318" y="290" width="132" height="30" fill="#E37862"/>
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<text x="184" y="340" font-size="18" fill="#4EA5D9" text-anchor="middle">human share (1-α)</text>
|
||||
<text x="384" y="340" font-size="18" fill="#E37862" text-anchor="middle">agent share (α)</text>
|
||||
</g>
|
||||
|
||||
<!-- Bottom: Distributionally Robust Control -->
|
||||
<g transform="translate(1340, 600)">
|
||||
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Distributionally Robust Control Layer</text>
|
||||
<text x="0" y="80" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">
|
||||
π* = arg max<tspan font-size="16" dy="5">π</tspan> min<tspan font-size="16" dy="0">Q ∈ U<tspan font-size="12" dy="5">ε</tspan></tspan>
|
||||
<tspan dy="-10"> E</tspan><tspan font-size="16" dy="5">d ~ Q</tspan>
|
||||
<tspan dy="-5">[ R(p,d) - λ COI</tspan><tspan font-size="16" dy="5">leak</tspan><tspan dy="-5">(p,τ') ]</tspan>
|
||||
</text>
|
||||
|
||||
<!-- Ambiguity Ball -->
|
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<g transform="translate(140, 260)">
|
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<line x1="-130" y1="0" x2="130" y2="0" stroke="#CCC" stroke-width="2"/>
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<line x1="0" y1="-130" x2="0" y2="130" stroke="#CCC" stroke-width="2"/>
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<circle cx="0" cy="0" r="110" stroke="#C4A45B" stroke-width="4" fill="rgba(196,164,91,0.06)"/>
|
||||
<text x="-95" y="-120" font-family="Georgia" font-style="italic" font-size="24" fill="#C4A45B">U<tspan font-size="16" dy="5">ε</tspan></text>
|
||||
|
||||
<!-- Points -->
|
||||
<circle cx="0" cy="0" r="7" fill="#4EA5D9"/>
|
||||
<text x="12" y="24" font-family="Georgia" font-style="italic" font-size="22" fill="#4EA5D9">P̂<tspan font-size="14" dy="5">N</tspan></text>
|
||||
|
||||
<circle cx="-60" cy="-40" r="7" fill="#E37862"/>
|
||||
<text x="-140" y="-50" font-family="Georgia" font-style="italic" font-size="18" fill="#E37862">worst-case Q*</text>
|
||||
|
||||
<circle cx="50" cy="-70" r="6" fill="#85B589"/>
|
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<circle cx="70" cy="50" r="6" fill="#85B589"/>
|
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<circle cx="-40" cy="80" r="6" fill="#85B589"/>
|
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</g>
|
||||
|
||||
<!-- Process Steps -->
|
||||
<g transform="translate(320, 140)">
|
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<rect x="0" y="0" width="220" height="45" fill="#FDEFEF" filter="url(#light-shadow)" rx="6"/>
|
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<text x="110" y="28" font-size="16" fill="#E37862" font-weight="bold" text-anchor="middle">inner min picks Q*</text>
|
||||
|
||||
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|
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<rect x="0" y="95" width="220" height="45" fill="#F4E9CD" filter="url(#light-shadow)" rx="6"/>
|
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<text x="110" y="123" font-size="16" fill="#9E8033" font-weight="bold" text-anchor="middle">sample demand from Q*</text>
|
||||
|
||||
<line x1="110" y1="150" x2="110" y2="180" stroke="#999" stroke-width="2" marker-end="url(#arrow-dark)"/>
|
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<rect x="0" y="190" width="220" height="45" fill="#E6F2ED" filter="url(#light-shadow)" rx="6"/>
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<text x="110" y="218" font-size="16" fill="#428062" font-weight="bold" text-anchor="middle">outer max updates policy</text>
|
||||
</g>
|
||||
|
||||
<text x="250" y="440" font-size="18" fill="#555" text-anchor="middle">Reward is evaluated on demand drawn from Q*, then used for the policy step.</text>
|
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</g>
|
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|
||||
</svg>
|
||||
|
Before Width: | Height: | Size: 17 KiB |
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@@ -1 +0,0 @@
|
||||
__all__ = ["evaluate", "make_env", "train_qtable", "train_sb3"]
|
||||
@@ -1,181 +0,0 @@
|
||||
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"]),
|
||||
agent_params=(
|
||||
float(cfg.get("agent_mu", 45.0)),
|
||||
float(cfg.get("agent_std", 15.0)),
|
||||
),
|
||||
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"]),
|
||||
robust_rollouts=int(cfg.get("robust_rollouts", 1)),
|
||||
info_value=float(cfg["info_value"]),
|
||||
eta_ux=float(cfg.get("eta_ux", 0.5)),
|
||||
reward_profit_weight=float(cfg.get("reward_profit_weight", 1.0)),
|
||||
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_env(agent: Any, env: Any, episodes: int) -> dict[str, float]:
|
||||
rewards: list[float] = []
|
||||
revenues: list[float] = []
|
||||
margins: list[float] = []
|
||||
coi_levels: list[float] = []
|
||||
coi_leakages: list[float] = []
|
||||
volatilities: list[float] = []
|
||||
upward_volatilities: list[float] = []
|
||||
supra_shares: list[float] = []
|
||||
supra_penalties: list[float] = []
|
||||
agent_probs: 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
|
||||
ep_coi_leakage = 0.0
|
||||
ep_volatility = 0.0
|
||||
ep_upward_volatility = 0.0
|
||||
ep_supra_share = 0.0
|
||||
ep_supra_penalty = 0.0
|
||||
ep_agent_prob = 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))
|
||||
ep_coi_leakage += float(econ.get("coi_leakage", 0.0))
|
||||
ep_volatility += float(econ.get("volatility", 0.0))
|
||||
ep_upward_volatility += float(
|
||||
info.get("upward_volatility", econ.get("upward_volatility", 0.0))
|
||||
)
|
||||
ep_supra_share += float(
|
||||
info.get("supra_share", econ.get("supra_share", 0.0))
|
||||
)
|
||||
ep_supra_penalty += float(
|
||||
info.get("supra_penalty", econ.get("supra_penalty", 0.0))
|
||||
)
|
||||
ep_agent_prob += float(econ.get("agent_prob", info.get("agent_prob", 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)
|
||||
coi_leakages.append(ep_coi_leakage / denom)
|
||||
volatilities.append(ep_volatility / denom)
|
||||
upward_volatilities.append(ep_upward_volatility / denom)
|
||||
supra_shares.append(ep_supra_share / denom)
|
||||
supra_penalties.append(ep_supra_penalty / denom)
|
||||
agent_probs.append(ep_agent_prob / 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,
|
||||
"eval/coi_leakage_mean": float(np.mean(coi_leakages)) if coi_leakages else 0.0,
|
||||
"eval/volatility_mean": float(np.mean(volatilities)) if volatilities else 0.0,
|
||||
"eval/upward_volatility_mean": (
|
||||
float(np.mean(upward_volatilities)) if upward_volatilities else 0.0
|
||||
),
|
||||
"eval/supra_share_mean": float(np.mean(supra_shares)) if supra_shares else 0.0,
|
||||
"eval/supra_penalty_mean": (
|
||||
float(np.mean(supra_penalties)) if supra_penalties else 0.0
|
||||
),
|
||||
"eval/agent_prob_mean": float(np.mean(agent_probs)) if agent_probs else 0.0,
|
||||
}
|
||||
|
||||
|
||||
def evaluate(
|
||||
agent: Any,
|
||||
env: Any,
|
||||
episodes: int,
|
||||
cfg: Mapping[str, Any] | None = None,
|
||||
) -> dict[str, float]:
|
||||
metrics = _evaluate_env(agent, env, episodes)
|
||||
if cfg is None or not bool(cfg.get("robust_eval_enabled", True)):
|
||||
return metrics
|
||||
|
||||
nominal_alpha = float(cfg.get("alpha", 0.0))
|
||||
eval_radius = max(float(cfg.get("robust_radius", 0.0)), 0.15)
|
||||
low_alpha = float(np.clip(nominal_alpha - eval_radius, 0.0, 1.0))
|
||||
high_alpha = float(np.clip(nominal_alpha + eval_radius, 0.0, 1.0))
|
||||
shifted_episodes = max(1, int(np.ceil(int(episodes) / 2)))
|
||||
|
||||
shifted_rows = []
|
||||
for tag, alpha in (
|
||||
("low", low_alpha),
|
||||
("nominal", nominal_alpha),
|
||||
("high", high_alpha),
|
||||
):
|
||||
eval_cfg = dict(cfg)
|
||||
eval_cfg["alpha"] = float(alpha)
|
||||
shifted_env = make_env(eval_cfg)
|
||||
shifted_metrics = _evaluate_env(agent, shifted_env, shifted_episodes)
|
||||
shifted_env.close()
|
||||
shifted_rows.append((tag, alpha, shifted_metrics))
|
||||
|
||||
metrics["eval/stress_alpha_low"] = low_alpha
|
||||
metrics["eval/stress_alpha_high"] = high_alpha
|
||||
metrics["eval/stress_reward_worst"] = float(
|
||||
min(row[2]["eval/reward_mean"] for row in shifted_rows)
|
||||
)
|
||||
metrics["eval/stress_revenue_worst"] = float(
|
||||
min(row[2]["eval/revenue_mean"] for row in shifted_rows)
|
||||
)
|
||||
metrics["eval/stress_coi_leakage_worst"] = float(
|
||||
max(row[2]["eval/coi_leakage_mean"] for row in shifted_rows)
|
||||
)
|
||||
for tag, alpha, shifted_metrics in shifted_rows:
|
||||
metrics[f"eval/{tag}_alpha"] = float(alpha)
|
||||
metrics[f"eval/{tag}_reward_mean"] = float(shifted_metrics["eval/reward_mean"])
|
||||
metrics[f"eval/{tag}_revenue_mean"] = float(
|
||||
shifted_metrics["eval/revenue_mean"]
|
||||
)
|
||||
metrics[f"eval/{tag}_coi_leakage_mean"] = float(
|
||||
shifted_metrics["eval/coi_leakage_mean"]
|
||||
)
|
||||
|
||||
return metrics
|
||||
@@ -1,139 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import time
|
||||
from typing import Any, Mapping
|
||||
|
||||
import numpy as np
|
||||
|
||||
from .common import evaluate, make_env
|
||||
from ..telemetry.wandb import get_wandb_module
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def train_qtable(
|
||||
cfg: Mapping[str, Any],
|
||||
) -> tuple[object, dict[str, Any]]:
|
||||
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"])
|
||||
log_freq = max(1, int(cfg.get("log_freq", 100)))
|
||||
console_progress = bool(cfg.get("console_progress", False))
|
||||
obs, _ = env.reset(seed=int(cfg["seed"]))
|
||||
started_at = time.perf_counter()
|
||||
wandb = get_wandb_module()
|
||||
wandb_live = bool(wandb is not None and wandb.run is not None)
|
||||
step_offset = max(0, int(cfg.get("wandb_step_offset", 0)))
|
||||
|
||||
interval_sums = {
|
||||
"reward": 0.0,
|
||||
"revenue": 0.0,
|
||||
"agent_prob": 0.0,
|
||||
"alpha_adv": 0.0,
|
||||
"coi_leakage": 0.0,
|
||||
}
|
||||
interval_count = 0
|
||||
train_events: list[dict[str, float | int]] = []
|
||||
|
||||
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)
|
||||
revenue = float(info.get("economics", {}).get("revenue", 0.0))
|
||||
total_revenue += revenue
|
||||
steps += 1
|
||||
interval_sums["reward"] += float(reward)
|
||||
interval_sums["revenue"] += revenue
|
||||
interval_sums["agent_prob"] += float(info.get("agent_prob", 0.0))
|
||||
interval_sums["alpha_adv"] += float(info.get("alpha_adv", 0.0))
|
||||
interval_sums["coi_leakage"] += float(info.get("coi_leakage", 0.0))
|
||||
interval_count += 1
|
||||
|
||||
if steps % log_freq == 0 and interval_count > 0:
|
||||
denom = float(interval_count)
|
||||
event = {
|
||||
"train/reward_mean": interval_sums["reward"] / denom,
|
||||
"train/revenue_mean": interval_sums["revenue"] / denom,
|
||||
"train/agent_prob": interval_sums["agent_prob"] / denom,
|
||||
"train/alpha_adv": interval_sums["alpha_adv"] / denom,
|
||||
"train/coi_leakage": interval_sums["coi_leakage"] / denom,
|
||||
"train/epsilon": float(epsilon),
|
||||
"train/global_step": int(steps),
|
||||
}
|
||||
if wandb_live:
|
||||
try:
|
||||
wandb.log(dict(event), step=step_offset + int(steps))
|
||||
except Exception:
|
||||
wandb_live = False
|
||||
train_events.append(event)
|
||||
else:
|
||||
train_events.append(event)
|
||||
if console_progress:
|
||||
elapsed = max(time.perf_counter() - started_at, 1e-6)
|
||||
speed = steps / elapsed
|
||||
logger.info(
|
||||
"step=%d/%d reward=%.3f revenue=%.3f eps=%.4f speed=%.1f steps/s",
|
||||
steps,
|
||||
int(cfg["total_timesteps"]),
|
||||
event["train/reward_mean"],
|
||||
event["train/revenue_mean"],
|
||||
event["train/epsilon"],
|
||||
speed,
|
||||
)
|
||||
interval_sums = {key: 0.0 for key in interval_sums}
|
||||
interval_count = 0
|
||||
|
||||
epsilon = max(float(cfg["eps_end"]), epsilon * float(cfg["eps_decay"]))
|
||||
obs = env.reset()[0] if done else nxt
|
||||
|
||||
if interval_count > 0:
|
||||
denom = float(interval_count)
|
||||
tail_event = {
|
||||
"train/reward_mean": interval_sums["reward"] / denom,
|
||||
"train/revenue_mean": interval_sums["revenue"] / denom,
|
||||
"train/agent_prob": interval_sums["agent_prob"] / denom,
|
||||
"train/alpha_adv": interval_sums["alpha_adv"] / denom,
|
||||
"train/coi_leakage": interval_sums["coi_leakage"] / denom,
|
||||
"train/epsilon": float(epsilon),
|
||||
"train/global_step": int(steps),
|
||||
}
|
||||
if wandb_live:
|
||||
try:
|
||||
wandb.log(dict(tail_event), step=step_offset + int(steps))
|
||||
except Exception:
|
||||
wandb_live = False
|
||||
train_events.append(tail_event)
|
||||
else:
|
||||
train_events.append(tail_event)
|
||||
|
||||
metrics: dict[str, Any] = {
|
||||
"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"]), cfg=cfg))
|
||||
metrics["_train_events"] = train_events
|
||||
|
||||
env.close()
|
||||
eval_env.close()
|
||||
return agent, metrics
|
||||
@@ -1,217 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
import os
|
||||
from pathlib import Path
|
||||
from typing import Any, Mapping
|
||||
|
||||
from ..lib.callbacks import EvalMetricsCallback, MetricsCallback
|
||||
from ..wandb_checkpoint import checkpoint_artifact_name, log_checkpoint_file
|
||||
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 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 train_sb3(cfg: Mapping[str, Any]) -> tuple[object, dict[str, Any]]:
|
||||
try:
|
||||
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
|
||||
|
||||
metrics_callback = MetricsCallback(
|
||||
log_histograms=True,
|
||||
log_freq=int(cfg["log_freq"]),
|
||||
hist_freq=int(cfg.get("hist_freq", 500)),
|
||||
step_offset=int(cfg.get("wandb_step_offset", 0)),
|
||||
)
|
||||
eval_callback = EvalMetricsCallback(
|
||||
eval_env,
|
||||
eval_freq=int(cfg["eval_freq"]),
|
||||
n_eval_episodes=int(cfg["eval_episodes"]),
|
||||
step_offset=int(cfg.get("wandb_step_offset", 0)),
|
||||
deterministic=True,
|
||||
verbose=0,
|
||||
)
|
||||
callbacks = [metrics_callback, eval_callback]
|
||||
|
||||
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))
|
||||
|
||||
artifact_name = checkpoint_artifact_name(
|
||||
cfg,
|
||||
backend="sb3",
|
||||
sweep_id=os.getenv("WANDB_SWEEP_ID"),
|
||||
)
|
||||
artifact_logged = False
|
||||
try:
|
||||
artifact_logged = bool(
|
||||
log_checkpoint_file(
|
||||
artifact_name,
|
||||
file_path=model_path.with_suffix(".zip"),
|
||||
artifact_file_name="model.zip",
|
||||
metadata={
|
||||
"algo": str(cfg.get("algo", "ppo")),
|
||||
"backend": "sb3",
|
||||
"seed": int(cfg.get("seed", 0)),
|
||||
"step": int(getattr(model, "num_timesteps", 0)),
|
||||
},
|
||||
)
|
||||
)
|
||||
except Exception:
|
||||
artifact_logged = False
|
||||
|
||||
metrics: dict[str, Any] = evaluate(
|
||||
model,
|
||||
eval_env,
|
||||
int(cfg["eval_episodes"]),
|
||||
cfg=cfg,
|
||||
)
|
||||
metrics["train/global_step"] = int(model.num_timesteps)
|
||||
metrics["model/path"] = str(model_path.with_suffix(".zip"))
|
||||
metrics["model/artifact_name"] = str(artifact_name)
|
||||
metrics["model/artifact_logged"] = float(artifact_logged)
|
||||
metrics["_train_events"] = sorted(
|
||||
[*metrics_callback.events, *eval_callback.events],
|
||||
key=lambda event: int(event.get("train/global_step", 0)),
|
||||
)
|
||||
|
||||
env.close()
|
||||
eval_env.close()
|
||||
return model, metrics
|
||||
@@ -1,702 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import subprocess
|
||||
import sys
|
||||
|
||||
import argparse
|
||||
import json
|
||||
import logging
|
||||
from datetime import datetime, timezone
|
||||
from pathlib import Path
|
||||
|
||||
# clear stale TPU locks on startup
|
||||
if os.path.exists("/dev/accel0"):
|
||||
try:
|
||||
subprocess.run(
|
||||
["rm", "-f", "/tmp/.libtpu_lockfile", "/tmp/libtpu_lockfile"],
|
||||
stderr=subprocess.DEVNULL,
|
||||
)
|
||||
except:
|
||||
pass
|
||||
|
||||
try:
|
||||
import jax
|
||||
|
||||
jax.config.update("jax_threefry_partitionable", True)
|
||||
except ImportError:
|
||||
pass
|
||||
|
||||
import matplotlib.pyplot as plt
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
from .lib.tiers import LinearElasticityPolicy, StaticPolicy, SurgePolicy
|
||||
from .logging_utils import configure_logging
|
||||
from .spec import TrainSpec
|
||||
from .telemetry.wandb import get_wandb_module
|
||||
|
||||
wandb = get_wandb_module()
|
||||
HAS_WANDB = wandb is not None
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def _log(message: str) -> None:
|
||||
logger.info(message)
|
||||
|
||||
|
||||
def _wandb_run_active() -> bool:
|
||||
return bool(HAS_WANDB and getattr(wandb, "run", None) is not None)
|
||||
|
||||
|
||||
def _parse_list(raw: str) -> list[str]:
|
||||
return [x.strip().lower() for x in str(raw).split(",") if x.strip()]
|
||||
|
||||
|
||||
def _parse_float_list(raw: str) -> list[float]:
|
||||
return [float(x.strip()) for x in str(raw).split(",") if x.strip()]
|
||||
|
||||
|
||||
def _truthy(value: str | bool | None) -> bool:
|
||||
if isinstance(value, bool):
|
||||
return value
|
||||
if value is None:
|
||||
return False
|
||||
return str(value).strip().lower() in {"1", "true", "yes", "on"}
|
||||
|
||||
|
||||
def _mode_label_from_baseline(is_baseline: bool) -> str:
|
||||
return "baseline" if bool(is_baseline) else "defended"
|
||||
|
||||
|
||||
def _action(policy, obs: np.ndarray):
|
||||
out = policy.predict(obs, deterministic=True)
|
||||
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 int(action)
|
||||
|
||||
|
||||
def _run_eval_episode(env, policy) -> dict:
|
||||
obs, _ = env.reset()
|
||||
done = False
|
||||
total_reward = 0.0
|
||||
total_revenue = 0.0
|
||||
total_margin = 0.0
|
||||
total_coi = 0.0
|
||||
price_trace: list[float] = []
|
||||
step_count = 0
|
||||
|
||||
while not done:
|
||||
action = _action(policy, obs)
|
||||
obs, reward, term, trunc, info = env.step(action)
|
||||
done = bool(term or trunc)
|
||||
econ = info.get("economics", {})
|
||||
total_reward += float(reward)
|
||||
total_revenue += float(econ.get("revenue", 0.0))
|
||||
total_margin += float(econ.get("margin", 0.0))
|
||||
total_coi += float(econ.get("coi_level", 0.0))
|
||||
prices = np.asarray(info.get("prices", []), dtype=np.float32)
|
||||
if prices.size > 0:
|
||||
price_trace.append(float(np.mean(prices)))
|
||||
step_count += 1
|
||||
|
||||
denom = max(step_count, 1)
|
||||
return {
|
||||
"reward": total_reward,
|
||||
"revenue": total_revenue,
|
||||
"mean_margin": total_margin / denom,
|
||||
"mean_coi": total_coi / denom,
|
||||
"price_trace": price_trace,
|
||||
}
|
||||
|
||||
|
||||
def _build_tier(name: str, cfg: dict, alpha: float, *, step_offset: int = 0):
|
||||
from .backends.common import make_env
|
||||
|
||||
tier = name.lower().strip()
|
||||
run_cfg = dict(cfg)
|
||||
run_cfg["alpha"] = float(alpha)
|
||||
run_cfg["wandb_step_offset"] = int(step_offset)
|
||||
|
||||
if tier == "static":
|
||||
return StaticPolicy(int(run_cfg["action_levels"])), []
|
||||
|
||||
if tier == "surge":
|
||||
return (
|
||||
SurgePolicy(
|
||||
n_actions=int(run_cfg["action_levels"]),
|
||||
n_products=int(run_cfg["n_products"]),
|
||||
),
|
||||
[],
|
||||
)
|
||||
|
||||
if tier == "linear":
|
||||
warmup_env = make_env(run_cfg)
|
||||
policy = LinearElasticityPolicy(
|
||||
n_actions=int(run_cfg["action_levels"]),
|
||||
n_products=int(run_cfg["n_products"]),
|
||||
price_low=float(run_cfg["price_low"]),
|
||||
price_high=float(run_cfg["price_high"]),
|
||||
)
|
||||
policy.fit(
|
||||
warmup_env,
|
||||
warmup_steps=int(run_cfg.get("linear_warmup_steps", 800)),
|
||||
seed=int(run_cfg["seed"]),
|
||||
)
|
||||
warmup_env.close()
|
||||
return policy, []
|
||||
|
||||
if tier == "qtable":
|
||||
from .backends.qtable import train_qtable
|
||||
|
||||
run_cfg["console_progress"] = True
|
||||
agent, metrics = train_qtable(run_cfg)
|
||||
events = metrics.get("_train_events", [])
|
||||
return agent, events if isinstance(events, list) else []
|
||||
|
||||
if tier in {"ppo", "a2c", "dqn"}:
|
||||
from .backends.sb3 import train_sb3
|
||||
|
||||
run_cfg["algo"] = tier
|
||||
agent, metrics = train_sb3(run_cfg)
|
||||
events = metrics.get("_train_events", [])
|
||||
return agent, events if isinstance(events, list) else []
|
||||
|
||||
raise ValueError(f"unsupported tier '{name}'")
|
||||
|
||||
|
||||
def _log_train_events(
|
||||
events: list[dict],
|
||||
*,
|
||||
tier_name: str,
|
||||
mode_label: str,
|
||||
alpha: float,
|
||||
step_offset: int,
|
||||
) -> int:
|
||||
if not _wandb_run_active():
|
||||
return int(step_offset)
|
||||
if not events:
|
||||
return int(step_offset)
|
||||
|
||||
ordered = sorted(
|
||||
[evt for evt in events if isinstance(evt, dict)],
|
||||
key=lambda evt: int(evt.get("train/global_step", 0)),
|
||||
)
|
||||
if not ordered:
|
||||
return int(step_offset)
|
||||
|
||||
cursor = int(step_offset)
|
||||
for evt in ordered:
|
||||
rel_step = max(1, int(evt.get("train/global_step", 0)))
|
||||
payload = dict(evt)
|
||||
payload.update(
|
||||
{
|
||||
"run.kind": "benchmark",
|
||||
"runtime/backend": tier_name,
|
||||
"study/mode": mode_label,
|
||||
"study/baseline_mode": float(mode_label == "baseline"),
|
||||
"study/alpha": float(alpha),
|
||||
}
|
||||
)
|
||||
try:
|
||||
wandb.log(payload, step=cursor + rel_step)
|
||||
except Exception:
|
||||
return int(step_offset)
|
||||
max_rel = max(max(1, int(evt.get("train/global_step", 0))) for evt in ordered)
|
||||
return cursor + max_rel + 1
|
||||
|
||||
|
||||
def run_benchmark(
|
||||
cfg: dict,
|
||||
tiers: list[str],
|
||||
alpha_values: list[float],
|
||||
n_episodes: int,
|
||||
mode_label: str,
|
||||
step_cursor_start: int = 0,
|
||||
eval_alpha_values: list[float] | None = None,
|
||||
):
|
||||
from .backends.common import make_env
|
||||
|
||||
rows: list[dict] = []
|
||||
traces: list[dict] = []
|
||||
total_runs = max(1, len(alpha_values) * len(tiers))
|
||||
run_index = 0
|
||||
wandb_step_cursor = int(step_cursor_start)
|
||||
|
||||
for alpha in alpha_values:
|
||||
for tier_name in tiers:
|
||||
run_index += 1
|
||||
_log(
|
||||
f"[{run_index}/{total_runs}] alpha={float(alpha):.2f} tier={tier_name}: training"
|
||||
)
|
||||
policy, train_events = _build_tier(
|
||||
tier_name,
|
||||
cfg,
|
||||
alpha,
|
||||
step_offset=wandb_step_cursor,
|
||||
)
|
||||
prev_cursor = int(wandb_step_cursor)
|
||||
wandb_step_cursor = _log_train_events(
|
||||
train_events,
|
||||
tier_name=tier_name,
|
||||
mode_label=mode_label,
|
||||
alpha=float(alpha),
|
||||
step_offset=wandb_step_cursor,
|
||||
)
|
||||
if wandb_step_cursor == prev_cursor and tier_name in {
|
||||
"qtable",
|
||||
"ppo",
|
||||
"a2c",
|
||||
"dqn",
|
||||
}:
|
||||
wandb_step_cursor += max(1, int(cfg.get("total_timesteps", 1))) + 1
|
||||
eval_targets = (
|
||||
[float(value) for value in eval_alpha_values]
|
||||
if eval_alpha_values
|
||||
else [float(alpha)]
|
||||
)
|
||||
for eval_alpha in eval_targets:
|
||||
env = make_env({**cfg, "alpha": float(eval_alpha)})
|
||||
eps = [_run_eval_episode(env, policy) for _ in range(int(n_episodes))]
|
||||
env.close()
|
||||
|
||||
row = {
|
||||
"tier": tier_name,
|
||||
"mode": mode_label,
|
||||
"alpha": float(eval_alpha),
|
||||
"train_alpha": float(alpha),
|
||||
"eval_alpha": float(eval_alpha),
|
||||
"episodes": int(n_episodes),
|
||||
"mean_reward": float(np.mean([e["reward"] for e in eps])),
|
||||
"mean_revenue": float(np.mean([e["revenue"] for e in eps])),
|
||||
"mean_margin": float(np.mean([e["mean_margin"] for e in eps])),
|
||||
"mean_coi": float(np.mean([e["mean_coi"] for e in eps])),
|
||||
"std_revenue": float(np.std([e["revenue"] for e in eps])),
|
||||
}
|
||||
row["objective_score"] = row["mean_reward"]
|
||||
rows.append(row)
|
||||
_log(
|
||||
f"[{run_index}/{total_runs}] train_alpha={float(alpha):.2f} "
|
||||
f"eval_alpha={float(eval_alpha):.2f} tier={tier_name}: "
|
||||
f"reward={row['mean_reward']:.3f} revenue={row['mean_revenue']:.3f} "
|
||||
f"coi={row['mean_coi']:.4f} score={row['objective_score']:.3f}"
|
||||
)
|
||||
|
||||
max_len = max((len(e["price_trace"]) for e in eps), default=0)
|
||||
step_means = []
|
||||
for step in range(max_len):
|
||||
vals = [
|
||||
e["price_trace"][step]
|
||||
for e in eps
|
||||
if step < len(e["price_trace"])
|
||||
]
|
||||
step_means.append(float(np.mean(vals)) if vals else np.nan)
|
||||
traces.append(
|
||||
{
|
||||
"tier": tier_name,
|
||||
"alpha": float(eval_alpha),
|
||||
"train_alpha": float(alpha),
|
||||
"eval_alpha": float(eval_alpha),
|
||||
"mean_price_trace": step_means,
|
||||
}
|
||||
)
|
||||
|
||||
if _wandb_run_active():
|
||||
try:
|
||||
wandb.log(
|
||||
{
|
||||
"run.kind": "benchmark",
|
||||
"runtime/backend": tier_name,
|
||||
"study/mode": mode_label,
|
||||
"study/baseline_mode": float(mode_label == "baseline"),
|
||||
"study/alpha": float(eval_alpha),
|
||||
"study/train_alpha": float(alpha),
|
||||
"study/eval_alpha": float(eval_alpha),
|
||||
"eval/reward_mean": row["mean_reward"],
|
||||
"eval/revenue_mean": row["mean_revenue"],
|
||||
"eval/margin_mean": row["mean_margin"],
|
||||
"eval/coi_level_mean": row["mean_coi"],
|
||||
"objective/score": row["objective_score"],
|
||||
"objective/coi_preserved": row["mean_coi"],
|
||||
},
|
||||
step=wandb_step_cursor,
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
wandb_step_cursor += 1
|
||||
|
||||
return pd.DataFrame(rows), traces, int(wandb_step_cursor)
|
||||
|
||||
|
||||
def _plot_outputs(df: pd.DataFrame, traces: list[dict], out_dir: Path, stamp: str):
|
||||
fig1 = plt.figure(figsize=(11, 4.5))
|
||||
if "mode" in df.columns:
|
||||
groups = sorted(df[["tier", "mode"]].drop_duplicates().values.tolist())
|
||||
for tier, mode in groups:
|
||||
sub = df[(df["tier"] == tier) & (df["mode"] == mode)].sort_values("alpha")
|
||||
plt.plot(
|
||||
sub["alpha"],
|
||||
sub["mean_revenue"],
|
||||
marker="o",
|
||||
label=f"{tier}:{mode}",
|
||||
)
|
||||
else:
|
||||
for tier in sorted(df["tier"].unique()):
|
||||
sub = df[df["tier"] == tier].sort_values("alpha")
|
||||
plt.plot(sub["alpha"], sub["mean_revenue"], marker="o", label=tier)
|
||||
plt.xlabel("contamination alpha")
|
||||
plt.ylabel("mean episode revenue")
|
||||
plt.title("Revenue under contamination")
|
||||
plt.grid(alpha=0.3)
|
||||
plt.legend()
|
||||
fig1.tight_layout()
|
||||
rev_path = out_dir / f"benchmark_revenue_{stamp}.png"
|
||||
fig1.savefig(rev_path, dpi=220)
|
||||
plt.close(fig1)
|
||||
|
||||
fig2 = plt.figure(figsize=(11, 4.5))
|
||||
if "mode" in df.columns:
|
||||
groups = sorted(df[["tier", "mode"]].drop_duplicates().values.tolist())
|
||||
for tier, mode in groups:
|
||||
sub = df[(df["tier"] == tier) & (df["mode"] == mode)].sort_values("alpha")
|
||||
plt.plot(
|
||||
sub["alpha"],
|
||||
sub["mean_coi"],
|
||||
marker="s",
|
||||
label=f"{tier}:{mode}",
|
||||
)
|
||||
else:
|
||||
for tier in sorted(df["tier"].unique()):
|
||||
sub = df[df["tier"] == tier].sort_values("alpha")
|
||||
plt.plot(sub["alpha"], sub["mean_coi"], marker="s", label=tier)
|
||||
plt.xlabel("contamination alpha")
|
||||
plt.ylabel("mean COI level")
|
||||
plt.title("COI preservation")
|
||||
plt.grid(alpha=0.3)
|
||||
plt.legend()
|
||||
fig2.tight_layout()
|
||||
coi_path = out_dir / f"benchmark_coi_{stamp}.png"
|
||||
fig2.savefig(coi_path, dpi=220)
|
||||
plt.close(fig2)
|
||||
|
||||
focus_alpha = float(df["alpha"].min()) if not df.empty else 0.0
|
||||
alpha_traces = [t for t in traces if abs(float(t["alpha"]) - focus_alpha) < 1e-9]
|
||||
fig3 = plt.figure(figsize=(11, 4.5))
|
||||
for item in alpha_traces:
|
||||
xs = np.arange(len(item["mean_price_trace"]))
|
||||
ys = np.asarray(item["mean_price_trace"], dtype=np.float32)
|
||||
mode = item.get("mode")
|
||||
label = f"{item['tier']}:{mode}" if mode is not None else str(item["tier"])
|
||||
plt.plot(xs, ys, label=label)
|
||||
plt.xlabel("step")
|
||||
plt.ylabel("mean price")
|
||||
plt.title(f"Price evolution (alpha={focus_alpha:.2f})")
|
||||
plt.grid(alpha=0.3)
|
||||
plt.legend()
|
||||
fig3.tight_layout()
|
||||
price_path = out_dir / f"benchmark_price_trace_{stamp}.png"
|
||||
fig3.savefig(price_path, dpi=220)
|
||||
plt.close(fig3)
|
||||
|
||||
return rev_path, coi_path, price_path
|
||||
|
||||
|
||||
def _run_with_args(args, compare_robust_override: bool | None = None):
|
||||
compare_robust = (
|
||||
bool(compare_robust_override)
|
||||
if compare_robust_override is not None
|
||||
else _truthy(os.environ.get("PHANTOM_BENCHMARK_COMPARE_ROBUST"))
|
||||
)
|
||||
baseline_modes = [False, True] if compare_robust else [bool(args.no_robust)]
|
||||
|
||||
base_overrides = {
|
||||
"seed": args.seed,
|
||||
"total_timesteps": args.total_timesteps,
|
||||
"n_products": args.n_products,
|
||||
"N": args.N,
|
||||
"lambda_coi": args.lambda_coi,
|
||||
"robust_radius": args.robust_radius,
|
||||
"robust_points": args.robust_points,
|
||||
"robust_rollouts": args.robust_rollouts,
|
||||
"margin_floor": args.margin_floor,
|
||||
"eta_ux": args.eta_ux,
|
||||
"reward_profit_weight": args.reward_profit_weight,
|
||||
"price_low": args.price_low,
|
||||
"price_high": args.price_high,
|
||||
"action_levels": args.action_levels,
|
||||
"action_scale_low": args.action_scale_low,
|
||||
"action_scale_high": args.action_scale_high,
|
||||
"max_steps": args.max_steps,
|
||||
"learning_rate": args.learning_rate,
|
||||
"batch_size": args.batch_size,
|
||||
"n_steps": args.n_steps,
|
||||
"linear_warmup_steps": args.linear_warmup_steps,
|
||||
"device": args.device,
|
||||
}
|
||||
tiers = _parse_list(args.tiers)
|
||||
alpha_values = _parse_float_list(args.alpha_values)
|
||||
eval_alpha_values = (
|
||||
_parse_float_list(args.eval_alpha_values)
|
||||
if str(getattr(args, "eval_alpha_values", "")).strip()
|
||||
else []
|
||||
)
|
||||
_log(
|
||||
"starting run "
|
||||
+ json.dumps(
|
||||
{
|
||||
"tiers": tiers,
|
||||
"alpha_values": alpha_values,
|
||||
"eval_alpha_values": (
|
||||
eval_alpha_values if eval_alpha_values else alpha_values
|
||||
),
|
||||
"episodes": int(args.episodes),
|
||||
"total_timesteps": int(args.total_timesteps),
|
||||
"device": str(args.device),
|
||||
}
|
||||
)
|
||||
)
|
||||
|
||||
all_frames: list[pd.DataFrame] = []
|
||||
all_traces: list[dict] = []
|
||||
wandb_step_cursor = 0
|
||||
for baseline_mode in baseline_modes:
|
||||
overrides = dict(base_overrides)
|
||||
overrides["baseline_mode"] = bool(baseline_mode)
|
||||
cfg = TrainSpec.from_flat(
|
||||
{k: v for k, v in overrides.items() if v is not None}
|
||||
).to_flat_dict()
|
||||
cfg["linear_warmup_steps"] = int(args.linear_warmup_steps)
|
||||
mode_label = _mode_label_from_baseline(bool(baseline_mode))
|
||||
_log(f"mode={mode_label}: begin")
|
||||
df_mode, traces_mode, wandb_step_cursor = run_benchmark(
|
||||
cfg,
|
||||
tiers,
|
||||
alpha_values,
|
||||
args.episodes,
|
||||
mode_label=mode_label,
|
||||
step_cursor_start=wandb_step_cursor,
|
||||
eval_alpha_values=eval_alpha_values,
|
||||
)
|
||||
_log(f"mode={mode_label}: complete ({len(df_mode)} rows)")
|
||||
for trace in traces_mode:
|
||||
trace["mode"] = mode_label
|
||||
all_frames.append(df_mode)
|
||||
all_traces.extend(traces_mode)
|
||||
|
||||
df = pd.concat(all_frames, ignore_index=True) if all_frames else pd.DataFrame()
|
||||
traces = all_traces
|
||||
|
||||
out_dir = Path(args.output_dir)
|
||||
out_dir.mkdir(parents=True, exist_ok=True)
|
||||
stamp = datetime.now(timezone.utc).strftime("%Y%m%d_%H%M%S")
|
||||
csv_path = out_dir / f"benchmark_{stamp}.csv"
|
||||
trace_path = out_dir / f"benchmark_traces_{stamp}.json"
|
||||
df.to_csv(csv_path, index=False)
|
||||
trace_path.write_text(json.dumps(traces, indent=2))
|
||||
rev_path, coi_path, price_path = _plot_outputs(df, traces, out_dir, stamp)
|
||||
_log(f"artifacts written in {out_dir}")
|
||||
|
||||
if not df.empty:
|
||||
best_idx = int(df["objective_score"].idxmax())
|
||||
best = df.iloc[best_idx]
|
||||
_log(
|
||||
"BEST_TIER="
|
||||
+ json.dumps(
|
||||
{
|
||||
"tier": best["tier"],
|
||||
"mode": best.get("mode", "defended"),
|
||||
"alpha": float(best["alpha"]),
|
||||
"objective_score": float(best["objective_score"]),
|
||||
"mean_revenue": float(best["mean_revenue"]),
|
||||
"mean_coi": float(best["mean_coi"]),
|
||||
}
|
||||
)
|
||||
)
|
||||
_log(f"BENCHMARK_CSV={csv_path}")
|
||||
_log(f"BENCHMARK_TRACES={trace_path}")
|
||||
_log(f"BENCHMARK_PLOT_REVENUE={rev_path}")
|
||||
_log(f"BENCHMARK_PLOT_COI={coi_path}")
|
||||
_log(f"BENCHMARK_PLOT_PRICE={price_path}")
|
||||
|
||||
|
||||
def run_cli(raw_args: list[str] | None = None):
|
||||
configure_logging()
|
||||
parser = argparse.ArgumentParser(description="PHANTOM benchmark orchestrator")
|
||||
parser.add_argument("--project", default="capstone")
|
||||
parser.add_argument("--tiers", default="static,surge,linear,qtable,ppo")
|
||||
parser.add_argument("--alpha-values", default="0.0,0.3,0.6")
|
||||
parser.add_argument("--eval-alpha-values", default="")
|
||||
parser.add_argument("--episodes", type=int, default=10)
|
||||
parser.add_argument("--output-dir", default="engine/studies/results")
|
||||
parser.add_argument("--seed", type=int, default=42)
|
||||
parser.add_argument("--total-timesteps", type=int, default=25_000)
|
||||
parser.add_argument("--n-products", type=int, default=10)
|
||||
parser.add_argument("--N", type=int, default=100)
|
||||
parser.add_argument("--lambda-coi", type=float, default=0.2)
|
||||
parser.add_argument("--robust-radius", type=float, default=0.15)
|
||||
parser.add_argument("--robust-points", type=int, default=5)
|
||||
parser.add_argument("--robust-rollouts", type=int, default=1)
|
||||
parser.add_argument("--margin-floor", type=float, default=0.85)
|
||||
parser.add_argument("--eta-ux", type=float, default=0.5)
|
||||
parser.add_argument("--reward-profit-weight", type=float, default=1.0)
|
||||
parser.add_argument("--price-low", type=float, default=10.0)
|
||||
parser.add_argument("--price-high", type=float, default=150.0)
|
||||
parser.add_argument("--action-levels", type=int, default=9)
|
||||
parser.add_argument("--action-scale-low", type=float, default=0.8)
|
||||
parser.add_argument("--action-scale-high", type=float, default=1.2)
|
||||
parser.add_argument("--max-steps", type=int, default=100)
|
||||
parser.add_argument("--learning-rate", type=float, default=3e-4)
|
||||
parser.add_argument("--batch-size", type=int, default=256)
|
||||
parser.add_argument("--n-steps", type=int, default=2048)
|
||||
parser.add_argument("--linear-warmup-steps", type=int, default=800)
|
||||
parser.add_argument("--device", type=str, default="auto")
|
||||
parser.add_argument("--no-robust", action="store_true")
|
||||
parser.add_argument("--no-wandb", action="store_true")
|
||||
parser.add_argument("--offline", action="store_true")
|
||||
parser.add_argument("--sweep-agent", action="store_true")
|
||||
parser.add_argument("--sweep-id", type=str)
|
||||
parser.add_argument("--count", type=int, default=0)
|
||||
args = parser.parse_args(raw_args)
|
||||
|
||||
if args.sweep_agent:
|
||||
if args.no_wandb or not HAS_WANDB:
|
||||
raise ValueError("sweep agent requires wandb")
|
||||
if not args.sweep_id:
|
||||
raise ValueError("--sweep-id is required with --sweep-agent")
|
||||
|
||||
def _sweep_run():
|
||||
run = wandb.init(mode="offline" if args.offline else "online")
|
||||
try:
|
||||
key_to_attr = {
|
||||
"tiers": "tiers",
|
||||
"alpha_values": "alpha_values",
|
||||
"eval_alpha_values": "eval_alpha_values",
|
||||
"episodes": "episodes",
|
||||
"total_timesteps": "total_timesteps",
|
||||
"lambda_coi": "lambda_coi",
|
||||
"robust_radius": "robust_radius",
|
||||
"robust_points": "robust_points",
|
||||
"robust_rollouts": "robust_rollouts",
|
||||
"ambiguity_radius": "robust_radius",
|
||||
"ambiguity_points": "robust_points",
|
||||
"ambiguity_rollouts": "robust_rollouts",
|
||||
"eta_ux": "eta_ux",
|
||||
"reward_profit_weight": "reward_profit_weight",
|
||||
"learning_rate": "learning_rate",
|
||||
"batch_size": "batch_size",
|
||||
"n_steps": "n_steps",
|
||||
"baseline_mode": "no_robust",
|
||||
"no_robust": "no_robust",
|
||||
"margin_floor": "margin_floor",
|
||||
"device": "device",
|
||||
}
|
||||
for key in (
|
||||
"tiers",
|
||||
"alpha_values",
|
||||
"eval_alpha_values",
|
||||
"episodes",
|
||||
"total_timesteps",
|
||||
"lambda_coi",
|
||||
"robust_radius",
|
||||
"robust_points",
|
||||
"robust_rollouts",
|
||||
"ambiguity_radius",
|
||||
"ambiguity_points",
|
||||
"ambiguity_rollouts",
|
||||
"eta_ux",
|
||||
"reward_profit_weight",
|
||||
"learning_rate",
|
||||
"batch_size",
|
||||
"n_steps",
|
||||
"baseline_mode",
|
||||
"no_robust",
|
||||
"margin_floor",
|
||||
"device",
|
||||
):
|
||||
if key in wandb.config:
|
||||
setattr(args, key_to_attr[key], wandb.config[key])
|
||||
_run_with_args(args)
|
||||
finally:
|
||||
if run is not None:
|
||||
wandb.finish()
|
||||
|
||||
wandb.agent(
|
||||
args.sweep_id,
|
||||
function=_sweep_run,
|
||||
count=args.count if args.count > 0 else None,
|
||||
)
|
||||
return
|
||||
|
||||
if args.no_wandb or not HAS_WANDB:
|
||||
_run_with_args(args)
|
||||
return
|
||||
|
||||
tiers = _parse_list(args.tiers)
|
||||
alpha_values = _parse_float_list(args.alpha_values)
|
||||
run_stamp = datetime.now(timezone.utc).strftime("%m%d-%H%M%S")
|
||||
compare_enabled = _truthy(os.environ.get("PHANTOM_BENCHMARK_COMPARE_ROBUST"))
|
||||
compare_tag = "defended-compare" if compare_enabled else "single-mode"
|
||||
modes = (
|
||||
[("baseline", True), ("defended", False)]
|
||||
if compare_enabled
|
||||
else [(_mode_label_from_baseline(bool(args.no_robust)), bool(args.no_robust))]
|
||||
)
|
||||
|
||||
run_idx = 0
|
||||
for tier in tiers:
|
||||
for mode_label, baseline_mode in modes:
|
||||
for alpha in alpha_values:
|
||||
run_idx += 1
|
||||
alpha_token = (
|
||||
f"{float(alpha):.2f}".rstrip("0").rstrip(".").replace(".", "p")
|
||||
)
|
||||
tier_args = argparse.Namespace(**vars(args))
|
||||
tier_args.tiers = tier
|
||||
tier_args.alpha_values = str(float(alpha))
|
||||
tier_args.no_robust = bool(baseline_mode)
|
||||
run = wandb.init(
|
||||
project=args.project,
|
||||
name=(
|
||||
f"benchmark-{tier}-{mode_label}-a{alpha_token}-{run_stamp}-{run_idx}"
|
||||
),
|
||||
tags=[
|
||||
"benchmark",
|
||||
compare_tag,
|
||||
f"backend:{tier}",
|
||||
f"mode:{mode_label}",
|
||||
f"alpha:{alpha_token}",
|
||||
],
|
||||
config={
|
||||
"run.kind": "benchmark",
|
||||
"runtime/backend": tier,
|
||||
"study/mode": mode_label,
|
||||
"study/baseline_mode": float(baseline_mode),
|
||||
"study/alpha": float(alpha),
|
||||
"tiers": tier,
|
||||
"alpha_values": str(float(alpha)),
|
||||
"eval_alpha_values": args.eval_alpha_values,
|
||||
"episodes": args.episodes,
|
||||
"total_timesteps": args.total_timesteps,
|
||||
"lambda_coi": args.lambda_coi,
|
||||
"ambiguity_radius": args.robust_radius,
|
||||
"ambiguity_points": args.robust_points,
|
||||
"ambiguity_rollouts": args.robust_rollouts,
|
||||
"margin_floor": args.margin_floor,
|
||||
"baseline_mode": float(baseline_mode),
|
||||
"eta_ux": args.eta_ux,
|
||||
"reward_profit_weight": args.reward_profit_weight,
|
||||
"learning_rate": args.learning_rate,
|
||||
"device": args.device,
|
||||
},
|
||||
mode="offline" if args.offline else "online",
|
||||
)
|
||||
try:
|
||||
_run_with_args(tier_args, compare_robust_override=False)
|
||||
finally:
|
||||
if run is not None:
|
||||
wandb.finish()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
run_cli()
|
||||
124
engine/engine.py
124
engine/engine.py
@@ -1,124 +0,0 @@
|
||||
from sys import platform
|
||||
import numpy as np
|
||||
from .lib.demand import generate_demand_for_actor, estimate_demand
|
||||
from .lib.behavior import get_adjusted_transitions, sample_behavior_from_transitions
|
||||
from logging import INFO, getLogger
|
||||
|
||||
logger = getLogger(__name__)
|
||||
logger.setLevel(INFO)
|
||||
|
||||
|
||||
class MarketEngine:
|
||||
"""implements separate demand distributions for humans and agents per Section 3.1.1"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
alpha: float,
|
||||
N: int,
|
||||
human_params: tuple,
|
||||
agent_params: tuple,
|
||||
demand_distribution=np.random.normal,
|
||||
noise_std: float = 1.0,
|
||||
action_weights: dict | None = None,
|
||||
):
|
||||
# no defaults for D_H, D_A - force explicit experiment design
|
||||
self.alpha = alpha
|
||||
self.N = int(N)
|
||||
self.Nagents = int(N * alpha)
|
||||
self.Nhumans = int(N * (1 - alpha))
|
||||
self.human_params = human_params
|
||||
self.agent_params = agent_params
|
||||
self.noise_std = noise_std
|
||||
self.demand_dist = demand_distribution
|
||||
self.action_weights = action_weights
|
||||
|
||||
def act(self, prices):
|
||||
# generate separate demands d() per actor type
|
||||
demand_h = generate_demand_for_actor(
|
||||
prices,
|
||||
self.human_params,
|
||||
self.noise_std,
|
||||
distribution_method=self.demand_dist,
|
||||
)
|
||||
demand_a = generate_demand_for_actor(
|
||||
prices,
|
||||
self.agent_params,
|
||||
self.noise_std,
|
||||
distribution_method=self.demand_dist,
|
||||
)
|
||||
human_transitions = get_adjusted_transitions(demand_h, human=True)
|
||||
agent_transitions = get_adjusted_transitions(demand_a, human=False)
|
||||
# sample N trajectories in parallel; each chain is independent so threads
|
||||
# do not share state and numpy's per-call RNG is thread-safe
|
||||
human_t = [
|
||||
sample_behavior_from_transitions(human_transitions)
|
||||
for _ in range(self.Nhumans)
|
||||
]
|
||||
agent_t = [
|
||||
sample_behavior_from_transitions(agent_transitions)
|
||||
for _ in range(self.Nagents)
|
||||
]
|
||||
# store trajectories for agent probability calculation
|
||||
self.last_trajectories = human_t + agent_t
|
||||
|
||||
demand_proxy = estimate_demand(
|
||||
self.last_trajectories,
|
||||
self.action_weights,
|
||||
normalize=True,
|
||||
per_session=False,
|
||||
)
|
||||
raw_mix = ((1.0 - float(self.alpha)) * demand_h) + (
|
||||
float(self.alpha) * demand_a
|
||||
)
|
||||
total_raw_demand = float(np.sum(raw_mix))
|
||||
if not demand_proxy:
|
||||
return {i: float(raw_mix[i]) for i in range(len(prices))}
|
||||
if total_raw_demand <= 0.0:
|
||||
return {i: 0.0 for i in range(len(prices))}
|
||||
return {
|
||||
i: total_raw_demand * float(demand_proxy.get(i, 0.0)) / 100.0
|
||||
for i in range(len(prices))
|
||||
}
|
||||
|
||||
def measure(self):
|
||||
pass
|
||||
|
||||
|
||||
class PricingEngine:
|
||||
def __init__(
|
||||
self,
|
||||
) -> None:
|
||||
pass
|
||||
|
||||
def act(self, demand):
|
||||
return np.random.uniform(low=25, high=100, size=10)
|
||||
|
||||
|
||||
class Limbo:
|
||||
def __init__(self, platform, market) -> None:
|
||||
self.platform_turn = True
|
||||
self.platform = platform
|
||||
self.market = market
|
||||
self.output = None
|
||||
|
||||
def step(self):
|
||||
if self.platform_turn:
|
||||
self.output = self.platform.act(self.output)
|
||||
else:
|
||||
self.output = self.market.act(self.output)
|
||||
self.platform_turn = not self.platform_turn
|
||||
return self.output
|
||||
|
||||
def reset(self):
|
||||
self.platform_turn = True
|
||||
self.output = None
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
platform = PricingEngine()
|
||||
market = MarketEngine(
|
||||
alpha=0.3, N=100, human_params=(50, 10), agent_params=(45, 15)
|
||||
)
|
||||
limbo = Limbo(platform, market)
|
||||
for _ in range(10):
|
||||
limbo.step()
|
||||
@@ -1,3 +0,0 @@
|
||||
from .robust import select_adversarial_alpha_jax, _JAX_OK
|
||||
|
||||
__all__ = ["select_adversarial_alpha_jax", "_JAX_OK"]
|
||||
@@ -1,197 +0,0 @@
|
||||
"""JAX-accelerated robust inner loop for PHANTOM.
|
||||
|
||||
provides a drop-in replacement for the sequential alpha-candidate evaluation in
|
||||
wrapper.py::_select_adversarial_alpha. the demand generation and reward
|
||||
computation are vmapped over the K candidate alpha values so all candidates are
|
||||
evaluated in a single vectorized pass instead of K sequential Python calls.
|
||||
|
||||
public surface:
|
||||
select_adversarial_alpha_jax(candidates, prices, human_params, agent_params,
|
||||
noise_std, n_sessions, n_products,
|
||||
baseline_prices, lambda_coi, info_value,
|
||||
reward_profit_weight, rng_key)
|
||||
-> (best_alpha: float, rewards: np.ndarray)
|
||||
|
||||
falls back gracefully when JAX is unavailable.
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import numpy as np
|
||||
|
||||
try:
|
||||
import jax
|
||||
import jax.numpy as jnp
|
||||
from jax import vmap, jit
|
||||
|
||||
_JAX_OK = True
|
||||
except ImportError:
|
||||
_JAX_OK = False
|
||||
|
||||
_JAX_RUNTIME_OK = True
|
||||
|
||||
|
||||
def _demand_for_actor_jax(prices, mean, std, noise_std, key):
|
||||
"""d(p;theta) = max(0, val - price + noise), normalized to sum 100."""
|
||||
k1, k2 = jax.random.split(key)
|
||||
val = jax.random.normal(k1, shape=prices.shape) * std + mean
|
||||
noise = jax.random.normal(k2, shape=prices.shape) * noise_std
|
||||
demand = jnp.maximum(0.0, val - prices + noise)
|
||||
total = demand.sum()
|
||||
return jnp.where(total > 0, demand / total * 100.0, demand)
|
||||
|
||||
|
||||
def _reward_for_candidate(
|
||||
alpha,
|
||||
prices,
|
||||
human_mean,
|
||||
human_std,
|
||||
agent_mean,
|
||||
agent_std,
|
||||
noise_std,
|
||||
baseline_prices,
|
||||
lambda_coi,
|
||||
info_value,
|
||||
reward_profit_weight,
|
||||
key,
|
||||
):
|
||||
"""compute a scalar reward for a single alpha candidate (pure JAX, vmappable)."""
|
||||
k_h, k_a = jax.random.split(key)
|
||||
# mixed demand proxy: weighted sum of human and agent demand signals
|
||||
demand_h = _demand_for_actor_jax(prices, human_mean, human_std, noise_std, k_h)
|
||||
demand_a = _demand_for_actor_jax(prices, agent_mean, agent_std, noise_std, k_a)
|
||||
demand = (1.0 - alpha) * demand_h + alpha * demand_a
|
||||
|
||||
revenue = jnp.dot(prices, demand)
|
||||
floor_cost = jnp.dot(baseline_prices, demand)
|
||||
profit = revenue - floor_cost
|
||||
|
||||
# agent_prob proxy: use alpha directly (no trajectory available in vectorized path)
|
||||
coi_leakage = alpha * info_value
|
||||
info_budget = jnp.maximum(floor_cost, 1.0)
|
||||
coi_penalty = lambda_coi * coi_leakage * info_budget
|
||||
|
||||
return reward_profit_weight * profit - coi_penalty
|
||||
|
||||
|
||||
if _JAX_OK:
|
||||
# compile once; retracing only happens on shape/dtype changes
|
||||
# 12 args: alpha, prices, h_mean, h_std, a_mean, a_std, noise_std,
|
||||
# baseline_prices, lambda_coi, info_value, reward_profit_weight, key
|
||||
_reward_batched = jit(
|
||||
vmap(
|
||||
_reward_for_candidate,
|
||||
in_axes=(0, None, None, None, None, None, None, None, None, None, None, 0),
|
||||
)
|
||||
)
|
||||
|
||||
|
||||
def select_adversarial_alpha_jax(
|
||||
candidates: np.ndarray,
|
||||
prices: np.ndarray,
|
||||
human_params: tuple,
|
||||
agent_params: tuple,
|
||||
noise_std: float,
|
||||
baseline_prices: np.ndarray,
|
||||
lambda_coi: float,
|
||||
info_value: float,
|
||||
reward_profit_weight: float,
|
||||
rng_seed: int = 0,
|
||||
) -> tuple[float, np.ndarray]:
|
||||
"""evaluate all alpha candidates in a single vmapped pass.
|
||||
|
||||
returns (best_alpha, rewards_array) where best_alpha minimizes reward
|
||||
(worst case for the platform, driving robust policy training).
|
||||
|
||||
falls back to a pure-numpy sequential loop when JAX is unavailable so the
|
||||
wrapper can call this function unconditionally.
|
||||
"""
|
||||
global _JAX_RUNTIME_OK
|
||||
|
||||
if not _JAX_OK or not _JAX_RUNTIME_OK:
|
||||
return _fallback(
|
||||
candidates,
|
||||
prices,
|
||||
human_params,
|
||||
agent_params,
|
||||
noise_std,
|
||||
baseline_prices,
|
||||
lambda_coi,
|
||||
info_value,
|
||||
reward_profit_weight,
|
||||
)
|
||||
|
||||
try:
|
||||
k = len(candidates)
|
||||
key = jax.random.PRNGKey(rng_seed)
|
||||
keys = jax.random.split(key, k)
|
||||
|
||||
rewards = np.asarray(
|
||||
_reward_batched(
|
||||
jnp.asarray(candidates, dtype=jnp.float32),
|
||||
jnp.asarray(prices, dtype=jnp.float32),
|
||||
float(human_params[0]),
|
||||
float(human_params[1]),
|
||||
float(agent_params[0]),
|
||||
float(agent_params[1]),
|
||||
float(noise_std),
|
||||
jnp.asarray(baseline_prices, dtype=jnp.float32),
|
||||
float(lambda_coi),
|
||||
float(info_value),
|
||||
float(reward_profit_weight),
|
||||
keys,
|
||||
)
|
||||
)
|
||||
best_idx = int(np.argmin(rewards))
|
||||
return float(candidates[best_idx]), rewards
|
||||
except Exception as exc:
|
||||
# TPU contention / backend init failures can happen in distributed schedulers.
|
||||
# Degrade to numpy path for the remainder of the process.
|
||||
_JAX_RUNTIME_OK = False
|
||||
print(f"PHANTOM_JAX_FALLBACK: {exc}")
|
||||
return _fallback(
|
||||
candidates,
|
||||
prices,
|
||||
human_params,
|
||||
agent_params,
|
||||
noise_std,
|
||||
baseline_prices,
|
||||
lambda_coi,
|
||||
info_value,
|
||||
reward_profit_weight,
|
||||
)
|
||||
|
||||
|
||||
def _fallback(
|
||||
candidates,
|
||||
prices,
|
||||
human_params,
|
||||
agent_params,
|
||||
noise_std,
|
||||
baseline_prices,
|
||||
lambda_coi,
|
||||
info_value,
|
||||
reward_profit_weight,
|
||||
):
|
||||
"""numpy fallback matching the reward formula above."""
|
||||
rewards = []
|
||||
for alpha in candidates:
|
||||
rng = np.random.default_rng()
|
||||
val_h = rng.normal(*human_params, size=len(prices))
|
||||
val_a = rng.normal(*agent_params, size=len(prices))
|
||||
noise_h = rng.normal(0, noise_std, len(prices))
|
||||
noise_a = rng.normal(0, noise_std, len(prices))
|
||||
d_h = np.maximum(0, val_h - prices + noise_h)
|
||||
d_a = np.maximum(0, val_a - prices + noise_a)
|
||||
s_h, s_a = d_h.sum(), d_a.sum()
|
||||
d_h = d_h / s_h * 100 if s_h > 0 else d_h
|
||||
d_a = d_a / s_a * 100 if s_a > 0 else d_a
|
||||
demand = (1.0 - alpha) * d_h + alpha * d_a
|
||||
revenue = float(np.dot(prices, demand))
|
||||
floor_cost = float(np.dot(baseline_prices, demand))
|
||||
profit = revenue - floor_cost
|
||||
coi_penalty = lambda_coi * alpha * info_value * max(floor_cost, 1.0)
|
||||
rewards.append(reward_profit_weight * profit - coi_penalty)
|
||||
rewards = np.array(rewards)
|
||||
best_idx = int(np.argmin(rewards))
|
||||
return float(candidates[best_idx]), rewards
|
||||
@@ -1,38 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from importlib import import_module
|
||||
|
||||
_EXPORTS: dict[str, tuple[str, str]] = {
|
||||
"estimate_demand": (".demand", "estimate_demand"),
|
||||
"estimate_weighted_demand": (".demand", "estimate_weighted_demand"),
|
||||
"generate_demand_for_actor": (".demand", "generate_demand_for_actor"),
|
||||
"sample_behavior": (".behavior", "sample_behavior"),
|
||||
"get_transition_models": (".behavior", "get_transition_models"),
|
||||
"trajectory_to_events": (".behavior", "trajectory_to_events"),
|
||||
"DashboardRenderer": (".render", "DashboardRenderer"),
|
||||
"style_axis": (".render", "style_axis"),
|
||||
"EconomicMetricsWrapper": (".wrappers", "EconomicMetricsWrapper"),
|
||||
"MetricsCallback": (".callbacks", "MetricsCallback"),
|
||||
"EvalMetricsCallback": (".callbacks", "EvalMetricsCallback"),
|
||||
"ProviderBenchmark": (".providers", "ProviderBenchmark"),
|
||||
"ProviderResult": (".providers", "ProviderResult"),
|
||||
"BenchmarkConfig": (".providers", "BenchmarkConfig"),
|
||||
"RandomBaseline": (".providers", "RandomBaseline"),
|
||||
"SurgeBaseline": (".providers", "SurgeBaseline"),
|
||||
"compute_uplift_coi": (".coi", "compute_uplift_coi"),
|
||||
"extract_purchases": (".coi", "extract_purchases"),
|
||||
"compute_agent_probability": (".coi", "compute_agent_probability"),
|
||||
"EventQTable": (".discrete", "EventQTable"),
|
||||
}
|
||||
|
||||
__all__ = sorted(_EXPORTS)
|
||||
|
||||
|
||||
def __getattr__(name: str):
|
||||
if name not in _EXPORTS:
|
||||
raise AttributeError(f"module '{__name__}' has no attribute '{name}'")
|
||||
module_name, attr_name = _EXPORTS[name]
|
||||
module = import_module(module_name, package=__name__)
|
||||
value = getattr(module, attr_name)
|
||||
globals()[name] = value
|
||||
return value
|
||||
@@ -1,190 +0,0 @@
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
sys.path.insert(0, str(Path(__file__).parents[2]))
|
||||
|
||||
try:
|
||||
from sim.rl.behavior_loader.models import (
|
||||
BehaviorModel,
|
||||
AgentBehaviorModel,
|
||||
aggregate_event_transitions,
|
||||
)
|
||||
except ImportError:
|
||||
BehaviorModel = None
|
||||
AgentBehaviorModel = None
|
||||
aggregate_event_transitions = None
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
from .demand import generate_demand_for_actor
|
||||
|
||||
base_dir = Path(__file__).parents[2] / "experiments"
|
||||
human_dir = str(base_dir / "collected_data")
|
||||
agent_dir = str(base_dir / "agents" / "collected_data")
|
||||
|
||||
_cache = {} # lazy cache for models and base pivots
|
||||
# cache keyed by (human: bool, condition_tuple) so we skip Kronecker re-expansion
|
||||
# for repeated calls with the same demand condition inside the robustness inner loop
|
||||
_transition_cache: dict = {}
|
||||
|
||||
|
||||
def _get_base_pivot(human: bool):
|
||||
if (
|
||||
BehaviorModel is None
|
||||
or AgentBehaviorModel is None
|
||||
or aggregate_event_transitions is None
|
||||
):
|
||||
raise ImportError("behavior loader dependencies are unavailable")
|
||||
key = "human" if human else "agent"
|
||||
if key not in _cache:
|
||||
model = BehaviorModel(human_dir) if human else AgentBehaviorModel(agent_dir)
|
||||
mdp = model.build_MDP()
|
||||
_cache[key] = pd.DataFrame(aggregate_event_transitions(mdp)).fillna(0.0)
|
||||
return _cache[key]
|
||||
|
||||
|
||||
def get_transition_models():
|
||||
"""load human and agent transition models for agent probability calculation
|
||||
|
||||
returns:
|
||||
tuple: (human_transitions, agent_transitions) as dicts of event->event->prob
|
||||
"""
|
||||
if (
|
||||
BehaviorModel is None
|
||||
or AgentBehaviorModel is None
|
||||
or aggregate_event_transitions is None
|
||||
):
|
||||
raise ImportError("behavior loader dependencies are unavailable")
|
||||
|
||||
human_model = BehaviorModel(human_dir)
|
||||
agent_model = AgentBehaviorModel(agent_dir)
|
||||
|
||||
human_mdp = human_model.build_MDP()
|
||||
agent_mdp = agent_model.build_MDP()
|
||||
|
||||
human_trans = aggregate_event_transitions(human_mdp)
|
||||
agent_trans = aggregate_event_transitions(agent_mdp)
|
||||
|
||||
return human_trans, agent_trans
|
||||
|
||||
|
||||
def trajectory_to_events(trajectory: list) -> list:
|
||||
"""extract event names from trajectory for KL divergence calculation
|
||||
|
||||
trajectories are in format 'eventName_product0', extract just eventName
|
||||
"""
|
||||
return [s.rsplit("_product", 1)[0] if "_product" in s else s for s in trajectory]
|
||||
|
||||
|
||||
class _TransitionTable:
|
||||
"""numpy-backed transition table; replaces per-step pandas .loc[] indexing.
|
||||
|
||||
the profiling hotspot was DataFrame.xs called ~4-16k times per outer step.
|
||||
converting once to a dense float32 array with an int-keyed state index map
|
||||
reduces each row lookup to a single array slice with no pandas overhead.
|
||||
rows are pre-normalized so sampling requires no per-step division.
|
||||
"""
|
||||
|
||||
__slots__ = ("matrix", "states", "state_index", "n_states")
|
||||
|
||||
def __init__(self, df: pd.DataFrame):
|
||||
self.states: list[str] = df.index.tolist()
|
||||
self.state_index: dict[str, int] = {s: i for i, s in enumerate(self.states)}
|
||||
# float64 throughout: float32 row-sums can drift enough to break np.random.choice
|
||||
mat = np.nan_to_num(
|
||||
df.values.astype(np.float64), nan=0.0, posinf=0.0, neginf=0.0
|
||||
)
|
||||
mat = np.clip(mat, 0.0, None)
|
||||
row_sums = mat.sum(axis=1)
|
||||
# dead rows (all zero) get uniform distribution so sampling never receives NaN
|
||||
dead = row_sums <= 0
|
||||
mat[dead] = 1.0
|
||||
row_sums[dead] = float(mat.shape[1])
|
||||
mat = mat / row_sums[:, np.newaxis]
|
||||
# final nan guard in case fp still drifts
|
||||
np.nan_to_num(mat, nan=0.0, copy=False)
|
||||
row_sums2 = mat.sum(axis=1, keepdims=True)
|
||||
row_sums2[row_sums2 <= 0] = 1.0
|
||||
self.matrix: np.ndarray = mat / row_sums2
|
||||
self.n_states: int = len(self.states)
|
||||
|
||||
|
||||
def adjust_behavior_to_condition(condition, transition_matrix):
|
||||
# expand NxN transition matrix to (N*P)x(N*P) weighted by demand condition
|
||||
condition = np.asarray(condition, dtype=float)
|
||||
condition = np.nan_to_num(condition, nan=0.0, posinf=0.0, neginf=0.0)
|
||||
condition = np.clip(condition, 0.0, None)
|
||||
s = float(np.sum(condition))
|
||||
cond_norm = (
|
||||
condition / s
|
||||
if np.isfinite(s) and s > 0
|
||||
else np.full(len(condition), 1.0 / max(len(condition), 1), dtype=float)
|
||||
)
|
||||
n_products = len(condition)
|
||||
base_vals = transition_matrix.values
|
||||
base_cols, base_rows = (
|
||||
transition_matrix.columns.tolist(),
|
||||
transition_matrix.index.tolist(),
|
||||
)
|
||||
expanded = np.kron(base_vals, np.outer(cond_norm, cond_norm))
|
||||
new_cols = [f"{c}_product{p}" for c in base_cols for p in range(n_products)]
|
||||
new_rows = [f"{r}_product{p}" for r in base_rows for p in range(n_products)]
|
||||
return pd.DataFrame(expanded, index=new_rows, columns=new_cols)
|
||||
|
||||
|
||||
def get_adjusted_transitions(condition, human=True) -> _TransitionTable:
|
||||
"""return a _TransitionTable for the given demand condition.
|
||||
|
||||
results are cached by (human, rounded-condition) so that repeated calls with
|
||||
the same condition inside the robustness inner loop (K candidates, same prices)
|
||||
skip the Kronecker expansion entirely.
|
||||
"""
|
||||
condition = np.asarray(condition, dtype=float)
|
||||
# round to 4 significant digits for cache key stability
|
||||
cache_key = (human, tuple(np.round(condition, 4).tolist()))
|
||||
if cache_key in _transition_cache:
|
||||
return _transition_cache[cache_key]
|
||||
|
||||
# prevent OOM by capping cache size
|
||||
if len(_transition_cache) > 100:
|
||||
_transition_cache.clear()
|
||||
|
||||
base_pivot = _get_base_pivot(human)
|
||||
df = adjust_behavior_to_condition(condition, base_pivot)
|
||||
table = _TransitionTable(df)
|
||||
_transition_cache[cache_key] = table
|
||||
return table
|
||||
|
||||
|
||||
def clear_transition_cache():
|
||||
"""drop cached transition tables; call between episodes if condition space is large."""
|
||||
_transition_cache.clear()
|
||||
|
||||
|
||||
def sample_behavior_from_transitions(table, max_len=40):
|
||||
"""sample a Markov trajectory.
|
||||
|
||||
accepts _TransitionTable (fast path) or a legacy pandas DataFrame so existing
|
||||
call sites that pass a DataFrame directly continue to work unchanged.
|
||||
"""
|
||||
if isinstance(table, pd.DataFrame):
|
||||
table = _TransitionTable(table)
|
||||
|
||||
idx = np.random.randint(table.n_states)
|
||||
trajectory = [table.states[idx]]
|
||||
while len(trajectory) < max_len and "checkout" not in trajectory[-1]:
|
||||
row = table.matrix[table.state_index[trajectory[-1]]]
|
||||
idx = int(np.random.choice(table.n_states, p=row))
|
||||
trajectory.append(table.states[idx])
|
||||
return trajectory
|
||||
|
||||
|
||||
def sample_behavior(condition, human=True, max_len=40):
|
||||
table = get_adjusted_transitions(condition, human=human)
|
||||
return sample_behavior_from_transitions(table, max_len=max_len)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
t = sample_behavior(generate_demand_for_actor(np.array([10, 20, 30])), human=True)
|
||||
print(t)
|
||||
t = sample_behavior(generate_demand_for_actor(np.array([10, 20, 30])), human=False)
|
||||
print(t)
|
||||
@@ -1,259 +0,0 @@
|
||||
"""Training callbacks with algorithm-agnostic metric extraction."""
|
||||
|
||||
from typing import Any
|
||||
|
||||
from stable_baselines3.common.callbacks import BaseCallback, EvalCallback
|
||||
import numpy as np
|
||||
|
||||
from ..telemetry.wandb import get_wandb_module
|
||||
|
||||
|
||||
class MetricsCallback(BaseCallback):
|
||||
"""Collects interval train metrics from env info dictionaries."""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
log_histograms: bool = False,
|
||||
log_freq: int = 100,
|
||||
hist_freq: int = 500,
|
||||
step_offset: int = 0,
|
||||
verbose: int = 0,
|
||||
):
|
||||
super().__init__(verbose)
|
||||
self.log_histograms = log_histograms
|
||||
self.log_freq = max(1, int(log_freq))
|
||||
self.hist_freq = max(1, int(hist_freq))
|
||||
self.step_offset = max(0, int(step_offset))
|
||||
self._wandb = get_wandb_module()
|
||||
self._wandb_live = bool(self._wandb is not None and self._wandb.run is not None)
|
||||
self._price_samples: list[float] = []
|
||||
self._demand_samples: list[float] = []
|
||||
self._window_sums = {
|
||||
"train/revenue_mean": 0.0,
|
||||
"train/margin_mean": 0.0,
|
||||
"train/coi_level_mean": 0.0,
|
||||
"train/regret_mean": 0.0,
|
||||
"train/profit_mean": 0.0,
|
||||
"train/agent_prob": 0.0,
|
||||
"train/alpha_adv": 0.0,
|
||||
"train/ux_penalty": 0.0,
|
||||
"train/volatility": 0.0,
|
||||
"train/coi_mix": 0.0,
|
||||
"train/coi_base": 0.0,
|
||||
"train/coi_leakage": 0.0,
|
||||
"train/coi_penalty": 0.0,
|
||||
}
|
||||
self._window_count = 0
|
||||
self.events: list[dict[str, Any]] = []
|
||||
|
||||
def _accumulate(self, info: dict[str, Any]) -> None:
|
||||
econ = info.get("economics")
|
||||
if not isinstance(econ, dict):
|
||||
return
|
||||
self._window_sums["train/revenue_mean"] += float(econ.get("revenue", 0.0))
|
||||
self._window_sums["train/margin_mean"] += float(econ.get("margin", 0.0))
|
||||
self._window_sums["train/coi_level_mean"] += float(econ.get("coi_level", 0.0))
|
||||
self._window_sums["train/regret_mean"] += float(econ.get("regret", 0.0))
|
||||
if "profit" in econ:
|
||||
self._window_sums["train/profit_mean"] += float(econ.get("profit", 0.0))
|
||||
if "agent_prob" in econ:
|
||||
self._window_sums["train/agent_prob"] += float(econ.get("agent_prob", 0.0))
|
||||
if "alpha_adv" in econ:
|
||||
self._window_sums["train/alpha_adv"] += float(econ.get("alpha_adv", 0.0))
|
||||
if "ux_penalty" in econ:
|
||||
self._window_sums["train/ux_penalty"] += float(econ.get("ux_penalty", 0.0))
|
||||
if "volatility" in econ:
|
||||
self._window_sums["train/volatility"] += float(econ.get("volatility", 0.0))
|
||||
if "coi_mix" in econ:
|
||||
self._window_sums["train/coi_mix"] += float(econ.get("coi_mix", 0.0))
|
||||
if "coi_base" in econ:
|
||||
self._window_sums["train/coi_base"] += float(econ.get("coi_base", 0.0))
|
||||
if "coi_leakage" in econ:
|
||||
self._window_sums["train/coi_leakage"] += float(
|
||||
econ.get("coi_leakage", 0.0)
|
||||
)
|
||||
if "coi_penalty" in econ:
|
||||
self._window_sums["train/coi_penalty"] += float(
|
||||
econ.get("coi_penalty", 0.0)
|
||||
)
|
||||
self._window_count += 1
|
||||
|
||||
def _accumulate_histograms(self, info: dict[str, Any]) -> None:
|
||||
if not self.log_histograms:
|
||||
return
|
||||
|
||||
for key in ("effective_prices", "prices"):
|
||||
if key not in info:
|
||||
continue
|
||||
try:
|
||||
values = np.asarray(info.get(key), dtype=float).reshape(-1)
|
||||
except Exception:
|
||||
continue
|
||||
if values.size <= 0:
|
||||
continue
|
||||
finite_values = values[np.isfinite(values)]
|
||||
if finite_values.size > 0:
|
||||
self._price_samples.extend(finite_values.tolist())
|
||||
break
|
||||
|
||||
if "demand" in info:
|
||||
try:
|
||||
demand_values = np.asarray(info.get("demand"), dtype=float).reshape(-1)
|
||||
except Exception:
|
||||
demand_values = np.array([], dtype=float)
|
||||
if demand_values.size > 0:
|
||||
finite_demand = demand_values[np.isfinite(demand_values)]
|
||||
if finite_demand.size > 0:
|
||||
self._demand_samples.extend(finite_demand.tolist())
|
||||
|
||||
def _flush_histograms(self, step: int, force: bool = False) -> None:
|
||||
if not self.log_histograms:
|
||||
return
|
||||
if not force and step % self.hist_freq != 0:
|
||||
return
|
||||
if not self._price_samples and not self._demand_samples:
|
||||
return
|
||||
if self._wandb is None:
|
||||
self._price_samples.clear()
|
||||
self._demand_samples.clear()
|
||||
return
|
||||
|
||||
payload: dict[str, Any] = {}
|
||||
if self._price_samples:
|
||||
payload["train/price_dist"] = self._wandb.Histogram(
|
||||
np.asarray(self._price_samples, dtype=np.float32)
|
||||
)
|
||||
if self._demand_samples:
|
||||
payload["train/demand_dist"] = self._wandb.Histogram(
|
||||
np.asarray(self._demand_samples, dtype=np.float32)
|
||||
)
|
||||
|
||||
if payload and self._wandb_live:
|
||||
try:
|
||||
self._wandb.log(payload, step=self.step_offset + int(step))
|
||||
except Exception:
|
||||
self._wandb_live = False
|
||||
|
||||
self._price_samples.clear()
|
||||
self._demand_samples.clear()
|
||||
|
||||
def _flush(self, step: int, *, force_hist: bool = False) -> None:
|
||||
if self._window_count > 0:
|
||||
denom = float(self._window_count)
|
||||
payload = {
|
||||
key: (value / denom)
|
||||
for key, value in self._window_sums.items()
|
||||
if value != 0.0
|
||||
or key
|
||||
in {
|
||||
"train/revenue_mean",
|
||||
"train/margin_mean",
|
||||
"train/coi_level_mean",
|
||||
"train/regret_mean",
|
||||
}
|
||||
}
|
||||
payload["train/global_step"] = int(step)
|
||||
if self._wandb_live:
|
||||
try:
|
||||
self._wandb.log(dict(payload), step=self.step_offset + int(step))
|
||||
except Exception:
|
||||
self._wandb_live = False
|
||||
self.events.append(payload)
|
||||
else:
|
||||
self.events.append(payload)
|
||||
for key in self._window_sums:
|
||||
self._window_sums[key] = 0.0
|
||||
self._window_count = 0
|
||||
|
||||
self._flush_histograms(step=step, force=force_hist)
|
||||
|
||||
def _on_step(self) -> bool:
|
||||
for info in self.locals.get("infos", []):
|
||||
if isinstance(info, dict):
|
||||
self._accumulate(info)
|
||||
self._accumulate_histograms(info)
|
||||
|
||||
if self.num_timesteps % self.log_freq == 0:
|
||||
self._flush(step=self.num_timesteps)
|
||||
|
||||
return True
|
||||
|
||||
def _on_training_end(self) -> None:
|
||||
self._flush(step=self.num_timesteps, force_hist=True)
|
||||
|
||||
|
||||
class EvalMetricsCallback(EvalCallback):
|
||||
"""Deterministic evaluation collector detached from logging backends."""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
eval_env,
|
||||
eval_freq: int = 1000,
|
||||
n_eval_episodes: int = 5,
|
||||
step_offset: int = 0,
|
||||
**kwargs,
|
||||
):
|
||||
super().__init__(
|
||||
eval_env, eval_freq=eval_freq, n_eval_episodes=n_eval_episodes, **kwargs
|
||||
)
|
||||
self.step_offset = max(0, int(step_offset))
|
||||
self._wandb = get_wandb_module()
|
||||
self._wandb_live = bool(self._wandb is not None and self._wandb.run is not None)
|
||||
self._eval_stats: dict[str, list[float]] = {
|
||||
"eval/revenue_mean": [],
|
||||
"eval/margin_mean": [],
|
||||
"eval/coi_level_mean": [],
|
||||
"eval/coi_leakage_mean": [],
|
||||
"eval/volatility_mean": [],
|
||||
"eval/agent_prob_mean": [],
|
||||
}
|
||||
self.events: list[dict[str, float | int]] = []
|
||||
|
||||
def _on_step(self) -> bool:
|
||||
result = super()._on_step()
|
||||
if self.n_calls % self.eval_freq == 0 and hasattr(self, "last_mean_reward"):
|
||||
payload: dict[str, float | int] = {
|
||||
"eval/reward_mean": float(self.last_mean_reward),
|
||||
"train/global_step": int(self.num_timesteps),
|
||||
}
|
||||
for key, values in self._eval_stats.items():
|
||||
payload[key] = float(np.mean(values)) if values else 0.0
|
||||
|
||||
if self._wandb_live:
|
||||
try:
|
||||
self._wandb.log(
|
||||
dict(payload),
|
||||
step=self.step_offset + int(self.num_timesteps),
|
||||
)
|
||||
except Exception:
|
||||
self._wandb_live = False
|
||||
self.events.append(payload)
|
||||
else:
|
||||
self.events.append(payload)
|
||||
|
||||
for values in self._eval_stats.values():
|
||||
values.clear()
|
||||
|
||||
return result
|
||||
|
||||
def _log_success_callback(self, locals_: dict, globals_: dict) -> None:
|
||||
# called after each eval episode
|
||||
info = locals_.get("info", {})
|
||||
econ = info.get("economics") if isinstance(info, dict) else None
|
||||
if not isinstance(econ, dict):
|
||||
return
|
||||
|
||||
self._eval_stats["eval/revenue_mean"].append(float(econ.get("revenue", 0.0)))
|
||||
self._eval_stats["eval/margin_mean"].append(float(econ.get("margin", 0.0)))
|
||||
self._eval_stats["eval/coi_level_mean"].append(
|
||||
float(econ.get("coi_level", 0.0))
|
||||
)
|
||||
self._eval_stats["eval/coi_leakage_mean"].append(
|
||||
float(econ.get("coi_leakage", 0.0))
|
||||
)
|
||||
self._eval_stats["eval/volatility_mean"].append(
|
||||
float(econ.get("volatility", 0.0))
|
||||
)
|
||||
self._eval_stats["eval/agent_prob_mean"].append(
|
||||
float(econ.get("agent_prob", 0.0))
|
||||
)
|
||||
@@ -1,83 +0,0 @@
|
||||
import numpy as np
|
||||
from typing import Dict
|
||||
|
||||
from lib.agent_probability import DEFAULT_AGENT_PRIOR, estimate_agent_probability
|
||||
|
||||
|
||||
def compute_agent_probability(
|
||||
trajectory: list,
|
||||
human_transitions: Dict,
|
||||
agent_transitions: Dict,
|
||||
temperature: float = 1.0,
|
||||
prior_agent: float = DEFAULT_AGENT_PRIOR,
|
||||
) -> float:
|
||||
"""estimate agent probability via KL divergence between trajectory transitions and reference models
|
||||
|
||||
compares empirical trajectory transition distribution to human/agent prototypes
|
||||
|
||||
args:
|
||||
trajectory: list of state/event strings from session
|
||||
human_transitions: reference transition dict from human MDP (event->event->prob)
|
||||
agent_transitions: reference transition dict from agent MDP (event->event->prob)
|
||||
|
||||
returns:
|
||||
agent probability in [0, 1] via sigma((delta_h - delta_a) / T)
|
||||
"""
|
||||
if len(trajectory) < 2:
|
||||
return float(prior_agent)
|
||||
|
||||
# build empirical transition distribution from trajectory
|
||||
trans_counts = {}
|
||||
for s, s_next in zip(trajectory[:-1], trajectory[1:]):
|
||||
if s not in trans_counts:
|
||||
trans_counts[s] = {}
|
||||
trans_counts[s][s_next] = trans_counts[s].get(s_next, 0) + 1
|
||||
|
||||
# normalize to probabilities
|
||||
empirical = {}
|
||||
for s, nxt in trans_counts.items():
|
||||
total = sum(nxt.values())
|
||||
empirical[s] = {s_n: cnt / total for s_n, cnt in nxt.items()}
|
||||
|
||||
# compute KL divergence to each prototype
|
||||
def kl_div(p_dist: Dict, q_dist: Dict) -> float:
|
||||
eps = 1e-10
|
||||
# aggregate over all source states in empirical dist
|
||||
kl = 0.0
|
||||
for s in p_dist:
|
||||
if s not in q_dist:
|
||||
continue # skip states not in reference
|
||||
p_trans, q_trans = p_dist[s], q_dist[s]
|
||||
for k in p_trans:
|
||||
p_val = p_trans[k] + eps
|
||||
q_val = q_trans.get(k, 0.0) + eps
|
||||
kl += p_val * np.log(p_val / q_val)
|
||||
return kl
|
||||
|
||||
kl_human = kl_div(empirical, human_transitions)
|
||||
kl_agent = kl_div(empirical, agent_transitions)
|
||||
|
||||
return estimate_agent_probability(
|
||||
delta_h=kl_human,
|
||||
delta_a=kl_agent,
|
||||
temperature=temperature,
|
||||
prior_agent=prior_agent,
|
||||
)
|
||||
|
||||
|
||||
def extract_purchases(trajectories: list) -> Dict[int, int]:
|
||||
purchases: Dict[int, int] = {}
|
||||
for traj in trajectories:
|
||||
if traj and "checkout" in traj[-1] and "_product" in traj[-1]:
|
||||
prod_id = int(traj[-1].rsplit("_product", 1)[1])
|
||||
purchases[prod_id] = purchases.get(prod_id, 0) + 1
|
||||
return purchases
|
||||
|
||||
|
||||
def compute_uplift_coi(
|
||||
prices: np.ndarray, purchases: Dict[int, int], baseline_prices: np.ndarray
|
||||
) -> float:
|
||||
# TODO: consider view-weighted fractional purchase for denser signal
|
||||
return float(
|
||||
sum(max(0.0, prices[k] - baseline_prices[k]) * n for k, n in purchases.items())
|
||||
)
|
||||
@@ -1,120 +0,0 @@
|
||||
import numpy as np
|
||||
|
||||
CATEGORY_WEIGHTS = {"cart": 4.0, "dwell": 2.0, "nav": 1.0, "filter": 0.5}
|
||||
ACTION_CATEGORIES = {
|
||||
"cart": {"add_item", "add_to_cart", "remove", "checkout", "purchase"},
|
||||
"dwell": {"hover_title", "hover_paragraph", "hover_link"},
|
||||
"nav": {"page_view", "view_item", "view", "learn_more"},
|
||||
"filter": {"search", "filter_date", "filter_price", "sort"},
|
||||
}
|
||||
DEFAULT_ACTION_WEIGHTS = {
|
||||
a: CATEGORY_WEIGHTS[c] for c, actions in ACTION_CATEGORIES.items() for a in actions
|
||||
}
|
||||
|
||||
|
||||
def generate_demand_for_actor(
|
||||
prices: np.ndarray,
|
||||
params: tuple,
|
||||
noise_std: float = 1.0,
|
||||
distribution_method=np.random.normal,
|
||||
normalize: bool = False,
|
||||
) -> np.ndarray:
|
||||
"""d(p;0) = max(0, valuation - price) + epsi for single actor type
|
||||
params: (mean, std) for valuation distribution D_H or D_A"""
|
||||
val = distribution_method(*params, size=len(prices))
|
||||
noise = distribution_method(0, noise_std, len(prices))
|
||||
demand = np.maximum(0, val - prices + noise)
|
||||
if not normalize:
|
||||
return demand
|
||||
total = np.sum(demand)
|
||||
return demand / total * 100 if total > 0 else demand
|
||||
|
||||
|
||||
def estimate_demand(
|
||||
trajectories,
|
||||
action_weights=None,
|
||||
*,
|
||||
normalize: bool = False,
|
||||
per_session: bool = True,
|
||||
):
|
||||
return estimate_weighted_demand(
|
||||
trajectories,
|
||||
action_weights,
|
||||
normalize=normalize,
|
||||
per_session=per_session,
|
||||
)
|
||||
|
||||
|
||||
def _parse_event_state(state: str):
|
||||
if "_product" not in state:
|
||||
return state, None
|
||||
action, raw_pid = state.rsplit("_product", 1)
|
||||
return action, int(raw_pid) if raw_pid.isdigit() else None
|
||||
|
||||
|
||||
def _weight_for_action(action: str, action_weights: dict) -> float:
|
||||
if action in action_weights:
|
||||
return action_weights[action]
|
||||
if action.startswith("hover"):
|
||||
return CATEGORY_WEIGHTS["dwell"]
|
||||
if action.startswith("filter") or action in {"search", "sort"}:
|
||||
return CATEGORY_WEIGHTS["filter"]
|
||||
if action.startswith("add") or action in {"checkout", "purchase", "remove"}:
|
||||
return CATEGORY_WEIGHTS["cart"]
|
||||
return CATEGORY_WEIGHTS["nav"]
|
||||
|
||||
|
||||
def estimate_weighted_demand(
|
||||
trajectories,
|
||||
action_weights=None,
|
||||
*,
|
||||
normalize: bool = False,
|
||||
per_session: bool = True,
|
||||
):
|
||||
action_weights = (
|
||||
DEFAULT_ACTION_WEIGHTS if action_weights is None else action_weights
|
||||
)
|
||||
scores = {}
|
||||
for traj in trajectories:
|
||||
for state in traj:
|
||||
action, product_id = _parse_event_state(state)
|
||||
if product_id is None:
|
||||
continue
|
||||
w = _weight_for_action(action, action_weights)
|
||||
if w <= 0:
|
||||
continue
|
||||
scores[product_id] = scores.get(product_id, 0.0) + w
|
||||
if not scores:
|
||||
return {}
|
||||
|
||||
if per_session and len(trajectories) > 0:
|
||||
inv_n = 1.0 / float(len(trajectories))
|
||||
scores = {pid: score * inv_n for pid, score in scores.items()}
|
||||
|
||||
if not normalize:
|
||||
return scores
|
||||
|
||||
total = float(sum(scores.values()))
|
||||
if total <= 0:
|
||||
return {}
|
||||
return {pid: (score / total) * 100.0 for pid, score in scores.items()}
|
||||
|
||||
|
||||
# Example usage
|
||||
if __name__ == "__main__":
|
||||
np.random.seed(42)
|
||||
prices = np.array([20.0, 35.0, 50.0, 65.0])
|
||||
# demo actor-specific demands
|
||||
human_params, agent_params = (50, 10), (45, 15)
|
||||
demand_h = generate_demand_for_actor(prices, human_params)
|
||||
demand_a = generate_demand_for_actor(prices, agent_params)
|
||||
print("Human Demand:", demand_h)
|
||||
print("Agent Demand:", demand_a)
|
||||
from .behavior import sample_behavior
|
||||
|
||||
N, alpha = 200, 0.3
|
||||
n_h, n_a = int(N * (1 - alpha)), int(N * alpha)
|
||||
human_t = [sample_behavior(demand_h, human=True) for _ in range(n_h)]
|
||||
agent_t = [sample_behavior(demand_a, human=False) for _ in range(n_a)]
|
||||
demand_estimate = estimate_demand(human_t + agent_t)
|
||||
print("Estimated Demand from Behavior:", demand_estimate)
|
||||
@@ -1,70 +0,0 @@
|
||||
from collections import defaultdict
|
||||
import gymnasium as gym
|
||||
from gymnasium import spaces
|
||||
import numpy as np
|
||||
|
||||
|
||||
class DiscretePriceActionWrapper(gym.ActionWrapper):
|
||||
def __init__(
|
||||
self,
|
||||
env: gym.Env,
|
||||
n_levels: int = 9,
|
||||
min_scale: float = 0.8,
|
||||
max_scale: float = 1.2,
|
||||
):
|
||||
super().__init__(env)
|
||||
self.scales = np.linspace(min_scale, max_scale, n_levels, dtype=np.float32)
|
||||
self.action_space = spaces.Discrete(n_levels)
|
||||
|
||||
def action(self, action: int):
|
||||
scale = float(self.scales[int(action)])
|
||||
cur = np.asarray(self.env.unwrapped._prices, dtype=np.float32)
|
||||
lo, hi = self.env.unwrapped.price_bounds
|
||||
return np.clip(cur * scale, lo, hi).astype(np.float32)
|
||||
|
||||
|
||||
class EventQTable:
|
||||
def __init__(
|
||||
self,
|
||||
n_actions: int,
|
||||
n_products: int,
|
||||
price_bounds: tuple,
|
||||
lr: float = 0.1,
|
||||
gamma: float = 0.99,
|
||||
n_bins: int = 6,
|
||||
):
|
||||
self.n_actions = int(n_actions)
|
||||
self.n_products = int(n_products)
|
||||
self.lr = float(lr)
|
||||
self.gamma = float(gamma)
|
||||
self.q = defaultdict(lambda: np.zeros(self.n_actions, dtype=np.float32))
|
||||
lo, hi = price_bounds
|
||||
self.demand_bins = np.linspace(0.0, 100.0, n_bins + 1)[1:-1]
|
||||
self.price_bins = np.linspace(lo, hi, n_bins + 1)[1:-1]
|
||||
|
||||
def encode(self, obs: np.ndarray) -> tuple:
|
||||
obs = np.asarray(obs, dtype=np.float32)
|
||||
d = obs[: self.n_products]
|
||||
p = obs[self.n_products : 2 * self.n_products]
|
||||
d_mean = float(np.mean(d)) if d.size else 0.0
|
||||
d_std = float(np.std(d)) if d.size else 0.0
|
||||
p_mean = float(np.mean(p)) if p.size else 0.0
|
||||
return (
|
||||
int(np.digitize(d_mean, self.demand_bins)),
|
||||
int(np.digitize(d_std, self.demand_bins)),
|
||||
int(np.digitize(p_mean, self.price_bins)),
|
||||
)
|
||||
|
||||
def act(self, obs: np.ndarray, eps: float = 0.0) -> tuple[int, tuple]:
|
||||
s = self.encode(obs)
|
||||
if np.random.random() < eps:
|
||||
return int(np.random.randint(self.n_actions)), s
|
||||
return int(np.argmax(self.q[s])), s
|
||||
|
||||
def update(self, s: tuple, a: int, r: float, s2: tuple, done: bool):
|
||||
target = r + (0.0 if done else self.gamma * float(np.max(self.q[s2])))
|
||||
self.q[s][a] += self.lr * (target - self.q[s][a])
|
||||
|
||||
def predict(self, obs: np.ndarray, deterministic: bool = True):
|
||||
a, _ = self.act(obs, 0.0 if deterministic else 0.05)
|
||||
return a, None
|
||||
@@ -1,185 +0,0 @@
|
||||
"""Provider benchmarking - compare pricing strategies across contamination levels."""
|
||||
|
||||
from dataclasses import dataclass, field
|
||||
from typing import Callable, Any
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
|
||||
try:
|
||||
import wandb
|
||||
|
||||
HAS_WANDB = True
|
||||
except ImportError:
|
||||
HAS_WANDB = False
|
||||
|
||||
|
||||
class RandomBaseline:
|
||||
"""uniform random action selection as a lower-bound baseline"""
|
||||
|
||||
def __init__(self, n_actions: int):
|
||||
self.n = n_actions
|
||||
|
||||
def __call__(self, obs):
|
||||
return int(np.random.randint(self.n))
|
||||
|
||||
def predict(self, obs, **kw):
|
||||
return self(obs), None
|
||||
|
||||
|
||||
class SurgeBaseline:
|
||||
"""heuristic surge pricing: boost price when demand is above threshold, discount when below.
|
||||
matches the naive pricing rule from thesis Section 3.3.2"""
|
||||
|
||||
def __init__(
|
||||
self, n_actions: int, high_threshold: float = 60.0, low_threshold: float = 30.0
|
||||
):
|
||||
self.n = n_actions
|
||||
self.mid = n_actions // 2 # identity action (scale ~1.0)
|
||||
self.high_t = high_threshold
|
||||
self.low_t = low_threshold
|
||||
|
||||
def __call__(self, obs):
|
||||
obs = np.asarray(obs, dtype=np.float32)
|
||||
n_prod = len(obs) // 2
|
||||
demand_mean = float(np.mean(obs[:n_prod])) if n_prod > 0 else 0.0
|
||||
if demand_mean >= self.high_t:
|
||||
return min(self.mid + 2, self.n - 1) # surge: two levels above identity
|
||||
if demand_mean <= self.low_t:
|
||||
return max(self.mid - 2, 0) # discount: two levels below identity
|
||||
return self.mid # hold
|
||||
|
||||
def predict(self, obs, **kw):
|
||||
return self(obs), None
|
||||
|
||||
|
||||
@dataclass
|
||||
class ProviderResult:
|
||||
"""Single benchmark result for one provider at one alpha level."""
|
||||
|
||||
name: str
|
||||
alpha: float
|
||||
total_revenue: float
|
||||
mean_revenue: float
|
||||
coi_level: float
|
||||
coi_preserved_pct: float # vs alpha=0 baseline
|
||||
margin_integrity: float
|
||||
regret: float
|
||||
episodes: int
|
||||
|
||||
|
||||
@dataclass
|
||||
class BenchmarkConfig:
|
||||
"""Configuration for provider benchmark runs."""
|
||||
|
||||
n_episodes: int = 100
|
||||
alpha_range: list[float] = field(default_factory=lambda: [0.0, 0.1, 0.3, 0.5])
|
||||
baseline_name: str = "fixed"
|
||||
|
||||
|
||||
class ProviderBenchmark:
|
||||
"""Compare pricing providers to prove margin preservation across contamination levels.
|
||||
|
||||
Usage:
|
||||
def env_factory(alpha):
|
||||
return EconomicMetricsWrapper(PHANTOM(alpha=alpha))
|
||||
|
||||
providers = {
|
||||
"fixed": lambda obs: np.ones(10) * 50,
|
||||
"learned": model.predict,
|
||||
}
|
||||
|
||||
benchmark = ProviderBenchmark(env_factory, providers)
|
||||
results = benchmark.run()
|
||||
print(benchmark.summary_table())
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
env_factory: Callable[[float], Any],
|
||||
providers: dict[str, Callable],
|
||||
config: BenchmarkConfig | None = None,
|
||||
):
|
||||
self.env_factory = env_factory # fn(alpha) -> wrapped env
|
||||
self.providers = providers # {name: fn(obs) -> action}
|
||||
self.config = config or BenchmarkConfig()
|
||||
self.results: list[ProviderResult] = []
|
||||
|
||||
def run(self) -> list[ProviderResult]:
|
||||
"""Run benchmark across all providers and alpha levels."""
|
||||
baseline_coi: dict[str, float] = {} # {provider: coi at alpha=0}
|
||||
|
||||
for alpha in self.config.alpha_range:
|
||||
env = self.env_factory(alpha)
|
||||
|
||||
for name, policy_fn in self.providers.items():
|
||||
revenues, coi_levels, margins = [], [], []
|
||||
|
||||
for _ in range(self.config.n_episodes):
|
||||
obs, _ = env.reset()
|
||||
episode_revenue = 0.0
|
||||
done = False
|
||||
|
||||
while not done:
|
||||
action = policy_fn(obs)
|
||||
# handle sb3 model.predict returning tuple
|
||||
if isinstance(action, tuple):
|
||||
action = action[0]
|
||||
obs, reward, term, trunc, info = env.step(action)
|
||||
done = term or trunc
|
||||
|
||||
econ = info.get("economics", {})
|
||||
episode_revenue += econ.get("revenue", 0)
|
||||
coi_levels.append(econ.get("coi_level", 0))
|
||||
margins.append(econ.get("margin", 0))
|
||||
|
||||
revenues.append(episode_revenue)
|
||||
|
||||
mean_coi = np.mean(coi_levels) if coi_levels else 0.0
|
||||
if alpha == 0.0:
|
||||
baseline_coi[name] = mean_coi
|
||||
|
||||
base = baseline_coi.get(name, mean_coi)
|
||||
coi_preserved = mean_coi / base if base > 0 else 1.0
|
||||
|
||||
result = ProviderResult(
|
||||
name=name,
|
||||
alpha=alpha,
|
||||
total_revenue=float(np.sum(revenues)),
|
||||
mean_revenue=float(np.mean(revenues)),
|
||||
coi_level=mean_coi,
|
||||
coi_preserved_pct=coi_preserved * 100,
|
||||
margin_integrity=float(np.mean(margins)) if margins else 0.0,
|
||||
regret=0.0, # compute vs optimal if known
|
||||
episodes=self.config.n_episodes,
|
||||
)
|
||||
self.results.append(result)
|
||||
|
||||
# log to wandb if available
|
||||
if HAS_WANDB and wandb.run is not None:
|
||||
try:
|
||||
wandb.log(
|
||||
{
|
||||
f"benchmark/{name}/revenue": result.mean_revenue,
|
||||
f"benchmark/{name}/coi_preserved": result.coi_preserved_pct,
|
||||
f"benchmark/{name}/margin": result.margin_integrity,
|
||||
"benchmark/alpha": alpha,
|
||||
}
|
||||
)
|
||||
except Exception:
|
||||
pass
|
||||
|
||||
return self.results
|
||||
|
||||
def to_dataframe(self) -> pd.DataFrame:
|
||||
"""Convert results to pandas DataFrame."""
|
||||
return pd.DataFrame([r.__dict__ for r in self.results])
|
||||
|
||||
def summary_table(self) -> pd.DataFrame:
|
||||
"""Pivot table: providers x alpha with revenue/COI metrics."""
|
||||
df = self.to_dataframe()
|
||||
return df.pivot_table(
|
||||
index="name",
|
||||
columns="alpha",
|
||||
values=["mean_revenue", "coi_preserved_pct", "margin_integrity"],
|
||||
aggfunc="mean",
|
||||
)
|
||||
@@ -1,165 +0,0 @@
|
||||
"""rendering logic for PHANTOM environment dashboard"""
|
||||
|
||||
import numpy as np
|
||||
import matplotlib.pyplot as plt
|
||||
from matplotlib.gridspec import GridSpec
|
||||
|
||||
|
||||
def style_axis(ax, title: str = None, xlabel: str = None, ylabel: str = None):
|
||||
ax.spines["top"].set_visible(False)
|
||||
ax.spines["right"].set_visible(False)
|
||||
if title:
|
||||
ax.set_title(title, fontsize=11, fontweight="bold", pad=8)
|
||||
if xlabel:
|
||||
ax.set_xlabel(xlabel, fontsize=9)
|
||||
if ylabel:
|
||||
ax.set_ylabel(ylabel, fontsize=9)
|
||||
|
||||
|
||||
class DashboardRenderer:
|
||||
"""stateful renderer for PHANTOM market dynamics visualization"""
|
||||
|
||||
def __init__(self):
|
||||
self.fig = None
|
||||
self.gs = None
|
||||
|
||||
def render(self, env) -> None:
|
||||
if self.fig is None:
|
||||
plt.ion()
|
||||
self.fig = plt.figure(figsize=(14, 10))
|
||||
self.gs = GridSpec(
|
||||
3,
|
||||
3,
|
||||
figure=self.fig,
|
||||
hspace=0.35,
|
||||
wspace=0.3,
|
||||
left=0.07,
|
||||
right=0.95,
|
||||
top=0.92,
|
||||
bottom=0.08,
|
||||
)
|
||||
plt.show(block=False)
|
||||
|
||||
self.fig.clear()
|
||||
self.fig.suptitle(
|
||||
f"PHANTOM Market Dynamics [t={env._step_count}, a={env.alpha:.2f}]",
|
||||
fontsize=14,
|
||||
fontweight="bold",
|
||||
)
|
||||
|
||||
demand_mat = np.array(env._demand_history).T
|
||||
price_mat = np.array(env._price_history).T
|
||||
elasticity = env._compute_elasticity()
|
||||
|
||||
self._render_scatter(env)
|
||||
self._render_elasticity_bar(env, elasticity)
|
||||
self._render_session_pie(env)
|
||||
self._render_price_heatmap(price_mat)
|
||||
self._render_demand_heatmap(demand_mat)
|
||||
self._render_correlation(env.n_products, price_mat, demand_mat)
|
||||
self._render_revenue(env)
|
||||
|
||||
self.fig.canvas.draw_idle()
|
||||
self.fig.canvas.flush_events()
|
||||
|
||||
def _render_scatter(self, env):
|
||||
ax = self.fig.add_subplot(self.gs[0, 0])
|
||||
prices_flat = np.array(env._price_history).flatten()
|
||||
demands_flat = np.array(env._demand_history).flatten()
|
||||
product_ids = np.tile(np.arange(env.n_products), len(env._price_history))
|
||||
ax.scatter(
|
||||
prices_flat,
|
||||
demands_flat,
|
||||
c=product_ids,
|
||||
cmap="plasma",
|
||||
alpha=0.6,
|
||||
s=15,
|
||||
edgecolors="none",
|
||||
)
|
||||
if len(prices_flat) > 1:
|
||||
z = np.polyfit(prices_flat, demands_flat, 1)
|
||||
p_line = np.linspace(prices_flat.min(), prices_flat.max(), 50)
|
||||
ax.plot(p_line, np.polyval(z, p_line), "--", lw=1.5, alpha=0.8)
|
||||
style_axis(ax, "Price-Demand Relationship", "Price ($)", "Demand")
|
||||
|
||||
def _render_elasticity_bar(self, env, elasticity):
|
||||
ax = self.fig.add_subplot(self.gs[0, 1])
|
||||
ax.barh(range(env.n_products), elasticity, alpha=0.8)
|
||||
ax.axvline(0, lw=0.8, alpha=0.5)
|
||||
ax.axvline(-1, lw=1, ls="--", alpha=0.5)
|
||||
ax.set_yticks(range(env.n_products))
|
||||
ax.set_yticklabels([f"P{i}" for i in range(env.n_products)], fontsize=7)
|
||||
style_axis(ax, "Price Elasticity", "(dQ/dP)(P/Q)", None)
|
||||
|
||||
def _render_session_pie(self, env):
|
||||
ax = self.fig.add_subplot(self.gs[0, 2])
|
||||
n_h, n_a = env.market.Nhumans, env.market.Nagents
|
||||
wedges, _ = ax.pie(
|
||||
[n_h, n_a], startangle=90, wedgeprops={"linewidth": 2, "edgecolor": "white"}
|
||||
)
|
||||
ax.legend(
|
||||
wedges,
|
||||
[f"H ({n_h})", f"A ({n_a})"],
|
||||
loc="lower center",
|
||||
fontsize=8,
|
||||
frameon=False,
|
||||
bbox_to_anchor=(0.5, -0.05),
|
||||
)
|
||||
ax.set_title("Session Mix", fontsize=11, fontweight="bold")
|
||||
|
||||
def _render_price_heatmap(self, price_mat):
|
||||
ax = self.fig.add_subplot(self.gs[1, :2])
|
||||
im = ax.imshow(price_mat, aspect="auto", cmap="viridis", origin="lower")
|
||||
style_axis(ax, "Price Heatmap P(product, t)", "Step", "Product")
|
||||
cbar = self.fig.colorbar(im, ax=ax, fraction=0.03, pad=0.02)
|
||||
cbar.set_label("$", fontsize=8)
|
||||
|
||||
def _render_demand_heatmap(self, demand_mat):
|
||||
ax = self.fig.add_subplot(self.gs[1, 2])
|
||||
im = ax.imshow(demand_mat, aspect="auto", cmap="Blues", origin="lower")
|
||||
style_axis(ax, "Demand Q(product, t)", "Step", None)
|
||||
self.fig.colorbar(im, ax=ax, fraction=0.046, pad=0.02)
|
||||
|
||||
def _render_correlation(self, n_products, price_mat, demand_mat):
|
||||
ax = self.fig.add_subplot(self.gs[2, 0])
|
||||
if price_mat.shape[1] > 2:
|
||||
corr = np.corrcoef(price_mat, demand_mat)[:n_products, n_products:]
|
||||
im = ax.imshow(corr, cmap="RdBu", vmin=-1, vmax=1, aspect="auto")
|
||||
ax.set_xticks(range(n_products))
|
||||
ax.set_yticks(range(n_products))
|
||||
ax.set_xticklabels([f"Q{i}" for i in range(n_products)], fontsize=6)
|
||||
ax.set_yticklabels([f"P{i}" for i in range(n_products)], fontsize=6)
|
||||
self.fig.colorbar(im, ax=ax, fraction=0.046, pad=0.02)
|
||||
style_axis(ax, "Price-Demand Correlation", None, None)
|
||||
|
||||
def _render_revenue(self, env):
|
||||
ax = self.fig.add_subplot(self.gs[2, 1:])
|
||||
n_steps = len(env._revenue_history)
|
||||
demand_std = [np.std(d) for d in env._demand_history]
|
||||
ax.fill_between(range(n_steps), env._revenue_history, alpha=0.3)
|
||||
ax.plot(env._revenue_history, linewidth=2, label="Revenue")
|
||||
ax.set_xlim(0, max(n_steps, 1))
|
||||
ax.set_ylim(0, max(env._revenue_history) * 1.1 if env._revenue_history else 1)
|
||||
|
||||
ax2 = ax.twinx()
|
||||
ax2.plot(
|
||||
range(n_steps),
|
||||
demand_std,
|
||||
linewidth=2,
|
||||
ls="-",
|
||||
alpha=0.9,
|
||||
label="sigma(Demand)",
|
||||
)
|
||||
d_min, d_max = min(demand_std), max(demand_std)
|
||||
margin = (d_max - d_min) * 0.2 if d_max > d_min else 0.5
|
||||
ax2.set_ylim(max(0, d_min - margin), d_max + margin)
|
||||
ax2.set_ylabel("Demand sigma", fontsize=9)
|
||||
|
||||
style_axis(ax, "Revenue & Demand Dispersion", "Step", "Revenue ($)")
|
||||
ax.legend(loc="upper left", fontsize=7, frameon=False)
|
||||
ax2.legend(loc="upper right", fontsize=7, frameon=False)
|
||||
|
||||
def close(self):
|
||||
if self.fig:
|
||||
plt.close(self.fig)
|
||||
self.fig = None
|
||||
@@ -1,101 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from typing import Protocol
|
||||
|
||||
import numpy as np
|
||||
|
||||
|
||||
class PolicyLike(Protocol):
|
||||
def predict(self, obs: np.ndarray, deterministic: bool = True): ...
|
||||
|
||||
|
||||
class StaticPolicy:
|
||||
def __init__(self, n_actions: int):
|
||||
self._action = int(max(0, n_actions // 2))
|
||||
|
||||
def predict(self, obs: np.ndarray, deterministic: bool = True):
|
||||
return self._action, None
|
||||
|
||||
|
||||
class SurgePolicy:
|
||||
def __init__(
|
||||
self,
|
||||
n_actions: int,
|
||||
n_products: int,
|
||||
high_threshold: float = 60.0,
|
||||
low_threshold: float = 30.0,
|
||||
):
|
||||
self.n_actions = int(n_actions)
|
||||
self.n_products = int(n_products)
|
||||
self.mid = self.n_actions // 2
|
||||
self.high_t = float(high_threshold)
|
||||
self.low_t = float(low_threshold)
|
||||
|
||||
def predict(self, obs: np.ndarray, deterministic: bool = True):
|
||||
obs_arr = np.asarray(obs, dtype=np.float32)
|
||||
demand = obs_arr[: self.n_products]
|
||||
demand_mean = float(np.mean(demand)) if demand.size > 0 else 0.0
|
||||
if demand_mean >= self.high_t:
|
||||
return min(self.mid + 2, self.n_actions - 1), None
|
||||
if demand_mean <= self.low_t:
|
||||
return max(self.mid - 2, 0), None
|
||||
return self.mid, None
|
||||
|
||||
|
||||
@dataclass
|
||||
class LinearElasticityPolicy:
|
||||
n_actions: int
|
||||
n_products: int
|
||||
price_low: float
|
||||
price_high: float
|
||||
|
||||
def __post_init__(self):
|
||||
self.n_actions = int(self.n_actions)
|
||||
self.n_products = int(self.n_products)
|
||||
self.price_low = float(self.price_low)
|
||||
self.price_high = float(self.price_high)
|
||||
self._target_price = 0.5 * (self.price_low + self.price_high)
|
||||
self._action_scales = np.linspace(0.8, 1.2, self.n_actions)
|
||||
|
||||
def fit(self, env, warmup_steps: int = 800, seed: int = 42):
|
||||
rng = np.random.default_rng(int(seed))
|
||||
obs, _ = env.reset(seed=int(seed))
|
||||
prices: list[float] = []
|
||||
demands: list[float] = []
|
||||
|
||||
for _ in range(int(max(10, warmup_steps))):
|
||||
action = int(rng.integers(0, self.n_actions))
|
||||
obs, _, term, trunc, info = env.step(action)
|
||||
done = bool(term or trunc)
|
||||
|
||||
p = np.asarray(info.get("prices", []), dtype=np.float32)
|
||||
d = np.asarray(info.get("demand", []), dtype=np.float32)
|
||||
if p.size > 0 and d.size > 0:
|
||||
prices.append(float(np.mean(p)))
|
||||
demands.append(float(np.mean(d)))
|
||||
|
||||
if done:
|
||||
obs, _ = env.reset()
|
||||
|
||||
if len(prices) < 8:
|
||||
self._target_price = 0.5 * (self.price_low + self.price_high)
|
||||
return self
|
||||
|
||||
slope, intercept = np.polyfit(np.asarray(prices), np.asarray(demands), 1)
|
||||
if slope < -1e-6:
|
||||
p_star = -intercept / (2.0 * slope)
|
||||
self._target_price = float(np.clip(p_star, self.price_low, self.price_high))
|
||||
else:
|
||||
self._target_price = 0.5 * (self.price_low + self.price_high)
|
||||
return self
|
||||
|
||||
def predict(self, obs: np.ndarray, deterministic: bool = True):
|
||||
obs_arr = np.asarray(obs, dtype=np.float32)
|
||||
cur_prices = obs_arr[self.n_products : 2 * self.n_products]
|
||||
cur_mean = (
|
||||
float(np.mean(cur_prices)) if cur_prices.size > 0 else self._target_price
|
||||
)
|
||||
scale = self._target_price / max(cur_mean, 1e-6)
|
||||
action = int(np.argmin(np.abs(self._action_scales - scale)))
|
||||
return int(np.clip(action, 0, self.n_actions - 1)), None
|
||||
@@ -1,104 +0,0 @@
|
||||
"""Economic metrics wrapper - calculates thesis-aligned KPIs and injects into info dict."""
|
||||
|
||||
import gymnasium as gym
|
||||
import numpy as np
|
||||
|
||||
|
||||
class EconomicMetricsWrapper(gym.Wrapper):
|
||||
"""Calculates thesis-aligned economic metrics per step, injects into info.
|
||||
|
||||
Metrics follow thesis definitions:
|
||||
- COI level: E[P] - p_min (Definition 1)
|
||||
- Margin: (avg_price - p_min) / avg_price
|
||||
- Regret: 1 - (revenue / baseline_revenue)
|
||||
"""
|
||||
|
||||
def __init__(
|
||||
self, env: gym.Env, p_min: float = 10.0, baseline_revenue: float | None = None
|
||||
):
|
||||
super().__init__(env)
|
||||
self.p_min = p_min
|
||||
self.baseline_revenue = baseline_revenue
|
||||
self._price_history: list[np.ndarray] = []
|
||||
self._revenue_history: list[float] = []
|
||||
|
||||
def reset(self, **kwargs):
|
||||
obs, info = self.env.reset(**kwargs)
|
||||
self._price_history = []
|
||||
self._revenue_history = []
|
||||
return obs, info
|
||||
|
||||
def step(self, action):
|
||||
obs, reward, terminated, truncated, info = self.env.step(action)
|
||||
|
||||
# extract from unwrapped env
|
||||
quoted_prices = np.asarray(self.env.unwrapped._prices, dtype=float)
|
||||
effective_prices = np.asarray(
|
||||
info.get("effective_prices", quoted_prices), dtype=float
|
||||
)
|
||||
if effective_prices.shape != quoted_prices.shape:
|
||||
effective_prices = quoted_prices
|
||||
demand_dict = self.env.unwrapped._demand
|
||||
demand = np.array([demand_dict.get(i, 0.0) for i in range(len(quoted_prices))])
|
||||
|
||||
# core calculations
|
||||
revenue = float(info.get("revenue", np.sum(effective_prices * demand)))
|
||||
quoted_revenue = float(np.sum(quoted_prices * demand))
|
||||
avg_price = float(np.mean(effective_prices))
|
||||
margin = (avg_price - self.p_min) / max(avg_price, 1e-6)
|
||||
coi_level = avg_price - self.p_min # E[P] - p_min per thesis Def 1
|
||||
|
||||
self._price_history.append(effective_prices.copy())
|
||||
self._revenue_history.append(revenue)
|
||||
|
||||
# regret vs baseline (golden path)
|
||||
regret = 0.0
|
||||
if self.baseline_revenue and self.baseline_revenue > 0:
|
||||
regret = 1.0 - (revenue / self.baseline_revenue)
|
||||
|
||||
# inject structured metrics into info
|
||||
info["economics"] = {
|
||||
"revenue": revenue,
|
||||
"quoted_revenue": quoted_revenue,
|
||||
"margin": margin,
|
||||
"coi_level": coi_level,
|
||||
"regret": regret,
|
||||
}
|
||||
for key in (
|
||||
"coi_mix",
|
||||
"coi_base",
|
||||
"coi_leakage",
|
||||
"coi_penalty",
|
||||
"ux_penalty",
|
||||
"volatility",
|
||||
"upward_volatility",
|
||||
"supra_penalty",
|
||||
"supra_share",
|
||||
"competitive_anchor",
|
||||
"profit",
|
||||
"cost_floor",
|
||||
"reward_revenue",
|
||||
"reward_total",
|
||||
"agent_prob",
|
||||
"alpha_adv",
|
||||
"alpha_nominal",
|
||||
"erosion_share",
|
||||
"effective_price_mean",
|
||||
):
|
||||
if key in info:
|
||||
info["economics"][key] = info[key]
|
||||
info["prices"] = quoted_prices.copy()
|
||||
info["effective_prices"] = effective_prices.copy()
|
||||
info["demand"] = demand.copy()
|
||||
|
||||
return obs, reward, terminated, truncated, info
|
||||
|
||||
@property
|
||||
def episode_revenue(self) -> float:
|
||||
return sum(self._revenue_history)
|
||||
|
||||
@property
|
||||
def episode_mean_price(self) -> float:
|
||||
if not self._price_history:
|
||||
return 0.0
|
||||
return float(np.mean([np.mean(p) for p in self._price_history]))
|
||||
@@ -1,33 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import logging
|
||||
import os
|
||||
import sys
|
||||
|
||||
_CONFIGURED = False
|
||||
|
||||
|
||||
def _resolve_level(raw: str | None) -> int:
|
||||
name = str(raw or os.environ.get("PHANTOM_LOG_LEVEL", "INFO")).upper().strip()
|
||||
return int(getattr(logging, name, logging.INFO))
|
||||
|
||||
|
||||
def configure_logging(level: str | None = None) -> None:
|
||||
global _CONFIGURED
|
||||
if _CONFIGURED:
|
||||
return
|
||||
|
||||
logger = logging.getLogger("engine")
|
||||
logger.setLevel(_resolve_level(level))
|
||||
logger.propagate = False
|
||||
|
||||
if logger.handlers:
|
||||
_CONFIGURED = True
|
||||
return
|
||||
|
||||
handler = logging.StreamHandler(stream=sys.stdout)
|
||||
handler.setFormatter(
|
||||
logging.Formatter("%(asctime)s %(levelname)s [%(name)s] %(message)s")
|
||||
)
|
||||
logger.addHandler(handler)
|
||||
_CONFIGURED = True
|
||||
@@ -1,5 +0,0 @@
|
||||
from .benchmark import run_benchmark_cli
|
||||
from .sweep_agent import run_sweep_agent
|
||||
from .train import run_train_once
|
||||
|
||||
__all__ = ["run_benchmark_cli", "run_sweep_agent", "run_train_once"]
|
||||
@@ -1,7 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
|
||||
def run_benchmark_cli(raw_args: list[str] | None = None) -> None:
|
||||
from ..benchmark import run_cli
|
||||
|
||||
run_cli(raw_args)
|
||||
@@ -1,71 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Mapping, Sequence
|
||||
|
||||
from ..spec import TrainSpec, run_name
|
||||
from ..telemetry.wandb import (
|
||||
current_config,
|
||||
finish_run,
|
||||
get_wandb_module,
|
||||
init_run,
|
||||
run_agent,
|
||||
update_summary,
|
||||
)
|
||||
from .train import run_with_active_sweep_run
|
||||
|
||||
|
||||
def run_sweep_agent(
|
||||
*,
|
||||
project: str,
|
||||
sweep_id: str,
|
||||
count: int,
|
||||
offline: bool,
|
||||
no_wandb: bool,
|
||||
base_overrides: Mapping[str, Any],
|
||||
kind: str,
|
||||
scenario: str,
|
||||
group: str | None,
|
||||
extra_tags: Sequence[str],
|
||||
) -> None:
|
||||
if no_wandb:
|
||||
raise ValueError("sweep agent requires wandb")
|
||||
if not sweep_id:
|
||||
raise ValueError("--sweep-id is required with --sweep-agent")
|
||||
if get_wandb_module() is None:
|
||||
raise ImportError("wandb is required for sweep runs")
|
||||
|
||||
mode = "offline" if offline else "online"
|
||||
|
||||
def _sweep_trial() -> None:
|
||||
run = init_run(mode=mode, project=project, group=group, sweep_mode=True)
|
||||
try:
|
||||
merged = dict(base_overrides)
|
||||
merged.update(current_config())
|
||||
spec = TrainSpec.from_flat(merged)
|
||||
if run is not None:
|
||||
run.name = run_name(spec, kind=kind, scenario=scenario)
|
||||
try:
|
||||
run_with_active_sweep_run(
|
||||
spec,
|
||||
kind=kind,
|
||||
scenario=scenario,
|
||||
group=group,
|
||||
extra_tags=extra_tags,
|
||||
)
|
||||
update_summary({"run/status": "finished"})
|
||||
except Exception as exc:
|
||||
update_summary(
|
||||
{
|
||||
"run/status": "crashed",
|
||||
"run/error": str(exc),
|
||||
}
|
||||
)
|
||||
raise
|
||||
finally:
|
||||
finish_run()
|
||||
|
||||
run_agent(
|
||||
sweep_id,
|
||||
_sweep_trial,
|
||||
count=count if count > 0 else None,
|
||||
)
|
||||
@@ -1,124 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import json
|
||||
from typing import Any, Sequence
|
||||
|
||||
from ..spec import TrainSpec, run_metadata, run_name
|
||||
from ..telemetry.wandb import (
|
||||
finish_run,
|
||||
get_wandb_module,
|
||||
init_run,
|
||||
log_metrics,
|
||||
update_run_config,
|
||||
update_summary,
|
||||
)
|
||||
from ..train_core import run_train
|
||||
|
||||
|
||||
def _tags_for_run(spec: TrainSpec, kind: str, extra_tags: Sequence[str]) -> list[str]:
|
||||
tags = [
|
||||
kind,
|
||||
spec.algorithm.name,
|
||||
spec.runtime.backend,
|
||||
"baseline" if spec.study.no_robust else "defended",
|
||||
]
|
||||
tags.extend([tag for tag in extra_tags if tag])
|
||||
return tags
|
||||
|
||||
|
||||
def _print_local_metrics(metrics: dict[str, Any]) -> None:
|
||||
print(json.dumps(metrics, indent=2))
|
||||
print("PHANTOM_METRICS:" + json.dumps(metrics))
|
||||
|
||||
|
||||
def _log_train_events(events: list[dict[str, Any]], log_freq: int) -> None:
|
||||
if not events:
|
||||
return
|
||||
period = max(1, int(log_freq))
|
||||
last_logged_step = -period
|
||||
for event in sorted(
|
||||
[evt for evt in events if isinstance(evt, dict)],
|
||||
key=lambda evt: int(evt.get("train/global_step", 0)),
|
||||
):
|
||||
step = int(event.get("train/global_step", 0))
|
||||
if step <= 0 or (step - last_logged_step) < period:
|
||||
continue
|
||||
log_metrics(event, step=step)
|
||||
last_logged_step = step
|
||||
|
||||
|
||||
def run_train_once(
|
||||
spec: TrainSpec,
|
||||
*,
|
||||
project: str,
|
||||
offline: bool,
|
||||
no_wandb: bool,
|
||||
kind: str,
|
||||
scenario: str,
|
||||
group: str | None,
|
||||
extra_tags: Sequence[str],
|
||||
) -> dict[str, Any]:
|
||||
wandb = get_wandb_module()
|
||||
if no_wandb or wandb is None:
|
||||
result = run_train(spec)
|
||||
_print_local_metrics(result.metrics)
|
||||
return result.metrics
|
||||
|
||||
mode = "offline" if offline else "online"
|
||||
tags = _tags_for_run(spec, kind, extra_tags)
|
||||
metadata = run_metadata(
|
||||
spec,
|
||||
kind=kind,
|
||||
scenario=scenario,
|
||||
group=group,
|
||||
tags=tags,
|
||||
)
|
||||
config = spec.to_flat_dict()
|
||||
config.update(metadata)
|
||||
name = run_name(spec, kind=kind, scenario=scenario)
|
||||
init_run(
|
||||
mode=mode,
|
||||
project=project,
|
||||
config=config,
|
||||
name=name,
|
||||
tags=tags,
|
||||
group=group,
|
||||
sweep_mode=False,
|
||||
)
|
||||
|
||||
try:
|
||||
result = run_train(spec)
|
||||
_log_train_events(result.events, spec.runtime.log_freq)
|
||||
metrics = result.metrics
|
||||
step = int(metrics.get("train/global_step", spec.runtime.total_timesteps))
|
||||
log_metrics(metrics, step=step)
|
||||
update_summary(metrics)
|
||||
return metrics
|
||||
finally:
|
||||
finish_run()
|
||||
|
||||
|
||||
def run_with_active_sweep_run(
|
||||
spec: TrainSpec,
|
||||
*,
|
||||
kind: str,
|
||||
scenario: str,
|
||||
group: str | None,
|
||||
extra_tags: Sequence[str],
|
||||
) -> dict[str, Any]:
|
||||
tags = _tags_for_run(spec, kind, extra_tags)
|
||||
metadata = run_metadata(
|
||||
spec,
|
||||
kind=kind,
|
||||
scenario=scenario,
|
||||
group=group,
|
||||
tags=tags,
|
||||
)
|
||||
update_run_config({**spec.to_flat_dict(), **metadata})
|
||||
result = run_train(spec)
|
||||
_log_train_events(result.events, spec.runtime.log_freq)
|
||||
metrics = result.metrics
|
||||
step = int(metrics.get("train/global_step", spec.runtime.total_timesteps))
|
||||
log_metrics(metrics, step=step)
|
||||
update_summary(metrics)
|
||||
return metrics
|
||||
@@ -1,138 +0,0 @@
|
||||
{
|
||||
"$schema": "../node_modules/nx/schemas/project-schema.json",
|
||||
"name": "research",
|
||||
"projectType": "application",
|
||||
"sourceRoot": "engine",
|
||||
"targets": {
|
||||
"install": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh install",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"test": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": ".venv/bin/pytest -v",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"train": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh train",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"benchmark": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh benchmark",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"benchmark-simple": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh benchmark-simple",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"benchmark-agent": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh benchmark-agent",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"train-agent": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh train-agent",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"train-bootstrap": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh train-bootstrap",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"stats": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh stats",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"docker-train-publish": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh docker-train-publish",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"whoclicked-publish": {
|
||||
"executor": "nx:run-commands",
|
||||
"dependsOn": [
|
||||
"install"
|
||||
],
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh whoclicked-publish",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"tpu-ray-bootstrap": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh tpu-ray-bootstrap",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"tpu-ray-deps": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh tpu-ray-deps",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"tpu-ray-verify": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh tpu-ray-verify",
|
||||
"cwd": "."
|
||||
}
|
||||
},
|
||||
"tpu-ray-teardown": {
|
||||
"executor": "nx:run-commands",
|
||||
"options": {
|
||||
"command": "bash scripts/nx_research.sh tpu-ray-teardown",
|
||||
"cwd": "."
|
||||
}
|
||||
}
|
||||
},
|
||||
"tags": [
|
||||
"scope:research",
|
||||
"type:python"
|
||||
]
|
||||
}
|
||||
353
engine/spec.py
353
engine/spec.py
@@ -1,353 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass, field
|
||||
import os
|
||||
from typing import Any, Mapping, Sequence
|
||||
|
||||
|
||||
def _truthy(value: str | bool | None) -> bool:
|
||||
if isinstance(value, bool):
|
||||
return value
|
||||
if value is None:
|
||||
return False
|
||||
return str(value).strip().lower() in {"1", "true", "yes", "on"}
|
||||
|
||||
|
||||
def _normalize_keys(raw: Mapping[str, Any]) -> dict[str, Any]:
|
||||
alias_map = {
|
||||
"algorithm": "algo",
|
||||
"algorithm.name": "algo",
|
||||
"env.n_products": "n_products",
|
||||
"env.action_levels": "action_levels",
|
||||
"env.action_scale_low": "action_scale_low",
|
||||
"env.action_scale_high": "action_scale_high",
|
||||
"env.price_low": "price_low",
|
||||
"env.price_high": "price_high",
|
||||
"env.max_steps": "max_steps",
|
||||
"env.margin_floor": "margin_floor",
|
||||
"env.margin_floor_patience": "margin_floor_patience",
|
||||
"env.n_sessions": "N",
|
||||
"study.alpha": "alpha",
|
||||
"study.lambda_coi": "lambda_coi",
|
||||
"study.robust_radius": "robust_radius",
|
||||
"study.robust_points": "robust_points",
|
||||
"study.robust_rollouts": "robust_rollouts",
|
||||
"study.ambiguity_radius": "robust_radius",
|
||||
"study.ambiguity_points": "robust_points",
|
||||
"study.ambiguity_rollouts": "robust_rollouts",
|
||||
"study.info_value": "info_value",
|
||||
"study.eta_ux": "eta_ux",
|
||||
"study.reward_profit_weight": "reward_profit_weight",
|
||||
"ambiguity_radius": "robust_radius",
|
||||
"ambiguity_points": "robust_points",
|
||||
"ambiguity_rollouts": "robust_rollouts",
|
||||
"baseline_mode": "no_robust",
|
||||
"stress_eval_enabled": "robust_eval_enabled",
|
||||
"optimizer.learning_rate": "learning_rate",
|
||||
"optimizer.gamma": "gamma",
|
||||
"optimizer.batch_size": "batch_size",
|
||||
"optimizer.n_steps": "n_steps",
|
||||
"runtime.backend": "backend",
|
||||
"runtime.device": "device",
|
||||
"runtime.seed": "seed",
|
||||
"runtime.total_timesteps": "total_timesteps",
|
||||
"runtime.checkpoint_interval": "checkpoint_interval",
|
||||
"runtime.hist_freq": "hist_freq",
|
||||
"eval.eval_freq": "eval_freq",
|
||||
"eval.eval_episodes": "eval_episodes",
|
||||
}
|
||||
normalized: dict[str, Any] = {}
|
||||
for key, value in raw.items():
|
||||
canonical = alias_map.get(str(key), str(key))
|
||||
normalized[canonical] = value
|
||||
return normalized
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class AlgorithmSpec:
|
||||
name: str = "ppo"
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class EnvSpec:
|
||||
n_products: int = 10
|
||||
n_sessions: int = 100
|
||||
price_low: float = 10.0
|
||||
price_high: float = 150.0
|
||||
action_levels: int = 9
|
||||
action_scale_low: float = 0.8
|
||||
action_scale_high: float = 1.2
|
||||
max_steps: int = 100
|
||||
margin_floor: float = 0.05
|
||||
margin_floor_patience: int = 5
|
||||
agent_mu: float = 45.0
|
||||
agent_std: float = 15.0
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class StudySpec:
|
||||
alpha: float = 0.3
|
||||
lambda_coi: float = 0.2
|
||||
robust_radius: float = 0.15
|
||||
robust_points: int = 5
|
||||
robust_rollouts: int = 1
|
||||
info_value: float = 1.0
|
||||
eta_ux: float = 0.5
|
||||
reward_profit_weight: float = 1.0
|
||||
no_robust: bool = False
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class OptimizerSpec:
|
||||
learning_rate: float = 3e-4
|
||||
gamma: float = 0.99
|
||||
buffer_size: int = 50_000
|
||||
batch_size: int = 256
|
||||
tau: float = 0.005
|
||||
train_freq: int = 1
|
||||
learning_starts: int = 1_000
|
||||
target_update_interval: int = 1_000
|
||||
exploration_fraction: float = 0.2
|
||||
exploration_final_eps: float = 0.05
|
||||
n_steps: int = 2_048
|
||||
n_epochs: int = 10
|
||||
gae_lambda: float = 0.95
|
||||
clip_range: float = 0.2
|
||||
ent_coef: float = 0.0
|
||||
q_lr: float = 0.1
|
||||
q_bins: int = 6
|
||||
eps_start: float = 1.0
|
||||
eps_end: float = 0.05
|
||||
eps_decay: float = 0.9995
|
||||
arch: str = "small"
|
||||
activation: str = "relu"
|
||||
vf_coef: float = 0.5
|
||||
max_grad_norm: float = 0.5
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class RuntimeSpec:
|
||||
project: str = "capstone"
|
||||
backend: str = "sb3"
|
||||
device: str = "auto"
|
||||
seed: int = 42
|
||||
total_timesteps: int = 50_000
|
||||
checkpoint_interval: int = 200_000
|
||||
model_dir: str = "engine/models"
|
||||
log_freq: int = 100
|
||||
hist_freq: int = 500
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class EvalSpec:
|
||||
eval_freq: int = 1_000
|
||||
eval_episodes: int = 5
|
||||
robust_eval_enabled: bool = True
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class TrainSpec:
|
||||
algorithm: AlgorithmSpec = field(default_factory=AlgorithmSpec)
|
||||
env: EnvSpec = field(default_factory=EnvSpec)
|
||||
study: StudySpec = field(default_factory=StudySpec)
|
||||
optimizer: OptimizerSpec = field(default_factory=OptimizerSpec)
|
||||
runtime: RuntimeSpec = field(default_factory=RuntimeSpec)
|
||||
eval: EvalSpec = field(default_factory=EvalSpec)
|
||||
|
||||
def to_flat_dict(self) -> dict[str, Any]:
|
||||
return {
|
||||
"project": self.runtime.project,
|
||||
"algo": self.algorithm.name,
|
||||
"seed": self.runtime.seed,
|
||||
"total_timesteps": self.runtime.total_timesteps,
|
||||
"eval_episodes": self.eval.eval_episodes,
|
||||
"eval_freq": self.eval.eval_freq,
|
||||
"log_freq": self.runtime.log_freq,
|
||||
"model_dir": self.runtime.model_dir,
|
||||
"backend": self.runtime.backend,
|
||||
"device": self.runtime.device,
|
||||
"checkpoint_interval": self.runtime.checkpoint_interval,
|
||||
"hist_freq": self.runtime.hist_freq,
|
||||
"n_products": self.env.n_products,
|
||||
"N": self.env.n_sessions,
|
||||
"price_low": self.env.price_low,
|
||||
"price_high": self.env.price_high,
|
||||
"action_levels": self.env.action_levels,
|
||||
"action_scale_low": self.env.action_scale_low,
|
||||
"action_scale_high": self.env.action_scale_high,
|
||||
"max_steps": self.env.max_steps,
|
||||
"margin_floor": self.env.margin_floor,
|
||||
"margin_floor_patience": self.env.margin_floor_patience,
|
||||
"agent_mu": self.env.agent_mu,
|
||||
"agent_std": self.env.agent_std,
|
||||
"alpha": self.study.alpha,
|
||||
"lambda_coi": self.study.lambda_coi,
|
||||
"robust_radius": self.study.robust_radius,
|
||||
"robust_points": self.study.robust_points,
|
||||
"robust_rollouts": self.study.robust_rollouts,
|
||||
"info_value": self.study.info_value,
|
||||
"eta_ux": self.study.eta_ux,
|
||||
"reward_profit_weight": self.study.reward_profit_weight,
|
||||
"no_robust": self.study.no_robust,
|
||||
"learning_rate": self.optimizer.learning_rate,
|
||||
"gamma": self.optimizer.gamma,
|
||||
"buffer_size": self.optimizer.buffer_size,
|
||||
"batch_size": self.optimizer.batch_size,
|
||||
"tau": self.optimizer.tau,
|
||||
"train_freq": self.optimizer.train_freq,
|
||||
"learning_starts": self.optimizer.learning_starts,
|
||||
"target_update_interval": self.optimizer.target_update_interval,
|
||||
"exploration_fraction": self.optimizer.exploration_fraction,
|
||||
"exploration_final_eps": self.optimizer.exploration_final_eps,
|
||||
"n_steps": self.optimizer.n_steps,
|
||||
"n_epochs": self.optimizer.n_epochs,
|
||||
"gae_lambda": self.optimizer.gae_lambda,
|
||||
"clip_range": self.optimizer.clip_range,
|
||||
"ent_coef": self.optimizer.ent_coef,
|
||||
"q_lr": self.optimizer.q_lr,
|
||||
"q_bins": self.optimizer.q_bins,
|
||||
"eps_start": self.optimizer.eps_start,
|
||||
"eps_end": self.optimizer.eps_end,
|
||||
"eps_decay": self.optimizer.eps_decay,
|
||||
"arch": self.optimizer.arch,
|
||||
"activation": self.optimizer.activation,
|
||||
"vf_coef": self.optimizer.vf_coef,
|
||||
"max_grad_norm": self.optimizer.max_grad_norm,
|
||||
"robust_eval_enabled": self.eval.robust_eval_enabled,
|
||||
}
|
||||
|
||||
@classmethod
|
||||
def from_flat(
|
||||
cls,
|
||||
raw: Mapping[str, Any] | None = None,
|
||||
*,
|
||||
env_vars: Mapping[str, str] | None = None,
|
||||
) -> "TrainSpec":
|
||||
base = cls().to_flat_dict()
|
||||
incoming = _normalize_keys(raw or {})
|
||||
base.update({k: v for k, v in incoming.items() if v is not None})
|
||||
|
||||
runtime_env = os.environ if env_vars is None else env_vars
|
||||
base["device"] = str(
|
||||
base.get("device", runtime_env.get("PHANTOM_DEVICE", "auto"))
|
||||
)
|
||||
|
||||
backend = str(base.get("backend", "sb3")).lower()
|
||||
if backend == "auto":
|
||||
backend = "sb3"
|
||||
if backend != "sb3":
|
||||
backend = "sb3"
|
||||
|
||||
no_robust = _truthy(base.get("no_robust"))
|
||||
if no_robust:
|
||||
base["lambda_coi"] = 0.0
|
||||
base["robust_radius"] = 0.0
|
||||
base["robust_points"] = 1
|
||||
base["robust_rollouts"] = 1
|
||||
|
||||
return cls(
|
||||
algorithm=AlgorithmSpec(name=str(base["algo"]).lower().strip()),
|
||||
env=EnvSpec(
|
||||
n_products=int(base["n_products"]),
|
||||
n_sessions=int(base["N"]),
|
||||
price_low=float(base["price_low"]),
|
||||
price_high=float(base["price_high"]),
|
||||
action_levels=int(base["action_levels"]),
|
||||
action_scale_low=float(base["action_scale_low"]),
|
||||
action_scale_high=float(base["action_scale_high"]),
|
||||
max_steps=int(base["max_steps"]),
|
||||
margin_floor=float(base["margin_floor"]),
|
||||
margin_floor_patience=int(base["margin_floor_patience"]),
|
||||
agent_mu=float(base.get("agent_mu", 45.0)),
|
||||
agent_std=float(base.get("agent_std", 15.0)),
|
||||
),
|
||||
study=StudySpec(
|
||||
alpha=float(base["alpha"]),
|
||||
lambda_coi=float(base["lambda_coi"]),
|
||||
robust_radius=float(base["robust_radius"]),
|
||||
robust_points=int(base["robust_points"]),
|
||||
robust_rollouts=int(base["robust_rollouts"]),
|
||||
info_value=float(base["info_value"]),
|
||||
eta_ux=float(base["eta_ux"]),
|
||||
reward_profit_weight=float(base["reward_profit_weight"]),
|
||||
no_robust=no_robust,
|
||||
),
|
||||
optimizer=OptimizerSpec(
|
||||
learning_rate=float(base["learning_rate"]),
|
||||
gamma=float(base["gamma"]),
|
||||
buffer_size=int(base["buffer_size"]),
|
||||
batch_size=int(base["batch_size"]),
|
||||
tau=float(base["tau"]),
|
||||
train_freq=int(base["train_freq"]),
|
||||
learning_starts=int(base["learning_starts"]),
|
||||
target_update_interval=int(base["target_update_interval"]),
|
||||
exploration_fraction=float(base["exploration_fraction"]),
|
||||
exploration_final_eps=float(base["exploration_final_eps"]),
|
||||
n_steps=int(base["n_steps"]),
|
||||
n_epochs=int(base["n_epochs"]),
|
||||
gae_lambda=float(base["gae_lambda"]),
|
||||
clip_range=float(base["clip_range"]),
|
||||
ent_coef=float(base["ent_coef"]),
|
||||
q_lr=float(base["q_lr"]),
|
||||
q_bins=int(base["q_bins"]),
|
||||
eps_start=float(base["eps_start"]),
|
||||
eps_end=float(base["eps_end"]),
|
||||
eps_decay=float(base["eps_decay"]),
|
||||
arch=str(base["arch"]),
|
||||
activation=str(base["activation"]),
|
||||
vf_coef=float(base["vf_coef"]),
|
||||
max_grad_norm=float(base["max_grad_norm"]),
|
||||
),
|
||||
runtime=RuntimeSpec(
|
||||
project=str(base["project"]),
|
||||
backend=backend,
|
||||
device=str(base["device"]),
|
||||
seed=int(base["seed"]),
|
||||
total_timesteps=int(base["total_timesteps"]),
|
||||
checkpoint_interval=int(base["checkpoint_interval"]),
|
||||
model_dir=str(base["model_dir"]),
|
||||
log_freq=int(base["log_freq"]),
|
||||
hist_freq=int(base["hist_freq"]),
|
||||
),
|
||||
eval=EvalSpec(
|
||||
eval_freq=int(base["eval_freq"]),
|
||||
eval_episodes=int(base["eval_episodes"]),
|
||||
robust_eval_enabled=_truthy(base.get("robust_eval_enabled", True)),
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
def run_name(spec: TrainSpec, *, kind: str, scenario: str) -> str:
|
||||
alpha_token = f"{float(spec.study.alpha):.2f}".rstrip("0").rstrip(".")
|
||||
mode = "baseline" if bool(spec.study.no_robust) else "defended"
|
||||
return (
|
||||
f"{kind}/{spec.algorithm.name}/{spec.runtime.backend}/"
|
||||
f"{spec.runtime.device}/{scenario}/a{alpha_token}/{mode}/s{spec.runtime.seed}"
|
||||
)
|
||||
|
||||
|
||||
def run_metadata(
|
||||
spec: TrainSpec,
|
||||
*,
|
||||
kind: str,
|
||||
scenario: str,
|
||||
group: str | None = None,
|
||||
tags: Sequence[str] = (),
|
||||
) -> dict[str, Any]:
|
||||
mode = "baseline" if bool(spec.study.no_robust) else "defended"
|
||||
metadata: dict[str, Any] = {
|
||||
"run.kind": str(kind),
|
||||
"run.algo": spec.algorithm.name,
|
||||
"run.backend": spec.runtime.backend,
|
||||
"run.device": spec.runtime.device,
|
||||
"run.scenario": str(scenario),
|
||||
"run.seed": spec.runtime.seed,
|
||||
"run.tags": list(tags),
|
||||
"study/alpha": float(spec.study.alpha),
|
||||
"study/mode": mode,
|
||||
"study/baseline_mode": float(bool(spec.study.no_robust)),
|
||||
"tiers": spec.algorithm.name,
|
||||
}
|
||||
if group:
|
||||
metadata["run.group"] = group
|
||||
return metadata
|
||||
@@ -1,33 +0,0 @@
|
||||
"""shared factor definitions for experimental designs"""
|
||||
import numpy as np
|
||||
from dataclasses import dataclass
|
||||
|
||||
@dataclass
|
||||
class Factor:
|
||||
name: str
|
||||
levels: list
|
||||
primary: bool = True # full cross vs sampled
|
||||
|
||||
# demand functions with compatible signatures
|
||||
def demand_linear(mu, sigma, size): return np.maximum(0, np.random.normal(mu, sigma, size))
|
||||
def demand_uniform(mu, sigma, size): return np.random.uniform(mu - sigma, mu + sigma, size)
|
||||
def demand_exponential(mu, sigma, size): return np.random.exponential(mu, size)
|
||||
def demand_logistic(mu, sigma, size): return np.random.logistic(mu, sigma, size)
|
||||
|
||||
DEMAND_FUNCTIONS = {
|
||||
"linear": demand_linear,
|
||||
"uniform": demand_uniform,
|
||||
"exponential": demand_exponential,
|
||||
"logistic": demand_logistic,
|
||||
}
|
||||
|
||||
FACTORS = [
|
||||
Factor("demand_fn", list(DEMAND_FUNCTIONS.keys()), primary=True),
|
||||
Factor("alpha", [0.1, 0.3, 0.5, 0.7], primary=True),
|
||||
Factor("n_products", [5, 15, 30, 50], primary=True),
|
||||
Factor("demand_mu", [30.0, 50.0, 70.0], primary=False),
|
||||
Factor("demand_sigma", [5.0, 10.0, 20.0], primary=False),
|
||||
Factor("N", [100, 500, 1000], primary=False),
|
||||
]
|
||||
|
||||
SEEDS_PER_CONFIG = 5
|
||||
@@ -1,104 +0,0 @@
|
||||
"""full factorial design - all factor combinations"""
|
||||
|
||||
import sys
|
||||
|
||||
sys.path.insert(0, "..")
|
||||
import logging
|
||||
from itertools import product
|
||||
import json
|
||||
import hashlib
|
||||
from pathlib import Path
|
||||
from concurrent.futures import ProcessPoolExecutor
|
||||
from .factors import FACTORS, DEMAND_FUNCTIONS, SEEDS_PER_CONFIG
|
||||
|
||||
logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s")
|
||||
log = logging.getLogger(__name__)
|
||||
|
||||
|
||||
def generate_configs():
|
||||
"""generate all factor combinations with seeds"""
|
||||
all_levels = [f.levels for f in FACTORS]
|
||||
names = [f.name for f in FACTORS]
|
||||
|
||||
configs = []
|
||||
for combo in product(*all_levels):
|
||||
base = {names[i]: combo[i] for i in range(len(names))}
|
||||
for seed in range(SEEDS_PER_CONFIG):
|
||||
cfg = {**base, "seed": seed}
|
||||
cfg["id"] = hashlib.md5(
|
||||
json.dumps(cfg, sort_keys=True).encode()
|
||||
).hexdigest()[:8]
|
||||
configs.append(cfg)
|
||||
return configs
|
||||
|
||||
|
||||
def run_single(cfg: dict) -> dict:
|
||||
"""execute one experiment config, return metrics"""
|
||||
from engine.wrapper import PHANTOM
|
||||
import numpy as np
|
||||
|
||||
np.random.seed(cfg["seed"])
|
||||
demand_fn = DEMAND_FUNCTIONS[cfg["demand_fn"]]
|
||||
|
||||
env = PHANTOM(
|
||||
n_products=cfg["n_products"],
|
||||
alpha=cfg["alpha"],
|
||||
N=cfg["N"],
|
||||
)
|
||||
env.market.demand = (demand_fn, (cfg["demand_mu"], cfg["demand_sigma"]))
|
||||
|
||||
obs, _ = env.reset()
|
||||
total_reward, steps = 0.0, 0
|
||||
|
||||
for _ in range(100):
|
||||
action = env.action_space.sample()
|
||||
obs, reward, term, trunc, _ = env.step(action)
|
||||
total_reward += reward
|
||||
steps += 1
|
||||
if term:
|
||||
break
|
||||
|
||||
env.close()
|
||||
return {
|
||||
"id": cfg["id"],
|
||||
"config": cfg,
|
||||
"total_reward": total_reward,
|
||||
"avg_reward": total_reward / steps if steps > 0 else 0.0,
|
||||
"steps": steps,
|
||||
}
|
||||
|
||||
|
||||
def run_study(max_workers: int = None, output: str = "results_full.jsonl"):
|
||||
configs = generate_configs()
|
||||
log.info(
|
||||
f"full factorial: {len(configs)} configs ({len(configs) // SEEDS_PER_CONFIG} unique × {SEEDS_PER_CONFIG} seeds)"
|
||||
)
|
||||
|
||||
results = []
|
||||
with ProcessPoolExecutor(max_workers=max_workers) as ex:
|
||||
for i, result in enumerate(ex.map(run_single, configs)):
|
||||
results.append(result)
|
||||
if (i + 1) % 100 == 0:
|
||||
log.info(f"progress: {i + 1}/{len(configs)}")
|
||||
|
||||
Path(output).write_text("\n".join(json.dumps(r) for r in results))
|
||||
log.info(f"wrote {len(results)} results to {output}")
|
||||
return results
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
import argparse
|
||||
|
||||
p = argparse.ArgumentParser()
|
||||
p.add_argument("--workers", type=int, default=None)
|
||||
p.add_argument("--output", default="results_full.jsonl")
|
||||
p.add_argument("--dry-run", action="store_true", help="only show design size")
|
||||
args = p.parse_args()
|
||||
|
||||
configs = generate_configs()
|
||||
log.info(
|
||||
f"design: {len(configs)} runs | factors: {[f.name for f in FACTORS]} | levels: {[len(f.levels) for f in FACTORS]}"
|
||||
)
|
||||
|
||||
if not args.dry_run:
|
||||
run_study(args.workers, args.output)
|
||||
@@ -1,136 +0,0 @@
|
||||
import sys
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
from pathlib import Path
|
||||
import matplotlib.pyplot as plt
|
||||
|
||||
from gymnasium.wrappers import FlattenObservation
|
||||
from stable_baselines3 import PPO
|
||||
|
||||
# Add parent directory to path to allow importing engine
|
||||
sys.path.insert(0, str(Path(__file__).parent.parent.parent))
|
||||
|
||||
from engine.wrapper import PHANTOM
|
||||
from engine.lib.wrappers import EconomicMetricsWrapper
|
||||
from engine.lib.providers import (
|
||||
ProviderBenchmark,
|
||||
BenchmarkConfig,
|
||||
RandomBaseline,
|
||||
SurgeBaseline,
|
||||
)
|
||||
|
||||
|
||||
def env_factory(alpha: float):
|
||||
"""Creates a wrapped PHANTOM environment for testing at a specific alpha level."""
|
||||
# Action levels=9 matches the trained PPO model
|
||||
# n_products=8 matches the pretrained model's expectation of Box(16,)
|
||||
env = PHANTOM(
|
||||
n_products=8,
|
||||
alpha=alpha,
|
||||
N=100,
|
||||
action_levels=9,
|
||||
action_scale_low=0.8,
|
||||
action_scale_high=1.2,
|
||||
max_steps=20, # Short episodes so simulation goes fast
|
||||
robust_points=1, # disable expensive adversarial lookaheads
|
||||
render_mode=None,
|
||||
)
|
||||
env = EconomicMetricsWrapper(env)
|
||||
return FlattenObservation(env)
|
||||
|
||||
|
||||
def main():
|
||||
print("Loading pre-trained Robust RL model...")
|
||||
model_path = Path(__file__).parent.parent / "models" / "phantom_ppo.zip"
|
||||
if not model_path.exists():
|
||||
print(f"Error: Model not found at {model_path}")
|
||||
print("Please ensure you have a trained model before running this script.")
|
||||
return
|
||||
|
||||
rl_model = PPO.load(model_path)
|
||||
|
||||
# The action space is Discrete(9). Index 4 is the middle (1.0 scale).
|
||||
n_actions = 9
|
||||
mid_action = n_actions // 2
|
||||
|
||||
providers = {
|
||||
"Static (Base)": lambda obs: mid_action,
|
||||
"Random": RandomBaseline(n_actions),
|
||||
"Heuristic Surge": SurgeBaseline(
|
||||
n_actions, high_threshold=60.0, low_threshold=30.0
|
||||
),
|
||||
"Robust RL (PPO)": lambda obs: rl_model.predict(obs, deterministic=True)[0],
|
||||
}
|
||||
|
||||
config = BenchmarkConfig(
|
||||
n_episodes=10, # Lower episodes to run faster
|
||||
alpha_range=[0.0, 0.5, 1.0], # Fewer alpha levels
|
||||
baseline_name="Static (Base)",
|
||||
)
|
||||
|
||||
print(f"\nStarting benchmark across alpha levels: {config.alpha_range}")
|
||||
print(
|
||||
f"Testing {len(providers)} strategies for {config.n_episodes} episodes each...\n"
|
||||
)
|
||||
|
||||
benchmark = ProviderBenchmark(env_factory, providers, config)
|
||||
results = benchmark.run()
|
||||
|
||||
# 1. Print tabular results
|
||||
df = benchmark.to_dataframe()
|
||||
summary = benchmark.summary_table()
|
||||
print("\n--- Benchmark Summary Table ---")
|
||||
print(summary)
|
||||
|
||||
# 2. Save results to CSV for thesis inclusion
|
||||
out_dir = Path(__file__).parent / "results"
|
||||
out_dir.mkdir(exist_ok=True)
|
||||
csv_path = out_dir / "provider_comparison.csv"
|
||||
df.to_csv(csv_path, index=False)
|
||||
print(f"\nSaved raw results to {csv_path}")
|
||||
|
||||
# 3. Plot the degradation of COI / Revenue as alpha increases
|
||||
plt.figure(figsize=(12, 5))
|
||||
|
||||
# Plot 1: Revenue vs Alpha
|
||||
plt.subplot(1, 2, 1)
|
||||
for name in providers.keys():
|
||||
provider_data = df[df["name"] == name]
|
||||
plt.plot(
|
||||
provider_data["alpha"],
|
||||
provider_data["mean_revenue"],
|
||||
marker="o",
|
||||
label=name,
|
||||
linewidth=2,
|
||||
)
|
||||
plt.title("Revenue under Agent Contamination")
|
||||
plt.xlabel("Contamination Level (α)")
|
||||
plt.ylabel("Mean Episode Revenue ($)")
|
||||
plt.grid(True, linestyle="--", alpha=0.7)
|
||||
plt.legend()
|
||||
|
||||
# Plot 2: COI Preservation vs Alpha
|
||||
plt.subplot(1, 2, 2)
|
||||
for name in providers.keys():
|
||||
provider_data = df[df["name"] == name]
|
||||
plt.plot(
|
||||
provider_data["alpha"],
|
||||
provider_data["coi_preserved_pct"],
|
||||
marker="s",
|
||||
label=name,
|
||||
linewidth=2,
|
||||
)
|
||||
plt.title("Cost of Information (COI) Preservation")
|
||||
plt.xlabel("Contamination Level (α)")
|
||||
plt.ylabel("COI Preserved (%)")
|
||||
plt.grid(True, linestyle="--", alpha=0.7)
|
||||
plt.legend()
|
||||
|
||||
plt.tight_layout()
|
||||
plot_path = out_dir / "alpha_degradation_plot.png"
|
||||
plt.savefig(plot_path, dpi=300)
|
||||
print(f"Saved visualization to {plot_path}")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,133 +0,0 @@
|
||||
"""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,
|
||||
"robust_eval_enabled": False,
|
||||
"agent_mu": 12.0,
|
||||
"agent_std": 2.0,
|
||||
}
|
||||
)
|
||||
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,
|
||||
)
|
||||
@@ -1,127 +0,0 @@
|
||||
"""mixed design: full factorial on primary factors, latin hypercube on secondary"""
|
||||
|
||||
import sys
|
||||
|
||||
sys.path.insert(0, "..")
|
||||
import logging
|
||||
from itertools import product
|
||||
import json
|
||||
import hashlib
|
||||
from pathlib import Path
|
||||
from concurrent.futures import ProcessPoolExecutor
|
||||
import numpy as np
|
||||
from scipy.stats.qmc import LatinHypercube
|
||||
from factors import FACTORS, DEMAND_FUNCTIONS, SEEDS_PER_CONFIG
|
||||
|
||||
logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s")
|
||||
log = logging.getLogger(__name__)
|
||||
|
||||
LH_SAMPLES = 10
|
||||
|
||||
|
||||
def generate_configs(lh_samples: int = LH_SAMPLES):
|
||||
primary = [f for f in FACTORS if f.primary]
|
||||
secondary = [f for f in FACTORS if not f.primary]
|
||||
|
||||
primary_grid = list(product(*[f.levels for f in primary]))
|
||||
lhs = LatinHypercube(d=len(secondary), seed=42)
|
||||
|
||||
configs = []
|
||||
for p_combo in primary_grid:
|
||||
samples = lhs.random(n=lh_samples)
|
||||
for s in samples:
|
||||
sec_vals = {
|
||||
secondary[i].name: secondary[i].levels[
|
||||
int(s[i] * len(secondary[i].levels))
|
||||
]
|
||||
for i in range(len(secondary))
|
||||
}
|
||||
base = {primary[i].name: p_combo[i] for i in range(len(primary))}
|
||||
base.update(sec_vals)
|
||||
|
||||
for seed in range(SEEDS_PER_CONFIG):
|
||||
cfg = {**base, "seed": seed}
|
||||
cfg["id"] = hashlib.md5(
|
||||
json.dumps(cfg, sort_keys=True).encode()
|
||||
).hexdigest()[:8]
|
||||
configs.append(cfg)
|
||||
return configs
|
||||
|
||||
|
||||
def run_single(cfg: dict) -> dict:
|
||||
from engine.wrapper import PHANTOM
|
||||
import numpy as np
|
||||
|
||||
np.random.seed(cfg["seed"])
|
||||
demand_fn = DEMAND_FUNCTIONS[cfg["demand_fn"]]
|
||||
|
||||
env = PHANTOM(
|
||||
n_products=cfg["n_products"],
|
||||
alpha=cfg["alpha"],
|
||||
N=cfg["N"],
|
||||
)
|
||||
env.market.demand = (demand_fn, (cfg["demand_mu"], cfg["demand_sigma"]))
|
||||
|
||||
obs, _ = env.reset()
|
||||
total_reward, steps = 0.0, 0
|
||||
|
||||
for _ in range(100):
|
||||
action = env.action_space.sample()
|
||||
obs, reward, term, trunc, _ = env.step(action)
|
||||
total_reward += reward
|
||||
steps += 1
|
||||
if term:
|
||||
break
|
||||
|
||||
env.close()
|
||||
return {
|
||||
"id": cfg["id"],
|
||||
"config": cfg,
|
||||
"total_reward": total_reward,
|
||||
"avg_reward": total_reward / steps,
|
||||
"steps": steps,
|
||||
}
|
||||
|
||||
|
||||
def run_study(
|
||||
max_workers: int = None,
|
||||
output: str = "results_mixed.jsonl",
|
||||
lh_samples: int = LH_SAMPLES,
|
||||
):
|
||||
configs = generate_configs(lh_samples)
|
||||
n_primary_cells = int(np.prod([len(f.levels) for f in FACTORS if f.primary]))
|
||||
log.info(
|
||||
f"mixed LH: {len(configs)} configs ({n_primary_cells} primary × {lh_samples} LH × {SEEDS_PER_CONFIG} seeds)"
|
||||
)
|
||||
|
||||
results = []
|
||||
with ProcessPoolExecutor(max_workers=max_workers) as ex:
|
||||
for i, result in enumerate(ex.map(run_single, configs)):
|
||||
results.append(result)
|
||||
if (i + 1) % 100 == 0:
|
||||
log.info(f"progress: {i + 1}/{len(configs)}")
|
||||
|
||||
Path(output).write_text("\n".join(json.dumps(r) for r in results))
|
||||
log.info(f"wrote {len(results)} results to {output}")
|
||||
return results
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
import argparse
|
||||
|
||||
p = argparse.ArgumentParser()
|
||||
p.add_argument("--workers", type=int, default=None)
|
||||
p.add_argument("--output", default="results_mixed.jsonl")
|
||||
p.add_argument("--lh-samples", type=int, default=10)
|
||||
p.add_argument("--dry-run", action="store_true", help="only show design size")
|
||||
args = p.parse_args()
|
||||
|
||||
primary = [f for f in FACTORS if f.primary]
|
||||
secondary = [f for f in FACTORS if not f.primary]
|
||||
configs = generate_configs(args.lh_samples)
|
||||
log.info(
|
||||
f"design: {len(configs)} runs | primary: {[f.name for f in primary]} | secondary (LH): {[f.name for f in secondary]}"
|
||||
)
|
||||
|
||||
if not args.dry_run:
|
||||
run_study(args.workers, args.output, args.lh_samples)
|
||||
@@ -1,60 +0,0 @@
|
||||
method: grid
|
||||
metric:
|
||||
name: eval/stress_reward_worst
|
||||
goal: maximize
|
||||
command:
|
||||
- ${env}
|
||||
- python
|
||||
- -m
|
||||
- engine.train
|
||||
parameters:
|
||||
algo:
|
||||
value: ppo
|
||||
backend:
|
||||
value: sb3
|
||||
device:
|
||||
value: cpu
|
||||
seed:
|
||||
values: [42, 1337, 7777]
|
||||
alpha:
|
||||
values: [0.1, 0.2, 0.3, 0.4, 0.6, 0.8]
|
||||
n_products:
|
||||
values: [25, 50, 100]
|
||||
N:
|
||||
value: 100
|
||||
no_robust:
|
||||
values: [false, true]
|
||||
lambda_coi:
|
||||
values: [0.15, 0.30]
|
||||
robust_radius:
|
||||
value: 0.2
|
||||
robust_points:
|
||||
value: 7
|
||||
robust_rollouts:
|
||||
value: 1
|
||||
eta_ux:
|
||||
value: 0.5
|
||||
reward_profit_weight:
|
||||
value: 1.0
|
||||
action_levels:
|
||||
value: 9
|
||||
action_scale_low:
|
||||
value: 0.8
|
||||
action_scale_high:
|
||||
value: 1.2
|
||||
total_timesteps:
|
||||
value: 100000
|
||||
eval_episodes:
|
||||
value: 12
|
||||
eval_freq:
|
||||
value: 1000
|
||||
log_freq:
|
||||
value: 100
|
||||
hist_freq:
|
||||
value: 500
|
||||
learning_rate:
|
||||
value: 0.0003
|
||||
batch_size:
|
||||
value: 256
|
||||
n_steps:
|
||||
value: 2048
|
||||
@@ -1,84 +0,0 @@
|
||||
method: random
|
||||
metric:
|
||||
name: objective/score
|
||||
goal: maximize
|
||||
command:
|
||||
- ${env}
|
||||
- python
|
||||
- -m
|
||||
- engine.train
|
||||
parameters:
|
||||
algo:
|
||||
values: [ppo, a2c, dqn, qtable]
|
||||
total_timesteps:
|
||||
values: [30000, 50000, 80000]
|
||||
seed:
|
||||
values: [13, 42, 77]
|
||||
n_products:
|
||||
values: [8, 10, 12]
|
||||
alpha:
|
||||
distribution: uniform
|
||||
min: 0.1
|
||||
max: 0.6
|
||||
lambda_coi:
|
||||
distribution: uniform
|
||||
min: 0.05
|
||||
max: 0.6
|
||||
robust_radius:
|
||||
distribution: uniform
|
||||
min: 0.0
|
||||
max: 0.3
|
||||
robust_points:
|
||||
values: [3, 5, 7]
|
||||
info_value:
|
||||
distribution: uniform
|
||||
min: 0.5
|
||||
max: 2.0
|
||||
revenue_weight:
|
||||
values: [0.005, 0.01, 0.02]
|
||||
learning_rate:
|
||||
distribution: log_uniform_values
|
||||
min: 1.0e-5
|
||||
max: 1.0e-3
|
||||
gamma:
|
||||
values: [0.97, 0.99, 0.995]
|
||||
buffer_size:
|
||||
values: [20000, 50000, 100000]
|
||||
batch_size:
|
||||
values: [128, 256, 512]
|
||||
tau:
|
||||
values: [0.002, 0.005, 0.01]
|
||||
train_freq:
|
||||
values: [1, 4, 8]
|
||||
learning_starts:
|
||||
values: [500, 1000, 3000]
|
||||
n_steps:
|
||||
values: [512, 1024, 2048]
|
||||
n_epochs:
|
||||
values: [5, 10, 20]
|
||||
gae_lambda:
|
||||
values: [0.9, 0.95, 0.98]
|
||||
clip_range:
|
||||
values: [0.1, 0.2, 0.3]
|
||||
ent_coef:
|
||||
values: [0.0, 0.005, 0.01]
|
||||
target_update_interval:
|
||||
values: [500, 1000, 2000]
|
||||
exploration_fraction:
|
||||
values: [0.1, 0.2, 0.3]
|
||||
exploration_final_eps:
|
||||
values: [0.01, 0.03, 0.05]
|
||||
action_levels:
|
||||
values: [7, 9, 11]
|
||||
action_scale_low:
|
||||
values: [0.75, 0.8, 0.85]
|
||||
action_scale_high:
|
||||
values: [1.15, 1.2, 1.25]
|
||||
q_lr:
|
||||
values: [0.03, 0.05, 0.1, 0.2]
|
||||
eps_start:
|
||||
value: 1.0
|
||||
eps_end:
|
||||
values: [0.02, 0.05, 0.1]
|
||||
eps_decay:
|
||||
values: [0.999, 0.9995, 0.9999]
|
||||
@@ -1,85 +0,0 @@
|
||||
method: grid
|
||||
metric:
|
||||
name: objective/score
|
||||
goal: maximize
|
||||
run_cap: 4
|
||||
command:
|
||||
- ${env}
|
||||
- python
|
||||
- -m
|
||||
- engine.train
|
||||
parameters:
|
||||
algo:
|
||||
values: [ppo, a2c, dqn, qtable]
|
||||
seed:
|
||||
value: 42
|
||||
total_timesteps:
|
||||
value: 12000
|
||||
eval_episodes:
|
||||
value: 3
|
||||
eval_freq:
|
||||
value: 500
|
||||
log_freq:
|
||||
value: 100
|
||||
revenue_weight:
|
||||
value: 0.01
|
||||
n_products:
|
||||
value: 8
|
||||
N:
|
||||
value: 80
|
||||
alpha:
|
||||
value: 0.3
|
||||
lambda_coi:
|
||||
value: 0.2
|
||||
robust_radius:
|
||||
value: 0.0
|
||||
robust_points:
|
||||
value: 1
|
||||
info_value:
|
||||
value: 1.0
|
||||
learning_rate:
|
||||
value: 0.0003
|
||||
gamma:
|
||||
value: 0.99
|
||||
buffer_size:
|
||||
value: 20000
|
||||
batch_size:
|
||||
value: 128
|
||||
tau:
|
||||
value: 0.005
|
||||
train_freq:
|
||||
value: 1
|
||||
learning_starts:
|
||||
value: 500
|
||||
n_steps:
|
||||
value: 512
|
||||
n_epochs:
|
||||
value: 10
|
||||
gae_lambda:
|
||||
value: 0.95
|
||||
clip_range:
|
||||
value: 0.2
|
||||
ent_coef:
|
||||
value: 0.0
|
||||
target_update_interval:
|
||||
value: 500
|
||||
exploration_fraction:
|
||||
value: 0.2
|
||||
exploration_final_eps:
|
||||
value: 0.05
|
||||
action_levels:
|
||||
value: 7
|
||||
action_scale_low:
|
||||
value: 0.9
|
||||
action_scale_high:
|
||||
value: 1.1
|
||||
q_lr:
|
||||
value: 0.1
|
||||
q_bins:
|
||||
value: 6
|
||||
eps_start:
|
||||
value: 1.0
|
||||
eps_end:
|
||||
value: 0.05
|
||||
eps_decay:
|
||||
value: 0.9995
|
||||
@@ -1,53 +0,0 @@
|
||||
method: random
|
||||
metric:
|
||||
name: eval/supra_share_mean
|
||||
goal: minimize
|
||||
run_cap: 256
|
||||
command:
|
||||
- ${env}
|
||||
- python
|
||||
- -m
|
||||
- engine.train
|
||||
parameters:
|
||||
algo:
|
||||
value: ppo
|
||||
seed:
|
||||
values: [42, 1337, 7777]
|
||||
alpha:
|
||||
values: [0.1, 0.2, 0.3, 0.4, 0.6]
|
||||
n_products:
|
||||
values: [25, 50]
|
||||
N:
|
||||
value: 100
|
||||
no_robust:
|
||||
values: [false, true]
|
||||
lambda_coi:
|
||||
values: [0.05, 0.15, 0.3]
|
||||
robust_radius:
|
||||
values: [0.1, 0.2, 0.3]
|
||||
robust_points:
|
||||
value: 7
|
||||
robust_rollouts:
|
||||
value: 1
|
||||
eta_ux:
|
||||
values: [0.05, 0.15, 0.3, 0.5, 0.75]
|
||||
reward_profit_weight:
|
||||
value: 1.0
|
||||
total_timesteps:
|
||||
value: 100000
|
||||
eval_episodes:
|
||||
value: 10
|
||||
eval_freq:
|
||||
value: 1000
|
||||
log_freq:
|
||||
value: 100
|
||||
hist_freq:
|
||||
value: 500
|
||||
learning_rate:
|
||||
value: 0.0003
|
||||
batch_size:
|
||||
value: 256
|
||||
n_steps:
|
||||
value: 2048
|
||||
device:
|
||||
value: cpu
|
||||
@@ -1,54 +0,0 @@
|
||||
method: bayes
|
||||
metric:
|
||||
name: objective/score
|
||||
goal: maximize
|
||||
command:
|
||||
- ${env}
|
||||
- python
|
||||
- -m
|
||||
- engine.train
|
||||
parameters:
|
||||
algo:
|
||||
value: sac
|
||||
total_timesteps:
|
||||
values: [50000, 80000, 120000]
|
||||
seed:
|
||||
values: [13, 42, 77]
|
||||
alpha:
|
||||
distribution: uniform
|
||||
min: 0.15
|
||||
max: 0.55
|
||||
n_products:
|
||||
values: [8, 10, 12]
|
||||
lambda_coi:
|
||||
distribution: uniform
|
||||
min: 0.05
|
||||
max: 0.5
|
||||
robust_radius:
|
||||
distribution: uniform
|
||||
min: 0.05
|
||||
max: 0.3
|
||||
robust_points:
|
||||
values: [3, 5, 7]
|
||||
info_value:
|
||||
distribution: uniform
|
||||
min: 0.5
|
||||
max: 2.0
|
||||
revenue_weight:
|
||||
values: [0.005, 0.01, 0.02]
|
||||
learning_rate:
|
||||
distribution: log_uniform_values
|
||||
min: 3.0e-5
|
||||
max: 1.0e-3
|
||||
gamma:
|
||||
values: [0.98, 0.99, 0.995]
|
||||
buffer_size:
|
||||
values: [50000, 100000, 200000]
|
||||
batch_size:
|
||||
values: [128, 256, 512]
|
||||
tau:
|
||||
values: [0.002, 0.005, 0.01]
|
||||
train_freq:
|
||||
values: [1, 4, 8]
|
||||
learning_starts:
|
||||
values: [1000, 3000, 5000]
|
||||
@@ -1,86 +0,0 @@
|
||||
method: random
|
||||
metric:
|
||||
name: objective/score
|
||||
goal: maximize
|
||||
command:
|
||||
- ${env}
|
||||
- python
|
||||
- -m
|
||||
- engine.train
|
||||
parameters:
|
||||
algo:
|
||||
values: [ppo, a2c, dqn, qtable]
|
||||
arch:
|
||||
values: [tiny, small, medium]
|
||||
activation:
|
||||
values: [relu, tanh]
|
||||
total_timesteps:
|
||||
values: [8000, 12000, 20000]
|
||||
seed:
|
||||
values: [13, 42, 77]
|
||||
n_products:
|
||||
values: [6, 8, 10]
|
||||
alpha:
|
||||
distribution: uniform
|
||||
min: 0.1
|
||||
max: 0.5
|
||||
lambda_coi:
|
||||
distribution: uniform
|
||||
min: 0.05
|
||||
max: 0.4
|
||||
robust_radius:
|
||||
values: [0.0, 0.1, 0.2]
|
||||
robust_points:
|
||||
values: [3, 5]
|
||||
info_value:
|
||||
values: [0.75, 1.0, 1.5]
|
||||
revenue_weight:
|
||||
values: [0.005, 0.01, 0.02]
|
||||
learning_rate:
|
||||
distribution: log_uniform_values
|
||||
min: 1.0e-5
|
||||
max: 5.0e-4
|
||||
gamma:
|
||||
values: [0.98, 0.99]
|
||||
buffer_size:
|
||||
values: [10000, 30000, 50000]
|
||||
batch_size:
|
||||
values: [64, 128, 256]
|
||||
tau:
|
||||
values: [0.002, 0.005, 0.01]
|
||||
train_freq:
|
||||
values: [1, 4]
|
||||
learning_starts:
|
||||
values: [500, 1000, 2000]
|
||||
n_steps:
|
||||
values: [256, 512, 1024]
|
||||
n_epochs:
|
||||
values: [5, 10]
|
||||
gae_lambda:
|
||||
values: [0.9, 0.95]
|
||||
clip_range:
|
||||
values: [0.1, 0.2]
|
||||
ent_coef:
|
||||
values: [0.0, 0.005]
|
||||
target_update_interval:
|
||||
values: [500, 1000]
|
||||
exploration_fraction:
|
||||
values: [0.1, 0.2]
|
||||
exploration_final_eps:
|
||||
values: [0.02, 0.05]
|
||||
action_levels:
|
||||
values: [5, 7, 9]
|
||||
action_scale_low:
|
||||
values: [0.85, 0.9]
|
||||
action_scale_high:
|
||||
values: [1.1, 1.15]
|
||||
q_lr:
|
||||
values: [0.05, 0.1, 0.2]
|
||||
q_bins:
|
||||
values: [4, 6, 8]
|
||||
eps_start:
|
||||
value: 1.0
|
||||
eps_end:
|
||||
values: [0.02, 0.05]
|
||||
eps_decay:
|
||||
values: [0.999, 0.9995]
|
||||
@@ -1,23 +0,0 @@
|
||||
from .metrics import canonicalize_metrics
|
||||
from .wandb import (
|
||||
current_config,
|
||||
finish_run,
|
||||
get_wandb_module,
|
||||
init_run,
|
||||
log_metrics,
|
||||
run_agent,
|
||||
update_run_config,
|
||||
update_summary,
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
"canonicalize_metrics",
|
||||
"current_config",
|
||||
"finish_run",
|
||||
"get_wandb_module",
|
||||
"init_run",
|
||||
"log_metrics",
|
||||
"run_agent",
|
||||
"update_run_config",
|
||||
"update_summary",
|
||||
]
|
||||
@@ -1,70 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from typing import Any, Mapping
|
||||
|
||||
from ..spec import TrainSpec
|
||||
|
||||
|
||||
_ALIASES = {
|
||||
"train/reward": "train/reward_mean",
|
||||
"train/revenue": "train/revenue_mean",
|
||||
"train/dqn_loss": "train/loss",
|
||||
"eval/reward": "eval/reward_mean",
|
||||
"eval/revenue": "eval/revenue_mean",
|
||||
"train/steps_per_second": "runtime/steps_per_second",
|
||||
}
|
||||
|
||||
|
||||
def _as_float(value: Any, default: float | None = None) -> float | None:
|
||||
if value is None:
|
||||
return default
|
||||
try:
|
||||
return float(value)
|
||||
except (TypeError, ValueError):
|
||||
return default
|
||||
|
||||
|
||||
def canonicalize_metrics(raw: Mapping[str, Any], spec: TrainSpec) -> dict[str, Any]:
|
||||
metrics: dict[str, Any] = {}
|
||||
for key, value in raw.items():
|
||||
canonical = _ALIASES.get(str(key), str(key))
|
||||
if canonical in metrics and canonical != key:
|
||||
continue
|
||||
metrics[canonical] = value
|
||||
|
||||
metrics.setdefault("train/global_step", spec.runtime.total_timesteps)
|
||||
|
||||
eval_reward = (
|
||||
_as_float(
|
||||
metrics.get(
|
||||
"eval/stress_reward_worst",
|
||||
metrics.get(
|
||||
"eval/robust_reward_worst", metrics.get("eval/reward_mean")
|
||||
),
|
||||
),
|
||||
0.0,
|
||||
)
|
||||
or 0.0
|
||||
)
|
||||
metrics["objective/score"] = eval_reward
|
||||
|
||||
margin_mean = _as_float(metrics.get("eval/margin_mean"), None)
|
||||
if margin_mean is not None:
|
||||
metrics["objective/constraint_margin"] = margin_mean - spec.env.margin_floor
|
||||
|
||||
coi_level = _as_float(metrics.get("eval/coi_level_mean"), None)
|
||||
metrics["objective/coi_preserved"] = 0.0 if coi_level is None else coi_level
|
||||
|
||||
metrics["study/alpha"] = spec.study.alpha
|
||||
metrics["study/mode"] = "baseline" if bool(spec.study.no_robust) else "defended"
|
||||
metrics["study/baseline_mode"] = float(bool(spec.study.no_robust))
|
||||
metrics["study/lambda_coi"] = spec.study.lambda_coi
|
||||
metrics["study/ambiguity_radius"] = spec.study.robust_radius
|
||||
metrics["study/info_value"] = spec.study.info_value
|
||||
metrics["tiers"] = spec.algorithm.name
|
||||
|
||||
metrics["runtime/backend"] = spec.runtime.backend
|
||||
metrics["runtime/device"] = spec.runtime.device
|
||||
metrics["runtime/seed"] = spec.runtime.seed
|
||||
|
||||
return metrics
|
||||
@@ -1,202 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import os
|
||||
import time
|
||||
from typing import Any, Callable, Iterable, Mapping
|
||||
|
||||
|
||||
def get_wandb_module():
|
||||
try:
|
||||
import wandb
|
||||
|
||||
return wandb
|
||||
except ImportError:
|
||||
return None
|
||||
|
||||
|
||||
def _require_wandb():
|
||||
wandb = get_wandb_module()
|
||||
if wandb is None:
|
||||
raise ImportError("wandb is required for this workflow")
|
||||
return wandb
|
||||
|
||||
|
||||
def _warn(message: str) -> None:
|
||||
print(f"PHANTOM_WANDB_WARNING: {message}")
|
||||
|
||||
|
||||
def _sanitize_key(raw_key: str) -> str | None:
|
||||
key = str(raw_key)
|
||||
replacements = {
|
||||
"no_robust": "baseline_mode",
|
||||
"study/no_robust": "study/baseline_mode",
|
||||
"study/robust_radius": "study/ambiguity_radius",
|
||||
"robust_radius": "ambiguity_radius",
|
||||
"robust_points": "ambiguity_points",
|
||||
"robust_rollouts": "ambiguity_rollouts",
|
||||
"robust_eval_enabled": "stress_eval_enabled",
|
||||
"eval/robust_alpha_high": "eval/stress_alpha_high",
|
||||
"eval/robust_alpha_low": "eval/stress_alpha_low",
|
||||
"eval/robust_reward_worst": "eval/stress_reward_worst",
|
||||
"eval/robust_revenue_worst": "eval/stress_revenue_worst",
|
||||
"eval/robust_coi_leakage_worst": "eval/stress_coi_leakage_worst",
|
||||
}
|
||||
key = replacements.get(key, key)
|
||||
if "robust" in key.lower():
|
||||
return None
|
||||
return key
|
||||
|
||||
|
||||
def _sanitize_payload(payload: Mapping[str, Any]) -> dict[str, Any]:
|
||||
sanitized: dict[str, Any] = {}
|
||||
for key, value in payload.items():
|
||||
clean_key = _sanitize_key(str(key))
|
||||
if clean_key is None:
|
||||
continue
|
||||
sanitized[clean_key] = value
|
||||
return sanitized
|
||||
|
||||
|
||||
def init_run(
|
||||
*,
|
||||
mode: str,
|
||||
project: str | None = None,
|
||||
config: Mapping[str, Any] | None = None,
|
||||
name: str | None = None,
|
||||
tags: Iterable[str] | None = None,
|
||||
group: str | None = None,
|
||||
sweep_mode: bool = False,
|
||||
):
|
||||
wandb = _require_wandb()
|
||||
kwargs: dict[str, Any] = {"mode": mode}
|
||||
if group:
|
||||
kwargs["group"] = group
|
||||
if sweep_mode:
|
||||
try:
|
||||
run = wandb.init(**kwargs)
|
||||
except Exception as exc:
|
||||
_warn(f"init failed in sweep mode ({exc})")
|
||||
return None
|
||||
if name and run is not None:
|
||||
run.name = name
|
||||
return run
|
||||
|
||||
init_kwargs = dict(kwargs)
|
||||
init_kwargs["project"] = project
|
||||
if config is not None:
|
||||
init_kwargs["config"] = _sanitize_payload(dict(config))
|
||||
if name:
|
||||
init_kwargs["name"] = name
|
||||
if tags:
|
||||
init_kwargs["tags"] = list(tags)
|
||||
try:
|
||||
return wandb.init(**init_kwargs)
|
||||
except Exception as exc:
|
||||
_warn(f"init failed ({exc})")
|
||||
return None
|
||||
|
||||
|
||||
def finish_run() -> None:
|
||||
wandb = get_wandb_module()
|
||||
if wandb is not None and wandb.run is not None:
|
||||
try:
|
||||
wandb.finish()
|
||||
except Exception as exc:
|
||||
_warn(f"finish failed ({exc})")
|
||||
|
||||
|
||||
def current_config() -> dict[str, Any]:
|
||||
wandb = get_wandb_module()
|
||||
if wandb is None or wandb.run is None:
|
||||
return {}
|
||||
return {key: wandb.config[key] for key in wandb.config.keys()}
|
||||
|
||||
|
||||
def update_run_config(config: Mapping[str, Any]) -> None:
|
||||
wandb = get_wandb_module()
|
||||
if wandb is None or wandb.run is None:
|
||||
return
|
||||
payload = _sanitize_payload(dict(config))
|
||||
if not payload:
|
||||
return
|
||||
try:
|
||||
wandb.config.update(payload, allow_val_change=True)
|
||||
except TypeError:
|
||||
try:
|
||||
wandb.config.update(payload)
|
||||
except Exception as exc:
|
||||
_warn(f"config update failed ({exc})")
|
||||
except Exception as exc:
|
||||
_warn(f"config update failed ({exc})")
|
||||
|
||||
|
||||
def log_metrics(metrics: Mapping[str, Any], *, step: int) -> None:
|
||||
wandb = get_wandb_module()
|
||||
if wandb is None or wandb.run is None:
|
||||
return
|
||||
payload = _sanitize_payload(dict(metrics))
|
||||
if not payload:
|
||||
return
|
||||
try:
|
||||
wandb.log(payload, step=step)
|
||||
except Exception as exc:
|
||||
_warn(f"log failed at step {step} ({exc})")
|
||||
|
||||
|
||||
def update_summary(metrics: Mapping[str, Any]) -> None:
|
||||
wandb = get_wandb_module()
|
||||
if wandb is None or wandb.run is None:
|
||||
return
|
||||
payload = _sanitize_payload(dict(metrics))
|
||||
if not payload:
|
||||
return
|
||||
try:
|
||||
for key, value in payload.items():
|
||||
wandb.run.summary[key] = value
|
||||
except Exception as exc:
|
||||
_warn(f"summary update failed ({exc})")
|
||||
|
||||
|
||||
def run_agent(
|
||||
sweep_id: str,
|
||||
fn: Callable[[], None],
|
||||
*,
|
||||
count: int | None = None,
|
||||
) -> None:
|
||||
wandb = _require_wandb()
|
||||
retry_max = max(0, int(os.getenv("PHANTOM_WANDB_AGENT_RETRIES", "8")))
|
||||
retry_delay = max(1.0, float(os.getenv("PHANTOM_WANDB_AGENT_RETRY_DELAY", "5")))
|
||||
retry_backoff = max(
|
||||
1.0, float(os.getenv("PHANTOM_WANDB_AGENT_RETRY_BACKOFF", "1.5"))
|
||||
)
|
||||
retry_max_delay = max(
|
||||
retry_delay,
|
||||
float(os.getenv("PHANTOM_WANDB_AGENT_MAX_RETRY_DELAY", "60")),
|
||||
)
|
||||
|
||||
target = None if count is None else max(0, int(count))
|
||||
completed = 0
|
||||
|
||||
def _wrapped() -> None:
|
||||
nonlocal completed
|
||||
fn()
|
||||
completed += 1
|
||||
|
||||
attempt = 0
|
||||
while True:
|
||||
remaining = None if target is None else max(0, int(target - completed))
|
||||
if target is not None and remaining == 0:
|
||||
return
|
||||
try:
|
||||
wandb.agent(sweep_id, function=_wrapped, count=remaining)
|
||||
return
|
||||
except Exception as exc:
|
||||
attempt += 1
|
||||
if attempt > retry_max:
|
||||
raise
|
||||
wait = min(retry_max_delay, retry_delay * (retry_backoff ** (attempt - 1)))
|
||||
_warn(
|
||||
f"agent disconnected (attempt {attempt}/{retry_max}, "
|
||||
f"completed={completed}, remaining={remaining}): {exc}"
|
||||
)
|
||||
time.sleep(wait)
|
||||
251
engine/train.py
251
engine/train.py
@@ -1,251 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import argparse
|
||||
from typing import Any
|
||||
|
||||
from .logging_utils import configure_logging
|
||||
from .orchestrators import run_benchmark_cli, run_sweep_agent, run_train_once
|
||||
from .spec import TrainSpec
|
||||
|
||||
|
||||
def _parse_tags(raw: str | None) -> list[str]:
|
||||
if raw is None:
|
||||
return []
|
||||
return [piece.strip() for piece in str(raw).split(",") if piece.strip()]
|
||||
|
||||
|
||||
def _probe_run_kind(argv: list[str]) -> str:
|
||||
probe = argparse.ArgumentParser(add_help=False)
|
||||
probe.add_argument("--run-kind", choices=["train", "benchmark"])
|
||||
probe.add_argument("--run-mode", choices=["train", "benchmark"])
|
||||
args, _ = probe.parse_known_args(argv)
|
||||
return str(args.run_kind or args.run_mode or "train")
|
||||
|
||||
|
||||
def _strip_run_kind(argv: list[str]) -> list[str]:
|
||||
stripped: list[str] = []
|
||||
skip_next = False
|
||||
for item in argv:
|
||||
if skip_next:
|
||||
skip_next = False
|
||||
continue
|
||||
if item in {"--run-kind", "--run-mode"}:
|
||||
skip_next = True
|
||||
continue
|
||||
if item.startswith("--run-kind=") or item.startswith("--run-mode="):
|
||||
continue
|
||||
stripped.append(item)
|
||||
return stripped
|
||||
|
||||
|
||||
def _build_parser() -> argparse.ArgumentParser:
|
||||
parser = argparse.ArgumentParser(description="PHANTOM unified training entrypoint")
|
||||
parser.add_argument("--run-kind", choices=["train", "benchmark"], default="train")
|
||||
parser.add_argument("--run-mode", choices=["train", "benchmark"])
|
||||
|
||||
parser.add_argument("--project", default="capstone")
|
||||
parser.add_argument("--scenario", default="default")
|
||||
parser.add_argument("--group", type=str)
|
||||
parser.add_argument("--tags", type=str)
|
||||
|
||||
parser.add_argument("--backend", choices=["auto", "sb3"], default="auto")
|
||||
parser.add_argument("--algo", choices=["ppo", "a2c", "dqn", "qtable", "sac"])
|
||||
parser.add_argument("--seed", type=int)
|
||||
parser.add_argument("--total-timesteps", type=int)
|
||||
parser.add_argument("--model-dir", type=str)
|
||||
parser.add_argument("--log-freq", type=int)
|
||||
parser.add_argument("--hist-freq", type=int)
|
||||
parser.add_argument("--checkpoint-interval", type=int)
|
||||
parser.add_argument("--device", type=str)
|
||||
|
||||
parser.add_argument("--alpha", type=float)
|
||||
parser.add_argument("--N", type=int)
|
||||
parser.add_argument("--n-products", type=int)
|
||||
parser.add_argument("--lambda-coi", type=float)
|
||||
parser.add_argument("--info-value", type=float)
|
||||
parser.add_argument("--robust-radius", type=float)
|
||||
parser.add_argument("--robust-points", type=int)
|
||||
parser.add_argument("--robust-rollouts", type=int)
|
||||
parser.add_argument("--no-robust", action="store_true")
|
||||
parser.add_argument("--eta-ux", type=float)
|
||||
parser.add_argument("--reward-profit-weight", type=float)
|
||||
|
||||
parser.add_argument("--price-low", type=float)
|
||||
parser.add_argument("--price-high", type=float)
|
||||
parser.add_argument("--action-levels", type=int)
|
||||
parser.add_argument("--action-scale-low", type=float)
|
||||
parser.add_argument("--action-scale-high", type=float)
|
||||
parser.add_argument("--max-steps", type=int)
|
||||
parser.add_argument("--margin-floor", type=float)
|
||||
parser.add_argument("--margin-floor-patience", type=int)
|
||||
|
||||
parser.add_argument("--learning-rate", type=float)
|
||||
parser.add_argument("--gamma", type=float)
|
||||
parser.add_argument("--buffer-size", type=int)
|
||||
parser.add_argument("--batch-size", type=int)
|
||||
parser.add_argument("--tau", type=float)
|
||||
parser.add_argument("--train-freq", type=int)
|
||||
parser.add_argument("--learning-starts", type=int)
|
||||
parser.add_argument("--target-update-interval", type=int)
|
||||
parser.add_argument("--exploration-fraction", type=float)
|
||||
parser.add_argument("--exploration-final-eps", type=float)
|
||||
parser.add_argument("--n-steps", type=int)
|
||||
parser.add_argument("--n-epochs", type=int)
|
||||
parser.add_argument("--gae-lambda", type=float)
|
||||
parser.add_argument("--clip-range", type=float)
|
||||
parser.add_argument("--ent-coef", type=float)
|
||||
parser.add_argument("--q-lr", type=float)
|
||||
parser.add_argument("--q-bins", type=int)
|
||||
parser.add_argument("--eps-start", type=float)
|
||||
parser.add_argument("--eps-end", type=float)
|
||||
parser.add_argument("--eps-decay", type=float)
|
||||
parser.add_argument("--arch", type=str)
|
||||
parser.add_argument("--activation", type=str)
|
||||
parser.add_argument("--vf-coef", type=float)
|
||||
parser.add_argument("--max-grad-norm", type=float)
|
||||
|
||||
parser.add_argument("--eval-freq", type=int)
|
||||
parser.add_argument("--eval-episodes", type=int)
|
||||
|
||||
parser.add_argument("--sweep-agent", action="store_true")
|
||||
parser.add_argument("--sweep-id", type=str)
|
||||
parser.add_argument("--count", type=int, default=0)
|
||||
parser.add_argument("--offline", action="store_true")
|
||||
parser.add_argument("--no-wandb", action="store_true")
|
||||
return parser
|
||||
|
||||
|
||||
def _overrides_from_args(args: argparse.Namespace) -> dict[str, Any]:
|
||||
backend = None if args.backend == "auto" else args.backend
|
||||
|
||||
overrides = {
|
||||
"project": args.project,
|
||||
"backend": backend,
|
||||
"algo": args.algo,
|
||||
"seed": args.seed,
|
||||
"total_timesteps": args.total_timesteps,
|
||||
"model_dir": args.model_dir,
|
||||
"log_freq": args.log_freq,
|
||||
"hist_freq": args.hist_freq,
|
||||
"checkpoint_interval": args.checkpoint_interval,
|
||||
"device": args.device,
|
||||
"alpha": args.alpha,
|
||||
"N": args.N,
|
||||
"n_products": args.n_products,
|
||||
"lambda_coi": args.lambda_coi,
|
||||
"info_value": args.info_value,
|
||||
"robust_radius": args.robust_radius,
|
||||
"robust_points": args.robust_points,
|
||||
"robust_rollouts": args.robust_rollouts,
|
||||
"no_robust": args.no_robust,
|
||||
"eta_ux": args.eta_ux,
|
||||
"reward_profit_weight": args.reward_profit_weight,
|
||||
"price_low": args.price_low,
|
||||
"price_high": args.price_high,
|
||||
"action_levels": args.action_levels,
|
||||
"action_scale_low": args.action_scale_low,
|
||||
"action_scale_high": args.action_scale_high,
|
||||
"max_steps": args.max_steps,
|
||||
"margin_floor": args.margin_floor,
|
||||
"margin_floor_patience": args.margin_floor_patience,
|
||||
"learning_rate": args.learning_rate,
|
||||
"gamma": args.gamma,
|
||||
"buffer_size": args.buffer_size,
|
||||
"batch_size": args.batch_size,
|
||||
"tau": args.tau,
|
||||
"train_freq": args.train_freq,
|
||||
"learning_starts": args.learning_starts,
|
||||
"target_update_interval": args.target_update_interval,
|
||||
"exploration_fraction": args.exploration_fraction,
|
||||
"exploration_final_eps": args.exploration_final_eps,
|
||||
"n_steps": args.n_steps,
|
||||
"n_epochs": args.n_epochs,
|
||||
"gae_lambda": args.gae_lambda,
|
||||
"clip_range": args.clip_range,
|
||||
"ent_coef": args.ent_coef,
|
||||
"q_lr": args.q_lr,
|
||||
"q_bins": args.q_bins,
|
||||
"eps_start": args.eps_start,
|
||||
"eps_end": args.eps_end,
|
||||
"eps_decay": args.eps_decay,
|
||||
"arch": args.arch,
|
||||
"activation": args.activation,
|
||||
"vf_coef": args.vf_coef,
|
||||
"max_grad_norm": args.max_grad_norm,
|
||||
"eval_freq": args.eval_freq,
|
||||
"eval_episodes": args.eval_episodes,
|
||||
}
|
||||
return {key: value for key, value in overrides.items() if value is not None}
|
||||
|
||||
|
||||
def main(argv: list[str] | None = None) -> None:
|
||||
import subprocess
|
||||
import sys
|
||||
|
||||
# Ensure data is downloaded
|
||||
from pathlib import Path
|
||||
|
||||
project_root = Path(__file__).parents[1]
|
||||
data_dir = project_root / "experiments" / "collected_data"
|
||||
needs_pull = (not data_dir.exists()) or (not any(data_dir.iterdir()))
|
||||
if needs_pull:
|
||||
try:
|
||||
subprocess.run(["make", "data.pull"], cwd=str(project_root), check=True)
|
||||
except (subprocess.SubprocessError, OSError) as exc:
|
||||
sys.path.insert(0, str(project_root))
|
||||
try:
|
||||
from scripts.hf_data import pull
|
||||
|
||||
pull()
|
||||
except (ImportError, OSError, RuntimeError, ValueError) as fallback_exc:
|
||||
print(
|
||||
f"Warning: data.pull failed ({exc}); fallback pull failed ({fallback_exc})"
|
||||
)
|
||||
|
||||
configure_logging()
|
||||
raw_args = list(sys.argv[1:] if argv is None else argv)
|
||||
run_kind = _probe_run_kind(raw_args)
|
||||
if run_kind == "benchmark":
|
||||
run_benchmark_cli(_strip_run_kind(raw_args))
|
||||
return
|
||||
|
||||
parser = _build_parser()
|
||||
args, unknown = parser.parse_known_args(raw_args)
|
||||
if unknown:
|
||||
raise ValueError(f"Unknown arguments for training mode: {' '.join(unknown)}")
|
||||
|
||||
overrides = _overrides_from_args(args)
|
||||
scenario = str(args.scenario)
|
||||
group = args.group
|
||||
extra_tags = tuple(_parse_tags(args.tags))
|
||||
|
||||
if args.sweep_agent:
|
||||
run_sweep_agent(
|
||||
project=args.project,
|
||||
sweep_id=str(args.sweep_id or ""),
|
||||
count=int(args.count),
|
||||
offline=bool(args.offline),
|
||||
no_wandb=bool(args.no_wandb),
|
||||
base_overrides=overrides,
|
||||
kind="sweep",
|
||||
scenario=scenario,
|
||||
group=group,
|
||||
extra_tags=extra_tags,
|
||||
)
|
||||
return
|
||||
|
||||
spec = TrainSpec.from_flat(overrides)
|
||||
run_train_once(
|
||||
spec,
|
||||
project=args.project,
|
||||
offline=bool(args.offline),
|
||||
no_wandb=bool(args.no_wandb),
|
||||
kind="train",
|
||||
scenario=scenario,
|
||||
group=group,
|
||||
extra_tags=extra_tags,
|
||||
)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
main()
|
||||
@@ -1,40 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
from dataclasses import dataclass
|
||||
from typing import Any
|
||||
|
||||
from .spec import TrainSpec
|
||||
from .telemetry.metrics import canonicalize_metrics
|
||||
|
||||
|
||||
@dataclass(frozen=True)
|
||||
class TrainResult:
|
||||
spec: TrainSpec
|
||||
metrics: dict[str, Any]
|
||||
artifacts: dict[str, str]
|
||||
events: list[dict[str, Any]]
|
||||
|
||||
|
||||
def run_train(spec: TrainSpec) -> TrainResult:
|
||||
cfg = spec.to_flat_dict()
|
||||
algo = spec.algorithm.name
|
||||
|
||||
if algo == "qtable":
|
||||
from .backends.qtable import train_qtable
|
||||
|
||||
_, raw_metrics = train_qtable(cfg)
|
||||
else:
|
||||
from .backends.sb3 import train_sb3
|
||||
|
||||
_, raw_metrics = train_sb3(cfg)
|
||||
|
||||
events_raw = raw_metrics.pop("_train_events", [])
|
||||
events = [evt for evt in events_raw if isinstance(evt, dict)]
|
||||
|
||||
metrics = canonicalize_metrics(raw_metrics, spec)
|
||||
artifacts: dict[str, str] = {}
|
||||
model_path = raw_metrics.get("model/path")
|
||||
if isinstance(model_path, str):
|
||||
artifacts["model/path"] = model_path
|
||||
|
||||
return TrainResult(spec=spec, metrics=metrics, artifacts=artifacts, events=events)
|
||||
@@ -1,130 +0,0 @@
|
||||
from __future__ import annotations
|
||||
|
||||
import hashlib
|
||||
import json
|
||||
import re
|
||||
from pathlib import Path
|
||||
from tempfile import TemporaryDirectory
|
||||
from typing import Any, Mapping
|
||||
|
||||
try:
|
||||
import wandb
|
||||
from wandb.errors import CommError
|
||||
|
||||
HAS_WANDB = True
|
||||
except ImportError:
|
||||
HAS_WANDB = False
|
||||
wandb = None # type: ignore[assignment]
|
||||
CommError = RuntimeError # type: ignore[assignment]
|
||||
|
||||
|
||||
def _safe_value(value: Any) -> Any:
|
||||
if isinstance(value, (str, int, float, bool)) or value is None:
|
||||
return value
|
||||
if isinstance(value, (list, tuple)):
|
||||
return [_safe_value(v) for v in value]
|
||||
if isinstance(value, dict):
|
||||
return {str(k): _safe_value(value[k]) for k in sorted(value)}
|
||||
return str(value)
|
||||
|
||||
|
||||
def _safe_scope(scope: str | None) -> str:
|
||||
raw = "manual" if scope in (None, "") else str(scope)
|
||||
cleaned = re.sub(r"[^A-Za-z0-9_.-]+", "-", raw).strip("-")
|
||||
return cleaned or "manual"
|
||||
|
||||
|
||||
def checkpoint_artifact_name(
|
||||
cfg: Mapping[str, Any], *, backend: str, sweep_id: str | None = None
|
||||
) -> str:
|
||||
payload = {k: _safe_value(cfg[k]) for k in sorted(cfg)}
|
||||
scope = _safe_scope(sweep_id)
|
||||
canonical = json.dumps(
|
||||
{"backend": backend, "scope": scope, "cfg": payload},
|
||||
sort_keys=True,
|
||||
separators=(",", ":"),
|
||||
)
|
||||
digest = hashlib.sha1(canonical.encode("utf-8")).hexdigest()[:14]
|
||||
return f"phantom-{backend}-ckpt-{scope}-{digest}"[:128]
|
||||
|
||||
|
||||
def _is_missing_artifact_error(exc: Exception) -> bool:
|
||||
if isinstance(exc, CommError):
|
||||
msg = str(exc).lower()
|
||||
return "not found" in msg or "does not exist" in msg
|
||||
return False
|
||||
|
||||
|
||||
def download_latest_checkpoint(
|
||||
artifact_name: str, *, file_name: str
|
||||
) -> tuple[Path, dict[str, Any]] | None:
|
||||
if not HAS_WANDB or wandb.run is None:
|
||||
return None
|
||||
try:
|
||||
artifact = wandb.run.use_artifact(f"{artifact_name}:latest")
|
||||
except Exception as exc:
|
||||
if _is_missing_artifact_error(exc):
|
||||
return None
|
||||
raise
|
||||
directory = Path(artifact.download())
|
||||
checkpoint_path = directory / file_name
|
||||
if not checkpoint_path.exists():
|
||||
return None
|
||||
metadata = dict(getattr(artifact, "metadata", {}) or {})
|
||||
return checkpoint_path, metadata
|
||||
|
||||
|
||||
def _aliases_from_metadata(metadata: dict[str, Any] | None) -> list[str]:
|
||||
aliases = ["latest"]
|
||||
if metadata is None:
|
||||
return aliases
|
||||
if "step" in metadata:
|
||||
try:
|
||||
aliases.append(f"step-{int(metadata['step'])}")
|
||||
except (TypeError, ValueError):
|
||||
pass
|
||||
return aliases
|
||||
|
||||
|
||||
def log_checkpoint_bytes(
|
||||
artifact_name: str,
|
||||
*,
|
||||
file_name: str,
|
||||
payload: bytes,
|
||||
metadata: dict[str, Any] | None = None,
|
||||
) -> bool:
|
||||
if not HAS_WANDB or wandb.run is None:
|
||||
return False
|
||||
with TemporaryDirectory(prefix="phantom-ckpt-") as tmpdir:
|
||||
path = Path(tmpdir) / file_name
|
||||
path.write_bytes(payload)
|
||||
artifact = wandb.Artifact(
|
||||
name=artifact_name,
|
||||
type="checkpoint",
|
||||
metadata=metadata or {},
|
||||
)
|
||||
artifact.add_file(path.as_posix(), name=file_name)
|
||||
wandb.log_artifact(artifact, aliases=_aliases_from_metadata(metadata))
|
||||
return True
|
||||
|
||||
|
||||
def log_checkpoint_file(
|
||||
artifact_name: str,
|
||||
*,
|
||||
file_path: str | Path,
|
||||
artifact_file_name: str,
|
||||
metadata: dict[str, Any] | None = None,
|
||||
) -> bool:
|
||||
if not HAS_WANDB or wandb.run is None:
|
||||
return False
|
||||
src = Path(file_path)
|
||||
if not src.exists():
|
||||
return False
|
||||
artifact = wandb.Artifact(
|
||||
name=artifact_name,
|
||||
type="checkpoint",
|
||||
metadata=metadata or {},
|
||||
)
|
||||
artifact.add_file(src.as_posix(), name=artifact_file_name)
|
||||
wandb.log_artifact(artifact, aliases=_aliases_from_metadata(metadata))
|
||||
return True
|
||||
@@ -1,477 +0,0 @@
|
||||
import gymnasium as gym
|
||||
from gymnasium import spaces
|
||||
import numpy as np
|
||||
from .engine import Limbo, MarketEngine, PricingEngine
|
||||
from .lib.render import DashboardRenderer
|
||||
from .lib.coi import (
|
||||
compute_uplift_coi,
|
||||
extract_purchases,
|
||||
compute_agent_probability,
|
||||
)
|
||||
from .lib.behavior import get_transition_models, trajectory_to_events
|
||||
from .lib.wrappers import EconomicMetricsWrapper
|
||||
from .jax.robust import select_adversarial_alpha_jax, _JAX_OK
|
||||
|
||||
|
||||
class _ActionPricingEngine(PricingEngine):
|
||||
def __init__(self, n_products: int, price_bounds: tuple):
|
||||
self._prices = np.full(n_products, price_bounds[0], dtype=float)
|
||||
|
||||
def set_prices(self, prices: np.ndarray):
|
||||
self._prices = np.asarray(prices, dtype=float)
|
||||
|
||||
def act(self, _):
|
||||
return self._prices
|
||||
|
||||
|
||||
class PHANTOM(gym.Env):
|
||||
"""Gymnasium wrapper for Limbo pricing-market simulation implementing thesis COI framework
|
||||
|
||||
reward = R(p,d) - λ·COI_leak(p,τ') per thesis Section on DR-RL
|
||||
COI_leak uses behavioral divergence to estimate agent probability f(τ')
|
||||
robust inner step: min over alpha in Wasserstein interval around nominal alpha
|
||||
actions are discrete global price-scale moves
|
||||
"""
|
||||
|
||||
metadata = {"render_modes": ["human", "ansi"]}
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
n_products: int = 10,
|
||||
alpha: float = 0.3,
|
||||
N: int = 100,
|
||||
human_params: tuple = (50.0, 10.0),
|
||||
agent_params: tuple = (45.0, 15.0),
|
||||
noise_std: float = 1.0,
|
||||
price_bounds: tuple = (10.0, 150.0),
|
||||
lambda_coi: float = 0.1,
|
||||
coi_window: int = 10,
|
||||
robust_radius: float = 0.0,
|
||||
robust_points: int = 5,
|
||||
robust_rollouts: int = 1,
|
||||
info_value: float = 1.0,
|
||||
eta_ux: float = 0.5,
|
||||
reward_profit_weight: float = 1.0,
|
||||
action_levels: int = 9,
|
||||
action_scale_low: float = 0.9,
|
||||
action_scale_high: float = 1.1,
|
||||
max_steps: int = 100,
|
||||
margin_floor: float = 0.05,
|
||||
margin_floor_patience: int = 5,
|
||||
render_mode: str = None,
|
||||
):
|
||||
super().__init__()
|
||||
self.n_products = n_products
|
||||
self.price_bounds = price_bounds
|
||||
self.lambda_coi = lambda_coi
|
||||
self.coi_window = coi_window
|
||||
self.max_steps = max(1, int(max_steps))
|
||||
self.margin_floor = float(
|
||||
margin_floor
|
||||
) # terminate if avg margin stays below this for patience steps
|
||||
self.margin_floor_patience = max(1, int(margin_floor_patience))
|
||||
self.render_mode = render_mode
|
||||
self.alpha = float(alpha)
|
||||
self.nominal_alpha = float(alpha)
|
||||
self.N = N
|
||||
self.human_params = human_params
|
||||
self.agent_params = agent_params
|
||||
self.robust_radius = max(0.0, float(robust_radius))
|
||||
self.robust_points = max(1, int(robust_points))
|
||||
self.robust_rollouts = max(1, int(robust_rollouts))
|
||||
self.info_value = float(info_value)
|
||||
self.eta_ux = float(eta_ux)
|
||||
self.reward_profit_weight = float(reward_profit_weight)
|
||||
self.action_levels = max(2, int(action_levels))
|
||||
self._action_scales = np.linspace(
|
||||
float(action_scale_low), float(action_scale_high), self.action_levels
|
||||
)
|
||||
|
||||
self.market = MarketEngine(
|
||||
alpha=alpha,
|
||||
N=N,
|
||||
human_params=human_params,
|
||||
agent_params=agent_params,
|
||||
noise_std=noise_std,
|
||||
)
|
||||
self._platform_stub = _ActionPricingEngine(n_products, price_bounds)
|
||||
self._limbo = Limbo(self._platform_stub, self.market)
|
||||
self._set_market_mix(self.nominal_alpha)
|
||||
|
||||
self.action_space = spaces.Discrete(self.action_levels)
|
||||
self.observation_space = spaces.Dict(
|
||||
{
|
||||
"demand": spaces.Box(
|
||||
low=0.0, high=100.0, shape=(n_products,), dtype=np.float32
|
||||
),
|
||||
"prices": spaces.Box(
|
||||
low=price_bounds[0],
|
||||
high=price_bounds[1],
|
||||
shape=(n_products,),
|
||||
dtype=np.float32,
|
||||
),
|
||||
"signals": spaces.Box(
|
||||
low=np.array([0.0, 0.0, 0.0, 0.0], dtype=np.float32),
|
||||
high=np.array([1.0, 1.0, 1.0, 1.0], dtype=np.float32),
|
||||
shape=(4,),
|
||||
dtype=np.float32,
|
||||
),
|
||||
}
|
||||
)
|
||||
|
||||
self._prices = None
|
||||
self._demand = None
|
||||
self._step_count = 0
|
||||
self._global_step = 0 # monotonic; used as JAX RNG seed across resets
|
||||
self._demand_history = []
|
||||
self._price_history = []
|
||||
self._revenue_history = []
|
||||
self._renderer = None
|
||||
self._initial_episode_prices = None
|
||||
self._trajectories = [] # session trajectories for agent prob calculation
|
||||
self.baseline_prices = np.full(self.n_products, self.price_bounds[0])
|
||||
self.anchor_prices = np.full(
|
||||
self.n_products,
|
||||
float(np.clip(float(self.human_params[0]), *self.price_bounds)),
|
||||
)
|
||||
self.competitive_cap = float(
|
||||
min(self.price_bounds[1], float(np.mean(self.anchor_prices)) * 1.15)
|
||||
)
|
||||
self._low_margin_streak = 0 # consecutive steps below margin_floor
|
||||
self._last_agent_prob = float(self.alpha)
|
||||
self._last_alpha_adv = float(self.alpha)
|
||||
|
||||
# load behavioral models for agent probability estimation
|
||||
try:
|
||||
self._human_trans, self._agent_trans = get_transition_models()
|
||||
except Exception:
|
||||
# fallback if behavioral data unavailable
|
||||
self._human_trans, self._agent_trans = None, None
|
||||
|
||||
def _get_obs(self) -> dict:
|
||||
demand_arr = np.array(
|
||||
[self._demand.get(i, 0.0) for i in range(self.n_products)], dtype=np.float32
|
||||
)
|
||||
signals = np.array(
|
||||
[
|
||||
float(np.clip(self._last_agent_prob, 0.0, 1.0)),
|
||||
float(np.clip(self._last_alpha_adv, 0.0, 1.0)),
|
||||
float(np.clip(self.nominal_alpha, 0.0, 1.0)),
|
||||
float(np.clip(self.robust_radius, 0.0, 1.0)),
|
||||
],
|
||||
dtype=np.float32,
|
||||
)
|
||||
return {
|
||||
"demand": demand_arr,
|
||||
"prices": self._prices.astype(np.float32),
|
||||
"signals": signals,
|
||||
}
|
||||
|
||||
def _set_market_mix(self, alpha: float):
|
||||
alpha = float(np.clip(alpha, 0.0, 1.0))
|
||||
n_agents = int(self.N * alpha)
|
||||
self.alpha = alpha
|
||||
self.market.alpha = alpha
|
||||
self.market.Nagents = n_agents
|
||||
self.market.Nhumans = self.N - n_agents
|
||||
|
||||
def _decode_action(self, action) -> np.ndarray:
|
||||
prev = self._prices
|
||||
base = self.anchor_prices
|
||||
|
||||
def _blend(target: np.ndarray) -> np.ndarray:
|
||||
if prev is None:
|
||||
lower = float(self.price_bounds[0])
|
||||
return np.clip(target, lower, self.competitive_cap)
|
||||
blended = 0.75 * np.asarray(prev, dtype=float) + 0.25 * target
|
||||
lower = float(self.price_bounds[0])
|
||||
return np.clip(blended, lower, self.competitive_cap)
|
||||
|
||||
if np.isscalar(action):
|
||||
idx = int(np.clip(int(action), 0, self.action_levels - 1))
|
||||
target = base * self._action_scales[idx]
|
||||
return _blend(target)
|
||||
a = np.asarray(action)
|
||||
if a.size == 1:
|
||||
idx = int(np.clip(int(a.reshape(-1)[0]), 0, self.action_levels - 1))
|
||||
target = base * self._action_scales[idx]
|
||||
return _blend(target)
|
||||
lower = float(self.price_bounds[0])
|
||||
return np.clip(a.astype(float), lower, self.competitive_cap)
|
||||
|
||||
def _compute_agent_prob(self, trajectories=None) -> float:
|
||||
trajectories = (
|
||||
self.market.last_trajectories if trajectories is None else trajectories
|
||||
)
|
||||
if not trajectories or self._human_trans is None or self._agent_trans is None:
|
||||
return float(self.market.alpha)
|
||||
probs = []
|
||||
for traj in trajectories:
|
||||
events = trajectory_to_events(traj)
|
||||
if len(events) < 2:
|
||||
continue
|
||||
probs.append(
|
||||
compute_agent_probability(events, self._human_trans, self._agent_trans)
|
||||
)
|
||||
return float(np.mean(probs)) if probs else float(self.market.alpha)
|
||||
|
||||
def _compute_reward(
|
||||
self, prices: np.ndarray, demand: dict, agent_prob: float, trajectories: list
|
||||
) -> tuple[float, dict]:
|
||||
demand_arr = np.array(
|
||||
[demand.get(i, 0.0) for i in range(self.n_products)], dtype=float
|
||||
)
|
||||
revenue = float(np.dot(prices, demand_arr))
|
||||
floor_cost = float(np.dot(self.baseline_prices, demand_arr))
|
||||
profit = revenue - floor_cost
|
||||
purchases = extract_purchases(trajectories)
|
||||
coi_mix = compute_uplift_coi(prices, purchases, self.baseline_prices)
|
||||
|
||||
coi_leakage = float(agent_prob * self.info_value)
|
||||
info_budget = max(floor_cost, 1.0)
|
||||
coi_penalty = self.lambda_coi * coi_leakage * info_budget
|
||||
|
||||
if len(self._price_history) > 0:
|
||||
prev_prices = np.asarray(self._price_history[-1], dtype=float)
|
||||
rel_change = (prices - prev_prices) / np.maximum(prev_prices, 1.0)
|
||||
volatility = float(np.mean(np.abs(rel_change)))
|
||||
upward_volatility = float(np.mean(np.clip(rel_change, 0.0, None)))
|
||||
else:
|
||||
volatility = 0.0
|
||||
upward_volatility = 0.0
|
||||
ux_penalty = self.eta_ux * info_budget * (volatility + 0.5 * upward_volatility)
|
||||
|
||||
competitive_anchor = float(np.mean(self.anchor_prices))
|
||||
price_ratio = prices / max(competitive_anchor, 1.0)
|
||||
supra_excess = np.clip(price_ratio - 1.15, 0.0, None)
|
||||
supra_penalty = 4.0 * info_budget * float(np.mean(np.square(supra_excess)))
|
||||
supra_share = float(np.mean(supra_excess > 0.0))
|
||||
|
||||
reward_revenue = self.reward_profit_weight * profit
|
||||
reward = reward_revenue - coi_penalty - ux_penalty - supra_penalty
|
||||
|
||||
return reward, {
|
||||
"revenue": revenue,
|
||||
"cost_floor": floor_cost,
|
||||
"profit": profit,
|
||||
"coi_mix": float(coi_mix),
|
||||
"coi_base": 0.0,
|
||||
"coi_leakage": coi_leakage,
|
||||
"coi_penalty": coi_penalty,
|
||||
"coi_info_budget": info_budget,
|
||||
"ux_penalty": ux_penalty,
|
||||
"volatility": volatility,
|
||||
"upward_volatility": upward_volatility,
|
||||
"supra_penalty": supra_penalty,
|
||||
"supra_share": supra_share,
|
||||
"competitive_anchor": competitive_anchor,
|
||||
"reward_revenue": reward_revenue,
|
||||
"reward_total": reward,
|
||||
}
|
||||
|
||||
def _alpha_candidates(self) -> np.ndarray:
|
||||
if self.robust_radius <= 0.0 or self.robust_points == 1:
|
||||
return np.array([self.nominal_alpha], dtype=float)
|
||||
lo = max(0.0, self.nominal_alpha - self.robust_radius)
|
||||
hi = min(1.0, self.nominal_alpha + self.robust_radius)
|
||||
return np.linspace(lo, hi, self.robust_points)
|
||||
|
||||
def _evaluate_candidate(self, alpha: float, prices: np.ndarray) -> float:
|
||||
self._set_market_mix(alpha)
|
||||
rewards = []
|
||||
for _ in range(self.robust_rollouts):
|
||||
demand = self.market.act(prices)
|
||||
trajectories = list(self.market.last_trajectories)
|
||||
agent_prob = self._compute_agent_prob(trajectories)
|
||||
reward, _ = self._compute_reward(prices, demand, agent_prob, trajectories)
|
||||
rewards.append(float(reward))
|
||||
return float(np.mean(rewards)) if rewards else 0.0
|
||||
|
||||
def _select_adversarial_alpha(self, prices: np.ndarray) -> float:
|
||||
"""inner robust step: pick worst-case alpha from the ambiguity interval.
|
||||
|
||||
when JAX is available and robust_rollouts==1 we use a vmapped pass over
|
||||
all K candidates in a single call (no Python loop, no market.act overhead).
|
||||
the JAX path approximates demand as the mixed closed-form d(p;theta) signal
|
||||
rather than running full trajectory sampling, which is accurate for the
|
||||
alpha-selection decision while being dramatically cheaper.
|
||||
|
||||
when robust_rollouts>1 or JAX is unavailable we fall back to the sequential
|
||||
market.act() loop so behavior is identical to the original implementation.
|
||||
"""
|
||||
candidates = self._alpha_candidates()
|
||||
if len(candidates) == 1:
|
||||
return float(candidates[0])
|
||||
|
||||
if _JAX_OK and self.robust_rollouts == 1:
|
||||
best_alpha, _ = select_adversarial_alpha_jax(
|
||||
candidates=candidates,
|
||||
prices=prices,
|
||||
human_params=self.market.human_params,
|
||||
agent_params=self.market.agent_params,
|
||||
noise_std=self.market.noise_std,
|
||||
baseline_prices=self.baseline_prices,
|
||||
lambda_coi=self.lambda_coi,
|
||||
info_value=self.info_value,
|
||||
reward_profit_weight=self.reward_profit_weight,
|
||||
rng_seed=self._global_step,
|
||||
)
|
||||
return best_alpha
|
||||
|
||||
# fallback: full trajectory-based sequential evaluation
|
||||
evaluations = [
|
||||
(float(alpha), self._evaluate_candidate(float(alpha), prices))
|
||||
for alpha in candidates
|
||||
]
|
||||
best_alpha, _ = min(evaluations, key=lambda x: x[1])
|
||||
return best_alpha
|
||||
|
||||
def _record_history(self):
|
||||
demand_arr = np.array(
|
||||
[self._demand.get(i, 0.0) for i in range(self.n_products)]
|
||||
)
|
||||
self._demand_history.append(demand_arr)
|
||||
self._price_history.append(self._prices.copy())
|
||||
self._revenue_history.append(np.sum(self._prices * demand_arr))
|
||||
|
||||
def reset(self, seed=None, options=None):
|
||||
super().reset(seed=seed)
|
||||
self._set_market_mix(self.nominal_alpha)
|
||||
self._limbo.reset()
|
||||
self._prices = np.random.uniform(*self.price_bounds, size=self.n_products)
|
||||
self._platform_stub.set_prices(self._prices)
|
||||
self._limbo.step()
|
||||
self._demand = self._limbo.step()
|
||||
self._initial_episode_prices = self._prices.copy()
|
||||
self._step_count = 0
|
||||
self._low_margin_streak = 0
|
||||
self._demand_history, self._price_history, self._revenue_history = [], [], []
|
||||
self._trajectories = list(getattr(self.market, "last_trajectories", []))
|
||||
self._last_agent_prob = float(self.nominal_alpha)
|
||||
self._last_alpha_adv = float(self.nominal_alpha)
|
||||
self._record_history()
|
||||
return self._get_obs(), {}
|
||||
|
||||
def step(self, action):
|
||||
self._prices = self._decode_action(action)
|
||||
alpha_adv = self._select_adversarial_alpha(self._prices)
|
||||
self._global_step += 1 # always increment; JAX path may have already done so
|
||||
self._set_market_mix(alpha_adv)
|
||||
self._platform_stub.set_prices(self._prices)
|
||||
self._step_count += 1
|
||||
|
||||
self._demand = self.market.act(self._prices)
|
||||
trajectories = list(self.market.last_trajectories)
|
||||
agent_prob = self._compute_agent_prob(trajectories)
|
||||
self._trajectories.extend(trajectories)
|
||||
self._last_agent_prob = float(agent_prob)
|
||||
self._last_alpha_adv = float(alpha_adv)
|
||||
|
||||
reward, metrics = self._compute_reward(
|
||||
self._prices, self._demand, agent_prob, trajectories
|
||||
)
|
||||
self._record_history()
|
||||
|
||||
# soft early termination when margin collapses for too long
|
||||
avg_margin = float(np.mean(self._prices) - self.price_bounds[0]) / max(
|
||||
float(np.mean(self._prices)), 1e-6
|
||||
)
|
||||
if avg_margin < self.margin_floor:
|
||||
self._low_margin_streak += 1
|
||||
else:
|
||||
self._low_margin_streak = 0
|
||||
margin_collapsed = self._low_margin_streak >= self.margin_floor_patience
|
||||
terminated = self._step_count >= self.max_steps or margin_collapsed
|
||||
|
||||
info = {
|
||||
"step": self._step_count,
|
||||
"agent_prob": agent_prob,
|
||||
"alpha_adv": float(alpha_adv),
|
||||
"alpha_nominal": float(self.nominal_alpha),
|
||||
"wasserstein_radius": float(self.robust_radius),
|
||||
"robust_rollouts": int(self.robust_rollouts),
|
||||
**metrics,
|
||||
"raw_revenue": np.sum(
|
||||
self._prices
|
||||
* np.array([self._demand.get(i, 0.0) for i in range(self.n_products)])
|
||||
),
|
||||
}
|
||||
return self._get_obs(), reward, terminated, False, info
|
||||
|
||||
def _compute_elasticity(self) -> np.ndarray:
|
||||
"""point elasticity: e = (dQ/dP) * (P/Q) via finite differences, clipped to [-5, 5]"""
|
||||
if len(self._price_history) < 2:
|
||||
return np.zeros(self.n_products)
|
||||
p, q = np.array(self._price_history), np.array(self._demand_history)
|
||||
dp, dq = np.diff(p, axis=0), np.diff(q, axis=0)
|
||||
valid = np.abs(dp) > 0.5
|
||||
with np.errstate(divide="ignore", invalid="ignore"):
|
||||
elasticity = np.where(
|
||||
valid, (dq / dp) * (p[:-1] / np.maximum(q[:-1], 1.0)), 0.0
|
||||
)
|
||||
elasticity = np.nan_to_num(np.clip(elasticity, -5.0, 5.0), nan=0.0)
|
||||
return (
|
||||
np.mean(elasticity, axis=0)
|
||||
if len(elasticity) > 0
|
||||
else np.zeros(self.n_products)
|
||||
)
|
||||
|
||||
def render(self):
|
||||
if self.render_mode == "human":
|
||||
if self._renderer is None:
|
||||
self._renderer = DashboardRenderer()
|
||||
self._renderer.render(self)
|
||||
elif self.render_mode == "ansi":
|
||||
return (
|
||||
f"step={self._step_count}, prices={self._prices}, demand={self._demand}"
|
||||
)
|
||||
return None
|
||||
|
||||
def close(self):
|
||||
if self._renderer:
|
||||
self._renderer.close()
|
||||
self._renderer = None
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
import wandb
|
||||
from .lib import MetricsCallback
|
||||
|
||||
class RandomPolicy:
|
||||
"""Minimal SB3-compatible random policy for baseline testing."""
|
||||
|
||||
def __init__(self, env):
|
||||
self.env = env
|
||||
self.num_timesteps = 0
|
||||
|
||||
def learn(self, total_timesteps, callback=None):
|
||||
callback.model = self
|
||||
callback.num_timesteps = 0
|
||||
callback.locals = {}
|
||||
callback.on_training_start({}, {})
|
||||
|
||||
obs, _ = self.env.reset()
|
||||
for step in range(total_timesteps):
|
||||
action = self.env.action_space.sample()
|
||||
obs, reward, term, trunc, info = self.env.step(action)
|
||||
self.num_timesteps = step + 1
|
||||
callback.num_timesteps = self.num_timesteps
|
||||
callback.locals = {"infos": [info]}
|
||||
callback.on_step()
|
||||
if term or trunc:
|
||||
callback.on_rollout_end()
|
||||
obs, _ = self.env.reset()
|
||||
return self
|
||||
|
||||
def predict(self, obs, **kwargs):
|
||||
return self.env.action_space.sample(), None
|
||||
|
||||
wandb.init(project="capstone", config={"policy": "random", "alpha": 0.3})
|
||||
env = EconomicMetricsWrapper(PHANTOM(n_products=15, alpha=0.3, render_mode=None))
|
||||
|
||||
model = RandomPolicy(env)
|
||||
model.learn(total_timesteps=1000, callback=MetricsCallback())
|
||||
|
||||
print(f"Episode revenue: {env.episode_revenue:.1f}")
|
||||
wandb.finish()
|
||||
env.close()
|
||||
@@ -1,117 +0,0 @@
|
||||
from supabase import create_client, Client
|
||||
import os
|
||||
import random
|
||||
import asyncio
|
||||
import json
|
||||
from dotenv import load_dotenv
|
||||
|
||||
from experiments.agents.agent import get_agent, AgentTypes
|
||||
from lib.kafka_client import get_interactions
|
||||
|
||||
load_dotenv()
|
||||
|
||||
RESULTS="/home/velocitatem/Documents/Projects/PHANTOM/experiments/agents/collected_data/"
|
||||
|
||||
client = create_client(
|
||||
os.getenv("NEXT_PUBLIC_SUPABASE_URL"),
|
||||
os.getenv("NEXT_PUBLIC_SUPABASE_ANON_KEY")
|
||||
)
|
||||
def pick_random_task():
|
||||
mode = 'hotel'
|
||||
tasks = client.table("tasks").select("*").execute().data
|
||||
if mode == 'hotel':
|
||||
# drop all that have 'flight' in the description
|
||||
tasks = [task for task in tasks if 'flight' not in task['task_description'].lower()]
|
||||
return random.choice(tasks) if tasks else None
|
||||
|
||||
def clear_kafka_data():
|
||||
"""Delete and recreate Kafka topics to clear all data"""
|
||||
from kafka.admin import KafkaAdminClient, NewTopic
|
||||
from kafka.errors import UnknownTopicOrPartitionError
|
||||
import time
|
||||
|
||||
kafka_host = os.getenv('KAFKA_HOST', 'localhost')
|
||||
kafka_port = os.getenv('KAFKA_PORT', '9092')
|
||||
broker = f'{kafka_host}:{kafka_port}'
|
||||
|
||||
admin = KafkaAdminClient(bootstrap_servers=broker)
|
||||
topics = ['user-interactions', 'price-logs']
|
||||
|
||||
try:
|
||||
admin.delete_topics(topics, timeout_ms=5000)
|
||||
print(f"Deleted topics: {topics}")
|
||||
time.sleep(2)
|
||||
except UnknownTopicOrPartitionError:
|
||||
print("Topics don't exist, skipping delete")
|
||||
except Exception as e:
|
||||
print(f"Error deleting topics: {e}")
|
||||
|
||||
new_topics = [
|
||||
NewTopic(name='user-interactions', num_partitions=3, replication_factor=1),
|
||||
NewTopic(name='price-logs', num_partitions=3, replication_factor=1)
|
||||
]
|
||||
|
||||
try:
|
||||
admin.create_topics(new_topics=new_topics, validate_only=False)
|
||||
print(f"Recreated topics: {topics}")
|
||||
except Exception as e:
|
||||
print(f"Error creating topics: {e}")
|
||||
finally:
|
||||
admin.close()
|
||||
|
||||
def create_new_experiment(task_id):
|
||||
import uuid
|
||||
subject_name = f"agent_{str(uuid.uuid4())[:8]}"
|
||||
experiment = {
|
||||
"subject_name": subject_name,
|
||||
"xp_human_only": False,
|
||||
"xp_market_mode": "hotel",
|
||||
"xp_task_id": task_id,
|
||||
}
|
||||
response = client.table("experiments").insert(experiment).execute()
|
||||
return response.data[0] if response.data else None
|
||||
|
||||
if __name__ == "__main__":
|
||||
clear_kafka_data()
|
||||
|
||||
task = pick_random_task()
|
||||
if not task:
|
||||
print("No tasks available")
|
||||
exit(1)
|
||||
|
||||
experiment = create_new_experiment(task['id'])
|
||||
exp_id = experiment['id']
|
||||
exp_dir = f"{RESULTS}{exp_id}"
|
||||
os.makedirs(exp_dir, exist_ok=True)
|
||||
|
||||
# construct experiment URL with uuid param
|
||||
base_url = os.getenv('NEXT_PUBLIC_API_BASE', 'http://localhost:3000')
|
||||
agent_url = f"{base_url}/start-task?uuid={exp_id}"
|
||||
|
||||
print(f"Created experiment {exp_id} for task {task['id']}")
|
||||
print(f"Agent will interact with: {agent_url}")
|
||||
|
||||
# instantiate and run agent
|
||||
agent = get_agent(
|
||||
AgentTypes.GENERIC_BROWSER_USE_AGENT,
|
||||
goal=task['task_description'],
|
||||
url=agent_url,
|
||||
timeout=300,
|
||||
headless=True
|
||||
)
|
||||
|
||||
result = asyncio.run(agent.act())
|
||||
print(f"Agent result: {result}")
|
||||
|
||||
# export interaction and price data from kafka
|
||||
interactions = get_interactions(topic='user-interactions', timeout_ms=3000)
|
||||
prices = get_interactions(topic='price-logs', timeout_ms=3000)
|
||||
|
||||
with open(f"{exp_dir}/int.json", 'w') as f:
|
||||
json.dump(interactions, f, indent=2)
|
||||
|
||||
with open(f"{exp_dir}/price.json", 'w') as f:
|
||||
json.dump(prices, f, indent=2)
|
||||
|
||||
print(f"Experiment {exp_id} completed.")
|
||||
print(f"Exported {len(interactions)} interactions and {len(prices)} price logs to {exp_dir}")
|
||||
@@ -1,115 +0,0 @@
|
||||
from airflow import DAG, Dataset
|
||||
from airflow.decorators import task
|
||||
from airflow.utils.dates import days_ago
|
||||
from datetime import timedelta
|
||||
import pandas as pd
|
||||
import logging
|
||||
import sys
|
||||
import pickle
|
||||
|
||||
sys.path.insert(0, '/opt/airflow')
|
||||
|
||||
from procesing.context import PipelineContext
|
||||
from procesing.providers import SupabaseProvider, BackendAPIProvider
|
||||
from procesing.steps import (
|
||||
FetchInteractionsStep,
|
||||
ValidateDataStep,
|
||||
ExtractSessionFeaturesStep,
|
||||
JoinLabelsStep,
|
||||
)
|
||||
|
||||
TRAINING_DATASET = Dataset('phantom://ml/training-data')
|
||||
|
||||
DEFAULT_ARGS = {
|
||||
'owner': 'phantom-research',
|
||||
'depends_on_past': False,
|
||||
'email_on_failure': False,
|
||||
'email_on_retry': False,
|
||||
'retries': 2,
|
||||
'retry_delay': timedelta(minutes=5),
|
||||
}
|
||||
|
||||
|
||||
class CompositeProvider(SupabaseProvider, BackendAPIProvider):
|
||||
def __init__(self):
|
||||
SupabaseProvider.__init__(self)
|
||||
BackendAPIProvider.__init__(self)
|
||||
|
||||
|
||||
def _get_context(store_mode: str = 'hotel') -> PipelineContext:
|
||||
return PipelineContext(provider=CompositeProvider(), store_mode=store_mode)
|
||||
|
||||
|
||||
with DAG(
|
||||
'ml_training_pipeline',
|
||||
default_args=DEFAULT_ARGS,
|
||||
description='ML training data pipeline: fetch -> validate -> extract features -> label -> publish',
|
||||
schedule=None,
|
||||
start_date=days_ago(1),
|
||||
catchup=False,
|
||||
max_active_runs=1,
|
||||
tags=['ml', 'training', 'features', 'research'],
|
||||
) as dag:
|
||||
|
||||
@task
|
||||
def fetch_interactions(**kwargs) -> bytes:
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
|
||||
df = FetchInteractionsStep(ctx).transform(None)
|
||||
logging.info(f"Fetched {len(df)} interactions, {df['sessionId'].nunique()} sessions")
|
||||
return pickle.dumps(df)
|
||||
|
||||
@task
|
||||
def validate_data(raw_data: bytes, **kwargs) -> bytes:
|
||||
df = pickle.loads(raw_data)
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
|
||||
validated = ValidateDataStep(ctx).transform(df)
|
||||
report = ctx.get_cached('validation_report') or {}
|
||||
logging.info(f"Validation: {report.get('status')}, {report.get('sessions', 0)} sessions")
|
||||
return pickle.dumps(validated)
|
||||
|
||||
@task
|
||||
def extract_session_features(validated_data: bytes, **kwargs) -> bytes:
|
||||
df = pickle.loads(validated_data)
|
||||
if df.empty:
|
||||
logging.warning("Empty input, skipping feature extraction")
|
||||
return pickle.dumps(pd.DataFrame())
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
|
||||
features = ExtractSessionFeaturesStep(ctx).transform(df)
|
||||
logging.info(f"Extracted {len(features.columns)} features for {len(features)} sessions")
|
||||
return pickle.dumps(features)
|
||||
|
||||
@task
|
||||
def join_labels(features_data: bytes, **kwargs) -> bytes:
|
||||
features_df = pickle.loads(features_data)
|
||||
if features_df.empty:
|
||||
logging.warning("Empty features, skipping label join")
|
||||
return pickle.dumps(pd.DataFrame())
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
|
||||
labeled = JoinLabelsStep(ctx).transform(features_df)
|
||||
n_agents = labeled['is_agent'].sum() if 'is_agent' in labeled.columns else 0
|
||||
logging.info(f"Labeled {len(labeled)} sessions: {n_agents} agents")
|
||||
return pickle.dumps(labeled)
|
||||
|
||||
@task(outlets=[TRAINING_DATASET])
|
||||
def publish_training_data(labeled_data: bytes, **kwargs) -> dict:
|
||||
labeled_df = pickle.loads(labeled_data)
|
||||
if labeled_df.empty:
|
||||
return {'status': 'skipped', 'reason': 'empty_data'}
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
return {
|
||||
'status': 'success',
|
||||
'n_sessions': len(labeled_df),
|
||||
'n_features': len([c for c in labeled_df.columns if c not in ['sessionId', 'experimentId', 'is_agent']]),
|
||||
'store_mode': dag_conf.get('store_mode', 'hotel'),
|
||||
'timestamp': pd.Timestamp.now().isoformat(),
|
||||
}
|
||||
|
||||
raw = fetch_interactions()
|
||||
validated = validate_data(raw)
|
||||
features = extract_session_features(validated)
|
||||
labeled = join_labels(features)
|
||||
publish_training_data(labeled)
|
||||
@@ -1,269 +0,0 @@
|
||||
"""
|
||||
Session-Aware Pricing DAG
|
||||
THIS implements the core pricing computation (policy layer).
|
||||
|
||||
Flow: τ → θ̂ → D → p*
|
||||
1. Fetch recent sessions from Kafka (last 10 active)
|
||||
2. Extract features per session (τ → θ̂)
|
||||
3. Map features to demand proxy (θ̂ → D)
|
||||
4. Compute optimal prices (D → p*)
|
||||
5. Write to Redis session:{sessionId}:prices
|
||||
|
||||
Scheduled: every 1 minute when enabled
|
||||
"""
|
||||
from airflow import DAG
|
||||
from airflow.operators.python import PythonOperator
|
||||
from airflow.utils.dates import days_ago
|
||||
from datetime import timedelta
|
||||
import pandas as pd
|
||||
import numpy as np
|
||||
import logging
|
||||
import sys
|
||||
import pickle
|
||||
|
||||
sys.path.insert(0, '/opt/airflow')
|
||||
|
||||
from procesing.context import PipelineContext
|
||||
from procesing.providers import SupabaseProvider, BackendAPIProvider
|
||||
from procesing.steps.session import ExtractSessionFeaturesStep
|
||||
from procesing.pricers.simple import SimpleSurgePricer, session_features_to_demand
|
||||
from procesing.pricing import StateSpace
|
||||
from lib.model_registry import ModelRegistry
|
||||
|
||||
DEFAULT_ARGS = {
|
||||
'owner': 'phantom-research',
|
||||
'depends_on_past': False,
|
||||
'email_on_failure': False,
|
||||
'email_on_retry': False,
|
||||
'retries': 1,
|
||||
'retry_delay': timedelta(seconds=30),
|
||||
}
|
||||
|
||||
|
||||
class CompositeProvider(SupabaseProvider, BackendAPIProvider):
|
||||
def __init__(self):
|
||||
SupabaseProvider.__init__(self)
|
||||
BackendAPIProvider.__init__(self)
|
||||
|
||||
|
||||
def _get_context(store_mode: str = 'hotel') -> PipelineContext:
|
||||
return PipelineContext(provider=CompositeProvider(), store_mode=store_mode)
|
||||
|
||||
|
||||
def fetch_recent_sessions(**kwargs):
|
||||
"""
|
||||
Task: Fetch last N active sessions from Kafka.
|
||||
Returns: DataFrame of interaction events for recent sessions.
|
||||
"""
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
store_mode = dag_conf.get('store_mode', 'hotel')
|
||||
session_limit = dag_conf.get('session_limit', 10)
|
||||
|
||||
ctx = _get_context(store_mode)
|
||||
provider = ctx.provider
|
||||
|
||||
# fetch all recent interactions from Kafka
|
||||
try:
|
||||
interactions_df = provider.fetch_kafka_topic("user-interactions")
|
||||
except Exception as e:
|
||||
logging.error(f"Failed to fetch interactions: {e}")
|
||||
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(pd.DataFrame()))
|
||||
return 0
|
||||
|
||||
if interactions_df.empty or 'sessionId' not in interactions_df.columns:
|
||||
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(pd.DataFrame()))
|
||||
return 0
|
||||
|
||||
# identify last N active sessions (most recent by event count)
|
||||
recent_sessions = interactions_df['sessionId'].value_counts().head(session_limit).index.tolist()
|
||||
|
||||
# filter to only those sessions
|
||||
filtered_df = interactions_df[interactions_df['sessionId'].isin(recent_sessions)].copy()
|
||||
|
||||
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(filtered_df))
|
||||
kwargs['ti'].xcom_push(key='session_ids', value=recent_sessions)
|
||||
|
||||
logging.info(f"Fetched {len(filtered_df)} events for {len(recent_sessions)} sessions")
|
||||
return len(recent_sessions)
|
||||
|
||||
|
||||
def extract_session_features(**kwargs):
|
||||
"""
|
||||
Task: Extract behavioral features from session trajectories.
|
||||
THIS implements τ → θ̂ transformation.
|
||||
"""
|
||||
ti = kwargs['ti']
|
||||
sessions_df = pickle.loads(ti.xcom_pull(key='sessions_data'))
|
||||
|
||||
if sessions_df.empty:
|
||||
ti.xcom_push(key='session_features', value=pickle.dumps(pd.DataFrame()))
|
||||
return 0
|
||||
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
|
||||
|
||||
# extract features using vectorized pipeline
|
||||
feature_extractor = ExtractSessionFeaturesStep(ctx)
|
||||
features_df = feature_extractor.transform(sessions_df)
|
||||
|
||||
ti.xcom_push(key='session_features', value=pickle.dumps(features_df))
|
||||
|
||||
logging.info(f"Extracted {len(features_df.columns)} features for {len(features_df)} sessions")
|
||||
logging.info(f"Feature columns: {list(features_df.columns)}")
|
||||
logging.info(f"Sample features (first session):\n{features_df.iloc[0].to_dict()}")
|
||||
|
||||
return len(features_df)
|
||||
|
||||
|
||||
def compute_session_prices(**kwargs):
|
||||
"""
|
||||
Task: Compute optimal prices for each session.
|
||||
THIS implements θ̂ → D → p* transformation.
|
||||
"""
|
||||
ti = kwargs['ti']
|
||||
features_df = pickle.loads(ti.xcom_pull(key='session_features'))
|
||||
|
||||
if features_df.empty:
|
||||
ti.xcom_push(key='price_results', value=pickle.dumps({}))
|
||||
return 0
|
||||
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
store_mode = dag_conf.get('store_mode', 'hotel')
|
||||
ctx = _get_context(store_mode)
|
||||
|
||||
# fetch product catalog for base prices
|
||||
products_df = ctx.provider.fetch_products(store_mode)
|
||||
if products_df.empty:
|
||||
logging.error("No products found in catalog")
|
||||
ti.xcom_push(key='price_results', value=pickle.dumps({}))
|
||||
return 0
|
||||
|
||||
products_df['base_price'] = products_df['metadata'].apply(
|
||||
lambda m: m.get('base_price', 100.0) if isinstance(m, dict) else 100.0
|
||||
)
|
||||
|
||||
# initialize pricing model
|
||||
pricer = SimpleSurgePricer(
|
||||
high_threshold=dag_conf.get('high_threshold', 10),
|
||||
low_threshold=dag_conf.get('low_threshold', 2),
|
||||
surge_multiplier=dag_conf.get('surge_multiplier', 1.15),
|
||||
discount_multiplier=dag_conf.get('discount_multiplier', 0.95)
|
||||
)
|
||||
pricer.fit(products_df)
|
||||
|
||||
# compute prices per session
|
||||
price_results = {}
|
||||
n_products = len(products_df)
|
||||
|
||||
logging.info(f"Starting price computation for {len(features_df)} sessions, {n_products} products")
|
||||
logging.info(f"Pricer config: high_thresh={pricer.high_threshold}, low_thresh={pricer.low_threshold}, surge_mult={pricer.surge_multiplier}")
|
||||
|
||||
for idx, session_row in features_df.iterrows():
|
||||
session_id = session_row.get('sessionId')
|
||||
if not session_id:
|
||||
continue
|
||||
|
||||
# map features to demand proxy (θ̂ → D)
|
||||
session_features_single = pd.DataFrame([session_row])
|
||||
demand_proxy = session_features_to_demand(session_features_single)
|
||||
|
||||
logging.info(f"[Session {session_id}] Features → Demand: {demand_proxy:.2f}")
|
||||
logging.info(f"[Session {session_id}] Key features: velocity={session_row.get('interaction_velocity', 0):.2f}, cart_ratio={session_row.get('cart_to_view_ratio', 0):.2f}, item_views={session_row.get('item_views', 0)}")
|
||||
|
||||
# build state space
|
||||
state_space = StateSpace(
|
||||
demand=np.full(n_products, demand_proxy), # broadcast session demand to all products
|
||||
prices=products_df['base_price'].values,
|
||||
session_features=session_features_single
|
||||
)
|
||||
|
||||
# compute optimal prices (D → p*)
|
||||
optimal_prices = pricer.predict(state_space)
|
||||
|
||||
base_avg = products_df['base_price'].mean()
|
||||
optimal_avg = optimal_prices.mean()
|
||||
price_change_pct = ((optimal_avg - base_avg) / base_avg) * 100
|
||||
|
||||
logging.info(f"[Session {session_id}] Price adjustment: base_avg={base_avg:.2f}, optimal_avg={optimal_avg:.2f}, change={price_change_pct:+.1f}%")
|
||||
|
||||
# store as dict {productId: price}
|
||||
price_map = {
|
||||
str(products_df.iloc[i]['id']): float(optimal_prices[i])
|
||||
for i in range(n_products)
|
||||
}
|
||||
|
||||
price_results[session_id] = price_map
|
||||
|
||||
ti.xcom_push(key='price_results', value=pickle.dumps(price_results))
|
||||
|
||||
logging.info(f"Computed prices for {len(price_results)} sessions, {n_products} products each")
|
||||
return len(price_results)
|
||||
|
||||
|
||||
def publish_to_registry(**kwargs):
|
||||
"""
|
||||
Task: Write session prices to Redis registry.
|
||||
THIS is the write path: prices → session:{sessionId}:prices
|
||||
"""
|
||||
ti = kwargs['ti']
|
||||
price_results = pickle.loads(ti.xcom_pull(key='price_results'))
|
||||
|
||||
if not price_results:
|
||||
logging.warning("No prices to publish")
|
||||
return 0
|
||||
|
||||
registry = ModelRegistry()
|
||||
ttl = kwargs.get('dag_run').conf.get('ttl', 1800) if kwargs.get('dag_run') and kwargs.get('dag_run').conf else 1800
|
||||
|
||||
published_count = 0
|
||||
for session_id, price_map in price_results.items():
|
||||
registry.set_session_prices(session_id, price_map, ttl=ttl)
|
||||
published_count += 1
|
||||
|
||||
logging.info(f"Published prices for {published_count} sessions to registry (TTL={ttl}s)")
|
||||
|
||||
return {
|
||||
'sessions_published': published_count,
|
||||
'products_per_session': len(next(iter(price_results.values()))) if price_results else 0,
|
||||
'status': 'success'
|
||||
}
|
||||
|
||||
|
||||
# DAG definition
|
||||
with DAG(
|
||||
'session_pricing_pipeline',
|
||||
default_args=DEFAULT_ARGS,
|
||||
description='Session-aware pricing: extract features → compute prices → publish to registry',
|
||||
schedule_interval='*/1 * * * *', # every 1 minute
|
||||
start_date=days_ago(1),
|
||||
catchup=False,
|
||||
max_active_runs=1,
|
||||
tags=['pricing', 'session-aware', 'research', 'real-time'],
|
||||
) as dag:
|
||||
|
||||
t_fetch_sessions = PythonOperator(
|
||||
task_id='fetch_recent_sessions',
|
||||
python_callable=fetch_recent_sessions,
|
||||
provide_context=True,
|
||||
)
|
||||
|
||||
t_extract_features = PythonOperator(
|
||||
task_id='extract_session_features',
|
||||
python_callable=extract_session_features,
|
||||
provide_context=True,
|
||||
)
|
||||
|
||||
t_compute_prices = PythonOperator(
|
||||
task_id='compute_session_prices',
|
||||
python_callable=compute_session_prices,
|
||||
provide_context=True,
|
||||
)
|
||||
|
||||
t_publish = PythonOperator(
|
||||
task_id='publish_to_registry',
|
||||
python_callable=publish_to_registry,
|
||||
provide_context=True,
|
||||
)
|
||||
|
||||
# linear dependency: fetch → extract → compute → publish
|
||||
t_fetch_sessions >> t_extract_features >> t_compute_prices >> t_publish
|
||||
@@ -1,220 +0,0 @@
|
||||
from pandas.core.algorithms import factorize_array
|
||||
from airflow import DAG
|
||||
from airflow.operators.python import PythonOperator
|
||||
from airflow.utils.dates import days_ago
|
||||
from datetime import timedelta
|
||||
import pandas as pd
|
||||
import logging
|
||||
import sys
|
||||
import pickle
|
||||
|
||||
sys.path.insert(0, '/opt/airflow')
|
||||
|
||||
from procesing.context import PipelineContext
|
||||
from procesing.providers import SupabaseProvider, BackendAPIProvider
|
||||
from procesing.steps import (
|
||||
FetchInteractionsStep,
|
||||
FetchPriceLogsStep,
|
||||
ComputeDemandStep,
|
||||
AggregatePriceLogsStep,
|
||||
JoinProductFeaturesStep,
|
||||
)
|
||||
from procesing.pricers.simple import SimpleSurgePricer
|
||||
|
||||
DEFAULT_ARGS = {
|
||||
'owner': 'phantom-research',
|
||||
'depends_on_past': False,
|
||||
'email_on_failure': False,
|
||||
'email_on_retry': False,
|
||||
'retries': 2,
|
||||
'retry_delay': timedelta(minutes=5),
|
||||
}
|
||||
|
||||
class CompositeProvider(SupabaseProvider, BackendAPIProvider):
|
||||
def __init__(self):
|
||||
SupabaseProvider.__init__(self)
|
||||
BackendAPIProvider.__init__(self)
|
||||
|
||||
def _get_provider():
|
||||
return CompositeProvider()
|
||||
|
||||
def _make_task_callables(store_mode: str):
|
||||
"""Generate task callables bound to a specific store_mode."""
|
||||
|
||||
def get_context(**kwargs):
|
||||
return PipelineContext(provider=_get_provider(), store_mode=store_mode)
|
||||
|
||||
def fetch_interactions(**kwargs):
|
||||
ctx = get_context(**kwargs)
|
||||
df = FetchInteractionsStep(ctx).transform(None)
|
||||
kwargs['ti'].xcom_push(key='interactions_raw', value=pickle.dumps(df))
|
||||
logging.info(f"[{store_mode}] Fetched {len(df)} interaction records")
|
||||
return len(df)
|
||||
|
||||
def fetch_price_logs(**kwargs):
|
||||
ctx = get_context(**kwargs)
|
||||
df = FetchPriceLogsStep(ctx).transform(None)
|
||||
kwargs['ti'].xcom_push(key='price_logs_raw', value=pickle.dumps(df))
|
||||
logging.info(f"[{store_mode}] Fetched {len(df)} price records")
|
||||
return len(df)
|
||||
|
||||
def compute_demand(**kwargs):
|
||||
ti = kwargs['ti']
|
||||
df = pickle.loads(ti.xcom_pull(key='interactions_raw'))
|
||||
ctx = get_context(**kwargs)
|
||||
demand_df = ComputeDemandStep(ctx).transform(df)
|
||||
ti.xcom_push(key='demand_data', value=pickle.dumps(demand_df))
|
||||
logging.info(f"[{store_mode}] Computed demand for {len(demand_df)} products")
|
||||
return len(demand_df)
|
||||
|
||||
def aggregate_price_logs(**kwargs):
|
||||
ti = kwargs['ti']
|
||||
df = pickle.loads(ti.xcom_pull(key='price_logs_raw'))
|
||||
ctx = get_context(**kwargs)
|
||||
price_df = AggregatePriceLogsStep(ctx).transform(df)
|
||||
ti.xcom_push(key='price_data', value=pickle.dumps(price_df))
|
||||
logging.info(f"[{store_mode}] Aggregated price logs for {len(price_df)} products")
|
||||
return len(price_df)
|
||||
|
||||
def join_product_features(**kwargs):
|
||||
ti = kwargs['ti']
|
||||
demand_df = pickle.loads(ti.xcom_pull(key='demand_data'))
|
||||
price_df = pickle.loads(ti.xcom_pull(key='price_data'))
|
||||
ctx = get_context(**kwargs)
|
||||
joined_df = JoinProductFeaturesStep(ctx).transform((demand_df, price_df))
|
||||
ti.xcom_push(key='product_features', value=pickle.dumps(joined_df))
|
||||
logging.info(f"[{store_mode}] Joined features for {len(joined_df)} products")
|
||||
return len(joined_df)
|
||||
|
||||
def apply_surge_pricing(**kwargs):
|
||||
ti = kwargs['ti']
|
||||
product_features = pickle.loads(ti.xcom_pull(key='product_features'))
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
|
||||
data = product_features.rename(columns={'demand_score': 'demand'})
|
||||
surge_pricer = SimpleSurgePricer(
|
||||
high_threshold=dag_conf.get('high_threshold', 10),
|
||||
low_threshold=dag_conf.get('low_threshold', 2),
|
||||
surge_multiplier=dag_conf.get('surge_multiplier', 1.2),
|
||||
discount_multiplier=dag_conf.get('discount_multiplier', 0.9)
|
||||
)
|
||||
surge_pricer.fit(data)
|
||||
data['optimal_price'] = surge_pricer.predict()
|
||||
|
||||
prices_df = data[['productId', 'price', 'base_price', 'optimal_price', 'demand']].rename(columns={
|
||||
'price': 'current_price', 'demand': 'demand_score'
|
||||
})
|
||||
ti.xcom_push(key='predicted_prices', value=pickle.dumps(prices_df))
|
||||
logging.info(f"[{store_mode}] Applied surge pricing for {len(prices_df)} products")
|
||||
return len(prices_df)
|
||||
|
||||
def publish_results(**kwargs):
|
||||
ti = kwargs['ti']
|
||||
prices_df = pickle.loads(ti.xcom_pull(key='predicted_prices'))
|
||||
from lib.model_registry import ModelRegistry
|
||||
|
||||
registry = ModelRegistry()
|
||||
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||
|
||||
metadata = {
|
||||
'timestamp': pd.Timestamp.now().isoformat(),
|
||||
'store_mode': store_mode,
|
||||
'dag_run_id': kwargs['dag_run'].run_id if kwargs.get('dag_run') else 'manual',
|
||||
'pricing_method': 'surge',
|
||||
'high_threshold': dag_conf.get('high_threshold', 10),
|
||||
'low_threshold': dag_conf.get('low_threshold', 2),
|
||||
'surge_multiplier': dag_conf.get('surge_multiplier', 1.2),
|
||||
'discount_multiplier': dag_conf.get('discount_multiplier', 0.9)
|
||||
}
|
||||
registry.publish_prices(prices_df, model_name=f'{store_mode}_latest', metadata=metadata)
|
||||
logging.info(f"[{store_mode}] Published surge pricing for {len(prices_df)} products")
|
||||
|
||||
return {
|
||||
'n_products': len(prices_df),
|
||||
'registry_status': 'success',
|
||||
'store_mode': store_mode,
|
||||
'mean_demand': float(prices_df['demand_score'].mean()) if 'demand_score' in prices_df.columns else None
|
||||
}
|
||||
|
||||
return {
|
||||
'fetch_interactions': fetch_interactions,
|
||||
'fetch_price_logs': fetch_price_logs,
|
||||
'compute_demand': compute_demand,
|
||||
'aggregate_price_logs': aggregate_price_logs,
|
||||
'join_product_features': join_product_features,
|
||||
'apply_surge_pricing': apply_surge_pricing,
|
||||
'publish_results': publish_results,
|
||||
}
|
||||
|
||||
|
||||
def create_surge_pricing_dag(store_mode: str) -> DAG:
|
||||
"""Factory: generates a surge pricing DAG for a given store_mode."""
|
||||
callables = _make_task_callables(store_mode)
|
||||
|
||||
dag = DAG(
|
||||
f'surge_pricing_{store_mode}',
|
||||
default_args=DEFAULT_ARGS,
|
||||
description=f'Surge pricing pipeline for {store_mode} store mode',
|
||||
schedule_interval='*/15 * * * *',
|
||||
start_date=days_ago(1),
|
||||
catchup=False,
|
||||
max_active_runs=1,
|
||||
tags=['pricing', 'surge', 'research', store_mode],
|
||||
)
|
||||
|
||||
with dag:
|
||||
t_fetch_interactions = PythonOperator(
|
||||
task_id='fetch_interactions',
|
||||
python_callable=callables['fetch_interactions'],
|
||||
provide_context=True,
|
||||
)
|
||||
t_fetch_price_logs = PythonOperator(
|
||||
task_id='fetch_price_logs',
|
||||
python_callable=callables['fetch_price_logs'],
|
||||
provide_context=True,
|
||||
)
|
||||
t_compute_demand = PythonOperator(
|
||||
task_id='compute_demand',
|
||||
python_callable=callables['compute_demand'],
|
||||
provide_context=True,
|
||||
)
|
||||
t_aggregate_prices = PythonOperator(
|
||||
task_id='aggregate_price_logs',
|
||||
python_callable=callables['aggregate_price_logs'],
|
||||
provide_context=True,
|
||||
)
|
||||
t_join_features = PythonOperator(
|
||||
task_id='join_product_features',
|
||||
python_callable=callables['join_product_features'],
|
||||
provide_context=True,
|
||||
)
|
||||
t_surge_pricing = PythonOperator(
|
||||
task_id='apply_surge_pricing',
|
||||
python_callable=callables['apply_surge_pricing'],
|
||||
provide_context=True,
|
||||
)
|
||||
t_publish = PythonOperator(
|
||||
task_id='publish_results',
|
||||
python_callable=callables['publish_results'],
|
||||
provide_context=True,
|
||||
)
|
||||
|
||||
t_fetch_interactions >> t_compute_demand
|
||||
t_fetch_price_logs >> t_aggregate_prices
|
||||
[t_compute_demand, t_aggregate_prices] >> t_join_features >> t_surge_pricing >> t_publish
|
||||
|
||||
return dag
|
||||
|
||||
|
||||
# instantiate DAGs for Airflow to discover
|
||||
dag_airline = create_surge_pricing_dag('airline')
|
||||
dag_hotel = create_surge_pricing_dag('hotel')
|
||||
|
||||
# TODO: Refactor this factory from a surge pricing factory to a general pricing factory
|
||||
# We will do this by passing a pricing strategy class to the factory, since the generic pipeline is:
|
||||
# take all interaction data, group by sessionId and assign a new price vector to each session
|
||||
# in the grouping we get a subset of the interactions per sessionId and we can map that to some Features
|
||||
# we define a custom _get_features(interactions .) methodin the strategy class
|
||||
# we then run only the inference which is the .predict(trajectory) per-session which will give us a new price vector
|
||||
# this we then publish for each sessionId group
|
||||
# this might include no deleting most of the pricers we have defined and starting with a super simple surge-pricing algorithm that is no-fit only predict. This we can then test end-to-end and observe changes to prices according to a desired strategy - we have to define this one as a very short term strategy because we run sessions that take only a few minutes.
|
||||
@@ -120,31 +120,15 @@ def apply_surge_pricing(**kwargs):
|
||||
# rename demand_score to demand for pricer compatibility
|
||||
data = product_features.rename(columns={'demand_score': 'demand'})
|
||||
|
||||
high_thresh = dag_conf.get('high_threshold', 10)
|
||||
low_thresh = dag_conf.get('low_threshold', 2)
|
||||
surge_mult = dag_conf.get('surge_multiplier', 1.2)
|
||||
discount_mult = dag_conf.get('discount_multiplier', 0.9)
|
||||
|
||||
logging.info(f"Surge pricing config: high_thresh={high_thresh}, low_thresh={low_thresh}, surge_mult={surge_mult}, discount_mult={discount_mult}")
|
||||
logging.info(f"Demand stats: min={data['demand'].min():.2f}, max={data['demand'].max():.2f}, mean={data['demand'].mean():.2f}")
|
||||
logging.info(f"Products with high demand (>={high_thresh}): {(data['demand'] >= high_thresh).sum()}")
|
||||
logging.info(f"Products with low demand (<={low_thresh}): {(data['demand'] <= low_thresh).sum()}")
|
||||
|
||||
surge_pricer = SimpleSurgePricer(
|
||||
high_threshold=high_thresh,
|
||||
low_threshold=low_thresh,
|
||||
surge_multiplier=surge_mult,
|
||||
discount_multiplier=discount_mult
|
||||
high_threshold=dag_conf.get('high_threshold', 10),
|
||||
low_threshold=dag_conf.get('low_threshold', 2),
|
||||
surge_multiplier=dag_conf.get('surge_multiplier', 1.2),
|
||||
discount_multiplier=dag_conf.get('discount_multiplier', 0.9)
|
||||
)
|
||||
surge_pricer.fit(data)
|
||||
data['optimal_price'] = surge_pricer.predict()
|
||||
|
||||
base_avg = data['base_price'].mean()
|
||||
optimal_avg = data['optimal_price'].mean()
|
||||
price_change_pct = ((optimal_avg - base_avg) / base_avg) * 100
|
||||
|
||||
logging.info(f"Price adjustment: base_avg={base_avg:.2f}, optimal_avg={optimal_avg:.2f}, change={price_change_pct:+.1f}%")
|
||||
|
||||
prices_df = data[['productId', 'price', 'base_price', 'optimal_price', 'demand']].rename(columns={
|
||||
'price': 'current_price',
|
||||
'demand': 'demand_score'
|
||||
|
||||
@@ -1,21 +0,0 @@
|
||||
from .evals import evaluate
|
||||
from .arch import (
|
||||
XGBoostAgentClassifier,
|
||||
LightGBMAgentClassifier,
|
||||
ContrastiveWeakClassifier,
|
||||
TrajectoryEncoder,
|
||||
WeakClassifier,
|
||||
contrastive_loss,
|
||||
featurize_trajectory,
|
||||
)
|
||||
|
||||
__all__ = [
|
||||
'evaluate',
|
||||
'XGBoostAgentClassifier',
|
||||
'LightGBMAgentClassifier',
|
||||
'ContrastiveWeakClassifier',
|
||||
'TrajectoryEncoder',
|
||||
'WeakClassifier',
|
||||
'contrastive_loss',
|
||||
'featurize_trajectory',
|
||||
]
|
||||
@@ -1,212 +0,0 @@
|
||||
# sklearn compatible models for agent detection
|
||||
from sklearn.base import BaseEstimator, ClassifierMixin
|
||||
from typing import Any, Optional, Tuple, Dict, List
|
||||
from abc import ABC, abstractmethod
|
||||
from collections import defaultdict
|
||||
import numpy as np
|
||||
import pandas as pd
|
||||
import torch
|
||||
import torch.nn as nn
|
||||
import torch.nn.functional as F
|
||||
import sys
|
||||
from pathlib import Path
|
||||
|
||||
# add lib to path for imports
|
||||
sys.path.insert(0, str(Path(__file__).parent.parent.parent / 'lib'))
|
||||
from lib.features import (
|
||||
transition_histogram as _lib_transition_histogram,
|
||||
temporal_signature as _lib_temporal_signature,
|
||||
state_coverage as _lib_state_coverage,
|
||||
transition_entropy as _lib_transition_entropy,
|
||||
featurize_trajectory as _lib_featurize_trajectory,
|
||||
parse_timestamp
|
||||
)
|
||||
from lib.state import event_to_state, get_event_name, get_timestamp
|
||||
|
||||
TASK = 'classification'
|
||||
LABELS = ['human', 'agent']
|
||||
|
||||
|
||||
class WeakClassifier(BaseEstimator, ClassifierMixin, ABC):
|
||||
# a simple contrastive machine learning model learns to distinguish human/agent behavior
|
||||
# using weakly supervised contrastive learning + augmentation
|
||||
def __init__(self, **kwargs):
|
||||
super().__init__()
|
||||
self.model = None
|
||||
self.kwargs = kwargs
|
||||
|
||||
|
||||
class TrajectoryEncoder(nn.Module):
|
||||
"""Encode variable-length event sequences to fixed-dim embedding via bidirectional LSTM"""
|
||||
def __init__(self, input_dim: int, embed_dim: int = 32, hidden_dim: int = 64):
|
||||
super().__init__()
|
||||
self.event_embed = nn.Linear(input_dim, hidden_dim)
|
||||
self.lstm = nn.LSTM(hidden_dim, hidden_dim, batch_first=True, bidirectional=True)
|
||||
self.proj = nn.Linear(hidden_dim * 2, embed_dim)
|
||||
|
||||
def forward(self, x: torch.Tensor) -> torch.Tensor: # x: (batch, seq_len, input_dim)
|
||||
h = F.relu(self.event_embed(x))
|
||||
_, (hn, _) = self.lstm(h)
|
||||
hn = torch.cat([hn[-2], hn[-1]], dim=1) # concat bidirectional hidden states
|
||||
return F.normalize(self.proj(hn), dim=1) # L2 normalized
|
||||
|
||||
|
||||
class ContrastiveWeakClassifier(WeakClassifier):
|
||||
"""Contrastive learning classifier for human/agent trajectory discrimination"""
|
||||
def __init__(self, input_dim: int = 64, embed_dim: int = 32, margin: float = 1.0, **kwargs):
|
||||
super().__init__(**kwargs)
|
||||
self.input_dim = input_dim
|
||||
self.embed_dim = embed_dim
|
||||
self.margin = margin
|
||||
self.encoder = TrajectoryEncoder(input_dim, embed_dim)
|
||||
self.classifier = nn.Linear(embed_dim, 2)
|
||||
self.device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
|
||||
self._fitted = False
|
||||
|
||||
def to_device(self):
|
||||
self.encoder.to(self.device)
|
||||
self.classifier.to(self.device)
|
||||
return self
|
||||
|
||||
def encode(self, x: torch.Tensor) -> torch.Tensor:
|
||||
return self.encoder(x.to(self.device))
|
||||
|
||||
def forward(self, x: torch.Tensor) -> torch.Tensor:
|
||||
emb = self.encode(x)
|
||||
return self.classifier(emb)
|
||||
|
||||
def fit(self, X, y=None): # sklearn interface - actual training in weak.train.py
|
||||
self._fitted = True
|
||||
return self
|
||||
|
||||
def predict(self, X: np.ndarray) -> np.ndarray:
|
||||
self.encoder.eval()
|
||||
self.classifier.eval()
|
||||
with torch.no_grad():
|
||||
x = torch.tensor(X, dtype=torch.float32).unsqueeze(1).to(self.device)
|
||||
logits = self.forward(x)
|
||||
return torch.argmax(logits, dim=1).cpu().numpy()
|
||||
|
||||
def predict_proba(self, X: np.ndarray) -> np.ndarray:
|
||||
self.encoder.eval()
|
||||
self.classifier.eval()
|
||||
with torch.no_grad():
|
||||
x = torch.tensor(X, dtype=torch.float32).unsqueeze(1).to(self.device)
|
||||
logits = self.forward(x)
|
||||
return F.softmax(logits, dim=1).cpu().numpy()
|
||||
|
||||
|
||||
def contrastive_loss(anchor: torch.Tensor, positive: torch.Tensor, negative: torch.Tensor, margin: float = 0.3) -> torch.Tensor:
|
||||
"""Triplet loss using cosine similarity (for L2-normalized embeddings). margin in [0,1] range."""
|
||||
pos_sim = F.cosine_similarity(anchor, positive) # higher = more similar
|
||||
neg_sim = F.cosine_similarity(anchor, negative)
|
||||
return F.relu(neg_sim - pos_sim + margin).mean() # want pos_sim > neg_sim + margin
|
||||
|
||||
|
||||
def nt_xent_loss(z_i: torch.Tensor, z_j: torch.Tensor, temperature: float = 0.5) -> torch.Tensor:
|
||||
"""Normalized temperature-scaled cross entropy loss (SimCLR style)"""
|
||||
batch_size = z_i.size(0)
|
||||
z = torch.cat([z_i, z_j], dim=0) # (2N, embed_dim)
|
||||
sim = F.cosine_similarity(z.unsqueeze(1), z.unsqueeze(0), dim=2) / temperature
|
||||
mask = torch.eye(2 * batch_size, dtype=torch.bool, device=z.device)
|
||||
sim.masked_fill_(mask, -float('inf'))
|
||||
labels = torch.arange(batch_size, device=z.device)
|
||||
labels = torch.cat([labels + batch_size, labels]) # positive pairs
|
||||
return F.cross_entropy(sim, labels)
|
||||
|
||||
|
||||
# feature extraction utilities - delegating to lib.features for unified implementation
|
||||
# these wrappers maintain backwards compatibility for existing imports
|
||||
|
||||
def transition_histogram(events: List, state_fn, max_states: int = 50) -> np.ndarray:
|
||||
"""Compute normalized histogram of state transitions in trajectory"""
|
||||
return _lib_transition_histogram(events, state_fn, max_states)
|
||||
|
||||
|
||||
def temporal_signature(events: List, ts_fn) -> np.ndarray:
|
||||
"""Extract temporal features: mean/std/skew of inter-event times"""
|
||||
return _lib_temporal_signature(events, ts_fn)
|
||||
|
||||
|
||||
def state_coverage(events: List, state_fn, mdp_states: set) -> float:
|
||||
"""Fraction of MDP states visited by trajectory"""
|
||||
return _lib_state_coverage(events, state_fn, mdp_states)
|
||||
|
||||
|
||||
def transition_entropy(events: List, state_fn) -> float:
|
||||
"""Compute entropy of transition distribution (randomness of navigation)"""
|
||||
return _lib_transition_entropy(events, state_fn)
|
||||
|
||||
|
||||
def featurize_trajectory(events: List, mdp: Optional[Dict] = None, input_dim: int = 64) -> np.ndarray:
|
||||
"""Convert trajectory to fixed-dim feature vector - uses lib.features implementation"""
|
||||
mdp_states = set(mdp.get('states', [])) if mdp else set()
|
||||
|
||||
def _ts_fn(e):
|
||||
return parse_timestamp(get_timestamp(e))
|
||||
|
||||
def _event_name_fn(e):
|
||||
return get_event_name(e)
|
||||
|
||||
return _lib_featurize_trajectory(events, event_to_state, _ts_fn, _event_name_fn, mdp_states, input_dim)
|
||||
|
||||
|
||||
# gradient boosting classifiers for comparison baselines
|
||||
class XGBoostAgentClassifier(BaseEstimator, ClassifierMixin):
|
||||
"""XGBoost classifier for human/agent detection from session features"""
|
||||
def __init__(self, n_estimators: int = 100, max_depth: int = 6, learning_rate: float = 0.1, **kwargs):
|
||||
self.n_estimators = n_estimators
|
||||
self.max_depth = max_depth
|
||||
self.learning_rate = learning_rate
|
||||
self.model = None
|
||||
self.kwargs = kwargs
|
||||
|
||||
def fit(self, X: np.ndarray, y: np.ndarray):
|
||||
try:
|
||||
import xgboost as xgb
|
||||
self.model = xgb.XGBClassifier(n_estimators=self.n_estimators, max_depth=self.max_depth,
|
||||
learning_rate=self.learning_rate, **self.kwargs)
|
||||
self.model.fit(X, y)
|
||||
except ImportError:
|
||||
raise ImportError("xgboost required for XGBoostAgentClassifier")
|
||||
return self
|
||||
|
||||
def predict(self, X: np.ndarray) -> np.ndarray:
|
||||
if self.model is None:
|
||||
raise ValueError("fit the model first")
|
||||
return self.model.predict(X)
|
||||
|
||||
def predict_proba(self, X: np.ndarray) -> np.ndarray:
|
||||
if self.model is None:
|
||||
raise ValueError("fit the model first")
|
||||
return self.model.predict_proba(X)
|
||||
|
||||
|
||||
class LightGBMAgentClassifier(BaseEstimator, ClassifierMixin):
|
||||
"""LightGBM classifier for human/agent detection from session features"""
|
||||
def __init__(self, n_estimators: int = 100, max_depth: int = -1, learning_rate: float = 0.1, **kwargs):
|
||||
self.n_estimators = n_estimators
|
||||
self.max_depth = max_depth
|
||||
self.learning_rate = learning_rate
|
||||
self.model = None
|
||||
self.kwargs = kwargs
|
||||
|
||||
def fit(self, X: np.ndarray, y: np.ndarray):
|
||||
try:
|
||||
import lightgbm as lgb
|
||||
self.model = lgb.LGBMClassifier(n_estimators=self.n_estimators, max_depth=self.max_depth,
|
||||
learning_rate=self.learning_rate, verbose=-1, **self.kwargs)
|
||||
self.model.fit(X, y)
|
||||
except ImportError:
|
||||
raise ImportError("lightgbm required for LightGBMAgentClassifier")
|
||||
return self
|
||||
|
||||
def predict(self, X: np.ndarray) -> np.ndarray:
|
||||
if self.model is None:
|
||||
raise ValueError("fit the model first")
|
||||
return self.model.predict(X)
|
||||
|
||||
def predict_proba(self, X: np.ndarray) -> np.ndarray:
|
||||
if self.model is None:
|
||||
raise ValueError("fit the model first")
|
||||
return self.model.predict_proba(X)
|
||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user