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17
.dockerignore
Normal file
17
.dockerignore
Normal file
@@ -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
24
.env.sweep.example
Normal file
@@ -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
|
||||||
163
.github/workflows/latex.yml
vendored
163
.github/workflows/latex.yml
vendored
@@ -12,17 +12,168 @@ on:
|
|||||||
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
|
||||||
|
|
||||||
|
- name: Generate mirrors with Codex
|
||||||
|
if: ${{ env.OPENAI_API_KEY != '' }}
|
||||||
|
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: ${{ steps.roots.outputs.root_files }}
|
||||||
working_directory: paper/src
|
working_directory: paper/src
|
||||||
args: -pdf -interaction=nonstopmode -file-line-error -outdir=../build
|
args: -pdf -f -interaction=nonstopmode -file-line-error -r ../.latexmkrc -outdir=../build
|
||||||
pre_compile: bash ../concat_code.sh
|
|
||||||
- name: Upload PDF
|
- name: Upload PDF artifacts
|
||||||
uses: actions/upload-artifact@v4
|
uses: actions/upload-artifact@v4
|
||||||
with:
|
with:
|
||||||
name: thesis-pdf
|
name: thesis-pdf
|
||||||
path: paper/build/main.pdf
|
path: |
|
||||||
|
paper/build/main.pdf
|
||||||
|
paper/build/main-mirror-*.pdf
|
||||||
|
|
||||||
|
- name: Get current date
|
||||||
|
id: date
|
||||||
|
run: echo "date=$(date +'%Y-%m-%d')" >> $GITHUB_OUTPUT
|
||||||
|
|
||||||
|
- name: Upload to Cloudflare R2
|
||||||
|
if: ${{ env.R2_ACCESS_KEY_ID != '' && env.R2_SECRET_ACCESS_KEY != '' && env.R2_ENDPOINT != '' && env.R2_BUCKET_NAME != '' }}
|
||||||
|
env:
|
||||||
|
AWS_ACCESS_KEY_ID: ${{ env.R2_ACCESS_KEY_ID }}
|
||||||
|
AWS_SECRET_ACCESS_KEY: ${{ env.R2_SECRET_ACCESS_KEY }}
|
||||||
|
AWS_ENDPOINT_URL: ${{ env.R2_ENDPOINT }}
|
||||||
|
DATE: ${{ steps.date.outputs.date }}
|
||||||
|
BUCKET_NAME: ${{ env.R2_BUCKET_NAME }}
|
||||||
|
run: |
|
||||||
|
pip install boto3
|
||||||
|
python3 << 'EOF'
|
||||||
|
import boto3
|
||||||
|
import os
|
||||||
|
|
||||||
|
s3 = boto3.client('s3',
|
||||||
|
endpoint_url=os.environ['AWS_ENDPOINT_URL'],
|
||||||
|
aws_access_key_id=os.environ['AWS_ACCESS_KEY_ID'],
|
||||||
|
aws_secret_access_key=os.environ['AWS_SECRET_ACCESS_KEY']
|
||||||
|
)
|
||||||
|
|
||||||
|
date = os.environ['DATE']
|
||||||
|
bucket = os.environ['BUCKET_NAME']
|
||||||
|
|
||||||
|
# upload dated version
|
||||||
|
dated_filename = f"thesis-{date}.pdf"
|
||||||
|
s3.upload_file(
|
||||||
|
'paper/build/main.pdf',
|
||||||
|
bucket,
|
||||||
|
dated_filename,
|
||||||
|
ExtraArgs={'ContentType': 'application/pdf'}
|
||||||
|
)
|
||||||
|
print(f"Uploaded {dated_filename}")
|
||||||
|
|
||||||
|
# upload latest version
|
||||||
|
s3.upload_file(
|
||||||
|
'paper/build/main.pdf',
|
||||||
|
bucket,
|
||||||
|
'thesis-latest.pdf',
|
||||||
|
ExtraArgs={'ContentType': 'application/pdf'}
|
||||||
|
)
|
||||||
|
print(f"Uploaded thesis-latest.pdf")
|
||||||
|
|
||||||
|
# upload mirror versions (if generated)
|
||||||
|
build_dir = 'paper/build'
|
||||||
|
for filename in os.listdir(build_dir):
|
||||||
|
if not filename.startswith('main-mirror-') or not filename.endswith('.pdf'):
|
||||||
|
continue
|
||||||
|
mirror_name = filename[len('main-mirror-'):-4]
|
||||||
|
source_path = os.path.join(build_dir, filename)
|
||||||
|
|
||||||
|
dated_mirror = f"thesis-{mirror_name}-{date}.pdf"
|
||||||
|
latest_mirror = f"thesis-{mirror_name}-latest.pdf"
|
||||||
|
namespaced_dated = f"mirrors/{mirror_name}/thesis-{date}.pdf"
|
||||||
|
namespaced_latest = f"mirrors/{mirror_name}/thesis-latest.pdf"
|
||||||
|
|
||||||
|
s3.upload_file(
|
||||||
|
source_path,
|
||||||
|
bucket,
|
||||||
|
dated_mirror,
|
||||||
|
ExtraArgs={'ContentType': 'application/pdf'}
|
||||||
|
)
|
||||||
|
print(f"Uploaded {dated_mirror}")
|
||||||
|
|
||||||
|
s3.upload_file(
|
||||||
|
source_path,
|
||||||
|
bucket,
|
||||||
|
latest_mirror,
|
||||||
|
ExtraArgs={'ContentType': 'application/pdf'}
|
||||||
|
)
|
||||||
|
print(f"Uploaded {latest_mirror}")
|
||||||
|
|
||||||
|
s3.upload_file(
|
||||||
|
source_path,
|
||||||
|
bucket,
|
||||||
|
namespaced_dated,
|
||||||
|
ExtraArgs={'ContentType': 'application/pdf'}
|
||||||
|
)
|
||||||
|
print(f"Uploaded {namespaced_dated}")
|
||||||
|
|
||||||
|
s3.upload_file(
|
||||||
|
source_path,
|
||||||
|
bucket,
|
||||||
|
namespaced_latest,
|
||||||
|
ExtraArgs={'ContentType': 'application/pdf'}
|
||||||
|
)
|
||||||
|
print(f"Uploaded {namespaced_latest}")
|
||||||
|
EOF
|
||||||
|
|||||||
68
.gitignore
vendored
68
.gitignore
vendored
@@ -1,26 +1,92 @@
|
|||||||
|
# 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/
|
||||||
|
|
||||||
|
# paper build artifacts
|
||||||
paper/src/bib/auto
|
paper/src/bib/auto
|
||||||
|
paper/src/auto/*
|
||||||
|
paper/src/bib/auto
|
||||||
|
paper/template/*
|
||||||
|
paper/build-cais/
|
||||||
|
paper/defense/manim/media/
|
||||||
|
paper/defense/manim/.manim/
|
||||||
|
paper/src/main.pdf
|
||||||
|
paper/src/main-blx.bib
|
||||||
|
paper/src/svg-inkscape/
|
||||||
|
paper/variations/
|
||||||
|
paper/src/graphics/test_*.png
|
||||||
|
thesis-latest.pdf
|
||||||
|
|
||||||
|
# experiment run artifacts and logs
|
||||||
|
docs/goals/*.md
|
||||||
|
PHANTOM.wiki/
|
||||||
experiments/airflow/logs/*
|
experiments/airflow/logs/*
|
||||||
experiments/airflow/logs/scheduler/
|
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/
|
||||||
|
tests/e2e/test-results/
|
||||||
|
tests/e2e/node_modules/**
|
||||||
|
|
||||||
|
# rl/sim run outputs
|
||||||
sim/rl/behavior_loader/*.dot
|
sim/rl/behavior_loader/*.dot
|
||||||
sim/rl/behavior_loader/*.png
|
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/*
|
||||||
|
|||||||
35
.rayignore
Normal file
35
.rayignore
Normal file
@@ -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/
|
||||||
235
Makefile
235
Makefile
@@ -8,77 +8,236 @@ 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
|
||||||
|
TPU_CONF ?= tpu_orchestration/configs/v4_spot_us.conf
|
||||||
|
|
||||||
|
WANDB_ENTITY ?=
|
||||||
|
WANDB_PROJECT ?= capstone
|
||||||
|
SWEEP_ID ?=
|
||||||
|
LOCAL_TRAIN_ARGS ?= --algo ppo --total-timesteps 50000
|
||||||
|
LOCAL_BENCHMARK_ARGS ?= --tiers static,surge,linear,qtable,ppo --alpha-values 0.0,0.3 --episodes 3 --total-timesteps 3000 --max-steps 40 --device cpu
|
||||||
|
SIMPLE_BENCHMARK_ARGS ?= --tiers qtable,ppo,dqn,a2c --alpha-values 0.0,0.15,0.3,0.45,0.6 --episodes 8 --total-timesteps 8000 --max-steps 40 --device cpu
|
||||||
|
BENCHMARK_AGENT_ARGS ?=
|
||||||
|
AGENT_COUNT ?= 0
|
||||||
|
|
||||||
|
WHOCLICKED_REPO ?= velocitatem/whoclickedit
|
||||||
|
WHOCLICKED_CSV ?= experiments/exports/whoclicked.csv
|
||||||
|
WHOCLICKED_CARD ?= experiments/exports/whoclicked_dataset_card.md
|
||||||
|
WHOCLICKED_CSV_PATH_IN_REPO ?= whoclicked.csv
|
||||||
|
WHOCLICKED_CARD_PATH_IN_REPO ?= README.md
|
||||||
|
WHOCLICKED_DATASET_MESSAGE ?= Update flattened whoclickedit dataset
|
||||||
|
WHOCLICKED_CARD_MESSAGE ?= Update dataset card for whoclickedit
|
||||||
|
|
||||||
|
REPO_URL ?=
|
||||||
|
BRANCH ?= main
|
||||||
|
WORKDIR ?= $(HOME)/PHANTOM-agent
|
||||||
|
AGENT_LOOP ?= 1
|
||||||
|
RETRY_SECONDS ?= 20
|
||||||
|
|
||||||
|
TRAIN_IMAGE_REF := us-central1-docker.pkg.dev/phantom-trc/phantom/phantom-trainer
|
||||||
|
|
||||||
|
SWEEP_ENV_LOAD = set -a; [ -f "$(SWEEP_ENV_FILE)" ] && . "$(SWEEP_ENV_FILE)" || true; set +a
|
||||||
|
|
||||||
.DEFAULT_GOAL := help
|
.DEFAULT_GOAL := help
|
||||||
|
|
||||||
.PHONY: help
|
.PHONY: help
|
||||||
help:
|
help:
|
||||||
@echo "pdf.build pdf.watch pdf.clean | test.backend test.e2e test.all | web.dev | install | stats.lines"
|
@echo "pdf.build pdf.watch pdf.clean pdf.genpop pdf.genpop.watch pdf.arxiv | test.backend test.e2e test.all | web.dev | install | train | benchmark | benchmark.simple | benchmark.agent | train.agent | train.bootstrap | stats.lines | manim.render manim.render.all"
|
||||||
|
@echo "backend.server backend.provider backend.worker | platform.up platform.down platform.logs | docker.train.publish"
|
||||||
|
@echo "data.pull data.push data.whoclicked.publish | study.margin-erosion study.margin-erosion.quick study.margin-erosion.plot"
|
||||||
|
@echo "tpu.ray.bootstrap tpu.ray.deps tpu.ray.verify tpu.ray.teardown"
|
||||||
|
@echo ""
|
||||||
|
@echo "Build general public version:"
|
||||||
|
@echo " make pdf.genpop"
|
||||||
|
@echo ""
|
||||||
|
@echo "Local wandb run:"
|
||||||
|
@echo " make train LOCAL_TRAIN_ARGS='--algo ppo --total-timesteps 50000'"
|
||||||
|
@echo ""
|
||||||
|
@echo "Local benchmark run:"
|
||||||
|
@echo " make benchmark LOCAL_BENCHMARK_ARGS='--tiers static,surge,linear --alpha-values 0.0,0.3 --episodes 3 --no-wandb'"
|
||||||
|
@echo ""
|
||||||
|
@echo "Simple benchmark run (.env.sweep defaults, robust+no_robust compare by default):"
|
||||||
|
@echo " make benchmark.simple"
|
||||||
|
@echo ""
|
||||||
|
@echo "Local sweep agent from this repo:"
|
||||||
|
@echo " make train.agent SWEEP_ID=entity/project/id AGENT_COUNT=5"
|
||||||
|
@echo ""
|
||||||
|
@echo "Bootstrap private repo worker from anywhere:"
|
||||||
|
@echo " make train.bootstrap REPO_URL=https://github.com/org/repo.git BRANCH=main SWEEP_ID=entity/project/id"
|
||||||
|
@echo ""
|
||||||
|
@echo "Bootstrap Ray on TPU slice from config:"
|
||||||
|
@echo " make tpu.ray.bootstrap TPU_CONF=tpu_orchestration/configs/v4_spot_us.conf"
|
||||||
|
@echo ""
|
||||||
|
@echo "Publish whoclickedit dataset + card:"
|
||||||
|
@echo " make data.whoclicked.publish HF_TOKEN=... WHOCLICKED_REPO=velocitatem/whoclickedit"
|
||||||
|
@echo ""
|
||||||
|
@echo "Config source: $(SWEEP_ENV_FILE) (auto-loaded)"
|
||||||
|
|
||||||
$(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) \
|
|
||||||
-interaction=nonstopmode -file-line-error \
|
|
||||||
-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) \
|
|
||||||
-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: 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
|
||||||
|
train:
|
||||||
|
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" LOCAL_TRAIN_ARGS="$(LOCAL_TRAIN_ARGS)" $(NX) run research:train
|
||||||
|
|
||||||
|
.PHONY: benchmark
|
||||||
|
benchmark:
|
||||||
|
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" LOCAL_BENCHMARK_ARGS="$(LOCAL_BENCHMARK_ARGS)" $(NX) run research:benchmark
|
||||||
|
|
||||||
|
.PHONY: benchmark.simple
|
||||||
|
benchmark.simple:
|
||||||
|
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" SIMPLE_BENCHMARK_ARGS="$(SIMPLE_BENCHMARK_ARGS)" PHANTOM_BENCHMARK_COMPARE_ROBUST="$(PHANTOM_BENCHMARK_COMPARE_ROBUST)" $(NX) run research:benchmark-simple
|
||||||
|
|
||||||
|
.PHONY: benchmark.agent
|
||||||
|
benchmark.agent:
|
||||||
|
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" SWEEP_ID="$(SWEEP_ID)" AGENT_COUNT="$(AGENT_COUNT)" BENCHMARK_AGENT_ARGS="$(BENCHMARK_AGENT_ARGS)" $(NX) run research:benchmark-agent
|
||||||
|
|
||||||
|
.PHONY: train.agent
|
||||||
|
train.agent:
|
||||||
|
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" SWEEP_ID="$(SWEEP_ID)" AGENT_COUNT="$(AGENT_COUNT)" $(NX) run research:train-agent
|
||||||
|
|
||||||
|
.PHONY: train.bootstrap
|
||||||
|
train.bootstrap:
|
||||||
|
@WANDB_ENTITY="$(WANDB_ENTITY)" WANDB_PROJECT="$(WANDB_PROJECT)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" REPO_URL="$(REPO_URL)" BRANCH="$(BRANCH)" WORKDIR="$(WORKDIR)" SWEEP_ID="$(SWEEP_ID)" AGENT_COUNT="$(AGENT_COUNT)" AGENT_LOOP="$(AGENT_LOOP)" RETRY_SECONDS="$(RETRY_SECONDS)" $(NX) run research:train-bootstrap
|
||||||
|
|
||||||
|
.PHONY: tpu.ray.bootstrap tpu.ray.deps tpu.ray.verify tpu.ray.teardown
|
||||||
|
tpu.ray.bootstrap:
|
||||||
|
@TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-bootstrap
|
||||||
|
|
||||||
|
tpu.ray.deps:
|
||||||
|
@TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-deps
|
||||||
|
|
||||||
|
tpu.ray.verify:
|
||||||
|
@TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-verify
|
||||||
|
|
||||||
|
tpu.ray.teardown:
|
||||||
|
@TPU_CONF="$(TPU_CONF)" SWEEP_ENV_FILE="$(SWEEP_ENV_FILE)" $(NX) run research:tpu-ray-teardown
|
||||||
|
|
||||||
|
.PHONY: data.pull data.push
|
||||||
|
data.pull:
|
||||||
|
python scripts/hf_data.py pull
|
||||||
|
|
||||||
|
data.push:
|
||||||
|
python scripts/hf_data.py push
|
||||||
|
|
||||||
|
.PHONY: data.whoclicked.publish
|
||||||
|
data.whoclicked.publish:
|
||||||
|
@HF_TOKEN="$(HF_TOKEN)" WHOCLICKED_REPO="$(WHOCLICKED_REPO)" WHOCLICKED_CSV="$(WHOCLICKED_CSV)" WHOCLICKED_CARD="$(WHOCLICKED_CARD)" WHOCLICKED_CSV_PATH_IN_REPO="$(WHOCLICKED_CSV_PATH_IN_REPO)" WHOCLICKED_CARD_PATH_IN_REPO="$(WHOCLICKED_CARD_PATH_IN_REPO)" WHOCLICKED_DATASET_MESSAGE="$(WHOCLICKED_DATASET_MESSAGE)" WHOCLICKED_CARD_MESSAGE="$(WHOCLICKED_CARD_MESSAGE)" $(NX) run research:whoclicked-publish
|
||||||
|
|
||||||
.PHONY: stats.lines
|
.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
|
||||||
|
|
||||||
|
.PHONY: wordcount
|
||||||
|
wordcount:
|
||||||
|
@$(NX) run paper:wordcount
|
||||||
|
|
||||||
|
.PHONY: docker.train.publish
|
||||||
|
docker.train.publish:
|
||||||
|
@TRAIN_IMAGE_REF="$(TRAIN_IMAGE_REF)" $(NX) run research:docker-train-publish
|
||||||
|
|
||||||
|
.PHONY: backend.server backend.provider backend.worker platform.up platform.down platform.logs
|
||||||
|
backend.server:
|
||||||
|
@$(NX) run backend-server:dev
|
||||||
|
|
||||||
|
backend.provider:
|
||||||
|
@$(NX) run pricing-provider:dev
|
||||||
|
|
||||||
|
backend.worker:
|
||||||
|
@$(NX) run backend-worker:dev
|
||||||
|
|
||||||
|
platform.up:
|
||||||
|
@$(NX) run platform:up
|
||||||
|
|
||||||
|
platform.down:
|
||||||
|
@$(NX) run platform:down
|
||||||
|
|
||||||
|
platform.logs:
|
||||||
|
@$(NX) run platform:logs
|
||||||
|
|
||||||
.PHONY: pdf clean watch run.webapp test count-lines all
|
.PHONY: pdf clean watch run.webapp test count-lines all
|
||||||
pdf: pdf.build
|
pdf:
|
||||||
clean: pdf.clean
|
@$(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:
|
||||||
|
@$(NX) run research:stats
|
||||||
|
|
||||||
|
all:
|
||||||
|
@$(NX) run paper:build
|
||||||
|
|
||||||
|
.PHONY: manim.render manim.render.all
|
||||||
|
manim.render:
|
||||||
|
@$(NX) run manim:render
|
||||||
|
|
||||||
|
manim.render.all:
|
||||||
|
@$(NX) run manim:render-all
|
||||||
|
|||||||
156
README.md
156
README.md
@@ -1,12 +1,160 @@
|
|||||||
<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
|
# PHANTOM
|
||||||
|
|
||||||
|
Agent-aware dynamic pricing research platform for studying how automated transaction orchestration changes pricing power, and for testing defenses that recover margin while protecting legitimate user experience.
|
||||||
|
|
||||||
[](https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml)
|
[](https://github.com/velocitatem/PHANTOM/actions/workflows/latex.yml)
|
||||||
|
[](https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf)
|
||||||
|
[](https://huggingface.co/datasets/velocitatem/whoclickedit)
|
||||||
[](https://sites.research.google/trc/faq/)
|
[](https://sites.research.google/trc/faq/)
|
||||||
[](https://phantom-hotel.vercel.app)
|
|
||||||
[](https://phantom-airline.vercel.app)
|
|
||||||
|
|
||||||
|
**Live demos:** [Hotel](https://phantom-hotel.vercel.app) | [Airline](https://phantom-airline.vercel.app) | [Academic page](https://velocitatem.github.io/PHANTOM/)
|
||||||
|
|
||||||
|
## What this repository includes
|
||||||
|
|
||||||
|
PHANTOM is a mixed research + engineering monorepo with:
|
||||||
|
|
||||||
|
- a thesis (LaTeX) formalizing Cost of Information (COI) erosion under agentic reconnaissance,
|
||||||
|
- a mode-switching web storefront (`hotel` and `airline`) for controlled human/agent interaction collection,
|
||||||
|
- backend services for event ingestion and pricing,
|
||||||
|
- an experimentation stack for benchmarks, contamination studies, and robust policy training.
|
||||||
|
|
||||||
|
## Why this matters
|
||||||
|
|
||||||
|
Dynamic pricing relies on demand signals collected during browsing. LLM-driven agents can split reconnaissance and execution into separate sessions, which weakens those signals and can collapse extractable price premium. PHANTOM exists to measure that mechanism directly and evaluate practical defenses in a controlled environment.
|
||||||
|
|
||||||
|
## Quick start (local platform)
|
||||||
|
|
||||||
|
### 1) Prerequisites
|
||||||
|
|
||||||
|
- Docker + Docker Compose
|
||||||
|
- Node.js + npm
|
||||||
|
- Python 3.8+
|
||||||
|
- `latexmk` (only if you want to build the paper locally)
|
||||||
|
|
||||||
|
### 2) Install workspace tooling and create env files
|
||||||
|
|
||||||
|
```bash
|
||||||
|
npm install
|
||||||
|
cp .env.example .env
|
||||||
|
cp .env.sweep.example .env.sweep
|
||||||
|
```
|
||||||
|
|
||||||
|
### 3) Fill required values in `.env`
|
||||||
|
|
||||||
|
At minimum, set these before starting services:
|
||||||
|
|
||||||
|
```bash
|
||||||
|
NEXT_PUBLIC_SUPABASE_URL=...
|
||||||
|
NEXT_PUBLIC_SUPABASE_ANON_KEY=...
|
||||||
|
AIRFLOW_FERNET_KEY=...
|
||||||
|
AIRFLOW_SECRET_KEY=...
|
||||||
|
```
|
||||||
|
|
||||||
|
### 4) Start the platform and web app
|
||||||
|
|
||||||
|
```bash
|
||||||
|
make platform.up
|
||||||
|
make web.dev
|
||||||
|
```
|
||||||
|
|
||||||
|
### 5) Verify
|
||||||
|
|
||||||
|
- Web app: `http://localhost:3000`
|
||||||
|
- Backend health: `http://localhost:5000/health`
|
||||||
|
- Pricing provider health: `http://localhost:5001/health`
|
||||||
|
- Airflow UI: `http://localhost:8085`
|
||||||
|
- Kafka console (Redpanda): `http://localhost:8084` (using `.env.example` defaults)
|
||||||
|
|
||||||
|
## Common commands
|
||||||
|
|
||||||
|
| Goal | Command |
|
||||||
|
| --- | --- |
|
||||||
|
| Show all available workflows | `make help` |
|
||||||
|
| Start/stop platform services | `make platform.up` / `make platform.down` |
|
||||||
|
| Stream docker logs | `make platform.logs` |
|
||||||
|
| Run backend tests | `make test.backend` |
|
||||||
|
| Run end-to-end tests | `make test.e2e` |
|
||||||
|
| Build thesis PDF | `make pdf.build` |
|
||||||
|
| Watch thesis while editing | `make pdf.watch` |
|
||||||
|
| Build general-public thesis variant | `make pdf.genpop` |
|
||||||
|
| Run quick margin-erosion study | `make study.margin-erosion.quick` |
|
||||||
|
| Run benchmark without W&B logging | `make benchmark LOCAL_BENCHMARK_ARGS='--tiers static,surge,linear --alpha-values 0.0,0.3 --episodes 3 --no-wandb'` |
|
||||||
|
|
||||||
|
## System map
|
||||||
|
|
||||||
|
```mermaid
|
||||||
|
flowchart LR
|
||||||
|
U[Human / Agent Browser] --> W[Next.js Web App]
|
||||||
|
W -->|Price requests| P[Pricing Provider]
|
||||||
|
W -->|Interaction events| B[Backend Ingest API]
|
||||||
|
B --> K[Kafka]
|
||||||
|
K --> A[Airflow + Worker Jobs]
|
||||||
|
A --> R[Redis Model Registry]
|
||||||
|
P -->|Session/global prices| W
|
||||||
|
E[Research Engine + Experiments] --> A
|
||||||
|
E --> R
|
||||||
|
```
|
||||||
|
|
||||||
|
## Configuration
|
||||||
|
|
||||||
|
### Core runtime (`.env`)
|
||||||
|
|
||||||
|
| Variable | Purpose | Typical value |
|
||||||
|
| --- | --- | --- |
|
||||||
|
| `STORE_MODE` | Web mode switch (`hotel` or `airline`) | `hotel` |
|
||||||
|
| `BACKEND_PORT` | Backend API port | `5000` |
|
||||||
|
| `PROVIDER_PORT` | Pricing provider port | `5001` |
|
||||||
|
| `KAFKA_HOST` | Kafka host for local runtime | `localhost` |
|
||||||
|
| `KAFKA_PORT` | Kafka external port | `9092` |
|
||||||
|
| `REDIS_PORT` | Redis exposed port | `6377` |
|
||||||
|
| `REDPANDA_CONSOLE_PORT` | Kafka console UI port | `8084` |
|
||||||
|
| `NEXT_PUBLIC_SUPABASE_URL` | Product catalog/data source URL | required |
|
||||||
|
| `NEXT_PUBLIC_SUPABASE_ANON_KEY` | Product catalog/data source key | required |
|
||||||
|
| `AIRFLOW_FERNET_KEY` | Airflow crypto key | required |
|
||||||
|
| `AIRFLOW_SECRET_KEY` | Airflow webserver secret | required |
|
||||||
|
|
||||||
|
### Training and sweep settings (`.env.sweep`)
|
||||||
|
|
||||||
|
| Variable | Purpose |
|
||||||
|
| --- | --- |
|
||||||
|
| `WANDB_API_KEY` | Required for training/benchmark runs that log to Weights & Biases |
|
||||||
|
| `WANDB_ENTITY` | Optional W&B entity override |
|
||||||
|
| `WANDB_PROJECT` | W&B project name (default: `capstone`) |
|
||||||
|
| `GITHUB_TOKEN` | Required for `make train.bootstrap` |
|
||||||
|
| `SWEEP_ID` | Required for sweep-agent workflows (`train.agent`, `benchmark.agent`) |
|
||||||
|
|
||||||
|
## Repository layout
|
||||||
|
|
||||||
|
| Path | Role |
|
||||||
|
| --- | --- |
|
||||||
|
| `paper/` | Thesis source, bibliography, and build artifacts |
|
||||||
|
| `web/` | Next.js storefront and experiment interaction surface |
|
||||||
|
| `backend/server/` | FastAPI ingestion API and product retrieval endpoints |
|
||||||
|
| `backend/provider/` | FastAPI pricing service backed by model registry data |
|
||||||
|
| `backend/worker/` | Celery worker for asynchronous jobs |
|
||||||
|
| `engine/` | Training and benchmarking entrypoints |
|
||||||
|
| `experiments/` | Data processing, ETL ideas, and analysis assets |
|
||||||
|
| `docker/` | Dockerfiles for platform services |
|
||||||
|
| `tests/e2e/` | Playwright end-to-end tests |
|
||||||
|
| `docs/` | Academic project page source |
|
||||||
|
|
||||||
|
## 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.
|
||||||
|
|
||||||
|
## 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.
|
||||||
|
|||||||
33
backend/project.json
Normal file
33
backend/project.json
Normal file
@@ -0,0 +1,33 @@
|
|||||||
|
{
|
||||||
|
"$schema": "../node_modules/nx/schemas/project-schema.json",
|
||||||
|
"name": "platform",
|
||||||
|
"projectType": "application",
|
||||||
|
"sourceRoot": "backend",
|
||||||
|
"targets": {
|
||||||
|
"up": {
|
||||||
|
"executor": "nx:run-commands",
|
||||||
|
"options": {
|
||||||
|
"command": "docker compose up -d",
|
||||||
|
"cwd": "."
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"down": {
|
||||||
|
"executor": "nx:run-commands",
|
||||||
|
"options": {
|
||||||
|
"command": "docker compose down",
|
||||||
|
"cwd": "."
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"logs": {
|
||||||
|
"executor": "nx:run-commands",
|
||||||
|
"options": {
|
||||||
|
"command": "docker compose logs --tail=100 -f",
|
||||||
|
"cwd": "."
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"tags": [
|
||||||
|
"scope:platform",
|
||||||
|
"type:infra"
|
||||||
|
]
|
||||||
|
}
|
||||||
39
backend/provider/project.json
Normal file
39
backend/provider/project.json
Normal file
@@ -0,0 +1,39 @@
|
|||||||
|
{
|
||||||
|
"$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 ${PROVIDER_PORT:-5001}",
|
||||||
|
"cwd": "backend/provider"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"tags": [
|
||||||
|
"scope:backend",
|
||||||
|
"type:provider"
|
||||||
|
]
|
||||||
|
}
|
||||||
39
backend/server/project.json
Normal file
39
backend/server/project.json
Normal file
@@ -0,0 +1,39 @@
|
|||||||
|
{
|
||||||
|
"$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 ${BACKEND_PORT:-5000}",
|
||||||
|
"cwd": "backend/server"
|
||||||
|
}
|
||||||
|
}
|
||||||
|
},
|
||||||
|
"tags": [
|
||||||
|
"scope:backend",
|
||||||
|
"type:api"
|
||||||
|
]
|
||||||
|
}
|
||||||
@@ -1,6 +1,6 @@
|
|||||||
fastapi==0.104.1
|
fastapi>=0.135,<0.136
|
||||||
uvicorn[standard]==0.24.0
|
uvicorn[standard]>=0.41,<0.42
|
||||||
kafka-python==2.0.2
|
kafka-python>=2.3,<2.4
|
||||||
pydantic==2.5.0
|
pydantic>=2.12,<3
|
||||||
python-dotenv==1.0.0
|
python-dotenv>=1.0,<2
|
||||||
supabase==2.9.1
|
supabase>=2.28,<3
|
||||||
|
|||||||
39
backend/worker/project.json
Normal file
39
backend/worker/project.json
Normal file
@@ -0,0 +1,39 @@
|
|||||||
|
{
|
||||||
|
"$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"
|
||||||
|
]
|
||||||
|
}
|
||||||
3
backend/worker/requirements.txt
Normal file
3
backend/worker/requirements.txt
Normal file
@@ -0,0 +1,3 @@
|
|||||||
|
celery>=5.3,<6
|
||||||
|
python-dotenv>=1.0.0
|
||||||
|
redis>=5.0.0
|
||||||
@@ -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=${WATCHDOG_CONFIG_PATTERN:-v[46]*.conf}
|
||||||
|
- CLOUDSDK_CONFIG=/.config/gcloud
|
||||||
|
volumes:
|
||||||
|
- ~/.config/gcloud:/.config/gcloud:rw
|
||||||
|
- ./secrets/gcp-sa.json:/secrets/gcp-sa.json:ro
|
||||||
|
|
||||||
tensorboard-rl:
|
tensorboard-rl:
|
||||||
image: tensorflow/tensorflow:latest
|
image: tensorflow/tensorflow:latest
|
||||||
container_name: "PHANTOM-tensorboard-rl"
|
container_name: "PHANTOM-tensorboard-rl"
|
||||||
|
|||||||
112
docker/TPUWatchdog.dockerfile
Normal file
112
docker/TPUWatchdog.dockerfile
Normal file
@@ -0,0 +1,112 @@
|
|||||||
|
FROM google/cloud-sdk:slim
|
||||||
|
|
||||||
|
# Install tmux to manage multiple watchdogs and jq for json parsing
|
||||||
|
RUN apt-get update && \
|
||||||
|
apt-get install -y tmux jq && \
|
||||||
|
rm -rf /var/lib/apt/lists/*
|
||||||
|
|
||||||
|
WORKDIR /app
|
||||||
|
|
||||||
|
# Copy the orchestration scripts and configs
|
||||||
|
COPY tpu_orchestration/ /app/tpu_orchestration/
|
||||||
|
|
||||||
|
# Make sure scripts are executable
|
||||||
|
RUN chmod +x /app/tpu_orchestration/watchdog.sh
|
||||||
|
RUN chmod +x /app/tpu_orchestration/tpu_startup.sh
|
||||||
|
|
||||||
|
# Create an entrypoint script that launches a watchdog for each config
|
||||||
|
COPY <<-'EOF' /app/entrypoint.sh
|
||||||
|
#!/bin/bash
|
||||||
|
set -e
|
||||||
|
|
||||||
|
# Make sure required variables are set
|
||||||
|
if [ -z "$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=$((DELAY + 15))
|
||||||
|
done
|
||||||
|
|
||||||
|
echo "All watchdogs queued with staggered startup."
|
||||||
|
|
||||||
|
# Keep the container running
|
||||||
|
wait
|
||||||
|
EOF
|
||||||
|
|
||||||
|
RUN chmod +x /app/entrypoint.sh
|
||||||
|
|
||||||
|
CMD ["/app/entrypoint.sh"]
|
||||||
15
docker/Trainer.dockerfile
Normal file
15
docker/Trainer.dockerfile
Normal file
@@ -0,0 +1,15 @@
|
|||||||
|
# syntax=docker/dockerfile:1.7
|
||||||
|
|
||||||
|
FROM pytorch/pytorch:2.5.1-cuda12.4-cudnn9-runtime AS gpu
|
||||||
|
|
||||||
|
WORKDIR /app
|
||||||
|
|
||||||
|
COPY docker/trainer.requirements.txt /tmp/requirements.txt
|
||||||
|
RUN pip install --no-cache-dir -r /tmp/requirements.txt
|
||||||
|
|
||||||
|
COPY --chmod=755 docker/trainer-agent-entrypoint.sh /usr/local/bin/trainer-agent-entrypoint
|
||||||
|
COPY engine /app/engine
|
||||||
|
|
||||||
|
ENV PYTHONPATH=/app
|
||||||
|
|
||||||
|
ENTRYPOINT ["/usr/local/bin/trainer-agent-entrypoint"]
|
||||||
23
docker/trainer-agent-entrypoint.sh
Normal file
23
docker/trainer-agent-entrypoint.sh
Normal file
@@ -0,0 +1,23 @@
|
|||||||
|
#!/usr/bin/env sh
|
||||||
|
set -eu
|
||||||
|
|
||||||
|
if [ -z "${SWEEP_ID:-}" ]; then
|
||||||
|
echo "SWEEP_ID is required"
|
||||||
|
exit 1
|
||||||
|
fi
|
||||||
|
|
||||||
|
set -- python -m engine.train --sweep-agent --sweep-id "${SWEEP_ID}"
|
||||||
|
|
||||||
|
if [ -n "${PHANTOM_DEFAULT_AGENT_ARGS:-}" ]; then
|
||||||
|
set -- "$@" ${PHANTOM_DEFAULT_AGENT_ARGS}
|
||||||
|
fi
|
||||||
|
|
||||||
|
if [ -n "${TRAIN_ARGS:-}" ]; then
|
||||||
|
set -- "$@" ${TRAIN_ARGS}
|
||||||
|
fi
|
||||||
|
|
||||||
|
if [ "${AGENT_COUNT:-0}" != "0" ]; then
|
||||||
|
set -- "$@" --count "${AGENT_COUNT}"
|
||||||
|
fi
|
||||||
|
|
||||||
|
exec "$@"
|
||||||
7
docker/trainer.requirements.txt
Normal file
7
docker/trainer.requirements.txt
Normal file
@@ -0,0 +1,7 @@
|
|||||||
|
numpy>=1.24.0
|
||||||
|
pandas>=2.0.0
|
||||||
|
scipy>=1.11.0
|
||||||
|
gymnasium>=0.29.0
|
||||||
|
stable-baselines3>=2.2.0
|
||||||
|
tensorboard>=2.15.0
|
||||||
|
wandb>=0.17.0
|
||||||
21
docs/goals/goals.csv
Normal file
21
docs/goals/goals.csv
Normal file
@@ -0,0 +1,21 @@
|
|||||||
|
store_mode,task_name,task_description,definition_of_done
|
||||||
|
airline,The Indecisive Executive (SEA-LAX),"You are traveling SEA to LAX for business. You prefer Business Class for the comfort, but you need to justify the expense to your company. 1) Find the Business Class option and check its price. 2) Compare it against the Economy option on the same route to see how much money you are saving or spending. 3) Spend some time weighing the pros and cons of the ""Flexible"" fare rule vs the standard one. 4) Ultimately, decide that your comfort is worth it and book the Business Class ticket.","Booking for SEA-LAX Business Class is completed."
|
||||||
|
airline,The Cross-Country Splurge (LAX-JFK),"You are flying LAX to JFK and want to treat yourself to First Class, but only if it's the right flight. 1) Find the First Class option. 2) thoroughly check the details (duration, arrival time). 3) Compare it with the Business Class option if available, or just look at other departure times to ensure this is the best schedule. 4) After confirming this is the absolute best option, proceed to book First Class.","Booking for LAX-JFK First Class is completed."
|
||||||
|
airline,The Budget Student (DFW-ORD),"You are a broke student flying DFW to ORD. You have a budget of roughly $200. 1) Find the cheapest Economy flight. 2) Before booking, frantically check if there are any other flights or if the ""Premium"" economy is somehow cheaper (it won't be, but you should check). 3) Hesitate for a moment to consider if you should just drive instead. 4) Resign yourself to the flight and book the Economy ticket.","Booking for DFW-ORD Economy Class is completed."
|
||||||
|
airline,The Quick Hop Commuter (LAX-SFO),"You need to get from LAX to SFO as fast as possible. Price is secondary to speed. 1) Search for flights and identify the one with the shortest duration (1h 30m). 2) Click into the details to verify the arrival time fits your schedule. 3) briefly explore if there's a Business Class upgrade available for this short flight. 4) Decide to stick with Economy since it's such a short trip and book it.","Booking for LAX-SFO is completed."
|
||||||
|
airline,The Status Chaser (SFO-SEA),"You are trying to earn airline points and need a ""Premium"" class ticket specifically. 1) Search SFO to SEA. 2) Filter or look for the Premium Economy option. 3) Compare the price gap between Premium and Standard Economy. 4) Browse the details to see if the ""Premium"" fare includes better baggage allowance. 5) Conclude it's worth the points and book the Premium seat.","Booking for SFO-SEA Premium Economy is completed."
|
||||||
|
airline,The Family Reunion (MIA-ATL),"You are booking for a family of 4 (2 adults, 2 children) flying MIA to ATL. 1) Search for 4 passengers. 2) You prefer Premium, but if the total is too high, you might settle for Economy. 3) Add Premium to your cart, look at the total, and hesitate. 4) Go back and check the Economy price for 4 people. 5) Decide to treat your family and go back to book the Premium option.","Booking for MIA-ATL (Premium) is completed."
|
||||||
|
airline,The Red Eye Skeptic (LAX-JFK),"You need to fly LAX to JFK but hate late arrivals. 1) Search for the flight and check the arrival time of the First Class option. 2) It arrives early morning (02:15), which worries you. 3) Spend some time looking for other flight options on different days to see if there's a better schedule. 4) Realize this is the only direct option that works and proceed to book it despite the time.","Booking for LAX-JFK is completed."
|
||||||
|
airline,The Refundable Requirement (ATL-DFW),"Your meeting in Dallas might get cancelled, so you strictly need a ""Refundable"" ticket. 1) Search ATL to DFW. 2) Find the First Class option and verify it lists ""Refundable"". 3) Check the Economy option to see if it is also refundable (it might not be). 4) Weigh the cost difference. 5) Choose the First Class Refundable option for peace of mind.","Booking for ATL-DFW First Class is completed."
|
||||||
|
airline,The Hub Connector (ORD-MIA),"You are flying ORD to MIA to catch a cruise. You cannot be late. 1) Search for the flight. 2) Verify the ""stops"" is 0 (Direct). 3) Click into details to check the duration. 4) Worry that 3h 30m might be too long in Economy. 5) Look for a Business class option. 6) Decide to save money for the cruise and book Economy.","Booking for ORD-MIA Economy is completed."
|
||||||
|
airline,The West Coast Hopper (SEA-LAX Business),"You fly this route often and usually pay around $700. 1) Search SEA to LAX. 2) Find the Business Class ticket. 3) Check if the price is near your usual $720 or if it's surged. 4) If it looks expensive, browse other dates to compare. 5) Return to your original desired date and book the Business Class seat.","Booking for SEA-LAX Business is completed."
|
||||||
|
hotel,The Honeymoon Suite (Presidential),"It is your honeymoon. You want the best room available, specifically one with a ""jacuzzi"". 1) Search for a room for 2 people. 2) Identify the ""Presidential Suite"". 3) Click details to confirm the amenities include a jacuzzi. 4) Browse the ""Executive Suite"" just to see what you are upgrading from. 5) Go back to the Presidential Suite, confirm it's the one you want, and book it.","Booking for the Presidential Suite is completed."
|
||||||
|
hotel,The Digital Nomad (Executive),"You are working remotely and strictly need a ""workspace"". 1) Search for a room. 2) Check the ""Executive Suite"" details for a workspace. 3) Check the ""Deluxe Room"" to see if it also has a workspace and is cheaper. 4) Compare the images (if available) or amenity lists of both. 5) Decide the Executive Suite looks more comfortable for a week of work and book it.","Booking for the Executive Suite is completed."
|
||||||
|
hotel,The Safety First (Superior),"You are traveling with valuables and need a ""safe"" in the room. 1) Search for a room. 2) Look at the ""Standard Room"" amenities. Does it have a safe? 3) Look at the ""Superior Room"". Verify it has a safe. 4) Compare the price difference. Is safety worth the extra cost? 5) Decide it is, and book the Superior Room.","Booking for the Superior Room is completed."
|
||||||
|
hotel,The Bachelor Party (Max Occupancy),"You are booking for 4 guys. You want everyone in one room if possible. 1) Search for 4 adults. 2) Find the room that fits 4 people (Presidential). 3) It looks expensive. Go back and search for 2 adults to see the price of a ""Standard Room"". 4) Calculate if booking two Standard Rooms is cheaper than one Presidential. 5) Decide it's too much hassle to manage two bookings and book the Presidential Suite.","Booking for the Presidential Suite is completed."
|
||||||
|
hotel,The Budget Refundable (Junior),"You want a cheap room but your dates might change, so it MUST be refundable. 1) Search for a room. 2) Sort by price or find the cheapest options. 3) Check the ""Standard"" and ""Superior"" rooms. Notice they are likely Non-Refundable. 4) Find the ""Junior Suite"" which is Refundable. 5) Grumble about the price difference but book the Junior Suite because you need the flexibility.","Booking for the Junior Suite is completed."
|
||||||
|
hotel,The View Hunter (Executive),"You want a room with a ""city_view"" or balcony. 1) Search for a room. 2) Check the amenities of the ""Deluxe Room"". 3) Check the amenities of the ""Executive Suite"". 4) Compare the prices. 5) Decide to treat yourself to the Executive Suite for the better view/balcony and book it.","Booking for the Executive Suite is completed."
|
||||||
|
hotel,The Just-A-Bed (Standard),"You just need a place to crash. Lowest price wins. 1) Search for a room. 2) Identify the absolute cheapest option (Standard Room). 3) Click details just to make sure it has ""wifi"". 4) Briefly glance at the ""Superior Room"" to see if the upgrade is <$10. 5) If not, go back and book the Standard Room immediately.","Booking for the Standard Room is completed."
|
||||||
|
hotel,The Family Vacation (Deluxe),"You are traveling with a child. You need a room that isn't too cramped but not a suite. 1) Search for 2 adults, 1 child. 2) Look at the ""Deluxe Room"". 3) Check the amenities for ""coffee_maker"" (parents need coffee). 4) Compare it with the ""Junior Suite"". 5) Decide the Deluxe Room is sufficient value and book it.","Booking for the Deluxe Room is completed."
|
||||||
|
hotel,The Long Stay (Junior),"You are staying for 7 nights. You want something nicer than a standard room but affordable. 1) Search for a room. 2) Look at the ""Junior Suite"". 3) Check the amenities for a ""mini_fridge"" or similar. 4) Compare the total cost for 7 nights against your budget. 5) Hesitate and look at the ""Standard Room"" price. 6) Decide the extra space of the Junior Suite is worth it for a long stay and book it.","Booking for the Junior Suite is completed."
|
||||||
|
hotel,The Last Minute Panic (Superior),"It's late and you need a room for tonight. 1) Search for a room for 1 person. 2) You recognize the ""Superior Room"" brand. 3) Click it. 4) Quickly verify check-in times or details. 5) Don't overthink it—book the Superior Room as fast as possible.","Booking for the Superior Room is completed."
|
||||||
|
286
docs/index.html
286
docs/index.html
@@ -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">
|
||||||
@@ -30,34 +30,27 @@
|
|||||||
|
|
||||||
<!-- 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">
|
||||||
<meta name="citation_author" content="Rösel, Daniel">
|
<meta name="citation_author" content="Rösel, Daniel">
|
||||||
<meta name="citation_publication_date" content="2025">
|
<meta name="citation_publication_date" content="2025">
|
||||||
<meta name="citation_conference_title" content="IE University Bachelor's Thesis">
|
<meta name="citation_conference_title" content="IE University Bachelor's Thesis">
|
||||||
<meta name="citation_pdf_url" content="TODO">
|
<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="#303030">
|
||||||
<meta name="msapplication-TileColor" content="#2563eb">
|
<meta name="msapplication-TileColor" content="#303030">
|
||||||
<meta name="apple-mobile-web-app-capable" content="yes">
|
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||||||
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||||||
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||||||
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|||||||
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||||||
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||||||
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||||||
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||||||
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||||||
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|
||||||
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||||||
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||||||
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||||||
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|
|||||||
{
|
{
|
||||||
"@context": "https://schema.org",
|
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|
||||||
"@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 +140,7 @@
|
|||||||
"@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"
|
|
||||||
}
|
}
|
||||||
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|
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|
||||||
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|
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|
||||||
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|
|||||||
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||||||
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||||||
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|
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|
||||||
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|
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|
||||||
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|
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|
||||||
More Works
|
Project Links
|
||||||
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|
||||||
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|
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|
||||||
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|
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|
||||||
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|
<div class="dropdown-header">
|
||||||
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|
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|
||||||
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|
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|
||||||
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|
||||||
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|
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|
||||||
</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="https://github.com/velocitatem/p4p" class="work-item" target="_blank">
|
||||||
<div class="work-info">
|
<div class="work-info">
|
||||||
<h5>Paper Title 3</h5>
|
<h5>P4P Interaction Layer</h5>
|
||||||
<p>Brief description of the work and its main contribution.</p>
|
<p>Reusable storefront and logging layer released for replication.</p>
|
||||||
<span class="work-venue">Conference/Journal 2023</span>
|
<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>
|
||||||
</div>
|
</div>
|
||||||
<i class="fas fa-external-link-alt"></i>
|
<i class="fas fa-external-link-alt"></i>
|
||||||
</a>
|
</a>
|
||||||
@@ -226,21 +234,30 @@
|
|||||||
<div class="columns is-centered">
|
<div class="columns is-centered">
|
||||||
<div class="column has-text-centered">
|
<div class="column has-text-centered">
|
||||||
<h1 class="title is-1 publication-title">Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms</h1>
|
<h1 class="title is-1 publication-title">Pricing Heuristics Against Non-human Transaction Orchestration Mechanisms</h1>
|
||||||
<div class="is-size-5 publication-authors">
|
<div class="is-size-5 publication-authors author-names">
|
||||||
<span class="author-block">
|
<span class="author-block">
|
||||||
<a href="https://alves.world" target="_blank">Daniel Rösel</a></span>
|
<a href="https://alves.world" target="_blank">Daniel Rösel</a></span>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<div class="is-size-5 publication-authors">
|
<div class="is-size-5 publication-authors author-meta">
|
||||||
<span class="author-block">IE University<br>Bachelor's Thesis 2025</span>
|
<span class="author-block">IE University<br>Bachelor's Thesis 2025</span>
|
||||||
<span class="eql-cntrb"><small><br>Advisor: <a href="SECOND AUTHOR PERSONAL LINK" target="_blank">Alberto Martín Izquierdo</a></small></span>
|
<span class="eql-cntrb">Advisor: Alberto Martín Izquierdo</span>
|
||||||
</div>
|
</div>
|
||||||
|
|
||||||
<div class="column has-text-centered">
|
<div class="column has-text-centered">
|
||||||
<div class="publication-links">
|
<div class="publication-links">
|
||||||
<!-- TODO: Update with your arXiv paper ID -->
|
|
||||||
<span class="link-block">
|
<span class="link-block">
|
||||||
<a href="https://arxiv.org/pdf/<ARXIV PAPER ID>.pdf" target="_blank"
|
<a href="https://blog.alves.world/series/phantom" target="_blank"
|
||||||
|
class="external-link button is-normal is-rounded is-dark">
|
||||||
|
<span class="icon">
|
||||||
|
<i class="fas fa-blog"></i>
|
||||||
|
</span>
|
||||||
|
<span>Blog Series</span>
|
||||||
|
</a>
|
||||||
|
</span>
|
||||||
|
|
||||||
|
<span class="link-block">
|
||||||
|
<a href="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" target="_blank"
|
||||||
class="external-link button is-normal is-rounded is-dark">
|
class="external-link button is-normal is-rounded is-dark">
|
||||||
<span class="icon">
|
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|
||||||
<i class="fas fa-file-pdf"></i>
|
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|
||||||
@@ -249,14 +266,13 @@
|
|||||||
</a>
|
</a>
|
||||||
</span>
|
</span>
|
||||||
|
|
||||||
<!-- TODO: Add your supplementary material PDF or remove this section -->
|
|
||||||
<span class="link-block">
|
<span class="link-block">
|
||||||
<a href="static/pdfs/supplementary_material.pdf" target="_blank"
|
<a href="https://huggingface.co/datasets/velocitatem/whoclickedit" target="_blank"
|
||||||
class="external-link button is-normal is-rounded is-dark">
|
class="external-link button is-normal is-rounded is-dark">
|
||||||
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|
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|
||||||
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|
<i class="fas fa-database"></i>
|
||||||
</span>
|
</span>
|
||||||
<span>Supplementary</span>
|
<span>Dataset</span>
|
||||||
</a>
|
</a>
|
||||||
</span>
|
</span>
|
||||||
|
|
||||||
@@ -270,42 +286,43 @@
|
|||||||
</a>
|
</a>
|
||||||
</span>
|
</span>
|
||||||
|
|
||||||
<!-- TODO: Update with your arXiv paper ID -->
|
|
||||||
<span class="link-block">
|
<span class="link-block">
|
||||||
<a href="https://arxiv.org/abs/<ARXIV PAPER ID>" target="_blank"
|
<a href="https://phantom-hotel.vercel.app" target="_blank"
|
||||||
class="external-link button is-normal is-rounded is-dark">
|
class="external-link button is-normal is-rounded is-dark">
|
||||||
<span class="icon">
|
<span class="icon">
|
||||||
<i class="ai ai-arxiv"></i>
|
<i class="fas fa-globe"></i>
|
||||||
</span>
|
</span>
|
||||||
<span>arXiv</span>
|
<span>Hotel Demo</span>
|
||||||
</a>
|
</a>
|
||||||
</span>
|
</span>
|
||||||
|
|
||||||
|
<span class="link-block">
|
||||||
|
<a href="https://phantom-airline.vercel.app" target="_blank"
|
||||||
|
class="external-link button is-normal is-rounded is-dark">
|
||||||
|
<span class="icon">
|
||||||
|
<i class="fas fa-plane"></i>
|
||||||
|
</span>
|
||||||
|
<span>Airline Demo</span>
|
||||||
|
</a>
|
||||||
|
</span>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
|
||||||
</section>
|
</section>
|
||||||
|
|
||||||
|
|
||||||
<!-- Teaser video-->
|
|
||||||
<section class="hero teaser">
|
<section class="hero teaser">
|
||||||
<div class="container is-max-desktop">
|
<div class="container is-max-desktop">
|
||||||
<div class="hero-body">
|
<div class="hero-body">
|
||||||
<!-- TODO: Replace with your teaser video -->
|
<div class="publication-banner">
|
||||||
<video poster="" id="tree" autoplay controls muted loop height="100%" preload="metadata">
|
<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';"/>
|
||||||
<!-- TODO: Add your video file path here -->
|
</div>
|
||||||
<source src="static/videos/banner_video.mp4" type="video/mp4">
|
|
||||||
</video>
|
|
||||||
<!-- TODO: Replace with your video description -->
|
|
||||||
<h2 class="subtitle has-text-centered">
|
|
||||||
Aliquam vitae elit ullamcorper tellus egestas pellentesque. Ut lacus tellus, maximus vel lectus at, placerat pretium mi. Maecenas dignissim tincidunt vestibulum. Sed consequat hendrerit nisl ut maximus.
|
|
||||||
</h2>
|
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
</section>
|
</section>
|
||||||
<!-- End teaser video -->
|
|
||||||
|
|
||||||
<!-- Paper abstract -->
|
<!-- Paper abstract -->
|
||||||
<section class="section hero is-light">
|
<section class="section hero is-light">
|
||||||
@@ -315,7 +332,10 @@
|
|||||||
<h2 class="title is-3">Abstract</h2>
|
<h2 class="title is-3">Abstract</h2>
|
||||||
<div class="content has-text-justified">
|
<div class="content has-text-justified">
|
||||||
<p>
|
<p>
|
||||||
The primary objective of this thesis is to develop and validate pricing heuristics that protect e-commerce platforms from systematic exploitation by Large Language Model (LLM) agents within dynamic pricing environments. As AI agents increasingly mediate consumer transactions, they enable users to circumvent the Cost of Information (the price premium accumulated through demand signal expression) by conducting reconnaissance in isolated sessions before executing purchases through clean sessions at base prices. This research will make an anticipatory contribution by adapting recommendation system methodologies to distinguish between genuine human browsing behaviour and agent-orchestrated information gathering, thereby enabling pricing systems to maintain margin integrity without degrading the user experience for legitimate customers or getting rid of leads generated by LLMs.
|
When you shop online, prices often change based on how much interest you show — the more you browse, the more the site learns about your intent and may raise prices accordingly. This works because stores assume that a curious, engaged shopper is more likely to buy. But AI assistants are now doing the shopping research on behalf of users: they browse in one session to gather price information and then let the user purchase in a fresh session at the lower, unadjusted price. The store never sees the connection between the two, so it never gets to factor in that genuine intent — and loses the revenue it would have earned.
|
||||||
|
</p>
|
||||||
|
<p>
|
||||||
|
PHANTOM studies this problem and builds defenses against it. We created a realistic fake store (in hotel and airline modes) where both real people and AI agents were given shopping tasks, and we recorded every click, scroll, and page visit. By comparing how humans and AI agents move through a site, we found clear patterns that tell them apart. We then used those patterns to build a smarter pricing system that can recognize when it is likely talking to an AI scout and adjust its strategy accordingly — protecting the store's margins without making things worse for genuine shoppers.
|
||||||
</p>
|
</p>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
@@ -324,97 +344,90 @@
|
|||||||
</section>
|
</section>
|
||||||
<!-- End paper abstract -->
|
<!-- End paper abstract -->
|
||||||
|
|
||||||
|
<section class="section">
|
||||||
|
<div class="container is-max-desktop">
|
||||||
|
<div class="content has-text-justified">
|
||||||
|
<h2 class="title is-3 has-text-centered">Project Scope</h2>
|
||||||
|
<p>
|
||||||
|
The current thesis revision extends both theory and implementation. The main research question is how a pricing system can preserve margin integrity when browsing and purchasing are increasingly orchestrated by AI agents.
|
||||||
|
</p>
|
||||||
|
<ul>
|
||||||
|
<li>Formal contribution: a Cost of Information erosion theorem showing why price-query saturation can collapse dynamic pricing power.</li>
|
||||||
|
<li>System contribution: a hybrid online/offline stack (Next.js storefront, pricing provider, Kafka event streams, Airflow ETL, Redis serving layer).</li>
|
||||||
|
<li>Modeling contribution: class-specific transition kernels for human and agent behavior, with KL-divergence based separability scores.</li>
|
||||||
|
<li>Control contribution: a contamination-aware DR-RL pricing policy trained under distributional uncertainty using Wasserstein-style robustness.</li>
|
||||||
|
</ul>
|
||||||
|
<p>
|
||||||
|
Controlled trials currently include balanced human and agent sessions with goal-driven tasks across hotel and airline interfaces. Early separability results are strong (Mann-Whitney U=2.0, p=0.0006), while robust pricing gains remain regime-dependent and are being calibrated in larger sweeps.
|
||||||
|
</p>
|
||||||
|
</div>
|
||||||
|
</div>
|
||||||
|
</section>
|
||||||
|
|
||||||
|
|
||||||
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|
<!-- Image carousel -->
|
||||||
|
<!--
|
||||||
<section class="hero is-small">
|
<section class="hero is-small">
|
||||||
<div class="hero-body">
|
<div class="hero-body">
|
||||||
<div class="container">
|
<div class="container">
|
||||||
<div id="results-carousel" class="carousel results-carousel">
|
<div id="results-carousel" class="carousel results-carousel">
|
||||||
<div class="item">
|
<div class="item">
|
||||||
<!-- TODO: Replace with your research result images -->
|
|
||||||
<img src="static/images/carousel1.jpg" alt="First research result visualization" loading="lazy"/>
|
<img src="static/images/carousel1.jpg" alt="First research result visualization" loading="lazy"/>
|
||||||
<!-- TODO: Replace with description of this result -->
|
|
||||||
<h2 class="subtitle has-text-centered">
|
<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">
|
||||||
<!-- Your image here -->
|
|
||||||
<img src="static/images/carousel3.jpg" alt="Third research result visualization" loading="lazy"/>
|
<img src="static/images/carousel3.jpg" alt="Third research result visualization" loading="lazy"/>
|
||||||
<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">
|
||||||
<!-- Your image here -->
|
|
||||||
<img src="static/images/carousel4.jpg" alt="Fourth research result visualization" loading="lazy"/>
|
<img src="static/images/carousel4.jpg" alt="Fourth research result visualization" loading="lazy"/>
|
||||||
<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>
|
||||||
|
-->
|
||||||
<!-- End image carousel -->
|
<!-- End image carousel -->
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
<!-- Youtube video -->
|
|
||||||
<section class="hero is-small is-light">
|
|
||||||
<div class="hero-body">
|
|
||||||
<div class="container">
|
|
||||||
<!-- Paper video. -->
|
|
||||||
<h2 class="title is-3">Video Presentation</h2>
|
|
||||||
<div class="columns is-centered has-text-centered">
|
|
||||||
<div class="column is-four-fifths">
|
|
||||||
|
|
||||||
<div class="publication-video">
|
|
||||||
<!-- TODO: Replace with your YouTube video ID -->
|
|
||||||
<iframe src="https://www.youtube.com/embed/JkaxUblCGz0" frameborder="0" allow="autoplay; encrypted-media" allowfullscreen></iframe>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
</div>
|
|
||||||
</section>
|
|
||||||
<!-- End youtube video -->
|
|
||||||
|
|
||||||
|
|
||||||
<!-- Video carousel -->
|
<!-- Video carousel -->
|
||||||
<section class="hero is-small">
|
<section class="hero is-small">
|
||||||
<div class="hero-body">
|
<div class="hero-body">
|
||||||
<div class="container">
|
<div class="container">
|
||||||
<h2 class="title is-3">Another Carousel</h2>
|
<h2 class="title is-3">Defense Scenes</h2>
|
||||||
<div id="results-carousel" class="carousel results-carousel">
|
<div id="videos-carousel" class="carousel results-carousel">
|
||||||
<div class="item item-video1">
|
<div class="item item-video1">
|
||||||
<!-- TODO: Add poster image for better preview -->
|
|
||||||
<video poster="" id="video1" controls muted loop height="100%" preload="metadata">
|
<video poster="" id="video1" controls muted loop height="100%" preload="metadata">
|
||||||
<!-- Your video file here -->
|
<source src="static/videos/COIFirstPrinciplesScene.mp4" type="video/mp4">
|
||||||
<source src="static/videos/carousel1.mp4" type="video/mp4">
|
|
||||||
</video>
|
</video>
|
||||||
|
<h2 class="subtitle has-text-centered">COI from first principles.</h2>
|
||||||
</div>
|
</div>
|
||||||
<div class="item item-video2">
|
<div class="item item-video2">
|
||||||
<!-- TODO: Add poster image for better preview -->
|
|
||||||
<video poster="" id="video2" controls muted loop height="100%" preload="metadata">
|
<video poster="" id="video2" controls muted loop height="100%" preload="metadata">
|
||||||
<!-- Your video file here -->
|
<source src="static/videos/BehaviorKernelConstructionScene.mp4" type="video/mp4">
|
||||||
<source src="static/videos/carousel2.mp4" type="video/mp4">
|
|
||||||
</video>
|
</video>
|
||||||
|
<h2 class="subtitle has-text-centered">Behavioral kernel construction: learning how humans and agents differ.</h2>
|
||||||
</div>
|
</div>
|
||||||
<div class="item item-video3">
|
<div class="item item-video3">
|
||||||
<!-- TODO: Add poster image for better preview -->
|
|
||||||
<video poster="" id="video3" controls muted loop height="100%" preload="metadata">
|
<video poster="" id="video3" controls muted loop height="100%" preload="metadata">
|
||||||
<!-- Your video file here -->
|
<source src="static/videos/RobustControlScene.mp4" type="video/mp4">
|
||||||
<source src="static/videos/carousel3.mp4" type="video/mp4">
|
|
||||||
</video>
|
</video>
|
||||||
|
<h2 class="subtitle has-text-centered">Distributionally robust control loop.</h2>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
</div>
|
</div>
|
||||||
@@ -430,11 +443,10 @@
|
|||||||
<!-- 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">Full Thesis</h2>
|
||||||
|
|
||||||
<!-- TODO: Replace with your poster PDF -->
|
<iframe title="PHANTOM thesis PDF" src="https://pub-d5b94a3c29fd40c6b3881946e463fdb7.r2.dev/thesis-latest.pdf" width="100%" height="550">
|
||||||
<iframe src="static/pdfs/sample.pdf" width="100%" height="550">
|
|
||||||
</iframe>
|
</iframe>
|
||||||
|
|
||||||
</div>
|
</div>
|
||||||
@@ -456,7 +468,7 @@
|
|||||||
</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},
|
||||||
|
|||||||
989
docs/static/css/index.css
vendored
989
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vendored
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246
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vendored
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246
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vendored
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@@ -0,0 +1,246 @@
|
|||||||
|
<svg xmlns="http://www.w3.org/2000/svg" viewBox="0 0 1920 1080" width="1920" height="1080" style="background-color: #FAFAFA; font-family: 'Helvetica Neue', Helvetica, Arial, sans-serif;">
|
||||||
|
<defs>
|
||||||
|
<!-- Soft Drop Shadow for Panels -->
|
||||||
|
<filter id="shadow" x="-10%" y="-10%" width="130%" height="130%">
|
||||||
|
<feDropShadow dx="2" dy="4" stdDeviation="6" flood-color="#000000" flood-opacity="0.06"/>
|
||||||
|
</filter>
|
||||||
|
<filter id="light-shadow" x="-5%" y="-5%" width="110%" height="110%">
|
||||||
|
<feDropShadow dx="1" dy="2" stdDeviation="2" flood-color="#000000" flood-opacity="0.04"/>
|
||||||
|
</filter>
|
||||||
|
|
||||||
|
<!-- Arrowhead Marker -->
|
||||||
|
<marker id="arrow" viewBox="0 0 10 10" refX="8" refY="5" markerWidth="6" markerHeight="6" orient="auto-start-reverse">
|
||||||
|
<path d="M 0 0 L 10 5 L 0 10 z" fill="#888888" />
|
||||||
|
</marker>
|
||||||
|
<marker id="arrow-dark" viewBox="0 0 10 10" refX="8" refY="5" markerWidth="6" markerHeight="6" orient="auto-start-reverse">
|
||||||
|
<path d="M 0 0 L 10 5 L 0 10 z" fill="#555555" />
|
||||||
|
</marker>
|
||||||
|
</defs>
|
||||||
|
|
||||||
|
<!-- COLUMN DIVIDERS -->
|
||||||
|
<line x1="640" y1="60" x2="640" y2="1020" stroke="#EAEAEA" stroke-width="2" stroke-dasharray="10,10"/>
|
||||||
|
<line x1="1280" y1="60" x2="1280" y2="1020" stroke="#EAEAEA" stroke-width="2" stroke-dasharray="10,10"/>
|
||||||
|
|
||||||
|
|
||||||
|
<!-- ========================================================= -->
|
||||||
|
<!-- COLUMN 1: THE THREAT (COI & SATURATION) -->
|
||||||
|
<!-- ========================================================= -->
|
||||||
|
<text x="60" y="80" font-family="Georgia, serif" font-size="28" font-weight="bold" fill="#333333">1. The Vulnerability</text>
|
||||||
|
<line x1="60" y1="100" x2="580" y2="100" stroke="#DDDDDD" stroke-width="2"/>
|
||||||
|
|
||||||
|
<!-- Top: COI Bell Curve -->
|
||||||
|
<g transform="translate(60, 130)">
|
||||||
|
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Cost of Information from First Principles</text>
|
||||||
|
<text x="0" y="70" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">P ~ π(τ)</text>
|
||||||
|
<text x="0" y="105" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B"><tspan text-decoration="underline">p</tspan> = reservation price</text>
|
||||||
|
<text x="0" y="140" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">M = P - <tspan text-decoration="underline">p</tspan></text>
|
||||||
|
|
||||||
|
<!-- Bell Curve -->
|
||||||
|
<path d="M 40 340 C 140 340, 160 160, 260 160 C 360 160, 380 340, 480 340" stroke="#3AB09E" stroke-width="5" fill="none"/>
|
||||||
|
<line x1="40" y1="340" x2="500" y2="340" stroke="#333" stroke-width="2"/>
|
||||||
|
|
||||||
|
<!-- Markers p and E[P] -->
|
||||||
|
<line x1="150" y1="340" x2="150" y2="160" stroke="#E37862" stroke-width="2" stroke-dasharray="6,4"/>
|
||||||
|
<text x="150" y="375" font-family="Georgia" font-style="italic" font-size="22" fill="#E37862" text-anchor="middle"><tspan text-decoration="underline">p</tspan></text>
|
||||||
|
|
||||||
|
<line x1="260" y1="340" x2="260" y2="160" stroke="#85B589" stroke-width="2" stroke-dasharray="6,4"/>
|
||||||
|
<text x="260" y="375" font-family="Georgia" font-style="italic" font-size="22" fill="#85B589" text-anchor="middle">E[P]</text>
|
||||||
|
|
||||||
|
<!-- COI Annotation -->
|
||||||
|
<line x1="150" y1="150" x2="260" y2="150" stroke="#E37862" stroke-width="2" marker-start="url(#arrow)" marker-end="url(#arrow)"/>
|
||||||
|
<text x="310" y="138" font-size="16" fill="#E37862" text-anchor="middle">average information rent</text>
|
||||||
|
<text x="310" y="118" font-family="Georgia" font-style="italic" font-size="22" fill="#E37862" font-weight="bold" text-anchor="middle">COI := E[P] - <tspan text-decoration="underline">p</tspan></text>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
<!-- Bottom: Agent Saturation -->
|
||||||
|
<g transform="translate(60, 580)">
|
||||||
|
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Why COI Erodes with Agent Saturation</text>
|
||||||
|
<text x="0" y="75" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">p<tspan font-size="14" dy="5">(1)</tspan><tspan dy="-5"> = min(p</tspan><tspan font-size="14" dy="5">1</tspan><tspan dy="-5">, ..., p</tspan><tspan font-size="14" dy="5">N</tspan><tspan dy="-5">)</tspan></text>
|
||||||
|
<text x="0" y="115" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">P(p<tspan font-size="14" dy="5">(1)</tspan><tspan dy="-5"> > t) = [1 - F(t)]</tspan><tspan font-size="14" dy="-10">N</tspan></text>
|
||||||
|
|
||||||
|
<!-- Erosion Graph -->
|
||||||
|
<rect x="120" y="150" width="280" height="230" fill="#FFFFFF" filter="url(#shadow)" rx="8"/>
|
||||||
|
<line x1="140" y1="350" x2="380" y2="350" stroke="#333" stroke-width="2"/>
|
||||||
|
<line x1="140" y1="350" x2="140" y2="170" stroke="#333" stroke-width="2"/>
|
||||||
|
<text x="260" y="375" font-size="16" font-style="italic" fill="#555" text-anchor="middle">F(t)</text>
|
||||||
|
<text x="120" y="260" font-size="16" font-style="italic" fill="#555" text-anchor="middle" transform="rotate(-90 120 260)">[1 - F(t)]^N</text>
|
||||||
|
|
||||||
|
<!-- Curves -->
|
||||||
|
<path d="M 140 170 C 220 250, 300 320, 380 350" stroke="#4EA5D9" stroke-width="3" fill="none"/>
|
||||||
|
<text x="390" y="220" font-size="16" fill="#4EA5D9" font-weight="bold">N=1</text>
|
||||||
|
|
||||||
|
<path d="M 140 170 C 180 260, 240 330, 380 350" stroke="#85B589" stroke-width="3" fill="none"/>
|
||||||
|
<text x="390" y="250" font-size="16" fill="#85B589" font-weight="bold">N=4</text>
|
||||||
|
|
||||||
|
<path d="M 140 170 C 150 290, 180 340, 380 350" stroke="#E37862" stroke-width="3" fill="none"/>
|
||||||
|
<text x="390" y="280" font-size="16" fill="#E37862" font-weight="bold">N=16</text>
|
||||||
|
|
||||||
|
<text x="260" y="420" font-size="20" fill="#555" text-anchor="middle">As independent query count grows,</text>
|
||||||
|
<text x="260" y="445" font-size="20" fill="#E37862" font-weight="bold" text-anchor="middle">realizable markup collapses.</text>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
|
||||||
|
<!-- ========================================================= -->
|
||||||
|
<!-- COLUMN 2: THE BEHAVIORAL SIGNAL -->
|
||||||
|
<!-- ========================================================= -->
|
||||||
|
<text x="700" y="80" font-family="Georgia, serif" font-size="28" font-weight="bold" fill="#333333">2. The Behavioral Signals</text>
|
||||||
|
<line x1="700" y1="100" x2="1220" y2="100" stroke="#DDDDDD" stroke-width="2"/>
|
||||||
|
|
||||||
|
<!-- Top: Transition Kernels -->
|
||||||
|
<g transform="translate(700, 130)">
|
||||||
|
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">From Session Paths to Transition Kernels</text>
|
||||||
|
|
||||||
|
<text x="0" y="75" font-size="20" fill="#85B589" font-weight="bold">human: start → view → detail → cart → purchase</text>
|
||||||
|
<text x="0" y="115" font-size="20" fill="#E37862" font-weight="bold">agent: start → view → detail → view → detail</text>
|
||||||
|
|
||||||
|
<text x="0" y="170" font-family="Georgia, serif" font-style="italic" font-size="24" fill="#8C7A6B">
|
||||||
|
P̂(s'|s) = <tspan font-size="18" dy="-12">N(s,s')</tspan> / <tspan font-size="18" dy="12">Σ N(s,k)</tspan>
|
||||||
|
</text>
|
||||||
|
|
||||||
|
<!-- Matrix Representation -->
|
||||||
|
<rect x="0" y="220" width="500" height="180" fill="#FFFFFF" filter="url(#shadow)" rx="8"/>
|
||||||
|
|
||||||
|
<text x="125" y="250" font-size="16" fill="#4EA5D9" text-anchor="middle">transition counts N(s,s')</text>
|
||||||
|
<text x="375" y="250" font-size="16" fill="#85B589" text-anchor="middle">normalized kernel T</text>
|
||||||
|
|
||||||
|
<!-- Matrix 1 -->
|
||||||
|
<g transform="translate(45, 270)">
|
||||||
|
<rect x="-6" y="-8" width="172" height="128" rx="6" fill="none" stroke="#DDDDDD" stroke-width="1.5"/>
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||||||
|
<path d="M 10 0 L 0 0 L 0 110 L 10 110 M 150 0 L 160 0 L 160 110 L 150 110" stroke="#A0A0A0" stroke-width="2.5" fill="none"/>
|
||||||
|
<text x="80" y="20" font-family="monospace" font-size="14" fill="#555" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 8.00 0.00 0.00</text>
|
||||||
|
<text x="80" y="50" font-family="monospace" font-size="14" fill="#555" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 2.00 5.00 1.00</text>
|
||||||
|
<text x="80" y="80" font-family="monospace" font-size="14" fill="#555" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 3.00 2.00 4.00</text>
|
||||||
|
<text x="80" y="110" font-family="monospace" font-size="14" fill="#555" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 1.00 0.00 6.00</text>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
<!-- Arrow -->
|
||||||
|
<line x1="225" y1="320" x2="265" y2="320" stroke="#999" stroke-width="3" marker-end="url(#arrow-dark)"/>
|
||||||
|
|
||||||
|
<!-- Matrix 2 -->
|
||||||
|
<g transform="translate(295, 270)">
|
||||||
|
<rect x="-6" y="-8" width="172" height="128" rx="6" fill="none" stroke="#DDDDDD" stroke-width="1.5"/>
|
||||||
|
<path d="M 10 0 L 0 0 L 0 110 L 10 110 M 150 0 L 160 0 L 160 110 L 150 110" stroke="#A0A0A0" stroke-width="2.5" fill="none"/>
|
||||||
|
<text x="80" y="20" font-family="monospace" font-size="14" fill="#333" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 1.00 0.00 0.00</text>
|
||||||
|
<text x="80" y="50" font-family="monospace" font-size="14" fill="#333" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 0.25 0.62 0.13</text>
|
||||||
|
<text x="80" y="80" font-family="monospace" font-size="14" fill="#333" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 0.33 0.22 0.45</text>
|
||||||
|
<text x="80" y="110" font-family="monospace" font-size="14" fill="#333" text-anchor="middle" textLength="142" lengthAdjust="spacingAndGlyphs">0.00 0.14 0.00 0.86</text>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
<text x="250" y="440" font-size="18" fill="#777" text-anchor="middle">Kernel shape is the compact behavioral signature used downstream.</text>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
<!-- Bottom: Separability Distributions -->
|
||||||
|
<g transform="translate(700, 600)">
|
||||||
|
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Separability into a Control Signal</text>
|
||||||
|
<text x="0" y="75" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">Δ<tspan font-size="16" dy="5">H</tspan><tspan dy="-5"> = D</tspan><tspan font-size="16" dy="5">KL</tspan><tspan dy="-5">(T̂' || T̄</tspan><tspan font-size="16" dy="5">H</tspan><tspan dy="-5">)</tspan></text>
|
||||||
|
<text x="0" y="115" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">Δ<tspan font-size="16" dy="5">A</tspan><tspan dy="-5"> = D</tspan><tspan font-size="16" dy="5">KL</tspan><tspan dy="-5">(T̂' || T̄</tspan><tspan font-size="16" dy="5">A</tspan><tspan dy="-5">)</tspan></text>
|
||||||
|
<text x="0" y="155" font-family="Georgia, serif" font-style="italic" font-size="24" fill="#8C7A6B">g = Δ<tspan font-size="16" dy="5">H</tspan><tspan dy="-5"> - Δ</tspan><tspan font-size="16" dy="5">A</tspan></text>
|
||||||
|
|
||||||
|
<!-- Curves -->
|
||||||
|
<g transform="translate(80, 160)">
|
||||||
|
<line x1="0" y1="200" x2="360" y2="200" stroke="#333" stroke-width="2"/>
|
||||||
|
<text x="180" y="235" font-family="Georgia, serif" font-style="italic" font-size="22" text-anchor="middle">g = Δ<tspan font-size="16" dy="5">H</tspan><tspan dy="-5"> - Δ</tspan><tspan font-size="16" dy="5">A</tspan></text>
|
||||||
|
|
||||||
|
<!-- Human Curve -->
|
||||||
|
<path d="M 0 200 C 50 200, 80 40, 130 40 C 180 40, 210 200, 260 200" stroke="#4EA5D9" stroke-width="5" fill="none"/>
|
||||||
|
<text x="70" y="110" font-size="22" fill="#4EA5D9" font-weight="bold">human</text>
|
||||||
|
|
||||||
|
<!-- Agent Curve -->
|
||||||
|
<path d="M 100 200 C 150 200, 180 40, 230 40 C 280 40, 310 200, 360 200" stroke="#E37862" stroke-width="5" fill="none"/>
|
||||||
|
<text x="290" y="110" font-size="22" fill="#E37862" font-weight="bold">agent</text>
|
||||||
|
|
||||||
|
<!-- Decision Boundary -->
|
||||||
|
<line x1="180" y1="200" x2="180" y2="10" stroke="#999" stroke-width="2" stroke-dasharray="8,5"/>
|
||||||
|
<text x="180" y="-5" font-size="16" fill="#777" text-anchor="middle">decision boundary</text>
|
||||||
|
|
||||||
|
<circle cx="210" cy="200" r="6" fill="#ECA233"/>
|
||||||
|
<text x="210" y="180" font-family="Georgia" font-style="italic" font-size="20" fill="#ECA233" text-anchor="middle">g_obs</text>
|
||||||
|
|
||||||
|
<text x="180" y="280" font-size="18" fill="#555" text-anchor="middle">Positive gap shifts score toward agent traffic.</text>
|
||||||
|
</g>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
|
||||||
|
<!-- ========================================================= -->
|
||||||
|
<!-- COLUMN 3: THE SOLUTION (CONTAMINATION & DR-RL) -->
|
||||||
|
<!-- ========================================================= -->
|
||||||
|
<text x="1340" y="80" font-family="Georgia, serif" font-size="28" font-weight="bold" fill="#333333">3. Robust Control & Contamination</text>
|
||||||
|
<line x1="1340" y1="100" x2="1860" y2="100" stroke="#DDDDDD" stroke-width="2"/>
|
||||||
|
|
||||||
|
<!-- Top: Contamination Generator -->
|
||||||
|
<g transform="translate(1340, 130)">
|
||||||
|
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Contamination Generator G(α)</text>
|
||||||
|
|
||||||
|
<!-- Boxes -->
|
||||||
|
<rect x="20" y="70" width="200" height="50" fill="#D0E5E0" filter="url(#shadow)" rx="6"/>
|
||||||
|
<text x="120" y="100" font-size="18" fill="#222" text-anchor="middle">labeled human sessions</text>
|
||||||
|
|
||||||
|
<rect x="280" y="70" width="200" height="50" fill="#EAD0C8" filter="url(#shadow)" rx="6"/>
|
||||||
|
<text x="380" y="100" font-size="18" fill="#222" text-anchor="middle">synthetic agent sessions</text>
|
||||||
|
|
||||||
|
<!-- Arrows -->
|
||||||
|
<line x1="120" y1="130" x2="200" y2="180" stroke="#888" stroke-width="3" marker-end="url(#arrow-dark)"/>
|
||||||
|
<line x1="380" y1="130" x2="300" y2="180" stroke="#888" stroke-width="3" marker-end="url(#arrow-dark)"/>
|
||||||
|
|
||||||
|
<!-- Mixed Batch -->
|
||||||
|
<rect x="150" y="190" width="200" height="50" fill="#F4E9CD" filter="url(#shadow)" rx="6"/>
|
||||||
|
<text x="250" y="220" font-size="18" fill="#222" text-anchor="middle">mixed batch for training</text>
|
||||||
|
|
||||||
|
<!-- Alpha Bar -->
|
||||||
|
<text x="250" y="275" font-family="Georgia, serif" font-size="20" fill="#555" text-anchor="middle">alpha = 0.33</text>
|
||||||
|
|
||||||
|
<rect x="50" y="290" width="268" height="30" fill="#4EA5D9"/>
|
||||||
|
<rect x="318" y="290" width="132" height="30" fill="#E37862"/>
|
||||||
|
<text x="184" y="340" font-size="18" fill="#4EA5D9" text-anchor="middle">human share (1-α)</text>
|
||||||
|
<text x="384" y="340" font-size="18" fill="#E37862" text-anchor="middle">agent share (α)</text>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
<!-- Bottom: Distributionally Robust Control -->
|
||||||
|
<g transform="translate(1340, 600)">
|
||||||
|
<text x="0" y="30" font-size="24" font-weight="bold" fill="#444">Distributionally Robust Control Layer</text>
|
||||||
|
<text x="0" y="80" font-family="Georgia, serif" font-style="italic" font-size="22" fill="#8C7A6B">
|
||||||
|
π* = arg max<tspan font-size="16" dy="5">π</tspan> min<tspan font-size="16" dy="0">Q ∈ U<tspan font-size="12" dy="5">ε</tspan></tspan>
|
||||||
|
<tspan dy="-10"> E</tspan><tspan font-size="16" dy="5">d ~ Q</tspan>
|
||||||
|
<tspan dy="-5">[ R(p,d) - λ COI</tspan><tspan font-size="16" dy="5">leak</tspan><tspan dy="-5">(p,τ') ]</tspan>
|
||||||
|
</text>
|
||||||
|
|
||||||
|
<!-- Ambiguity Ball -->
|
||||||
|
<g transform="translate(140, 260)">
|
||||||
|
<line x1="-130" y1="0" x2="130" y2="0" stroke="#CCC" stroke-width="2"/>
|
||||||
|
<line x1="0" y1="-130" x2="0" y2="130" stroke="#CCC" stroke-width="2"/>
|
||||||
|
|
||||||
|
<circle cx="0" cy="0" r="110" stroke="#C4A45B" stroke-width="4" fill="rgba(196,164,91,0.06)"/>
|
||||||
|
<text x="-95" y="-120" font-family="Georgia" font-style="italic" font-size="24" fill="#C4A45B">U<tspan font-size="16" dy="5">ε</tspan></text>
|
||||||
|
|
||||||
|
<!-- Points -->
|
||||||
|
<circle cx="0" cy="0" r="7" fill="#4EA5D9"/>
|
||||||
|
<text x="12" y="24" font-family="Georgia" font-style="italic" font-size="22" fill="#4EA5D9">P̂<tspan font-size="14" dy="5">N</tspan></text>
|
||||||
|
|
||||||
|
<circle cx="-60" cy="-40" r="7" fill="#E37862"/>
|
||||||
|
<text x="-140" y="-50" font-family="Georgia" font-style="italic" font-size="18" fill="#E37862">worst-case Q*</text>
|
||||||
|
|
||||||
|
<circle cx="50" cy="-70" r="6" fill="#85B589"/>
|
||||||
|
<circle cx="70" cy="50" r="6" fill="#85B589"/>
|
||||||
|
<circle cx="-40" cy="80" r="6" fill="#85B589"/>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
<!-- Process Steps -->
|
||||||
|
<g transform="translate(320, 140)">
|
||||||
|
<rect x="0" y="0" width="220" height="45" fill="#FDEFEF" filter="url(#light-shadow)" rx="6"/>
|
||||||
|
<text x="110" y="28" font-size="16" fill="#E37862" font-weight="bold" text-anchor="middle">inner min picks Q*</text>
|
||||||
|
|
||||||
|
<line x1="110" y1="55" x2="110" y2="85" stroke="#999" stroke-width="2" marker-end="url(#arrow-dark)"/>
|
||||||
|
|
||||||
|
<rect x="0" y="95" width="220" height="45" fill="#F4E9CD" filter="url(#light-shadow)" rx="6"/>
|
||||||
|
<text x="110" y="123" font-size="16" fill="#9E8033" font-weight="bold" text-anchor="middle">sample demand from Q*</text>
|
||||||
|
|
||||||
|
<line x1="110" y1="150" x2="110" y2="180" stroke="#999" stroke-width="2" marker-end="url(#arrow-dark)"/>
|
||||||
|
|
||||||
|
<rect x="0" y="190" width="220" height="45" fill="#E6F2ED" filter="url(#light-shadow)" rx="6"/>
|
||||||
|
<text x="110" y="218" font-size="16" fill="#428062" font-weight="bold" text-anchor="middle">outer max updates policy</text>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
<text x="250" y="440" font-size="18" fill="#555" text-anchor="middle">Reward is evaluated on demand drawn from Q*, then used for the policy step.</text>
|
||||||
|
</g>
|
||||||
|
|
||||||
|
</svg>
|
||||||
|
After Width: | Height: | Size: 17 KiB |
BIN
docs/static/videos/BehaviorKernelConstructionScene.mp4
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docs/static/videos/COIFirstPrinciplesScene.mp4
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docs/static/videos/COIOrderStatisticProofScene.mp4
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docs/static/videos/ContaminationGeneratorScene.mp4
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docs/static/videos/DefenseOpening.mp4
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docs/static/videos/SeparabilitySignalScene.mp4
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engine/__init__.py
Normal file
0
engine/__init__.py
Normal file
1
engine/backends/__init__.py
Normal file
1
engine/backends/__init__.py
Normal file
@@ -0,0 +1 @@
|
|||||||
|
__all__ = ["evaluate", "make_env", "train_qtable", "train_sb3"]
|
||||||
181
engine/backends/common.py
Normal file
181
engine/backends/common.py
Normal file
@@ -0,0 +1,181 @@
|
|||||||
|
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
|
||||||
139
engine/backends/qtable.py
Normal file
139
engine/backends/qtable.py
Normal file
@@ -0,0 +1,139 @@
|
|||||||
|
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
|
||||||
217
engine/backends/sb3.py
Normal file
217
engine/backends/sb3.py
Normal file
@@ -0,0 +1,217 @@
|
|||||||
|
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
|
||||||
702
engine/benchmark.py
Normal file
702
engine/benchmark.py
Normal file
@@ -0,0 +1,702 @@
|
|||||||
|
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()
|
||||||
116
engine/engine.py
116
engine/engine.py
@@ -1,66 +1,124 @@
|
|||||||
from sys import platform
|
from sys import platform
|
||||||
import numpy as np
|
import numpy as np
|
||||||
from .lib.demand import generate_demand, 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__)
|
||||||
logger.setLevel(INFO)
|
logger.setLevel(INFO)
|
||||||
|
|
||||||
|
|
||||||
|
class MarketEngine:
|
||||||
|
"""implements separate demand distributions for humans and agents per Section 3.1.1"""
|
||||||
|
|
||||||
class MarketEngine():
|
def __init__(
|
||||||
def __init__(self,
|
self,
|
||||||
alpha = 0.5,
|
alpha: float,
|
||||||
N = 100,
|
N: int,
|
||||||
demand_distribution = (50, 10),
|
human_params: tuple,
|
||||||
demand_sampling_function = np.random.normal):
|
agent_params: tuple,
|
||||||
self.Nagents = int(N*alpha)
|
demand_distribution=np.random.normal,
|
||||||
self.Nhumans = int(N*(1-alpha))
|
noise_std: float = 1.0,
|
||||||
self.demand = (demand_sampling_function, demand_distribution)
|
action_weights: dict | None = None,
|
||||||
|
):
|
||||||
|
# no defaults for D_H, D_A - force explicit experiment design
|
||||||
|
self.alpha = alpha
|
||||||
|
self.N = int(N)
|
||||||
|
self.Nagents = int(N * alpha)
|
||||||
|
self.Nhumans = int(N * (1 - alpha))
|
||||||
|
self.human_params = human_params
|
||||||
|
self.agent_params = agent_params
|
||||||
|
self.noise_std = noise_std
|
||||||
|
self.demand_dist = demand_distribution
|
||||||
|
self.action_weights = action_weights
|
||||||
|
|
||||||
def act(self, prices):
|
def act(self, prices):
|
||||||
demand = generate_demand(prices, *self.demand)
|
# generate separate demands d() per actor type
|
||||||
sample_n = lambda n, human: [sample_behavior(demand, human=human) for _ in range(n)]
|
demand_h = generate_demand_for_actor(
|
||||||
human_t, agent_t = sample_n(100, True), sample_n(100, False)
|
prices,
|
||||||
trajectories = human_t + agent_t
|
self.human_params,
|
||||||
demand_estimate = estimate_demand(trajectories)
|
self.noise_std,
|
||||||
return demand_estimate
|
distribution_method=self.demand_dist,
|
||||||
|
)
|
||||||
|
demand_a = generate_demand_for_actor(
|
||||||
|
prices,
|
||||||
|
self.agent_params,
|
||||||
|
self.noise_std,
|
||||||
|
distribution_method=self.demand_dist,
|
||||||
|
)
|
||||||
|
human_transitions = get_adjusted_transitions(demand_h, human=True)
|
||||||
|
agent_transitions = get_adjusted_transitions(demand_a, human=False)
|
||||||
|
# sample N trajectories in parallel; each chain is independent so threads
|
||||||
|
# do not share state and numpy's per-call RNG is thread-safe
|
||||||
|
human_t = [
|
||||||
|
sample_behavior_from_transitions(human_transitions)
|
||||||
|
for _ in range(self.Nhumans)
|
||||||
|
]
|
||||||
|
agent_t = [
|
||||||
|
sample_behavior_from_transitions(agent_transitions)
|
||||||
|
for _ in range(self.Nagents)
|
||||||
|
]
|
||||||
|
# store trajectories for agent probability calculation
|
||||||
|
self.last_trajectories = human_t + agent_t
|
||||||
|
|
||||||
|
demand_proxy = estimate_demand(
|
||||||
|
self.last_trajectories,
|
||||||
|
self.action_weights,
|
||||||
|
normalize=True,
|
||||||
|
per_session=False,
|
||||||
|
)
|
||||||
|
raw_mix = ((1.0 - float(self.alpha)) * demand_h) + (
|
||||||
|
float(self.alpha) * demand_a
|
||||||
|
)
|
||||||
|
total_raw_demand = float(np.sum(raw_mix))
|
||||||
|
if not demand_proxy:
|
||||||
|
return {i: float(raw_mix[i]) for i in range(len(prices))}
|
||||||
|
if total_raw_demand <= 0.0:
|
||||||
|
return {i: 0.0 for i in range(len(prices))}
|
||||||
|
return {
|
||||||
|
i: total_raw_demand * float(demand_proxy.get(i, 0.0)) / 100.0
|
||||||
|
for i in range(len(prices))
|
||||||
|
}
|
||||||
|
|
||||||
def measure(self):
|
def measure(self):
|
||||||
pass
|
pass
|
||||||
|
|
||||||
class PricingEngine():
|
|
||||||
def __init__(self,
|
class PricingEngine:
|
||||||
) -> None:
|
def __init__(
|
||||||
|
self,
|
||||||
|
) -> None:
|
||||||
pass
|
pass
|
||||||
|
|
||||||
def act(self, demand):
|
def act(self, demand):
|
||||||
return np.random.uniform(low=25, high=100, size=10)
|
return np.random.uniform(low=25, high=100, size=10)
|
||||||
|
|
||||||
|
|
||||||
|
class Limbo:
|
||||||
class Limbo():
|
def __init__(self, platform, market) -> None:
|
||||||
def __init__(self,
|
|
||||||
platform,
|
|
||||||
market
|
|
||||||
) -> None:
|
|
||||||
self.platform_turn = True
|
self.platform_turn = True
|
||||||
self.platform = platform
|
self.platform = platform
|
||||||
self.market = market
|
self.market = market
|
||||||
self.output = None
|
self.output = None
|
||||||
|
|
||||||
def step(self):
|
def step(self):
|
||||||
# we could code golf this a little bit
|
|
||||||
if self.platform_turn:
|
if self.platform_turn:
|
||||||
self.output = self.platform.act(self.output)
|
self.output = self.platform.act(self.output)
|
||||||
else:
|
else:
|
||||||
self.output = self.market.act(self.output)
|
self.output = self.market.act(self.output)
|
||||||
print(self.output)
|
|
||||||
self.platform_turn = not self.platform_turn
|
self.platform_turn = not self.platform_turn
|
||||||
|
return self.output
|
||||||
|
|
||||||
|
def reset(self):
|
||||||
|
self.platform_turn = True
|
||||||
|
self.output = None
|
||||||
|
|
||||||
|
|
||||||
if __name__ == "__main__":
|
if __name__ == "__main__":
|
||||||
platform = PricingEngine()
|
platform = PricingEngine()
|
||||||
market = MarketEngine()
|
market = MarketEngine(
|
||||||
|
alpha=0.3, N=100, human_params=(50, 10), agent_params=(45, 15)
|
||||||
|
)
|
||||||
limbo = Limbo(platform, market)
|
limbo = Limbo(platform, market)
|
||||||
for _ in range(10):
|
for _ in range(10):
|
||||||
limbo.step()
|
limbo.step()
|
||||||
|
|||||||
3
engine/jax/__init__.py
Normal file
3
engine/jax/__init__.py
Normal file
@@ -0,0 +1,3 @@
|
|||||||
|
from .robust import select_adversarial_alpha_jax, _JAX_OK
|
||||||
|
|
||||||
|
__all__ = ["select_adversarial_alpha_jax", "_JAX_OK"]
|
||||||
197
engine/jax/robust.py
Normal file
197
engine/jax/robust.py
Normal 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
|
||||||
@@ -1,3 +1,38 @@
|
|||||||
from .demand import generate_demand, estimate_demand
|
from __future__ import annotations
|
||||||
from .behavior import sample_behavior
|
|
||||||
from .render import DashboardRenderer, style_axis
|
from importlib import import_module
|
||||||
|
|
||||||
|
_EXPORTS: dict[str, tuple[str, str]] = {
|
||||||
|
"estimate_demand": (".demand", "estimate_demand"),
|
||||||
|
"estimate_weighted_demand": (".demand", "estimate_weighted_demand"),
|
||||||
|
"generate_demand_for_actor": (".demand", "generate_demand_for_actor"),
|
||||||
|
"sample_behavior": (".behavior", "sample_behavior"),
|
||||||
|
"get_transition_models": (".behavior", "get_transition_models"),
|
||||||
|
"trajectory_to_events": (".behavior", "trajectory_to_events"),
|
||||||
|
"DashboardRenderer": (".render", "DashboardRenderer"),
|
||||||
|
"style_axis": (".render", "style_axis"),
|
||||||
|
"EconomicMetricsWrapper": (".wrappers", "EconomicMetricsWrapper"),
|
||||||
|
"MetricsCallback": (".callbacks", "MetricsCallback"),
|
||||||
|
"EvalMetricsCallback": (".callbacks", "EvalMetricsCallback"),
|
||||||
|
"ProviderBenchmark": (".providers", "ProviderBenchmark"),
|
||||||
|
"ProviderResult": (".providers", "ProviderResult"),
|
||||||
|
"BenchmarkConfig": (".providers", "BenchmarkConfig"),
|
||||||
|
"RandomBaseline": (".providers", "RandomBaseline"),
|
||||||
|
"SurgeBaseline": (".providers", "SurgeBaseline"),
|
||||||
|
"compute_uplift_coi": (".coi", "compute_uplift_coi"),
|
||||||
|
"extract_purchases": (".coi", "extract_purchases"),
|
||||||
|
"compute_agent_probability": (".coi", "compute_agent_probability"),
|
||||||
|
"EventQTable": (".discrete", "EventQTable"),
|
||||||
|
}
|
||||||
|
|
||||||
|
__all__ = sorted(_EXPORTS)
|
||||||
|
|
||||||
|
|
||||||
|
def __getattr__(name: str):
|
||||||
|
if name not in _EXPORTS:
|
||||||
|
raise AttributeError(f"module '{__name__}' has no attribute '{name}'")
|
||||||
|
module_name, attr_name = _EXPORTS[name]
|
||||||
|
module = import_module(module_name, package=__name__)
|
||||||
|
value = getattr(module, attr_name)
|
||||||
|
globals()[name] = value
|
||||||
|
return value
|
||||||
|
|||||||
@@ -1,47 +1,190 @@
|
|||||||
from sim.rl.behavior_loader.models import BehaviorModel, AgentBehaviorModel, aggregate_event_transitions
|
import sys
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
sys.path.insert(0, str(Path(__file__).parents[2]))
|
||||||
|
|
||||||
|
try:
|
||||||
|
from sim.rl.behavior_loader.models import (
|
||||||
|
BehaviorModel,
|
||||||
|
AgentBehaviorModel,
|
||||||
|
aggregate_event_transitions,
|
||||||
|
)
|
||||||
|
except ImportError:
|
||||||
|
BehaviorModel = None
|
||||||
|
AgentBehaviorModel = None
|
||||||
|
aggregate_event_transitions = None
|
||||||
import pandas as pd
|
import pandas as pd
|
||||||
import numpy as np
|
import numpy as np
|
||||||
from .demand import generate_demand
|
from .demand import generate_demand_for_actor
|
||||||
|
|
||||||
base_dir = "/home/velocitatem/Documents/Projects/PHANTOM/experiments"
|
base_dir = Path(__file__).parents[2] / "experiments"
|
||||||
human_dir, agent_dir = f"{base_dir}/collected_data/", f"{base_dir}/agents/collected_data/"
|
human_dir = str(base_dir / "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):
|
||||||
key = 'human' if human else 'agent'
|
if (
|
||||||
|
BehaviorModel is None
|
||||||
|
or AgentBehaviorModel is None
|
||||||
|
or aggregate_event_transitions is None
|
||||||
|
):
|
||||||
|
raise ImportError("behavior loader dependencies are unavailable")
|
||||||
|
key = "human" if human else "agent"
|
||||||
if key not in _cache:
|
if key not in _cache:
|
||||||
model = BehaviorModel(human_dir) if human else AgentBehaviorModel(agent_dir)
|
model = BehaviorModel(human_dir) if human else AgentBehaviorModel(agent_dir)
|
||||||
mdp = model.build_MDP()
|
mdp = model.build_MDP()
|
||||||
_cache[key] = pd.DataFrame(aggregate_event_transitions(mdp)).fillna(0.0)
|
_cache[key] = pd.DataFrame(aggregate_event_transitions(mdp)).fillna(0.0)
|
||||||
return _cache[key]
|
return _cache[key]
|
||||||
|
|
||||||
|
|
||||||
|
def get_transition_models():
|
||||||
|
"""load human and agent transition models for agent probability calculation
|
||||||
|
|
||||||
|
returns:
|
||||||
|
tuple: (human_transitions, agent_transitions) as dicts of event->event->prob
|
||||||
|
"""
|
||||||
|
if (
|
||||||
|
BehaviorModel is None
|
||||||
|
or AgentBehaviorModel is None
|
||||||
|
or aggregate_event_transitions is None
|
||||||
|
):
|
||||||
|
raise ImportError("behavior loader dependencies are unavailable")
|
||||||
|
|
||||||
|
human_model = BehaviorModel(human_dir)
|
||||||
|
agent_model = AgentBehaviorModel(agent_dir)
|
||||||
|
|
||||||
|
human_mdp = human_model.build_MDP()
|
||||||
|
agent_mdp = agent_model.build_MDP()
|
||||||
|
|
||||||
|
human_trans = aggregate_event_transitions(human_mdp)
|
||||||
|
agent_trans = aggregate_event_transitions(agent_mdp)
|
||||||
|
|
||||||
|
return human_trans, agent_trans
|
||||||
|
|
||||||
|
|
||||||
|
def trajectory_to_events(trajectory: list) -> list:
|
||||||
|
"""extract event names from trajectory for KL divergence calculation
|
||||||
|
|
||||||
|
trajectories are in format 'eventName_product0', extract just eventName
|
||||||
|
"""
|
||||||
|
return [s.rsplit("_product", 1)[0] if "_product" in s else s for s in trajectory]
|
||||||
|
|
||||||
|
|
||||||
|
class _TransitionTable:
|
||||||
|
"""numpy-backed transition table; replaces per-step pandas .loc[] indexing.
|
||||||
|
|
||||||
|
the profiling hotspot was DataFrame.xs called ~4-16k times per outer step.
|
||||||
|
converting once to a dense float32 array with an int-keyed state index map
|
||||||
|
reduces each row lookup to a single array slice with no pandas overhead.
|
||||||
|
rows are pre-normalized so sampling requires no per-step division.
|
||||||
|
"""
|
||||||
|
|
||||||
|
__slots__ = ("matrix", "states", "state_index", "n_states")
|
||||||
|
|
||||||
|
def __init__(self, df: pd.DataFrame):
|
||||||
|
self.states: list[str] = df.index.tolist()
|
||||||
|
self.state_index: dict[str, int] = {s: i for i, s in enumerate(self.states)}
|
||||||
|
# float64 throughout: float32 row-sums can drift enough to break np.random.choice
|
||||||
|
mat = np.nan_to_num(
|
||||||
|
df.values.astype(np.float64), nan=0.0, posinf=0.0, neginf=0.0
|
||||||
|
)
|
||||||
|
mat = np.clip(mat, 0.0, None)
|
||||||
|
row_sums = mat.sum(axis=1)
|
||||||
|
# dead rows (all zero) get uniform distribution so sampling never receives NaN
|
||||||
|
dead = row_sums <= 0
|
||||||
|
mat[dead] = 1.0
|
||||||
|
row_sums[dead] = float(mat.shape[1])
|
||||||
|
mat = mat / row_sums[:, np.newaxis]
|
||||||
|
# final nan guard in case fp still drifts
|
||||||
|
np.nan_to_num(mat, nan=0.0, copy=False)
|
||||||
|
row_sums2 = mat.sum(axis=1, keepdims=True)
|
||||||
|
row_sums2[row_sums2 <= 0] = 1.0
|
||||||
|
self.matrix: np.ndarray = mat / row_sums2
|
||||||
|
self.n_states: int = len(self.states)
|
||||||
|
|
||||||
|
|
||||||
def adjust_behavior_to_condition(condition, transition_matrix):
|
def adjust_behavior_to_condition(condition, transition_matrix):
|
||||||
# expand NxN transition matrix to (N*P)x(N*P) weighted by demand condition
|
# expand NxN transition matrix to (N*P)x(N*P) weighted by demand condition
|
||||||
cond_norm = condition / np.sum(condition)
|
condition = np.asarray(condition, dtype=float)
|
||||||
|
condition = np.nan_to_num(condition, nan=0.0, posinf=0.0, neginf=0.0)
|
||||||
|
condition = np.clip(condition, 0.0, None)
|
||||||
|
s = float(np.sum(condition))
|
||||||
|
cond_norm = (
|
||||||
|
condition / s
|
||||||
|
if np.isfinite(s) and s > 0
|
||||||
|
else np.full(len(condition), 1.0 / max(len(condition), 1), dtype=float)
|
||||||
|
)
|
||||||
n_products = len(condition)
|
n_products = len(condition)
|
||||||
base_vals = transition_matrix.values
|
base_vals = transition_matrix.values
|
||||||
base_cols, base_rows = transition_matrix.columns.tolist(), transition_matrix.index.tolist()
|
base_cols, base_rows = (
|
||||||
|
transition_matrix.columns.tolist(),
|
||||||
# expand via kronecker-like tiling: each cell becomes a P*P block weighted by outer product of cond_norm
|
transition_matrix.index.tolist(),
|
||||||
|
)
|
||||||
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):
|
|
||||||
base_pivot = _get_base_pivot(human)
|
|
||||||
adjusted_transitions = adjust_behavior_to_condition(condition, base_pivot)
|
|
||||||
|
|
||||||
trajectory = [np.random.choice(adjusted_transitions.index)]
|
def get_adjusted_transitions(condition, human=True) -> _TransitionTable:
|
||||||
while len(trajectory) < max_len or 'checkout' in trajectory[-1]:
|
"""return a _TransitionTable for the given demand condition.
|
||||||
probs = adjusted_transitions.loc[trajectory[-1]].values
|
|
||||||
sample = np.random.choice(adjusted_transitions.columns, p=probs/np.sum(probs) if np.sum(probs) > 0 else None)
|
results are cached by (human, rounded-condition) so that repeated calls with
|
||||||
trajectory.append(sample)
|
the same condition inside the robustness inner loop (K candidates, same prices)
|
||||||
|
skip the Kronecker expansion entirely.
|
||||||
|
"""
|
||||||
|
condition = np.asarray(condition, dtype=float)
|
||||||
|
# round to 4 significant digits for cache key stability
|
||||||
|
cache_key = (human, tuple(np.round(condition, 4).tolist()))
|
||||||
|
if cache_key in _transition_cache:
|
||||||
|
return _transition_cache[cache_key]
|
||||||
|
|
||||||
|
# prevent OOM by capping cache size
|
||||||
|
if len(_transition_cache) > 100:
|
||||||
|
_transition_cache.clear()
|
||||||
|
|
||||||
|
base_pivot = _get_base_pivot(human)
|
||||||
|
df = adjust_behavior_to_condition(condition, base_pivot)
|
||||||
|
table = _TransitionTable(df)
|
||||||
|
_transition_cache[cache_key] = table
|
||||||
|
return table
|
||||||
|
|
||||||
|
|
||||||
|
def clear_transition_cache():
|
||||||
|
"""drop cached transition tables; call between episodes if condition space is large."""
|
||||||
|
_transition_cache.clear()
|
||||||
|
|
||||||
|
|
||||||
|
def sample_behavior_from_transitions(table, max_len=40):
|
||||||
|
"""sample a Markov trajectory.
|
||||||
|
|
||||||
|
accepts _TransitionTable (fast path) or a legacy pandas DataFrame so existing
|
||||||
|
call sites that pass a DataFrame directly continue to work unchanged.
|
||||||
|
"""
|
||||||
|
if isinstance(table, pd.DataFrame):
|
||||||
|
table = _TransitionTable(table)
|
||||||
|
|
||||||
|
idx = np.random.randint(table.n_states)
|
||||||
|
trajectory = [table.states[idx]]
|
||||||
|
while len(trajectory) < max_len and "checkout" not in trajectory[-1]:
|
||||||
|
row = table.matrix[table.state_index[trajectory[-1]]]
|
||||||
|
idx = int(np.random.choice(table.n_states, p=row))
|
||||||
|
trajectory.append(table.states[idx])
|
||||||
return trajectory
|
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(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)
|
||||||
t=sample_behavior(generate_demand(np.array([10,20,30])), human=False)
|
t = sample_behavior(generate_demand_for_actor(np.array([10, 20, 30])), human=False)
|
||||||
print(t)
|
print(t)
|
||||||
|
|||||||
259
engine/lib/callbacks.py
Normal file
259
engine/lib/callbacks.py
Normal file
@@ -0,0 +1,259 @@
|
|||||||
|
"""Training callbacks with algorithm-agnostic metric extraction."""
|
||||||
|
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
from stable_baselines3.common.callbacks import BaseCallback, EvalCallback
|
||||||
|
import numpy as np
|
||||||
|
|
||||||
|
from ..telemetry.wandb import get_wandb_module
|
||||||
|
|
||||||
|
|
||||||
|
class MetricsCallback(BaseCallback):
|
||||||
|
"""Collects interval train metrics from env info dictionaries."""
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
log_histograms: bool = False,
|
||||||
|
log_freq: int = 100,
|
||||||
|
hist_freq: int = 500,
|
||||||
|
step_offset: int = 0,
|
||||||
|
verbose: int = 0,
|
||||||
|
):
|
||||||
|
super().__init__(verbose)
|
||||||
|
self.log_histograms = log_histograms
|
||||||
|
self.log_freq = max(1, int(log_freq))
|
||||||
|
self.hist_freq = max(1, int(hist_freq))
|
||||||
|
self.step_offset = max(0, int(step_offset))
|
||||||
|
self._wandb = get_wandb_module()
|
||||||
|
self._wandb_live = bool(self._wandb is not None and self._wandb.run is not None)
|
||||||
|
self._price_samples: list[float] = []
|
||||||
|
self._demand_samples: list[float] = []
|
||||||
|
self._window_sums = {
|
||||||
|
"train/revenue_mean": 0.0,
|
||||||
|
"train/margin_mean": 0.0,
|
||||||
|
"train/coi_level_mean": 0.0,
|
||||||
|
"train/regret_mean": 0.0,
|
||||||
|
"train/profit_mean": 0.0,
|
||||||
|
"train/agent_prob": 0.0,
|
||||||
|
"train/alpha_adv": 0.0,
|
||||||
|
"train/ux_penalty": 0.0,
|
||||||
|
"train/volatility": 0.0,
|
||||||
|
"train/coi_mix": 0.0,
|
||||||
|
"train/coi_base": 0.0,
|
||||||
|
"train/coi_leakage": 0.0,
|
||||||
|
"train/coi_penalty": 0.0,
|
||||||
|
}
|
||||||
|
self._window_count = 0
|
||||||
|
self.events: list[dict[str, Any]] = []
|
||||||
|
|
||||||
|
def _accumulate(self, info: dict[str, Any]) -> None:
|
||||||
|
econ = info.get("economics")
|
||||||
|
if not isinstance(econ, dict):
|
||||||
|
return
|
||||||
|
self._window_sums["train/revenue_mean"] += float(econ.get("revenue", 0.0))
|
||||||
|
self._window_sums["train/margin_mean"] += float(econ.get("margin", 0.0))
|
||||||
|
self._window_sums["train/coi_level_mean"] += float(econ.get("coi_level", 0.0))
|
||||||
|
self._window_sums["train/regret_mean"] += float(econ.get("regret", 0.0))
|
||||||
|
if "profit" in econ:
|
||||||
|
self._window_sums["train/profit_mean"] += float(econ.get("profit", 0.0))
|
||||||
|
if "agent_prob" in econ:
|
||||||
|
self._window_sums["train/agent_prob"] += float(econ.get("agent_prob", 0.0))
|
||||||
|
if "alpha_adv" in econ:
|
||||||
|
self._window_sums["train/alpha_adv"] += float(econ.get("alpha_adv", 0.0))
|
||||||
|
if "ux_penalty" in econ:
|
||||||
|
self._window_sums["train/ux_penalty"] += float(econ.get("ux_penalty", 0.0))
|
||||||
|
if "volatility" in econ:
|
||||||
|
self._window_sums["train/volatility"] += float(econ.get("volatility", 0.0))
|
||||||
|
if "coi_mix" in econ:
|
||||||
|
self._window_sums["train/coi_mix"] += float(econ.get("coi_mix", 0.0))
|
||||||
|
if "coi_base" in econ:
|
||||||
|
self._window_sums["train/coi_base"] += float(econ.get("coi_base", 0.0))
|
||||||
|
if "coi_leakage" in econ:
|
||||||
|
self._window_sums["train/coi_leakage"] += float(
|
||||||
|
econ.get("coi_leakage", 0.0)
|
||||||
|
)
|
||||||
|
if "coi_penalty" in econ:
|
||||||
|
self._window_sums["train/coi_penalty"] += float(
|
||||||
|
econ.get("coi_penalty", 0.0)
|
||||||
|
)
|
||||||
|
self._window_count += 1
|
||||||
|
|
||||||
|
def _accumulate_histograms(self, info: dict[str, Any]) -> None:
|
||||||
|
if not self.log_histograms:
|
||||||
|
return
|
||||||
|
|
||||||
|
for key in ("effective_prices", "prices"):
|
||||||
|
if key not in info:
|
||||||
|
continue
|
||||||
|
try:
|
||||||
|
values = np.asarray(info.get(key), dtype=float).reshape(-1)
|
||||||
|
except Exception:
|
||||||
|
continue
|
||||||
|
if values.size <= 0:
|
||||||
|
continue
|
||||||
|
finite_values = values[np.isfinite(values)]
|
||||||
|
if finite_values.size > 0:
|
||||||
|
self._price_samples.extend(finite_values.tolist())
|
||||||
|
break
|
||||||
|
|
||||||
|
if "demand" in info:
|
||||||
|
try:
|
||||||
|
demand_values = np.asarray(info.get("demand"), dtype=float).reshape(-1)
|
||||||
|
except Exception:
|
||||||
|
demand_values = np.array([], dtype=float)
|
||||||
|
if demand_values.size > 0:
|
||||||
|
finite_demand = demand_values[np.isfinite(demand_values)]
|
||||||
|
if finite_demand.size > 0:
|
||||||
|
self._demand_samples.extend(finite_demand.tolist())
|
||||||
|
|
||||||
|
def _flush_histograms(self, step: int, force: bool = False) -> None:
|
||||||
|
if not self.log_histograms:
|
||||||
|
return
|
||||||
|
if not force and step % self.hist_freq != 0:
|
||||||
|
return
|
||||||
|
if not self._price_samples and not self._demand_samples:
|
||||||
|
return
|
||||||
|
if self._wandb is None:
|
||||||
|
self._price_samples.clear()
|
||||||
|
self._demand_samples.clear()
|
||||||
|
return
|
||||||
|
|
||||||
|
payload: dict[str, Any] = {}
|
||||||
|
if self._price_samples:
|
||||||
|
payload["train/price_dist"] = self._wandb.Histogram(
|
||||||
|
np.asarray(self._price_samples, dtype=np.float32)
|
||||||
|
)
|
||||||
|
if self._demand_samples:
|
||||||
|
payload["train/demand_dist"] = self._wandb.Histogram(
|
||||||
|
np.asarray(self._demand_samples, dtype=np.float32)
|
||||||
|
)
|
||||||
|
|
||||||
|
if payload and self._wandb_live:
|
||||||
|
try:
|
||||||
|
self._wandb.log(payload, step=self.step_offset + int(step))
|
||||||
|
except Exception:
|
||||||
|
self._wandb_live = False
|
||||||
|
|
||||||
|
self._price_samples.clear()
|
||||||
|
self._demand_samples.clear()
|
||||||
|
|
||||||
|
def _flush(self, step: int, *, force_hist: bool = False) -> None:
|
||||||
|
if self._window_count > 0:
|
||||||
|
denom = float(self._window_count)
|
||||||
|
payload = {
|
||||||
|
key: (value / denom)
|
||||||
|
for key, value in self._window_sums.items()
|
||||||
|
if value != 0.0
|
||||||
|
or key
|
||||||
|
in {
|
||||||
|
"train/revenue_mean",
|
||||||
|
"train/margin_mean",
|
||||||
|
"train/coi_level_mean",
|
||||||
|
"train/regret_mean",
|
||||||
|
}
|
||||||
|
}
|
||||||
|
payload["train/global_step"] = int(step)
|
||||||
|
if self._wandb_live:
|
||||||
|
try:
|
||||||
|
self._wandb.log(dict(payload), step=self.step_offset + int(step))
|
||||||
|
except Exception:
|
||||||
|
self._wandb_live = False
|
||||||
|
self.events.append(payload)
|
||||||
|
else:
|
||||||
|
self.events.append(payload)
|
||||||
|
for key in self._window_sums:
|
||||||
|
self._window_sums[key] = 0.0
|
||||||
|
self._window_count = 0
|
||||||
|
|
||||||
|
self._flush_histograms(step=step, force=force_hist)
|
||||||
|
|
||||||
|
def _on_step(self) -> bool:
|
||||||
|
for info in self.locals.get("infos", []):
|
||||||
|
if isinstance(info, dict):
|
||||||
|
self._accumulate(info)
|
||||||
|
self._accumulate_histograms(info)
|
||||||
|
|
||||||
|
if self.num_timesteps % self.log_freq == 0:
|
||||||
|
self._flush(step=self.num_timesteps)
|
||||||
|
|
||||||
|
return True
|
||||||
|
|
||||||
|
def _on_training_end(self) -> None:
|
||||||
|
self._flush(step=self.num_timesteps, force_hist=True)
|
||||||
|
|
||||||
|
|
||||||
|
class EvalMetricsCallback(EvalCallback):
|
||||||
|
"""Deterministic evaluation collector detached from logging backends."""
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
eval_env,
|
||||||
|
eval_freq: int = 1000,
|
||||||
|
n_eval_episodes: int = 5,
|
||||||
|
step_offset: int = 0,
|
||||||
|
**kwargs,
|
||||||
|
):
|
||||||
|
super().__init__(
|
||||||
|
eval_env, eval_freq=eval_freq, n_eval_episodes=n_eval_episodes, **kwargs
|
||||||
|
)
|
||||||
|
self.step_offset = max(0, int(step_offset))
|
||||||
|
self._wandb = get_wandb_module()
|
||||||
|
self._wandb_live = bool(self._wandb is not None and self._wandb.run is not None)
|
||||||
|
self._eval_stats: dict[str, list[float]] = {
|
||||||
|
"eval/revenue_mean": [],
|
||||||
|
"eval/margin_mean": [],
|
||||||
|
"eval/coi_level_mean": [],
|
||||||
|
"eval/coi_leakage_mean": [],
|
||||||
|
"eval/volatility_mean": [],
|
||||||
|
"eval/agent_prob_mean": [],
|
||||||
|
}
|
||||||
|
self.events: list[dict[str, float | int]] = []
|
||||||
|
|
||||||
|
def _on_step(self) -> bool:
|
||||||
|
result = super()._on_step()
|
||||||
|
if self.n_calls % self.eval_freq == 0 and hasattr(self, "last_mean_reward"):
|
||||||
|
payload: dict[str, float | int] = {
|
||||||
|
"eval/reward_mean": float(self.last_mean_reward),
|
||||||
|
"train/global_step": int(self.num_timesteps),
|
||||||
|
}
|
||||||
|
for key, values in self._eval_stats.items():
|
||||||
|
payload[key] = float(np.mean(values)) if values else 0.0
|
||||||
|
|
||||||
|
if self._wandb_live:
|
||||||
|
try:
|
||||||
|
self._wandb.log(
|
||||||
|
dict(payload),
|
||||||
|
step=self.step_offset + int(self.num_timesteps),
|
||||||
|
)
|
||||||
|
except Exception:
|
||||||
|
self._wandb_live = False
|
||||||
|
self.events.append(payload)
|
||||||
|
else:
|
||||||
|
self.events.append(payload)
|
||||||
|
|
||||||
|
for values in self._eval_stats.values():
|
||||||
|
values.clear()
|
||||||
|
|
||||||
|
return result
|
||||||
|
|
||||||
|
def _log_success_callback(self, locals_: dict, globals_: dict) -> None:
|
||||||
|
# called after each eval episode
|
||||||
|
info = locals_.get("info", {})
|
||||||
|
econ = info.get("economics") if isinstance(info, dict) else None
|
||||||
|
if not isinstance(econ, dict):
|
||||||
|
return
|
||||||
|
|
||||||
|
self._eval_stats["eval/revenue_mean"].append(float(econ.get("revenue", 0.0)))
|
||||||
|
self._eval_stats["eval/margin_mean"].append(float(econ.get("margin", 0.0)))
|
||||||
|
self._eval_stats["eval/coi_level_mean"].append(
|
||||||
|
float(econ.get("coi_level", 0.0))
|
||||||
|
)
|
||||||
|
self._eval_stats["eval/coi_leakage_mean"].append(
|
||||||
|
float(econ.get("coi_leakage", 0.0))
|
||||||
|
)
|
||||||
|
self._eval_stats["eval/volatility_mean"].append(
|
||||||
|
float(econ.get("volatility", 0.0))
|
||||||
|
)
|
||||||
|
self._eval_stats["eval/agent_prob_mean"].append(
|
||||||
|
float(econ.get("agent_prob", 0.0))
|
||||||
|
)
|
||||||
83
engine/lib/coi.py
Normal file
83
engine/lib/coi.py
Normal file
@@ -0,0 +1,83 @@
|
|||||||
|
import numpy as np
|
||||||
|
from typing import Dict
|
||||||
|
|
||||||
|
from lib.agent_probability import DEFAULT_AGENT_PRIOR, estimate_agent_probability
|
||||||
|
|
||||||
|
|
||||||
|
def compute_agent_probability(
|
||||||
|
trajectory: list,
|
||||||
|
human_transitions: Dict,
|
||||||
|
agent_transitions: Dict,
|
||||||
|
temperature: float = 1.0,
|
||||||
|
prior_agent: float = DEFAULT_AGENT_PRIOR,
|
||||||
|
) -> float:
|
||||||
|
"""estimate agent probability via KL divergence between trajectory transitions and reference models
|
||||||
|
|
||||||
|
compares empirical trajectory transition distribution to human/agent prototypes
|
||||||
|
|
||||||
|
args:
|
||||||
|
trajectory: list of state/event strings from session
|
||||||
|
human_transitions: reference transition dict from human MDP (event->event->prob)
|
||||||
|
agent_transitions: reference transition dict from agent MDP (event->event->prob)
|
||||||
|
|
||||||
|
returns:
|
||||||
|
agent probability in [0, 1] via sigma((delta_h - delta_a) / T)
|
||||||
|
"""
|
||||||
|
if len(trajectory) < 2:
|
||||||
|
return float(prior_agent)
|
||||||
|
|
||||||
|
# build empirical transition distribution from trajectory
|
||||||
|
trans_counts = {}
|
||||||
|
for s, s_next in zip(trajectory[:-1], trajectory[1:]):
|
||||||
|
if s not in trans_counts:
|
||||||
|
trans_counts[s] = {}
|
||||||
|
trans_counts[s][s_next] = trans_counts[s].get(s_next, 0) + 1
|
||||||
|
|
||||||
|
# normalize to probabilities
|
||||||
|
empirical = {}
|
||||||
|
for s, nxt in trans_counts.items():
|
||||||
|
total = sum(nxt.values())
|
||||||
|
empirical[s] = {s_n: cnt / total for s_n, cnt in nxt.items()}
|
||||||
|
|
||||||
|
# compute KL divergence to each prototype
|
||||||
|
def kl_div(p_dist: Dict, q_dist: Dict) -> float:
|
||||||
|
eps = 1e-10
|
||||||
|
# aggregate over all source states in empirical dist
|
||||||
|
kl = 0.0
|
||||||
|
for s in p_dist:
|
||||||
|
if s not in q_dist:
|
||||||
|
continue # skip states not in reference
|
||||||
|
p_trans, q_trans = p_dist[s], q_dist[s]
|
||||||
|
for k in p_trans:
|
||||||
|
p_val = p_trans[k] + eps
|
||||||
|
q_val = q_trans.get(k, 0.0) + eps
|
||||||
|
kl += p_val * np.log(p_val / q_val)
|
||||||
|
return kl
|
||||||
|
|
||||||
|
kl_human = kl_div(empirical, human_transitions)
|
||||||
|
kl_agent = kl_div(empirical, agent_transitions)
|
||||||
|
|
||||||
|
return estimate_agent_probability(
|
||||||
|
delta_h=kl_human,
|
||||||
|
delta_a=kl_agent,
|
||||||
|
temperature=temperature,
|
||||||
|
prior_agent=prior_agent,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def extract_purchases(trajectories: list) -> Dict[int, int]:
|
||||||
|
purchases: Dict[int, int] = {}
|
||||||
|
for traj in trajectories:
|
||||||
|
if traj and "checkout" in traj[-1] and "_product" in traj[-1]:
|
||||||
|
prod_id = int(traj[-1].rsplit("_product", 1)[1])
|
||||||
|
purchases[prod_id] = purchases.get(prod_id, 0) + 1
|
||||||
|
return purchases
|
||||||
|
|
||||||
|
|
||||||
|
def compute_uplift_coi(
|
||||||
|
prices: np.ndarray, purchases: Dict[int, int], baseline_prices: np.ndarray
|
||||||
|
) -> float:
|
||||||
|
# TODO: consider view-weighted fractional purchase for denser signal
|
||||||
|
return float(
|
||||||
|
sum(max(0.0, prices[k] - baseline_prices[k]) * n for k, n in purchases.items())
|
||||||
|
)
|
||||||
@@ -1,45 +1,120 @@
|
|||||||
import logging
|
|
||||||
import numpy as np
|
import numpy as np
|
||||||
from logging import getLogger
|
|
||||||
logger = getLogger(__name__)
|
|
||||||
|
|
||||||
def generate_demand(prices, distribution_method = np.random.normal, distribution_params = (50.0, 10.0)):
|
CATEGORY_WEIGHTS = {"cart": 4.0, "dwell": 2.0, "nav": 1.0, "filter": 0.5}
|
||||||
# assumption 1: each product has an intrinsic valuation drawn from a normal distribution centered at 50
|
ACTION_CATEGORIES = {
|
||||||
product_valuations = distribution_method(*distribution_params, size=len(prices))
|
"cart": {"add_item", "add_to_cart", "remove", "checkout", "purchase"},
|
||||||
# assumption 2: demand decreases as price increases, following a simple linear model
|
"dwell": {"hover_title", "hover_paragraph", "hover_link"},
|
||||||
demand = np.maximum(0, product_valuations - prices) # demand cannot be negative
|
"nav": {"page_view", "view_item", "view", "learn_more"},
|
||||||
|
"filter": {"search", "filter_date", "filter_price", "sort"},
|
||||||
|
}
|
||||||
|
DEFAULT_ACTION_WEIGHTS = {
|
||||||
|
a: CATEGORY_WEIGHTS[c] for c, actions in ACTION_CATEGORIES.items() for a in actions
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
def generate_demand_for_actor(
|
||||||
|
prices: np.ndarray,
|
||||||
|
params: tuple,
|
||||||
|
noise_std: float = 1.0,
|
||||||
|
distribution_method=np.random.normal,
|
||||||
|
normalize: bool = False,
|
||||||
|
) -> np.ndarray:
|
||||||
|
"""d(p;0) = max(0, valuation - price) + epsi for single actor type
|
||||||
|
params: (mean, std) for valuation distribution D_H or D_A"""
|
||||||
|
val = distribution_method(*params, size=len(prices))
|
||||||
|
noise = distribution_method(0, noise_std, len(prices))
|
||||||
|
demand = np.maximum(0, val - prices + noise)
|
||||||
|
if not normalize:
|
||||||
|
return demand
|
||||||
total = np.sum(demand)
|
total = np.sum(demand)
|
||||||
demand = demand / total * 100 if total > 0 else demand # normalize to percentage, avoid div by zero
|
return demand / total * 100 if total > 0 else demand
|
||||||
logger.info(f"Generated demand for prices {prices}: {demand} with valuations from distribution {distribution_params}")
|
|
||||||
return demand
|
|
||||||
|
|
||||||
def estimate_demand(trajectories):
|
|
||||||
demand_estimate = {}
|
def estimate_demand(
|
||||||
|
trajectories,
|
||||||
|
action_weights=None,
|
||||||
|
*,
|
||||||
|
normalize: bool = False,
|
||||||
|
per_session: bool = True,
|
||||||
|
):
|
||||||
|
return estimate_weighted_demand(
|
||||||
|
trajectories,
|
||||||
|
action_weights,
|
||||||
|
normalize=normalize,
|
||||||
|
per_session=per_session,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
def _parse_event_state(state: str):
|
||||||
|
if "_product" not in state:
|
||||||
|
return state, None
|
||||||
|
action, raw_pid = state.rsplit("_product", 1)
|
||||||
|
return action, int(raw_pid) if raw_pid.isdigit() else None
|
||||||
|
|
||||||
|
|
||||||
|
def _weight_for_action(action: str, action_weights: dict) -> float:
|
||||||
|
if action in action_weights:
|
||||||
|
return action_weights[action]
|
||||||
|
if action.startswith("hover"):
|
||||||
|
return CATEGORY_WEIGHTS["dwell"]
|
||||||
|
if action.startswith("filter") or action in {"search", "sort"}:
|
||||||
|
return CATEGORY_WEIGHTS["filter"]
|
||||||
|
if action.startswith("add") or action in {"checkout", "purchase", "remove"}:
|
||||||
|
return CATEGORY_WEIGHTS["cart"]
|
||||||
|
return CATEGORY_WEIGHTS["nav"]
|
||||||
|
|
||||||
|
|
||||||
|
def estimate_weighted_demand(
|
||||||
|
trajectories,
|
||||||
|
action_weights=None,
|
||||||
|
*,
|
||||||
|
normalize: bool = False,
|
||||||
|
per_session: bool = True,
|
||||||
|
):
|
||||||
|
action_weights = (
|
||||||
|
DEFAULT_ACTION_WEIGHTS if action_weights is None else action_weights
|
||||||
|
)
|
||||||
|
scores = {}
|
||||||
for traj in trajectories:
|
for traj in trajectories:
|
||||||
for event in traj:
|
for state in traj:
|
||||||
if 'view_product' in event:
|
action, product_id = _parse_event_state(state)
|
||||||
product_id = int(event.split('_')[-1].replace('product', ''))
|
if product_id is None:
|
||||||
demand_estimate[product_id] = demand_estimate.get(product_id, 0) + 1
|
continue
|
||||||
total_views = sum(demand_estimate.values())
|
w = _weight_for_action(action, action_weights)
|
||||||
for product_id in demand_estimate:
|
if w <= 0:
|
||||||
demand_estimate[product_id] = (demand_estimate[product_id] / total_views) * 100 # normalize to percentage
|
continue
|
||||||
return demand_estimate
|
scores[product_id] = scores.get(product_id, 0.0) + w
|
||||||
|
if not scores:
|
||||||
|
return {}
|
||||||
|
|
||||||
|
if per_session and len(trajectories) > 0:
|
||||||
|
inv_n = 1.0 / float(len(trajectories))
|
||||||
|
scores = {pid: score * inv_n for pid, score in scores.items()}
|
||||||
|
|
||||||
|
if not normalize:
|
||||||
|
return scores
|
||||||
|
|
||||||
|
total = float(sum(scores.values()))
|
||||||
|
if total <= 0:
|
||||||
|
return {}
|
||||||
|
return {pid: (score / total) * 100.0 for pid, score in scores.items()}
|
||||||
|
|
||||||
|
|
||||||
# Example usage
|
# Example usage
|
||||||
if __name__ == "__main__":
|
if __name__ == "__main__":
|
||||||
np.random.seed(42)
|
np.random.seed(42)
|
||||||
prices = np.array([20.0, 35.0, 50.0, 65.0])
|
prices = np.array([20.0, 35.0, 50.0, 65.0])
|
||||||
demand = generate_demand(prices)
|
# demo actor-specific demands
|
||||||
print("Generated Demand:", demand)
|
human_params, agent_params = (50, 10), (45, 15)
|
||||||
|
demand_h = generate_demand_for_actor(prices, human_params)
|
||||||
|
demand_a = generate_demand_for_actor(prices, agent_params)
|
||||||
|
print("Human Demand:", demand_h)
|
||||||
|
print("Agent Demand:", demand_a)
|
||||||
from .behavior import sample_behavior
|
from .behavior import sample_behavior
|
||||||
N, alphat =200, 0.1
|
|
||||||
trajectories = []
|
N, alpha = 200, 0.3
|
||||||
for _ in range(int(N*(1 - alphat))):
|
n_h, n_a = int(N * (1 - alpha)), int(N * alpha)
|
||||||
trajectories.append(sample_behavior(demand, human=True))
|
human_t = [sample_behavior(demand_h, human=True) for _ in range(n_h)]
|
||||||
for _ in range(int(N*alphat)):
|
agent_t = [sample_behavior(demand_a, human=False) for _ in range(n_a)]
|
||||||
trajectories.append(sample_behavior(demand, human=False))
|
demand_estimate = estimate_demand(human_t + agent_t)
|
||||||
demand_estimate = estimate_demand(trajectories)
|
|
||||||
print("Estimated Demand from Behavior:", demand_estimate)
|
print("Estimated Demand from Behavior:", demand_estimate)
|
||||||
delta = {k: demand_estimate.get(k, 0) - demand[i] for i, k in enumerate(range(len(prices)))}
|
|
||||||
delta = np.mean([np.abs(v) for v in delta.values()])
|
|
||||||
print("Demand Delta:", delta)
|
|
||||||
|
|||||||
70
engine/lib/discrete.py
Normal file
70
engine/lib/discrete.py
Normal file
@@ -0,0 +1,70 @@
|
|||||||
|
from collections import defaultdict
|
||||||
|
import gymnasium as gym
|
||||||
|
from gymnasium import spaces
|
||||||
|
import numpy as np
|
||||||
|
|
||||||
|
|
||||||
|
class DiscretePriceActionWrapper(gym.ActionWrapper):
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
env: gym.Env,
|
||||||
|
n_levels: int = 9,
|
||||||
|
min_scale: float = 0.8,
|
||||||
|
max_scale: float = 1.2,
|
||||||
|
):
|
||||||
|
super().__init__(env)
|
||||||
|
self.scales = np.linspace(min_scale, max_scale, n_levels, dtype=np.float32)
|
||||||
|
self.action_space = spaces.Discrete(n_levels)
|
||||||
|
|
||||||
|
def action(self, action: int):
|
||||||
|
scale = float(self.scales[int(action)])
|
||||||
|
cur = np.asarray(self.env.unwrapped._prices, dtype=np.float32)
|
||||||
|
lo, hi = self.env.unwrapped.price_bounds
|
||||||
|
return np.clip(cur * scale, lo, hi).astype(np.float32)
|
||||||
|
|
||||||
|
|
||||||
|
class EventQTable:
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
n_actions: int,
|
||||||
|
n_products: int,
|
||||||
|
price_bounds: tuple,
|
||||||
|
lr: float = 0.1,
|
||||||
|
gamma: float = 0.99,
|
||||||
|
n_bins: int = 6,
|
||||||
|
):
|
||||||
|
self.n_actions = int(n_actions)
|
||||||
|
self.n_products = int(n_products)
|
||||||
|
self.lr = float(lr)
|
||||||
|
self.gamma = float(gamma)
|
||||||
|
self.q = defaultdict(lambda: np.zeros(self.n_actions, dtype=np.float32))
|
||||||
|
lo, hi = price_bounds
|
||||||
|
self.demand_bins = np.linspace(0.0, 100.0, n_bins + 1)[1:-1]
|
||||||
|
self.price_bins = np.linspace(lo, hi, n_bins + 1)[1:-1]
|
||||||
|
|
||||||
|
def encode(self, obs: np.ndarray) -> tuple:
|
||||||
|
obs = np.asarray(obs, dtype=np.float32)
|
||||||
|
d = obs[: self.n_products]
|
||||||
|
p = obs[self.n_products : 2 * self.n_products]
|
||||||
|
d_mean = float(np.mean(d)) if d.size else 0.0
|
||||||
|
d_std = float(np.std(d)) if d.size else 0.0
|
||||||
|
p_mean = float(np.mean(p)) if p.size else 0.0
|
||||||
|
return (
|
||||||
|
int(np.digitize(d_mean, self.demand_bins)),
|
||||||
|
int(np.digitize(d_std, self.demand_bins)),
|
||||||
|
int(np.digitize(p_mean, self.price_bins)),
|
||||||
|
)
|
||||||
|
|
||||||
|
def act(self, obs: np.ndarray, eps: float = 0.0) -> tuple[int, tuple]:
|
||||||
|
s = self.encode(obs)
|
||||||
|
if np.random.random() < eps:
|
||||||
|
return int(np.random.randint(self.n_actions)), s
|
||||||
|
return int(np.argmax(self.q[s])), s
|
||||||
|
|
||||||
|
def update(self, s: tuple, a: int, r: float, s2: tuple, done: bool):
|
||||||
|
target = r + (0.0 if done else self.gamma * float(np.max(self.q[s2])))
|
||||||
|
self.q[s][a] += self.lr * (target - self.q[s][a])
|
||||||
|
|
||||||
|
def predict(self, obs: np.ndarray, deterministic: bool = True):
|
||||||
|
a, _ = self.act(obs, 0.0 if deterministic else 0.05)
|
||||||
|
return a, None
|
||||||
185
engine/lib/providers.py
Normal file
185
engine/lib/providers.py
Normal file
@@ -0,0 +1,185 @@
|
|||||||
|
"""Provider benchmarking - compare pricing strategies across contamination levels."""
|
||||||
|
|
||||||
|
from dataclasses import dataclass, field
|
||||||
|
from typing import Callable, Any
|
||||||
|
import numpy as np
|
||||||
|
import pandas as pd
|
||||||
|
|
||||||
|
try:
|
||||||
|
import wandb
|
||||||
|
|
||||||
|
HAS_WANDB = True
|
||||||
|
except ImportError:
|
||||||
|
HAS_WANDB = False
|
||||||
|
|
||||||
|
|
||||||
|
class RandomBaseline:
|
||||||
|
"""uniform random action selection as a lower-bound baseline"""
|
||||||
|
|
||||||
|
def __init__(self, n_actions: int):
|
||||||
|
self.n = n_actions
|
||||||
|
|
||||||
|
def __call__(self, obs):
|
||||||
|
return int(np.random.randint(self.n))
|
||||||
|
|
||||||
|
def predict(self, obs, **kw):
|
||||||
|
return self(obs), None
|
||||||
|
|
||||||
|
|
||||||
|
class SurgeBaseline:
|
||||||
|
"""heuristic surge pricing: boost price when demand is above threshold, discount when below.
|
||||||
|
matches the naive pricing rule from thesis Section 3.3.2"""
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self, n_actions: int, high_threshold: float = 60.0, low_threshold: float = 30.0
|
||||||
|
):
|
||||||
|
self.n = n_actions
|
||||||
|
self.mid = n_actions // 2 # identity action (scale ~1.0)
|
||||||
|
self.high_t = high_threshold
|
||||||
|
self.low_t = low_threshold
|
||||||
|
|
||||||
|
def __call__(self, obs):
|
||||||
|
obs = np.asarray(obs, dtype=np.float32)
|
||||||
|
n_prod = len(obs) // 2
|
||||||
|
demand_mean = float(np.mean(obs[:n_prod])) if n_prod > 0 else 0.0
|
||||||
|
if demand_mean >= self.high_t:
|
||||||
|
return min(self.mid + 2, self.n - 1) # surge: two levels above identity
|
||||||
|
if demand_mean <= self.low_t:
|
||||||
|
return max(self.mid - 2, 0) # discount: two levels below identity
|
||||||
|
return self.mid # hold
|
||||||
|
|
||||||
|
def predict(self, obs, **kw):
|
||||||
|
return self(obs), None
|
||||||
|
|
||||||
|
|
||||||
|
@dataclass
|
||||||
|
class ProviderResult:
|
||||||
|
"""Single benchmark result for one provider at one alpha level."""
|
||||||
|
|
||||||
|
name: str
|
||||||
|
alpha: float
|
||||||
|
total_revenue: float
|
||||||
|
mean_revenue: float
|
||||||
|
coi_level: float
|
||||||
|
coi_preserved_pct: float # vs alpha=0 baseline
|
||||||
|
margin_integrity: float
|
||||||
|
regret: float
|
||||||
|
episodes: int
|
||||||
|
|
||||||
|
|
||||||
|
@dataclass
|
||||||
|
class BenchmarkConfig:
|
||||||
|
"""Configuration for provider benchmark runs."""
|
||||||
|
|
||||||
|
n_episodes: int = 100
|
||||||
|
alpha_range: list[float] = field(default_factory=lambda: [0.0, 0.1, 0.3, 0.5])
|
||||||
|
baseline_name: str = "fixed"
|
||||||
|
|
||||||
|
|
||||||
|
class ProviderBenchmark:
|
||||||
|
"""Compare pricing providers to prove margin preservation across contamination levels.
|
||||||
|
|
||||||
|
Usage:
|
||||||
|
def env_factory(alpha):
|
||||||
|
return EconomicMetricsWrapper(PHANTOM(alpha=alpha))
|
||||||
|
|
||||||
|
providers = {
|
||||||
|
"fixed": lambda obs: np.ones(10) * 50,
|
||||||
|
"learned": model.predict,
|
||||||
|
}
|
||||||
|
|
||||||
|
benchmark = ProviderBenchmark(env_factory, providers)
|
||||||
|
results = benchmark.run()
|
||||||
|
print(benchmark.summary_table())
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self,
|
||||||
|
env_factory: Callable[[float], Any],
|
||||||
|
providers: dict[str, Callable],
|
||||||
|
config: BenchmarkConfig | None = None,
|
||||||
|
):
|
||||||
|
self.env_factory = env_factory # fn(alpha) -> wrapped env
|
||||||
|
self.providers = providers # {name: fn(obs) -> action}
|
||||||
|
self.config = config or BenchmarkConfig()
|
||||||
|
self.results: list[ProviderResult] = []
|
||||||
|
|
||||||
|
def run(self) -> list[ProviderResult]:
|
||||||
|
"""Run benchmark across all providers and alpha levels."""
|
||||||
|
baseline_coi: dict[str, float] = {} # {provider: coi at alpha=0}
|
||||||
|
|
||||||
|
for alpha in self.config.alpha_range:
|
||||||
|
env = self.env_factory(alpha)
|
||||||
|
|
||||||
|
for name, policy_fn in self.providers.items():
|
||||||
|
revenues, coi_levels, margins = [], [], []
|
||||||
|
|
||||||
|
for _ in range(self.config.n_episodes):
|
||||||
|
obs, _ = env.reset()
|
||||||
|
episode_revenue = 0.0
|
||||||
|
done = False
|
||||||
|
|
||||||
|
while not done:
|
||||||
|
action = policy_fn(obs)
|
||||||
|
# handle sb3 model.predict returning tuple
|
||||||
|
if isinstance(action, tuple):
|
||||||
|
action = action[0]
|
||||||
|
obs, reward, term, trunc, info = env.step(action)
|
||||||
|
done = term or trunc
|
||||||
|
|
||||||
|
econ = info.get("economics", {})
|
||||||
|
episode_revenue += econ.get("revenue", 0)
|
||||||
|
coi_levels.append(econ.get("coi_level", 0))
|
||||||
|
margins.append(econ.get("margin", 0))
|
||||||
|
|
||||||
|
revenues.append(episode_revenue)
|
||||||
|
|
||||||
|
mean_coi = np.mean(coi_levels) if coi_levels else 0.0
|
||||||
|
if alpha == 0.0:
|
||||||
|
baseline_coi[name] = mean_coi
|
||||||
|
|
||||||
|
base = baseline_coi.get(name, mean_coi)
|
||||||
|
coi_preserved = mean_coi / base if base > 0 else 1.0
|
||||||
|
|
||||||
|
result = ProviderResult(
|
||||||
|
name=name,
|
||||||
|
alpha=alpha,
|
||||||
|
total_revenue=float(np.sum(revenues)),
|
||||||
|
mean_revenue=float(np.mean(revenues)),
|
||||||
|
coi_level=mean_coi,
|
||||||
|
coi_preserved_pct=coi_preserved * 100,
|
||||||
|
margin_integrity=float(np.mean(margins)) if margins else 0.0,
|
||||||
|
regret=0.0, # compute vs optimal if known
|
||||||
|
episodes=self.config.n_episodes,
|
||||||
|
)
|
||||||
|
self.results.append(result)
|
||||||
|
|
||||||
|
# log to wandb if available
|
||||||
|
if HAS_WANDB and wandb.run is not None:
|
||||||
|
try:
|
||||||
|
wandb.log(
|
||||||
|
{
|
||||||
|
f"benchmark/{name}/revenue": result.mean_revenue,
|
||||||
|
f"benchmark/{name}/coi_preserved": result.coi_preserved_pct,
|
||||||
|
f"benchmark/{name}/margin": result.margin_integrity,
|
||||||
|
"benchmark/alpha": alpha,
|
||||||
|
}
|
||||||
|
)
|
||||||
|
except Exception:
|
||||||
|
pass
|
||||||
|
|
||||||
|
return self.results
|
||||||
|
|
||||||
|
def to_dataframe(self) -> pd.DataFrame:
|
||||||
|
"""Convert results to pandas DataFrame."""
|
||||||
|
return pd.DataFrame([r.__dict__ for r in self.results])
|
||||||
|
|
||||||
|
def summary_table(self) -> pd.DataFrame:
|
||||||
|
"""Pivot table: providers x alpha with revenue/COI metrics."""
|
||||||
|
df = self.to_dataframe()
|
||||||
|
return df.pivot_table(
|
||||||
|
index="name",
|
||||||
|
columns="alpha",
|
||||||
|
values=["mean_revenue", "coi_preserved_pct", "margin_integrity"],
|
||||||
|
aggfunc="mean",
|
||||||
|
)
|
||||||
@@ -1,15 +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
101
engine/lib/tiers.py
Normal 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
|
||||||
104
engine/lib/wrappers.py
Normal file
104
engine/lib/wrappers.py
Normal file
@@ -0,0 +1,104 @@
|
|||||||
|
"""Economic metrics wrapper - calculates thesis-aligned KPIs and injects into info dict."""
|
||||||
|
|
||||||
|
import gymnasium as gym
|
||||||
|
import numpy as np
|
||||||
|
|
||||||
|
|
||||||
|
class EconomicMetricsWrapper(gym.Wrapper):
|
||||||
|
"""Calculates thesis-aligned economic metrics per step, injects into info.
|
||||||
|
|
||||||
|
Metrics follow thesis definitions:
|
||||||
|
- COI level: E[P] - p_min (Definition 1)
|
||||||
|
- Margin: (avg_price - p_min) / avg_price
|
||||||
|
- Regret: 1 - (revenue / baseline_revenue)
|
||||||
|
"""
|
||||||
|
|
||||||
|
def __init__(
|
||||||
|
self, env: gym.Env, p_min: float = 10.0, baseline_revenue: float | None = None
|
||||||
|
):
|
||||||
|
super().__init__(env)
|
||||||
|
self.p_min = p_min
|
||||||
|
self.baseline_revenue = baseline_revenue
|
||||||
|
self._price_history: list[np.ndarray] = []
|
||||||
|
self._revenue_history: list[float] = []
|
||||||
|
|
||||||
|
def reset(self, **kwargs):
|
||||||
|
obs, info = self.env.reset(**kwargs)
|
||||||
|
self._price_history = []
|
||||||
|
self._revenue_history = []
|
||||||
|
return obs, info
|
||||||
|
|
||||||
|
def step(self, action):
|
||||||
|
obs, reward, terminated, truncated, info = self.env.step(action)
|
||||||
|
|
||||||
|
# extract from unwrapped env
|
||||||
|
quoted_prices = np.asarray(self.env.unwrapped._prices, dtype=float)
|
||||||
|
effective_prices = np.asarray(
|
||||||
|
info.get("effective_prices", quoted_prices), dtype=float
|
||||||
|
)
|
||||||
|
if effective_prices.shape != quoted_prices.shape:
|
||||||
|
effective_prices = quoted_prices
|
||||||
|
demand_dict = self.env.unwrapped._demand
|
||||||
|
demand = np.array([demand_dict.get(i, 0.0) for i in range(len(quoted_prices))])
|
||||||
|
|
||||||
|
# core calculations
|
||||||
|
revenue = float(info.get("revenue", np.sum(effective_prices * demand)))
|
||||||
|
quoted_revenue = float(np.sum(quoted_prices * demand))
|
||||||
|
avg_price = float(np.mean(effective_prices))
|
||||||
|
margin = (avg_price - self.p_min) / max(avg_price, 1e-6)
|
||||||
|
coi_level = avg_price - self.p_min # E[P] - p_min per thesis Def 1
|
||||||
|
|
||||||
|
self._price_history.append(effective_prices.copy())
|
||||||
|
self._revenue_history.append(revenue)
|
||||||
|
|
||||||
|
# regret vs baseline (golden path)
|
||||||
|
regret = 0.0
|
||||||
|
if self.baseline_revenue and self.baseline_revenue > 0:
|
||||||
|
regret = 1.0 - (revenue / self.baseline_revenue)
|
||||||
|
|
||||||
|
# inject structured metrics into info
|
||||||
|
info["economics"] = {
|
||||||
|
"revenue": revenue,
|
||||||
|
"quoted_revenue": quoted_revenue,
|
||||||
|
"margin": margin,
|
||||||
|
"coi_level": coi_level,
|
||||||
|
"regret": regret,
|
||||||
|
}
|
||||||
|
for key in (
|
||||||
|
"coi_mix",
|
||||||
|
"coi_base",
|
||||||
|
"coi_leakage",
|
||||||
|
"coi_penalty",
|
||||||
|
"ux_penalty",
|
||||||
|
"volatility",
|
||||||
|
"upward_volatility",
|
||||||
|
"supra_penalty",
|
||||||
|
"supra_share",
|
||||||
|
"competitive_anchor",
|
||||||
|
"profit",
|
||||||
|
"cost_floor",
|
||||||
|
"reward_revenue",
|
||||||
|
"reward_total",
|
||||||
|
"agent_prob",
|
||||||
|
"alpha_adv",
|
||||||
|
"alpha_nominal",
|
||||||
|
"erosion_share",
|
||||||
|
"effective_price_mean",
|
||||||
|
):
|
||||||
|
if key in info:
|
||||||
|
info["economics"][key] = info[key]
|
||||||
|
info["prices"] = quoted_prices.copy()
|
||||||
|
info["effective_prices"] = effective_prices.copy()
|
||||||
|
info["demand"] = demand.copy()
|
||||||
|
|
||||||
|
return obs, reward, terminated, truncated, info
|
||||||
|
|
||||||
|
@property
|
||||||
|
def episode_revenue(self) -> float:
|
||||||
|
return sum(self._revenue_history)
|
||||||
|
|
||||||
|
@property
|
||||||
|
def episode_mean_price(self) -> float:
|
||||||
|
if not self._price_history:
|
||||||
|
return 0.0
|
||||||
|
return float(np.mean([np.mean(p) for p in self._price_history]))
|
||||||
33
engine/logging_utils.py
Normal file
33
engine/logging_utils.py
Normal 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
|
||||||
5
engine/orchestrators/__init__.py
Normal file
5
engine/orchestrators/__init__.py
Normal 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"]
|
||||||
7
engine/orchestrators/benchmark.py
Normal file
7
engine/orchestrators/benchmark.py
Normal 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)
|
||||||
71
engine/orchestrators/sweep_agent.py
Normal file
71
engine/orchestrators/sweep_agent.py
Normal 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,
|
||||||
|
)
|
||||||
124
engine/orchestrators/train.py
Normal file
124
engine/orchestrators/train.py
Normal 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
138
engine/project.json
Normal 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
353
engine/spec.py
Normal 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
|
||||||
@@ -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:
|
||||||
|
|||||||
@@ -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
|
||||||
@@ -49,33 +55,40 @@ 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 {
|
||||||
"id": cfg["id"],
|
"id": cfg["id"],
|
||||||
"config": cfg,
|
"config": cfg,
|
||||||
"total_reward": total_reward,
|
"total_reward": total_reward,
|
||||||
"avg_reward": total_reward / steps,
|
"avg_reward": total_reward / steps if steps > 0 else 0.0,
|
||||||
"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)
|
||||||
|
|||||||
136
engine/studies/local_comparison.py
Normal file
136
engine/studies/local_comparison.py
Normal 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()
|
||||||
133
engine/studies/margin_erosion_alpha.py
Normal file
133
engine/studies/margin_erosion_alpha.py
Normal 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,
|
||||||
|
)
|
||||||
@@ -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)
|
||||||
|
|||||||
60
engine/sweeps/final_thesis_proof.yaml
Normal file
60
engine/sweeps/final_thesis_proof.yaml
Normal file
@@ -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
|
||||||
84
engine/sweeps/model_mix.yaml
Normal file
84
engine/sweeps/model_mix.yaml
Normal file
@@ -0,0 +1,84 @@
|
|||||||
|
method: random
|
||||||
|
metric:
|
||||||
|
name: objective/score
|
||||||
|
goal: maximize
|
||||||
|
command:
|
||||||
|
- ${env}
|
||||||
|
- python
|
||||||
|
- -m
|
||||||
|
- engine.train
|
||||||
|
parameters:
|
||||||
|
algo:
|
||||||
|
values: [ppo, a2c, dqn, qtable]
|
||||||
|
total_timesteps:
|
||||||
|
values: [30000, 50000, 80000]
|
||||||
|
seed:
|
||||||
|
values: [13, 42, 77]
|
||||||
|
n_products:
|
||||||
|
values: [8, 10, 12]
|
||||||
|
alpha:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.1
|
||||||
|
max: 0.6
|
||||||
|
lambda_coi:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.05
|
||||||
|
max: 0.6
|
||||||
|
robust_radius:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.0
|
||||||
|
max: 0.3
|
||||||
|
robust_points:
|
||||||
|
values: [3, 5, 7]
|
||||||
|
info_value:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.5
|
||||||
|
max: 2.0
|
||||||
|
revenue_weight:
|
||||||
|
values: [0.005, 0.01, 0.02]
|
||||||
|
learning_rate:
|
||||||
|
distribution: log_uniform_values
|
||||||
|
min: 1.0e-5
|
||||||
|
max: 1.0e-3
|
||||||
|
gamma:
|
||||||
|
values: [0.97, 0.99, 0.995]
|
||||||
|
buffer_size:
|
||||||
|
values: [20000, 50000, 100000]
|
||||||
|
batch_size:
|
||||||
|
values: [128, 256, 512]
|
||||||
|
tau:
|
||||||
|
values: [0.002, 0.005, 0.01]
|
||||||
|
train_freq:
|
||||||
|
values: [1, 4, 8]
|
||||||
|
learning_starts:
|
||||||
|
values: [500, 1000, 3000]
|
||||||
|
n_steps:
|
||||||
|
values: [512, 1024, 2048]
|
||||||
|
n_epochs:
|
||||||
|
values: [5, 10, 20]
|
||||||
|
gae_lambda:
|
||||||
|
values: [0.9, 0.95, 0.98]
|
||||||
|
clip_range:
|
||||||
|
values: [0.1, 0.2, 0.3]
|
||||||
|
ent_coef:
|
||||||
|
values: [0.0, 0.005, 0.01]
|
||||||
|
target_update_interval:
|
||||||
|
values: [500, 1000, 2000]
|
||||||
|
exploration_fraction:
|
||||||
|
values: [0.1, 0.2, 0.3]
|
||||||
|
exploration_final_eps:
|
||||||
|
values: [0.01, 0.03, 0.05]
|
||||||
|
action_levels:
|
||||||
|
values: [7, 9, 11]
|
||||||
|
action_scale_low:
|
||||||
|
values: [0.75, 0.8, 0.85]
|
||||||
|
action_scale_high:
|
||||||
|
values: [1.15, 1.2, 1.25]
|
||||||
|
q_lr:
|
||||||
|
values: [0.03, 0.05, 0.1, 0.2]
|
||||||
|
eps_start:
|
||||||
|
value: 1.0
|
||||||
|
eps_end:
|
||||||
|
values: [0.02, 0.05, 0.1]
|
||||||
|
eps_decay:
|
||||||
|
values: [0.999, 0.9995, 0.9999]
|
||||||
85
engine/sweeps/models_only.yaml
Normal file
85
engine/sweeps/models_only.yaml
Normal file
@@ -0,0 +1,85 @@
|
|||||||
|
method: grid
|
||||||
|
metric:
|
||||||
|
name: objective/score
|
||||||
|
goal: maximize
|
||||||
|
run_cap: 4
|
||||||
|
command:
|
||||||
|
- ${env}
|
||||||
|
- python
|
||||||
|
- -m
|
||||||
|
- engine.train
|
||||||
|
parameters:
|
||||||
|
algo:
|
||||||
|
values: [ppo, a2c, dqn, qtable]
|
||||||
|
seed:
|
||||||
|
value: 42
|
||||||
|
total_timesteps:
|
||||||
|
value: 12000
|
||||||
|
eval_episodes:
|
||||||
|
value: 3
|
||||||
|
eval_freq:
|
||||||
|
value: 500
|
||||||
|
log_freq:
|
||||||
|
value: 100
|
||||||
|
revenue_weight:
|
||||||
|
value: 0.01
|
||||||
|
n_products:
|
||||||
|
value: 8
|
||||||
|
N:
|
||||||
|
value: 80
|
||||||
|
alpha:
|
||||||
|
value: 0.3
|
||||||
|
lambda_coi:
|
||||||
|
value: 0.2
|
||||||
|
robust_radius:
|
||||||
|
value: 0.0
|
||||||
|
robust_points:
|
||||||
|
value: 1
|
||||||
|
info_value:
|
||||||
|
value: 1.0
|
||||||
|
learning_rate:
|
||||||
|
value: 0.0003
|
||||||
|
gamma:
|
||||||
|
value: 0.99
|
||||||
|
buffer_size:
|
||||||
|
value: 20000
|
||||||
|
batch_size:
|
||||||
|
value: 128
|
||||||
|
tau:
|
||||||
|
value: 0.005
|
||||||
|
train_freq:
|
||||||
|
value: 1
|
||||||
|
learning_starts:
|
||||||
|
value: 500
|
||||||
|
n_steps:
|
||||||
|
value: 512
|
||||||
|
n_epochs:
|
||||||
|
value: 10
|
||||||
|
gae_lambda:
|
||||||
|
value: 0.95
|
||||||
|
clip_range:
|
||||||
|
value: 0.2
|
||||||
|
ent_coef:
|
||||||
|
value: 0.0
|
||||||
|
target_update_interval:
|
||||||
|
value: 500
|
||||||
|
exploration_fraction:
|
||||||
|
value: 0.2
|
||||||
|
exploration_final_eps:
|
||||||
|
value: 0.05
|
||||||
|
action_levels:
|
||||||
|
value: 7
|
||||||
|
action_scale_low:
|
||||||
|
value: 0.9
|
||||||
|
action_scale_high:
|
||||||
|
value: 1.1
|
||||||
|
q_lr:
|
||||||
|
value: 0.1
|
||||||
|
q_bins:
|
||||||
|
value: 6
|
||||||
|
eps_start:
|
||||||
|
value: 1.0
|
||||||
|
eps_end:
|
||||||
|
value: 0.05
|
||||||
|
eps_decay:
|
||||||
|
value: 0.9995
|
||||||
53
engine/sweeps/ppo_supra_guard.yaml
Normal file
53
engine/sweeps/ppo_supra_guard.yaml
Normal file
@@ -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
|
||||||
54
engine/sweeps/sac_tune.yaml
Normal file
54
engine/sweeps/sac_tune.yaml
Normal file
@@ -0,0 +1,54 @@
|
|||||||
|
method: bayes
|
||||||
|
metric:
|
||||||
|
name: objective/score
|
||||||
|
goal: maximize
|
||||||
|
command:
|
||||||
|
- ${env}
|
||||||
|
- python
|
||||||
|
- -m
|
||||||
|
- engine.train
|
||||||
|
parameters:
|
||||||
|
algo:
|
||||||
|
value: sac
|
||||||
|
total_timesteps:
|
||||||
|
values: [50000, 80000, 120000]
|
||||||
|
seed:
|
||||||
|
values: [13, 42, 77]
|
||||||
|
alpha:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.15
|
||||||
|
max: 0.55
|
||||||
|
n_products:
|
||||||
|
values: [8, 10, 12]
|
||||||
|
lambda_coi:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.05
|
||||||
|
max: 0.5
|
||||||
|
robust_radius:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.05
|
||||||
|
max: 0.3
|
||||||
|
robust_points:
|
||||||
|
values: [3, 5, 7]
|
||||||
|
info_value:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.5
|
||||||
|
max: 2.0
|
||||||
|
revenue_weight:
|
||||||
|
values: [0.005, 0.01, 0.02]
|
||||||
|
learning_rate:
|
||||||
|
distribution: log_uniform_values
|
||||||
|
min: 3.0e-5
|
||||||
|
max: 1.0e-3
|
||||||
|
gamma:
|
||||||
|
values: [0.98, 0.99, 0.995]
|
||||||
|
buffer_size:
|
||||||
|
values: [50000, 100000, 200000]
|
||||||
|
batch_size:
|
||||||
|
values: [128, 256, 512]
|
||||||
|
tau:
|
||||||
|
values: [0.002, 0.005, 0.01]
|
||||||
|
train_freq:
|
||||||
|
values: [1, 4, 8]
|
||||||
|
learning_starts:
|
||||||
|
values: [1000, 3000, 5000]
|
||||||
86
engine/sweeps/small_arch_compare.yaml
Normal file
86
engine/sweeps/small_arch_compare.yaml
Normal file
@@ -0,0 +1,86 @@
|
|||||||
|
method: random
|
||||||
|
metric:
|
||||||
|
name: objective/score
|
||||||
|
goal: maximize
|
||||||
|
command:
|
||||||
|
- ${env}
|
||||||
|
- python
|
||||||
|
- -m
|
||||||
|
- engine.train
|
||||||
|
parameters:
|
||||||
|
algo:
|
||||||
|
values: [ppo, a2c, dqn, qtable]
|
||||||
|
arch:
|
||||||
|
values: [tiny, small, medium]
|
||||||
|
activation:
|
||||||
|
values: [relu, tanh]
|
||||||
|
total_timesteps:
|
||||||
|
values: [8000, 12000, 20000]
|
||||||
|
seed:
|
||||||
|
values: [13, 42, 77]
|
||||||
|
n_products:
|
||||||
|
values: [6, 8, 10]
|
||||||
|
alpha:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.1
|
||||||
|
max: 0.5
|
||||||
|
lambda_coi:
|
||||||
|
distribution: uniform
|
||||||
|
min: 0.05
|
||||||
|
max: 0.4
|
||||||
|
robust_radius:
|
||||||
|
values: [0.0, 0.1, 0.2]
|
||||||
|
robust_points:
|
||||||
|
values: [3, 5]
|
||||||
|
info_value:
|
||||||
|
values: [0.75, 1.0, 1.5]
|
||||||
|
revenue_weight:
|
||||||
|
values: [0.005, 0.01, 0.02]
|
||||||
|
learning_rate:
|
||||||
|
distribution: log_uniform_values
|
||||||
|
min: 1.0e-5
|
||||||
|
max: 5.0e-4
|
||||||
|
gamma:
|
||||||
|
values: [0.98, 0.99]
|
||||||
|
buffer_size:
|
||||||
|
values: [10000, 30000, 50000]
|
||||||
|
batch_size:
|
||||||
|
values: [64, 128, 256]
|
||||||
|
tau:
|
||||||
|
values: [0.002, 0.005, 0.01]
|
||||||
|
train_freq:
|
||||||
|
values: [1, 4]
|
||||||
|
learning_starts:
|
||||||
|
values: [500, 1000, 2000]
|
||||||
|
n_steps:
|
||||||
|
values: [256, 512, 1024]
|
||||||
|
n_epochs:
|
||||||
|
values: [5, 10]
|
||||||
|
gae_lambda:
|
||||||
|
values: [0.9, 0.95]
|
||||||
|
clip_range:
|
||||||
|
values: [0.1, 0.2]
|
||||||
|
ent_coef:
|
||||||
|
values: [0.0, 0.005]
|
||||||
|
target_update_interval:
|
||||||
|
values: [500, 1000]
|
||||||
|
exploration_fraction:
|
||||||
|
values: [0.1, 0.2]
|
||||||
|
exploration_final_eps:
|
||||||
|
values: [0.02, 0.05]
|
||||||
|
action_levels:
|
||||||
|
values: [5, 7, 9]
|
||||||
|
action_scale_low:
|
||||||
|
values: [0.85, 0.9]
|
||||||
|
action_scale_high:
|
||||||
|
values: [1.1, 1.15]
|
||||||
|
q_lr:
|
||||||
|
values: [0.05, 0.1, 0.2]
|
||||||
|
q_bins:
|
||||||
|
values: [4, 6, 8]
|
||||||
|
eps_start:
|
||||||
|
value: 1.0
|
||||||
|
eps_end:
|
||||||
|
values: [0.02, 0.05]
|
||||||
|
eps_decay:
|
||||||
|
values: [0.999, 0.9995]
|
||||||
23
engine/telemetry/__init__.py
Normal file
23
engine/telemetry/__init__.py
Normal file
@@ -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",
|
||||||
|
]
|
||||||
70
engine/telemetry/metrics.py
Normal file
70
engine/telemetry/metrics.py
Normal file
@@ -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
202
engine/telemetry/wandb.py
Normal file
@@ -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)
|
||||||
280
engine/train.py
280
engine/train.py
@@ -1,45 +1,251 @@
|
|||||||
from stable_baselines3 import SAC
|
from __future__ import annotations
|
||||||
from stable_baselines3.common.callbacks import EvalCallback, BaseCallback
|
|
||||||
from .wrapper import PHANTOM
|
import argparse
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
from .logging_utils import configure_logging
|
||||||
|
from .orchestrators import run_benchmark_cli, run_sweep_agent, run_train_once
|
||||||
|
from .spec import TrainSpec
|
||||||
|
|
||||||
|
|
||||||
class RenderCallback(BaseCallback):
|
def _parse_tags(raw: str | None) -> list[str]:
|
||||||
"""Renders environment on every step for live visualization."""
|
if raw is None:
|
||||||
def __init__(self, env: PHANTOM):
|
return []
|
||||||
super().__init__()
|
return [piece.strip() for piece in str(raw).split(",") if piece.strip()]
|
||||||
self.env = env
|
|
||||||
|
|
||||||
def _on_step(self) -> bool:
|
|
||||||
self.env.render()
|
|
||||||
return True
|
|
||||||
|
|
||||||
|
|
||||||
env = PHANTOM(n_products=10, alpha=0.3, render_mode="human")
|
def _probe_run_kind(argv: list[str]) -> str:
|
||||||
eval_env = PHANTOM(n_products=10, alpha=0.3, render_mode=None)
|
probe = argparse.ArgumentParser(add_help=False)
|
||||||
|
probe.add_argument("--run-kind", choices=["train", "benchmark"])
|
||||||
|
probe.add_argument("--run-mode", choices=["train", "benchmark"])
|
||||||
|
args, _ = probe.parse_known_args(argv)
|
||||||
|
return str(args.run_kind or args.run_mode or "train")
|
||||||
|
|
||||||
model = SAC(
|
|
||||||
"MultiInputPolicy",
|
|
||||||
env,
|
|
||||||
verbose=1,
|
|
||||||
learning_rate=3e-4,
|
|
||||||
buffer_size=50000,
|
|
||||||
batch_size=256,
|
|
||||||
tau=0.005,
|
|
||||||
gamma=0.99,
|
|
||||||
)
|
|
||||||
|
|
||||||
render_cb = RenderCallback(env)
|
def _strip_run_kind(argv: list[str]) -> list[str]:
|
||||||
eval_cb = EvalCallback(eval_env, eval_freq=1000, n_eval_episodes=5, verbose=1)
|
stripped: list[str] = []
|
||||||
|
skip_next = False
|
||||||
|
for item in argv:
|
||||||
|
if skip_next:
|
||||||
|
skip_next = False
|
||||||
|
continue
|
||||||
|
if item in {"--run-kind", "--run-mode"}:
|
||||||
|
skip_next = True
|
||||||
|
continue
|
||||||
|
if item.startswith("--run-kind=") or item.startswith("--run-mode="):
|
||||||
|
continue
|
||||||
|
stripped.append(item)
|
||||||
|
return stripped
|
||||||
|
|
||||||
model.learn(total_timesteps=50000, callback=[render_cb, eval_cb])
|
|
||||||
model.save("phantom_sac")
|
|
||||||
|
|
||||||
# test trained policy
|
def _build_parser() -> argparse.ArgumentParser:
|
||||||
env = PHANTOM(n_products=10, alpha=0.3, render_mode="human")
|
parser = argparse.ArgumentParser(description="PHANTOM unified training entrypoint")
|
||||||
obs, _ = env.reset()
|
parser.add_argument("--run-kind", choices=["train", "benchmark"], default="train")
|
||||||
for _ in range(100):
|
parser.add_argument("--run-mode", choices=["train", "benchmark"])
|
||||||
action, _ = model.predict(obs, deterministic=True)
|
|
||||||
obs, reward, term, trunc, _ = env.step(action)
|
parser.add_argument("--project", default="capstone")
|
||||||
env.render()
|
parser.add_argument("--scenario", default="default")
|
||||||
if term or trunc: break
|
parser.add_argument("--group", type=str)
|
||||||
env.close()
|
parser.add_argument("--tags", type=str)
|
||||||
|
|
||||||
|
parser.add_argument("--backend", choices=["auto", "sb3"], default="auto")
|
||||||
|
parser.add_argument("--algo", choices=["ppo", "a2c", "dqn", "qtable", "sac"])
|
||||||
|
parser.add_argument("--seed", type=int)
|
||||||
|
parser.add_argument("--total-timesteps", type=int)
|
||||||
|
parser.add_argument("--model-dir", type=str)
|
||||||
|
parser.add_argument("--log-freq", type=int)
|
||||||
|
parser.add_argument("--hist-freq", type=int)
|
||||||
|
parser.add_argument("--checkpoint-interval", type=int)
|
||||||
|
parser.add_argument("--device", type=str)
|
||||||
|
|
||||||
|
parser.add_argument("--alpha", type=float)
|
||||||
|
parser.add_argument("--N", type=int)
|
||||||
|
parser.add_argument("--n-products", type=int)
|
||||||
|
parser.add_argument("--lambda-coi", type=float)
|
||||||
|
parser.add_argument("--info-value", type=float)
|
||||||
|
parser.add_argument("--robust-radius", type=float)
|
||||||
|
parser.add_argument("--robust-points", type=int)
|
||||||
|
parser.add_argument("--robust-rollouts", type=int)
|
||||||
|
parser.add_argument("--no-robust", action="store_true")
|
||||||
|
parser.add_argument("--eta-ux", type=float)
|
||||||
|
parser.add_argument("--reward-profit-weight", type=float)
|
||||||
|
|
||||||
|
parser.add_argument("--price-low", type=float)
|
||||||
|
parser.add_argument("--price-high", type=float)
|
||||||
|
parser.add_argument("--action-levels", type=int)
|
||||||
|
parser.add_argument("--action-scale-low", type=float)
|
||||||
|
parser.add_argument("--action-scale-high", type=float)
|
||||||
|
parser.add_argument("--max-steps", type=int)
|
||||||
|
parser.add_argument("--margin-floor", type=float)
|
||||||
|
parser.add_argument("--margin-floor-patience", type=int)
|
||||||
|
|
||||||
|
parser.add_argument("--learning-rate", type=float)
|
||||||
|
parser.add_argument("--gamma", type=float)
|
||||||
|
parser.add_argument("--buffer-size", type=int)
|
||||||
|
parser.add_argument("--batch-size", type=int)
|
||||||
|
parser.add_argument("--tau", type=float)
|
||||||
|
parser.add_argument("--train-freq", type=int)
|
||||||
|
parser.add_argument("--learning-starts", type=int)
|
||||||
|
parser.add_argument("--target-update-interval", type=int)
|
||||||
|
parser.add_argument("--exploration-fraction", type=float)
|
||||||
|
parser.add_argument("--exploration-final-eps", type=float)
|
||||||
|
parser.add_argument("--n-steps", type=int)
|
||||||
|
parser.add_argument("--n-epochs", type=int)
|
||||||
|
parser.add_argument("--gae-lambda", type=float)
|
||||||
|
parser.add_argument("--clip-range", type=float)
|
||||||
|
parser.add_argument("--ent-coef", type=float)
|
||||||
|
parser.add_argument("--q-lr", type=float)
|
||||||
|
parser.add_argument("--q-bins", type=int)
|
||||||
|
parser.add_argument("--eps-start", type=float)
|
||||||
|
parser.add_argument("--eps-end", type=float)
|
||||||
|
parser.add_argument("--eps-decay", type=float)
|
||||||
|
parser.add_argument("--arch", type=str)
|
||||||
|
parser.add_argument("--activation", type=str)
|
||||||
|
parser.add_argument("--vf-coef", type=float)
|
||||||
|
parser.add_argument("--max-grad-norm", type=float)
|
||||||
|
|
||||||
|
parser.add_argument("--eval-freq", type=int)
|
||||||
|
parser.add_argument("--eval-episodes", type=int)
|
||||||
|
|
||||||
|
parser.add_argument("--sweep-agent", action="store_true")
|
||||||
|
parser.add_argument("--sweep-id", type=str)
|
||||||
|
parser.add_argument("--count", type=int, default=0)
|
||||||
|
parser.add_argument("--offline", action="store_true")
|
||||||
|
parser.add_argument("--no-wandb", action="store_true")
|
||||||
|
return parser
|
||||||
|
|
||||||
|
|
||||||
|
def _overrides_from_args(args: argparse.Namespace) -> dict[str, Any]:
|
||||||
|
backend = None if args.backend == "auto" else args.backend
|
||||||
|
|
||||||
|
overrides = {
|
||||||
|
"project": args.project,
|
||||||
|
"backend": backend,
|
||||||
|
"algo": args.algo,
|
||||||
|
"seed": args.seed,
|
||||||
|
"total_timesteps": args.total_timesteps,
|
||||||
|
"model_dir": args.model_dir,
|
||||||
|
"log_freq": args.log_freq,
|
||||||
|
"hist_freq": args.hist_freq,
|
||||||
|
"checkpoint_interval": args.checkpoint_interval,
|
||||||
|
"device": args.device,
|
||||||
|
"alpha": args.alpha,
|
||||||
|
"N": args.N,
|
||||||
|
"n_products": args.n_products,
|
||||||
|
"lambda_coi": args.lambda_coi,
|
||||||
|
"info_value": args.info_value,
|
||||||
|
"robust_radius": args.robust_radius,
|
||||||
|
"robust_points": args.robust_points,
|
||||||
|
"robust_rollouts": args.robust_rollouts,
|
||||||
|
"no_robust": args.no_robust,
|
||||||
|
"eta_ux": args.eta_ux,
|
||||||
|
"reward_profit_weight": args.reward_profit_weight,
|
||||||
|
"price_low": args.price_low,
|
||||||
|
"price_high": args.price_high,
|
||||||
|
"action_levels": args.action_levels,
|
||||||
|
"action_scale_low": args.action_scale_low,
|
||||||
|
"action_scale_high": args.action_scale_high,
|
||||||
|
"max_steps": args.max_steps,
|
||||||
|
"margin_floor": args.margin_floor,
|
||||||
|
"margin_floor_patience": args.margin_floor_patience,
|
||||||
|
"learning_rate": args.learning_rate,
|
||||||
|
"gamma": args.gamma,
|
||||||
|
"buffer_size": args.buffer_size,
|
||||||
|
"batch_size": args.batch_size,
|
||||||
|
"tau": args.tau,
|
||||||
|
"train_freq": args.train_freq,
|
||||||
|
"learning_starts": args.learning_starts,
|
||||||
|
"target_update_interval": args.target_update_interval,
|
||||||
|
"exploration_fraction": args.exploration_fraction,
|
||||||
|
"exploration_final_eps": args.exploration_final_eps,
|
||||||
|
"n_steps": args.n_steps,
|
||||||
|
"n_epochs": args.n_epochs,
|
||||||
|
"gae_lambda": args.gae_lambda,
|
||||||
|
"clip_range": args.clip_range,
|
||||||
|
"ent_coef": args.ent_coef,
|
||||||
|
"q_lr": args.q_lr,
|
||||||
|
"q_bins": args.q_bins,
|
||||||
|
"eps_start": args.eps_start,
|
||||||
|
"eps_end": args.eps_end,
|
||||||
|
"eps_decay": args.eps_decay,
|
||||||
|
"arch": args.arch,
|
||||||
|
"activation": args.activation,
|
||||||
|
"vf_coef": args.vf_coef,
|
||||||
|
"max_grad_norm": args.max_grad_norm,
|
||||||
|
"eval_freq": args.eval_freq,
|
||||||
|
"eval_episodes": args.eval_episodes,
|
||||||
|
}
|
||||||
|
return {key: value for key, value in overrides.items() if value is not None}
|
||||||
|
|
||||||
|
|
||||||
|
def main(argv: list[str] | None = None) -> None:
|
||||||
|
import subprocess
|
||||||
|
import sys
|
||||||
|
|
||||||
|
# Ensure data is downloaded
|
||||||
|
from pathlib import Path
|
||||||
|
|
||||||
|
project_root = Path(__file__).parents[1]
|
||||||
|
data_dir = project_root / "experiments" / "collected_data"
|
||||||
|
needs_pull = (not data_dir.exists()) or (not any(data_dir.iterdir()))
|
||||||
|
if needs_pull:
|
||||||
|
try:
|
||||||
|
subprocess.run(["make", "data.pull"], cwd=str(project_root), check=True)
|
||||||
|
except (subprocess.SubprocessError, OSError) as exc:
|
||||||
|
sys.path.insert(0, str(project_root))
|
||||||
|
try:
|
||||||
|
from scripts.hf_data import pull
|
||||||
|
|
||||||
|
pull()
|
||||||
|
except (ImportError, OSError, RuntimeError, ValueError) as fallback_exc:
|
||||||
|
print(
|
||||||
|
f"Warning: data.pull failed ({exc}); fallback pull failed ({fallback_exc})"
|
||||||
|
)
|
||||||
|
|
||||||
|
configure_logging()
|
||||||
|
raw_args = list(sys.argv[1:] if argv is None else argv)
|
||||||
|
run_kind = _probe_run_kind(raw_args)
|
||||||
|
if run_kind == "benchmark":
|
||||||
|
run_benchmark_cli(_strip_run_kind(raw_args))
|
||||||
|
return
|
||||||
|
|
||||||
|
parser = _build_parser()
|
||||||
|
args, unknown = parser.parse_known_args(raw_args)
|
||||||
|
if unknown:
|
||||||
|
raise ValueError(f"Unknown arguments for training mode: {' '.join(unknown)}")
|
||||||
|
|
||||||
|
overrides = _overrides_from_args(args)
|
||||||
|
scenario = str(args.scenario)
|
||||||
|
group = args.group
|
||||||
|
extra_tags = tuple(_parse_tags(args.tags))
|
||||||
|
|
||||||
|
if args.sweep_agent:
|
||||||
|
run_sweep_agent(
|
||||||
|
project=args.project,
|
||||||
|
sweep_id=str(args.sweep_id or ""),
|
||||||
|
count=int(args.count),
|
||||||
|
offline=bool(args.offline),
|
||||||
|
no_wandb=bool(args.no_wandb),
|
||||||
|
base_overrides=overrides,
|
||||||
|
kind="sweep",
|
||||||
|
scenario=scenario,
|
||||||
|
group=group,
|
||||||
|
extra_tags=extra_tags,
|
||||||
|
)
|
||||||
|
return
|
||||||
|
|
||||||
|
spec = TrainSpec.from_flat(overrides)
|
||||||
|
run_train_once(
|
||||||
|
spec,
|
||||||
|
project=args.project,
|
||||||
|
offline=bool(args.offline),
|
||||||
|
no_wandb=bool(args.no_wandb),
|
||||||
|
kind="train",
|
||||||
|
scenario=scenario,
|
||||||
|
group=group,
|
||||||
|
extra_tags=extra_tags,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
main()
|
||||||
|
|||||||
40
engine/train_core.py
Normal file
40
engine/train_core.py
Normal file
@@ -0,0 +1,40 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
from dataclasses import dataclass
|
||||||
|
from typing import Any
|
||||||
|
|
||||||
|
from .spec import TrainSpec
|
||||||
|
from .telemetry.metrics import canonicalize_metrics
|
||||||
|
|
||||||
|
|
||||||
|
@dataclass(frozen=True)
|
||||||
|
class TrainResult:
|
||||||
|
spec: TrainSpec
|
||||||
|
metrics: dict[str, Any]
|
||||||
|
artifacts: dict[str, str]
|
||||||
|
events: list[dict[str, Any]]
|
||||||
|
|
||||||
|
|
||||||
|
def run_train(spec: TrainSpec) -> TrainResult:
|
||||||
|
cfg = spec.to_flat_dict()
|
||||||
|
algo = spec.algorithm.name
|
||||||
|
|
||||||
|
if algo == "qtable":
|
||||||
|
from .backends.qtable import train_qtable
|
||||||
|
|
||||||
|
_, raw_metrics = train_qtable(cfg)
|
||||||
|
else:
|
||||||
|
from .backends.sb3 import train_sb3
|
||||||
|
|
||||||
|
_, raw_metrics = train_sb3(cfg)
|
||||||
|
|
||||||
|
events_raw = raw_metrics.pop("_train_events", [])
|
||||||
|
events = [evt for evt in events_raw if isinstance(evt, dict)]
|
||||||
|
|
||||||
|
metrics = canonicalize_metrics(raw_metrics, spec)
|
||||||
|
artifacts: dict[str, str] = {}
|
||||||
|
model_path = raw_metrics.get("model/path")
|
||||||
|
if isinstance(model_path, str):
|
||||||
|
artifacts["model/path"] = model_path
|
||||||
|
|
||||||
|
return TrainResult(spec=spec, metrics=metrics, artifacts=artifacts, events=events)
|
||||||
130
engine/wandb_checkpoint.py
Normal file
130
engine/wandb_checkpoint.py
Normal file
@@ -0,0 +1,130 @@
|
|||||||
|
from __future__ import annotations
|
||||||
|
|
||||||
|
import hashlib
|
||||||
|
import json
|
||||||
|
import re
|
||||||
|
from pathlib import Path
|
||||||
|
from tempfile import TemporaryDirectory
|
||||||
|
from typing import Any, Mapping
|
||||||
|
|
||||||
|
try:
|
||||||
|
import wandb
|
||||||
|
from wandb.errors import CommError
|
||||||
|
|
||||||
|
HAS_WANDB = True
|
||||||
|
except ImportError:
|
||||||
|
HAS_WANDB = False
|
||||||
|
wandb = None # type: ignore[assignment]
|
||||||
|
CommError = RuntimeError # type: ignore[assignment]
|
||||||
|
|
||||||
|
|
||||||
|
def _safe_value(value: Any) -> Any:
|
||||||
|
if isinstance(value, (str, int, float, bool)) or value is None:
|
||||||
|
return value
|
||||||
|
if isinstance(value, (list, tuple)):
|
||||||
|
return [_safe_value(v) for v in value]
|
||||||
|
if isinstance(value, dict):
|
||||||
|
return {str(k): _safe_value(value[k]) for k in sorted(value)}
|
||||||
|
return str(value)
|
||||||
|
|
||||||
|
|
||||||
|
def _safe_scope(scope: str | None) -> str:
|
||||||
|
raw = "manual" if scope in (None, "") else str(scope)
|
||||||
|
cleaned = re.sub(r"[^A-Za-z0-9_.-]+", "-", raw).strip("-")
|
||||||
|
return cleaned or "manual"
|
||||||
|
|
||||||
|
|
||||||
|
def checkpoint_artifact_name(
|
||||||
|
cfg: Mapping[str, Any], *, backend: str, sweep_id: str | None = None
|
||||||
|
) -> str:
|
||||||
|
payload = {k: _safe_value(cfg[k]) for k in sorted(cfg)}
|
||||||
|
scope = _safe_scope(sweep_id)
|
||||||
|
canonical = json.dumps(
|
||||||
|
{"backend": backend, "scope": scope, "cfg": payload},
|
||||||
|
sort_keys=True,
|
||||||
|
separators=(",", ":"),
|
||||||
|
)
|
||||||
|
digest = hashlib.sha1(canonical.encode("utf-8")).hexdigest()[:14]
|
||||||
|
return f"phantom-{backend}-ckpt-{scope}-{digest}"[:128]
|
||||||
|
|
||||||
|
|
||||||
|
def _is_missing_artifact_error(exc: Exception) -> bool:
|
||||||
|
if isinstance(exc, CommError):
|
||||||
|
msg = str(exc).lower()
|
||||||
|
return "not found" in msg or "does not exist" in msg
|
||||||
|
return False
|
||||||
|
|
||||||
|
|
||||||
|
def download_latest_checkpoint(
|
||||||
|
artifact_name: str, *, file_name: str
|
||||||
|
) -> tuple[Path, dict[str, Any]] | None:
|
||||||
|
if not HAS_WANDB or wandb.run is None:
|
||||||
|
return None
|
||||||
|
try:
|
||||||
|
artifact = wandb.run.use_artifact(f"{artifact_name}:latest")
|
||||||
|
except Exception as exc:
|
||||||
|
if _is_missing_artifact_error(exc):
|
||||||
|
return None
|
||||||
|
raise
|
||||||
|
directory = Path(artifact.download())
|
||||||
|
checkpoint_path = directory / file_name
|
||||||
|
if not checkpoint_path.exists():
|
||||||
|
return None
|
||||||
|
metadata = dict(getattr(artifact, "metadata", {}) or {})
|
||||||
|
return checkpoint_path, metadata
|
||||||
|
|
||||||
|
|
||||||
|
def _aliases_from_metadata(metadata: dict[str, Any] | None) -> list[str]:
|
||||||
|
aliases = ["latest"]
|
||||||
|
if metadata is None:
|
||||||
|
return aliases
|
||||||
|
if "step" in metadata:
|
||||||
|
try:
|
||||||
|
aliases.append(f"step-{int(metadata['step'])}")
|
||||||
|
except (TypeError, ValueError):
|
||||||
|
pass
|
||||||
|
return aliases
|
||||||
|
|
||||||
|
|
||||||
|
def log_checkpoint_bytes(
|
||||||
|
artifact_name: str,
|
||||||
|
*,
|
||||||
|
file_name: str,
|
||||||
|
payload: bytes,
|
||||||
|
metadata: dict[str, Any] | None = None,
|
||||||
|
) -> bool:
|
||||||
|
if not HAS_WANDB or wandb.run is None:
|
||||||
|
return False
|
||||||
|
with TemporaryDirectory(prefix="phantom-ckpt-") as tmpdir:
|
||||||
|
path = Path(tmpdir) / file_name
|
||||||
|
path.write_bytes(payload)
|
||||||
|
artifact = wandb.Artifact(
|
||||||
|
name=artifact_name,
|
||||||
|
type="checkpoint",
|
||||||
|
metadata=metadata or {},
|
||||||
|
)
|
||||||
|
artifact.add_file(path.as_posix(), name=file_name)
|
||||||
|
wandb.log_artifact(artifact, aliases=_aliases_from_metadata(metadata))
|
||||||
|
return True
|
||||||
|
|
||||||
|
|
||||||
|
def log_checkpoint_file(
|
||||||
|
artifact_name: str,
|
||||||
|
*,
|
||||||
|
file_path: str | Path,
|
||||||
|
artifact_file_name: str,
|
||||||
|
metadata: dict[str, Any] | None = None,
|
||||||
|
) -> bool:
|
||||||
|
if not HAS_WANDB or wandb.run is None:
|
||||||
|
return False
|
||||||
|
src = Path(file_path)
|
||||||
|
if not src.exists():
|
||||||
|
return False
|
||||||
|
artifact = wandb.Artifact(
|
||||||
|
name=artifact_name,
|
||||||
|
type="checkpoint",
|
||||||
|
metadata=metadata or {},
|
||||||
|
)
|
||||||
|
artifact.add_file(src.as_posix(), name=artifact_file_name)
|
||||||
|
wandb.log_artifact(artifact, aliases=_aliases_from_metadata(metadata))
|
||||||
|
return True
|
||||||
@@ -3,82 +3,400 @@ from gymnasium import spaces
|
|||||||
import numpy as np
|
import numpy as np
|
||||||
from .engine import Limbo, MarketEngine, PricingEngine
|
from .engine import Limbo, MarketEngine, PricingEngine
|
||||||
from .lib.render import DashboardRenderer
|
from .lib.render import DashboardRenderer
|
||||||
|
from .lib.coi import (
|
||||||
|
compute_uplift_coi,
|
||||||
|
extract_purchases,
|
||||||
|
compute_agent_probability,
|
||||||
|
)
|
||||||
|
from .lib.behavior import get_transition_models, trajectory_to_events
|
||||||
|
from .lib.wrappers import EconomicMetricsWrapper
|
||||||
|
from .jax.robust import select_adversarial_alpha_jax, _JAX_OK
|
||||||
|
|
||||||
|
|
||||||
|
class _ActionPricingEngine(PricingEngine):
|
||||||
|
def __init__(self, n_products: int, price_bounds: tuple):
|
||||||
|
self._prices = np.full(n_products, price_bounds[0], dtype=float)
|
||||||
|
|
||||||
|
def set_prices(self, prices: np.ndarray):
|
||||||
|
self._prices = np.asarray(prices, dtype=float)
|
||||||
|
|
||||||
|
def act(self, _):
|
||||||
|
return self._prices
|
||||||
|
|
||||||
|
|
||||||
class PHANTOM(gym.Env):
|
class PHANTOM(gym.Env):
|
||||||
"""Gymnasium wrapper for the Limbo pricing-market simulation. Platform sets prices, market responds with demand."""
|
"""Gymnasium wrapper for Limbo pricing-market simulation implementing thesis COI framework
|
||||||
|
|
||||||
|
reward = R(p,d) - λ·COI_leak(p,τ') per thesis Section on DR-RL
|
||||||
|
COI_leak uses behavioral divergence to estimate agent probability f(τ')
|
||||||
|
robust inner step: min over alpha in Wasserstein interval around nominal alpha
|
||||||
|
actions are discrete global price-scale moves
|
||||||
|
"""
|
||||||
|
|
||||||
metadata = {"render_modes": ["human", "ansi"]}
|
metadata = {"render_modes": ["human", "ansi"]}
|
||||||
|
|
||||||
def __init__(self,
|
def __init__(
|
||||||
n_products: int = 10,
|
self,
|
||||||
alpha: float = 0.3,
|
n_products: int = 10,
|
||||||
N: int = 100,
|
alpha: float = 0.3,
|
||||||
price_bounds: tuple = (10.0, 150.0),
|
N: int = 100,
|
||||||
lambda_coi: float = 0.1,
|
human_params: tuple = (50.0, 10.0),
|
||||||
render_mode: str = None):
|
agent_params: tuple = (45.0, 15.0),
|
||||||
|
noise_std: float = 1.0,
|
||||||
|
price_bounds: tuple = (10.0, 150.0),
|
||||||
|
lambda_coi: float = 0.1,
|
||||||
|
coi_window: int = 10,
|
||||||
|
robust_radius: float = 0.0,
|
||||||
|
robust_points: int = 5,
|
||||||
|
robust_rollouts: int = 1,
|
||||||
|
info_value: float = 1.0,
|
||||||
|
eta_ux: float = 0.5,
|
||||||
|
reward_profit_weight: float = 1.0,
|
||||||
|
action_levels: int = 9,
|
||||||
|
action_scale_low: float = 0.9,
|
||||||
|
action_scale_high: float = 1.1,
|
||||||
|
max_steps: int = 100,
|
||||||
|
margin_floor: float = 0.05,
|
||||||
|
margin_floor_patience: int = 5,
|
||||||
|
render_mode: str = None,
|
||||||
|
):
|
||||||
super().__init__()
|
super().__init__()
|
||||||
self.n_products = n_products
|
self.n_products = n_products
|
||||||
self.price_bounds = price_bounds
|
self.price_bounds = price_bounds
|
||||||
self.lambda_coi = lambda_coi
|
self.lambda_coi = lambda_coi
|
||||||
|
self.coi_window = coi_window
|
||||||
|
self.max_steps = max(1, int(max_steps))
|
||||||
|
self.margin_floor = float(
|
||||||
|
margin_floor
|
||||||
|
) # terminate if avg margin stays below this for patience steps
|
||||||
|
self.margin_floor_patience = max(1, int(margin_floor_patience))
|
||||||
self.render_mode = render_mode
|
self.render_mode = render_mode
|
||||||
self.alpha = alpha
|
self.alpha = float(alpha)
|
||||||
|
self.nominal_alpha = float(alpha)
|
||||||
self.N = N
|
self.N = N
|
||||||
|
self.human_params = human_params
|
||||||
self.market = MarketEngine(alpha=alpha, N=N)
|
self.agent_params = agent_params
|
||||||
self._platform_stub = PricingEngine()
|
self.robust_radius = max(0.0, float(robust_radius))
|
||||||
self._limbo = Limbo(self._platform_stub, self.market)
|
self.robust_points = max(1, int(robust_points))
|
||||||
|
self.robust_rollouts = max(1, int(robust_rollouts))
|
||||||
self.action_space = spaces.Box(
|
self.info_value = float(info_value)
|
||||||
low=price_bounds[0], high=price_bounds[1],
|
self.eta_ux = float(eta_ux)
|
||||||
shape=(n_products,), dtype=np.float32
|
self.reward_profit_weight = float(reward_profit_weight)
|
||||||
|
self.action_levels = max(2, int(action_levels))
|
||||||
|
self._action_scales = np.linspace(
|
||||||
|
float(action_scale_low), float(action_scale_high), self.action_levels
|
||||||
|
)
|
||||||
|
|
||||||
|
self.market = MarketEngine(
|
||||||
|
alpha=alpha,
|
||||||
|
N=N,
|
||||||
|
human_params=human_params,
|
||||||
|
agent_params=agent_params,
|
||||||
|
noise_std=noise_std,
|
||||||
|
)
|
||||||
|
self._platform_stub = _ActionPricingEngine(n_products, price_bounds)
|
||||||
|
self._limbo = Limbo(self._platform_stub, self.market)
|
||||||
|
self._set_market_mix(self.nominal_alpha)
|
||||||
|
|
||||||
|
self.action_space = spaces.Discrete(self.action_levels)
|
||||||
|
self.observation_space = spaces.Dict(
|
||||||
|
{
|
||||||
|
"demand": spaces.Box(
|
||||||
|
low=0.0, high=100.0, shape=(n_products,), dtype=np.float32
|
||||||
|
),
|
||||||
|
"prices": spaces.Box(
|
||||||
|
low=price_bounds[0],
|
||||||
|
high=price_bounds[1],
|
||||||
|
shape=(n_products,),
|
||||||
|
dtype=np.float32,
|
||||||
|
),
|
||||||
|
"signals": spaces.Box(
|
||||||
|
low=np.array([0.0, 0.0, 0.0, 0.0], dtype=np.float32),
|
||||||
|
high=np.array([1.0, 1.0, 1.0, 1.0], dtype=np.float32),
|
||||||
|
shape=(4,),
|
||||||
|
dtype=np.float32,
|
||||||
|
),
|
||||||
|
}
|
||||||
)
|
)
|
||||||
self.observation_space = spaces.Dict({
|
|
||||||
"demand": spaces.Box(low=0.0, high=100.0, shape=(n_products,), dtype=np.float32),
|
|
||||||
"prices": spaces.Box(low=price_bounds[0], high=price_bounds[1], shape=(n_products,), dtype=np.float32),
|
|
||||||
})
|
|
||||||
|
|
||||||
self._prices = None
|
self._prices = None
|
||||||
self._demand = None
|
self._demand = None
|
||||||
self._step_count = 0
|
self._step_count = 0
|
||||||
|
self._global_step = 0 # monotonic; used as JAX RNG seed across resets
|
||||||
self._demand_history = []
|
self._demand_history = []
|
||||||
self._price_history = []
|
self._price_history = []
|
||||||
self._revenue_history = []
|
self._revenue_history = []
|
||||||
self._renderer = None
|
self._renderer = None
|
||||||
|
self._initial_episode_prices = None
|
||||||
|
self._trajectories = [] # session trajectories for agent prob calculation
|
||||||
|
self.baseline_prices = np.full(self.n_products, self.price_bounds[0])
|
||||||
|
self.anchor_prices = np.full(
|
||||||
|
self.n_products,
|
||||||
|
float(np.clip(float(self.human_params[0]), *self.price_bounds)),
|
||||||
|
)
|
||||||
|
self.competitive_cap = float(
|
||||||
|
min(self.price_bounds[1], float(np.mean(self.anchor_prices)) * 1.15)
|
||||||
|
)
|
||||||
|
self._low_margin_streak = 0 # consecutive steps below margin_floor
|
||||||
|
self._last_agent_prob = float(self.alpha)
|
||||||
|
self._last_alpha_adv = float(self.alpha)
|
||||||
|
|
||||||
|
# load behavioral models for agent probability estimation
|
||||||
|
try:
|
||||||
|
self._human_trans, self._agent_trans = get_transition_models()
|
||||||
|
except Exception:
|
||||||
|
# fallback if behavioral data unavailable
|
||||||
|
self._human_trans, self._agent_trans = None, None
|
||||||
|
|
||||||
def _get_obs(self) -> dict:
|
def _get_obs(self) -> dict:
|
||||||
demand_arr = np.array([self._demand.get(i, 0.0) for i in range(self.n_products)], dtype=np.float32)
|
demand_arr = np.array(
|
||||||
return {"demand": demand_arr, "prices": self._prices.astype(np.float32)}
|
[self._demand.get(i, 0.0) for i in range(self.n_products)], dtype=np.float32
|
||||||
|
)
|
||||||
|
signals = np.array(
|
||||||
|
[
|
||||||
|
float(np.clip(self._last_agent_prob, 0.0, 1.0)),
|
||||||
|
float(np.clip(self._last_alpha_adv, 0.0, 1.0)),
|
||||||
|
float(np.clip(self.nominal_alpha, 0.0, 1.0)),
|
||||||
|
float(np.clip(self.robust_radius, 0.0, 1.0)),
|
||||||
|
],
|
||||||
|
dtype=np.float32,
|
||||||
|
)
|
||||||
|
return {
|
||||||
|
"demand": demand_arr,
|
||||||
|
"prices": self._prices.astype(np.float32),
|
||||||
|
"signals": signals,
|
||||||
|
}
|
||||||
|
|
||||||
def _compute_reward(self, prices: np.ndarray, demand: dict) -> float:
|
def _set_market_mix(self, alpha: float):
|
||||||
revenue = np.sum(prices * np.array([demand.get(i, 0.0) for i in range(self.n_products)]))
|
alpha = float(np.clip(alpha, 0.0, 1.0))
|
||||||
# TODO: implement supra-competitive price punishment
|
n_agents = int(self.N * alpha)
|
||||||
return float(revenue)
|
self.alpha = alpha
|
||||||
|
self.market.alpha = alpha
|
||||||
|
self.market.Nagents = n_agents
|
||||||
|
self.market.Nhumans = self.N - n_agents
|
||||||
|
|
||||||
|
def _decode_action(self, action) -> np.ndarray:
|
||||||
|
prev = self._prices
|
||||||
|
base = self.anchor_prices
|
||||||
|
|
||||||
|
def _blend(target: np.ndarray) -> np.ndarray:
|
||||||
|
if prev is None:
|
||||||
|
lower = float(self.price_bounds[0])
|
||||||
|
return np.clip(target, lower, self.competitive_cap)
|
||||||
|
blended = 0.75 * np.asarray(prev, dtype=float) + 0.25 * target
|
||||||
|
lower = float(self.price_bounds[0])
|
||||||
|
return np.clip(blended, lower, self.competitive_cap)
|
||||||
|
|
||||||
|
if np.isscalar(action):
|
||||||
|
idx = int(np.clip(int(action), 0, self.action_levels - 1))
|
||||||
|
target = base * self._action_scales[idx]
|
||||||
|
return _blend(target)
|
||||||
|
a = np.asarray(action)
|
||||||
|
if a.size == 1:
|
||||||
|
idx = int(np.clip(int(a.reshape(-1)[0]), 0, self.action_levels - 1))
|
||||||
|
target = base * self._action_scales[idx]
|
||||||
|
return _blend(target)
|
||||||
|
lower = float(self.price_bounds[0])
|
||||||
|
return np.clip(a.astype(float), lower, self.competitive_cap)
|
||||||
|
|
||||||
|
def _compute_agent_prob(self, trajectories=None) -> float:
|
||||||
|
trajectories = (
|
||||||
|
self.market.last_trajectories if trajectories is None else trajectories
|
||||||
|
)
|
||||||
|
if not trajectories or self._human_trans is None or self._agent_trans is None:
|
||||||
|
return float(self.market.alpha)
|
||||||
|
probs = []
|
||||||
|
for traj in trajectories:
|
||||||
|
events = trajectory_to_events(traj)
|
||||||
|
if len(events) < 2:
|
||||||
|
continue
|
||||||
|
probs.append(
|
||||||
|
compute_agent_probability(events, self._human_trans, self._agent_trans)
|
||||||
|
)
|
||||||
|
return float(np.mean(probs)) if probs else float(self.market.alpha)
|
||||||
|
|
||||||
|
def _compute_reward(
|
||||||
|
self, prices: np.ndarray, demand: dict, agent_prob: float, trajectories: list
|
||||||
|
) -> tuple[float, dict]:
|
||||||
|
demand_arr = np.array(
|
||||||
|
[demand.get(i, 0.0) for i in range(self.n_products)], dtype=float
|
||||||
|
)
|
||||||
|
revenue = float(np.dot(prices, demand_arr))
|
||||||
|
floor_cost = float(np.dot(self.baseline_prices, demand_arr))
|
||||||
|
profit = revenue - floor_cost
|
||||||
|
purchases = extract_purchases(trajectories)
|
||||||
|
coi_mix = compute_uplift_coi(prices, purchases, self.baseline_prices)
|
||||||
|
|
||||||
|
coi_leakage = float(agent_prob * self.info_value)
|
||||||
|
info_budget = max(floor_cost, 1.0)
|
||||||
|
coi_penalty = self.lambda_coi * coi_leakage * info_budget
|
||||||
|
|
||||||
|
if len(self._price_history) > 0:
|
||||||
|
prev_prices = np.asarray(self._price_history[-1], dtype=float)
|
||||||
|
rel_change = (prices - prev_prices) / np.maximum(prev_prices, 1.0)
|
||||||
|
volatility = float(np.mean(np.abs(rel_change)))
|
||||||
|
upward_volatility = float(np.mean(np.clip(rel_change, 0.0, None)))
|
||||||
|
else:
|
||||||
|
volatility = 0.0
|
||||||
|
upward_volatility = 0.0
|
||||||
|
ux_penalty = self.eta_ux * info_budget * (volatility + 0.5 * upward_volatility)
|
||||||
|
|
||||||
|
competitive_anchor = float(np.mean(self.anchor_prices))
|
||||||
|
price_ratio = prices / max(competitive_anchor, 1.0)
|
||||||
|
supra_excess = np.clip(price_ratio - 1.15, 0.0, None)
|
||||||
|
supra_penalty = 4.0 * info_budget * float(np.mean(np.square(supra_excess)))
|
||||||
|
supra_share = float(np.mean(supra_excess > 0.0))
|
||||||
|
|
||||||
|
reward_revenue = self.reward_profit_weight * profit
|
||||||
|
reward = reward_revenue - coi_penalty - ux_penalty - supra_penalty
|
||||||
|
|
||||||
|
return reward, {
|
||||||
|
"revenue": revenue,
|
||||||
|
"cost_floor": floor_cost,
|
||||||
|
"profit": profit,
|
||||||
|
"coi_mix": float(coi_mix),
|
||||||
|
"coi_base": 0.0,
|
||||||
|
"coi_leakage": coi_leakage,
|
||||||
|
"coi_penalty": coi_penalty,
|
||||||
|
"coi_info_budget": info_budget,
|
||||||
|
"ux_penalty": ux_penalty,
|
||||||
|
"volatility": volatility,
|
||||||
|
"upward_volatility": upward_volatility,
|
||||||
|
"supra_penalty": supra_penalty,
|
||||||
|
"supra_share": supra_share,
|
||||||
|
"competitive_anchor": competitive_anchor,
|
||||||
|
"reward_revenue": reward_revenue,
|
||||||
|
"reward_total": reward,
|
||||||
|
}
|
||||||
|
|
||||||
|
def _alpha_candidates(self) -> np.ndarray:
|
||||||
|
if self.robust_radius <= 0.0 or self.robust_points == 1:
|
||||||
|
return np.array([self.nominal_alpha], dtype=float)
|
||||||
|
lo = max(0.0, self.nominal_alpha - self.robust_radius)
|
||||||
|
hi = min(1.0, self.nominal_alpha + self.robust_radius)
|
||||||
|
return np.linspace(lo, hi, self.robust_points)
|
||||||
|
|
||||||
|
def _evaluate_candidate(self, alpha: float, prices: np.ndarray) -> float:
|
||||||
|
self._set_market_mix(alpha)
|
||||||
|
rewards = []
|
||||||
|
for _ in range(self.robust_rollouts):
|
||||||
|
demand = self.market.act(prices)
|
||||||
|
trajectories = list(self.market.last_trajectories)
|
||||||
|
agent_prob = self._compute_agent_prob(trajectories)
|
||||||
|
reward, _ = self._compute_reward(prices, demand, agent_prob, trajectories)
|
||||||
|
rewards.append(float(reward))
|
||||||
|
return float(np.mean(rewards)) if rewards else 0.0
|
||||||
|
|
||||||
|
def _select_adversarial_alpha(self, prices: np.ndarray) -> float:
|
||||||
|
"""inner robust step: pick worst-case alpha from the ambiguity interval.
|
||||||
|
|
||||||
|
when JAX is available and robust_rollouts==1 we use a vmapped pass over
|
||||||
|
all K candidates in a single call (no Python loop, no market.act overhead).
|
||||||
|
the JAX path approximates demand as the mixed closed-form d(p;theta) signal
|
||||||
|
rather than running full trajectory sampling, which is accurate for the
|
||||||
|
alpha-selection decision while being dramatically cheaper.
|
||||||
|
|
||||||
|
when robust_rollouts>1 or JAX is unavailable we fall back to the sequential
|
||||||
|
market.act() loop so behavior is identical to the original implementation.
|
||||||
|
"""
|
||||||
|
candidates = self._alpha_candidates()
|
||||||
|
if len(candidates) == 1:
|
||||||
|
return float(candidates[0])
|
||||||
|
|
||||||
|
if _JAX_OK and self.robust_rollouts == 1:
|
||||||
|
best_alpha, _ = select_adversarial_alpha_jax(
|
||||||
|
candidates=candidates,
|
||||||
|
prices=prices,
|
||||||
|
human_params=self.market.human_params,
|
||||||
|
agent_params=self.market.agent_params,
|
||||||
|
noise_std=self.market.noise_std,
|
||||||
|
baseline_prices=self.baseline_prices,
|
||||||
|
lambda_coi=self.lambda_coi,
|
||||||
|
info_value=self.info_value,
|
||||||
|
reward_profit_weight=self.reward_profit_weight,
|
||||||
|
rng_seed=self._global_step,
|
||||||
|
)
|
||||||
|
return best_alpha
|
||||||
|
|
||||||
|
# fallback: full trajectory-based sequential evaluation
|
||||||
|
evaluations = [
|
||||||
|
(float(alpha), self._evaluate_candidate(float(alpha), prices))
|
||||||
|
for alpha in candidates
|
||||||
|
]
|
||||||
|
best_alpha, _ = min(evaluations, key=lambda x: x[1])
|
||||||
|
return best_alpha
|
||||||
|
|
||||||
def _record_history(self):
|
def _record_history(self):
|
||||||
demand_arr = np.array([self._demand.get(i, 0.0) for i in range(self.n_products)])
|
demand_arr = np.array(
|
||||||
|
[self._demand.get(i, 0.0) for i in range(self.n_products)]
|
||||||
|
)
|
||||||
self._demand_history.append(demand_arr)
|
self._demand_history.append(demand_arr)
|
||||||
self._price_history.append(self._prices.copy())
|
self._price_history.append(self._prices.copy())
|
||||||
self._revenue_history.append(np.sum(self._prices * demand_arr))
|
self._revenue_history.append(np.sum(self._prices * demand_arr))
|
||||||
|
|
||||||
def reset(self, seed=None, options=None):
|
def reset(self, seed=None, options=None):
|
||||||
super().reset(seed=seed)
|
super().reset(seed=seed)
|
||||||
|
self._set_market_mix(self.nominal_alpha)
|
||||||
|
self._limbo.reset()
|
||||||
self._prices = np.random.uniform(*self.price_bounds, size=self.n_products)
|
self._prices = np.random.uniform(*self.price_bounds, size=self.n_products)
|
||||||
self._demand = self.market.act(self._prices)
|
self._platform_stub.set_prices(self._prices)
|
||||||
|
self._limbo.step()
|
||||||
|
self._demand = self._limbo.step()
|
||||||
|
self._initial_episode_prices = self._prices.copy()
|
||||||
self._step_count = 0
|
self._step_count = 0
|
||||||
|
self._low_margin_streak = 0
|
||||||
self._demand_history, self._price_history, self._revenue_history = [], [], []
|
self._demand_history, self._price_history, self._revenue_history = [], [], []
|
||||||
|
self._trajectories = list(getattr(self.market, "last_trajectories", []))
|
||||||
|
self._last_agent_prob = float(self.nominal_alpha)
|
||||||
|
self._last_alpha_adv = float(self.nominal_alpha)
|
||||||
self._record_history()
|
self._record_history()
|
||||||
return self._get_obs(), {}
|
return self._get_obs(), {}
|
||||||
|
|
||||||
def step(self, action: np.ndarray):
|
def step(self, action):
|
||||||
self._prices = np.clip(action, *self.price_bounds)
|
self._prices = self._decode_action(action)
|
||||||
self._demand = self.market.act(self._prices)
|
alpha_adv = self._select_adversarial_alpha(self._prices)
|
||||||
|
self._global_step += 1 # always increment; JAX path may have already done so
|
||||||
|
self._set_market_mix(alpha_adv)
|
||||||
|
self._platform_stub.set_prices(self._prices)
|
||||||
self._step_count += 1
|
self._step_count += 1
|
||||||
|
|
||||||
|
self._demand = self.market.act(self._prices)
|
||||||
|
trajectories = list(self.market.last_trajectories)
|
||||||
|
agent_prob = self._compute_agent_prob(trajectories)
|
||||||
|
self._trajectories.extend(trajectories)
|
||||||
|
self._last_agent_prob = float(agent_prob)
|
||||||
|
self._last_alpha_adv = float(alpha_adv)
|
||||||
|
|
||||||
|
reward, metrics = self._compute_reward(
|
||||||
|
self._prices, self._demand, agent_prob, trajectories
|
||||||
|
)
|
||||||
self._record_history()
|
self._record_history()
|
||||||
|
|
||||||
reward = self._compute_reward(self._prices, self._demand)
|
# soft early termination when margin collapses for too long
|
||||||
terminated = self._step_count >= 100
|
avg_margin = float(np.mean(self._prices) - self.price_bounds[0]) / max(
|
||||||
|
float(np.mean(self._prices)), 1e-6
|
||||||
|
)
|
||||||
|
if avg_margin < self.margin_floor:
|
||||||
|
self._low_margin_streak += 1
|
||||||
|
else:
|
||||||
|
self._low_margin_streak = 0
|
||||||
|
margin_collapsed = self._low_margin_streak >= self.margin_floor_patience
|
||||||
|
terminated = self._step_count >= self.max_steps or margin_collapsed
|
||||||
|
|
||||||
return self._get_obs(), reward, terminated, False, {"step": self._step_count}
|
info = {
|
||||||
|
"step": self._step_count,
|
||||||
|
"agent_prob": agent_prob,
|
||||||
|
"alpha_adv": float(alpha_adv),
|
||||||
|
"alpha_nominal": float(self.nominal_alpha),
|
||||||
|
"wasserstein_radius": float(self.robust_radius),
|
||||||
|
"robust_rollouts": int(self.robust_rollouts),
|
||||||
|
**metrics,
|
||||||
|
"raw_revenue": np.sum(
|
||||||
|
self._prices
|
||||||
|
* np.array([self._demand.get(i, 0.0) for i in range(self.n_products)])
|
||||||
|
),
|
||||||
|
}
|
||||||
|
return self._get_obs(), reward, terminated, False, info
|
||||||
|
|
||||||
def _compute_elasticity(self) -> np.ndarray:
|
def _compute_elasticity(self) -> np.ndarray:
|
||||||
"""point elasticity: e = (dQ/dP) * (P/Q) via finite differences, clipped to [-5, 5]"""
|
"""point elasticity: e = (dQ/dP) * (P/Q) via finite differences, clipped to [-5, 5]"""
|
||||||
@@ -87,10 +405,16 @@ class PHANTOM(gym.Env):
|
|||||||
p, q = np.array(self._price_history), np.array(self._demand_history)
|
p, q = np.array(self._price_history), np.array(self._demand_history)
|
||||||
dp, dq = np.diff(p, axis=0), np.diff(q, axis=0)
|
dp, dq = np.diff(p, axis=0), np.diff(q, axis=0)
|
||||||
valid = np.abs(dp) > 0.5
|
valid = np.abs(dp) > 0.5
|
||||||
with np.errstate(divide='ignore', invalid='ignore'):
|
with np.errstate(divide="ignore", invalid="ignore"):
|
||||||
elasticity = np.where(valid, (dq / dp) * (p[:-1] / np.maximum(q[:-1], 1.0)), 0.0)
|
elasticity = np.where(
|
||||||
|
valid, (dq / dp) * (p[:-1] / np.maximum(q[:-1], 1.0)), 0.0
|
||||||
|
)
|
||||||
elasticity = np.nan_to_num(np.clip(elasticity, -5.0, 5.0), nan=0.0)
|
elasticity = np.nan_to_num(np.clip(elasticity, -5.0, 5.0), nan=0.0)
|
||||||
return np.mean(elasticity, axis=0) if len(elasticity) > 0 else np.zeros(self.n_products)
|
return (
|
||||||
|
np.mean(elasticity, axis=0)
|
||||||
|
if len(elasticity) > 0
|
||||||
|
else np.zeros(self.n_products)
|
||||||
|
)
|
||||||
|
|
||||||
def render(self):
|
def render(self):
|
||||||
if self.render_mode == "human":
|
if self.render_mode == "human":
|
||||||
@@ -98,7 +422,9 @@ class PHANTOM(gym.Env):
|
|||||||
self._renderer = DashboardRenderer()
|
self._renderer = DashboardRenderer()
|
||||||
self._renderer.render(self)
|
self._renderer.render(self)
|
||||||
elif self.render_mode == "ansi":
|
elif self.render_mode == "ansi":
|
||||||
return f"step={self._step_count}, prices={self._prices}, demand={self._demand}"
|
return (
|
||||||
|
f"step={self._step_count}, prices={self._prices}, demand={self._demand}"
|
||||||
|
)
|
||||||
return None
|
return None
|
||||||
|
|
||||||
def close(self):
|
def close(self):
|
||||||
@@ -108,11 +434,44 @@ class PHANTOM(gym.Env):
|
|||||||
|
|
||||||
|
|
||||||
if __name__ == "__main__":
|
if __name__ == "__main__":
|
||||||
env = PHANTOM(n_products=15, alpha=0.3, N=100, render_mode="human")
|
import wandb
|
||||||
obs, _ = env.reset()
|
from .lib import MetricsCallback
|
||||||
for step in range(100):
|
|
||||||
action = env.action_space.sample()
|
class RandomPolicy:
|
||||||
obs, reward, term, trunc, info = env.step(action)
|
"""Minimal SB3-compatible random policy for baseline testing."""
|
||||||
env.render()
|
|
||||||
if term: break
|
def __init__(self, env):
|
||||||
|
self.env = env
|
||||||
|
self.num_timesteps = 0
|
||||||
|
|
||||||
|
def learn(self, total_timesteps, callback=None):
|
||||||
|
callback.model = self
|
||||||
|
callback.num_timesteps = 0
|
||||||
|
callback.locals = {}
|
||||||
|
callback.on_training_start({}, {})
|
||||||
|
|
||||||
|
obs, _ = self.env.reset()
|
||||||
|
for step in range(total_timesteps):
|
||||||
|
action = self.env.action_space.sample()
|
||||||
|
obs, reward, term, trunc, info = self.env.step(action)
|
||||||
|
self.num_timesteps = step + 1
|
||||||
|
callback.num_timesteps = self.num_timesteps
|
||||||
|
callback.locals = {"infos": [info]}
|
||||||
|
callback.on_step()
|
||||||
|
if term or trunc:
|
||||||
|
callback.on_rollout_end()
|
||||||
|
obs, _ = self.env.reset()
|
||||||
|
return self
|
||||||
|
|
||||||
|
def predict(self, obs, **kwargs):
|
||||||
|
return self.env.action_space.sample(), None
|
||||||
|
|
||||||
|
wandb.init(project="capstone", config={"policy": "random", "alpha": 0.3})
|
||||||
|
env = EconomicMetricsWrapper(PHANTOM(n_products=15, alpha=0.3, render_mode=None))
|
||||||
|
|
||||||
|
model = RandomPolicy(env)
|
||||||
|
model.learn(total_timesteps=1000, callback=MetricsCallback())
|
||||||
|
|
||||||
|
print(f"Episode revenue: {env.episode_revenue:.1f}")
|
||||||
|
wandb.finish()
|
||||||
env.close()
|
env.close()
|
||||||
|
|||||||
269
experiments/airflow/dags/session_pricing_pipeline.py
Normal file
269
experiments/airflow/dags/session_pricing_pipeline.py
Normal file
@@ -0,0 +1,269 @@
|
|||||||
|
"""
|
||||||
|
Session-Aware Pricing DAG
|
||||||
|
THIS implements the core pricing computation (policy layer).
|
||||||
|
|
||||||
|
Flow: τ → θ̂ → D → p*
|
||||||
|
1. Fetch recent sessions from Kafka (last 10 active)
|
||||||
|
2. Extract features per session (τ → θ̂)
|
||||||
|
3. Map features to demand proxy (θ̂ → D)
|
||||||
|
4. Compute optimal prices (D → p*)
|
||||||
|
5. Write to Redis session:{sessionId}:prices
|
||||||
|
|
||||||
|
Scheduled: every 1 minute when enabled
|
||||||
|
"""
|
||||||
|
from airflow import DAG
|
||||||
|
from airflow.operators.python import PythonOperator
|
||||||
|
from airflow.utils.dates import days_ago
|
||||||
|
from datetime import timedelta
|
||||||
|
import pandas as pd
|
||||||
|
import numpy as np
|
||||||
|
import logging
|
||||||
|
import sys
|
||||||
|
import pickle
|
||||||
|
|
||||||
|
sys.path.insert(0, '/opt/airflow')
|
||||||
|
|
||||||
|
from procesing.context import PipelineContext
|
||||||
|
from procesing.providers import SupabaseProvider, BackendAPIProvider
|
||||||
|
from procesing.steps.session import ExtractSessionFeaturesStep
|
||||||
|
from procesing.pricers.simple import SimpleSurgePricer, session_features_to_demand
|
||||||
|
from procesing.pricing import StateSpace
|
||||||
|
from lib.model_registry import ModelRegistry
|
||||||
|
|
||||||
|
DEFAULT_ARGS = {
|
||||||
|
'owner': 'phantom-research',
|
||||||
|
'depends_on_past': False,
|
||||||
|
'email_on_failure': False,
|
||||||
|
'email_on_retry': False,
|
||||||
|
'retries': 1,
|
||||||
|
'retry_delay': timedelta(seconds=30),
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
class CompositeProvider(SupabaseProvider, BackendAPIProvider):
|
||||||
|
def __init__(self):
|
||||||
|
SupabaseProvider.__init__(self)
|
||||||
|
BackendAPIProvider.__init__(self)
|
||||||
|
|
||||||
|
|
||||||
|
def _get_context(store_mode: str = 'hotel') -> PipelineContext:
|
||||||
|
return PipelineContext(provider=CompositeProvider(), store_mode=store_mode)
|
||||||
|
|
||||||
|
|
||||||
|
def fetch_recent_sessions(**kwargs):
|
||||||
|
"""
|
||||||
|
Task: Fetch last N active sessions from Kafka.
|
||||||
|
Returns: DataFrame of interaction events for recent sessions.
|
||||||
|
"""
|
||||||
|
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||||
|
store_mode = dag_conf.get('store_mode', 'hotel')
|
||||||
|
session_limit = dag_conf.get('session_limit', 10)
|
||||||
|
|
||||||
|
ctx = _get_context(store_mode)
|
||||||
|
provider = ctx.provider
|
||||||
|
|
||||||
|
# fetch all recent interactions from Kafka
|
||||||
|
try:
|
||||||
|
interactions_df = provider.fetch_kafka_topic("user-interactions")
|
||||||
|
except Exception as e:
|
||||||
|
logging.error(f"Failed to fetch interactions: {e}")
|
||||||
|
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(pd.DataFrame()))
|
||||||
|
return 0
|
||||||
|
|
||||||
|
if interactions_df.empty or 'sessionId' not in interactions_df.columns:
|
||||||
|
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(pd.DataFrame()))
|
||||||
|
return 0
|
||||||
|
|
||||||
|
# identify last N active sessions (most recent by event count)
|
||||||
|
recent_sessions = interactions_df['sessionId'].value_counts().head(session_limit).index.tolist()
|
||||||
|
|
||||||
|
# filter to only those sessions
|
||||||
|
filtered_df = interactions_df[interactions_df['sessionId'].isin(recent_sessions)].copy()
|
||||||
|
|
||||||
|
kwargs['ti'].xcom_push(key='sessions_data', value=pickle.dumps(filtered_df))
|
||||||
|
kwargs['ti'].xcom_push(key='session_ids', value=recent_sessions)
|
||||||
|
|
||||||
|
logging.info(f"Fetched {len(filtered_df)} events for {len(recent_sessions)} sessions")
|
||||||
|
return len(recent_sessions)
|
||||||
|
|
||||||
|
|
||||||
|
def extract_session_features(**kwargs):
|
||||||
|
"""
|
||||||
|
Task: Extract behavioral features from session trajectories.
|
||||||
|
THIS implements τ → θ̂ transformation.
|
||||||
|
"""
|
||||||
|
ti = kwargs['ti']
|
||||||
|
sessions_df = pickle.loads(ti.xcom_pull(key='sessions_data'))
|
||||||
|
|
||||||
|
if sessions_df.empty:
|
||||||
|
ti.xcom_push(key='session_features', value=pickle.dumps(pd.DataFrame()))
|
||||||
|
return 0
|
||||||
|
|
||||||
|
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||||
|
ctx = _get_context(dag_conf.get('store_mode', 'hotel'))
|
||||||
|
|
||||||
|
# extract features using vectorized pipeline
|
||||||
|
feature_extractor = ExtractSessionFeaturesStep(ctx)
|
||||||
|
features_df = feature_extractor.transform(sessions_df)
|
||||||
|
|
||||||
|
ti.xcom_push(key='session_features', value=pickle.dumps(features_df))
|
||||||
|
|
||||||
|
logging.info(f"Extracted {len(features_df.columns)} features for {len(features_df)} sessions")
|
||||||
|
logging.info(f"Feature columns: {list(features_df.columns)}")
|
||||||
|
logging.info(f"Sample features (first session):\n{features_df.iloc[0].to_dict()}")
|
||||||
|
|
||||||
|
return len(features_df)
|
||||||
|
|
||||||
|
|
||||||
|
def compute_session_prices(**kwargs):
|
||||||
|
"""
|
||||||
|
Task: Compute optimal prices for each session.
|
||||||
|
THIS implements θ̂ → D → p* transformation.
|
||||||
|
"""
|
||||||
|
ti = kwargs['ti']
|
||||||
|
features_df = pickle.loads(ti.xcom_pull(key='session_features'))
|
||||||
|
|
||||||
|
if features_df.empty:
|
||||||
|
ti.xcom_push(key='price_results', value=pickle.dumps({}))
|
||||||
|
return 0
|
||||||
|
|
||||||
|
dag_conf = kwargs.get('dag_run').conf if kwargs.get('dag_run') else {}
|
||||||
|
store_mode = dag_conf.get('store_mode', 'hotel')
|
||||||
|
ctx = _get_context(store_mode)
|
||||||
|
|
||||||
|
# fetch product catalog for base prices
|
||||||
|
products_df = ctx.provider.fetch_products(store_mode)
|
||||||
|
if products_df.empty:
|
||||||
|
logging.error("No products found in catalog")
|
||||||
|
ti.xcom_push(key='price_results', value=pickle.dumps({}))
|
||||||
|
return 0
|
||||||
|
|
||||||
|
products_df['base_price'] = products_df['metadata'].apply(
|
||||||
|
lambda m: m.get('base_price', 100.0) if isinstance(m, dict) else 100.0
|
||||||
|
)
|
||||||
|
|
||||||
|
# initialize pricing model
|
||||||
|
pricer = SimpleSurgePricer(
|
||||||
|
high_threshold=dag_conf.get('high_threshold', 10),
|
||||||
|
low_threshold=dag_conf.get('low_threshold', 2),
|
||||||
|
surge_multiplier=dag_conf.get('surge_multiplier', 1.15),
|
||||||
|
discount_multiplier=dag_conf.get('discount_multiplier', 0.95)
|
||||||
|
)
|
||||||
|
pricer.fit(products_df)
|
||||||
|
|
||||||
|
# compute prices per session
|
||||||
|
price_results = {}
|
||||||
|
n_products = len(products_df)
|
||||||
|
|
||||||
|
logging.info(f"Starting price computation for {len(features_df)} sessions, {n_products} products")
|
||||||
|
logging.info(f"Pricer config: high_thresh={pricer.high_threshold}, low_thresh={pricer.low_threshold}, surge_mult={pricer.surge_multiplier}")
|
||||||
|
|
||||||
|
for idx, session_row in features_df.iterrows():
|
||||||
|
session_id = session_row.get('sessionId')
|
||||||
|
if not session_id:
|
||||||
|
continue
|
||||||
|
|
||||||
|
# map features to demand proxy (θ̂ → D)
|
||||||
|
session_features_single = pd.DataFrame([session_row])
|
||||||
|
demand_proxy = session_features_to_demand(session_features_single)
|
||||||
|
|
||||||
|
logging.info(f"[Session {session_id}] Features → Demand: {demand_proxy:.2f}")
|
||||||
|
logging.info(f"[Session {session_id}] Key features: velocity={session_row.get('interaction_velocity', 0):.2f}, cart_ratio={session_row.get('cart_to_view_ratio', 0):.2f}, item_views={session_row.get('item_views', 0)}")
|
||||||
|
|
||||||
|
# build state space
|
||||||
|
state_space = StateSpace(
|
||||||
|
demand=np.full(n_products, demand_proxy), # broadcast session demand to all products
|
||||||
|
prices=products_df['base_price'].values,
|
||||||
|
session_features=session_features_single
|
||||||
|
)
|
||||||
|
|
||||||
|
# compute optimal prices (D → p*)
|
||||||
|
optimal_prices = pricer.predict(state_space)
|
||||||
|
|
||||||
|
base_avg = products_df['base_price'].mean()
|
||||||
|
optimal_avg = optimal_prices.mean()
|
||||||
|
price_change_pct = ((optimal_avg - base_avg) / base_avg) * 100
|
||||||
|
|
||||||
|
logging.info(f"[Session {session_id}] Price adjustment: base_avg={base_avg:.2f}, optimal_avg={optimal_avg:.2f}, change={price_change_pct:+.1f}%")
|
||||||
|
|
||||||
|
# store as dict {productId: price}
|
||||||
|
price_map = {
|
||||||
|
str(products_df.iloc[i]['id']): float(optimal_prices[i])
|
||||||
|
for i in range(n_products)
|
||||||
|
}
|
||||||
|
|
||||||
|
price_results[session_id] = price_map
|
||||||
|
|
||||||
|
ti.xcom_push(key='price_results', value=pickle.dumps(price_results))
|
||||||
|
|
||||||
|
logging.info(f"Computed prices for {len(price_results)} sessions, {n_products} products each")
|
||||||
|
return len(price_results)
|
||||||
|
|
||||||
|
|
||||||
|
def publish_to_registry(**kwargs):
|
||||||
|
"""
|
||||||
|
Task: Write session prices to Redis registry.
|
||||||
|
THIS is the write path: prices → session:{sessionId}:prices
|
||||||
|
"""
|
||||||
|
ti = kwargs['ti']
|
||||||
|
price_results = pickle.loads(ti.xcom_pull(key='price_results'))
|
||||||
|
|
||||||
|
if not price_results:
|
||||||
|
logging.warning("No prices to publish")
|
||||||
|
return 0
|
||||||
|
|
||||||
|
registry = ModelRegistry()
|
||||||
|
ttl = kwargs.get('dag_run').conf.get('ttl', 1800) if kwargs.get('dag_run') and kwargs.get('dag_run').conf else 1800
|
||||||
|
|
||||||
|
published_count = 0
|
||||||
|
for session_id, price_map in price_results.items():
|
||||||
|
registry.set_session_prices(session_id, price_map, ttl=ttl)
|
||||||
|
published_count += 1
|
||||||
|
|
||||||
|
logging.info(f"Published prices for {published_count} sessions to registry (TTL={ttl}s)")
|
||||||
|
|
||||||
|
return {
|
||||||
|
'sessions_published': published_count,
|
||||||
|
'products_per_session': len(next(iter(price_results.values()))) if price_results else 0,
|
||||||
|
'status': 'success'
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
# DAG definition
|
||||||
|
with DAG(
|
||||||
|
'session_pricing_pipeline',
|
||||||
|
default_args=DEFAULT_ARGS,
|
||||||
|
description='Session-aware pricing: extract features → compute prices → publish to registry',
|
||||||
|
schedule_interval='*/1 * * * *', # every 1 minute
|
||||||
|
start_date=days_ago(1),
|
||||||
|
catchup=False,
|
||||||
|
max_active_runs=1,
|
||||||
|
tags=['pricing', 'session-aware', 'research', 'real-time'],
|
||||||
|
) as dag:
|
||||||
|
|
||||||
|
t_fetch_sessions = PythonOperator(
|
||||||
|
task_id='fetch_recent_sessions',
|
||||||
|
python_callable=fetch_recent_sessions,
|
||||||
|
provide_context=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
t_extract_features = PythonOperator(
|
||||||
|
task_id='extract_session_features',
|
||||||
|
python_callable=extract_session_features,
|
||||||
|
provide_context=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
t_compute_prices = PythonOperator(
|
||||||
|
task_id='compute_session_prices',
|
||||||
|
python_callable=compute_session_prices,
|
||||||
|
provide_context=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
t_publish = PythonOperator(
|
||||||
|
task_id='publish_to_registry',
|
||||||
|
python_callable=publish_to_registry,
|
||||||
|
provide_context=True,
|
||||||
|
)
|
||||||
|
|
||||||
|
# linear dependency: fetch → extract → compute → publish
|
||||||
|
t_fetch_sessions >> t_extract_features >> t_compute_prices >> t_publish
|
||||||
1
experiments/ml/encoder/__init__.py
Normal file
1
experiments/ml/encoder/__init__.py
Normal file
@@ -0,0 +1 @@
|
|||||||
|
from .encoder import Window, extract_windows, build_windows, WindowDataset, PrototypeClassifier, train, loocv
|
||||||
210
experiments/ml/encoder/encoder.py
Normal file
210
experiments/ml/encoder/encoder.py
Normal file
@@ -0,0 +1,210 @@
|
|||||||
|
"""Contrastive encoder via trajectory windowing. Classification by prototype distance."""
|
||||||
|
import sys
|
||||||
|
sys.path.insert(0, "/home/velocitatem/Documents/Projects/PHANTOM/sim/rl/behavior_loader")
|
||||||
|
sys.path.insert(0, "/home/velocitatem/Documents/Projects/PHANTOM/experiments/ml")
|
||||||
|
|
||||||
|
from sim.rl.behavior_loader.loader import JointLoader, PayloadModel
|
||||||
|
from arch import TrajectoryEncoder, featurize_trajectory, nt_xent_loss
|
||||||
|
from typing import List, Dict, Tuple
|
||||||
|
from dataclasses import dataclass
|
||||||
|
from datetime import datetime
|
||||||
|
import numpy as np, torch, torch.nn.functional as F, random, optuna
|
||||||
|
from torch.utils.data import Dataset, DataLoader
|
||||||
|
from torch.optim import Adam
|
||||||
|
from torch.utils.tensorboard import SummaryWriter
|
||||||
|
|
||||||
|
RUNS = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/ml/runs"
|
||||||
|
AGENT_DIR = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/agents/collected_data/"
|
||||||
|
HUMAN_DIR = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/collected_data/"
|
||||||
|
|
||||||
|
|
||||||
|
@dataclass
|
||||||
|
class Window:
|
||||||
|
events: List[PayloadModel]
|
||||||
|
traj_id: str
|
||||||
|
label: int # 0=human, 1=agent
|
||||||
|
|
||||||
|
|
||||||
|
def extract_windows(events: List[PayloadModel], traj_id: str, label: int,
|
||||||
|
sizes: List[int] = [5, 10, 15], stride: int = 2) -> List[Window]:
|
||||||
|
"""Multi-scale overlapping windows from trajectory"""
|
||||||
|
n = len(events)
|
||||||
|
wins = [Window(events[i:i+s], traj_id, label) for s in sizes if n >= s for i in range(0, n-s+1, stride)]
|
||||||
|
if n >= 3: wins.append(Window(events, traj_id, label)) # full traj
|
||||||
|
return wins
|
||||||
|
|
||||||
|
|
||||||
|
def build_windows(data: Dict[str, List], sizes=[5,10,15], stride=2) -> List[Window]:
|
||||||
|
return [w for tid, evts in data.items()
|
||||||
|
for w in extract_windows(evts, tid, 0 if tid.startswith('human_') else 1, sizes, stride)]
|
||||||
|
|
||||||
|
|
||||||
|
class WindowDataset(Dataset):
|
||||||
|
"""Yields (anchor, positive) pairs from same class"""
|
||||||
|
def __init__(self, windows: List[Window], dim: int = 64):
|
||||||
|
self.wins, self.dim = windows, dim
|
||||||
|
self.by_label = {0: [i for i,w in enumerate(windows) if w.label==0],
|
||||||
|
1: [i for i,w in enumerate(windows) if w.label==1]}
|
||||||
|
self.by_traj = {}
|
||||||
|
for i, w in enumerate(windows): self.by_traj.setdefault(w.traj_id, []).append(i)
|
||||||
|
|
||||||
|
def __len__(self): return len(self.wins)
|
||||||
|
|
||||||
|
def _feat(self, evts): return featurize_trajectory(evts, None, self.dim)
|
||||||
|
|
||||||
|
def _aug(self, evts): # subsample 70-100%
|
||||||
|
if len(evts) < 4: return evts
|
||||||
|
k = max(3, int(len(evts) * random.uniform(0.7, 1.0)))
|
||||||
|
start = random.randint(0, len(evts) - k)
|
||||||
|
return evts[start:start+k]
|
||||||
|
|
||||||
|
def __getitem__(self, idx):
|
||||||
|
w = self.wins[idx]
|
||||||
|
pool = [i for i in self.by_label[w.label] if self.wins[i].traj_id != w.traj_id]
|
||||||
|
pos_idx = random.choice(pool) if pool else idx
|
||||||
|
a = torch.tensor(self._feat(self._aug(w.events)), dtype=torch.float32)
|
||||||
|
p = torch.tensor(self._feat(self._aug(self.wins[pos_idx].events)), dtype=torch.float32)
|
||||||
|
return a, p, w.label
|
||||||
|
|
||||||
|
|
||||||
|
class PrototypeClassifier:
|
||||||
|
"""Classify by distance to class centroids"""
|
||||||
|
def __init__(self, encoder: TrajectoryEncoder, device = 'cuda', dim=64):
|
||||||
|
self.enc, self.dev, self.dim = encoder, device, dim
|
||||||
|
self.centroids = {0: None, 1: None}
|
||||||
|
|
||||||
|
def fit(self, windows: List[Window]):
|
||||||
|
self.enc.eval()
|
||||||
|
embs = {0: [], 1: []}
|
||||||
|
with torch.no_grad():
|
||||||
|
for w in windows:
|
||||||
|
x = torch.tensor(featurize_trajectory(w.events, None, self.dim), dtype=torch.float32)
|
||||||
|
z = self.enc(x.unsqueeze(0).unsqueeze(1).to(self.dev))
|
||||||
|
embs[w.label].append(z)
|
||||||
|
self.centroids = {k: torch.cat(v).mean(0, keepdim=True) if v else None for k, v in embs.items()}
|
||||||
|
return self
|
||||||
|
|
||||||
|
def predict(self, events: List[PayloadModel]) -> Tuple[int, float, Dict]:
|
||||||
|
"""Returns (pred, confidence, debug). Confidence via softmax over -distances."""
|
||||||
|
self.enc.eval()
|
||||||
|
with torch.no_grad():
|
||||||
|
x = torch.tensor(featurize_trajectory(events, None, self.dim), dtype=torch.float32)
|
||||||
|
z = self.enc(x.unsqueeze(0).unsqueeze(1).to(self.dev))
|
||||||
|
dists = {k: torch.norm(z - c, dim=1).item() for k, c in self.centroids.items() if c is not None}
|
||||||
|
if not dists: return 0, 0.0, {'d': {}, 'p': [0.5, 0.5]}
|
||||||
|
pred = min(dists, key=dists.get)
|
||||||
|
d0, d1 = dists.get(0, 1e6), dists.get(1, 1e6) # softmax(-d) gives higher prob to closer centroid
|
||||||
|
probs = F.softmax(torch.tensor([[-d0, -d1]]), dim=1).squeeze()
|
||||||
|
return pred, probs[pred].item(), {'d': dists, 'p': probs.tolist()}
|
||||||
|
|
||||||
|
|
||||||
|
def train(epochs=200, lr=5e-4, batch=16, dim=64, emb=32, temp=0.5,
|
||||||
|
sizes=[5,10,15], stride=2, name=None, verbose=True):
|
||||||
|
data = JointLoader(HUMAN_DIR, AGENT_DIR).get_data()
|
||||||
|
wins = build_windows(data, sizes, stride)
|
||||||
|
if verbose: print(f"Windows: {len(wins)} ({sum(w.label==0 for w in wins)}h/{sum(w.label==1 for w in wins)}a)")
|
||||||
|
|
||||||
|
dev = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
|
||||||
|
enc = TrajectoryEncoder(dim, emb).to(dev)
|
||||||
|
opt = Adam(enc.parameters(), lr=lr)
|
||||||
|
loader = DataLoader(WindowDataset(wins, dim), batch_size=batch, shuffle=True, drop_last=True)
|
||||||
|
|
||||||
|
name = name or f"enc_{dim}_{emb}_{datetime.now():%Y%m%d_%H%M%S}"
|
||||||
|
writer = SummaryWriter(f"{RUNS}/encoder/{name}")
|
||||||
|
|
||||||
|
for ep in range(epochs):
|
||||||
|
enc.train()
|
||||||
|
total, n = 0.0, 0
|
||||||
|
for a, p, _ in loader:
|
||||||
|
loss = nt_xent_loss(enc(a.unsqueeze(1).to(dev)), enc(p.unsqueeze(1).to(dev)), temp)
|
||||||
|
opt.zero_grad(); loss.backward(); opt.step()
|
||||||
|
total += loss.item(); n += 1
|
||||||
|
avg = total / max(n, 1)
|
||||||
|
writer.add_scalar('loss-ntxent', avg, ep)
|
||||||
|
if verbose and (ep+1) % 20 == 0: print(f"Epoch {ep+1}: {avg:.4f}")
|
||||||
|
|
||||||
|
writer.close()
|
||||||
|
return enc, wins, dev
|
||||||
|
|
||||||
|
|
||||||
|
def loocv(epochs=100, lr=5e-4, dim=64, emb=32, temp=0.5, sizes=[5,10,15], stride=2, verbose=True):
|
||||||
|
"""Leave-one-trajectory-out CV"""
|
||||||
|
data = JointLoader(HUMAN_DIR, AGENT_DIR).get_data()
|
||||||
|
dev = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
|
||||||
|
results = []
|
||||||
|
|
||||||
|
for test_id in data:
|
||||||
|
train_data = {k: v for k, v in data.items() if k != test_id}
|
||||||
|
if not any(k.startswith('human_') for k in train_data) or not any(k.startswith('agent_') for k in train_data):
|
||||||
|
continue
|
||||||
|
|
||||||
|
wins = build_windows(train_data, sizes, stride)
|
||||||
|
enc = TrajectoryEncoder(dim, emb).to(dev)
|
||||||
|
opt = Adam(enc.parameters(), lr=lr)
|
||||||
|
loader = DataLoader(WindowDataset(wins, dim), batch_size=min(16, len(wins)//2 or 1),
|
||||||
|
shuffle=True, drop_last=len(wins)>2)
|
||||||
|
|
||||||
|
for _ in range(epochs):
|
||||||
|
enc.train()
|
||||||
|
for a, p, _ in loader:
|
||||||
|
loss = nt_xent_loss(enc(a.unsqueeze(1).to(dev)), enc(p.unsqueeze(1).to(dev)), temp)
|
||||||
|
opt.zero_grad(); loss.backward(); opt.step()
|
||||||
|
|
||||||
|
clf = PrototypeClassifier(enc, dev, dim).fit(wins)
|
||||||
|
pred, conf, dbg = clf.predict(data[test_id])
|
||||||
|
actual = 0 if test_id.startswith('human_') else 1
|
||||||
|
results.append((pred, actual, conf))
|
||||||
|
if verbose: print(f"{test_id[:18]}: pred={pred} conf={conf:.2f} actual={actual} {'OK' if pred==actual else 'MISS'}")
|
||||||
|
|
||||||
|
if results:
|
||||||
|
acc = sum(p==a for p,a,_ in results) / len(results)
|
||||||
|
if verbose: print(f"\nAccuracy: {acc:.1%} ({sum(p==a for p,a,_ in results)}/{len(results)})")
|
||||||
|
return acc, results
|
||||||
|
return 0.0, []
|
||||||
|
|
||||||
|
|
||||||
|
def hparam_tune(n_trials=50, epochs=60, n_jobs=2, verbose=True):
|
||||||
|
"""Optuna hyperparameter search maximizing LOOCV accuracy"""
|
||||||
|
def objective(trial):
|
||||||
|
lr = trial.suggest_float('lr', 1e-5, 1e-2, log=True)
|
||||||
|
dim = trial.suggest_categorical('dim', [32, 64, 128, 256])
|
||||||
|
emb = trial.suggest_categorical('emb', [16, 32, 64, 128])
|
||||||
|
temp = trial.suggest_float('temp', 0.05, 1.0)
|
||||||
|
stride = trial.suggest_int('stride', 1, 4)
|
||||||
|
sizes = [trial.suggest_int(f's{i}', 3, 20) for i in range(3)]
|
||||||
|
sizes = sorted(set(sizes)) # unique sorted
|
||||||
|
acc, _ = loocv(epochs, lr, dim, emb, temp, sizes, stride, verbose=False)
|
||||||
|
return acc
|
||||||
|
|
||||||
|
study = optuna.create_study(direction='maximize', study_name='encoder_hparam',
|
||||||
|
sampler=optuna.samplers.TPESampler(seed=42))
|
||||||
|
study.optimize(objective, n_trials=n_trials, n_jobs=n_jobs, show_progress_bar=verbose)
|
||||||
|
|
||||||
|
best = study.best_params
|
||||||
|
if verbose:
|
||||||
|
print(f"\nBest accuracy: {study.best_value:.1%}")
|
||||||
|
print(f"Best params: {best}")
|
||||||
|
return best, study
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
import argparse
|
||||||
|
p = argparse.ArgumentParser()
|
||||||
|
p.add_argument('--mode', choices=['train', 'eval', 'hparam'], default='train')
|
||||||
|
p.add_argument('--epochs', type=int, default=200)
|
||||||
|
p.add_argument('--lr', type=float, default=5e-4)
|
||||||
|
p.add_argument('--dim', type=int, default=128)
|
||||||
|
p.add_argument('--emb', type=int, default=64)
|
||||||
|
p.add_argument('--temp', type=float, default=0.1)
|
||||||
|
p.add_argument('--sizes', type=str, default='5,10,15')
|
||||||
|
p.add_argument('--stride', type=int, default=2)
|
||||||
|
p.add_argument('--n_trials', type=int, default=50)
|
||||||
|
args = p.parse_args()
|
||||||
|
sizes = [int(x) for x in args.sizes.split(',')]
|
||||||
|
|
||||||
|
if args.mode == 'train':
|
||||||
|
enc, wins, dev = train(args.epochs, args.lr, 16, args.dim, args.emb, args.temp, sizes, args.stride)
|
||||||
|
elif args.mode == 'hparam':
|
||||||
|
best, study = hparam_tune(args.n_trials, min(args.epochs, 60))
|
||||||
|
else:
|
||||||
|
loocv(args.epochs, args.lr, args.dim, args.emb, args.temp, sizes, args.stride)
|
||||||
957
experiments/notebooks/data_export.ipynb
Normal file
957
experiments/notebooks/data_export.ipynb
Normal file
@@ -0,0 +1,957 @@
|
|||||||
|
{
|
||||||
|
"cells": [
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 10,
|
||||||
|
"id": "62eafcd9-5462-4063-8873-0e7fb9add907",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"data": {
|
||||||
|
"text/plain": [
|
||||||
|
"True"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 10,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"from kafka import KafkaConsumer\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"import json\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import os\n",
|
||||||
|
"from dotenv import load_dotenv\n",
|
||||||
|
"import matplotlib.pyplot as plt\n",
|
||||||
|
"from IPython.display import display, SVG, Image\n",
|
||||||
|
"load_dotenv()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 11,
|
||||||
|
"id": "4af65cb4-e8cf-4877-b2db-13ac19f3838f",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"name": "stdout",
|
||||||
|
"output_type": "stream",
|
||||||
|
"text": [
|
||||||
|
"<class 'pandas.core.frame.DataFrame'>\n",
|
||||||
|
"RangeIndex: 73 entries, 0 to 72\n",
|
||||||
|
"Data columns (total 13 columns):\n",
|
||||||
|
" # Column Non-Null Count Dtype \n",
|
||||||
|
"--- ------ -------------- ----- \n",
|
||||||
|
" 0 sessionId 73 non-null object \n",
|
||||||
|
" 1 eventName 73 non-null object \n",
|
||||||
|
" 2 page 73 non-null object \n",
|
||||||
|
" 3 productId 67 non-null object \n",
|
||||||
|
" 4 storeMode 73 non-null object \n",
|
||||||
|
" 5 userAgent 73 non-null object \n",
|
||||||
|
" 6 ts 73 non-null object \n",
|
||||||
|
" 7 metadata_referrer 6 non-null object \n",
|
||||||
|
" 8 metadata_roomType 45 non-null object \n",
|
||||||
|
" 9 metadata_price 45 non-null float64\n",
|
||||||
|
" 10 metadata_nights 45 non-null float64\n",
|
||||||
|
" 11 metadata_elementText 22 non-null object \n",
|
||||||
|
" 12 metadata_dwellTime 22 non-null float64\n",
|
||||||
|
"dtypes: float64(3), object(10)\n",
|
||||||
|
"memory usage: 7.5+ KB\n"
|
||||||
|
]
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"KAFKA_PORT=os.getenv(\"KAFKA_PORT\", 9092)\n",
|
||||||
|
"topic = \"user-interactions\"\n",
|
||||||
|
"consumer = KafkaConsumer(\n",
|
||||||
|
" topic, \n",
|
||||||
|
" enable_auto_commit=True,\n",
|
||||||
|
" value_deserializer=lambda x: json.loads(x.decode('utf-8')),\n",
|
||||||
|
" auto_offset_reset='earliest', \n",
|
||||||
|
" bootstrap_servers=['localhost:9092'])\n",
|
||||||
|
"messages=consumer.poll(timeout_ms=1000,max_records=10000)\n",
|
||||||
|
"df = []\n",
|
||||||
|
"for m in messages.values():\n",
|
||||||
|
" for i in m:\n",
|
||||||
|
" df.append(i.value)\n",
|
||||||
|
"df = pd.DataFrame(df)\n",
|
||||||
|
"# explode metadata col json\n",
|
||||||
|
"df = df.join(pd.json_normalize(df.pop(\"metadata\"), sep=\".\").add_prefix(\"metadata_\"))\n",
|
||||||
|
"df.info()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 12,
|
||||||
|
"id": "f6819a1c-32ab-49c7-845b-5df7bf60f561",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"data": {
|
||||||
|
"text/html": [
|
||||||
|
"<div>\n",
|
||||||
|
"<style scoped>\n",
|
||||||
|
" .dataframe tbody tr th:only-of-type {\n",
|
||||||
|
" vertical-align: middle;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe tbody tr th {\n",
|
||||||
|
" vertical-align: top;\n",
|
||||||
|
" }\n",
|
||||||
|
"\n",
|
||||||
|
" .dataframe thead th {\n",
|
||||||
|
" text-align: right;\n",
|
||||||
|
" }\n",
|
||||||
|
"</style>\n",
|
||||||
|
"<table border=\"1\" class=\"dataframe\">\n",
|
||||||
|
" <thead>\n",
|
||||||
|
" <tr style=\"text-align: right;\">\n",
|
||||||
|
" <th></th>\n",
|
||||||
|
" <th>sessionId</th>\n",
|
||||||
|
" <th>eventName</th>\n",
|
||||||
|
" <th>page</th>\n",
|
||||||
|
" <th>productId</th>\n",
|
||||||
|
" <th>storeMode</th>\n",
|
||||||
|
" <th>userAgent</th>\n",
|
||||||
|
" <th>ts</th>\n",
|
||||||
|
" <th>metadata_referrer</th>\n",
|
||||||
|
" <th>metadata_roomType</th>\n",
|
||||||
|
" <th>metadata_price</th>\n",
|
||||||
|
" <th>metadata_nights</th>\n",
|
||||||
|
" <th>metadata_elementText</th>\n",
|
||||||
|
" <th>metadata_dwellTime</th>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </thead>\n",
|
||||||
|
" <tbody>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>0</th>\n",
|
||||||
|
" <td>d176d7c9-4027-4702-9e31-2a71395cdda0</td>\n",
|
||||||
|
" <td>page_view</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>None</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
|
||||||
|
" <td>2025-11-14T13:23:46.270Z</td>\n",
|
||||||
|
" <td></td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>1</th>\n",
|
||||||
|
" <td>f0317a5d-e424-44e9-b784-c8f7291ffe31</td>\n",
|
||||||
|
" <td>page_view</td>\n",
|
||||||
|
" <td>/</td>\n",
|
||||||
|
" <td>None</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck...</td>\n",
|
||||||
|
" <td>2025-11-14T13:26:00.291Z</td>\n",
|
||||||
|
" <td></td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>2</th>\n",
|
||||||
|
" <td>f0317a5d-e424-44e9-b784-c8f7291ffe31</td>\n",
|
||||||
|
" <td>page_view</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>None</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck...</td>\n",
|
||||||
|
" <td>2025-11-14T13:26:07.769Z</td>\n",
|
||||||
|
" <td></td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>3</th>\n",
|
||||||
|
" <td>f0317a5d-e424-44e9-b784-c8f7291ffe31</td>\n",
|
||||||
|
" <td>view_item_page</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-0</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck...</td>\n",
|
||||||
|
" <td>2025-11-14T13:26:15.010Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Premium Room</td>\n",
|
||||||
|
" <td>269.0</td>\n",
|
||||||
|
" <td>1.0</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>4</th>\n",
|
||||||
|
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
|
||||||
|
" <td>page_view</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>None</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
|
||||||
|
" <td>2025-11-14T13:27:15.457Z</td>\n",
|
||||||
|
" <td></td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>5</th>\n",
|
||||||
|
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
|
||||||
|
" <td>view_item_page</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-0</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
|
||||||
|
" <td>2025-11-14T13:27:15.591Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Premium Room</td>\n",
|
||||||
|
" <td>264.0</td>\n",
|
||||||
|
" <td>2.0</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>432</th>\n",
|
||||||
|
" <td>214d9fad-9b00-40c3-bd0e-7739b6acd654</td>\n",
|
||||||
|
" <td>click</td>\n",
|
||||||
|
" <td>1762448192425</td>\n",
|
||||||
|
" <td>DIV</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>/</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>1623.0</td>\n",
|
||||||
|
" <td>493.0</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>6</th>\n",
|
||||||
|
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
|
||||||
|
" <td>view_item_page</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-0</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
|
||||||
|
" <td>2025-11-14T13:27:21.483Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Premium Room</td>\n",
|
||||||
|
" <td>264.0</td>\n",
|
||||||
|
" <td>2.0</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>7</th>\n",
|
||||||
|
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
|
||||||
|
" <td>hover_over_title</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-0</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
|
||||||
|
" <td>2025-11-14T13:27:22.646Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Grand Plaza Hotel</td>\n",
|
||||||
|
" <td>1200.0</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>8</th>\n",
|
||||||
|
" <td>238dc588-a7ab-4c0e-bccd-6abca5076c66</td>\n",
|
||||||
|
" <td>view_item_page</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-0</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7...</td>\n",
|
||||||
|
" <td>2025-11-14T13:27:25.889Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Premium Room</td>\n",
|
||||||
|
" <td>264.0</td>\n",
|
||||||
|
" <td>2.0</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>35</th>\n",
|
||||||
|
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
|
||||||
|
" <td>page_view</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>None</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
|
||||||
|
" <td>2025-11-14T13:53:59.993Z</td>\n",
|
||||||
|
" <td></td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>36</th>\n",
|
||||||
|
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
|
||||||
|
" <td>view_item_page</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-0</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
|
||||||
|
" <td>2025-11-14T13:54:10.705Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Premium Room</td>\n",
|
||||||
|
" <td>223.0</td>\n",
|
||||||
|
" <td>3.0</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>37</th>\n",
|
||||||
|
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
|
||||||
|
" <td>hover_over_title</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-0</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
|
||||||
|
" <td>2025-11-14T13:54:11.771Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>416.0</td>\n",
|
||||||
|
" <td>397.0</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Grand Plaza Hotel</td>\n",
|
||||||
|
" <td>1200.0</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>38</th>\n",
|
||||||
|
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
|
||||||
|
" <td>view_item_page</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-1</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
|
||||||
|
" <td>2025-11-14T13:54:29.772Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Standard Room</td>\n",
|
||||||
|
" <td>267.0</td>\n",
|
||||||
|
" <td>5.0</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" <tr>\n",
|
||||||
|
" <th>39</th>\n",
|
||||||
|
" <td>013fc334-4045-4d5a-8739-dd0a8766a63b</td>\n",
|
||||||
|
" <td>hover_over_title</td>\n",
|
||||||
|
" <td>/products</td>\n",
|
||||||
|
" <td>htl-1</td>\n",
|
||||||
|
" <td>hotel</td>\n",
|
||||||
|
" <td>Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53...</td>\n",
|
||||||
|
" <td>2025-11-14T13:54:30.833Z</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>NaN</td>\n",
|
||||||
|
" <td>Seaside Resort</td>\n",
|
||||||
|
" <td>1200.0</td>\n",
|
||||||
|
" </tr>\n",
|
||||||
|
" </tbody>\n",
|
||||||
|
"</table>\n",
|
||||||
|
"</div>"
|
||||||
|
],
|
||||||
|
"text/plain": [
|
||||||
|
" sessionId eventName page \\\n",
|
||||||
|
"0 d176d7c9-4027-4702-9e31-2a71395cdda0 page_view /products \n",
|
||||||
|
"1 f0317a5d-e424-44e9-b784-c8f7291ffe31 page_view / \n",
|
||||||
|
"2 f0317a5d-e424-44e9-b784-c8f7291ffe31 page_view /products \n",
|
||||||
|
"3 f0317a5d-e424-44e9-b784-c8f7291ffe31 view_item_page /products \n",
|
||||||
|
"4 238dc588-a7ab-4c0e-bccd-6abca5076c66 page_view /products \n",
|
||||||
|
"5 238dc588-a7ab-4c0e-bccd-6abca5076c66 view_item_page /products \n",
|
||||||
|
"6 238dc588-a7ab-4c0e-bccd-6abca5076c66 view_item_page /products \n",
|
||||||
|
"7 238dc588-a7ab-4c0e-bccd-6abca5076c66 hover_over_title /products \n",
|
||||||
|
"8 238dc588-a7ab-4c0e-bccd-6abca5076c66 view_item_page /products \n",
|
||||||
|
"35 013fc334-4045-4d5a-8739-dd0a8766a63b page_view /products \n",
|
||||||
|
"36 013fc334-4045-4d5a-8739-dd0a8766a63b view_item_page /products \n",
|
||||||
|
"37 013fc334-4045-4d5a-8739-dd0a8766a63b hover_over_title /products \n",
|
||||||
|
"38 013fc334-4045-4d5a-8739-dd0a8766a63b view_item_page /products \n",
|
||||||
|
"39 013fc334-4045-4d5a-8739-dd0a8766a63b hover_over_title /products \n",
|
||||||
|
"\n",
|
||||||
|
" productId storeMode userAgent \\\n",
|
||||||
|
"0 None hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
|
||||||
|
"1 None hotel Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck... \n",
|
||||||
|
"2 None hotel Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck... \n",
|
||||||
|
"3 htl-0 hotel Mozilla/5.0 (X11; Linux x86_64; rv:143.0) Geck... \n",
|
||||||
|
"4 None hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
|
||||||
|
"5 htl-0 hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
|
||||||
|
"6 htl-0 hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
|
||||||
|
"7 htl-0 hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
|
||||||
|
"8 htl-0 hotel Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7... \n",
|
||||||
|
"35 None hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
|
||||||
|
"36 htl-0 hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
|
||||||
|
"37 htl-0 hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
|
||||||
|
"38 htl-1 hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
|
||||||
|
"39 htl-1 hotel Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/53... \n",
|
||||||
|
"\n",
|
||||||
|
" ts metadata_referrer metadata_roomType \\\n",
|
||||||
|
"0 2025-11-14T13:23:46.270Z NaN \n",
|
||||||
|
"1 2025-11-14T13:26:00.291Z NaN \n",
|
||||||
|
"2 2025-11-14T13:26:07.769Z NaN \n",
|
||||||
|
"3 2025-11-14T13:26:15.010Z NaN Premium Room \n",
|
||||||
|
"4 2025-11-14T13:27:15.457Z NaN \n",
|
||||||
|
"5 2025-11-14T13:27:15.591Z NaN Premium Room \n",
|
||||||
|
"6 2025-11-14T13:27:21.483Z NaN Premium Room \n",
|
||||||
|
"7 2025-11-14T13:27:22.646Z NaN NaN \n",
|
||||||
|
"8 2025-11-14T13:27:25.889Z NaN Premium Room \n",
|
||||||
|
"35 2025-11-14T13:53:59.993Z NaN \n",
|
||||||
|
"36 2025-11-14T13:54:10.705Z NaN Premium Room \n",
|
||||||
|
"37 2025-11-14T13:54:11.771Z NaN NaN \n",
|
||||||
|
"38 2025-11-14T13:54:29.772Z NaN Standard Room \n",
|
||||||
|
"39 2025-11-14T13:54:30.833Z NaN NaN \n",
|
||||||
|
"\n",
|
||||||
|
" metadata_price metadata_nights metadata_elementText metadata_dwellTime \n",
|
||||||
|
"0 NaN NaN NaN NaN \n",
|
||||||
|
"1 NaN NaN NaN NaN \n",
|
||||||
|
"2 NaN NaN NaN NaN \n",
|
||||||
|
"3 269.0 1.0 NaN NaN \n",
|
||||||
|
"4 NaN NaN NaN NaN \n",
|
||||||
|
"5 264.0 2.0 NaN NaN \n",
|
||||||
|
"6 264.0 2.0 NaN NaN \n",
|
||||||
|
"7 NaN NaN Grand Plaza Hotel 1200.0 \n",
|
||||||
|
"8 264.0 2.0 NaN NaN \n",
|
||||||
|
"35 NaN NaN NaN NaN \n",
|
||||||
|
"36 223.0 3.0 NaN NaN \n",
|
||||||
|
"37 NaN NaN Grand Plaza Hotel 1200.0 \n",
|
||||||
|
"38 267.0 5.0 NaN NaN \n",
|
||||||
|
"39 NaN NaN Seaside Resort 1200.0 "
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 12,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"df.groupby('sessionId').head()"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 13,
|
||||||
|
"id": "380eca5f-8304-4fb2-be32-e8bcfd312085",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [
|
||||||
|
{
|
||||||
|
"data": {
|
||||||
|
"text/plain": [
|
||||||
|
"['013fc334-4045-4d5a-8739-dd0a8766a63b',\n",
|
||||||
|
" '238dc588-a7ab-4c0e-bccd-6abca5076c66',\n",
|
||||||
|
" 'd176d7c9-4027-4702-9e31-2a71395cdda0',\n",
|
||||||
|
" 'f0317a5d-e424-44e9-b784-c8f7291ffe31']"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
"execution_count": 13,
|
||||||
|
"metadata": {},
|
||||||
|
"output_type": "execute_result"
|
||||||
|
}
|
||||||
|
],
|
||||||
|
"source": [
|
||||||
|
"sessions = list(set(df['sessionId'])); sessions # 238dc588-a7ab-4c0e-bccd-6abca5076c66"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 14,
|
||||||
|
"id": "f4ae6f81-dcb8-44be-aee7-30dbc3a6bae1",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"# map sessions to experiments"
|
||||||
|
]
|
||||||
|
},
|
||||||
|
{
|
||||||
|
"cell_type": "code",
|
||||||
|
"execution_count": 15,
|
||||||
|
"id": "050d90a4-20a9-47f5-b998-c31178a54cb3",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
||||||
|
"source": [
|
||||||
|
"def build_transition_prob_matrix(df: pd.DataFrame):\n",
|
||||||
|
" df = df.dropna(subset=['eventName'])\n",
|
||||||
|
" events = df['eventName'].tolist()\n",
|
||||||
|
" labels = pd.Index(events).unique().tolist()\n",
|
||||||
|
" idx = {e:i for i,e in enumerate(labels)}\n",
|
||||||
|
" M = np.zeros((len(labels), len(labels)), dtype=float)\n",
|
||||||
|
" for a, b in zip(events, events[1:]):\n",
|
||||||
|
" M[idx[a], idx[b]] += 1\n",
|
||||||
|
" row_sums = M.sum(axis=1, keepdims=True)\n",
|
||||||
|
" with np.errstate(divide='ignore', invalid='ignore'):\n",
|
||||||
|
" P = np.divide(M, row_sums, where=row_sums>0) # row-normalized\n",
|
||||||
|
" return P, labels"
|
||||||
|
]
|
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|
},
|
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|
{
|
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|
"cell_type": "code",
|
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|
"execution_count": 16,
|
||||||
|
"id": "e68f9004-82f5-4826-aece-e3dc6e15a18f",
|
||||||
|
"metadata": {},
|
||||||
|
"outputs": [],
|
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|
"source": [
|
||||||
|
"# https://medium.com/data-science/time-series-data-markov-transition-matrices-7060771e362b\n",
|
||||||
|
"from graphviz import Digraph\n",
|
||||||
|
"import numpy as np\n",
|
||||||
|
"import pandas as pd\n",
|
||||||
|
"\n",
|
||||||
|
"def _as_prob_df(matrix, labels=None):\n",
|
||||||
|
" \"\"\"Return a square DataFrame with index=columns=labels.\"\"\"\n",
|
||||||
|
" if isinstance(matrix, pd.DataFrame):\n",
|
||||||
|
" # Ensure square and aligned\n",
|
||||||
|
" assert (matrix.index == matrix.columns).all(), \"Index/columns must match.\"\n",
|
||||||
|
" return matrix\n",
|
||||||
|
" matrix = np.asarray(matrix, dtype=float)\n",
|
||||||
|
" assert matrix.shape[0] == matrix.shape[1], \"Matrix must be square.\"\n",
|
||||||
|
" if labels is None:\n",
|
||||||
|
" raise ValueError(\"labels are required when matrix is not a DataFrame\")\n",
|
||||||
|
" assert len(labels) == matrix.shape[0], \"labels length must match matrix size.\"\n",
|
||||||
|
" return pd.DataFrame(matrix, index=list(labels), columns=list(labels))\n",
|
||||||
|
"\n",
|
||||||
|
"def _df_to_edgelist(P: pd.DataFrame, threshold=0.0, round_digits=2):\n",
|
||||||
|
" \"\"\"Build weighted edges > threshold.\"\"\"\n",
|
||||||
|
" edges = []\n",
|
||||||
|
" for src in P.index:\n",
|
||||||
|
" for dst in P.columns:\n",
|
||||||
|
" w = float(P.loc[src, dst])\n",
|
||||||
|
" if w > threshold:\n",
|
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|
" edges.append((str(src), str(dst), f\"{w:.{round_digits}f}\"))\n",
|
||||||
|
" return edges\n",
|
||||||
|
"\n",
|
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|
"def render_graph(fname, matrix, ls_index=None, threshold=0.0, fmt=\"svg\", view=False):\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" fname: output file stem (no extension)\n",
|
||||||
|
" matrix: NumPy array or pandas DataFrame of transition PROBABILITIES\n",
|
||||||
|
" ls_index: ordered labels (required if matrix is not a DataFrame)\n",
|
||||||
|
" threshold: hide edges with weight <= threshold\n",
|
||||||
|
" fmt: 'svg'|'png'|'pdf' etc.\n",
|
||||||
|
" view: open after rendering\n",
|
||||||
|
" \"\"\"\n",
|
||||||
|
" P = _as_prob_df(matrix, labels=ls_index)\n",
|
||||||
|
" edges = _df_to_edgelist(P, threshold=threshold)\n",
|
||||||
|
"\n",
|
||||||
|
" g = Digraph(format=fmt)\n",
|
||||||
|
" g.attr(rankdir=\"LR\", size=\"30\")\n",
|
||||||
|
" g.attr(\"node\", shape=\"circle\")\n",
|
||||||
|
"\n",
|
||||||
|
" # ensure isolated nodes appear\n",
|
||||||
|
" for node in P.index:\n",
|
||||||
|
" g.node(str(node), width=\"1\", height=\"1\")\n",
|
||||||
|
"\n",
|
||||||
|
" for src, dst, label in edges:\n",
|
||||||
|
" g.edge(src, dst, label=label)\n",
|
||||||
|
"\n",
|
||||||
|
" g.render(fname, view=view, cleanup=True)\n",
|
||||||
|
" return g\n"
|
||||||
|
]
|
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|
},
|
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|
{
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|
"cell_type": "code",
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"execution_count": 17,
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"id": "e255a2c1-6454-4e5e-89f6-ef8ac51ab6cc",
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"metadata": {},
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"outputs": [
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|
"name": "stdout",
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" [0.00000000e+000 6.78571429e-001 2.85714286e-001 3.57142857e-002]\n",
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" print(session_id)\n",
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|
" g = render_graph(f\"session_{session_id}\", P, ls_index=labels, threshold=0.01, fmt=\"svg\", view=False)\n",
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||||||
|
" display(g)\n",
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||||||
|
" return P\n",
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||||||
|
"for session in sessions:\n",
|
||||||
|
" print(explore_session(session))"
|
||||||
|
]
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|
}
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1740
experiments/notebooks/states.ipynb
Normal file
1740
experiments/notebooks/states.ipynb
Normal file
File diff suppressed because it is too large
Load Diff
2320
experiments/notebooks/step_breakdown.ipynb
Normal file
2320
experiments/notebooks/step_breakdown.ipynb
Normal file
File diff suppressed because it is too large
Load Diff
@@ -9,6 +9,7 @@ import pandas as pd
|
|||||||
|
|
||||||
from lib.separability import estimate_alpha, load_artifacts, score_session
|
from lib.separability import estimate_alpha, load_artifacts, score_session
|
||||||
|
|
||||||
|
|
||||||
# use relative import when in package context, fallback for standalone
|
# use relative import when in package context, fallback for standalone
|
||||||
try:
|
try:
|
||||||
from sim.rl.behavior_loader.models import AgentBehaviorModel
|
from sim.rl.behavior_loader.models import AgentBehaviorModel
|
||||||
@@ -51,7 +52,6 @@ def _states_to_events(states: list[str]) -> list[SimpleNamespace]:
|
|||||||
)
|
)
|
||||||
return events
|
return events
|
||||||
|
|
||||||
|
|
||||||
def contaminate_dataset(df: pd.DataFrame, on: str = "event_type",
|
def contaminate_dataset(df: pd.DataFrame, on: str = "event_type",
|
||||||
contamination_rate: float = 0.1,
|
contamination_rate: float = 0.1,
|
||||||
agent_data_dir: Path = None) -> pd.DataFrame:
|
agent_data_dir: Path = None) -> pd.DataFrame:
|
||||||
@@ -78,6 +78,7 @@ def contaminate_dataset(df: pd.DataFrame, on: str = "event_type",
|
|||||||
# generate synthetic trajectories
|
# generate synthetic trajectories
|
||||||
new_rows = []
|
new_rows = []
|
||||||
alpha_estimates = []
|
alpha_estimates = []
|
||||||
|
|
||||||
for start_event in start_events:
|
for start_event in start_events:
|
||||||
# sample trajectory from agent model, using a state that contains the event type
|
# sample trajectory from agent model, using a state that contains the event type
|
||||||
mdp_states = model.mdp.get('states', []) if model.mdp else []
|
mdp_states = model.mdp.get('states', []) if model.mdp else []
|
||||||
|
|||||||
@@ -6,6 +6,7 @@ from procesing.steps import (
|
|||||||
)
|
)
|
||||||
|
|
||||||
def test_compute_demand(pipeline_context):
|
def test_compute_demand(pipeline_context):
|
||||||
|
random.seed(42) # deterministic test
|
||||||
step = ComputeDemandStep(context=pipeline_context)
|
step = ComputeDemandStep(context=pipeline_context)
|
||||||
|
|
||||||
# Test with normal interaction data
|
# Test with normal interaction data
|
||||||
@@ -26,6 +27,7 @@ def test_compute_demand(pipeline_context):
|
|||||||
|
|
||||||
|
|
||||||
def test_compute_demand_skewed(pipeline_context):
|
def test_compute_demand_skewed(pipeline_context):
|
||||||
|
random.seed(42) # deterministic test
|
||||||
step = ComputeDemandStep(context=pipeline_context)
|
step = ComputeDemandStep(context=pipeline_context)
|
||||||
|
|
||||||
# Test with normal interaction data
|
# Test with normal interaction data
|
||||||
|
|||||||
165
experiments/procesing/tests/test_session.py
Normal file
165
experiments/procesing/tests/test_session.py
Normal file
@@ -0,0 +1,165 @@
|
|||||||
|
import pytest
|
||||||
|
import pandas as pd
|
||||||
|
import numpy as np
|
||||||
|
from procesing.steps.session import (
|
||||||
|
TemporalFeatureStep,
|
||||||
|
BehavioralFeatureStep,
|
||||||
|
ProductFeatureStep,
|
||||||
|
UserAgentFeatureStep,
|
||||||
|
ExtractSessionFeaturesStep,
|
||||||
|
JoinLabelsStep,
|
||||||
|
ValidateDataStep,
|
||||||
|
)
|
||||||
|
|
||||||
|
|
||||||
|
# TemporalFeatureStep tests
|
||||||
|
def test_temporal_empty(pipeline_context):
|
||||||
|
result = TemporalFeatureStep(pipeline_context).transform(pd.DataFrame())
|
||||||
|
assert 'sessionId' in result.columns
|
||||||
|
assert result.empty
|
||||||
|
|
||||||
|
|
||||||
|
def test_temporal_basic(pipeline_context, session_interactions):
|
||||||
|
result = TemporalFeatureStep(pipeline_context).transform(session_interactions)
|
||||||
|
assert 'session_duration_sec' in result.columns
|
||||||
|
assert 'interaction_velocity' in result.columns
|
||||||
|
assert 'max_velocity_5min' in result.columns
|
||||||
|
assert result['total_interactions'].sum() == len(session_interactions)
|
||||||
|
|
||||||
|
|
||||||
|
def test_temporal_timeout(pipeline_context):
|
||||||
|
df = pd.DataFrame({
|
||||||
|
'sessionId': ['s1', 's1'],
|
||||||
|
'ts': ['2025-01-01T10:00:00Z', '2025-01-01T11:00:00Z'], # 1 hour gap
|
||||||
|
})
|
||||||
|
result = TemporalFeatureStep(pipeline_context, timeout_sec=900).transform(df)
|
||||||
|
assert result.iloc[0]['session_duration_sec'] == 0 # gap exceeds timeout
|
||||||
|
|
||||||
|
|
||||||
|
# BehavioralFeatureStep tests
|
||||||
|
def test_behavioral_empty(pipeline_context):
|
||||||
|
result = BehavioralFeatureStep(pipeline_context).transform(pd.DataFrame())
|
||||||
|
assert 'sessionId' in result.columns
|
||||||
|
|
||||||
|
|
||||||
|
def test_behavioral_counts(pipeline_context, session_interactions):
|
||||||
|
result = BehavioralFeatureStep(pipeline_context).transform(session_interactions)
|
||||||
|
assert 'page_views' in result.columns
|
||||||
|
assert 'item_views' in result.columns
|
||||||
|
assert 'hover_events' in result.columns
|
||||||
|
assert result['total_events'].sum() == len(session_interactions)
|
||||||
|
|
||||||
|
|
||||||
|
def test_behavioral_hover_prefix(pipeline_context):
|
||||||
|
df = pd.DataFrame({
|
||||||
|
'sessionId': ['s1', 's1'],
|
||||||
|
'eventName': ['hover_over_custom', 'hover_over_button'],
|
||||||
|
'page': ['/products', '/products'],
|
||||||
|
})
|
||||||
|
result = BehavioralFeatureStep(pipeline_context).transform(df)
|
||||||
|
assert result.iloc[0]['hover_events'] == 2
|
||||||
|
|
||||||
|
|
||||||
|
# ProductFeatureStep tests
|
||||||
|
def test_product_empty(pipeline_context):
|
||||||
|
result = ProductFeatureStep(pipeline_context).transform(pd.DataFrame())
|
||||||
|
assert 'sessionId' in result.columns
|
||||||
|
|
||||||
|
|
||||||
|
def test_product_features(pipeline_context, session_interactions):
|
||||||
|
result = ProductFeatureStep(pipeline_context).transform(session_interactions)
|
||||||
|
assert 'unique_products_viewed' in result.columns
|
||||||
|
assert 'price_range' in result.columns
|
||||||
|
assert result['unique_products_viewed'].sum() > 0
|
||||||
|
|
||||||
|
|
||||||
|
# UserAgentFeatureStep tests
|
||||||
|
def test_ua_empty(pipeline_context):
|
||||||
|
result = UserAgentFeatureStep(pipeline_context).transform(pd.DataFrame())
|
||||||
|
assert 'sessionId' in result.columns
|
||||||
|
|
||||||
|
|
||||||
|
def test_ua_headless_detection(pipeline_context):
|
||||||
|
df = pd.DataFrame({
|
||||||
|
'sessionId': ['s1', 's2'],
|
||||||
|
'userAgent': ['Mozilla/5.0 Chrome/120', 'HeadlessChrome/120'],
|
||||||
|
})
|
||||||
|
result = UserAgentFeatureStep(pipeline_context).transform(df)
|
||||||
|
assert 'is_headless' in result.columns
|
||||||
|
headless = dict(zip(result['sessionId'], result['is_headless']))
|
||||||
|
assert headless['s1'] == False
|
||||||
|
assert headless['s2'] == True
|
||||||
|
|
||||||
|
|
||||||
|
def test_ua_browser_family(pipeline_context):
|
||||||
|
df = pd.DataFrame({
|
||||||
|
'sessionId': ['s1', 's2', 's3'],
|
||||||
|
'userAgent': ['Mozilla/5.0 Firefox/120', 'Safari/605.1.15', 'Unknown'],
|
||||||
|
})
|
||||||
|
result = UserAgentFeatureStep(pipeline_context).transform(df)
|
||||||
|
browsers = dict(zip(result['sessionId'], result['browser_family']))
|
||||||
|
assert browsers['s1'] == 'Firefox'
|
||||||
|
assert browsers['s2'] == 'Safari'
|
||||||
|
assert browsers['s3'] == 'Other'
|
||||||
|
|
||||||
|
|
||||||
|
def test_ua_automation_detection(pipeline_context):
|
||||||
|
df = pd.DataFrame({
|
||||||
|
'sessionId': ['s1', 's2'],
|
||||||
|
'userAgent': ['Selenium WebDriver', 'Normal Chrome/120'],
|
||||||
|
})
|
||||||
|
result = UserAgentFeatureStep(pipeline_context).transform(df)
|
||||||
|
auto = dict(zip(result['sessionId'], result['is_automation']))
|
||||||
|
assert auto['s1'] == True
|
||||||
|
assert auto['s2'] == False
|
||||||
|
|
||||||
|
|
||||||
|
# ExtractSessionFeaturesStep tests
|
||||||
|
def test_extract_empty(pipeline_context):
|
||||||
|
result = ExtractSessionFeaturesStep(pipeline_context).transform(pd.DataFrame())
|
||||||
|
assert result.empty
|
||||||
|
|
||||||
|
|
||||||
|
def test_extract_merges_all(pipeline_context, session_interactions):
|
||||||
|
result = ExtractSessionFeaturesStep(pipeline_context).transform(session_interactions)
|
||||||
|
expected = ['session_duration_sec', 'total_events', 'unique_products_viewed', 'is_headless']
|
||||||
|
for col in expected:
|
||||||
|
assert col in result.columns
|
||||||
|
assert 'experimentId' in result.columns
|
||||||
|
|
||||||
|
|
||||||
|
# JoinLabelsStep tests
|
||||||
|
def test_join_labels_tuple_input(pipeline_context):
|
||||||
|
features = pd.DataFrame({'sessionId': ['s1'], 'experimentId': ['exp1'], 'total_events': [5]})
|
||||||
|
experiments = pd.DataFrame({'id': ['exp1'], 'xp_human_only': [True]})
|
||||||
|
result = JoinLabelsStep(pipeline_context).transform((features, experiments))
|
||||||
|
assert 'is_agent' in result.columns
|
||||||
|
assert result.iloc[0]['is_agent'] == False
|
||||||
|
|
||||||
|
|
||||||
|
def test_join_labels_empty_experiments(pipeline_context):
|
||||||
|
features = pd.DataFrame({'sessionId': ['s1'], 'experimentId': ['exp1']})
|
||||||
|
result = JoinLabelsStep(pipeline_context).transform((features, pd.DataFrame()))
|
||||||
|
assert pd.isna(result.iloc[0]['is_agent'])
|
||||||
|
|
||||||
|
|
||||||
|
# ValidateDataStep tests
|
||||||
|
def test_validate_empty(pipeline_context):
|
||||||
|
ValidateDataStep(pipeline_context).transform(pd.DataFrame())
|
||||||
|
report = pipeline_context.get_cached('validation_report')
|
||||||
|
assert report['status'] == 'empty'
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_missing_cols(pipeline_context):
|
||||||
|
df = pd.DataFrame({'sessionId': ['s1'], 'ts': ['2025-01-01']})
|
||||||
|
ValidateDataStep(pipeline_context).transform(df)
|
||||||
|
report = pipeline_context.get_cached('validation_report')
|
||||||
|
assert report['status'] == 'invalid'
|
||||||
|
assert 'eventName' in report['missing_cols']
|
||||||
|
|
||||||
|
|
||||||
|
def test_validate_valid(pipeline_context, session_interactions):
|
||||||
|
ValidateDataStep(pipeline_context).transform(session_interactions)
|
||||||
|
report = pipeline_context.get_cached('validation_report')
|
||||||
|
assert report['status'] == 'valid'
|
||||||
|
assert report['sessions'] > 0
|
||||||
@@ -1,75 +0,0 @@
|
|||||||
# MOS (Money Operating System)
|
|
||||||
|
|
||||||
Research-grade quote-control simulator for studying dynamic pricing and market making policies.
|
|
||||||
The system models pricing as a closed loop of **Quote → Arrival → Execution → Position**, enabling
|
|
||||||
controlled experimentation with demand models, inventory constraints, and reward shaping.
|
|
||||||
|
|
||||||
## Core Loop
|
|
||||||
|
|
||||||
1. **Quote** – the policy posts prices (one-sided or two-sided depending on the mechanism).
|
|
||||||
2. **Arrival** – a population model generates purchase opportunities or market orders.
|
|
||||||
3. **Execution** – an execution model decides whether an arrival converts at the quoted price.
|
|
||||||
4. **Position** – inventory/position limits censor fills and generate holding/shortage costs.
|
|
||||||
5. **Observation & Reward** – censored fills and aggregate metrics are exposed to the agent, while
|
|
||||||
objectives turn metrics into a scalar reward.
|
|
||||||
|
|
||||||
Each stage is pluggable via light-weight protocols so you can swap in alternative mechanisms,
|
|
||||||
demand models, or objectives without rewriting the rest of the simulator.
|
|
||||||
|
|
||||||
## Package Layout
|
|
||||||
|
|
||||||
| Module | Purpose |
|
|
||||||
|-------------------|---------|
|
|
||||||
| `lab.outlet` | Core simulation engine, domain types, pricing mechanisms, objectives. |
|
|
||||||
| `lab.population` | Demand arrival models, execution probability models, competitor/market dynamics. |
|
|
||||||
| `lab.experiments` | Rollout utilities, baseline policies, and off-policy evaluation helpers. |
|
|
||||||
| `lab.config` | Convenience factories for preconfigured retail and market-making environments. |
|
|
||||||
|
|
||||||
## Preconfigured Scenarios
|
|
||||||
|
|
||||||
### Retail Dynamic Pricing
|
|
||||||
- Mechanism: posted prices with margin and delta constraints.
|
|
||||||
- Arrivals: browsing sessions with contamination support (scrapers).
|
|
||||||
- Execution: elasticity model with competitor cross-effects.
|
|
||||||
- Position: inventory tracking with holding and shortage costs.
|
|
||||||
- Market: reactive competitor that can trigger price wars.
|
|
||||||
- Objective: PnL minus volatility, holding cost, and lost opportunity penalties.
|
|
||||||
|
|
||||||
```python
|
|
||||||
from lab.config import make_retail_platform
|
|
||||||
from lab.experiments import rollout, fixed_price_policy
|
|
||||||
|
|
||||||
platform = make_retail_platform()
|
|
||||||
policy = fixed_price_policy(platform.instruments.refs)
|
|
||||||
result = rollout(platform, policy, n_steps=100)
|
|
||||||
print(result.total_pnl)
|
|
||||||
```
|
|
||||||
|
|
||||||
### Market Making
|
|
||||||
- Mechanism: two-sided quoting with bid/ask spreads.
|
|
||||||
- Arrivals: Hawkes order flow for clustered demand.
|
|
||||||
- Execution: Avellaneda–Stoikov style intensity model.
|
|
||||||
- Position: inventory risk limits and quadratic penalty objective.
|
|
||||||
- Market: geometric Brownian motion mid-price process.
|
|
||||||
- Objective: PnL plus spread capture minus inventory risk.
|
|
||||||
|
|
||||||
```python
|
|
||||||
from lab.config import make_market_making_platform
|
|
||||||
from lab.experiments import rollout
|
|
||||||
|
|
||||||
platform = make_market_making_platform()
|
|
||||||
mm_policy = lambda obs, t: (platform.instruments.refs, 1.0)
|
|
||||||
result = rollout(platform, mm_policy, n_steps=200, seed=42)
|
|
||||||
print(result.total_pnl)
|
|
||||||
```
|
|
||||||
|
|
||||||
## Extending the Simulator
|
|
||||||
|
|
||||||
- Implement `lab.outlet.protocols.Mechanism` or `ArrivalModel` to introduce new pricing
|
|
||||||
domains or demand processes.
|
|
||||||
- Compose objectives with `lab.outlet.objectives.factory.make_composite` to study alternate
|
|
||||||
reward formulations.
|
|
||||||
- Use `lab.experiments.compare_policies` to benchmark candidate policies across multiple
|
|
||||||
random seeds.
|
|
||||||
|
|
||||||
Comprehensive API documentation lives in `lab/docs` (build with `make html`).
|
|
||||||
@@ -1,27 +0,0 @@
|
|||||||
"""
|
|
||||||
Quote-Control Simulator: Research-grade platform for dynamic pricing and market making
|
|
||||||
|
|
||||||
The platform abstracts pricing as: Quote -> Arrival -> Execution -> Position
|
|
||||||
Supports multiple mechanisms:
|
|
||||||
- PostedPrice: retail dynamic pricing
|
|
||||||
- TwoSided: market making with bid-ask spreads
|
|
||||||
- Auction: reserve/shading for auction settings
|
|
||||||
|
|
||||||
Example usage:
|
|
||||||
from lab.config import make_retail_platform
|
|
||||||
from lab.experiments import rollout, fixed_price_policy
|
|
||||||
|
|
||||||
platform = make_retail_platform()
|
|
||||||
policy = fixed_price_policy(platform.instruments.refs)
|
|
||||||
result = rollout(platform, policy, n_steps=100)
|
|
||||||
print(f"Total PnL: {result.total_pnl:.2f}")
|
|
||||||
"""
|
|
||||||
|
|
||||||
from .config import make_retail_platform, make_market_making_platform, RetailConfig, MarketMakingConfig
|
|
||||||
from .outlet import Platform, PlatformConfig, Quote, Observation, StepResult
|
|
||||||
|
|
||||||
__all__ = [
|
|
||||||
'make_retail_platform', 'make_market_making_platform',
|
|
||||||
'RetailConfig', 'MarketMakingConfig',
|
|
||||||
'Platform', 'PlatformConfig', 'Quote', 'Observation', 'StepResult',
|
|
||||||
]
|
|
||||||
@@ -1,6 +0,0 @@
|
|||||||
"""
|
|
||||||
Case studies implementing specific research scenarios.
|
|
||||||
|
|
||||||
Available cases:
|
|
||||||
- thesis: PHANTOM thesis implementation with contaminated demand and DR-RL
|
|
||||||
"""
|
|
||||||
@@ -1,25 +0,0 @@
|
|||||||
"""
|
|
||||||
Thesis-specific implementation of the PHANTOM pricing defense framework.
|
|
||||||
|
|
||||||
This module implements the mathematical models from the thesis:
|
|
||||||
- ContaminatedArrivalModel: Mixture demand Q(p) = (1-α)d_H + αd_A (Eq 3)
|
|
||||||
- HybridExecutionModel: Divergent H/A behavior with separability (Section 2.1)
|
|
||||||
- RobustStackelbergObjective: Maximin objective with COI penalty (Eq 23)
|
|
||||||
- COIMetrics: Cost of Information tracking (Definition 1)
|
|
||||||
|
|
||||||
The platform configuration creates a research environment that directly
|
|
||||||
maps to the thesis mathematical framework for DR-RL experiments.
|
|
||||||
"""
|
|
||||||
from .arrivals import ContaminatedArrivalModel, ContaminatedArrivalConfig
|
|
||||||
from .execution import HybridExecutionModel, HybridExecutionConfig
|
|
||||||
from .objectives import RobustStackelbergObjective, COIObjective
|
|
||||||
from .platform import make_thesis_platform, ThesisConfig
|
|
||||||
from .metrics import COIMetrics, compute_coi, compute_separability
|
|
||||||
|
|
||||||
__all__ = [
|
|
||||||
'ContaminatedArrivalModel', 'ContaminatedArrivalConfig',
|
|
||||||
'HybridExecutionModel', 'HybridExecutionConfig',
|
|
||||||
'RobustStackelbergObjective', 'COIObjective',
|
|
||||||
'make_thesis_platform', 'ThesisConfig',
|
|
||||||
'COIMetrics', 'compute_coi', 'compute_separability',
|
|
||||||
]
|
|
||||||
@@ -1,327 +0,0 @@
|
|||||||
"""Contaminated arrivals using learned MDP kernels from behavior_loader.
|
|
||||||
|
|
||||||
Implements thesis demand model (Section 3.1):
|
|
||||||
- Aggregate demand Q(p) = (1-α)E[d(p;θ_H)] + αE[d(p;θ_A)] + ε_t (Eq 3)
|
|
||||||
- Demand proxy q̂_{t,i} = Σ_s Σ_k ω(a_{s,k}) · 1[i_{s,k} = i] (Eq 2)
|
|
||||||
- Per-session separability via KL divergence Δ_H, Δ_A (Eq 20-21)
|
|
||||||
|
|
||||||
The arrival model samples sessions from a mixture of human/agent behavioral profiles,
|
|
||||||
each session produces a trajectory τ_s and associated demand computation q(τ').
|
|
||||||
"""
|
|
||||||
from __future__ import annotations
|
|
||||||
from dataclasses import dataclass, field
|
|
||||||
from types import SimpleNamespace
|
|
||||||
from typing import Dict, List, Tuple, Optional
|
|
||||||
import numpy as np
|
|
||||||
from ...outlet.types import Opportunity, InstrumentSet, MarketState, HiddenState
|
|
||||||
from ...outlet.constants import Side, OpportunityType
|
|
||||||
from ...outlet.math_util import poisson_arrivals
|
|
||||||
|
|
||||||
try:
|
|
||||||
import sys
|
|
||||||
from pathlib import Path
|
|
||||||
sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
|
|
||||||
from sim.rl.behavior_loader.models import (
|
|
||||||
BehaviorModel, AgentBehaviorModel, aggregate_event_transitions, kl_divergence
|
|
||||||
)
|
|
||||||
REAL_MDP = True
|
|
||||||
except ImportError:
|
|
||||||
REAL_MDP = False
|
|
||||||
kl_divergence = None
|
|
||||||
|
|
||||||
EVENT_PAGE = {"session_start": "/", "view_item_page": "/products", "learn_more_about_item": "/products/details",
|
|
||||||
"add_item_to_cart": "/cart", "purchase_complete": "/checkout", "session_end": "/checkout/success"}
|
|
||||||
EVENT_CANON = {"page_view": "session_start", "hover_over_paragraph": "view_item_page", "hover_over_title": "view_item_page",
|
|
||||||
"view_item_page": "view_item_page", "learn_more_about_item": "learn_more_about_item",
|
|
||||||
"add_item_to_cart": "add_item_to_cart", "checkout_start": "purchase_complete", "remove_item": "view_item_page"}
|
|
||||||
|
|
||||||
# action space partition A = A_nav ∪ A_cart ∪ A_filter ∪ A_dwell with signal weights ω (Table 1)
|
|
||||||
ACTION_WEIGHTS: Dict[str, float] = {
|
|
||||||
"add_item_to_cart": 0.8, "remove_item": 0.6, "checkout_start": 0.9, "purchase_complete": 1.0, # A_cart
|
|
||||||
"hover_over_title": 0.3, "hover_over_paragraph": 0.35, "hover_over_link": 0.25, # A_dwell
|
|
||||||
"page_view": 0.1, "session_start": 0.05, "view_item_page": 0.15, "learn_more_about_item": 0.2, # A_nav
|
|
||||||
"search": 0.05, "filter_date": 0.05, "filter_price": 0.08, "sort": 0.03, "session_end": 0.0, # A_filter
|
|
||||||
}
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class SessionDemand:
|
|
||||||
"""Per-session demand computation per thesis formulation (Section 3.1).
|
|
||||||
|
|
||||||
Each session s ∈ S produces trajectory τ_s and demand proxy q̂. The platform uses
|
|
||||||
divergence signals Δ_H, Δ_A to estimate per-session contamination α̂(τ').
|
|
||||||
"""
|
|
||||||
session_id: str
|
|
||||||
q: Dict[int, float] # q̂_i demand proxy per product (Eq 2)
|
|
||||||
trajectory: List[Dict] # τ_s = (e_{s,1}, ..., e_{s,L_s})
|
|
||||||
delta_h: float = 0.0 # D_KL(T̂' || T̄_H) (Eq 20)
|
|
||||||
delta_a: float = 0.0 # D_KL(T̂' || T̄_A) (Eq 21)
|
|
||||||
alpha_hat: float = 0.0 # per-session contamination estimate
|
|
||||||
actor_class: str = "H" # ground truth Y_s ∈ {H, A}
|
|
||||||
theta: Dict[str, float] = field(default_factory=dict)
|
|
||||||
|
|
||||||
|
|
||||||
def compute_demand_proxy(events: List[Dict], n_products: int) -> Dict[int, float]:
|
|
||||||
"""Compute q̂_{t,i} = Σ_k ω(a_{s,k}) · 1[i_{s,k} = i] per Eq 2."""
|
|
||||||
q = {i: 0.0 for i in range(n_products)}
|
|
||||||
for e in events:
|
|
||||||
action, pidx = e.get("eventName", ""), e.get("product_idx")
|
|
||||||
if pidx is not None and 0 <= pidx < n_products:
|
|
||||||
q[pidx] += ACTION_WEIGHTS.get(action, 0.1)
|
|
||||||
return q
|
|
||||||
|
|
||||||
|
|
||||||
def compute_session_divergence(events: List[Dict], ref_h: Dict, ref_a: Dict) -> Tuple[float, float]:
|
|
||||||
"""Compute Δ_H, Δ_A divergence signals from trajectory (Eq 20-21)."""
|
|
||||||
if not events or kl_divergence is None:
|
|
||||||
return 0.0, 0.0
|
|
||||||
# build empirical transition kernel from trajectory
|
|
||||||
trans: Dict[str, Dict[str, int]] = {}
|
|
||||||
prev = "session_start"
|
|
||||||
for e in events:
|
|
||||||
curr = e.get("eventName", "session_end")
|
|
||||||
trans.setdefault(prev, {})
|
|
||||||
trans[prev][curr] = trans[prev].get(curr, 0) + 1
|
|
||||||
prev = curr
|
|
||||||
# normalize to probabilities
|
|
||||||
kernel = {}
|
|
||||||
for s, dests in trans.items():
|
|
||||||
total = sum(dests.values())
|
|
||||||
kernel[s] = {d: c / total for d, c in dests.items()} if total > 0 else {}
|
|
||||||
# aggregate to event-level and compute KL divergence against reference kernels
|
|
||||||
delta_h = sum(kl_divergence(kernel.get(s, {}), ref_h.get(s, {})) for s in kernel) / max(len(kernel), 1)
|
|
||||||
delta_a = sum(kl_divergence(kernel.get(s, {}), ref_a.get(s, {})) for s in kernel) / max(len(kernel), 1)
|
|
||||||
return delta_h, delta_a
|
|
||||||
|
|
||||||
def _canonicalize(raw: Dict) -> Dict:
|
|
||||||
out = {}
|
|
||||||
for src, dsts in raw.items():
|
|
||||||
sc = EVENT_CANON.get(src, src)
|
|
||||||
out.setdefault(sc, {})
|
|
||||||
for dst, p in dsts.items():
|
|
||||||
dc = EVENT_CANON.get(dst, dst)
|
|
||||||
out[sc][dc] = out[sc].get(dc, 0.0) + p
|
|
||||||
return {s: {k: v/sum(d.values()) for k, v in d.items()} for s, d in out.items() if sum(d.values()) > 0}
|
|
||||||
|
|
||||||
|
|
||||||
class BehavioralProfile:
|
|
||||||
"""Markov profile from learned MDP kernels (Section 3.5.2).
|
|
||||||
|
|
||||||
Transition kernel T̂_Y estimated via MLE: P̂(s'|s) = N(s,s') / Σ_k N(s,k) (Eq 19)
|
|
||||||
"""
|
|
||||||
STATES = ["session_start", "view_item_page", "learn_more_about_item", "add_item_to_cart", "purchase_complete", "session_end"]
|
|
||||||
# fallback kernels T̄_H, T̄_A when real data unavailable
|
|
||||||
FALLBACK_H = {"session_start": {"view_item_page": 0.85, "session_end": 0.15},
|
|
||||||
"view_item_page": {"learn_more_about_item": 0.4, "add_item_to_cart": 0.3, "view_item_page": 0.2, "session_end": 0.1},
|
|
||||||
"learn_more_about_item": {"add_item_to_cart": 0.5, "view_item_page": 0.3, "session_end": 0.2},
|
|
||||||
"add_item_to_cart": {"purchase_complete": 0.6, "view_item_page": 0.25, "session_end": 0.15},
|
|
||||||
"purchase_complete": {"session_end": 1.0}}
|
|
||||||
FALLBACK_A = {"session_start": {"view_item_page": 0.95, "session_end": 0.05},
|
|
||||||
"view_item_page": {"learn_more_about_item": 0.6, "view_item_page": 0.25, "add_item_to_cart": 0.1, "session_end": 0.05},
|
|
||||||
"learn_more_about_item": {"view_item_page": 0.5, "add_item_to_cart": 0.15, "learn_more_about_item": 0.3, "session_end": 0.05},
|
|
||||||
"add_item_to_cart": {"view_item_page": 0.4, "purchase_complete": 0.2, "session_end": 0.4},
|
|
||||||
"purchase_complete": {"session_end": 1.0}}
|
|
||||||
|
|
||||||
def __init__(self, actor: str, pprobs: np.ndarray, data_dir: str = ""):
|
|
||||||
self.actor, self.pprobs = actor, np.clip(pprobs, 0.0, 0.95)
|
|
||||||
self.trans = self._load(data_dir) # T̂_Y transition kernel
|
|
||||||
self._ensure_terminal()
|
|
||||||
self.dwell = {s: (1.2, 0.5) if actor == "agents" else (2.0, 1.2) for s in self.STATES}
|
|
||||||
|
|
||||||
def _load(self, data_dir: str) -> Dict:
|
|
||||||
if not REAL_MDP or not data_dir:
|
|
||||||
print("using fallback")
|
|
||||||
return dict(self.FALLBACK_A if self.actor == "agents" else self.FALLBACK_H)
|
|
||||||
try:
|
|
||||||
mdp = (AgentBehaviorModel if self.actor == "agents" else BehaviorModel)(data_dir).build_MDP()
|
|
||||||
raw = aggregate_event_transitions(mdp) if mdp.get("transitions") else {}
|
|
||||||
return _canonicalize(raw) if raw else dict(self.FALLBACK_A if self.actor == "agents" else self.FALLBACK_H)
|
|
||||||
except Exception:
|
|
||||||
print("using fallback")
|
|
||||||
return dict(self.FALLBACK_A if self.actor == "agents" else self.FALLBACK_H)
|
|
||||||
|
|
||||||
def _ensure_terminal(self):
|
|
||||||
self.trans.setdefault("purchase_complete", {})["session_end"] = self.trans.get("purchase_complete", {}).get("session_end", 1.0)
|
|
||||||
self.trans.setdefault("session_start", {"view_item_page": 0.7, "learn_more_about_item": 0.2, "session_end": 0.1})
|
|
||||||
|
|
||||||
def _tprobs(self, state: str, pidx: int) -> Dict[str, float]:
|
|
||||||
probs = dict(self.trans.get(state, {"session_end": 1.0}))
|
|
||||||
if state == "add_item_to_cart":
|
|
||||||
base = probs.get("purchase_complete", 0.0)
|
|
||||||
df = float(self.pprobs[pidx]) * (0.3 if self.actor == "agents" else 1.0)
|
|
||||||
adj = np.clip(base * 0.5 + df * 0.5, 0.0, 0.95)
|
|
||||||
rem = max(1e-6, 1.0 - adj)
|
|
||||||
other = sum(v for k, v in probs.items() if k != "purchase_complete")
|
|
||||||
probs = {k: (adj if k == "purchase_complete" else v * rem / max(other, 1e-6)) for k, v in probs.items()}
|
|
||||||
total = sum(probs.values())
|
|
||||||
return {k: v/total for k, v in probs.items()} if total > 0 else {"session_end": 1.0}
|
|
||||||
|
|
||||||
def sample(self, rng: np.random.Generator, sid: str, prices: np.ndarray, costs: np.ndarray) -> Tuple[List[Dict], List[SimpleNamespace]]:
|
|
||||||
events, fevts = [], []
|
|
||||||
state, t, pidx = "session_start", 0.0, int(rng.integers(0, len(prices)))
|
|
||||||
cost, cprice = float(costs[pidx]), max(float(prices[pidx]), float(costs[pidx]) * 1.05)
|
|
||||||
|
|
||||||
while state != "session_end" and len(events) < 40:
|
|
||||||
if state != "session_start":
|
|
||||||
row = {"session_id": sid, "actor": "agent" if self.actor == "agents" else "human",
|
|
||||||
"eventName": state, "product_idx": pidx, "productId": f"product-{pidx:04d}",
|
|
||||||
"price_offered": cprice, "price_paid": 0.0, "page": EVENT_PAGE.get(state, "/"),
|
|
||||||
"ts": t, "unit_cost": cost, "base_price": float(prices[pidx])}
|
|
||||||
if state == "purchase_complete":
|
|
||||||
row["price_paid"] = max(cprice * (1.0 + rng.normal(0.0, 0.015)), cost)
|
|
||||||
events.append(row)
|
|
||||||
fevts.append(SimpleNamespace(eventName=state, page=row["page"], productId=row["productId"], ts=t))
|
|
||||||
|
|
||||||
probs = self._tprobs(state, pidx)
|
|
||||||
state = rng.choice(list(probs.keys()), p=list(probs.values()))
|
|
||||||
sh, sc = self.dwell.get(state, (2.0, 1.0))
|
|
||||||
t += max(0.3, rng.gamma(shape=sh, scale=sc))
|
|
||||||
return events, fevts
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class ContaminatedArrivalConfig:
|
|
||||||
base_rate: float = 20.0
|
|
||||||
alpha_contamination: float = 0.2
|
|
||||||
alpha_drift: float = 0.0
|
|
||||||
alpha_bounds: tuple[float, float] = (0.0, 0.5)
|
|
||||||
human_views_range: tuple[int, int] = (1, 4)
|
|
||||||
agent_views_range: tuple[int, int] = (3, 10)
|
|
||||||
agent_systematic: bool = True
|
|
||||||
use_real_behavior: bool = True
|
|
||||||
human_data_dir: str = ""
|
|
||||||
agent_data_dir: str = ""
|
|
||||||
|
|
||||||
|
|
||||||
class ContaminatedArrivalModel:
|
|
||||||
"""Mixture model Q(p) = (1-α)E[d(p;θ_H)] + αE[d(p;θ_A)] + ε_t (Eq 3).
|
|
||||||
|
|
||||||
Samples sessions from human/agent behavioral profiles, computes per-session
|
|
||||||
demand proxy q̂ and divergence signals Δ_H, Δ_A for separability.
|
|
||||||
"""
|
|
||||||
|
|
||||||
def __init__(self, cfg: ContaminatedArrivalConfig | None = None):
|
|
||||||
self.cfg = cfg or ContaminatedArrivalConfig()
|
|
||||||
self._alpha = self.cfg.alpha_contamination
|
|
||||||
self._scount = 0
|
|
||||||
self._profiles: Dict[str, BehavioralProfile] = {}
|
|
||||||
self._ref_kernels: Dict[str, Dict] = {} # T̄_H, T̄_A reference kernels
|
|
||||||
self._session_demands: List[SessionDemand] = [] # collected session demands
|
|
||||||
|
|
||||||
@property
|
|
||||||
def alpha(self) -> float:
|
|
||||||
return self._alpha
|
|
||||||
|
|
||||||
def _profile(self, actor: str, pprobs: np.ndarray) -> BehavioralProfile:
|
|
||||||
key = actor
|
|
||||||
if key not in self._profiles:
|
|
||||||
ddir = self.cfg.agent_data_dir if actor == "agents" else self.cfg.human_data_dir
|
|
||||||
if not ddir and self.cfg.use_real_behavior:
|
|
||||||
base = Path(__file__).parent.parent.parent.parent / "experiments"
|
|
||||||
ddir = str(base / ("agents/collected_data" if actor == "agents" else "collected_data"))
|
|
||||||
profile = BehavioralProfile(actor, pprobs, ddir if self.cfg.use_real_behavior else "")
|
|
||||||
self._profiles[key] = profile
|
|
||||||
self._ref_kernels[key] = profile.trans # cache T̄_Y for divergence
|
|
||||||
return self._profiles[key]
|
|
||||||
|
|
||||||
def get_ref_kernels(self) -> Tuple[Dict, Dict]:
|
|
||||||
"""Return reference transition kernels T̄_H, T̄_A for divergence computation."""
|
|
||||||
return (self._ref_kernels.get("humans", BehavioralProfile.FALLBACK_H),
|
|
||||||
self._ref_kernels.get("agents", BehavioralProfile.FALLBACK_A))
|
|
||||||
|
|
||||||
def get_session_demands(self) -> List[SessionDemand]:
|
|
||||||
"""Return collected session demands for downstream analysis."""
|
|
||||||
return self._session_demands
|
|
||||||
|
|
||||||
def sample(self, t: float, dt: float, instruments: InstrumentSet,
|
|
||||||
market: MarketState | None, hidden: HiddenState, rng: np.random.Generator) -> list[Opportunity]:
|
|
||||||
"""Sample arrivals as per Eq 3: mixture of human/agent demand distributions.
|
|
||||||
|
|
||||||
For each session s, computes:
|
|
||||||
- Trajectory τ_s from behavioral profile sampling
|
|
||||||
- Demand proxy q̂ via weighted action aggregation (Eq 2)
|
|
||||||
- Divergence signals Δ_H, Δ_A for separability (Eq 20-21)
|
|
||||||
- Per-session contamination estimate α̂(τ')
|
|
||||||
"""
|
|
||||||
cfg = self.cfg
|
|
||||||
if cfg.alpha_drift != 0:
|
|
||||||
self._alpha = np.clip(self._alpha + cfg.alpha_drift * rng.normal(), *cfg.alpha_bounds)
|
|
||||||
hidden.contamination = self._alpha
|
|
||||||
|
|
||||||
n_sess = poisson_arrivals(cfg.base_rate * hidden.true_demand_intensity, dt, rng)
|
|
||||||
prices, costs = instruments.refs, instruments.costs
|
|
||||||
margin = np.clip((prices - costs) / np.maximum(costs, 1e-3), -0.9, 2.0)
|
|
||||||
hprob, aprob = 0.08 * np.exp(-1.2 * margin), 0.05 * np.exp(-0.6 * margin)
|
|
||||||
ref_h, ref_a = self.get_ref_kernels()
|
|
||||||
|
|
||||||
opps = []
|
|
||||||
for _ in range(n_sess):
|
|
||||||
self._scount += 1
|
|
||||||
sid = f"s{self._scount:06d}"
|
|
||||||
is_agent = rng.random() < self._alpha
|
|
||||||
actor, probs = ("agents", aprob) if is_agent else ("humans", hprob)
|
|
||||||
profile = self._profile(actor, probs)
|
|
||||||
events, fevts = profile.sample(rng, sid, prices, costs)
|
|
||||||
|
|
||||||
# compute demand proxy q̂ per Eq 2
|
|
||||||
q = compute_demand_proxy(events, instruments.n)
|
|
||||||
|
|
||||||
# compute divergence signals Δ_H, Δ_A per Eq 20-21
|
|
||||||
delta_h, delta_a = compute_session_divergence(events, ref_h, ref_a)
|
|
||||||
# per-session contamination estimate α̂(τ') = σ(β(Δ_H - Δ_A))
|
|
||||||
alpha_hat = 1.0 / (1.0 + np.exp(-2.0 * (delta_h - delta_a))) if (delta_h + delta_a) > 0 else 0.5
|
|
||||||
|
|
||||||
theta = ({'price_sensitivity': rng.uniform(0.05, 0.2), 'base_conversion': 0.01, 'info_value': 1.0} if is_agent
|
|
||||||
else {'price_sensitivity': rng.uniform(1.5, 4.0), 'base_conversion': rng.uniform(0.2, 0.5), 'info_value': 0.0})
|
|
||||||
|
|
||||||
# store session demand for downstream analysis
|
|
||||||
self._session_demands.append(SessionDemand(
|
|
||||||
session_id=sid, q=q, trajectory=events, delta_h=delta_h, delta_a=delta_a,
|
|
||||||
alpha_hat=alpha_hat, actor_class="A" if is_agent else "H", theta=theta))
|
|
||||||
|
|
||||||
viewed = list({e["product_idx"] for e in events if "product_idx" in e})
|
|
||||||
if not viewed:
|
|
||||||
vr = cfg.agent_views_range if is_agent else cfg.human_views_range
|
|
||||||
viewed = list(rng.choice(instruments.n, size=min(rng.integers(*vr), instruments.n), replace=False))
|
|
||||||
|
|
||||||
for vi, iid in enumerate(viewed):
|
|
||||||
opps.append(Opportunity(
|
|
||||||
id=f"{sid}-{iid}", type=OpportunityType.SESSION, side=Side.BUY,
|
|
||||||
instrument_id=int(iid), size=1.0, t=t + rng.uniform(0, dt),
|
|
||||||
context={'session_id': sid, 'actor_class': 'AGENT' if is_agent else 'HUMAN', 'is_agent': is_agent,
|
|
||||||
'reconnaissance_intent': is_agent, 'view_index': vi, 'total_views': len(viewed),
|
|
||||||
'theta': theta, 'trajectory_events': fevts, 'mdp_trajectory': events,
|
|
||||||
'demand_proxy': q, 'alpha_hat': alpha_hat, 'delta_h': delta_h, 'delta_a': delta_a}))
|
|
||||||
return opps
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class AdversarialArrivalConfig:
|
|
||||||
base_rate: float = 5.0
|
|
||||||
n_parallel_agents: int = 3
|
|
||||||
query_all_products: bool = True
|
|
||||||
|
|
||||||
|
|
||||||
class AdversarialArrivalModel:
|
|
||||||
"""Adversarial coordination (Theorem 1): as N->inf, COI->0."""
|
|
||||||
|
|
||||||
def __init__(self, cfg: AdversarialArrivalConfig | None = None):
|
|
||||||
self.cfg = cfg or AdversarialArrivalConfig()
|
|
||||||
self._qcount = 0
|
|
||||||
|
|
||||||
def sample(self, t: float, dt: float, instruments: InstrumentSet,
|
|
||||||
market: MarketState | None, hidden: HiddenState, rng: np.random.Generator) -> list[Opportunity]:
|
|
||||||
cfg, opps = self.cfg, []
|
|
||||||
for _ in range(poisson_arrivals(cfg.base_rate, dt, rng)):
|
|
||||||
self._qcount += 1
|
|
||||||
for ai in range(cfg.n_parallel_agents):
|
|
||||||
sid = f"adv{self._qcount:06d}-{ai}"
|
|
||||||
prods = np.arange(instruments.n) if cfg.query_all_products else rng.choice(instruments.n, size=1)
|
|
||||||
for iid in prods:
|
|
||||||
opps.append(Opportunity(
|
|
||||||
id=f"{sid}-{iid}", type=OpportunityType.SESSION, side=Side.BUY,
|
|
||||||
instrument_id=int(iid), size=1.0, t=t,
|
|
||||||
context={'session_id': sid, 'actor_class': 'AGENT', 'is_agent': True, 'adversarial': True,
|
|
||||||
'agent_index': ai, 'query_group': self._qcount,
|
|
||||||
'theta': {'price_sensitivity': 0.0, 'base_conversion': 0.0, 'info_value': 1.0}}))
|
|
||||||
return opps
|
|
||||||
@@ -1,91 +0,0 @@
|
|||||||
"""Execution models with divergent H/A behavior using ground truth labels."""
|
|
||||||
from __future__ import annotations
|
|
||||||
from dataclasses import dataclass
|
|
||||||
from typing import Any, Dict
|
|
||||||
import numpy as np
|
|
||||||
from ...outlet.types import Opportunity, Quote, InstrumentSet, MarketState
|
|
||||||
from ...outlet.math_util import sigmoid, safe_log, EPS
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class HybridExecutionConfig:
|
|
||||||
human_base_prob: float = 0.3
|
|
||||||
human_elasticity: float = 2.5
|
|
||||||
agent_conversion: float = 0.01
|
|
||||||
cross_elasticity: float = 0.4
|
|
||||||
quality_weight: float = 0.2
|
|
||||||
use_separability: bool = False
|
|
||||||
|
|
||||||
|
|
||||||
class HybridExecutionModel:
|
|
||||||
"""Execution with divergent H/A behavior using ground truth labels."""
|
|
||||||
|
|
||||||
def __init__(self, cfg: HybridExecutionConfig | None = None):
|
|
||||||
self.cfg = cfg or HybridExecutionConfig()
|
|
||||||
|
|
||||||
def prob(self, opp: Opportunity, quote: Quote, instruments: InstrumentSet,
|
|
||||||
market: MarketState | None, rng: np.random.Generator) -> float:
|
|
||||||
cfg, idx = self.cfg, int(opp.instrument_id)
|
|
||||||
price, ref, cost = float(quote.prices[idx]), float(instruments.refs[idx]), float(instruments.costs[idx])
|
|
||||||
ctx = opp.context
|
|
||||||
theta = ctx.get('theta', {})
|
|
||||||
is_agent = ctx.get('is_agent', False)
|
|
||||||
|
|
||||||
if is_agent:
|
|
||||||
return cfg.agent_conversion * theta.get('base_conversion', 1.0)
|
|
||||||
|
|
||||||
# human logit discrete choice
|
|
||||||
sens = theta.get('price_sensitivity', cfg.human_elasticity)
|
|
||||||
base = theta.get('base_conversion', cfg.human_base_prob)
|
|
||||||
u_price = -sens * safe_log(price / (ref + EPS))
|
|
||||||
quality = instruments.instruments[idx].attrs.get('quality', 0.5)
|
|
||||||
u_quality = cfg.quality_weight * quality
|
|
||||||
|
|
||||||
u_comp = 0.0
|
|
||||||
if market and market.competitor_quotes is not None:
|
|
||||||
cp = market.competitor_quotes[idx]
|
|
||||||
if cp < price:
|
|
||||||
u_comp = -cfg.cross_elasticity * (price - cp) / ref
|
|
||||||
|
|
||||||
utility = safe_log(base / (1 - base + EPS)) + u_price + u_quality + u_comp
|
|
||||||
return float(sigmoid(utility))
|
|
||||||
|
|
||||||
def uncensor(self, fills: np.ndarray, instruments: InstrumentSet, context: dict[str, Any] | None = None) -> np.ndarray:
|
|
||||||
if context is None:
|
|
||||||
return fills / (self.cfg.human_base_prob + EPS)
|
|
||||||
agent_frac = context.get('contamination', 0.0)
|
|
||||||
return fills / (self.cfg.human_base_prob * (1 - agent_frac) + EPS)
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class SeparableExecutionConfig:
|
|
||||||
human_funnel: Dict[str, float] = None
|
|
||||||
agent_funnel: Dict[str, float] = None
|
|
||||||
|
|
||||||
def __post_init__(self):
|
|
||||||
self.human_funnel = self.human_funnel or {'view_to_detail': 0.4, 'detail_to_cart': 0.3, 'cart_to_purchase': 0.6}
|
|
||||||
self.agent_funnel = self.agent_funnel or {'view_to_detail': 0.8, 'detail_to_cart': 0.05, 'cart_to_purchase': 0.1}
|
|
||||||
|
|
||||||
|
|
||||||
class SeparableExecutionModel:
|
|
||||||
"""Execution with Markov funnel kernels using ground truth labels."""
|
|
||||||
|
|
||||||
def __init__(self, cfg: SeparableExecutionConfig | None = None):
|
|
||||||
self.cfg = cfg or SeparableExecutionConfig()
|
|
||||||
|
|
||||||
def prob(self, opp: Opportunity, quote: Quote, instruments: InstrumentSet,
|
|
||||||
market: MarketState | None, rng: np.random.Generator) -> float:
|
|
||||||
is_agent = opp.context.get('is_agent', False)
|
|
||||||
probs = self.cfg.agent_funnel if is_agent else self.cfg.human_funnel
|
|
||||||
p = probs['view_to_detail'] * probs['detail_to_cart'] * probs['cart_to_purchase']
|
|
||||||
|
|
||||||
if not is_agent:
|
|
||||||
idx = int(opp.instrument_id)
|
|
||||||
price_ratio = quote.prices[idx] / (instruments.refs[idx] + EPS)
|
|
||||||
p *= np.exp(-0.5 * (price_ratio - 1.0))
|
|
||||||
return float(np.clip(p, 0, 1))
|
|
||||||
|
|
||||||
def uncensor(self, fills: np.ndarray, instruments: InstrumentSet, context: dict[str, Any] | None = None) -> np.ndarray:
|
|
||||||
h = self.cfg.human_funnel
|
|
||||||
exp_conv = h['view_to_detail'] * h['detail_to_cart'] * h['cart_to_purchase']
|
|
||||||
return fills / (exp_conv + EPS)
|
|
||||||
@@ -1,102 +0,0 @@
|
|||||||
"""Thesis metrics for COI and behavioral analysis using ground truth labels."""
|
|
||||||
from __future__ import annotations
|
|
||||||
from dataclasses import dataclass, field
|
|
||||||
from typing import Dict
|
|
||||||
import numpy as np
|
|
||||||
from ...outlet.types import StepLogs, StepMetrics, Quote, InstrumentSet
|
|
||||||
from ...outlet.math_util import safe_log, EPS
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class COIMetrics:
|
|
||||||
coi_level: float = 0.0
|
|
||||||
coi_leakage: float = 0.0
|
|
||||||
realized_premium: float = 0.0
|
|
||||||
theoretical_max: float = 0.0
|
|
||||||
erosion_rate: float = 0.0
|
|
||||||
|
|
||||||
def to_dict(self) -> dict[str, float]:
|
|
||||||
return {k: getattr(self, k) for k in ['coi_level', 'coi_leakage', 'realized_premium', 'theoretical_max', 'erosion_rate']}
|
|
||||||
|
|
||||||
|
|
||||||
def compute_coi(quote: Quote, instruments: InstrumentSet, metrics: StepMetrics, contamination: float) -> COIMetrics:
|
|
||||||
prices, costs, refs = quote.prices, instruments.costs, instruments.refs
|
|
||||||
margins = prices - costs
|
|
||||||
coi_level = float(np.mean(margins))
|
|
||||||
theoretical_max = float(np.mean(costs))
|
|
||||||
realized_premium = (metrics.revenue - metrics.cost) / metrics.units_traded if metrics.units_traded > 0 else 0.0
|
|
||||||
price_var = float(np.var(prices / refs))
|
|
||||||
coi_leakage = contamination * (coi_level + price_var)
|
|
||||||
erosion_rate = contamination * coi_level / (theoretical_max + EPS)
|
|
||||||
return COIMetrics(coi_level=coi_level, coi_leakage=coi_leakage, realized_premium=realized_premium,
|
|
||||||
theoretical_max=theoretical_max, erosion_rate=erosion_rate)
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class SeparabilityMetrics:
|
|
||||||
classification_accuracy: float = 0.0
|
|
||||||
estimated_alpha: float = 0.0
|
|
||||||
n_human_sessions: int = 0
|
|
||||||
n_agent_sessions: int = 0
|
|
||||||
|
|
||||||
|
|
||||||
def compute_separability(logs: StepLogs, true_alpha: float) -> SeparabilityMetrics:
|
|
||||||
"""Compute separability using ground truth labels only."""
|
|
||||||
if logs.events is None or len(logs.events) == 0:
|
|
||||||
return SeparabilityMetrics(estimated_alpha=true_alpha)
|
|
||||||
|
|
||||||
sessions: Dict[str, bool] = {}
|
|
||||||
for evt in logs.events:
|
|
||||||
sid = evt.metadata.get('session_id', evt.opportunity_id)
|
|
||||||
if sid not in sessions:
|
|
||||||
sessions[sid] = evt.metadata.get('is_agent', False)
|
|
||||||
|
|
||||||
n_agent = sum(1 for is_agent in sessions.values() if is_agent)
|
|
||||||
n_human = len(sessions) - n_agent
|
|
||||||
est_alpha = n_agent / len(sessions) if sessions else 0.0
|
|
||||||
|
|
||||||
return SeparabilityMetrics(
|
|
||||||
classification_accuracy=1.0, # ground truth is always correct
|
|
||||||
estimated_alpha=est_alpha,
|
|
||||||
n_human_sessions=n_human,
|
|
||||||
n_agent_sessions=n_agent)
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class RevenueAttribution:
|
|
||||||
total_revenue: float = 0.0
|
|
||||||
human_revenue: float = 0.0
|
|
||||||
agent_revenue: float = 0.0
|
|
||||||
human_conversion: float = 0.0
|
|
||||||
agent_conversion: float = 0.0
|
|
||||||
|
|
||||||
|
|
||||||
def compute_attribution(logs: StepLogs, metrics: StepMetrics) -> RevenueAttribution:
|
|
||||||
if logs.executions is None:
|
|
||||||
return RevenueAttribution(total_revenue=metrics.revenue)
|
|
||||||
|
|
||||||
human_rev, agent_rev, human_cnt, agent_cnt = 0.0, 0.0, 0, 0
|
|
||||||
for exe in logs.executions:
|
|
||||||
if exe.propensity < 0.05:
|
|
||||||
agent_rev += exe.price * exe.size_filled
|
|
||||||
agent_cnt += 1
|
|
||||||
else:
|
|
||||||
human_rev += exe.price * exe.size_filled
|
|
||||||
human_cnt += 1
|
|
||||||
|
|
||||||
total_exp = logs.aggregates.get('n_arrivals', 1)
|
|
||||||
return RevenueAttribution(
|
|
||||||
total_revenue=metrics.revenue, human_revenue=human_rev, agent_revenue=agent_rev,
|
|
||||||
human_conversion=human_cnt / (total_exp * 0.8 + EPS),
|
|
||||||
agent_conversion=agent_cnt / (total_exp * 0.2 + EPS))
|
|
||||||
|
|
||||||
|
|
||||||
def order_statistic_erosion(n_agents: int, price_variance: float) -> float:
|
|
||||||
"""COI erosion from Theorem 1: as N->inf, min(p_1..p_N)->p_min."""
|
|
||||||
if n_agents <= 1:
|
|
||||||
return 0.0
|
|
||||||
sigma, log_n = np.sqrt(price_variance), safe_log(n_agents)
|
|
||||||
if log_n < 1:
|
|
||||||
return 0.0
|
|
||||||
shift = sigma * (np.sqrt(2 * log_n) - (safe_log(log_n) + safe_log(4 * np.pi)) / (2 * np.sqrt(2 * log_n) + EPS))
|
|
||||||
return float(min(shift / (sigma * 2 + EPS), 1.0))
|
|
||||||
@@ -1,228 +0,0 @@
|
|||||||
"""
|
|
||||||
Thesis-specific objectives implementing robust pricing under contamination.
|
|
||||||
|
|
||||||
Implements the Maximin objective from Eq 23:
|
|
||||||
π* = argmax_π min_{Q ∈ U_ε} E_d~Q[R(p,d) - λ·COI(p)]
|
|
||||||
|
|
||||||
Key components:
|
|
||||||
- COIObjective: Cost of Information penalty (Definition 1)
|
|
||||||
- RobustStackelbergObjective: Full maximin objective with Wasserstein robustness
|
|
||||||
- UXPenalty: User experience degradation from volatility
|
|
||||||
"""
|
|
||||||
from __future__ import annotations
|
|
||||||
from dataclasses import dataclass
|
|
||||||
import numpy as np
|
|
||||||
from ...outlet.objectives.base import BaseObjective, CompositeObjective
|
|
||||||
from ...outlet.types import Quote, InstrumentSet, StepMetrics, HiddenState, Observation
|
|
||||||
from ...outlet.math_util import safe_log, EPS
|
|
||||||
|
|
||||||
class COIObjective(BaseObjective):
|
|
||||||
"""Cost of Information penalty from Definition 1.
|
|
||||||
|
|
||||||
COI(π) = E[P] - p_min
|
|
||||||
|
|
||||||
The expected price premium over marginal cost represents the platform's
|
|
||||||
pricing power. Agent reconnaissance erodes this by revealing price
|
|
||||||
distribution to buyers.
|
|
||||||
|
|
||||||
We implement COI_leakage = f(τ') · InfoValue(p, τ')
|
|
||||||
where f(τ') is the estimated agent probability.
|
|
||||||
"""
|
|
||||||
|
|
||||||
def __init__(self, lambda_coi: float = 1.0, use_revelation: bool = False):
|
|
||||||
"""
|
|
||||||
Args:
|
|
||||||
lambda_coi: Weight on COI penalty
|
|
||||||
use_revelation: If True, use -log(π(p)) as info value (penalizes rare prices)
|
|
||||||
"""
|
|
||||||
self.lambda_coi = lambda_coi
|
|
||||||
self.use_revelation = use_revelation
|
|
||||||
|
|
||||||
def reward(self, quote: Quote, instruments: InstrumentSet,
|
|
||||||
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> float:
|
|
||||||
# COI_leakage = α · InfoValue
|
|
||||||
alpha = hidden.contamination
|
|
||||||
|
|
||||||
if self.use_revelation:
|
|
||||||
# revelation surrogate: rare prices reveal more about policy
|
|
||||||
# InfoValue = -log(π(p|τ')) ≈ surprise of the price
|
|
||||||
price_surprise = np.mean(np.abs(quote.prices - instruments.refs) / (instruments.refs + EPS))
|
|
||||||
info_value = price_surprise
|
|
||||||
else:
|
|
||||||
# query-tax surrogate: each agent query incurs constant leakage
|
|
||||||
info_value = 1.0
|
|
||||||
|
|
||||||
leakage = alpha * info_value
|
|
||||||
return -self.lambda_coi * leakage
|
|
||||||
|
|
||||||
def breakdown(self, quote: Quote, instruments: InstrumentSet,
|
|
||||||
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> dict[str, float]:
|
|
||||||
alpha = hidden.contamination
|
|
||||||
margins = (quote.prices - instruments.costs) / (instruments.costs + EPS)
|
|
||||||
return {
|
|
||||||
'coi_penalty': self.reward(quote, instruments, metrics, hidden, obs),
|
|
||||||
'contamination': alpha,
|
|
||||||
'avg_margin': float(np.mean(margins)),
|
|
||||||
}
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class RobustObjectiveConfig:
|
|
||||||
"""Configuration for robust Stackelberg objective.
|
|
||||||
|
|
||||||
Attributes:
|
|
||||||
lambda_coi: Weight on COI penalty (λ in Eq 23)
|
|
||||||
lambda_ux: Weight on UX penalty
|
|
||||||
lambda_volatility: Weight on price volatility penalty
|
|
||||||
gamma_inventory: Inventory risk aversion
|
|
||||||
wasserstein_epsilon: Ambiguity set radius (ε in Eq 21)
|
|
||||||
"""
|
|
||||||
lambda_coi: float = 0.5
|
|
||||||
lambda_ux: float = 0.1
|
|
||||||
lambda_volatility: float = 0.2
|
|
||||||
gamma_inventory: float = 0.1
|
|
||||||
wasserstein_epsilon: float = 0.1
|
|
||||||
|
|
||||||
class RobustStackelbergObjective(BaseObjective):
|
|
||||||
"""Implements the Maximin Objective from thesis Eq 23.
|
|
||||||
|
|
||||||
π* = argmax_π min_{Q ∈ U_ε(P̂_N)} E_d~Q[R(p,d) - λ·COI(p)]
|
|
||||||
|
|
||||||
The objective balances:
|
|
||||||
1. Revenue R(p,d) from human purchases
|
|
||||||
2. COI penalty for information leakage to agents
|
|
||||||
3. UX penalty for price volatility
|
|
||||||
4. Inventory/holding costs
|
|
||||||
|
|
||||||
The min over ambiguity set U_ε is approximated by penalizing
|
|
||||||
high contamination scenarios more heavily.
|
|
||||||
"""
|
|
||||||
|
|
||||||
def __init__(self, cfg: RobustObjectiveConfig | None = None):
|
|
||||||
self.cfg = cfg or RobustObjectiveConfig()
|
|
||||||
|
|
||||||
def reward(self, quote: Quote, instruments: InstrumentSet,
|
|
||||||
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> float:
|
|
||||||
cfg = self.cfg
|
|
||||||
|
|
||||||
# 1. base revenue (R(p,d))
|
|
||||||
revenue = metrics.revenue
|
|
||||||
cost = metrics.cost
|
|
||||||
profit = revenue - cost
|
|
||||||
|
|
||||||
# 2. COI penalty: scales with contamination and margin extraction
|
|
||||||
# high margins + high contamination = high leakage
|
|
||||||
alpha = hidden.contamination
|
|
||||||
margins = quote.prices - instruments.costs
|
|
||||||
avg_margin = float(np.mean(margins))
|
|
||||||
coi_penalty = cfg.lambda_coi * avg_margin * alpha
|
|
||||||
|
|
||||||
# 3. UX penalty: price volatility harms legitimate users
|
|
||||||
volatility_penalty = cfg.lambda_volatility * metrics.volatility
|
|
||||||
|
|
||||||
# 4. inventory/position cost
|
|
||||||
position_penalty = cfg.gamma_inventory * metrics.position_cost
|
|
||||||
|
|
||||||
# 5. lost opportunity cost (stockouts)
|
|
||||||
lost_penalty = 0.1 * metrics.lost_opportunity
|
|
||||||
|
|
||||||
# robust adjustment: under adversarial distribution Q,
|
|
||||||
# expect lower revenue and higher costs
|
|
||||||
# approximate via worst-case contamination within ε-ball
|
|
||||||
worst_case_alpha = min(alpha + cfg.wasserstein_epsilon, 1.0)
|
|
||||||
robustness_penalty = cfg.wasserstein_epsilon * avg_margin * worst_case_alpha
|
|
||||||
|
|
||||||
total = profit - coi_penalty - volatility_penalty - position_penalty - lost_penalty - robustness_penalty
|
|
||||||
|
|
||||||
return total
|
|
||||||
|
|
||||||
def breakdown(self, quote: Quote, instruments: InstrumentSet,
|
|
||||||
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> dict[str, float]:
|
|
||||||
cfg = self.cfg
|
|
||||||
alpha = hidden.contamination
|
|
||||||
margins = quote.prices - instruments.costs
|
|
||||||
avg_margin = float(np.mean(margins))
|
|
||||||
|
|
||||||
return {
|
|
||||||
'revenue': metrics.revenue,
|
|
||||||
'cost': metrics.cost,
|
|
||||||
'profit': metrics.revenue - metrics.cost,
|
|
||||||
'coi_penalty': -cfg.lambda_coi * avg_margin * alpha,
|
|
||||||
'volatility_penalty': -cfg.lambda_volatility * metrics.volatility,
|
|
||||||
'position_penalty': -cfg.gamma_inventory * metrics.position_cost,
|
|
||||||
'lost_penalty': -0.1 * metrics.lost_opportunity,
|
|
||||||
'robustness_penalty': -cfg.wasserstein_epsilon * avg_margin * min(alpha + cfg.wasserstein_epsilon, 1.0),
|
|
||||||
'contamination': alpha,
|
|
||||||
'avg_margin_pct': avg_margin / (float(np.mean(instruments.costs)) + EPS),
|
|
||||||
}
|
|
||||||
|
|
||||||
class UXPenalty(BaseObjective):
|
|
||||||
"""User experience penalty from price volatility.
|
|
||||||
|
|
||||||
High price volatility degrades UX for legitimate human users.
|
|
||||||
This term ensures the defense doesn't harm real customers while
|
|
||||||
protecting against agent reconnaissance.
|
|
||||||
"""
|
|
||||||
|
|
||||||
def __init__(self, scale: float = 1.0, max_acceptable_volatility: float = 0.1):
|
|
||||||
self.scale = scale
|
|
||||||
self.max_vol = max_acceptable_volatility
|
|
||||||
|
|
||||||
def reward(self, quote: Quote, instruments: InstrumentSet,
|
|
||||||
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> float:
|
|
||||||
# penalty increases quadratically beyond threshold
|
|
||||||
excess_vol = max(0, metrics.volatility - self.max_vol)
|
|
||||||
return -self.scale * (excess_vol ** 2)
|
|
||||||
|
|
||||||
def breakdown(self, quote: Quote, instruments: InstrumentSet,
|
|
||||||
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> dict[str, float]:
|
|
||||||
return {
|
|
||||||
'ux_penalty': self.reward(quote, instruments, metrics, hidden, obs),
|
|
||||||
'volatility': metrics.volatility,
|
|
||||||
}
|
|
||||||
|
|
||||||
class AdaptiveObjective(BaseObjective):
|
|
||||||
"""Objective that adapts weights based on estimated contamination.
|
|
||||||
|
|
||||||
When contamination is low, focus on revenue maximization.
|
|
||||||
When contamination is high, increase COI defense weight.
|
|
||||||
"""
|
|
||||||
|
|
||||||
def __init__(self, base_lambda_coi: float = 0.3, max_lambda_coi: float = 2.0,
|
|
||||||
adaptation_rate: float = 2.0):
|
|
||||||
self.base_lambda = base_lambda_coi
|
|
||||||
self.max_lambda = max_lambda_coi
|
|
||||||
self.rate = adaptation_rate
|
|
||||||
|
|
||||||
def _adaptive_lambda(self, alpha: float) -> float:
|
|
||||||
# sigmoid scaling: λ(α) = base + (max-base) * sigmoid(rate*(α-0.5))
|
|
||||||
from ...outlet.math_util import sigmoid
|
|
||||||
scale = sigmoid(self.rate * (alpha - 0.3))
|
|
||||||
return self.base_lambda + (self.max_lambda - self.base_lambda) * scale
|
|
||||||
|
|
||||||
def reward(self, quote: Quote, instruments: InstrumentSet,
|
|
||||||
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> float:
|
|
||||||
alpha = hidden.contamination
|
|
||||||
lambda_coi = self._adaptive_lambda(alpha)
|
|
||||||
|
|
||||||
profit = metrics.revenue - metrics.cost
|
|
||||||
margins = quote.prices - instruments.costs
|
|
||||||
coi_penalty = lambda_coi * float(np.mean(margins)) * alpha
|
|
||||||
|
|
||||||
return profit - coi_penalty
|
|
||||||
|
|
||||||
def breakdown(self, quote: Quote, instruments: InstrumentSet,
|
|
||||||
metrics: StepMetrics, hidden: HiddenState, obs: Observation) -> dict[str, float]:
|
|
||||||
alpha = hidden.contamination
|
|
||||||
return {
|
|
||||||
'profit': metrics.revenue - metrics.cost,
|
|
||||||
'adaptive_lambda': self._adaptive_lambda(alpha),
|
|
||||||
'contamination': alpha,
|
|
||||||
}
|
|
||||||
|
|
||||||
def make_thesis_objective(lambda_coi: float = 0.5, lambda_ux: float = 0.1,
|
|
||||||
lambda_vol: float = 0.2) -> CompositeObjective:
|
|
||||||
"""Create the standard thesis objective composition."""
|
|
||||||
return CompositeObjective([
|
|
||||||
(RobustStackelbergObjective(RobustObjectiveConfig(
|
|
||||||
lambda_coi=lambda_coi, lambda_ux=lambda_ux, lambda_volatility=lambda_vol)), 1.0),
|
|
||||||
])
|
|
||||||
@@ -1,176 +0,0 @@
|
|||||||
"""Thesis platform with real MDP behavioral models and separability scoring."""
|
|
||||||
from __future__ import annotations
|
|
||||||
from dataclasses import dataclass
|
|
||||||
from pathlib import Path
|
|
||||||
import numpy as np
|
|
||||||
from ...outlet import (Platform, PlatformConfig, PositionModel, PositionConfig,
|
|
||||||
PostedPriceMechanism, make_instruments, InstrumentType, LogLevel)
|
|
||||||
from ...outlet.mechanisms.posted_price import PostedPriceConfig
|
|
||||||
from ...outlet.observation import DefaultObservationBuilder, ObservationConfig
|
|
||||||
from .arrivals import ContaminatedArrivalModel, ContaminatedArrivalConfig
|
|
||||||
from .execution import HybridExecutionModel, HybridExecutionConfig
|
|
||||||
from .objectives import RobustStackelbergObjective, RobustObjectiveConfig
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class ThesisConfig:
|
|
||||||
# instruments
|
|
||||||
n_instruments: int = 10
|
|
||||||
cost_range: tuple[float, float] = (5.0, 50.0)
|
|
||||||
margin_range: tuple[float, float] = (0.2, 0.5)
|
|
||||||
|
|
||||||
# contamination (Section 3.1)
|
|
||||||
alpha_contamination: float = 0.2
|
|
||||||
alpha_drift: float = 0.0
|
|
||||||
alpha_bounds: tuple[float, float] = (0.0, 0.5)
|
|
||||||
|
|
||||||
# objectives (Eq 23)
|
|
||||||
lambda_coi: float = 0.5
|
|
||||||
lambda_ux: float = 0.1
|
|
||||||
lambda_volatility: float = 0.2
|
|
||||||
wasserstein_epsilon: float = 0.1
|
|
||||||
|
|
||||||
# arrivals
|
|
||||||
sessions_per_step: int = 30
|
|
||||||
human_views_range: tuple[int, int] = (1, 4)
|
|
||||||
agent_views_range: tuple[int, int] = (3, 10)
|
|
||||||
|
|
||||||
# inventory
|
|
||||||
initial_inventory: float = 100.0
|
|
||||||
holding_cost_rate: float = 0.002
|
|
||||||
|
|
||||||
# real behavioral models (from sim.rl)
|
|
||||||
use_real_behavior: bool = True
|
|
||||||
use_separability: bool = False # disabled until classifier trained
|
|
||||||
human_data_dir: str = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/collected_data"
|
|
||||||
agent_data_dir: str = "/home/velocitatem/Documents/Projects/PHANTOM/experiments/agents/collected_data"
|
|
||||||
|
|
||||||
# simulation
|
|
||||||
max_steps: int = 500
|
|
||||||
seed: int | None = 24
|
|
||||||
log_level: LogLevel = LogLevel.AGG_ONLY
|
|
||||||
|
|
||||||
|
|
||||||
def _resolve_data_dirs(cfg: ThesisConfig) -> tuple[str, str]:
|
|
||||||
"""Resolve data directories for behavioral models."""
|
|
||||||
base = Path(__file__).parent.parent.parent.parent / "experiments"
|
|
||||||
human = cfg.human_data_dir or str(base / "collected_data")
|
|
||||||
agent = cfg.agent_data_dir or str(base / "agents/collected_data")
|
|
||||||
return human, agent
|
|
||||||
|
|
||||||
|
|
||||||
def make_thesis_platform(cfg: ThesisConfig | None = None) -> Platform:
|
|
||||||
"""Create platform with real MDP behavioral models.
|
|
||||||
|
|
||||||
Implements:
|
|
||||||
- Contaminated arrivals using learned MDP kernels from behavior_loader
|
|
||||||
- Hybrid execution with real separability scoring from lib.separability
|
|
||||||
- Robust Stackelberg objective (Eq 23)
|
|
||||||
"""
|
|
||||||
cfg = cfg or ThesisConfig()
|
|
||||||
rng = np.random.default_rng(cfg.seed)
|
|
||||||
human_dir, agent_dir = _resolve_data_dirs(cfg)
|
|
||||||
|
|
||||||
instruments = make_instruments(
|
|
||||||
n=cfg.n_instruments, cost_range=cfg.cost_range, margin_range=cfg.margin_range,
|
|
||||||
inst_type=InstrumentType.SKU, rng=rng)
|
|
||||||
instruments.position = np.full(cfg.n_instruments, cfg.initial_inventory)
|
|
||||||
|
|
||||||
arrival = ContaminatedArrivalModel(ContaminatedArrivalConfig(
|
|
||||||
base_rate=cfg.sessions_per_step,
|
|
||||||
alpha_contamination=cfg.alpha_contamination,
|
|
||||||
alpha_drift=cfg.alpha_drift,
|
|
||||||
alpha_bounds=cfg.alpha_bounds,
|
|
||||||
human_views_range=cfg.human_views_range,
|
|
||||||
agent_views_range=cfg.agent_views_range,
|
|
||||||
use_real_behavior=cfg.use_real_behavior,
|
|
||||||
human_data_dir=human_dir,
|
|
||||||
agent_data_dir=agent_dir,
|
|
||||||
))
|
|
||||||
|
|
||||||
execution = HybridExecutionModel(HybridExecutionConfig(
|
|
||||||
use_separability=cfg.use_separability,
|
|
||||||
))
|
|
||||||
|
|
||||||
mechanism = PostedPriceMechanism(PostedPriceConfig(max_delta_pct=0.15, min_margin_pct=0.05))
|
|
||||||
position = PositionModel(PositionConfig(initial_position=cfg.initial_inventory, holding_cost_rate=cfg.holding_cost_rate))
|
|
||||||
|
|
||||||
market = None
|
|
||||||
objective = RobustStackelbergObjective(RobustObjectiveConfig(
|
|
||||||
lambda_coi=cfg.lambda_coi, lambda_ux=cfg.lambda_ux,
|
|
||||||
lambda_volatility=cfg.lambda_volatility, wasserstein_epsilon=cfg.wasserstein_epsilon))
|
|
||||||
|
|
||||||
obs_builder = DefaultObservationBuilder(ObservationConfig(mask_true_demand=True))
|
|
||||||
platform_cfg = PlatformConfig(n_instruments=cfg.n_instruments, max_steps=cfg.max_steps,
|
|
||||||
seed=cfg.seed, log_level=cfg.log_level, mask_demand=True)
|
|
||||||
|
|
||||||
return Platform(instruments=instruments, mechanism=mechanism, arrival=arrival, execution=execution,
|
|
||||||
position=position, market=market, obs_builder=obs_builder, objective=objective, cfg=platform_cfg)
|
|
||||||
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class AblationConfig(ThesisConfig):
|
|
||||||
disable_coi_penalty: bool = False
|
|
||||||
disable_ux_penalty: bool = False
|
|
||||||
disable_contamination: bool = False
|
|
||||||
disable_real_behavior: bool = False
|
|
||||||
|
|
||||||
|
|
||||||
def make_ablation_platform(cfg: AblationConfig) -> Platform:
|
|
||||||
if cfg.disable_coi_penalty:
|
|
||||||
cfg.lambda_coi = 0.0
|
|
||||||
if cfg.disable_ux_penalty:
|
|
||||||
cfg.lambda_ux = 0.0
|
|
||||||
if cfg.disable_contamination:
|
|
||||||
cfg.alpha_contamination = 0.0
|
|
||||||
if cfg.disable_real_behavior:
|
|
||||||
cfg.use_real_behavior = False
|
|
||||||
cfg.use_separability = False
|
|
||||||
return make_thesis_platform(cfg)
|
|
||||||
|
|
||||||
|
|
||||||
def sweep_contamination(alpha_values: list[float], base_cfg: ThesisConfig | None = None,
|
|
||||||
n_steps: int = 100, seed: int = 42) -> dict[float, dict]:
|
|
||||||
"""Test performance across contamination levels (Theorem 1 validation)."""
|
|
||||||
from ...experiments.eval import rollout, fixed_price_policy
|
|
||||||
|
|
||||||
results = {}
|
|
||||||
base_cfg = base_cfg or ThesisConfig()
|
|
||||||
|
|
||||||
for alpha in alpha_values:
|
|
||||||
cfg = ThesisConfig(**{k: v for k, v in base_cfg.__dict__.items() if k != 'alpha_contamination'},
|
|
||||||
alpha_contamination=alpha)
|
|
||||||
platform = make_thesis_platform(cfg)
|
|
||||||
policy = fixed_price_policy(platform.instruments.refs)
|
|
||||||
result = rollout(platform, policy, n_steps, seed=seed)
|
|
||||||
results[alpha] = {
|
|
||||||
'total_reward': result.total_reward,
|
|
||||||
'total_pnl': result.total_pnl,
|
|
||||||
'avg_conversion': result.avg_conversion,
|
|
||||||
'final_contamination': platform._hidden.contamination,
|
|
||||||
}
|
|
||||||
return results
|
|
||||||
|
|
||||||
|
|
||||||
def sweep_behavior_modes(base_cfg: ThesisConfig | None = None, n_steps: int = 100, seed: int = 42) -> dict[str, dict]:
|
|
||||||
"""Compare real vs synthetic behavioral models."""
|
|
||||||
from ...experiments.eval import rollout, fixed_price_policy
|
|
||||||
|
|
||||||
base_cfg = base_cfg or ThesisConfig()
|
|
||||||
modes = {
|
|
||||||
'real_mdp': ThesisConfig(**{**base_cfg.__dict__, 'use_real_behavior': True, 'use_separability': True}),
|
|
||||||
'synthetic': ThesisConfig(**{**base_cfg.__dict__, 'use_real_behavior': False, 'use_separability': False}),
|
|
||||||
'real_mdp_no_sep': ThesisConfig(**{**base_cfg.__dict__, 'use_real_behavior': True, 'use_separability': False}),
|
|
||||||
}
|
|
||||||
|
|
||||||
results = {}
|
|
||||||
for name, cfg in modes.items():
|
|
||||||
platform = make_thesis_platform(cfg)
|
|
||||||
policy = fixed_price_policy(platform.instruments.refs)
|
|
||||||
result = rollout(platform, policy, n_steps, seed=seed)
|
|
||||||
results[name] = {
|
|
||||||
'total_reward': result.total_reward,
|
|
||||||
'total_pnl': result.total_pnl,
|
|
||||||
'avg_conversion': result.avg_conversion,
|
|
||||||
}
|
|
||||||
return results
|
|
||||||
@@ -1,136 +0,0 @@
|
|||||||
#!/usr/bin/env python
|
|
||||||
"""Thesis simulation experiments with real MDP behavioral models."""
|
|
||||||
from __future__ import annotations
|
|
||||||
import sys
|
|
||||||
from pathlib import Path
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
|
||||||
sys.path.insert(0, str(Path(__file__).parent.parent.parent.parent))
|
|
||||||
|
|
||||||
from lab.case.thesis.platform import make_thesis_platform, ThesisConfig
|
|
||||||
from lab.case.thesis.metrics import compute_coi, compute_separability
|
|
||||||
from lab.experiments.eval import compare_policies
|
|
||||||
import numpy as np
|
|
||||||
|
|
||||||
|
|
||||||
def demo_basic_simulation():
|
|
||||||
print("=" * 70)
|
|
||||||
print("THESIS SIMULATION: Contaminated Dynamic Pricing (Real MDP Kernels)")
|
|
||||||
print("=" * 70)
|
|
||||||
|
|
||||||
cfg = ThesisConfig(n_instruments=5, alpha_contamination=0.3, lambda_coi=0.5,
|
|
||||||
max_steps=100, seed=42, use_real_behavior=True)
|
|
||||||
platform = make_thesis_platform(cfg)
|
|
||||||
|
|
||||||
print(f"\nInstruments: {platform.instruments.n}")
|
|
||||||
print(f"Reference prices: {platform.instruments.refs.round(2)}")
|
|
||||||
print(f"Costs: {platform.instruments.costs.round(2)}")
|
|
||||||
print(f"Initial contamination alpha={cfg.alpha_contamination}")
|
|
||||||
print(f"Using real behavior: {cfg.use_real_behavior}")
|
|
||||||
|
|
||||||
result = platform.reset(seed=42)
|
|
||||||
total_reward, coi_history = 0, []
|
|
||||||
|
|
||||||
print(f"\n{'Step':>5} {'Reward':>10} {'PnL':>10} {'COI':>8} {'alpha':>6} {'Conv':>8}")
|
|
||||||
print("-" * 55)
|
|
||||||
|
|
||||||
for t in range(cfg.max_steps):
|
|
||||||
action = platform.instruments.refs * np.random.uniform(0.95, 1.15, size=platform.instruments.n)
|
|
||||||
result = platform.step(action)
|
|
||||||
total_reward += result.reward
|
|
||||||
coi = compute_coi(platform._quote, platform.instruments, result.metrics, result.hidden.contamination)
|
|
||||||
coi_history.append(coi.coi_level)
|
|
||||||
|
|
||||||
if t % 20 == 0:
|
|
||||||
print(f"{t:5d} {result.reward:10.2f} {result.metrics.pnl:10.2f} "
|
|
||||||
f"{coi.coi_level:8.2f} {result.hidden.contamination:6.2f} {result.metrics.conversion:8.3f}")
|
|
||||||
|
|
||||||
print("-" * 55)
|
|
||||||
print(f"Total Reward: {total_reward:.2f}")
|
|
||||||
print(f"Average COI: {np.mean(coi_history):.2f}")
|
|
||||||
print(f"COI Trend: {coi_history[-1] - coi_history[0]:+.2f}")
|
|
||||||
|
|
||||||
|
|
||||||
def demo_contamination_sweep():
|
|
||||||
print("\n" + "=" * 70)
|
|
||||||
print("EXPERIMENT: COI Erosion vs Contamination (Theorem 1)")
|
|
||||||
print("=" * 70)
|
|
||||||
|
|
||||||
from lab.case.thesis.platform import sweep_contamination
|
|
||||||
trials = 20
|
|
||||||
alpha_values = [i/trials for i in range(trials)]
|
|
||||||
results = sweep_contamination(alpha_values, n_steps=100, seed=42)
|
|
||||||
|
|
||||||
print(f"\n{'alpha':>6} {'Reward':>12} {'PnL':>12} {'Conv':>10}")
|
|
||||||
print("-" * 45)
|
|
||||||
for alpha, m in sorted(results.items()):
|
|
||||||
print(f"{alpha:6.2f} {m['total_reward']:12.2f} {m['total_pnl']:12.2f} {m['avg_conversion']:10.3f}")
|
|
||||||
|
|
||||||
rewards = [results[a]['total_reward'] for a in sorted(results.keys())]
|
|
||||||
dataset = np.array([[a, r] for a, r in zip(alpha_values, rewards)])
|
|
||||||
trend = np.corrcoef(dataset[:, 0], dataset[:, 1])[0, 1]
|
|
||||||
print(f"Trend (alpha~reward correlation): {trend:.3f}")
|
|
||||||
|
|
||||||
|
|
||||||
def demo_policy_comparison():
|
|
||||||
print("\n" + "=" * 70)
|
|
||||||
print("EXPERIMENT: Policy Comparison under Contamination")
|
|
||||||
print("=" * 70)
|
|
||||||
|
|
||||||
cfg = ThesisConfig(n_instruments=5, alpha_contamination=0.25, max_steps=100, seed=42)
|
|
||||||
platform = make_thesis_platform(cfg)
|
|
||||||
|
|
||||||
def fixed_policy(obs, t): return platform.instruments.refs.copy(), 1.0
|
|
||||||
def aggressive_policy(obs, t): return platform.instruments.refs * 1.3, 1.0
|
|
||||||
def conservative_policy(obs, t): return platform.instruments.refs * 1.05, 1.0
|
|
||||||
def adaptive_policy(obs, t):
|
|
||||||
fills = obs[platform.instruments.n:2*platform.instruments.n]
|
|
||||||
exp = obs[2*platform.instruments.n:3*platform.instruments.n]
|
|
||||||
conv = np.sum(fills) / (np.sum(exp) + 1e-8)
|
|
||||||
return platform.instruments.refs * (1.0 + 0.2 * conv), 1.0
|
|
||||||
|
|
||||||
policies = {'fixed': fixed_policy, 'aggressive': aggressive_policy,
|
|
||||||
'conservative': conservative_policy, 'adaptive': adaptive_policy}
|
|
||||||
results = compare_policies(platform, policies, n_steps=100, n_runs=3, seed=42)
|
|
||||||
|
|
||||||
print(f"\n{'Policy':>15} {'Reward':>12} {'Std':>10} {'PnL':>12} {'Conv':>10}")
|
|
||||||
print("-" * 65)
|
|
||||||
for name, r in sorted(results.items(), key=lambda x: -x[1]['mean_reward']):
|
|
||||||
print(f"{name:>15} {r['mean_reward']:12.2f} {r['std_reward']:10.2f} "
|
|
||||||
f"{r['mean_pnl']:12.2f} {r['mean_conversion']:10.3f}")
|
|
||||||
|
|
||||||
|
|
||||||
def demo_session_analysis():
|
|
||||||
"""Analyze session-level behavior from MDP trajectories."""
|
|
||||||
print("\n" + "=" * 70)
|
|
||||||
print("EXPERIMENT: Session Analysis (Ground Truth)")
|
|
||||||
print("=" * 70)
|
|
||||||
|
|
||||||
from lab.outlet.constants import LogLevel
|
|
||||||
cfg = ThesisConfig(n_instruments=5, alpha_contamination=0.3, max_steps=50,
|
|
||||||
log_level=LogLevel.FULL, seed=42, use_real_behavior=True)
|
|
||||||
platform = make_thesis_platform(cfg)
|
|
||||||
|
|
||||||
result = platform.reset(seed=42)
|
|
||||||
human_sessions, agent_sessions = 0, 0
|
|
||||||
|
|
||||||
for t in range(cfg.max_steps):
|
|
||||||
action = platform.instruments.refs * 1.1
|
|
||||||
result = platform.step(action)
|
|
||||||
sep = compute_separability(result.logs, result.hidden.contamination)
|
|
||||||
human_sessions += sep.n_human_sessions
|
|
||||||
agent_sessions += sep.n_agent_sessions
|
|
||||||
|
|
||||||
total = human_sessions + agent_sessions
|
|
||||||
print(f"\nTotal sessions: {total}")
|
|
||||||
print(f"Human sessions: {human_sessions} ({100*human_sessions/total:.1f}%)")
|
|
||||||
print(f"Agent sessions: {agent_sessions} ({100*agent_sessions/total:.1f}%)")
|
|
||||||
print(f"True contamination: {cfg.alpha_contamination:.1%}")
|
|
||||||
print(f"Observed contamination: {agent_sessions/total:.1%}")
|
|
||||||
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
|
||||||
demo_basic_simulation()
|
|
||||||
demo_contamination_sweep()
|
|
||||||
# demo_policy_comparison()
|
|
||||||
# demo_session_analysis()
|
|
||||||
156
lab/config.py
156
lab/config.py
@@ -1,156 +0,0 @@
|
|||||||
"""
|
|
||||||
Configuration and factory functions for creating pre-configured platforms.
|
|
||||||
|
|
||||||
This module provides:
|
|
||||||
- RetailConfig, MarketMakingConfig: Configuration dataclasses
|
|
||||||
- make_retail_platform: Factory for retail dynamic pricing scenarios
|
|
||||||
- make_market_making_platform: Factory for market making scenarios
|
|
||||||
|
|
||||||
Example:
|
|
||||||
>>> from lab.config import make_retail_platform
|
|
||||||
>>> platform = make_retail_platform(RetailConfig(n_instruments=5))
|
|
||||||
>>> result = platform.reset(seed=42)
|
|
||||||
"""
|
|
||||||
from __future__ import annotations
|
|
||||||
from dataclasses import dataclass
|
|
||||||
import numpy as np
|
|
||||||
from .outlet import (Platform, PlatformConfig, PositionModel, PositionConfig,
|
|
||||||
PostedPriceMechanism, TwoSidedMechanism, make_instruments,
|
|
||||||
InstrumentType, LogLevel)
|
|
||||||
from .outlet.mechanisms.posted_price import PostedPriceConfig
|
|
||||||
from .outlet.mechanisms.two_sided import TwoSidedConfig
|
|
||||||
from .population import (SessionArrivalModel, PoissonArrivalModel, HawkesArrivalModel,
|
|
||||||
ElasticityExecutionModel, IntensityExecutionModel,
|
|
||||||
ReactiveCompetitorModel, GBMMarketModel)
|
|
||||||
from .population.arrivals import SessionArrivalConfig, PoissonArrivalConfig, HawkesArrivalConfig
|
|
||||||
from .population.execution import ElasticityConfig, IntensityConfig
|
|
||||||
from .population.competitors import ReactiveCompetitorConfig, GBMMarketConfig
|
|
||||||
from .outlet.objectives.factory import retail_objective, market_making_objective
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class RetailConfig:
|
|
||||||
"""Configuration for retail dynamic pricing scenario.
|
|
||||||
|
|
||||||
Attributes:
|
|
||||||
n_instruments: Number of products to price
|
|
||||||
cost_range: (min, max) for random product costs
|
|
||||||
margin_range: (min, max) for random initial margins
|
|
||||||
initial_inventory: Starting inventory per product
|
|
||||||
holding_cost_rate: Cost per unit per step for holding
|
|
||||||
sessions_per_step: Number of browsing sessions per step
|
|
||||||
contamination: Fraction of sessions that are scrapers
|
|
||||||
max_steps: Maximum episode length
|
|
||||||
seed: Random seed for reproducibility
|
|
||||||
"""
|
|
||||||
n_instruments: int = 10
|
|
||||||
cost_range: tuple[float, float] = (5.0, 50.0)
|
|
||||||
margin_range: tuple[float, float] = (0.2, 0.5)
|
|
||||||
initial_inventory: float = 100.0
|
|
||||||
holding_cost_rate: float = 0.002
|
|
||||||
sessions_per_step: int = 30
|
|
||||||
contamination: float = 0.1
|
|
||||||
max_steps: int = 500
|
|
||||||
seed: int | None = None
|
|
||||||
|
|
||||||
def make_retail_platform(cfg: RetailConfig | None = None) -> Platform:
|
|
||||||
"""Create a pre-configured retail dynamic pricing platform.
|
|
||||||
|
|
||||||
Components:
|
|
||||||
- Mechanism: PostedPriceMechanism (single price per product)
|
|
||||||
- Arrivals: SessionArrivalModel (browsing sessions with views)
|
|
||||||
- Execution: ElasticityExecutionModel (price sensitivity)
|
|
||||||
- Market: ReactiveCompetitorModel (can trigger price wars)
|
|
||||||
- Objective: PnL - holding_cost - volatility - lost_opportunity
|
|
||||||
|
|
||||||
Args:
|
|
||||||
cfg: Configuration (uses defaults if None)
|
|
||||||
|
|
||||||
Returns:
|
|
||||||
Configured Platform instance
|
|
||||||
"""
|
|
||||||
cfg = cfg or RetailConfig()
|
|
||||||
rng = np.random.default_rng(cfg.seed)
|
|
||||||
|
|
||||||
instruments = make_instruments(cfg.n_instruments, cfg.cost_range, cfg.margin_range,
|
|
||||||
InstrumentType.SKU, rng)
|
|
||||||
instruments.position = np.full(cfg.n_instruments, cfg.initial_inventory)
|
|
||||||
|
|
||||||
mechanism = PostedPriceMechanism(PostedPriceConfig())
|
|
||||||
arrival = SessionArrivalModel(SessionArrivalConfig(
|
|
||||||
sessions_per_step=cfg.sessions_per_step, contamination=cfg.contamination))
|
|
||||||
execution = ElasticityExecutionModel(ElasticityConfig())
|
|
||||||
position = PositionModel(PositionConfig(
|
|
||||||
initial_position=cfg.initial_inventory,
|
|
||||||
holding_cost_rate=cfg.holding_cost_rate))
|
|
||||||
market = ReactiveCompetitorModel(ReactiveCompetitorConfig(), refs=instruments.refs)
|
|
||||||
objective = retail_objective()
|
|
||||||
|
|
||||||
return Platform(
|
|
||||||
instruments=instruments, mechanism=mechanism, arrival=arrival,
|
|
||||||
execution=execution, position=position, market=market, objective=objective,
|
|
||||||
cfg=PlatformConfig(n_instruments=cfg.n_instruments, max_steps=cfg.max_steps,
|
|
||||||
seed=cfg.seed, log_level=LogLevel.AGG_ONLY)
|
|
||||||
)
|
|
||||||
|
|
||||||
@dataclass
|
|
||||||
class MarketMakingConfig:
|
|
||||||
"""Configuration for market making scenario.
|
|
||||||
|
|
||||||
Attributes:
|
|
||||||
n_instruments: Number of assets to quote
|
|
||||||
initial_mid: Initial mid-price for assets
|
|
||||||
mu: Price drift (expected return)
|
|
||||||
sigma: Price volatility
|
|
||||||
gamma: Inventory risk aversion parameter
|
|
||||||
base_arrival_rate: Order arrival rate (Hawkes baseline)
|
|
||||||
max_steps: Maximum episode length
|
|
||||||
seed: Random seed for reproducibility
|
|
||||||
"""
|
|
||||||
n_instruments: int = 5
|
|
||||||
initial_mid: float = 100.0
|
|
||||||
mu: float = 0.0
|
|
||||||
sigma: float = 0.02
|
|
||||||
gamma: float = 0.1
|
|
||||||
base_arrival_rate: float = 20.0
|
|
||||||
max_steps: int = 1000
|
|
||||||
seed: int | None = None
|
|
||||||
|
|
||||||
def make_market_making_platform(cfg: MarketMakingConfig | None = None) -> Platform:
|
|
||||||
"""Create a pre-configured market making platform.
|
|
||||||
|
|
||||||
Components:
|
|
||||||
- Mechanism: TwoSidedMechanism (bid-ask spread quoting)
|
|
||||||
- Arrivals: HawkesArrivalModel (clustered order flow)
|
|
||||||
- Execution: IntensityExecutionModel (distance-based fills)
|
|
||||||
- Market: GBMMarketModel (geometric Brownian motion mid-prices)
|
|
||||||
- Objective: PnL + spread_capture - inventory_risk
|
|
||||||
|
|
||||||
Args:
|
|
||||||
cfg: Configuration (uses defaults if None)
|
|
||||||
|
|
||||||
Returns:
|
|
||||||
Configured Platform instance
|
|
||||||
"""
|
|
||||||
cfg = cfg or MarketMakingConfig()
|
|
||||||
rng = np.random.default_rng(cfg.seed)
|
|
||||||
|
|
||||||
instruments = make_instruments(cfg.n_instruments, (cfg.initial_mid*0.9, cfg.initial_mid*1.1),
|
|
||||||
(0.0, 0.0), InstrumentType.ASSET, rng)
|
|
||||||
instruments.position = np.zeros(cfg.n_instruments)
|
|
||||||
|
|
||||||
mechanism = TwoSidedMechanism(TwoSidedConfig())
|
|
||||||
arrival = HawkesArrivalModel(HawkesArrivalConfig(base_rate=cfg.base_arrival_rate))
|
|
||||||
execution = IntensityExecutionModel(IntensityConfig())
|
|
||||||
position = PositionModel(PositionConfig(
|
|
||||||
initial_position=0.0, min_position=-500, max_position=500,
|
|
||||||
holding_cost_rate=0.0)) # use inventory risk penalty instead
|
|
||||||
market = GBMMarketModel(GBMMarketConfig(mu=cfg.mu, sigma=cfg.sigma),
|
|
||||||
initial=instruments.refs)
|
|
||||||
objective = market_making_objective(gamma=cfg.gamma, sigma=cfg.sigma)
|
|
||||||
|
|
||||||
return Platform(
|
|
||||||
instruments=instruments, mechanism=mechanism, arrival=arrival,
|
|
||||||
execution=execution, position=position, market=market, objective=objective,
|
|
||||||
cfg=PlatformConfig(n_instruments=cfg.n_instruments, max_steps=cfg.max_steps,
|
|
||||||
seed=cfg.seed, log_level=LogLevel.AGG_ONLY)
|
|
||||||
)
|
|
||||||
@@ -1,12 +0,0 @@
|
|||||||
SPHINXOPTS ?=
|
|
||||||
SPHINXBUILD ?= sphinx-build
|
|
||||||
SOURCEDIR = .
|
|
||||||
BUILDDIR = _build
|
|
||||||
|
|
||||||
help:
|
|
||||||
@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
|
|
||||||
|
|
||||||
.PHONY: help Makefile
|
|
||||||
|
|
||||||
%: Makefile
|
|
||||||
@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
|
|
||||||
@@ -1,39 +0,0 @@
|
|||||||
import os
|
|
||||||
import sys
|
|
||||||
sys.path.insert(0, os.path.abspath('../..'))
|
|
||||||
|
|
||||||
project = 'Quote-Control Simulator'
|
|
||||||
copyright = '2025, PHANTOM Research'
|
|
||||||
author = 'PHANTOM Research'
|
|
||||||
release = '0.1.0'
|
|
||||||
|
|
||||||
extensions = [
|
|
||||||
'sphinx.ext.autodoc',
|
|
||||||
'sphinx.ext.napoleon',
|
|
||||||
'sphinx.ext.viewcode',
|
|
||||||
'sphinx.ext.intersphinx',
|
|
||||||
'sphinx.ext.autosummary',
|
|
||||||
]
|
|
||||||
|
|
||||||
templates_path = ['_templates']
|
|
||||||
exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
|
|
||||||
|
|
||||||
html_theme = 'alabaster'
|
|
||||||
html_static_path = ['_static']
|
|
||||||
|
|
||||||
autodoc_default_options = {
|
|
||||||
'members': True,
|
|
||||||
'undoc-members': True,
|
|
||||||
'show-inheritance': True,
|
|
||||||
}
|
|
||||||
|
|
||||||
napoleon_google_docstring = True
|
|
||||||
napoleon_numpy_docstring = True
|
|
||||||
napoleon_include_init_with_doc = True
|
|
||||||
|
|
||||||
intersphinx_mapping = {
|
|
||||||
'python': ('https://docs.python.org/3', None),
|
|
||||||
'numpy': ('https://numpy.org/doc/stable/', None),
|
|
||||||
}
|
|
||||||
|
|
||||||
autosummary_generate = True
|
|
||||||
Some files were not shown because too many files have changed in this diff Show More
Reference in New Issue
Block a user