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136 Commits

Author SHA1 Message Date
01aac1d3c2 facupdqate 2026-06-10 21:08:27 +02:00
38eff1a4cc updating page 2026-06-10 21:07:30 +02:00
b8b8748531 chore 2026-06-10 16:51:06 +02:00
b81d5f231f adding to readme 2026-06-10 16:49:24 +02:00
8c8a810a92 updating website with defense assets 2026-05-19 11:37:01 +02:00
fec9aa24fb complied no errors 2026-05-12 12:48:05 +02:00
172383b59f compiled 2026-05-12 12:47:50 +02:00
628ffdc464 fixing colors 2026-05-12 12:47:41 +02:00
0b1f59e49f stylized defense 2026-04-30 10:12:16 +02:00
b677e80b80 early emojification 2026-04-27 17:45:40 +02:00
acf5bb5409 updating build 2026-04-24 11:44:20 +02:00
9bbacd6bdc cleaning the text from slides 2026-04-23 10:05:07 +02:00
29920aa56c preparing defense content pushing 2026-04-22 14:22:41 +02:00
adf760162d improving pitching 2026-04-10 13:57:21 +02:00
Daniel Alves Rösel
d8907eb353 Merge pull request #57 from velocitatem/first-last-todos
First last todos
2026-04-10 15:03:20 +04:00
d36a34ead9 updating appendix 2026-04-10 11:29:21 +02:00
03b4996bea moer on future work 2026-04-10 11:27:15 +02:00
b69c3a87fd fixing typos and inconsistencies 2026-04-10 10:48:33 +02:00
6427ae63ec fixing paper build 2026-04-10 08:30:48 +02:00
5460f34426 feat;i mprocving setup 2026-04-10 08:24:03 +02:00
ece06a5a50 chore: fixing kafka in summary 2026-04-10 08:19:37 +02:00
f027ac1736 updating with TOC 2026-04-09 23:07:56 +02:00
0fd1459011 fixing summary top 2026-04-09 22:03:53 +02:00
a3dc5125df fix: typos and flow 2026-04-09 20:25:37 +02:00
3eea137f49 fixing grammar 2026-04-09 20:19:39 +02:00
51de0cbdc5 work summary and notes 2026-04-09 19:58:08 +02:00
895a004807 feat: improved discussion 2026-04-09 18:19:55 +02:00
0ff0c0432c fixing methodoloy I hope 2026-04-09 17:04:23 +02:00
2ba5d6d6af fixing results 2026-04-09 17:00:34 +02:00
c0c375548c chore: updatimg emthodoloyg 2026-04-09 16:55:46 +02:00
e694d38bce fiture sigmoid added 2026-04-09 16:32:47 +02:00
d5d8ea5870 chore: improve lit reviwe tweaks 2026-04-09 15:57:35 +02:00
840f80db39 clean abstract and introduction 2026-04-09 15:53:47 +02:00
8dac0905fc fixing mdp defintino 2026-04-09 11:49:00 +02:00
835e10d6ef more on revelatin 2026-04-09 10:29:38 +02:00
02328b20f2 feat: adding clarity and rewording 2026-04-09 10:17:53 +02:00
eebd44db28 chore: cleaning figures 2026-04-09 10:09:18 +02:00
ace52e8e14 rephrasing some things and updating language 2026-04-09 09:30:23 +02:00
47b07daa6c fixing diagram lines 2026-04-09 09:28:33 +02:00
7e3bcf2520 better alignment of arrows in diagram 2026-04-09 09:20:55 +02:00
97902f39a3 updated main 2026-04-08 22:33:15 +02:00
86c06176ae building sumamry properly 2026-04-08 22:19:14 +02:00
97a6bf3974 making proper api citation 2026-04-08 22:00:25 +02:00
e72e3c81c1 adding missing ideas and apendix kl 2026-04-08 21:46:54 +02:00
cc823ec63c chore: adding summary 2026-04-08 20:27:27 +02:00
392f9b1549 adding docs 2026-04-08 19:21:49 +02:00
b287642ed0 cleaning reduncant 2026-04-08 17:42:51 +02:00
5f0d3f4118 graceful fail 2026-04-08 12:09:28 +02:00
e18a3e7363 scary 2026-04-08 11:58:20 +02:00
291472295b chore: updating comments fro mfeedback 2026-03-31 09:06:15 +02:00
eab9203111 fixing the radme 2026-03-28 15:43:37 +01:00
59b2b46f6e updating bins 2026-03-28 13:18:08 +01:00
Daniel Alves Rösel
473342f103 Merge pull request #56 from velocitatem/refactor-transition-graphs
updating node positinoing
2026-03-28 13:10:29 +01:00
e77f037d62 initial progress 2026-03-28 11:56:37 +01:00
9c464eaf3b chore: forgot the fiures 2026-03-27 21:14:54 +01:00
58042ba4f2 updating node positinoing 2026-03-27 17:19:27 +01:00
18b41ff802 banner plot and mehtodlogy updates 2026-03-27 16:58:41 +01:00
105b014976 feat: initial paper update remarks 2026-03-23 21:47:45 +01:00
220b6ce8c1 unified separability writing 2026-03-23 21:47:31 +01:00
910dba0a7d chore: updated figure models and scripts 2026-03-23 21:47:04 +01:00
e62e842faa feat: im0proved docs page 2026-03-23 19:14:06 +01:00
661a80b655 new readme 2026-03-23 15:45:06 +01:00
Daniel Alves Rösel
128911decc Merge pull request #55 from velocitatem/optimizing-runs
Enhance TPU orchestration and parallelization with benchmarks
2026-03-23 15:15:35 +01:00
ae2860a0ee chore: adding the data and figure procssing 2026-03-23 15:04:46 +01:00
c87b800793 fixing build in prod 2026-03-23 14:52:02 +01:00
810d823710 update final sweep 2026-03-23 14:14:08 +01:00
8706072966 chore: updating datset card with releveant updates nad data 2026-03-23 14:14:08 +01:00
f70c51f223 chore: update datset link properly 2026-03-23 14:14:08 +01:00
8aa4db1c9e chor> competitive wrapping 2026-03-23 14:14:08 +01:00
ee26954fae finishing finish conclision 2026-03-23 14:14:08 +01:00
fb09ea2b68 chore: refactoring fitgures directory 2026-03-23 14:14:08 +01:00
3439775fbd fix: supra reward adjustment and sweep 2026-03-23 14:14:08 +01:00
43b952cf2b adding the markdown to auto 2026-03-23 14:14:08 +01:00
2adb4f07b4 feat: updating readme w badge for datset 2026-03-23 14:14:08 +01:00
e867c4d883 chore: updating ray 2026-03-23 14:14:08 +01:00
a3e2a337ed chore: bootstrap push 2026-03-23 14:14:08 +01:00
63f1aad0b9 chore: including new scritps for automation 2026-03-23 14:14:08 +01:00
253364acae chore: plotting things and setting up her o better 2026-03-23 14:14:08 +01:00
9642edd1b1 chore: rename to distinguishability 2026-03-23 14:14:08 +01:00
c8df2e9cbd chore: fixing refaormating 2026-03-23 14:14:08 +01:00
1393795359 chore: re referene new dataset 2026-03-23 14:14:08 +01:00
375445f260 chore: refactoring, proper citation and updating on data and refs and apendices 2026-03-23 14:14:08 +01:00
0521a63937 chore: updating make reference and linking of builds 2026-03-23 14:14:08 +01:00
a9c091050c chore: bulk tpu reorchestration 2026-03-23 14:14:08 +01:00
52b4dcdce3 updating engine training for training 2026-03-23 14:14:08 +01:00
19b47aa699 feat(paper): mentining how we using H/A and the finall outputs 2026-03-23 14:14:08 +01:00
88155d22a7 chore: refactor for sweeps and IP configs 2026-03-23 14:14:08 +01:00
b1f583be39 nightly benchmark run configureation 2026-03-23 14:14:08 +01:00
22e50aac4a cleaning manim and improving rtraining setup 2026-03-23 14:14:08 +01:00
d748733231 chore: fixing previous error of software version 2026-03-23 14:14:08 +01:00
9caad4de4e setup for tpu orchestarion properly 2026-03-23 14:14:08 +01:00
745792683e feat: data sync via HF 2026-03-23 14:14:08 +01:00
631b6d698c feat: tpu orchestrator 2026-03-23 14:14:01 +01:00
d3a4febfde tpu ready remodel 2026-03-11 20:49:28 +01:00
fa2dde8307 responsive and representative demand for COI erosion 2026-03-11 12:46:22 +01:00
0f708aab15 feat: simple margin proving study 2026-03-11 11:48:51 +01:00
974498dab2 chor: implementing prallelization across jax 2026-03-10 17:05:16 +01:00
6d9613c0b6 feat: talking about optimality 2026-03-10 17:04:23 +01:00
Daniel Alves Rösel
ae6cffe825 Merge pull request #54 from velocitatem/baseline-comparisons
Baseline comparisons
2026-03-10 15:16:30 +01:00
43bcad2a98 arxiv mirror 2026-03-10 15:03:57 +01:00
8404a88ef1 fix: logging into benchmark of wandb 2026-03-10 14:54:44 +01:00
1c2935dc87 feat: reference of blog series 2026-03-10 14:54:35 +01:00
14aae3dc9a improving understandable aspects of the abstract 2026-03-10 14:52:17 +01:00
a9f1e19488 feat: docs 2026-03-10 14:23:49 +01:00
4c7d911043 feature: telemetry logging 2026-03-10 14:23:17 +01:00
be03b2d4d5 updating docs and paper 2026-03-10 14:11:41 +01:00
ee32ab7d1d chore: change colors 2026-03-09 22:47:51 +01:00
969ef4c363 feat: working full flow of diff scenes 2026-03-09 20:59:22 +01:00
3cc2dc40d5 initaial defense scenes 2026-03-09 13:52:11 +01:00
529d00cb80 chore: proper naming of authoers 2026-03-09 12:18:34 +01:00
b62d29cfaf updating workflow 2026-03-09 11:45:49 +01:00
77f45ed0b3 initial results :/ 2026-03-09 11:37:22 +01:00
73a1dafc6e first meaningful runs 2026-03-08 21:37:13 +01:00
4c658a93a7 cleaning up jax bs 2026-03-08 19:15:58 +01:00
73246d7dd8 refactoring training spc setup and benchmarking 2026-03-08 18:30:53 +01:00
9fafb26ec8 mirror cloudflare sync 2026-03-08 16:04:49 +01:00
b7b871f9aa fixing line break 2026-03-08 15:52:30 +01:00
840a13ca4a fixing root file passsing 2026-03-08 15:46:21 +01:00
04fa7cbab5 workflow fix 2026-03-08 15:24:56 +01:00
ec7486ee85 genpop workflow 2026-03-08 15:22:09 +01:00
916e72f0ff helper scripts 2026-03-08 14:36:24 +01:00
69b2d5aceb adding task details 2026-03-08 14:32:16 +01:00
28dbcacd95 updating computation power graph 2026-03-08 14:22:54 +01:00
17c128cbc0 implementing nx management for the framework 2026-03-08 13:54:16 +01:00
cc24ac72f7 changed to new test method for singificance 2026-03-08 13:53:31 +01:00
4b89b64674 monestary updates 2026-03-08 13:27:17 +01:00
ec880db444 chore: cleaning the code 2026-02-28 23:38:38 +01:00
803e3a2972 chore: cleaning some code 2026-02-28 23:30:16 +01:00
233ce3be34 class separaiblity significance 2026-02-28 21:38:46 +01:00
Daniel Alves Rösel
8f20359c8c Merge pull request #53 from velocitatem/cleanup
Cleanup
2026-02-28 14:15:24 +01:00
56585b3de8 cleaning path for intergations 2026-02-28 14:11:39 +01:00
5444a4ea13 catchup: rogue scripts 2026-02-27 12:45:46 +01:00
e8a9716f69 hotfix of machines 2026-02-27 11:59:08 +01:00
e50d643fbf feat: training update 2026-02-27 09:33:04 +01:00
Daniel Alves Rösel
dac1e58a0d Merge pull request #52 from velocitatem/enriching-engine-simulation
Enriching engine simulation
2026-02-25 09:21:26 +01:00
29a13340b9 hotfix: updating pricing provider to better read data 2026-02-06 12:01:12 +01:00
229 changed files with 26805 additions and 4312 deletions

17
.dockerignore Normal file
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@@ -0,0 +1,17 @@
.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

24
.env.sweep.example Normal file
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@@ -0,0 +1,24 @@
# 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

View File

@@ -9,35 +9,103 @@ on:
paths: paths:
- 'paper/**' - 'paper/**'
- '.github/**' - '.github/**'
workflow_dispatch:
inputs:
skip_mirrors:
description: Skip Codex mirror generation (avoids API quota use)
type: boolean
default: false
jobs: jobs:
build: build:
runs-on: ubuntu-latest 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: steps:
- uses: actions/checkout@v4 - uses: actions/checkout@v4
- name: Compile LaTeX document
- 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
uses: xu-cheng/latex-action@v3 uses: xu-cheng/latex-action@v3
with: with:
root_file: main.tex root_file: ${{ steps.roots.outputs.root_files }}
working_directory: paper/src working_directory: paper/src
args: -pdf -f -interaction=nonstopmode -file-line-error -outdir=../build args: -pdf -f -interaction=nonstopmode -file-line-error -r ../.latexmkrc -outdir=../build
pre_compile: bash ../concat_code.sh
- name: Upload PDF - name: Upload PDF artifacts
uses: actions/upload-artifact@v4 uses: actions/upload-artifact@v4
with: with:
name: thesis-pdf name: thesis-pdf
path: paper/build/main.pdf path: |
paper/build/main.pdf
paper/build/main-mirror-*.pdf
- name: Get current date - name: Get current date
id: date id: date
run: echo "date=$(date +'%Y-%m-%d')" >> $GITHUB_OUTPUT run: echo "date=$(date +'%Y-%m-%d')" >> $GITHUB_OUTPUT
- name: Upload to Cloudflare R2 - name: Upload to Cloudflare R2
if: ${{ env.R2_ACCESS_KEY_ID != '' && env.R2_SECRET_ACCESS_KEY != '' && env.R2_ENDPOINT != '' && env.R2_BUCKET_NAME != '' }}
env: env:
AWS_ACCESS_KEY_ID: ${{ secrets.R2_ACCESS_KEY_ID }} AWS_ACCESS_KEY_ID: ${{ env.R2_ACCESS_KEY_ID }}
AWS_SECRET_ACCESS_KEY: ${{ secrets.R2_SECRET_ACCESS_KEY }} AWS_SECRET_ACCESS_KEY: ${{ env.R2_SECRET_ACCESS_KEY }}
AWS_ENDPOINT_URL: ${{ secrets.R2_ENDPOINT }} AWS_ENDPOINT_URL: ${{ env.R2_ENDPOINT }}
DATE: ${{ steps.date.outputs.date }} DATE: ${{ steps.date.outputs.date }}
BUCKET_NAME: ${{ secrets.R2_BUCKET_NAME }} BUCKET_NAME: ${{ env.R2_BUCKET_NAME }}
run: | run: |
pip install boto3 pip install boto3
python3 << 'EOF' python3 << 'EOF'
@@ -71,4 +139,49 @@ jobs:
ExtraArgs={'ContentType': 'application/pdf'} ExtraArgs={'ContentType': 'application/pdf'}
) )
print(f"Uploaded thesis-latest.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 EOF

70
.gitignore vendored
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@@ -1,21 +1,58 @@
# environment and secrets
**/.env **/.env
.env.*
!.env.*.example
**/.venv **/.venv
**/.venv-ray
# python build/cache artifacts
**/__pycache__ **/__pycache__
phantom.egg-info/
*.egg-info/
# notebook artifacts
**/.ipynb_checkpoints/ **/.ipynb_checkpoints/
**/.virtual_documents/ **/.virtual_documents/
# editor/tool state
**/.pdf-view-restore
.nextstep
.ignore-gitlogue
.cloudflare
.nx/
node_modules/
dist/
# generated svg/graphics
**/session_*.svg **/session_*.svg
**/*graph.svg **/*graph.svg
**/auto/*.el **/auto/*.el
# misc generated
*.old *.old
**/package-lock.json **/package-lock.json
**/*.parquet **/*.parquet
**/_build/ **/_build/
# mkdocs output (run make docs.platform locally or rely on CI)
docs/documentation/
# paper build artifacts
paper/src/bib/auto paper/src/bib/auto
**/_build/
paper/src/auto/* paper/src/auto/*
paper/src/bib/auto paper/src/bib/auto
paper/template/* 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 docs/goals/*.md
PHANTOM.wiki/ PHANTOM.wiki/
experiments/airflow/logs/* experiments/airflow/logs/*
@@ -23,11 +60,36 @@ experiments/airflow/logs/scheduler/
experiments/airflow/logs/dag_processor_manager/ experiments/airflow/logs/dag_processor_manager/
experiments/collected_data/ experiments/collected_data/
experiments/agents/collected_data/ experiments/agents/collected_data/
sim/rl/behavior_loader/*.dot tests/e2e/test-results/
sim/rl/behavior_loader/*.png 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/*.svg
sim/rl/behavior_loader/*.pdf sim/rl/behavior_loader/*.pdf
tests/e2e/node_modules/** sim/rl/runs/
lab/case/thesis/runs*/ lab/case/thesis/runs*/
sim/case/thesis_simplified/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/* PHANTOM_web/*

35
.rayignore Normal file
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@@ -0,0 +1,35 @@
# 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/

1
AGENTS.md Symbolic link
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@@ -0,0 +1 @@
CLAUDE.md

293
Makefile
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@@ -8,15 +8,28 @@ VENV := .venv
PYTHON := $(VENV)/bin/python PYTHON := $(VENV)/bin/python
PIP := $(VENV)/bin/pip PIP := $(VENV)/bin/pip
PYTEST := $(VENV)/bin/pytest PYTEST := $(VENV)/bin/pytest
NX := npx nx
SWEEP_ENV_FILE ?= .env.sweep SWEEP_ENV_FILE ?= .env.sweep
TPU_CONF ?= tpu_orchestration/configs/v4_spot_us.conf
WANDB_ENTITY ?= WANDB_ENTITY ?=
WANDB_PROJECT ?= phantom-pricing WANDB_PROJECT ?= capstone
SWEEP_ID ?= SWEEP_ID ?=
LOCAL_TRAIN_ARGS ?= --algo ppo --total-timesteps 50000 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 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 ?= REPO_URL ?=
BRANCH ?= main BRANCH ?= main
WORKDIR ?= $(HOME)/PHANTOM-agent WORKDIR ?= $(HOME)/PHANTOM-agent
@@ -24,8 +37,6 @@ AGENT_LOOP ?= 1
RETRY_SECONDS ?= 20 RETRY_SECONDS ?= 20
TRAIN_IMAGE_REF := us-central1-docker.pkg.dev/phantom-trc/phantom/phantom-trainer TRAIN_IMAGE_REF := us-central1-docker.pkg.dev/phantom-trc/phantom/phantom-trainer
TPU_NAME ?=
TPU_ZONE ?= us-central2-b
SWEEP_ENV_LOAD = set -a; [ -f "$(SWEEP_ENV_FILE)" ] && . "$(SWEEP_ENV_FILE)" || true; set +a SWEEP_ENV_LOAD = set -a; [ -f "$(SWEEP_ENV_FILE)" ] && . "$(SWEEP_ENV_FILE)" || true; set +a
@@ -33,149 +44,245 @@ SWEEP_ENV_LOAD = set -a; [ -f "$(SWEEP_ENV_FILE)" ] && . "$(SWEEP_ENV_FILE)" ||
.PHONY: help .PHONY: help
help: help:
@echo "pdf.build pdf.watch pdf.clean | test.backend test.e2e test.all | web.dev | install | train | train.agent | train.bootstrap | train.tpu.pod | stats.lines" @echo "pdf.build pdf.watch pdf.clean pdf.genpop pdf.genpop.watch pdf.summary pdf.summary.watch pdf.arxiv pdf.defense pdf.defense.html | 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 "docker.train.publish" @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 ""
@echo "Local wandb run:" @echo "Local wandb run:"
@echo " make train LOCAL_TRAIN_ARGS='--algo ppo --total-timesteps 50000'" @echo " make train LOCAL_TRAIN_ARGS='--algo ppo --total-timesteps 50000'"
@echo "" @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 "Local sweep agent from this repo:"
@echo " make train.agent SWEEP_ID=entity/project/id AGENT_COUNT=5" @echo " make train.agent SWEEP_ID=entity/project/id AGENT_COUNT=5"
@echo "" @echo ""
@echo "Bootstrap private repo worker from anywhere:" @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 " make train.bootstrap REPO_URL=https://github.com/org/repo.git BRANCH=main SWEEP_ID=entity/project/id"
@echo "" @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)" @echo "Config source: $(SWEEP_ENV_FILE) (auto-loaded)"
$(BUILDDIR): $(BUILDDIR):
mkdir -p paper/$(BUILDDIR) mkdir -p paper/$(BUILDDIR)
.PHONY: pdf.build .PHONY: pdf.build
pdf.build: $(BUILDDIR) pdf.build:
@bash paper/concat_code.sh @$(NX) run paper:build
@cd $(SRCDIR) && \
$(LATEXMK) -pdf -jobname=$(JOBNAME) -f \
-interaction=nonstopmode -file-line-error \
-r ../.latexmkrc \
-outdir=../$(BUILDDIR) $(TEX)
.PHONY: pdf.watch .PHONY: pdf.watch
pdf.watch: $(BUILDDIR) pdf.watch:
@cd $(SRCDIR) && \ @$(NX) run paper:watch
$(LATEXMK) -pvc -pdf -jobname=$(JOBNAME) -f \
-interaction=nonstopmode -file-line-error \
-r ../.latexmkrc \
-outdir=../$(BUILDDIR) $(TEX)
.PHONY: pdf.clean .PHONY: pdf.clean
pdf.clean: pdf.clean:
@cd $(SRCDIR) && \ @$(NX) run paper:clean
$(LATEXMK) -C -jobname=$(JOBNAME) -outdir=../$(BUILDDIR) || true
rm -rf paper/$(BUILDDIR)/* .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: pdf.defense
pdf.defense:
@cd paper/defense && pdflatex -interaction=nonstopmode defense.tex && pdflatex -interaction=nonstopmode defense.tex
.PHONY: pdf.defense.html
pdf.defense.html:
@bash paper/defense/build_html.sh
.PHONY: test.backend .PHONY: test.backend
test.backend: $(VENV) test.backend:
$(PYTEST) -v @$(NX) run research:test
.PHONY: test.e2e .PHONY: test.e2e
test.e2e: test.e2e:
@cd tests/e2e && npm install @$(NX) run e2e:test
@cd tests/e2e && npx playwright install chromium
@test -f tests/e2e/.env || cp tests/e2e/.env.example tests/e2e/.env
@timeout 30 bash -c 'until curl -sf http://localhost:5000/health > /dev/null 2>&1; do sleep 1; done' || (echo "Backend not ready" && exit 1)
@timeout 30 bash -c 'until curl -sf http://localhost:3000 > /dev/null 2>&1; do sleep 1; done' || (echo "Web app not ready" && exit 1)
@timeout 30 bash -c 'until curl -sf http://localhost:8085/health > /dev/null 2>&1; do sleep 1; done' || (echo "Airflow not ready" && exit 1)
@cd tests/e2e && npm test
.PHONY: test.all .PHONY: test.all
test.all: test.backend test.e2e test.all:
@$(NX) run-many -t test --projects=research,e2e --parallel=1
.PHONY: web.dev .PHONY: web.dev
web.dev: web.dev:
@cd web && npm install && npm run dev @$(NX) run web:dev
$(VENV): $(VENV):
python3 -m venv $(VENV) python3 -m venv $(VENV)
$(PIP) install --upgrade pip $(PIP) install --upgrade pip
.PHONY: install .PHONY: install
install: $(VENV) install:
$(PIP) install -r requirements.txt @$(NX) run research:install
.PHONY: train .PHONY: train
train: install train:
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1) @WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" LOCAL_TRAIN_ARGS="$(LOCAL_TRAIN_ARGS)" $(NX) run research:train
@$(SWEEP_ENV_LOAD); WANDB_API_KEY="$$WANDB_API_KEY" WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" \
$(PYTHON) -m engine.train $(LOCAL_TRAIN_ARGS) .PHONY: benchmark
benchmark:
@WANDB_ENTITY="$(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)" $(NX) run research:benchmark-agent
.PHONY: train.agent .PHONY: train.agent
train.agent: install train.agent:
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1) @WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" SWEEP_ID="$(SWEEP_ID)" AGENT_COUNT="$(AGENT_COUNT)" $(NX) run research:train-agent
@test -n "$(SWEEP_ID)" || (echo "SWEEP_ID required, e.g. SWEEP_ID=entity/project/id" && exit 1)
@$(SWEEP_ENV_LOAD); WANDB_API_KEY="$$WANDB_API_KEY" WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" \
$(PYTHON) -m engine.train --sweep-agent --sweep-id "$(SWEEP_ID)" \
$(if $(filter-out 0,$(AGENT_COUNT)),--count $(AGENT_COUNT),)
.PHONY: train.bootstrap .PHONY: train.bootstrap
train.bootstrap: train.bootstrap:
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1) @WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" REPO_URL="$(REPO_URL)" BRANCH="$(BRANCH)" WORKDIR="$(WORKDIR)" SWEEP_ID="$(SWEEP_ID)" AGENT_COUNT="$(AGENT_COUNT)" AGENT_LOOP="$(AGENT_LOOP)" RETRY_SECONDS="$(RETRY_SECONDS)" $(NX) run research:train-bootstrap
@$(SWEEP_ENV_LOAD); test -n "$$GITHUB_TOKEN" || (echo "GITHUB_TOKEN required — set it in $(SWEEP_ENV_FILE)" && exit 1)
@test -n "$(REPO_URL)" || (echo "REPO_URL required, e.g. REPO_URL=https://github.com/org/repo.git" && exit 1) .PHONY: tpu.ray.bootstrap tpu.ray.deps tpu.ray.verify tpu.ray.teardown
@test -n "$(SWEEP_ID)" || (echo "SWEEP_ID required, e.g. SWEEP_ID=entity/project/id" && exit 1) tpu.ray.bootstrap:
@$(SWEEP_ENV_LOAD); \ @TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-bootstrap
WANDB_API_KEY="$$WANDB_API_KEY" \
WANDB_ENTITY="$(WANDB_ENTITY)" \ tpu.ray.deps:
WANDB_PROJECT="$(WANDB_PROJECT)" \ @TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-deps
GITHUB_TOKEN="$$GITHUB_TOKEN" \
REPO_URL="$(REPO_URL)" \ tpu.ray.verify:
BRANCH="$(BRANCH)" \ @TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-verify
WORKDIR="$(WORKDIR)" \
SWEEP_ID="$(SWEEP_ID)" \ tpu.ray.teardown:
AGENT_COUNT="$(AGENT_COUNT)" \ @TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-teardown
AGENT_LOOP="$(AGENT_LOOP)" \
RETRY_SECONDS="$(RETRY_SECONDS)" \ .PHONY: data.pull data.push
bash scripts/wandb_agent_bootstrap.sh data.pull:
python scripts/hf_data.py pull
data.push:
python scripts/hf_data.py push
.PHONY: data.whoclicked.publish
data.whoclicked.publish:
@HF_TOKEN="$(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 .PHONY: stats.lines
stats.lines: stats.lines:
@find . \( -path '*/node_modules' -o -path '*/.venv' -o -path '*/venv' \) -prune -o \ @$(NX) run research:stats
\( -name "*.ts" -o -name "*.py" \) -type f -print0 | xargs -0 cat | wc -l
.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
$(DOCS_PIP) install -r docs/requirements.txt
.PHONY: wordcount .PHONY: wordcount
wordcount: wordcount:
@echo "Counting words in main text (excluding appendix)..." @$(NX) run paper:wordcount
@texcount -nosub -total -sum -1 \
$(SRCDIR)/chapters/01-intro.tex \
$(SRCDIR)/chapters/02-literature-review.tex \
$(SRCDIR)/chapters/03-methodology.tex \
$(SRCDIR)/chapters/04-results.tex \
$(SRCDIR)/chapters/05-discussion.tex \
$(SRCDIR)/chapters/06-conclusion.tex
.PHONY: docker.train.publish .PHONY: docker.train.publish
docker.train.publish: docker.train.publish:
docker build -f docker/Trainer.dockerfile --target gpu -t $(TRAIN_IMAGE_REF):gpu-latest . @TRAIN_IMAGE_REF="$(TRAIN_IMAGE_REF)" $(NX) run research:docker-train-publish
docker push $(TRAIN_IMAGE_REF):gpu-latest
docker build -f docker/Trainer.dockerfile --target tpu -t $(TRAIN_IMAGE_REF):tpu-latest .
docker push $(TRAIN_IMAGE_REF):tpu-latest
.PHONY: train.tpu.pod .PHONY: backend.server backend.provider backend.worker platform.up platform.down platform.logs
train.tpu.pod: backend.server:
@test -n "$(TPU_NAME)" || (echo "TPU_NAME required, e.g. TPU_NAME=TPUlong" && exit 1) @$(NX) run backend-server:dev
@test -n "$(SWEEP_ID)" || (echo "SWEEP_ID required, e.g. SWEEP_ID=entity/project/id" && exit 1)
@$(SWEEP_ENV_LOAD); test -n "$$WANDB_API_KEY" || (echo "WANDB_API_KEY required — set it in $(SWEEP_ENV_FILE)" && exit 1) backend.provider:
gcloud compute tpus tpu-vm scp scripts/tpu_pod_run.sh $(TPU_NAME):/tmp/tpu_pod_run.sh \ @$(NX) run pricing-provider:dev
--zone=$(TPU_ZONE) --project=phantom-trc --worker=all
@$(SWEEP_ENV_LOAD); \ backend.worker:
gcloud compute tpus tpu-vm ssh $(TPU_NAME) \ @$(NX) run backend-worker:dev
--zone=$(TPU_ZONE) --project=phantom-trc --worker=all \
--command="WANDB_API_KEY='$$WANDB_API_KEY' SWEEP_ID='$(SWEEP_ID)' AGENT_COUNT='$(AGENT_COUNT)' sh /tmp/tpu_pod_run.sh" platform.up:
@$(NX) run platform:up
platform.down:
@$(NX) run platform:down
platform.logs:
@$(NX) run platform:logs
.PHONY: pdf clean watch run.webapp test count-lines all .PHONY: pdf clean watch run.webapp test count-lines all
pdf: pdf.build pdf:
clean: pdf.clean @$(NX) run paper:build
watch: pdf.watch
run.webapp: web.dev clean:
test: test.backend @$(NX) run paper:clean
count-lines: stats.lines
all: pdf.build watch:
@$(NX) run paper:watch
run.webapp:
@$(NX) run web:dev
test:
@$(NX) run research:test
count-lines:
@$(NX) run research:stats
# Default artifact set for this repo: thesis PDF (same as pdf).
all: pdf
.PHONY: manim.defense manim.defense.hq manim.render manim.render.full manim.render.poster manim.render.appendix manim.render.all
# Main defense reel (paper/defense/manim/render_defense); uses paper/defense/.venv when present
manim.defense:
@cd paper/defense/manim && ./render_defense full
manim.defense.hq:
@cd paper/defense/manim && ./render_defense full --quality qh
manim.render:
@$(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

250
README.md
View File

@@ -1,94 +1,170 @@
<img width="200" align="left" src="https://github.com/user-attachments/assets/d148b00d-e9f9-4280-89cc-0cc866e17251" /> <!-- <p align="center"> -->
<!-- <img width="180" src="https://github.com/user-attachments/assets/d148b00d-e9f9-4280-89cc-0cc866e17251" alt="PHANTOM logo" /> -->
<!-- </p> -->
### PHANTOM ![](./banner.png)
[![Build PDF](https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml/badge.svg)](https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml) 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.
[![Paper](https://img.shields.io/badge/Paper-PDF-red?logo=adobe-acrobat-reader)](https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf)
[![TPU Research Cloud](https://img.shields.io/badge/TPU%20Research%20Cloud-TRC%20supported-4285F4?logo=googlecloud&logoColor=white)](https://sites.research.google/trc/faq/)
[![Vercel Deploy](https://deploy-badge.vercel.app/?url=https://phantom-hotel.vercel.app&name=Hotel)](https://phantom-hotel.vercel.app)
[![Vercel Deploy](https://deploy-badge.vercel.app/?url=https://phantom-airline.vercel.app&name=Airline)](https://phantom-airline.vercel.app)
<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>
**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 ```mermaid
mindmap flowchart LR
PHANTOM((PHANTOM Project)) U[Human / Agent Browser] --> W[Next.js Web App]
North Star W -->|Price requests| P[Pricing Provider]
Study how automated actors change markets W -->|Interaction events| B[Backend Ingest API]
Build an experimentation platform for real-world-like commerce B --> K[Kafka]
Two-loop learning system K --> A[Airflow + Worker Jobs]
Online observation loop A --> R[Redis Model Registry]
Offline "defense gym" loop P -->|Session/global prices| W
Core Economic Questions E[Research Engine + Experiments] --> A
Price Discovery E --> R
How prices respond to demand signals
How signal quality changes with bots/agents
Demand & Elasticity
Shifts in willingness-to-pay
Short-run vs long-run elasticity
Market Efficiency & Welfare
Consumer surplus vs producer surplus
Deadweight loss from frictions/manipulation
Price Discrimination & Segmentation
Behavioral feature-based segmentation
Fairness vs profitability tradeoffs
Information Asymmetry
Agents amplify search and arbitrage
Sellers infer more about buyers; buyers infer more about sellers
Strategic Interaction
Consumers vs firms vs agents
Feedback loops: policy ↔ behavior ↔ price
Market Power & Competition
Algorithmic pricing as competitive tool
Risks: tacit coordination / "algorithmic collusion"
Externalities
Congestion and attention costs
Spillovers: one segments behavior affects others prices
System-Level View
Participants
Humans
Agents (automated buyers/actors)
Firms (pricing decision-makers)
Platform (measurement + control layer)
Markets Simulated
Repeated transactions
Limited inventory / capacity constraints (conceptually)
Time dynamics (learning over time)
Interventions
Pricing policies
Experiment assignment / randomized exposure
Agent behavioral policies (task-driven)
Measurement & Causal Inference
What is observed
Actions (search, click, purchase intent)
Context (product attributes, time, exposure)
Outcomes (conversion, revenue, churn proxies)
Identification strategy
A/B tests and randomization
Counterfactual baselines
Robustness checks (offline replay)
Key metrics
Revenue / profit proxies
Conversion & bounce
Price volatility / stability
Welfare proxies (e.g., dispersion, access)
Risk, Governance, and Ethics
Manipulation & Integrity
Bot-driven demand distortion
Measurement contamination
Fairness & Transparency
Differential pricing concerns
Explainability and auditability
Safety Constraints
Guardrails on price moves
Monitoring for runaway feedback loops
Outputs
Insights
When do agents raise/lower prices via behavior shifts?
Which market designs are robust to automation?
Defenses
Agent-aware pricing policies (robust control)
Detection + mitigation strategies (feature-level separability)
Platform Value
Reusable testbed for market + AI-agent research
``` ```
## 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.

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SETUP.md Normal file
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# 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 KappaLambda** 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 scripts `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 45 (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 45** |
---
## 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.

View File

@@ -1,6 +0,0 @@
64 spot Cloud TPU v6e chips in zone europe-west4-a
32 spot Cloud TPU v4 chips in zone us-central2-b
64 spot Cloud TPU v5e chips in zone us-central1-a
64 spot Cloud TPU v6e chips in zone us-east1-d
32 on-demand Cloud TPU v4 chips in zone us-central2-b
64 spot Cloud TPU v5e chips in zone europe-west4-b

View File

@@ -1,22 +0,0 @@
# 32 spot Cloud TPU v4 chips in zone us-central2-b
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv4s32spotUC2B
export TPU_NAME=tpu-v4-32-uc2b-spot
export ZONE=us-central2-b
export ACCELERATOR_TYPE=v4-32
export RUNTIME_VERSION=v2-alpha-tpuv4
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

View File

@@ -1,13 +0,0 @@
# 32 on-demand Cloud TPU v4 chips in zone us-central2-b
export PROJECT_ID=phantom-trc
export QR_NAME=TPUlong
export ZONE=us-central2-b
export ACCELERATOR_TYPE=v4-32
export RUNTIME_VERSION=v2-alpha-tpuv4
#gcloud compute tpus tpu-vm create ${TPU_NAME} --zone=${ZONE} --project=${PROJECT_ID} --accelerator-type=${ACCELERATOR_TYPE} --version=${RUNTIME_VERSION}
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION}

View File

@@ -1,22 +0,0 @@
# 64 spot Cloud TPU v5e chips in zone europe-west4-b
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv5e64spotEW4B
export TPU_NAME=tpu-v5e-64-ew4b
export ZONE=europe-west4-b
export ACCELERATOR_TYPE=v5e-64
export RUNTIME_VERSION=v2-alpha-tpuv5-lite
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

View File

@@ -1,22 +0,0 @@
# 64 spot Cloud TPU v5e chips in zone us-central1-a
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv5e64spotUC1A
export TPU_NAME=tpu-v5e-64-uc1a
export ZONE=us-central1-a
export ACCELERATOR_TYPE=v5e-64
export RUNTIME_VERSION=v2-alpha-tpuv5-lite
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

View File

@@ -1,22 +0,0 @@
# 64 spot Cloud TPU v6e chips in zone europe-west4-a
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv6e64spotEW4A
export TPU_NAME=tpu-v6e-64-ew4a
export ZONE=europe-west4-a
export ACCELERATOR_TYPE=v6e-64
export RUNTIME_VERSION=v2-alpha-tpuv6e
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

View File

@@ -1,22 +0,0 @@
# 64 spot Cloud TPU v6e chips in zone us-east1-d
export PROJECT_ID=phantom-trc
export QR_NAME=TPUv6e64spotUE1D
export TPU_NAME=tpu-v6e-64-ue1d
export ZONE=us-east1-d
export ACCELERATOR_TYPE=v6e-64
export RUNTIME_VERSION=v2-alpha-tpuv6e
gcloud compute tpus tpu-vm create ${TPU_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--accelerator-type=${ACCELERATOR_TYPE} \
--version=${RUNTIME_VERSION} \
--spot \
|| \
gcloud compute tpus queued-resources create ${QR_NAME} \
--project=${PROJECT_ID} \
--zone=${ZONE} \
--node-id=${TPU_NAME} \
--accelerator-type=${ACCELERATOR_TYPE} \
--runtime-version=${RUNTIME_VERSION} \
--spot

33
backend/project.json Normal file
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@@ -0,0 +1,33 @@
{
"$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"
]
}

View File

@@ -0,0 +1,39 @@
{
"$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"
]
}

View File

@@ -0,0 +1,39 @@
{
"$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"
]
}

View File

@@ -1,6 +1,6 @@
fastapi==0.104.1 fastapi>=0.135,<0.136
uvicorn[standard]==0.24.0 uvicorn[standard]>=0.41,<0.42
kafka-python==2.0.2 kafka-python>=2.3,<2.4
pydantic==2.5.0 pydantic>=2.12,<3
python-dotenv==1.0.0 python-dotenv>=1.0,<2
supabase==2.9.1 supabase>=2.28,<3

View File

@@ -0,0 +1,39 @@
{
"$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"
]
}

View File

@@ -0,0 +1,3 @@
celery>=5.3,<6
python-dotenv>=1.0.0
redis>=5.0.0

BIN
banner.png Normal file

Binary file not shown.

After

Width:  |  Height:  |  Size: 157 KiB

View File

@@ -1,4 +1,23 @@
services: 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: tensorboard-rl:
image: tensorflow/tensorflow:latest image: tensorflow/tensorflow:latest
container_name: "PHANTOM-tensorboard-rl" container_name: "PHANTOM-tensorboard-rl"

View File

@@ -0,0 +1,112 @@
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"]

View File

@@ -7,36 +7,9 @@ WORKDIR /app
COPY docker/trainer.requirements.txt /tmp/requirements.txt COPY docker/trainer.requirements.txt /tmp/requirements.txt
RUN pip install --no-cache-dir -r /tmp/requirements.txt RUN pip install --no-cache-dir -r /tmp/requirements.txt
# Optional for JAX-on-GPU workflows.
ARG INSTALL_JAX_GPU=false
RUN if [ "${INSTALL_JAX_GPU}" = "true" ]; then \
pip install --no-cache-dir "jax[cuda12]==0.4.30" -f https://storage.googleapis.com/jax-releases/jax_cuda_releases.html; \
fi
COPY --chmod=755 docker/trainer-agent-entrypoint.sh /usr/local/bin/trainer-agent-entrypoint COPY --chmod=755 docker/trainer-agent-entrypoint.sh /usr/local/bin/trainer-agent-entrypoint
COPY engine /app/engine COPY engine /app/engine
ENV PYTHONPATH=/app \ ENV PYTHONPATH=/app
XLA_PYTHON_CLIENT_PREALLOCATE=false
ENTRYPOINT ["/usr/local/bin/trainer-agent-entrypoint"]
FROM python:3.11-slim AS tpu
WORKDIR /app
COPY docker/trainer.requirements.txt /tmp/requirements.txt
RUN pip install --no-cache-dir -r /tmp/requirements.txt
RUN pip install --no-cache-dir "jax[tpu]==0.4.30" -f https://storage.googleapis.com/jax-releases/libtpu_releases.html
COPY --chmod=755 docker/trainer-agent-entrypoint.sh /usr/local/bin/trainer-agent-entrypoint
COPY engine /app/engine
ENV PYTHONPATH=/app \
PHANTOM_USE_JAX=1 \
PHANTOM_DEFAULT_AGENT_ARGS="--jax" \
XLA_PYTHON_CLIENT_PREALLOCATE=false
ENTRYPOINT ["/usr/local/bin/trainer-agent-entrypoint"] ENTRYPOINT ["/usr/local/bin/trainer-agent-entrypoint"]

View File

@@ -5,9 +5,3 @@ gymnasium>=0.29.0
stable-baselines3>=2.2.0 stable-baselines3>=2.2.0
tensorboard>=2.15.0 tensorboard>=2.15.0
wandb>=0.17.0 wandb>=0.17.0
tensorflow-probability==0.24.0
flax==0.10.7
optax==0.2.7
distrax==0.1.5
orbax-checkpoint==0.11.32
chex==0.1.90

View File

@@ -17,8 +17,8 @@
<meta property="og:site_name" content="PHANTOM Research"> <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: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: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="TODO"> <meta property="og:url" content="https://velocitatem.github.io/PHANTOM/">
<meta property="og:image" content="TODO"> <meta property="og:image" content="https://raw.githubusercontent.com/velocitatem/PHANTOM/main/docs/static/images/carousel1.jpg">
<meta property="og:image:width" content="1200"> <meta property="og:image:width" content="1200">
<meta property="og:image:height" content="630"> <meta property="og:image:height" content="630">
<meta property="og:image:alt" content="PHANTOM Research Preview"> <meta property="og:image:alt" content="PHANTOM Research Preview">
@@ -30,17 +30,12 @@
<!-- Twitter --> <!-- Twitter -->
<meta name="twitter:card" content="summary_large_image"> <meta name="twitter:card" content="summary_large_image">
<!-- TODO: Replace with your lab/institution Twitter handle --> <meta name="twitter:site" content="@velocitatem">
<meta name="twitter:site" content="@YOUR_TWITTER_HANDLE"> <meta name="twitter:creator" content="@velocitatem">
<!-- TODO: Replace with first author's Twitter handle --> <meta name="twitter:title" content="PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms">
<meta name="twitter:creator" content="@AUTHOR_TWITTER_HANDLE"> <meta name="twitter:description" content="A thesis project on defending dynamic pricing against LLM-driven reconnaissance and transaction orchestration.">
<!-- TODO: Same as paper title above --> <meta name="twitter:image" content="https://raw.githubusercontent.com/velocitatem/PHANTOM/main/docs/static/images/carousel1.jpg">
<meta name="twitter:title" content="PAPER_TITLE"> <meta name="twitter:image:alt" content="PHANTOM research visual">
<!-- 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 --> <!-- Academic/Research Specific -->
<meta name="citation_title" content="Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms"> <meta name="citation_title" content="Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms">
@@ -50,14 +45,12 @@
<meta name="citation_pdf_url" content="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf"> <meta name="citation_pdf_url" content="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf">
<!-- Additional SEO --> <!-- Additional SEO -->
<meta name="theme-color" content="#2563eb"> <meta name="theme-color" content="#1f2a38">
<meta name="msapplication-TileColor" content="#2563eb"> <meta name="msapplication-TileColor" content="#1f2a38">
<meta name="apple-mobile-web-app-capable" content="yes"> <meta name="apple-mobile-web-app-capable" content="yes">
<meta name="apple-mobile-web-app-status-bar-style" content="default"> <meta name="apple-mobile-web-app-status-bar-style" content="default">
<!-- Preconnect for performance --> <!-- 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://ajax.googleapis.com">
<link rel="preconnect" href="https://documentcloud.adobe.com"> <link rel="preconnect" href="https://documentcloud.adobe.com">
<link rel="preconnect" href="https://cdn.jsdelivr.net"> <link rel="preconnect" href="https://cdn.jsdelivr.net">
@@ -66,12 +59,19 @@
<title>PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms - Daniel Rösel | Academic Research</title> <title>PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms - Daniel Rösel | Academic Research</title>
<!-- Favicon and App Icons --> <!-- Favicon and App Icons -->
<link rel="icon" type="image/svg+xml" href="static/images/favicon.svg">
<link rel="icon" type="image/x-icon" href="static/images/favicon.ico"> <link rel="icon" type="image/x-icon" href="static/images/favicon.ico">
<link rel="apple-touch-icon" href="static/images/favicon.ico"> <link rel="apple-touch-icon" href="static/images/apple-touch-icon.png">
<!-- Critical CSS - Load synchronously --> <!-- Critical CSS - Load synchronously -->
<link rel="stylesheet" href="static/css/bulma.min.css"> <link rel="stylesheet" href="static/css/bulma.min.css">
<link rel="stylesheet" href="static/css/index.css"> <link rel="stylesheet" href="static/css/index.css">
<link rel="stylesheet" href="static/css/defense-theme.css">
<!-- Defense-style monospace tagline font -->
<link rel="preconnect" href="https://fonts.googleapis.com">
<link rel="preconnect" href="https://fonts.gstatic.com" crossorigin>
<link href="https://fonts.googleapis.com/css2?family=IBM+Plex+Mono:wght@400;500;600;700&display=swap" rel="stylesheet">
<!-- Non-critical CSS - Load asynchronously --> <!-- Non-critical CSS - Load asynchronously -->
<link rel="preload" href="static/css/bulma-carousel.min.css" as="style" onload="this.onload=null;this.rel='stylesheet'"> <link rel="preload" href="static/css/bulma-carousel.min.css" as="style" onload="this.onload=null;this.rel='stylesheet'">
@@ -87,9 +87,6 @@
<link rel="stylesheet" href="https://cdn.jsdelivr.net/gh/jpswalsh/academicons@1/css/academicons.min.css"> <link rel="stylesheet" href="https://cdn.jsdelivr.net/gh/jpswalsh/academicons@1/css/academicons.min.css">
</noscript> </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 --> <!-- 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://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> <script defer src="https://documentcloud.adobe.com/view-sdk/main.js"></script>
@@ -103,50 +100,42 @@
{ {
"@context": "https://schema.org", "@context": "https://schema.org",
"@type": "ScholarlyArticle", "@type": "ScholarlyArticle",
"headline": "PAPER_TITLE", "headline": "PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms",
"description": "BRIEF_DESCRIPTION_OF_YOUR_RESEARCH_CONTRIBUTION_AND_FINDINGS", "description": "Research on preserving dynamic pricing integrity under LLM-mediated reconnaissance and purchasing behavior.",
"author": [ "author": [
{ {
"@type": "Person", "@type": "Person",
"name": "FIRST_AUTHOR_NAME", "name": "Daniel Rösel",
"affiliation": { "affiliation": {
"@type": "Organization", "@type": "Organization",
"name": "INSTITUTION_NAME" "name": "IE University"
}
},
{
"@type": "Person",
"name": "SECOND_AUTHOR_NAME",
"affiliation": {
"@type": "Organization",
"name": "INSTITUTION_NAME"
} }
} }
], ],
"datePublished": "2024-01-01", "datePublished": "2025-01-01",
"publisher": { "publisher": {
"@type": "Organization", "@type": "Organization",
"name": "CONFERENCE_OR_JOURNAL_NAME" "name": "IE University"
}, },
"url": "https://YOUR_DOMAIN.com/YOUR_PROJECT_PAGE", "url": "https://velocitatem.github.io/PHANTOM/",
"image": "https://YOUR_DOMAIN.com/static/images/social_preview.png", "image": "https://raw.githubusercontent.com/velocitatem/PHANTOM/main/docs/static/images/carousel1.jpg",
"keywords": ["KEYWORD1", "KEYWORD2", "KEYWORD3", "machine learning", "computer vision"], "keywords": ["dynamic pricing", "llm agents", "e-commerce", "distributionally robust optimization", "reinforcement learning"],
"abstract": "FULL_ABSTRACT_TEXT_HERE", "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": "BIBTEX_CITATION_HERE", "citation": "Rösel, Daniel. PHANTOM: Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms. IE University, 2025.",
"isAccessibleForFree": true, "isAccessibleForFree": true,
"license": "https://creativecommons.org/licenses/by/4.0/", "license": "https://creativecommons.org/licenses/by/4.0/",
"mainEntity": { "mainEntity": {
"@type": "WebPage", "@type": "WebPage",
"@id": "https://YOUR_DOMAIN.com/YOUR_PROJECT_PAGE" "@id": "https://velocitatem.github.io/PHANTOM/"
}, },
"about": [ "about": [
{ {
"@type": "Thing", "@type": "Thing",
"name": "RESEARCH_AREA_1" "name": "Dynamic Pricing"
}, },
{ {
"@type": "Thing", "@type": "Thing",
"name": "RESEARCH_AREA_2" "name": "Agent Behavior Modeling"
} }
] ]
} }
@@ -158,8 +147,7 @@
"@context": "https://schema.org", "@context": "https://schema.org",
"@type": "Organization", "@type": "Organization",
"name": "IE University", "name": "IE University",
"url": "https://www.ie.edu", "url": "https://www.ie.edu"
"logo": "TODO"
} }
</script> </script>
</head> </head>
@@ -173,45 +161,80 @@
<!-- More Works Dropdown --> <!-- More Works Dropdown -->
<div class="more-works-container"> <div class="more-works-container">
<button class="more-works-btn" onclick="toggleMoreWorks()" title="View More Works from Our Lab"> <button class="more-works-btn" onclick="toggleMoreWorks()" title="View project links and artifacts">
<i class="fas fa-flask"></i> <i class="fas fa-flask"></i>
More Works Project Links
<i class="fas fa-chevron-down dropdown-arrow"></i> <i class="fas fa-chevron-down dropdown-arrow"></i>
</button> </button>
<div class="more-works-dropdown" id="moreWorksDropdown"> <div class="more-works-dropdown" id="moreWorksDropdown">
<div class="dropdown-header"> <div class="dropdown-header">
<h4>More Works from Our Lab</h4> <h4>Project Links</h4>
<button class="close-btn" onclick="toggleMoreWorks()"> <button class="close-btn" onclick="toggleMoreWorks()">
<i class="fas fa-times"></i> <i class="fas fa-times"></i>
</button> </button>
</div> </div>
<div class="works-list"> <div class="works-list">
<!-- TODO: Replace with your lab's related works --> <a href="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" class="work-item" target="_blank">
<a href="https://arxiv.org/abs/PAPER_ID_1" class="work-item" target="_blank">
<div class="work-info"> <div class="work-info">
<!-- TODO: Replace with actual paper title --> <h5>Thesis PDF</h5>
<h5>Paper Title 1</h5> <p>Latest public build of the full thesis document.</p>
<!-- TODO: Replace with brief description --> <span class="work-venue">IE University, 2025</span>
<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> </div>
<i class="fas fa-external-link-alt"></i> <i class="fas fa-external-link-alt"></i>
</a> </a>
<!-- TODO: Add more related works or remove extra items --> <a href="https://github.com/velocitatem/PHANTOM" class="work-item" target="_blank">
<a href="https://arxiv.org/abs/PAPER_ID_2" class="work-item" target="_blank">
<div class="work-info"> <div class="work-info">
<h5>Paper Title 2</h5> <h5>PHANTOM Repository</h5>
<p>Brief description of the work and its main contribution.</p> <p>Monorepo with paper source, platform code, and experiments.</p>
<span class="work-venue">Conference/Journal 2023</span> <span class="work-venue">Open Source</span>
</div> </div>
<i class="fas fa-external-link-alt"></i> <i class="fas fa-external-link-alt"></i>
</a> </a>
<a href="https://arxiv.org/abs/PAPER_ID_3" class="work-item" target="_blank"> <a href="documentation/" class="work-item">
<div class="work-info"> <div class="work-info">
<h5>Paper Title 3</h5> <h5>Documentation</h5>
<p>Brief description of the work and its main contribution.</p> <p>Operator setup, configuration, architecture, and research pipeline (MkDocs).</p>
<span class="work-venue">Conference/Journal 2023</span> <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>
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<i class="fas fa-external-link-alt"></i> <i class="fas fa-external-link-alt"></i>
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@@ -220,104 +243,112 @@
</div> </div>
<main id="main-content"> <main id="main-content">
<section class="hero"> <section class="hero defense-cover" id="top">
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<div class="columns is-centered"> <div class="defense-hero-grid">
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<h1 class="title is-1 publication-title">Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms</h1> <p class="defense-kicker">IE University Bachelor's Thesis · 2025</p>
<div class="is-size-5 publication-authors"> <h1 class="title publication-title defense-title">PHANTOM</h1>
<span class="author-block"> <p class="defense-subtitle">Revenue management in the age of <span class="mark">AI agents</span>.</p>
<a href="https://alves.world" target="_blank">Daniel Rösel</a></span>
</div>
<div class="is-size-5 publication-authors"> <div class="defense-chip-row" aria-label="Core thesis dimensions">
<span class="author-block">IE University<br>Bachelor's Thesis 2025</span> <span class="defense-chip">Private Valuation</span>
<span class="eql-cntrb"><small><br>Advisor: Alberto Martín Izquierdo</small></span> <span class="defense-chip">True Demand</span>
</div> <span class="defense-chip">Constraints</span>
</div>
<div class="column has-text-centered"> <div class="defense-meta-card" aria-label="Project authorship">
<div class="publication-links"> <span>Written by Daniel Rösel</span>
<span class="link-block"> <span class="dot" aria-hidden="true"></span>
<a href="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" target="_blank" <span>Advised by Alberto Martín Izquierdo</span>
class="external-link button is-normal is-rounded is-dark"> </div>
<span class="icon">
<i class="fas fa-file-pdf"></i>
</span>
<span>Paper</span>
</a>
</span>
<!-- TODO: Add your supplementary material PDF or remove this section --> <div class="defense-links publication-links" aria-label="Project links">
<span class="link-block"> <a href="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" target="_blank" class="external-link button is-normal is-rounded is-dark">
<a href="static/pdfs/supplementary_material.pdf" target="_blank" <span class="icon"><i class="fas fa-file-pdf"></i></span>
class="external-link button is-normal is-rounded is-dark"> <span>Thesis</span>
<span class="icon"> </a>
<i class="fas fa-file-pdf"></i> <a href="https://github.com/velocitatem/PHANTOM" target="_blank" class="external-link button is-normal is-rounded is-dark">
</span> <span class="icon"><i class="fab fa-github"></i></span>
<span>Supplementary</span> <span>Code</span>
</a> </a>
</span> <a href="https://huggingface.co/datasets/velocitatem/whoclickedit" target="_blank" class="external-link button is-normal is-rounded is-dark">
<span class="icon"><i class="fas fa-database"></i></span>
<span>Dataset</span>
</a>
<a href="documentation/" class="external-link button is-normal is-rounded is-light-outline">
<span class="icon"><i class="fas fa-book"></i></span>
<span>Docs</span>
</a>
</div>
<span class="link-block"> <p class="tpu-credit">Powered by <span class="accent">Google</span> TPU Research Cloud.</p>
<a href="https://github.com/velocitatem/PHANTOM" target="_blank" </div>
class="external-link button is-normal is-rounded is-dark">
<span class="icon">
<i class="fab fa-github"></i>
</span>
<span>Code</span>
</a>
</span>
<!-- TODO: Update with your arXiv paper ID --> <div class="defense-visual" aria-hidden="true">
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<a href="https://arxiv.org/abs/<ARXIV PAPER ID>" target="_blank" <div class="defense-art-stack">
class="external-link button is-normal is-rounded is-dark"> <img class="agent-art" src="static/images/agent.svg" alt="" loading="eager">
<span class="icon"> <span class="mini-token"><i class="fas fa-dollar-sign"></i></span>
<i class="ai ai-arxiv"></i> <span class="mini-token"><i class="fas fa-wave-square"></i></span>
</span> <span class="mini-token"><i class="fas fa-shield-alt"></i></span>
<span>arXiv</span> </div>
</a>
</span>
</div> </div>
</div> </div>
</div> </div>
</div> </div>
</div> </div>
</section>
<section class="defense-overview-strip" aria-label="PHANTOM defense overview">
<div class="container is-max-desktop">
<div class="defense-overview-grid">
<article class="defense-overview-card">
<span class="num">01</span>
<h3>The vulnerability</h3>
<p>Repeated agent price queries collapse the Cost of Information that dynamic pricing depends on.</p>
</article>
<article class="defense-overview-card">
<span class="num">02</span>
<h3>The signal</h3>
<p>Human and agent sessions separate through transition-kernel behavior, not brittle bot flags.</p>
</article>
<article class="defense-overview-card">
<span class="num">03</span>
<h3>The defense</h3>
<p>Distributionally robust RL preserves pricing power under contaminated demand.</p>
</article>
</div>
</div>
</section>
<section class="hero teaser defense-teaser">
<div class="container is-max-desktop">
<div class="hero-body">
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<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';"/>
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<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>
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<!-- Paper abstract --> <!-- Paper abstract -->
<section class="section hero is-light"> <section class="section hero is-light">
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<h2 class="title is-3">Abstract</h2> <h2 class="title is-3">The thesis, compressed.</h2>
<div class="content has-text-justified"> <div class="content has-text-justified">
<p> <p>
This research establishes the following contributions: definition and formalization of non-human transactors in e-commerce platforms, development of a testing-ground for capturing the behavioral essence of these transactors across a large variety of digital systems, construction of a discriminative model to prove separability as a strong learner for downstream mitigation of contamination by non-human entities, translation of such learned separability into existing dynamic pricing machine learning loops, and establishment of a high-level KPI-affecting causal effect and cost-saving framework for the future of internet commerce in the presence of such non-human learners. 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>
<p> <p>
This work develops behavioral signature models using recommendation system techniques to profile session-level interaction, temporal engagement, and cross-session correlation. The AI Agent market is forecasted to grow from around USD 5-8 billion in 2025 to USD 42-52 billion by 2030, raising the question of how these systems should be designed for future robustness and how to maintain a competitive edge in the analytical components of e-commerce platforms. 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 (MannWhitney <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.
</p> </p>
</div> </div>
</div> </div>
@@ -327,102 +358,148 @@
<!-- End paper abstract --> <!-- End paper abstract -->
<!-- Defense-styled: new interaction environment (actor triptych) -->
<section class="section defense-block">
<div class="container is-max-desktop">
<h2 class="defense-heading">New interaction environment of <span class="mark">future commerce</span>.</h2>
<div class="actor-grid">
<div class="actor-card">
<div class="actor-art">
<img src="static/images/human.svg" alt="Isometric illustration of a human user as a cube character" loading="lazy" />
</div>
<h3>Users</h3>
<p>Have new needs and <strong>means of research</strong> &amp; acquisition.</p>
</div>
<div class="actor-card">
<div class="actor-art">
<img src="static/images/agent.svg" alt="Isometric illustration of an LLM agent depicted as a cube robot" loading="lazy" />
</div>
<h3>Agents</h3>
<p>Use browsers (C/BUA) to look human and create <strong>clean sessions</strong>.</p>
</div>
<div class="actor-card">
<div class="actor-art">
<div class="actor-icon" aria-hidden="true"><i class="fas fa-store"></i></div>
</div>
<h3>Platforms</h3>
<p>Run <strong>standard pricing</strong> algorithms and experience revenue loss.</p>
</div>
</div>
</div>
</section>
<!-- End actor triptych -->
<!-- Defense-styled: COI vulnerability -->
<section class="section">
<div class="container is-max-desktop">
<h2 class="defense-heading">When agents can repeatedly query prices, realizable <span class="underline">markup disappears</span>.</h2>
<div class="coi-equation">
<div class="formula">COI = <em>E</em>[P] &minus; <u>p</u></div>
<p class="caption">Cost of Information &mdash; the expected premium dynamic pricing earns over the reservation price &mdash; collapses to zero as the number of independent querying agents grows.</p>
</div>
</div>
</section>
<!-- End COI vulnerability -->
<section class="section defense-method-section">
<div class="container is-max-desktop">
<h2 class="defense-heading">We study behavior, convert it into a control signal, and train a pricing policy that survives contamination.</h2>
<div class="defense-method-grid">
<article class="defense-step">
<span class="step-num">01</span>
<h3>Observe</h3>
<p>Human participants and LLM agents complete goal-driven hotel and airline tasks. The storefront records behavior events and price quotes as timestamped trajectories.</p>
</article>
<article class="defense-step">
<span class="step-num">02</span>
<h3>Distinguish</h3>
<p>Session paths become transition kernels. KL distance to human and agent prototypes yields a continuous agent-probability signal.</p>
</article>
<article class="defense-step">
<span class="step-num">03</span>
<h3>Defend</h3>
<p>A contamination generator mixes human and synthetic agent trajectories. A distributionally robust RL policy optimizes price under worst-case demand shifts.</p>
</article>
</div>
</div>
</section>
<!-- Defense-styled: three takeaways and forward-deploy line -->
<section class="section defense-block">
<div class="container is-max-desktop">
<h2 class="defense-heading">Agents <span class="mark">distort marketplace signals</span>. PHANTOM uses behavioral distinguishability and DR&ndash;RL to <span class="mark">preserve pricing power</span>.</h2>
<ol class="takeaways">
<li>
<span class="num">01</span>
<span>We can <strong>distinguish humans from agents</strong> at the transition-kernel level.<span class="stat">Mann&ndash;Whitney U = 2.0, p = 0.0006 across 29 labeled sessions.</span></span>
</li>
<li>
<span class="num">02</span>
<span>Revenue <strong>declines monotonically</strong> in agent-contaminated systems.<span class="stat">Each 1.0 step of contamination &alpha; removes ~90,140 in cohort revenue (p &lt; 10<sup>-77</sup>).</span></span>
</li>
<li>
<span class="num">03</span>
<span>Distributionally robust RL <strong>preserves margin</strong> under worst-case contamination.<span class="stat">Defended policy holds positive COI gap over baseline across &alpha; &isin; [0, 1].</span></span>
</li>
</ol>
<p class="deploy-line">Our solution can be forward-deployed to any e-commerce platform to <strong>preserve their COI</strong>.</p>
<div class="hf-callout">
<div class="hf-emoji" aria-hidden="true">&#129303;</div>
<div>
<h4>WhoClickedIt &mdash; published on Hugging Face.</h4>
<p>~4k rows of labeled human and agent interaction data across hotel and airline tasks. Open dataset used for training the behavioral kernels.</p>
<a href="https://huggingface.co/datasets/velocitatem/whoclickedit" target="_blank" rel="noopener">huggingface.co/datasets/velocitatem/whoclickedit</a>
</div>
</div>
</div>
</section>
<!-- End takeaways -->
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<!--
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<div class="item"> <div class="item">
<!-- TODO: Replace with your research result images -->
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<!-- TODO: Replace with description of this result -->
<h2 class="subtitle has-text-centered"> <h2 class="subtitle has-text-centered">
First image description. Early simulator traces showing how policy choice can push prices toward aggressive high-end regimes.
</h2> </h2>
</div> </div>
<div class="item"> <div class="item">
<!-- Your image here -->
<img src="static/images/carousel2.jpg" alt="Second research result visualization" loading="lazy"/> <img src="static/images/carousel2.jpg" alt="Second research result visualization" loading="lazy"/>
<h2 class="subtitle has-text-centered"> <h2 class="subtitle has-text-centered">
Second image description. Human and agent behavior diverge at the transition-kernel level, enabling usable session-level separability.
</h2> </h2>
</div> </div>
<div class="item"> <div class="item">
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<h2 class="subtitle has-text-centered"> <h2 class="subtitle has-text-centered">
Third image description. End-to-end architecture linking web interactions, pricing queries, event streams, and model updates.
</h2> </h2>
</div> </div>
<div class="item"> <div class="item">
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<h2 class="subtitle has-text-centered"> <h2 class="subtitle has-text-centered">
Fourth image description. Contamination-aware evaluation compares robust and non-robust pricing behavior across alpha sweeps.
</h2> </h2>
</div> </div>
</div> </div>
</div> </div>
</div> </div>
</section> </section>
-->
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<section class="hero is-small is-light">
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<div class="container">
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<h2 class="title is-3">Video Presentation</h2>
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<iframe src="https://www.youtube.com/embed/JkaxUblCGz0" frameborder="0" allow="autoplay; encrypted-media" allowfullscreen></iframe>
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@@ -432,10 +509,10 @@
<!-- Paper poster --> <!-- Paper poster -->
<section class="hero is-small is-light"> <section class="hero is-small is-light">
<div class="hero-body"> <div class="hero-body">
<div class="container"> <div class="container">
<h2 class="title">Poster</h2> <h2 class="title is-3">Full thesis.</h2>
<iframe src="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" width="100%" height="550"> <iframe title="PHANTOM thesis PDF" src="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" width="100%" height="550">
</iframe> </iframe>
</div> </div>
@@ -457,7 +534,7 @@
</div> </div>
<pre id="bibtex-code"><code>@thesis{Rosel2025PHANTOM, <pre id="bibtex-code"><code>@thesis{Rosel2025PHANTOM,
title={Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms}, title={Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms},
author={R{\"o}sel, Daniel}, author={Rösel, Daniel},
school={IE University}, school={IE University},
year={2025}, year={2025},
address={Madrid, Spain}, address={Madrid, Spain},

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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

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mkdocs-material>=9.5,<10

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# 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.

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# 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.

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# 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.

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# 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 platforms 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. |
| **KappaLambda architecture** | Thesis term for streaming (online) vs batch/offline learning loops. |

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# 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/)

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# 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"

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# 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.

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pre#bibtex-code,
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grid-template-columns: 1fr;
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padding-top: 4rem;
}
.defense-visual {
justify-self: stretch;
}
.defense-orbit-card,
.defense-art-stack {
min-height: 330px;
}
.defense-art-stack .agent-art {
width: min(56%, 205px);
}
.defense-meta-card {
border-radius: 1.2rem;
}
.publication-title.defense-title {
font-size: clamp(4rem, 18vw, 6.2rem);
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}
@media (max-width: 560px) {
.section {
padding: 3.6rem 1.1rem;
}
.defense-cover .hero-body {
padding-left: 1.1rem;
padding-right: 1.1rem;
}
.defense-subtitle {
letter-spacing: 0.02em;
}
.takeaways li,
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grid-template-columns: 1fr;
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.defense-chip-row,
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align-items: stretch;
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<!-- 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>
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<!-- Top: COI Bell Curve -->
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<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>
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<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>
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<!-- ========================================================= -->
<!-- COLUMN 2: THE BEHAVIORAL SIGNAL -->
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<text x="700" y="80" font-family="Georgia, serif" font-size="28" font-weight="bold" fill="#333333">2. The Behavioral Signals</text>
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<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">
P&#770;(s'|s) = <tspan font-size="18" dy="-12">N(s,s')</tspan> / <tspan font-size="18" dy="12">Σ N(s,k)</tspan>
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<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>
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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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<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Distinguishability 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">(T&#770;' || T&#772;</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">(T&#770;' || T&#772;</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>
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<!-- ========================================================= -->
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<!-- ========================================================= -->
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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>
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__all__ = ["evaluate", "make_env", "train_qtable", "train_sb3"]

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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

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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

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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

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engine/benchmark.py Normal file
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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()

View File

@@ -1,7 +1,7 @@
from sys import platform from sys import platform
import numpy as np import numpy as np
from .lib.demand import generate_demand_for_actor, estimate_demand from .lib.demand import generate_demand_for_actor, estimate_demand
from .lib.behavior import sample_behavior from .lib.behavior import get_adjusted_transitions, sample_behavior_from_transitions
from logging import INFO, getLogger from logging import INFO, getLogger
logger = getLogger(__name__) logger = getLogger(__name__)
@@ -46,12 +46,39 @@ class MarketEngine:
self.noise_std, self.noise_std,
distribution_method=self.demand_dist, distribution_method=self.demand_dist,
) )
# sample behavior trajectories from each demand distribution human_transitions = get_adjusted_transitions(demand_h, human=True)
human_t = [sample_behavior(demand_h, human=True) for _ in range(self.Nhumans)] agent_transitions = get_adjusted_transitions(demand_a, human=False)
agent_t = [sample_behavior(demand_a, human=False) for _ in range(self.Nagents)] # 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 # store trajectories for agent probability calculation
self.last_trajectories = human_t + agent_t self.last_trajectories = human_t + agent_t
return estimate_demand(self.last_trajectories, self.action_weights)
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): def measure(self):
pass pass

View File

@@ -1,13 +1,3 @@
"""JAX-compatible training and environment modules for PHANTOM.""" from .robust import select_adversarial_alpha_jax, _JAX_OK
from __future__ import annotations __all__ = ["select_adversarial_alpha_jax", "_JAX_OK"]
try:
import jax # noqa: F401
import jax.numpy as jnp # noqa: F401
JAX_AVAILABLE = True
except ImportError:
JAX_AVAILABLE = False
__all__ = ["JAX_AVAILABLE"]

View File

@@ -1,49 +0,0 @@
"""Orbax checkpoint helpers for JAX training runs."""
from __future__ import annotations
from pathlib import Path
from typing import Any
try:
import orbax.checkpoint as ocp
HAS_ORBAX = True
except ImportError:
HAS_ORBAX = False
def _require_orbax() -> None:
if not HAS_ORBAX:
raise ImportError(
"orbax-checkpoint is required for checkpoint support. "
"Install engine/jax/requirements.txt first."
)
def create_manager(directory: str | Path, max_to_keep: int = 5):
_require_orbax()
root = Path(directory)
root.mkdir(parents=True, exist_ok=True)
options = ocp.CheckpointManagerOptions(
max_to_keep=max(1, int(max_to_keep)), create=True
)
return ocp.CheckpointManager(root.as_posix(), ocp.PyTreeCheckpointer(), options)
def save(manager, *, step: int, payload: Any) -> bool:
_require_orbax()
return bool(manager.save(int(step), payload))
def latest_step(manager) -> int | None:
_require_orbax()
return manager.latest_step()
def restore(manager, *, target: Any, step: int | None = None) -> Any:
_require_orbax()
step_to_restore = manager.latest_step() if step is None else int(step)
if step_to_restore is None:
return target
return manager.restore(step_to_restore, items=target)

View File

@@ -1,287 +0,0 @@
"""JAX-native PHANTOM environment with robust contamination step."""
from __future__ import annotations
from typing import NamedTuple
try:
import jax
import jax.numpy as jnp
except ImportError as exc: # pragma: no cover
raise ImportError("engine.jax.env requires JAX") from exc
from .primitives import (
_sample_sessions_jax,
agent_probability_from_kl,
batch_kl,
compute_session_transitions,
load_transition_data,
purchase_flags,
reward_with_coi_penalty,
revenue_from_demand,
weighted_demand,
)
class EnvParams(NamedTuple):
n_products: int
n_sessions: int
max_episode_steps: int
max_session_steps: int
price_low: float
price_high: float
lambda_coi: float
info_value: float
robust_radius: float
margin_floor: float
margin_floor_patience: int
action_scales: jax.Array
alpha_nominal: float
alpha_candidates: jax.Array
human_T: jax.Array
agent_T: jax.Array
terminal_mask: jax.Array
purchase_mask: jax.Array
event_weights: jax.Array
start_idx: int
term_idx: int
class EnvState(NamedTuple):
prices: jax.Array
demand: jax.Array
step_count: jax.Array
low_margin_streak: jax.Array
last_agent_prob: jax.Array
last_alpha_adv: jax.Array
class CandidateEval(NamedTuple):
reward: jax.Array
revenue: jax.Array
demand: jax.Array
agent_prob: jax.Array
leakage: jax.Array
discount: jax.Array
n_purchases: jax.Array
n_agents: jax.Array
def make_env_params(
*,
n_products: int,
alpha: float,
n_sessions: int,
lambda_coi: float,
robust_radius: float,
robust_points: int,
info_value: float,
action_levels: int,
action_scale_low: float,
action_scale_high: float,
price_low: float,
price_high: float,
max_episode_steps: int,
max_session_steps: int = 40,
margin_floor: float = 0.05,
margin_floor_patience: int = 5,
prefer_behavior_data: bool = True,
) -> EnvParams:
transition = load_transition_data(prefer_data=prefer_behavior_data).to_jax()
if robust_radius <= 0.0 or robust_points <= 1:
alpha_candidates = jnp.asarray([float(alpha)], dtype=jnp.float32)
else:
lo = max(0.0, float(alpha) - float(robust_radius))
hi = min(1.0, float(alpha) + float(robust_radius))
alpha_candidates = jnp.linspace(lo, hi, int(robust_points), dtype=jnp.float32)
action_scales = jnp.linspace(
float(action_scale_low),
float(action_scale_high),
int(action_levels),
dtype=jnp.float32,
)
return EnvParams(
n_products=int(n_products),
n_sessions=int(n_sessions),
max_episode_steps=int(max_episode_steps),
max_session_steps=int(max_session_steps),
price_low=float(price_low),
price_high=float(price_high),
lambda_coi=float(lambda_coi),
info_value=float(info_value),
robust_radius=float(robust_radius),
margin_floor=float(margin_floor),
margin_floor_patience=int(margin_floor_patience),
action_scales=action_scales,
alpha_nominal=float(alpha),
alpha_candidates=alpha_candidates,
human_T=jnp.asarray(transition.human_T),
agent_T=jnp.asarray(transition.agent_T),
terminal_mask=jnp.asarray(transition.terminal_mask),
purchase_mask=jnp.asarray(transition.purchase_mask),
event_weights=jnp.asarray(transition.event_weights),
start_idx=int(transition.start_idx),
term_idx=int(transition.term_idx),
)
def _flatten_obs(demand: jax.Array, prices: jax.Array) -> jax.Array:
return jnp.concatenate([demand.astype(jnp.float32), prices.astype(jnp.float32)])
def _decode_action(
prices: jax.Array, action: jax.Array, params: EnvParams
) -> jax.Array:
idx = jnp.clip(action.astype(jnp.int32), 0, params.action_scales.shape[0] - 1)
scale = params.action_scales[idx]
next_prices = prices * scale
return jnp.clip(next_prices, params.price_low, params.price_high)
def _evaluate_candidate(
key: jax.Array,
alpha_candidate: jax.Array,
prices: jax.Array,
params: EnvParams,
) -> CandidateEval:
states, products, actors, lengths = _sample_sessions_jax(
key,
params.human_T,
params.agent_T,
params.terminal_mask,
params.start_idx,
params.term_idx,
alpha_candidate,
params.n_products,
params.n_sessions,
params.max_session_steps,
int(params.human_T.shape[0]),
)
session_trans = compute_session_transitions(
states, lengths, int(params.human_T.shape[0])
)
delta_h, delta_a = batch_kl(session_trans, params.human_T, params.agent_T)
agent_probs = agent_probability_from_kl(delta_h, delta_a)
agent_prob = jnp.mean(agent_probs)
demand = weighted_demand(states, products, params.n_products, params.event_weights)
revenue = revenue_from_demand(prices, demand)
reward, leakage, discount = reward_with_coi_penalty(
revenue,
agent_prob,
params.lambda_coi,
params.info_value,
)
purchases = purchase_flags(states, params.purchase_mask)
return CandidateEval(
reward=reward,
revenue=revenue,
demand=demand,
agent_prob=agent_prob,
leakage=leakage,
discount=discount,
n_purchases=jnp.sum(purchases.astype(jnp.float32)),
n_agents=jnp.sum(actors.astype(jnp.float32)),
)
def reset_env(key: jax.Array, params: EnvParams) -> tuple[jax.Array, EnvState]:
prices = jax.random.uniform(
key,
shape=(params.n_products,),
minval=params.price_low,
maxval=params.price_high,
)
demand = jnp.zeros((params.n_products,), dtype=jnp.float32)
state = EnvState(
prices=prices,
demand=demand,
step_count=jnp.asarray(0, dtype=jnp.int32),
low_margin_streak=jnp.asarray(0, dtype=jnp.int32),
last_agent_prob=jnp.asarray(params.alpha_nominal, dtype=jnp.float32),
last_alpha_adv=jnp.asarray(params.alpha_nominal, dtype=jnp.float32),
)
return _flatten_obs(demand, prices), state
def step_env(
key: jax.Array,
state: EnvState,
action: jax.Array,
params: EnvParams,
) -> tuple[jax.Array, EnvState, jax.Array, jax.Array, dict[str, jax.Array]]:
prices = _decode_action(state.prices, action, params)
n_candidates = params.alpha_candidates.shape[0]
cand_keys = jax.random.split(key, n_candidates)
evals = jax.vmap(
lambda k, a: _evaluate_candidate(k, a, prices, params),
in_axes=(0, 0),
)(cand_keys, params.alpha_candidates)
idx = jnp.argmin(evals.reward)
demand = evals.demand[idx]
reward = evals.reward[idx]
revenue = evals.revenue[idx]
agent_prob = evals.agent_prob[idx]
leakage = evals.leakage[idx]
discount = evals.discount[idx]
n_purchases = evals.n_purchases[idx]
n_agents = evals.n_agents[idx]
alpha_adv = params.alpha_candidates[idx]
step_count = state.step_count + 1
avg_price = jnp.maximum(jnp.mean(prices), 1e-6)
avg_margin = (avg_price - params.price_low) / avg_price
next_streak = jnp.where(
avg_margin < params.margin_floor, state.low_margin_streak + 1, 0
)
margin_collapsed = next_streak >= params.margin_floor_patience
done = (step_count >= params.max_episode_steps) | margin_collapsed
next_state = EnvState(
prices=prices,
demand=demand,
step_count=step_count,
low_margin_streak=next_streak,
last_agent_prob=agent_prob,
last_alpha_adv=alpha_adv,
)
obs = _flatten_obs(demand, prices)
info = {
"revenue": revenue,
"agent_prob": agent_prob,
"alpha_adv": alpha_adv,
"coi_leakage": leakage,
"coi_discount": discount,
"n_purchases": n_purchases,
"n_agents": n_agents,
"avg_margin": avg_margin,
}
return obs, next_state, reward, done, info
class PHANTOMJAXEnv:
def __init__(self, params: EnvParams):
self.params = params
def reset(self, key: jax.Array, params: EnvParams | None = None):
return reset_env(key, self.params if params is None else params)
def step(
self,
key: jax.Array,
state: EnvState,
action: jax.Array,
params: EnvParams | None = None,
):
return step_env(key, state, action, self.params if params is None else params)
def action_space_n(self, params: EnvParams | None = None) -> int:
p = self.params if params is None else params
return int(p.action_scales.shape[0])
def observation_dim(self, params: EnvParams | None = None) -> int:
p = self.params if params is None else params
return int(p.n_products * 2)

View File

@@ -1,495 +0,0 @@
"""JAX-compatible primitives for PHANTOM session simulation and separability."""
from __future__ import annotations
from dataclasses import dataclass
from functools import partial
from typing import Mapping, Sequence
import numpy as np
try:
import jax
import jax.numpy as jnp
JAX_AVAILABLE = True
except ImportError:
jax = None # type: ignore[assignment]
jnp = np # type: ignore[assignment]
JAX_AVAILABLE = False
STATE_START_KEYS = ("session_start", "start")
TERMINAL_EVENT_TOKENS = (
"session_end",
"end",
"purchase_complete",
"checkout_start",
"checkout",
)
PURCHASE_EVENT_TOKENS = (
"purchase_complete",
"purchase",
"checkout_start",
"checkout",
)
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",
"hover_over_title",
"hover_over_paragraph",
"hover_over_link",
"hover_over_button",
},
"nav": {
"page_view",
"view_item",
"view",
"learn_more",
"learn_more_about_item",
"view_item_page",
"session_start",
},
"filter": {
"search",
"filter_date",
"filter_price",
"sort",
"filter_for_date",
"filter_for_price",
"filter_for_amenities",
"sort_change",
},
}
DEFAULT_ACTION_WEIGHTS = {
action: CATEGORY_WEIGHTS[group]
for group, actions in ACTION_CATEGORIES.items()
for action in actions
}
@dataclass(frozen=True)
class TransitionData:
"""Dense transition kernels and per-state metadata."""
human_T: np.ndarray
agent_T: np.ndarray
terminal_mask: np.ndarray
purchase_mask: np.ndarray
event_weights: np.ndarray
event_names: tuple[str, ...]
start_idx: int
term_idx: int
def to_jax(self) -> "TransitionData":
if not JAX_AVAILABLE:
return self
return TransitionData(
human_T=jnp.asarray(self.human_T),
agent_T=jnp.asarray(self.agent_T),
terminal_mask=jnp.asarray(self.terminal_mask),
purchase_mask=jnp.asarray(self.purchase_mask),
event_weights=jnp.asarray(self.event_weights),
event_names=self.event_names,
start_idx=int(self.start_idx),
term_idx=int(self.term_idx),
)
@dataclass(frozen=True)
class SessionBatch:
states: np.ndarray
products: np.ndarray
actors: np.ndarray
lengths: np.ndarray
def _event_weight(name: str) -> float:
if name in DEFAULT_ACTION_WEIGHTS:
return float(DEFAULT_ACTION_WEIGHTS[name])
if name.startswith("hover"):
return float(CATEGORY_WEIGHTS["dwell"])
if name.startswith("filter") or name in {"search", "sort", "sort_change"}:
return float(CATEGORY_WEIGHTS["filter"])
if name.startswith("add") or name in {
"checkout",
"checkout_start",
"purchase",
"remove_item",
"purchase_complete",
}:
return float(CATEGORY_WEIGHTS["cart"])
if any(token in name for token in TERMINAL_EVENT_TOKENS):
return 0.0
return float(CATEGORY_WEIGHTS["nav"])
def _is_terminal(name: str) -> bool:
return any(token in name for token in TERMINAL_EVENT_TOKENS)
def _is_purchase(name: str) -> bool:
return any(token in name for token in PURCHASE_EVENT_TOKENS)
def _collect_events(*transitions: Mapping[str, Mapping[str, float]]) -> tuple[str, ...]:
names: set[str] = set()
for trans in transitions:
for src, dsts in trans.items():
names.add(src)
names.update(dsts.keys())
names.discard("__terminal__")
return tuple(sorted(names))
def _normalize_rows(matrix: np.ndarray, term_idx: int) -> np.ndarray:
row_sums = matrix.sum(axis=1, keepdims=True)
dead_rows = np.isclose(row_sums.squeeze(-1), 0.0)
if np.any(dead_rows):
matrix[dead_rows] = 0.0
matrix[dead_rows, term_idx] = 1.0
row_sums = matrix.sum(axis=1, keepdims=True)
return matrix / np.maximum(row_sums, 1e-8)
def _dense_from_dict(
transitions: Mapping[str, Mapping[str, float]],
event_to_idx: Mapping[str, int],
term_idx: int,
) -> np.ndarray:
n_states = len(event_to_idx)
matrix = np.zeros((n_states, n_states), dtype=np.float32)
for src, dsts in transitions.items():
i = event_to_idx.get(src)
if i is None:
continue
for dst, prob in dsts.items():
j = event_to_idx.get(dst)
if j is None:
continue
matrix[i, j] += float(prob)
return _normalize_rows(matrix, term_idx)
def compile_transition_data(
human_transitions: Mapping[str, Mapping[str, float]],
agent_transitions: Mapping[str, Mapping[str, float]],
) -> TransitionData:
event_names = _collect_events(human_transitions, agent_transitions)
if not event_names:
return fallback_transition_data()
event_names = tuple([*event_names, "__terminal__"])
term_idx = len(event_names) - 1
event_to_idx = {name: i for i, name in enumerate(event_names)}
human_T = _dense_from_dict(human_transitions, event_to_idx, term_idx)
agent_T = _dense_from_dict(agent_transitions, event_to_idx, term_idx)
terminal_mask = np.array([_is_terminal(name) for name in event_names], dtype=bool)
purchase_mask = np.array([_is_purchase(name) for name in event_names], dtype=bool)
event_weights = np.array(
[_event_weight(name) for name in event_names], dtype=np.float32
)
terminal_mask[term_idx] = True
for idx, is_term in enumerate(terminal_mask):
if not is_term:
continue
human_T[idx] = 0.0
agent_T[idx] = 0.0
human_T[idx, idx] = 1.0
agent_T[idx, idx] = 1.0
start_idx = 0
for key in STATE_START_KEYS:
if key in event_to_idx:
start_idx = int(event_to_idx[key])
break
return TransitionData(
human_T=human_T,
agent_T=agent_T,
terminal_mask=terminal_mask,
purchase_mask=purchase_mask,
event_weights=event_weights,
event_names=event_names,
start_idx=start_idx,
term_idx=term_idx,
)
def fallback_transition_data() -> TransitionData:
human = {
"session_start": {
"page_view": 0.80,
"view_item_page": 0.15,
"session_end": 0.05,
},
"page_view": {"view_item_page": 0.55, "search": 0.25, "session_end": 0.20},
"view_item_page": {
"learn_more_about_item": 0.40,
"add_item_to_cart": 0.28,
"session_end": 0.32,
},
"learn_more_about_item": {
"add_item_to_cart": 0.50,
"view_item_page": 0.30,
"session_end": 0.20,
},
"add_item_to_cart": {
"checkout_start": 0.58,
"view_item_page": 0.24,
"session_end": 0.18,
},
"checkout_start": {"purchase_complete": 0.70, "session_end": 0.30},
"purchase_complete": {"session_end": 1.0},
}
agent = {
"session_start": {
"page_view": 0.90,
"view_item_page": 0.08,
"session_end": 0.02,
},
"page_view": {"view_item_page": 0.40, "search": 0.35, "session_end": 0.25},
"view_item_page": {
"learn_more_about_item": 0.55,
"add_item_to_cart": 0.15,
"session_end": 0.30,
},
"learn_more_about_item": {
"view_item_page": 0.45,
"add_item_to_cart": 0.20,
"session_end": 0.35,
},
"add_item_to_cart": {
"checkout_start": 0.42,
"view_item_page": 0.28,
"session_end": 0.30,
},
"checkout_start": {"purchase_complete": 0.52, "session_end": 0.48},
"purchase_complete": {"session_end": 1.0},
}
return compile_transition_data(human, agent)
def load_transition_data(prefer_data: bool = True) -> TransitionData:
if not prefer_data:
return fallback_transition_data()
try:
from ..lib.behavior import get_transition_models
human_trans, agent_trans = get_transition_models()
return compile_transition_data(human_trans, agent_trans)
except Exception:
return fallback_transition_data()
if JAX_AVAILABLE:
@partial(jax.jit, static_argnums=(8, 9, 10))
def _sample_sessions_jax(
key: jax.Array,
human_T: jax.Array,
agent_T: jax.Array,
terminal_mask: jax.Array,
start_idx: int,
term_idx: int,
alpha: float,
n_products: int,
n_sessions: int,
max_steps: int,
n_states: int,
) -> tuple[jax.Array, jax.Array, jax.Array, jax.Array]:
k_actor, k_product, k_step = jax.random.split(key, 3)
start_idx_i32 = jnp.asarray(start_idx, dtype=jnp.int32)
term_idx_i32 = jnp.asarray(term_idx, dtype=jnp.int32)
actor_draw = jax.random.uniform(k_actor, (n_sessions,))
actors = (actor_draw < alpha).astype(jnp.int32)
products = jax.random.randint(
k_product, (n_sessions,), 0, n_products, dtype=jnp.int32
)
active_init = jnp.ones((n_sessions,), dtype=jnp.bool_)
state_init = jnp.full((n_sessions,), start_idx_i32, dtype=jnp.int32)
def _scan_step(carry, _):
states, active, rng = carry
rng, k = jax.random.split(rng)
probs_h = human_T[states]
probs_a = agent_T[states]
probs = jnp.where(actors[:, None] == 0, probs_h, probs_a)
next_state = jax.random.categorical(k, jnp.log(probs + 1e-10), axis=-1)
next_state = jnp.where(active, next_state, term_idx_i32)
emitted = jnp.where(active, next_state, -1)
is_terminal = terminal_mask[jnp.clip(next_state, 0, n_states - 1)]
next_active = active & (~is_terminal)
carry_states = jnp.where(next_active, next_state, term_idx_i32)
return (carry_states, next_active, rng), emitted
_, state_t = jax.lax.scan(
_scan_step, (state_init, active_init, k_step), None, length=max_steps
)
states = state_t.T
lengths = jnp.sum(states >= 0, axis=1, dtype=jnp.int32)
return states, products, actors, lengths
def sample_sessions(
key,
transition_data: TransitionData,
alpha: float,
n_products: int,
n_sessions: int,
max_steps: int,
) -> SessionBatch:
if JAX_AVAILABLE:
td = transition_data.to_jax()
states, products, actors, lengths = _sample_sessions_jax(
key,
td.human_T,
td.agent_T,
td.terminal_mask,
int(td.start_idx),
int(td.term_idx),
float(alpha),
int(n_products),
int(n_sessions),
int(max_steps),
int(td.human_T.shape[0]),
)
return SessionBatch(
states=states, products=products, actors=actors, lengths=lengths
)
rng = np.random.default_rng(int(np.asarray(key).reshape(-1)[0]))
n_states = transition_data.human_T.shape[0]
products = rng.integers(0, n_products, size=n_sessions, dtype=np.int32)
actors = (rng.random(size=n_sessions) < alpha).astype(np.int32)
states = np.full((n_sessions, max_steps), -1, dtype=np.int32)
lengths = np.zeros((n_sessions,), dtype=np.int32)
for i in range(n_sessions):
current = int(transition_data.start_idx)
mat = transition_data.agent_T if actors[i] == 1 else transition_data.human_T
for t in range(max_steps):
nxt = int(rng.choice(n_states, p=mat[current]))
states[i, t] = nxt
if transition_data.terminal_mask[nxt]:
lengths[i] = t + 1
break
current = nxt
if lengths[i] == 0:
lengths[i] = max_steps
return SessionBatch(
states=states, products=products, actors=actors, lengths=lengths
)
if JAX_AVAILABLE:
@partial(jax.jit, static_argnums=(2,))
def compute_session_transitions(states, lengths, n_states: int):
src = states[:, :-1]
dst = states[:, 1:]
time_idx = jnp.arange(src.shape[1])[None, :]
valid = (src >= 0) & (dst >= 0) & (time_idx < (lengths[:, None] - 1))
src_clip = jnp.clip(src, 0, n_states - 1)
dst_clip = jnp.clip(dst, 0, n_states - 1)
src_oh = jax.nn.one_hot(src_clip, n_states)
dst_oh = jax.nn.one_hot(dst_clip, n_states)
counts = jnp.einsum(
"nti,ntj,nt->nij", src_oh, dst_oh, valid.astype(jnp.float32)
)
row_sums = jnp.sum(counts, axis=-1, keepdims=True)
return counts / (row_sums + 1e-10)
else:
def compute_session_transitions(states, lengths, n_states: int):
trans = np.zeros((states.shape[0], n_states, n_states), dtype=np.float32)
for i in range(states.shape[0]):
for t in range(max(int(lengths[i]) - 1, 0)):
s = int(states[i, t])
d = int(states[i, t + 1])
if s >= 0 and d >= 0:
trans[i, s, d] += 1.0
row_sums = trans.sum(axis=-1, keepdims=True)
return trans / (row_sums + 1e-10)
def batch_kl(P, Q_human, Q_agent, eps: float = 1e-10):
p = P + eps
p = p / jnp.sum(p, axis=-1, keepdims=True)
qh = Q_human[None, ...] + eps
qa = Q_agent[None, ...] + eps
delta_h = jnp.sum(p * jnp.log(p / qh), axis=(1, 2))
delta_a = jnp.sum(p * jnp.log(p / qa), axis=(1, 2))
return delta_h, delta_a
if JAX_AVAILABLE:
batch_kl = jax.jit(batch_kl)
def agent_probability_from_kl(delta_h, delta_a, temperature: float = 1.0):
t = jnp.maximum(float(temperature), 1e-6)
exp_h = jnp.exp(-delta_h / t)
exp_a = jnp.exp(-delta_a / t)
return exp_a / (exp_h + exp_a + 1e-10)
def estimate_alpha_from_kl(delta_h, delta_a, beta: float = 2.0):
logits = beta * (delta_h - delta_a)
return 1.0 / (1.0 + jnp.exp(-logits))
def weighted_demand(states, products, n_products: int, event_weights):
valid = states >= 0
state_clip = jnp.clip(states, 0, event_weights.shape[0] - 1)
weights = event_weights[state_clip] * valid
per_session = jnp.sum(weights, axis=1)
demand = jnp.zeros((n_products,), dtype=jnp.float32)
demand = demand.at[products].add(per_session)
total = jnp.sum(demand)
return jnp.where(total > 0.0, (demand / total) * 100.0, demand)
if JAX_AVAILABLE:
weighted_demand = jax.jit(weighted_demand, static_argnums=(2,))
def purchase_flags(states, purchase_mask):
state_clip = jnp.clip(states, 0, purchase_mask.shape[0] - 1)
hits = purchase_mask[state_clip] & (states >= 0)
return jnp.any(hits, axis=1)
if JAX_AVAILABLE:
purchase_flags = jax.jit(purchase_flags)
def revenue_from_demand(prices, demand):
return jnp.dot(prices, demand)
if JAX_AVAILABLE:
revenue_from_demand = jax.jit(revenue_from_demand)
def reward_with_coi_penalty(
revenue, agent_prob: float, lambda_coi: float, info_value: float
):
leakage = agent_prob * info_value
discount = jnp.clip(1.0 - lambda_coi * leakage, 0.0, 1.0)
return revenue * discount, leakage, discount
if JAX_AVAILABLE:
reward_with_coi_penalty = jax.jit(reward_with_coi_penalty)

View File

@@ -1,5 +0,0 @@
flax==0.10.7
optax==0.2.7
distrax==0.1.5
orbax-checkpoint==0.11.32
chex==0.1.90

197
engine/jax/robust.py Normal file
View File

@@ -0,0 +1,197 @@
"""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

File diff suppressed because it is too large Load Diff

View File

@@ -1,14 +1,38 @@
from .demand import estimate_demand, estimate_weighted_demand, generate_demand_for_actor from __future__ import annotations
from .behavior import sample_behavior, get_transition_models, trajectory_to_events
from .render import DashboardRenderer, style_axis from importlib import import_module
from .wrappers import EconomicMetricsWrapper
from .callbacks import MetricsCallback, EvalMetricsCallback, CheckpointArtifactCallback _EXPORTS: dict[str, tuple[str, str]] = {
from .providers import ( "estimate_demand": (".demand", "estimate_demand"),
ProviderBenchmark, "estimate_weighted_demand": (".demand", "estimate_weighted_demand"),
ProviderResult, "generate_demand_for_actor": (".demand", "generate_demand_for_actor"),
BenchmarkConfig, "sample_behavior": (".behavior", "sample_behavior"),
RandomBaseline, "get_transition_models": (".behavior", "get_transition_models"),
SurgeBaseline, "trajectory_to_events": (".behavior", "trajectory_to_events"),
) "DashboardRenderer": (".render", "DashboardRenderer"),
from .coi import compute_uplift_coi, extract_purchases, compute_agent_probability "style_axis": (".render", "style_axis"),
from .discrete import EventQTable "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

View File

@@ -22,6 +22,9 @@ human_dir = str(base_dir / "collected_data")
agent_dir = str(base_dir / "agents" / "collected_data") agent_dir = str(base_dir / "agents" / "collected_data")
_cache = {} # lazy cache for models and base pivots _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): def _get_base_pivot(human: bool):
@@ -68,22 +71,41 @@ def trajectory_to_events(trajectory: list) -> list:
"""extract event names from trajectory for KL divergence calculation """extract event names from trajectory for KL divergence calculation
trajectories are in format 'eventName_product0', extract just eventName trajectories are in format 'eventName_product0', extract just eventName
args:
trajectory: list like ['view_product0', 'add_to_cart_product1', 'checkout_product1']
returns:
list: event names like ['view', 'add_to_cart', 'checkout']
""" """
events = [] return [s.rsplit("_product", 1)[0] if "_product" in s else s for s in trajectory]
for state in trajectory:
# state format from sample_behavior: 'eventName_productX'
if "_product" in state: class _TransitionTable:
event = state.rsplit("_product", 1)[0] """numpy-backed transition table; replaces per-step pandas .loc[] indexing.
else:
event = state the profiling hotspot was DataFrame.xs called ~4-16k times per outer step.
events.append(event) converting once to a dense float32 array with an int-keyed state index map
return events 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): def adjust_behavior_to_condition(condition, transition_matrix):
@@ -92,41 +114,75 @@ def adjust_behavior_to_condition(condition, transition_matrix):
condition = np.nan_to_num(condition, nan=0.0, posinf=0.0, neginf=0.0) condition = np.nan_to_num(condition, nan=0.0, posinf=0.0, neginf=0.0)
condition = np.clip(condition, 0.0, None) condition = np.clip(condition, 0.0, None)
s = float(np.sum(condition)) s = float(np.sum(condition))
if not np.isfinite(s) or s <= 0: cond_norm = (
cond_norm = np.full(len(condition), 1.0 / max(len(condition), 1), dtype=float) condition / s
else: if np.isfinite(s) and s > 0
cond_norm = condition / s else np.full(len(condition), 1.0 / max(len(condition), 1), dtype=float)
)
n_products = len(condition) n_products = len(condition)
base_vals = transition_matrix.values base_vals = transition_matrix.values
base_cols, base_rows = ( base_cols, base_rows = (
transition_matrix.columns.tolist(), transition_matrix.columns.tolist(),
transition_matrix.index.tolist(), transition_matrix.index.tolist(),
) )
# expand via kronecker-like tiling: each cell becomes a P*P block weighted by outer product of cond_norm
expanded = np.kron(base_vals, np.outer(cond_norm, cond_norm)) 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_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)] 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) return pd.DataFrame(expanded, index=new_rows, columns=new_cols)
def sample_behavior(condition, human=True, max_len=40): def get_adjusted_transitions(condition, human=True) -> _TransitionTable:
base_pivot = _get_base_pivot(human) """return a _TransitionTable for the given demand condition.
adjusted_transitions = adjust_behavior_to_condition(condition, base_pivot)
trajectory = [np.random.choice(adjusted_transitions.index)] 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]: while len(trajectory) < max_len and "checkout" not in trajectory[-1]:
probs = np.asarray(adjusted_transitions.loc[trajectory[-1]].values, dtype=float) row = table.matrix[table.state_index[trajectory[-1]]]
probs = np.nan_to_num(probs, nan=0.0, posinf=0.0, neginf=0.0) idx = int(np.random.choice(table.n_states, p=row))
probs = np.clip(probs, 0.0, None) trajectory.append(table.states[idx])
s = float(np.sum(probs))
sample = np.random.choice(
adjusted_transitions.columns, p=(probs / s) if s > 0 else None
)
trajectory.append(sample)
return trajectory 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__": if __name__ == "__main__":
t = sample_behavior(generate_demand_for_actor(np.array([10, 20, 30])), human=True) t = sample_behavior(generate_demand_for_actor(np.array([10, 20, 30])), human=True)
print(t) print(t)

View File

@@ -1,182 +1,259 @@
"""Training callbacks for W&B/TensorBoard logging - reads from info dict.""" """Training callbacks with algorithm-agnostic metric extraction."""
from pathlib import Path from typing import Any
from stable_baselines3.common.callbacks import BaseCallback, EvalCallback from stable_baselines3.common.callbacks import BaseCallback, EvalCallback
import numpy as np import numpy as np
from ..wandb_checkpoint import checkpoint_artifact_name, log_checkpoint_file from ..telemetry.wandb import get_wandb_module
try:
import wandb
HAS_WANDB = True
except ImportError:
HAS_WANDB = False
class MetricsCallback(BaseCallback): class MetricsCallback(BaseCallback):
"""Training metrics logger - reads info['economics'], logs to W&B.""" """Collects interval train metrics from env info dictionaries."""
def __init__( def __init__(
self, log_histograms: bool = True, log_freq: int = 100, verbose: int = 0 self,
log_histograms: bool = False,
log_freq: int = 100,
hist_freq: int = 500,
step_offset: int = 0,
verbose: int = 0,
): ):
super().__init__(verbose) super().__init__(verbose)
self.log_histograms = log_histograms self.log_histograms = log_histograms
self.log_freq = log_freq self.log_freq = max(1, int(log_freq))
self._episode_revenues: list[float] = [] self.hist_freq = max(1, int(hist_freq))
self.step_offset = max(0, int(step_offset))
def _on_step(self) -> bool: self._wandb = get_wandb_module()
if not HAS_WANDB or wandb.run is None: self._wandb_live = bool(self._wandb is not None and self._wandb.run is not None)
return True self._price_samples: list[float] = []
self._demand_samples: list[float] = []
for info in self.locals.get("infos", []): self._window_sums = {
if "economics" not in info: "train/revenue_mean": 0.0,
continue "train/margin_mean": 0.0,
"train/coi_level_mean": 0.0,
econ = info["economics"] "train/regret_mean": 0.0,
t = self.num_timesteps "train/profit_mean": 0.0,
"train/agent_prob": 0.0,
payload = { "train/alpha_adv": 0.0,
"economics/revenue": econ["revenue"], "train/ux_penalty": 0.0,
"economics/margin": econ["margin"], "train/volatility": 0.0,
"coi/level": econ["coi_level"], "train/coi_mix": 0.0,
"economics/regret": econ["regret"], "train/coi_base": 0.0,
} "train/coi_leakage": 0.0,
if "coi_mix" in econ: "train/coi_penalty": 0.0,
payload["coi/mix"] = econ["coi_mix"]
if "coi_base" in econ:
payload["coi/base"] = econ["coi_base"]
if "coi_leakage" in econ:
payload["coi/leakage"] = econ["coi_leakage"]
if "coi_penalty" in econ:
payload["coi/penalty"] = econ["coi_penalty"]
wandb.log(payload, step=t)
self._episode_revenues.append(econ["revenue"])
# histograms at log_freq intervals
if self.log_histograms and self.num_timesteps % self.log_freq == 0:
for info in self.locals.get("infos", []):
if "prices" in info:
wandb.log(
{"distributions/prices": wandb.Histogram(info["prices"])},
step=self.num_timesteps,
)
if "demand" in info:
wandb.log(
{"distributions/demand": wandb.Histogram(info["demand"])},
step=self.num_timesteps,
)
return True
def _on_rollout_end(self) -> None:
if not HAS_WANDB or wandb.run is None or not self._episode_revenues:
return
wandb.log(
{
"episode/mean_revenue": np.mean(self._episode_revenues),
"episode/total_revenue": np.sum(self._episode_revenues),
},
step=self.num_timesteps,
)
self._episode_revenues = []
class CheckpointArtifactCallback(BaseCallback):
"""Periodic SB3 checkpoint uploader backed by W&B artifacts."""
def __init__(self, cfg: dict, interval: int = 10_000, verbose: int = 0):
super().__init__(verbose)
self.cfg = dict(cfg)
self.interval = max(1, int(interval))
self.model_dir = Path(str(self.cfg.get("model_dir", "engine/models")))
self.model_dir.mkdir(parents=True, exist_ok=True)
self._next_checkpoint = self.interval
self._last_saved_step = -1
def _artifact_name(self) -> str:
sweep_id = (
getattr(wandb.run, "sweep_id", None)
if HAS_WANDB and wandb.run is not None
else None
)
return checkpoint_artifact_name(self.cfg, backend="sb3", sweep_id=sweep_id)
def _checkpoint_file(self) -> Path:
algo = str(self.cfg.get("algo", "model"))
base = self.model_dir / f"phantom_{algo}_checkpoint"
self.model.save(str(base))
return base.with_suffix(".zip")
def _save_checkpoint(self) -> None:
if not HAS_WANDB or wandb.run is None:
return
step = int(self.num_timesteps)
if step <= self._last_saved_step:
return
checkpoint_path = self._checkpoint_file()
metadata = {
"step": step,
"algo": str(self.cfg.get("algo", "unknown")),
"sweep_id": getattr(wandb.run, "sweep_id", None),
} }
saved = log_checkpoint_file( self._window_count = 0
self._artifact_name(), self.events: list[dict[str, Any]] = []
file_path=checkpoint_path,
artifact_file_name=checkpoint_path.name, def _accumulate(self, info: dict[str, Any]) -> None:
metadata=metadata, econ = info.get("economics")
) if not isinstance(econ, dict):
if saved: return
self._last_saved_step = step 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: def _on_step(self) -> bool:
if self.num_timesteps < self._next_checkpoint: for info in self.locals.get("infos", []):
return True if isinstance(info, dict):
self._save_checkpoint() self._accumulate(info)
while self._next_checkpoint <= self.num_timesteps: self._accumulate_histograms(info)
self._next_checkpoint += self.interval
if self.num_timesteps % self.log_freq == 0:
self._flush(step=self.num_timesteps)
return True return True
def _on_training_end(self) -> None: def _on_training_end(self) -> None:
self._save_checkpoint() self._flush(step=self.num_timesteps, force_hist=True)
class EvalMetricsCallback(EvalCallback): class EvalMetricsCallback(EvalCallback):
"""Deterministic evaluation - true performance without exploration noise.""" """Deterministic evaluation collector detached from logging backends."""
def __init__( def __init__(
self, eval_env, eval_freq: int = 1000, n_eval_episodes: int = 5, **kwargs self,
eval_env,
eval_freq: int = 1000,
n_eval_episodes: int = 5,
step_offset: int = 0,
**kwargs,
): ):
super().__init__( super().__init__(
eval_env, eval_freq=eval_freq, n_eval_episodes=n_eval_episodes, **kwargs eval_env, eval_freq=eval_freq, n_eval_episodes=n_eval_episodes, **kwargs
) )
self._eval_revenues: list[float] = [] 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: def _on_step(self) -> bool:
result = super()._on_step() result = super()._on_step()
if not HAS_WANDB or wandb.run is None:
return result
# log eval metrics after evaluation runs
if self.n_calls % self.eval_freq == 0 and hasattr(self, "last_mean_reward"): if self.n_calls % self.eval_freq == 0 and hasattr(self, "last_mean_reward"):
wandb.log( payload: dict[str, float | int] = {
{ "eval/reward_mean": float(self.last_mean_reward),
"eval/mean_reward": self.last_mean_reward, "train/global_step": int(self.num_timesteps),
"eval/mean_revenue": np.mean(self._eval_revenues) }
if self._eval_revenues for key, values in self._eval_stats.items():
else 0, payload[key] = float(np.mean(values)) if values else 0.0
},
step=self.num_timesteps, if self._wandb_live:
) try:
self._eval_revenues = [] 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 return result
def _log_success_callback(self, locals_: dict, globals_: dict) -> None: def _log_success_callback(self, locals_: dict, globals_: dict) -> None:
# called after each eval episode # called after each eval episode
info = locals_.get("info", {}) info = locals_.get("info", {})
if "economics" in info: econ = info.get("economics") if isinstance(info, dict) else None
self._eval_revenues.append(info["economics"]["revenue"]) 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))
)

View File

@@ -1,9 +1,15 @@
import numpy as np import numpy as np
from typing import Dict from typing import Dict
from lib.agent_probability import DEFAULT_AGENT_PRIOR, estimate_agent_probability
def compute_agent_probability( def compute_agent_probability(
trajectory: list, human_transitions: Dict, agent_transitions: Dict trajectory: list,
human_transitions: Dict,
agent_transitions: Dict,
temperature: float = 1.0,
prior_agent: float = DEFAULT_AGENT_PRIOR,
) -> float: ) -> float:
"""estimate agent probability via KL divergence between trajectory transitions and reference models """estimate agent probability via KL divergence between trajectory transitions and reference models
@@ -15,10 +21,10 @@ def compute_agent_probability(
agent_transitions: reference transition dict from agent MDP (event->event->prob) agent_transitions: reference transition dict from agent MDP (event->event->prob)
returns: returns:
agent probability in [0, 1] via softmax over KL divergences agent probability in [0, 1] via sigma((delta_h - delta_a) / T)
""" """
if len(trajectory) < 2: if len(trajectory) < 2:
return 0.0 # insufficient data, assume human return float(prior_agent)
# build empirical transition distribution from trajectory # build empirical transition distribution from trajectory
trans_counts = {} trans_counts = {}
@@ -51,11 +57,12 @@ def compute_agent_probability(
kl_human = kl_div(empirical, human_transitions) kl_human = kl_div(empirical, human_transitions)
kl_agent = kl_div(empirical, agent_transitions) kl_agent = kl_div(empirical, agent_transitions)
# convert to probability via softmax (lower KL = higher prob) return estimate_agent_probability(
# agent_prob = exp(-kl_agent) / (exp(-kl_human) + exp(-kl_agent)) delta_h=kl_human,
exp_h = np.exp(-kl_human) delta_a=kl_agent,
exp_a = np.exp(-kl_agent) temperature=temperature,
return float(exp_a / (exp_h + exp_a + 1e-10)) prior_agent=prior_agent,
)
def extract_purchases(trajectories: list) -> Dict[int, int]: def extract_purchases(trajectories: list) -> Dict[int, int]:

View File

@@ -17,18 +17,32 @@ def generate_demand_for_actor(
params: tuple, params: tuple,
noise_std: float = 1.0, noise_std: float = 1.0,
distribution_method=np.random.normal, distribution_method=np.random.normal,
normalize: bool = False,
) -> np.ndarray: ) -> np.ndarray:
"""d(p;0) = max(0, valuation - price) + epsi for single actor type """d(p;0) = max(0, valuation - price) + epsi for single actor type
params: (mean, std) for valuation distribution D_H or D_A""" params: (mean, std) for valuation distribution D_H or D_A"""
val = distribution_method(*params, size=len(prices)) val = distribution_method(*params, size=len(prices))
noise = distribution_method(0, noise_std, len(prices)) noise = distribution_method(0, noise_std, len(prices))
demand = np.maximum(0, val - prices + noise) demand = np.maximum(0, val - prices + noise)
if not normalize:
return demand
total = np.sum(demand) total = np.sum(demand)
return demand / total * 100 if total > 0 else demand return demand / total * 100 if total > 0 else demand
def estimate_demand(trajectories, action_weights=None): def estimate_demand(
return estimate_weighted_demand(trajectories, action_weights) 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): def _parse_event_state(state: str):
@@ -50,7 +64,13 @@ def _weight_for_action(action: str, action_weights: dict) -> float:
return CATEGORY_WEIGHTS["nav"] return CATEGORY_WEIGHTS["nav"]
def estimate_weighted_demand(trajectories, action_weights=None): def estimate_weighted_demand(
trajectories,
action_weights=None,
*,
normalize: bool = False,
per_session: bool = True,
):
action_weights = ( action_weights = (
DEFAULT_ACTION_WEIGHTS if action_weights is None else action_weights DEFAULT_ACTION_WEIGHTS if action_weights is None else action_weights
) )
@@ -64,12 +84,20 @@ def estimate_weighted_demand(trajectories, action_weights=None):
if w <= 0: if w <= 0:
continue continue
scores[product_id] = scores.get(product_id, 0.0) + w scores[product_id] = scores.get(product_id, 0.0) + w
total = sum(scores.values()) if not scores:
return ( return {}
{pid: (score / total) * 100 for pid, score in scores.items()}
if total > 0 if per_session and len(trajectories) > 0:
else {} 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 # Example usage

View File

@@ -156,14 +156,17 @@ class ProviderBenchmark:
# log to wandb if available # log to wandb if available
if HAS_WANDB and wandb.run is not None: if HAS_WANDB and wandb.run is not None:
wandb.log( try:
{ wandb.log(
f"benchmark/{name}/revenue": result.mean_revenue, {
f"benchmark/{name}/coi_preserved": result.coi_preserved_pct, f"benchmark/{name}/revenue": result.mean_revenue,
f"benchmark/{name}/margin": result.margin_integrity, f"benchmark/{name}/coi_preserved": result.coi_preserved_pct,
"benchmark/alpha": alpha, f"benchmark/{name}/margin": result.margin_integrity,
} "benchmark/alpha": alpha,
) }
)
except Exception:
pass
return self.results return self.results

View File

@@ -1,15 +1,19 @@
"""rendering logic for PHANTOM environment dashboard""" """rendering logic for PHANTOM environment dashboard"""
import numpy as np import numpy as np
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
from matplotlib.gridspec import GridSpec from matplotlib.gridspec import GridSpec
def style_axis(ax, title: str = None, xlabel: str = None, ylabel: str = None): def style_axis(ax, title: str = None, xlabel: str = None, ylabel: str = None):
ax.spines['top'].set_visible(False) ax.spines["top"].set_visible(False)
ax.spines['right'].set_visible(False) ax.spines["right"].set_visible(False)
if title: ax.set_title(title, fontsize=11, fontweight='bold', pad=8) if title:
if xlabel: ax.set_xlabel(xlabel, fontsize=9) ax.set_title(title, fontsize=11, fontweight="bold", pad=8)
if ylabel: ax.set_ylabel(ylabel, fontsize=9) if xlabel:
ax.set_xlabel(xlabel, fontsize=9)
if ylabel:
ax.set_ylabel(ylabel, fontsize=9)
class DashboardRenderer: class DashboardRenderer:
@@ -23,13 +27,25 @@ class DashboardRenderer:
if self.fig is None: if self.fig is None:
plt.ion() plt.ion()
self.fig = plt.figure(figsize=(14, 10)) self.fig = plt.figure(figsize=(14, 10))
self.gs = GridSpec(3, 3, figure=self.fig, hspace=0.35, wspace=0.3, self.gs = GridSpec(
left=0.07, right=0.95, top=0.92, bottom=0.08) 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) plt.show(block=False)
self.fig.clear() self.fig.clear()
self.fig.suptitle(f'PHANTOM Market Dynamics [t={env._step_count}, a={env.alpha:.2f}]', self.fig.suptitle(
fontsize=14, fontweight='bold') f"PHANTOM Market Dynamics [t={env._step_count}, a={env.alpha:.2f}]",
fontsize=14,
fontweight="bold",
)
demand_mat = np.array(env._demand_history).T demand_mat = np.array(env._demand_history).T
price_mat = np.array(env._price_history).T price_mat = np.array(env._price_history).T
@@ -51,40 +67,56 @@ class DashboardRenderer:
prices_flat = np.array(env._price_history).flatten() prices_flat = np.array(env._price_history).flatten()
demands_flat = np.array(env._demand_history).flatten() demands_flat = np.array(env._demand_history).flatten()
product_ids = np.tile(np.arange(env.n_products), len(env._price_history)) 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') ax.scatter(
prices_flat,
demands_flat,
c=product_ids,
cmap="plasma",
alpha=0.6,
s=15,
edgecolors="none",
)
if len(prices_flat) > 1: if len(prices_flat) > 1:
z = np.polyfit(prices_flat, demands_flat, 1) z = np.polyfit(prices_flat, demands_flat, 1)
p_line = np.linspace(prices_flat.min(), prices_flat.max(), 50) 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) ax.plot(p_line, np.polyval(z, p_line), "--", lw=1.5, alpha=0.8)
style_axis(ax, "Price-Demand Relationship", "Price ($)", "Demand") style_axis(ax, "Price-Demand Relationship", "Price ($)", "Demand")
def _render_elasticity_bar(self, env, elasticity): def _render_elasticity_bar(self, env, elasticity):
ax = self.fig.add_subplot(self.gs[0, 1]) ax = self.fig.add_subplot(self.gs[0, 1])
ax.barh(range(env.n_products), elasticity, alpha=0.8) ax.barh(range(env.n_products), elasticity, alpha=0.8)
ax.axvline(0, lw=0.8, alpha=0.5) ax.axvline(0, lw=0.8, alpha=0.5)
ax.axvline(-1, lw=1, ls='--', alpha=0.5) ax.axvline(-1, lw=1, ls="--", alpha=0.5)
ax.set_yticks(range(env.n_products)) ax.set_yticks(range(env.n_products))
ax.set_yticklabels([f'P{i}' for i in range(env.n_products)], fontsize=7) 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) style_axis(ax, "Price Elasticity", "(dQ/dP)(P/Q)", None)
def _render_session_pie(self, env): def _render_session_pie(self, env):
ax = self.fig.add_subplot(self.gs[0, 2]) ax = self.fig.add_subplot(self.gs[0, 2])
n_h, n_a = env.market.Nhumans, env.market.Nagents n_h, n_a = env.market.Nhumans, env.market.Nagents
wedges, _ = ax.pie([n_h, n_a], startangle=90, wedgeprops={'linewidth': 2, 'edgecolor': 'white'}) wedges, _ = ax.pie(
ax.legend(wedges, [f'H ({n_h})', f'A ({n_a})'], loc='lower center', fontsize=8, [n_h, n_a], startangle=90, wedgeprops={"linewidth": 2, "edgecolor": "white"}
frameon=False, bbox_to_anchor=(0.5, -0.05)) )
ax.set_title("Session Mix", fontsize=11, fontweight='bold') 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): def _render_price_heatmap(self, price_mat):
ax = self.fig.add_subplot(self.gs[1, :2]) ax = self.fig.add_subplot(self.gs[1, :2])
im = ax.imshow(price_mat, aspect='auto', cmap='viridis', origin='lower') im = ax.imshow(price_mat, aspect="auto", cmap="viridis", origin="lower")
style_axis(ax, "Price Heatmap P(product, t)", "Step", "Product") style_axis(ax, "Price Heatmap P(product, t)", "Step", "Product")
cbar = self.fig.colorbar(im, ax=ax, fraction=0.03, pad=0.02) cbar = self.fig.colorbar(im, ax=ax, fraction=0.03, pad=0.02)
cbar.set_label('$', fontsize=8) cbar.set_label("$", fontsize=8)
def _render_demand_heatmap(self, demand_mat): def _render_demand_heatmap(self, demand_mat):
ax = self.fig.add_subplot(self.gs[1, 2]) ax = self.fig.add_subplot(self.gs[1, 2])
im = ax.imshow(demand_mat, aspect='auto', cmap='Blues', origin='lower') im = ax.imshow(demand_mat, aspect="auto", cmap="Blues", origin="lower")
style_axis(ax, "Demand Q(product, t)", "Step", None) style_axis(ax, "Demand Q(product, t)", "Step", None)
self.fig.colorbar(im, ax=ax, fraction=0.046, pad=0.02) self.fig.colorbar(im, ax=ax, fraction=0.046, pad=0.02)
@@ -92,11 +124,11 @@ class DashboardRenderer:
ax = self.fig.add_subplot(self.gs[2, 0]) ax = self.fig.add_subplot(self.gs[2, 0])
if price_mat.shape[1] > 2: if price_mat.shape[1] > 2:
corr = np.corrcoef(price_mat, demand_mat)[:n_products, n_products:] corr = np.corrcoef(price_mat, demand_mat)[:n_products, n_products:]
im = ax.imshow(corr, cmap='RdBu', vmin=-1, vmax=1, aspect='auto') im = ax.imshow(corr, cmap="RdBu", vmin=-1, vmax=1, aspect="auto")
ax.set_xticks(range(n_products)) ax.set_xticks(range(n_products))
ax.set_yticks(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_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) 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) self.fig.colorbar(im, ax=ax, fraction=0.046, pad=0.02)
style_axis(ax, "Price-Demand Correlation", None, None) style_axis(ax, "Price-Demand Correlation", None, None)
@@ -105,20 +137,27 @@ class DashboardRenderer:
n_steps = len(env._revenue_history) n_steps = len(env._revenue_history)
demand_std = [np.std(d) for d in env._demand_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.fill_between(range(n_steps), env._revenue_history, alpha=0.3)
ax.plot(env._revenue_history, linewidth=2, label='Revenue') ax.plot(env._revenue_history, linewidth=2, label="Revenue")
ax.set_xlim(0, max(n_steps, 1)) ax.set_xlim(0, max(n_steps, 1))
ax.set_ylim(0, max(env._revenue_history) * 1.1 if env._revenue_history else 1) ax.set_ylim(0, max(env._revenue_history) * 1.1 if env._revenue_history else 1)
ax2 = ax.twinx() ax2 = ax.twinx()
ax2.plot(range(n_steps), demand_std, linewidth=2, ls='-', alpha=0.9, label='sigma(Demand)') 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) 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 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_ylim(max(0, d_min - margin), d_max + margin)
ax2.set_ylabel('Demand sigma', fontsize=9) ax2.set_ylabel("Demand sigma", fontsize=9)
style_axis(ax, "Revenue & Demand Dispersion", "Step", "Revenue ($)") style_axis(ax, "Revenue & Demand Dispersion", "Step", "Revenue ($)")
ax.legend(loc='upper left', fontsize=7, frameon=False) ax.legend(loc="upper left", fontsize=7, frameon=False)
ax2.legend(loc='upper right', fontsize=7, frameon=False) ax2.legend(loc="upper right", fontsize=7, frameon=False)
def close(self): def close(self):
if self.fig: if self.fig:

101
engine/lib/tiers.py Normal file
View File

@@ -0,0 +1,101 @@
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

View File

@@ -32,18 +32,23 @@ class EconomicMetricsWrapper(gym.Wrapper):
obs, reward, terminated, truncated, info = self.env.step(action) obs, reward, terminated, truncated, info = self.env.step(action)
# extract from unwrapped env # extract from unwrapped env
prices = self.env.unwrapped._prices 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_dict = self.env.unwrapped._demand
demand = np.array([demand_dict.get(i, 0.0) for i in range(len(prices))]) demand = np.array([demand_dict.get(i, 0.0) for i in range(len(quoted_prices))])
alpha = self.env.unwrapped.alpha
# core calculations # core calculations
revenue = float(np.sum(prices * demand)) revenue = float(info.get("revenue", np.sum(effective_prices * demand)))
avg_price = float(np.mean(prices)) 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) 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 coi_level = avg_price - self.p_min # E[P] - p_min per thesis Def 1
self._price_history.append(prices.copy()) self._price_history.append(effective_prices.copy())
self._revenue_history.append(revenue) self._revenue_history.append(revenue)
# regret vs baseline (golden path) # regret vs baseline (golden path)
@@ -54,14 +59,36 @@ class EconomicMetricsWrapper(gym.Wrapper):
# inject structured metrics into info # inject structured metrics into info
info["economics"] = { info["economics"] = {
"revenue": revenue, "revenue": revenue,
"quoted_revenue": quoted_revenue,
"margin": margin, "margin": margin,
"coi_level": coi_level, "coi_level": coi_level,
"regret": regret, "regret": regret,
} }
for key in ("coi_mix", "coi_base", "coi_leakage", "coi_penalty"): 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: if key in info:
info["economics"][key] = info[key] info["economics"][key] = info[key]
info["prices"] = prices.copy() info["prices"] = quoted_prices.copy()
info["effective_prices"] = effective_prices.copy()
info["demand"] = demand.copy() info["demand"] = demand.copy()
return obs, reward, terminated, truncated, info return obs, reward, terminated, truncated, info

33
engine/logging_utils.py Normal file
View File

@@ -0,0 +1,33 @@
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

View File

@@ -0,0 +1,5 @@
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"]

View File

@@ -0,0 +1,7 @@
from __future__ import annotations
def run_benchmark_cli(raw_args: list[str] | None = None) -> None:
from ..benchmark import run_cli
run_cli(raw_args)

View File

@@ -0,0 +1,71 @@
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,
)

View File

@@ -0,0 +1,124 @@
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

138
engine/project.json Normal file
View File

@@ -0,0 +1,138 @@
{
"$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 Normal file
View File

@@ -0,0 +1,353 @@
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

View File

@@ -1,7 +1,6 @@
"""shared factor definitions for experimental designs""" """shared factor definitions for experimental designs"""
import numpy as np import numpy as np
from dataclasses import dataclass, field from dataclasses import dataclass
from typing import Callable, Any
@dataclass @dataclass
class Factor: class Factor:

View File

@@ -1,5 +1,7 @@
"""full factorial design - all factor combinations""" """full factorial design - all factor combinations"""
import sys import sys
sys.path.insert(0, "..") sys.path.insert(0, "..")
import logging import logging
from itertools import product from itertools import product
@@ -12,6 +14,7 @@ from .factors import FACTORS, DEMAND_FUNCTIONS, SEEDS_PER_CONFIG
logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s") logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s")
log = logging.getLogger(__name__) log = logging.getLogger(__name__)
def generate_configs(): def generate_configs():
"""generate all factor combinations with seeds""" """generate all factor combinations with seeds"""
all_levels = [f.levels for f in FACTORS] all_levels = [f.levels for f in FACTORS]
@@ -22,10 +25,13 @@ def generate_configs():
base = {names[i]: combo[i] for i in range(len(names))} base = {names[i]: combo[i] for i in range(len(names))}
for seed in range(SEEDS_PER_CONFIG): for seed in range(SEEDS_PER_CONFIG):
cfg = {**base, "seed": seed} cfg = {**base, "seed": seed}
cfg["id"] = hashlib.md5(json.dumps(cfg, sort_keys=True).encode()).hexdigest()[:8] cfg["id"] = hashlib.md5(
json.dumps(cfg, sort_keys=True).encode()
).hexdigest()[:8]
configs.append(cfg) configs.append(cfg)
return configs return configs
def run_single(cfg: dict) -> dict: def run_single(cfg: dict) -> dict:
"""execute one experiment config, return metrics""" """execute one experiment config, return metrics"""
from engine.wrapper import PHANTOM from engine.wrapper import PHANTOM
@@ -49,7 +55,8 @@ def run_single(cfg: dict) -> dict:
obs, reward, term, trunc, _ = env.step(action) obs, reward, term, trunc, _ = env.step(action)
total_reward += reward total_reward += reward
steps += 1 steps += 1
if term: break if term:
break
env.close() env.close()
return { return {
@@ -60,22 +67,28 @@ def run_single(cfg: dict) -> dict:
"steps": steps, "steps": steps,
} }
def run_study(max_workers: int = None, output: str = "results_full.jsonl"): def run_study(max_workers: int = None, output: str = "results_full.jsonl"):
configs = generate_configs() configs = generate_configs()
log.info(f"full factorial: {len(configs)} configs ({len(configs)//SEEDS_PER_CONFIG} unique × {SEEDS_PER_CONFIG} seeds)") log.info(
f"full factorial: {len(configs)} configs ({len(configs) // SEEDS_PER_CONFIG} unique × {SEEDS_PER_CONFIG} seeds)"
)
results = [] results = []
with ProcessPoolExecutor(max_workers=max_workers) as ex: with ProcessPoolExecutor(max_workers=max_workers) as ex:
for i, result in enumerate(ex.map(run_single, configs)): for i, result in enumerate(ex.map(run_single, configs)):
results.append(result) results.append(result)
if (i+1) % 100 == 0: log.info(f"progress: {i+1}/{len(configs)}") 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)) Path(output).write_text("\n".join(json.dumps(r) for r in results))
log.info(f"wrote {len(results)} results to {output}") log.info(f"wrote {len(results)} results to {output}")
return results return results
if __name__ == "__main__": if __name__ == "__main__":
import argparse import argparse
p = argparse.ArgumentParser() p = argparse.ArgumentParser()
p.add_argument("--workers", type=int, default=None) p.add_argument("--workers", type=int, default=None)
p.add_argument("--output", default="results_full.jsonl") p.add_argument("--output", default="results_full.jsonl")
@@ -83,7 +96,9 @@ if __name__ == "__main__":
args = p.parse_args() args = p.parse_args()
configs = generate_configs() 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]}") 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: if not args.dry_run:
run_study(args.workers, args.output) run_study(args.workers, args.output)

View File

@@ -0,0 +1,136 @@
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()

View File

@@ -0,0 +1,133 @@
"""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,
)

View File

@@ -1,5 +1,7 @@
"""mixed design: full factorial on primary factors, latin hypercube on secondary""" """mixed design: full factorial on primary factors, latin hypercube on secondary"""
import sys import sys
sys.path.insert(0, "..") sys.path.insert(0, "..")
import logging import logging
from itertools import product from itertools import product
@@ -16,6 +18,7 @@ log = logging.getLogger(__name__)
LH_SAMPLES = 10 LH_SAMPLES = 10
def generate_configs(lh_samples: int = LH_SAMPLES): def generate_configs(lh_samples: int = LH_SAMPLES):
primary = [f for f in FACTORS if f.primary] primary = [f for f in FACTORS if f.primary]
secondary = [f for f in FACTORS if not f.primary] secondary = [f for f in FACTORS if not f.primary]
@@ -28,7 +31,9 @@ def generate_configs(lh_samples: int = LH_SAMPLES):
samples = lhs.random(n=lh_samples) samples = lhs.random(n=lh_samples)
for s in samples: for s in samples:
sec_vals = { sec_vals = {
secondary[i].name: secondary[i].levels[int(s[i] * len(secondary[i].levels))] secondary[i].name: secondary[i].levels[
int(s[i] * len(secondary[i].levels))
]
for i in range(len(secondary)) for i in range(len(secondary))
} }
base = {primary[i].name: p_combo[i] for i in range(len(primary))} base = {primary[i].name: p_combo[i] for i in range(len(primary))}
@@ -36,10 +41,13 @@ def generate_configs(lh_samples: int = LH_SAMPLES):
for seed in range(SEEDS_PER_CONFIG): for seed in range(SEEDS_PER_CONFIG):
cfg = {**base, "seed": seed} cfg = {**base, "seed": seed}
cfg["id"] = hashlib.md5(json.dumps(cfg, sort_keys=True).encode()).hexdigest()[:8] cfg["id"] = hashlib.md5(
json.dumps(cfg, sort_keys=True).encode()
).hexdigest()[:8]
configs.append(cfg) configs.append(cfg)
return configs return configs
def run_single(cfg: dict) -> dict: def run_single(cfg: dict) -> dict:
from engine.wrapper import PHANTOM from engine.wrapper import PHANTOM
import numpy as np import numpy as np
@@ -62,7 +70,8 @@ def run_single(cfg: dict) -> dict:
obs, reward, term, trunc, _ = env.step(action) obs, reward, term, trunc, _ = env.step(action)
total_reward += reward total_reward += reward
steps += 1 steps += 1
if term: break if term:
break
env.close() env.close()
return { return {
@@ -73,23 +82,33 @@ def run_single(cfg: dict) -> dict:
"steps": steps, "steps": steps,
} }
def run_study(max_workers: int = None, output: str = "results_mixed.jsonl", lh_samples: int = LH_SAMPLES):
def run_study(
max_workers: int = None,
output: str = "results_mixed.jsonl",
lh_samples: int = LH_SAMPLES,
):
configs = generate_configs(lh_samples) configs = generate_configs(lh_samples)
n_primary_cells = int(np.prod([len(f.levels) for f in FACTORS if f.primary])) 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)") log.info(
f"mixed LH: {len(configs)} configs ({n_primary_cells} primary × {lh_samples} LH × {SEEDS_PER_CONFIG} seeds)"
)
results = [] results = []
with ProcessPoolExecutor(max_workers=max_workers) as ex: with ProcessPoolExecutor(max_workers=max_workers) as ex:
for i, result in enumerate(ex.map(run_single, configs)): for i, result in enumerate(ex.map(run_single, configs)):
results.append(result) results.append(result)
if (i+1) % 100 == 0: log.info(f"progress: {i+1}/{len(configs)}") 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)) Path(output).write_text("\n".join(json.dumps(r) for r in results))
log.info(f"wrote {len(results)} results to {output}") log.info(f"wrote {len(results)} results to {output}")
return results return results
if __name__ == "__main__": if __name__ == "__main__":
import argparse import argparse
p = argparse.ArgumentParser() p = argparse.ArgumentParser()
p.add_argument("--workers", type=int, default=None) p.add_argument("--workers", type=int, default=None)
p.add_argument("--output", default="results_mixed.jsonl") p.add_argument("--output", default="results_mixed.jsonl")
@@ -100,7 +119,9 @@ if __name__ == "__main__":
primary = [f for f in FACTORS if f.primary] primary = [f for f in FACTORS if f.primary]
secondary = [f for f in FACTORS if not f.primary] secondary = [f for f in FACTORS if not f.primary]
configs = generate_configs(args.lh_samples) 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]}") 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: if not args.dry_run:
run_study(args.workers, args.output, args.lh_samples) run_study(args.workers, args.output, args.lh_samples)

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@@ -0,0 +1,60 @@
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

View File

@@ -1,6 +1,6 @@
method: random method: random
metric: metric:
name: sweep/score name: objective/score
goal: maximize goal: maximize
command: command:
- ${env} - ${env}

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@@ -1,6 +1,6 @@
method: grid method: grid
metric: metric:
name: sweep/score name: objective/score
goal: maximize goal: maximize
run_cap: 4 run_cap: 4
command: command:

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@@ -0,0 +1,53 @@
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

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@@ -1,6 +1,6 @@
method: bayes method: bayes
metric: metric:
name: sweep/score name: objective/score
goal: maximize goal: maximize
command: command:
- ${env} - ${env}

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@@ -1,6 +1,6 @@
method: random method: random
metric: metric:
name: sweep/score name: objective/score
goal: maximize goal: maximize
command: command:
- ${env} - ${env}

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@@ -0,0 +1,23 @@
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",
]

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@@ -0,0 +1,70 @@
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

202
engine/telemetry/wandb.py Normal file
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@@ -0,0 +1,202 @@
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)

View File

@@ -1,520 +1,250 @@
from __future__ import annotations from __future__ import annotations
import argparse import argparse
import json from typing import Any
import os
from pathlib import Path
import numpy as np
from .wandb_checkpoint import checkpoint_artifact_name, download_latest_checkpoint from .logging_utils import configure_logging
from .orchestrators import run_benchmark_cli, run_sweep_agent, run_train_once
try: from .spec import TrainSpec
import wandb
HAS_WANDB = True
except ImportError:
HAS_WANDB = False
try:
from stable_baselines3 import PPO, A2C, DQN
from stable_baselines3.common.callbacks import EvalCallback
from stable_baselines3.common.monitor import Monitor
HAS_SB3 = True
except ImportError:
HAS_SB3 = False
from .jax import JAX_AVAILABLE
DEFAULT_CFG = { def _parse_tags(raw: str | None) -> list[str]:
"project": "phantom-pricing", if raw is None:
"algo": "ppo", return []
"seed": 42, return [piece.strip() for piece in str(raw).split(",") if piece.strip()]
"total_timesteps": 50_000,
"eval_episodes": 5,
"eval_freq": 1_000,
"log_freq": 100,
"revenue_weight": 0.01,
"n_products": 10,
"N": 100,
"alpha": 0.3,
"lambda_coi": 0.2,
"robust_radius": 0.15,
"robust_points": 5,
"info_value": 1.0,
"price_low": 10.0,
"price_high": 150.0,
"action_levels": 9,
"action_scale_low": 0.8,
"action_scale_high": 1.2,
"learning_rate": 3e-4,
"gamma": 0.99,
"buffer_size": 50_000,
"batch_size": 256,
"tau": 0.005,
"train_freq": 1,
"learning_starts": 1_000,
"target_update_interval": 1_000,
"exploration_fraction": 0.2,
"exploration_final_eps": 0.05,
"n_steps": 2_048,
"n_epochs": 10,
"gae_lambda": 0.95,
"clip_range": 0.2,
"ent_coef": 0.0,
"q_lr": 0.1,
"eps_start": 1.0,
"eps_end": 0.05,
"eps_decay": 0.9995,
"model_dir": "engine/models",
"arch": "small",
"activation": "relu",
"q_bins": 6,
"max_steps": 100,
"margin_floor": 0.05,
"margin_floor_patience": 5,
"use_jax": False,
"jax_num_envs": 16,
"jax_num_steps": 128,
"jax_num_minibatches": 4,
"jax_update_epochs": 4,
"jax_anneal_lr": True,
"checkpoint_interval": 10_000,
}
def _truthy(value: str | bool | None) -> bool: def _probe_run_kind(argv: list[str]) -> str:
if isinstance(value, bool): probe = argparse.ArgumentParser(add_help=False)
return value probe.add_argument("--run-kind", choices=["train", "benchmark"])
if value is None: probe.add_argument("--run-mode", choices=["train", "benchmark"])
return False args, _ = probe.parse_known_args(argv)
return str(value).strip().lower() in {"1", "true", "yes", "on"} return str(args.run_kind or args.run_mode or "train")
def _cfg(raw: dict | None = None) -> dict: def _strip_run_kind(argv: list[str]) -> list[str]:
cfg = dict(DEFAULT_CFG) stripped: list[str] = []
if raw: skip_next = False
cfg.update({k: v for k, v in raw.items() if v is not None}) for item in argv:
cfg["algo"] = str(cfg["algo"]).lower() if skip_next:
cfg["use_jax"] = _truthy(cfg.get("use_jax")) or _truthy( skip_next = False
os.environ.get("PHANTOM_USE_JAX") continue
) if item in {"--run-kind", "--run-mode"}:
return cfg skip_next = True
continue
if item.startswith("--run-kind=") or item.startswith("--run-mode="):
continue
stripped.append(item)
return stripped
def _wandb_cfg_dict() -> dict: def _build_parser() -> argparse.ArgumentParser:
return ( parser = argparse.ArgumentParser(description="PHANTOM unified training entrypoint")
{k: wandb.config[k] for k in wandb.config.keys()} parser.add_argument("--run-kind", choices=["train", "benchmark"], default="train")
if HAS_WANDB and wandb.run parser.add_argument("--run-mode", choices=["train", "benchmark"])
else {}
) 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 make_env(cfg: dict): def _overrides_from_args(args: argparse.Namespace) -> dict[str, Any]:
from gymnasium.wrappers import FlattenObservation backend = None if args.backend == "auto" else args.backend
from .wrapper import PHANTOM
from .lib.wrappers import EconomicMetricsWrapper
env = PHANTOM(
n_products=int(cfg["n_products"]),
alpha=float(cfg["alpha"]),
N=int(cfg["N"]),
price_bounds=(float(cfg["price_low"]), float(cfg["price_high"])),
lambda_coi=float(cfg["lambda_coi"]),
robust_radius=float(cfg["robust_radius"]),
robust_points=int(cfg["robust_points"]),
info_value=float(cfg["info_value"]),
action_levels=int(cfg["action_levels"]),
action_scale_low=float(cfg["action_scale_low"]),
action_scale_high=float(cfg["action_scale_high"]),
max_steps=int(cfg.get("max_steps", 100)),
margin_floor=float(cfg.get("margin_floor", 0.05)),
margin_floor_patience=int(cfg.get("margin_floor_patience", 5)),
render_mode=None,
)
env = EconomicMetricsWrapper(env)
env = FlattenObservation(env)
return env
def _net_arch(name) -> 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]
s = str(name).lower().strip()
if s in presets:
return presets[s]
if "x" in s:
try:
vals = [int(v) for v in s.split("x") if v]
return vals if vals else presets["small"]
except ValueError:
return presets["small"]
return presets["small"]
def _activation(name):
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: dict) -> dict:
kw = {"net_arch": _net_arch(cfg.get("arch", "small"))}
act = _activation(cfg.get("activation", "relu"))
if act is not None:
kw["activation_fn"] = act
return kw
def _action(agent, obs, deterministic: bool = True):
out = agent.predict(obs, deterministic=deterministic)
a = out[0] if isinstance(out, tuple) else out
if isinstance(a, np.ndarray) and a.size == 1:
return int(a.reshape(-1)[0])
return a
def evaluate(agent, env, episodes: int) -> dict:
rewards, revenues = [], []
for _ in range(int(episodes)):
obs, _ = env.reset()
done, ep_r, ep_rev = False, 0.0, 0.0
while not done:
obs, reward, term, trunc, info = env.step(_action(agent, obs, True))
done = term or trunc
ep_r += float(reward)
ep_rev += float(
info.get("economics", {}).get("revenue", info.get("revenue", 0.0))
)
rewards.append(ep_r)
revenues.append(ep_rev)
return {
"eval/reward": float(np.mean(rewards)),
"eval/revenue": float(np.mean(revenues)),
"eval/reward_std": float(np.std(rewards)),
"eval/revenue_std": float(np.std(revenues)),
}
def build_model(cfg: dict, env):
algo = cfg["algo"]
policy_kwargs = _policy_kwargs(cfg)
if algo == "sac":
raise ValueError("sac is not supported with the discrete core env")
if algo == "ppo":
return PPO(
"MlpPolicy",
env,
verbose=1,
policy_kwargs=policy_kwargs,
seed=int(cfg["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,
policy_kwargs=policy_kwargs,
seed=int(cfg["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,
policy_kwargs=policy_kwargs,
seed=int(cfg["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 _sb3_model_cls(algo: str):
if algo == "ppo":
return PPO
if algo == "a2c":
return A2C
if algo == "dqn":
return DQN
raise ValueError(f"unsupported algo '{algo}'")
def train_qtable(cfg: dict) -> tuple[EventQTable, dict]:
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"]),
)
eps = float(cfg["eps_start"])
obs, _ = env.reset(seed=int(cfg["seed"]))
for t in range(int(cfg["total_timesteps"])):
a, s = agent.act(obs, eps)
nxt, reward, term, trunc, info = env.step(a)
done = term or trunc
agent.update(s, a, float(reward), agent.encode(nxt), done)
eps = max(float(cfg["eps_end"]), eps * float(cfg["eps_decay"]))
if HAS_WANDB and wandb.run and (t + 1) % int(cfg["log_freq"]) == 0:
econ = info.get("economics", {})
wandb.log(
{
"train/reward": float(reward),
"train/revenue": float(econ.get("revenue", 0.0)),
"train/epsilon": float(eps),
},
step=t + 1,
)
obs = env.reset()[0] if done else nxt
metrics = evaluate(agent, eval_env, int(cfg["eval_episodes"]))
metrics["train/global_step"] = int(cfg["total_timesteps"])
env.close()
eval_env.close()
return agent, metrics
def train_sb3(cfg: dict) -> tuple[object, dict]:
if not HAS_SB3:
raise ImportError("stable-baselines3 is required for SB3 models")
from .lib.callbacks import CheckpointArtifactCallback, MetricsCallback
env = make_env(cfg)
eval_env = make_env(cfg)
env = Monitor(env)
eval_env = Monitor(eval_env)
model = build_model(cfg, env)
resume_step = 0
if HAS_WANDB and wandb.run is not None:
sweep_id = getattr(wandb.run, "sweep_id", None)
artifact_name = checkpoint_artifact_name(cfg, backend="sb3", sweep_id=sweep_id)
checkpoint_file = f"phantom_{cfg['algo']}_checkpoint.zip"
restored = download_latest_checkpoint(artifact_name, file_name=checkpoint_file)
if restored is not None:
checkpoint_path, metadata = restored
model = _sb3_model_cls(cfg["algo"]).load(
checkpoint_path.as_posix(), env=env
)
resume_step = int(metadata.get("step", getattr(model, "num_timesteps", 0)))
model.num_timesteps = max(
int(getattr(model, "num_timesteps", 0)), resume_step
)
cbs = [MetricsCallback(log_histograms=True, log_freq=int(cfg["log_freq"]))]
cbs.append(
CheckpointArtifactCallback(
cfg,
interval=int(cfg.get("checkpoint_interval", 10_000)),
)
)
cbs.append(
EvalCallback(
eval_env,
eval_freq=int(cfg["eval_freq"]),
n_eval_episodes=int(cfg["eval_episodes"]),
deterministic=True,
verbose=0,
)
)
target_steps = int(cfg["total_timesteps"])
remaining_steps = max(0, target_steps - int(getattr(model, "num_timesteps", 0)))
if remaining_steps > 0:
model.learn(
total_timesteps=remaining_steps,
callback=cbs,
reset_num_timesteps=False,
)
model_path = Path(cfg["model_dir"])
model_path.mkdir(parents=True, exist_ok=True)
model.save(str(model_path / f"phantom_{cfg['algo']}"))
metrics = evaluate(model, eval_env, int(cfg["eval_episodes"]))
metrics["train/global_step"] = int(model.num_timesteps)
env.close()
eval_env.close()
return model, metrics
def train_once(cfg: dict) -> dict:
algo = cfg["algo"]
if cfg.get("use_jax"):
if not JAX_AVAILABLE:
raise ImportError(
"JAX backend requested but JAX is not installed. "
"Install engine/jax/requirements.txt and jax[tpu] for TPU runs."
)
try:
from .jax.train import train_jax
except Exception as exc: # pragma: no cover
raise ImportError(f"Failed to import JAX trainer: {exc}") from exc
_, metrics = train_jax(cfg)
elif algo == "qtable":
_, metrics = train_qtable(cfg)
else:
_, metrics = train_sb3(cfg)
metrics["sweep/score"] = float(
metrics["eval/reward"] + float(cfg["revenue_weight"]) * metrics["eval/revenue"]
)
return metrics
def run_wandb(
project: str, overrides: dict, mode: str = "online", sweep_mode: bool = False
) -> dict:
if not HAS_WANDB:
raise ImportError("wandb is required for sweep runs")
init_kwargs = {"mode": mode}
if sweep_mode:
run = wandb.init(**init_kwargs)
else:
run = wandb.init(project=project, config=overrides, **init_kwargs)
try:
cfg = _cfg(_wandb_cfg_dict())
if sweep_mode:
for k, v in overrides.items():
if k not in wandb.config:
cfg[k] = v
metrics = train_once(cfg)
step = int(metrics.get("train/global_step", cfg["total_timesteps"]))
wandb.log(metrics, step=step)
for k, v in metrics.items():
run.summary[k] = v
return metrics
finally:
if wandb.run is not None:
wandb.finish()
def run_local(overrides: dict) -> dict:
cfg = _cfg(overrides)
metrics = train_once(cfg)
print(json.dumps(metrics, indent=2))
return metrics
def main():
p = argparse.ArgumentParser(description="PHANTOM training and W&B sweeps")
p.add_argument("--project", default=DEFAULT_CFG["project"])
p.add_argument("--algo", choices=["ppo", "a2c", "dqn", "qtable"])
p.add_argument("--total-timesteps", type=int)
p.add_argument("--alpha", type=float)
p.add_argument("--n-products", type=int)
p.add_argument("--lambda-coi", type=float)
p.add_argument("--robust-radius", type=float)
p.add_argument("--robust-points", type=int)
p.add_argument("--learning-rate", type=float)
p.add_argument("--gamma", type=float)
p.add_argument("--revenue-weight", type=float)
p.add_argument("--max-steps", type=int)
p.add_argument("--margin-floor", type=float)
p.add_argument("--margin-floor-patience", type=int)
p.add_argument("--arch", type=str)
p.add_argument("--activation", type=str)
p.add_argument("--jax", action="store_true")
p.add_argument("--jax-num-envs", type=int)
p.add_argument("--jax-num-steps", type=int)
p.add_argument("--jax-num-minibatches", type=int)
p.add_argument("--jax-update-epochs", type=int)
p.add_argument("--jax-anneal-lr", type=str)
p.add_argument("--checkpoint-interval", type=int)
p.add_argument("--sweep-agent", action="store_true")
p.add_argument("--sweep-id", type=str)
p.add_argument("--count", type=int, default=0)
p.add_argument("--offline", action="store_true")
p.add_argument("--no-wandb", action="store_true")
args = p.parse_args()
overrides = { overrides = {
"project": args.project,
"backend": backend,
"algo": args.algo, "algo": args.algo,
"seed": args.seed,
"total_timesteps": args.total_timesteps, "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, "alpha": args.alpha,
"N": args.N,
"n_products": args.n_products, "n_products": args.n_products,
"lambda_coi": args.lambda_coi, "lambda_coi": args.lambda_coi,
"info_value": args.info_value,
"robust_radius": args.robust_radius, "robust_radius": args.robust_radius,
"robust_points": args.robust_points, "robust_points": args.robust_points,
"learning_rate": args.learning_rate, "robust_rollouts": args.robust_rollouts,
"gamma": args.gamma, "no_robust": args.no_robust,
"revenue_weight": args.revenue_weight, "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, "max_steps": args.max_steps,
"margin_floor": args.margin_floor, "margin_floor": args.margin_floor,
"margin_floor_patience": args.margin_floor_patience, "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, "arch": args.arch,
"activation": args.activation, "activation": args.activation,
"use_jax": args.jax, "vf_coef": args.vf_coef,
"jax_num_envs": args.jax_num_envs, "max_grad_norm": args.max_grad_norm,
"jax_num_steps": args.jax_num_steps, "eval_freq": args.eval_freq,
"jax_num_minibatches": args.jax_num_minibatches, "eval_episodes": args.eval_episodes,
"jax_update_epochs": args.jax_update_epochs,
"checkpoint_interval": args.checkpoint_interval,
"jax_anneal_lr": _truthy(args.jax_anneal_lr)
if args.jax_anneal_lr is not None
else None,
} }
overrides = {k: v for k, v in overrides.items() if v is not None} 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: if args.sweep_agent:
if args.no_wandb: run_sweep_agent(
raise ValueError("sweep agent requires wandb") project=args.project,
if not args.sweep_id: sweep_id=str(args.sweep_id or ""),
raise ValueError("--sweep-id is required with --sweep-agent") count=int(args.count),
mode = "offline" if args.offline else "online" offline=bool(args.offline),
wandb.agent( no_wandb=bool(args.no_wandb),
args.sweep_id, base_overrides=overrides,
function=lambda: run_wandb( kind="sweep",
args.project, overrides, mode=mode, sweep_mode=True scenario=scenario,
), group=group,
count=args.count if args.count > 0 else None, extra_tags=extra_tags,
) )
return return
if args.no_wandb or not HAS_WANDB: spec = TrainSpec.from_flat(overrides)
run_local(overrides) run_train_once(
return spec,
project=args.project,
run_wandb(args.project, overrides, mode="offline" if args.offline else "online") offline=bool(args.offline),
no_wandb=bool(args.no_wandb),
kind="train",
scenario=scenario,
group=group,
extra_tags=extra_tags,
)
if __name__ == "__main__": if __name__ == "__main__":

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