mirror of
https://github.com/velocitatem/PHANTOM.git
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457 lines
16 KiB
Python
457 lines
16 KiB
Python
from __future__ import annotations
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import argparse
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import json
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import os
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from datetime import datetime, UTC
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from pathlib import Path
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import matplotlib.pyplot as plt
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import numpy as np
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import pandas as pd
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from .lib.tiers import LinearElasticityPolicy, StaticPolicy, SurgePolicy
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from .spec import TrainSpec
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from .telemetry.wandb import get_wandb_module
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wandb = get_wandb_module()
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HAS_WANDB = wandb is not None
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def _parse_list(raw: str) -> list[str]:
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return [x.strip().lower() for x in str(raw).split(",") if x.strip()]
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def _parse_float_list(raw: str) -> list[float]:
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return [float(x.strip()) for x in str(raw).split(",") if x.strip()]
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def _truthy(value: str | bool | None) -> bool:
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if isinstance(value, bool):
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return value
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if value is None:
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return False
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return str(value).strip().lower() in {"1", "true", "yes", "on"}
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def _action(policy, obs: np.ndarray):
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out = policy.predict(obs, deterministic=True)
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action = out[0] if isinstance(out, tuple) else out
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if isinstance(action, np.ndarray) and action.size == 1:
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return int(action.reshape(-1)[0])
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return int(action)
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def _run_eval_episode(env, policy) -> dict:
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obs, _ = env.reset()
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done = False
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total_reward = 0.0
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total_revenue = 0.0
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total_margin = 0.0
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total_coi = 0.0
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price_trace: list[float] = []
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step_count = 0
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while not done:
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action = _action(policy, obs)
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obs, reward, term, trunc, info = env.step(action)
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done = bool(term or trunc)
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econ = info.get("economics", {})
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total_reward += float(reward)
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total_revenue += float(econ.get("revenue", 0.0))
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total_margin += float(econ.get("margin", 0.0))
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total_coi += float(econ.get("coi_level", 0.0))
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prices = np.asarray(info.get("prices", []), dtype=np.float32)
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if prices.size > 0:
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price_trace.append(float(np.mean(prices)))
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step_count += 1
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denom = max(step_count, 1)
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return {
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"reward": total_reward,
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"revenue": total_revenue,
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"mean_margin": total_margin / denom,
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"mean_coi": total_coi / denom,
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"price_trace": price_trace,
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}
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def _build_tier(name: str, cfg: dict, alpha: float):
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from .backends.common import make_env
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from .backends.qtable import train_qtable
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from .backends.sb3 import train_sb3
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tier = name.lower().strip()
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run_cfg = dict(cfg)
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run_cfg["alpha"] = float(alpha)
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if tier == "static":
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return StaticPolicy(int(run_cfg["action_levels"]))
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if tier == "surge":
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return SurgePolicy(
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n_actions=int(run_cfg["action_levels"]),
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n_products=int(run_cfg["n_products"]),
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)
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if tier == "linear":
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warmup_env = make_env(run_cfg)
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policy = LinearElasticityPolicy(
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n_actions=int(run_cfg["action_levels"]),
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n_products=int(run_cfg["n_products"]),
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price_low=float(run_cfg["price_low"]),
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price_high=float(run_cfg["price_high"]),
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)
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policy.fit(
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warmup_env,
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warmup_steps=int(run_cfg.get("linear_warmup_steps", 800)),
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seed=int(run_cfg["seed"]),
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)
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warmup_env.close()
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return policy
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if tier == "qtable":
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agent, _ = train_qtable(run_cfg)
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return agent
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if tier in {"ppo", "a2c", "dqn"}:
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run_cfg["algo"] = tier
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agent, _ = train_sb3(run_cfg)
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return agent
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raise ValueError(f"unsupported tier '{name}'")
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def run_benchmark(
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cfg: dict, tiers: list[str], alpha_values: list[float], n_episodes: int
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):
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from .backends.common import make_env
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rows: list[dict] = []
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traces: list[dict] = []
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for alpha in alpha_values:
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for tier_name in tiers:
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policy = _build_tier(tier_name, cfg, alpha)
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env = make_env({**cfg, "alpha": float(alpha)})
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eps = [_run_eval_episode(env, policy) for _ in range(int(n_episodes))]
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env.close()
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row = {
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"tier": tier_name,
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"alpha": float(alpha),
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"episodes": int(n_episodes),
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"mean_reward": float(np.mean([e["reward"] for e in eps])),
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"mean_revenue": float(np.mean([e["revenue"] for e in eps])),
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"mean_margin": float(np.mean([e["mean_margin"] for e in eps])),
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"mean_coi": float(np.mean([e["mean_coi"] for e in eps])),
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"std_revenue": float(np.std([e["revenue"] for e in eps])),
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}
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row["objective_score"] = (
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row["mean_reward"]
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+ float(cfg.get("revenue_weight", 0.01)) * row["mean_revenue"]
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)
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rows.append(row)
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max_len = max((len(e["price_trace"]) for e in eps), default=0)
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step_means = []
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for step in range(max_len):
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vals = [
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e["price_trace"][step] for e in eps if step < len(e["price_trace"])
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]
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step_means.append(float(np.mean(vals)) if vals else np.nan)
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traces.append(
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{
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"tier": tier_name,
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"alpha": float(alpha),
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"mean_price_trace": step_means,
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}
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)
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if HAS_WANDB and wandb.run is not None:
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wandb.log(
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{
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"study/alpha": float(alpha),
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"eval/reward_mean": row["mean_reward"],
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"eval/revenue_mean": row["mean_revenue"],
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"eval/margin_mean": row["mean_margin"],
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"objective/score": row["objective_score"],
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"objective/coi_preserved": row["mean_coi"],
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}
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)
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return pd.DataFrame(rows), traces
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def _plot_outputs(df: pd.DataFrame, traces: list[dict], out_dir: Path, stamp: str):
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fig1 = plt.figure(figsize=(11, 4.5))
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if "mode" in df.columns:
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groups = sorted(df[["tier", "mode"]].drop_duplicates().values.tolist())
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for tier, mode in groups:
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sub = df[(df["tier"] == tier) & (df["mode"] == mode)].sort_values("alpha")
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plt.plot(
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sub["alpha"],
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sub["mean_revenue"],
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marker="o",
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label=f"{tier}:{mode}",
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)
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else:
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for tier in sorted(df["tier"].unique()):
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sub = df[df["tier"] == tier].sort_values("alpha")
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plt.plot(sub["alpha"], sub["mean_revenue"], marker="o", label=tier)
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plt.xlabel("contamination alpha")
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plt.ylabel("mean episode revenue")
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plt.title("Revenue under contamination")
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plt.grid(alpha=0.3)
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plt.legend()
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fig1.tight_layout()
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rev_path = out_dir / f"benchmark_revenue_{stamp}.png"
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fig1.savefig(rev_path, dpi=220)
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plt.close(fig1)
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fig2 = plt.figure(figsize=(11, 4.5))
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if "mode" in df.columns:
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groups = sorted(df[["tier", "mode"]].drop_duplicates().values.tolist())
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for tier, mode in groups:
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sub = df[(df["tier"] == tier) & (df["mode"] == mode)].sort_values("alpha")
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plt.plot(
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sub["alpha"],
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sub["mean_coi"],
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marker="s",
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label=f"{tier}:{mode}",
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)
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else:
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for tier in sorted(df["tier"].unique()):
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sub = df[df["tier"] == tier].sort_values("alpha")
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plt.plot(sub["alpha"], sub["mean_coi"], marker="s", label=tier)
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plt.xlabel("contamination alpha")
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plt.ylabel("mean COI level")
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plt.title("COI preservation")
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plt.grid(alpha=0.3)
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plt.legend()
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fig2.tight_layout()
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coi_path = out_dir / f"benchmark_coi_{stamp}.png"
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fig2.savefig(coi_path, dpi=220)
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plt.close(fig2)
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focus_alpha = float(df["alpha"].min()) if not df.empty else 0.0
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alpha_traces = [t for t in traces if abs(float(t["alpha"]) - focus_alpha) < 1e-9]
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fig3 = plt.figure(figsize=(11, 4.5))
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for item in alpha_traces:
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xs = np.arange(len(item["mean_price_trace"]))
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ys = np.asarray(item["mean_price_trace"], dtype=np.float32)
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mode = item.get("mode")
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label = f"{item['tier']}:{mode}" if mode is not None else str(item["tier"])
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plt.plot(xs, ys, label=label)
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plt.xlabel("step")
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plt.ylabel("mean price")
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plt.title(f"Price evolution (alpha={focus_alpha:.2f})")
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plt.grid(alpha=0.3)
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plt.legend()
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fig3.tight_layout()
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price_path = out_dir / f"benchmark_price_trace_{stamp}.png"
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fig3.savefig(price_path, dpi=220)
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plt.close(fig3)
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return rev_path, coi_path, price_path
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def _run_with_args(args):
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compare_robust = _truthy(os.environ.get("PHANTOM_BENCHMARK_COMPARE_ROBUST"))
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robust_modes = [False, True] if compare_robust else [bool(args.no_robust)]
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base_overrides = {
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"seed": args.seed,
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"total_timesteps": args.total_timesteps,
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"n_products": args.n_products,
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"N": args.N,
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"lambda_coi": args.lambda_coi,
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"robust_radius": args.robust_radius,
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"robust_points": args.robust_points,
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"price_low": args.price_low,
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"price_high": args.price_high,
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"action_levels": args.action_levels,
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"action_scale_low": args.action_scale_low,
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"action_scale_high": args.action_scale_high,
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"max_steps": args.max_steps,
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"learning_rate": args.learning_rate,
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"batch_size": args.batch_size,
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"n_steps": args.n_steps,
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"linear_warmup_steps": args.linear_warmup_steps,
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"device": args.device,
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}
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tiers = _parse_list(args.tiers)
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alpha_values = _parse_float_list(args.alpha_values)
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all_frames: list[pd.DataFrame] = []
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all_traces: list[dict] = []
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for no_robust in robust_modes:
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overrides = dict(base_overrides)
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overrides["no_robust"] = bool(no_robust)
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cfg = TrainSpec.from_flat(
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{k: v for k, v in overrides.items() if v is not None}
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).to_flat_dict()
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cfg["linear_warmup_steps"] = int(args.linear_warmup_steps)
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df_mode, traces_mode = run_benchmark(cfg, tiers, alpha_values, args.episodes)
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mode_label = "no_robust" if no_robust else "robust"
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df_mode["mode"] = mode_label
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for trace in traces_mode:
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trace["mode"] = mode_label
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all_frames.append(df_mode)
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all_traces.extend(traces_mode)
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df = pd.concat(all_frames, ignore_index=True) if all_frames else pd.DataFrame()
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traces = all_traces
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out_dir = Path(args.output_dir)
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out_dir.mkdir(parents=True, exist_ok=True)
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stamp = datetime.now(UTC).strftime("%Y%m%d_%H%M%S")
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csv_path = out_dir / f"benchmark_{stamp}.csv"
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trace_path = out_dir / f"benchmark_traces_{stamp}.json"
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df.to_csv(csv_path, index=False)
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trace_path.write_text(json.dumps(traces, indent=2))
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rev_path, coi_path, price_path = _plot_outputs(df, traces, out_dir, stamp)
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if not df.empty:
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best_idx = int(df["mean_revenue"].idxmax())
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best = df.iloc[best_idx]
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print(
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"BEST_TIER="
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+ json.dumps(
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{
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"tier": best["tier"],
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"mode": best.get("mode", "robust"),
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"alpha": float(best["alpha"]),
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"mean_revenue": float(best["mean_revenue"]),
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"mean_coi": float(best["mean_coi"]),
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}
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)
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)
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print(f"BENCHMARK_CSV={csv_path}")
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print(f"BENCHMARK_TRACES={trace_path}")
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print(f"BENCHMARK_PLOT_REVENUE={rev_path}")
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print(f"BENCHMARK_PLOT_COI={coi_path}")
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print(f"BENCHMARK_PLOT_PRICE={price_path}")
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def run_cli(raw_args: list[str] | None = None):
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parser = argparse.ArgumentParser(description="PHANTOM benchmark orchestrator")
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parser.add_argument("--project", default="capstone")
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parser.add_argument("--tiers", default="static,surge,linear,qtable,ppo")
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parser.add_argument("--alpha-values", default="0.0,0.3,0.6")
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parser.add_argument("--episodes", type=int, default=10)
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parser.add_argument("--output-dir", default="engine/studies/results")
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parser.add_argument("--seed", type=int, default=42)
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parser.add_argument("--total-timesteps", type=int, default=25_000)
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parser.add_argument("--n-products", type=int, default=10)
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parser.add_argument("--N", type=int, default=100)
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parser.add_argument("--lambda-coi", type=float, default=0.2)
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parser.add_argument("--robust-radius", type=float, default=0.15)
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parser.add_argument("--robust-points", type=int, default=5)
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parser.add_argument("--price-low", type=float, default=10.0)
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parser.add_argument("--price-high", type=float, default=150.0)
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parser.add_argument("--action-levels", type=int, default=9)
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parser.add_argument("--action-scale-low", type=float, default=0.8)
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parser.add_argument("--action-scale-high", type=float, default=1.2)
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parser.add_argument("--max-steps", type=int, default=100)
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parser.add_argument("--learning-rate", type=float, default=3e-4)
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parser.add_argument("--batch-size", type=int, default=256)
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parser.add_argument("--n-steps", type=int, default=2048)
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parser.add_argument("--linear-warmup-steps", type=int, default=800)
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parser.add_argument("--device", type=str, default="auto")
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parser.add_argument("--no-robust", action="store_true")
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parser.add_argument("--no-wandb", action="store_true")
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parser.add_argument("--offline", action="store_true")
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parser.add_argument("--sweep-agent", action="store_true")
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parser.add_argument("--sweep-id", type=str)
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parser.add_argument("--count", type=int, default=0)
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args = parser.parse_args(raw_args)
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if args.sweep_agent:
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if args.no_wandb or not HAS_WANDB:
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raise ValueError("sweep agent requires wandb")
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if not args.sweep_id:
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raise ValueError("--sweep-id is required with --sweep-agent")
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def _sweep_run():
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run = wandb.init(mode="offline" if args.offline else "online")
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try:
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key_to_attr = {
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"tiers": "tiers",
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"alpha_values": "alpha_values",
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"episodes": "episodes",
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"total_timesteps": "total_timesteps",
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"lambda_coi": "lambda_coi",
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"robust_radius": "robust_radius",
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"robust_points": "robust_points",
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"learning_rate": "learning_rate",
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"batch_size": "batch_size",
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"n_steps": "n_steps",
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"no_robust": "no_robust",
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"device": "device",
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}
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for key in (
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"tiers",
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"alpha_values",
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"episodes",
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"total_timesteps",
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"lambda_coi",
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"robust_radius",
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"robust_points",
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"learning_rate",
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"batch_size",
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"n_steps",
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"no_robust",
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"device",
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):
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if key in wandb.config:
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setattr(args, key_to_attr[key], wandb.config[key])
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_run_with_args(args)
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finally:
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if run is not None:
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wandb.finish()
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wandb.agent(
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args.sweep_id,
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function=_sweep_run,
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count=args.count if args.count > 0 else None,
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)
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return
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if args.no_wandb or not HAS_WANDB:
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_run_with_args(args)
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return
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run = wandb.init(
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project=args.project,
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name=f"benchmark-{datetime.now(UTC).strftime('%m%d-%H%M%S')}",
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tags=[
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"benchmark",
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"robust-compare"
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if _truthy(os.environ.get("PHANTOM_BENCHMARK_COMPARE_ROBUST"))
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else "single-mode",
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],
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config={
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"run.kind": "benchmark",
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"tiers": args.tiers,
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"alpha_values": args.alpha_values,
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"episodes": args.episodes,
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"total_timesteps": args.total_timesteps,
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"lambda_coi": args.lambda_coi,
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"robust_radius": args.robust_radius,
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"robust_points": args.robust_points,
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"learning_rate": args.learning_rate,
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"device": args.device,
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},
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mode="offline" if args.offline else "online",
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)
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try:
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_run_with_args(args)
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finally:
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if run is not None:
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wandb.finish()
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if __name__ == "__main__":
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run_cli()
|