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How to use ne_strategy method in pandera
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nash_dqn_speed.py
Source:nash_dqn_speed.py 
1import torch2import torch.nn as nn3import torch.nn.functional as F4import numpy as np5import gym6import operator7import random, copy8import pickle9from ..common.nn_components import cReLU, Flatten10from ..common.storage import ReplayBuffer11from ..common.rl_utils import choose_optimizer, EpsilonScheduler12from ..common.networks import NetBase, get_model13from .dqn import DQN, DQNBase14from mars.equilibrium_solver import NashEquilibriumECOSSolver15DEBUG = False16def kl(p, q):17 """Kullback-Leibler divergence D(P || Q) for discrete distributions18 Parameters19 ----------20 p, q : array-like, dtype=float, shape=n21 Discrete probability distributions.22 """23 p = np.asarray(p, dtype=np.float)24 q = np.asarray(q, dtype=np.float)25 return np.sum(np.where(p != 0, p * np.log(p / q), 0))26class Debugger():27 def __init__(self, env, log_path = None):28 self.env = env29 if env.OneHotObs:30 self.num_states_per_step = int(self.env.observation_space.shape[0])31 else:32 self.num_states_per_step = int(self.env.observation_space.high[0]/(self.env.max_transition+1))33 self.max_transition = env.max_transition34 self.kl_dist_list=[[] for _ in range(self.max_transition)]35 self.mse_v_list=[[] for _ in range(self.max_transition)]36 self.mse_exp_list=[[] for _ in range(self.max_transition)]37 self.cnt = 038 self.save_interval = 1039 self.logging = {'num_states_per_step': self.num_states_per_step,40 'max_transition': self.max_transition,41 'cnt': [],42 'state_visit': {},43 'kl_nash_dist': [],44 'mse_nash_v': [],45 'mse_exploitability': []46 }47 self.log_path = log_path 48 self.state_list = []49 self.oracle_nash_strategies = np.vstack(self.env.Nash_strategies) # flatten to shape dim 150 self.oracle_nash_values = np.concatenate(self.env.Nash_v) # flatten to shape dim 151 self.oracle_nash_q_values = np.concatenate(self.env.Nash_q) # flatten to shape dim 152 def compare_with_oracle(self, state, dists, ne_vs, verbose=False):53 """[summary]54 :param state: current state55 :type state: [type]56 :param dists: predicted Nash strategies (distributions)57 :type dists: [type]58 :param ne_vs: predicted Nash equilibrium values based on predicted Nash strategies59 :type ne_vs: [type]60 :param verbose: [description], defaults to False61 :type verbose: bool, optional62 """63 self.cnt+=164 if self.env.OneHotObs:65 state_ = state[0].cpu().numpy()66 id_state = np.where(state_>0)[0][0]67 else:68 id_state = int(torch.sum(state).cpu().numpy()/2)69 for j in range(self.max_transition): # nash value for non-terminal states (before the final timestep)70 if id_state >= j*self.num_states_per_step and id_state < (j+1)*self.num_states_per_step: # determine which timestep is current state71 ne_strategy = self.oracle_nash_strategies[id_state]72 ne_v = self.oracle_nash_values[id_state]73 ne_q = self.oracle_nash_q_values[id_state]74 oracle_first_player_ne_strategy = ne_strategy[0]75 nash_dqn_first_player_ne_strategy = dists[0][0]76 br_v = np.min(nash_dqn_first_player_ne_strategy@ne_q) # best response value (value against best response), reflects exploitability of learned Nash 77 kl_dist = kl(oracle_first_player_ne_strategy, nash_dqn_first_player_ne_strategy)78 self.kl_dist_list[j].append(kl_dist)79 mse_v = float((ne_v - ne_vs)**2) # squared error of Nash values (predicted and oracle)80 self.mse_v_list[j].append(mse_v)81 mse_exp = float((ne_v - br_v)**2) # the target value of best response value (exploitability) should be the Nash value82 self.mse_exp_list[j].append(mse_exp)83 self.state_visit(id_state)84 self.log([id_state, kl_dist, ne_vs], verbose)85 if self.cnt % self.save_interval == 0:86 self.dump_log()87 def state_visit(self, state):88 self.state_list.append(state)89 def log(self, data, verbose=False):90 # get state visitation statistics91 unique, counts = np.unique(self.state_list, return_counts=True)92 state_stat = dict(zip(unique, counts))93 if verbose:94 print('state index: {}ï¼ KL: {}'.format(*data))95 print('state visitation counts: {}'.format(state_stat))96 self.logging['cnt'].append(self.cnt)97 self.logging['state_visit'] = state_stat98 self.logging['kl_nash_dist'] = self.kl_dist_list99 self.logging['mse_nash_v'] = self.mse_v_list100 self.logging['mse_exploitability'] = self.mse_exp_list101 def dump_log(self,):102 with open(self.log_path, "wb") as f:103 pickle.dump(self.logging, f) 104class NashDQNSpeed(DQN):105 """106 Nash-DQN algorithm107 """108 def __init__(self, env, args):109 super().__init__(env, args)110 self.num_envs = args.num_envs111 self.model = NashDQNBase(env, args.net_architecture, args.num_envs, two_side_obs = args.marl_spec['global_state']).to(self.device)112 self.target = copy.deepcopy(self.model).to(self.device)113 114 if args.num_process > 1:115 self.model.share_memory()116 self.target.share_memory()117 self.num_agents = env.num_agents[0] if isinstance(env.num_agents, list) else env.num_agents118 try:119 self.action_dims = env.action_space[0].n120 except:121 self.action_dims = env.action_space.n122 # don't forget to instantiate an optimizer although there is one in DQN123 self.optimizer = choose_optimizer(args.optimizer)(self.model.parameters(), lr=float(args.learning_rate))124 # lr_scheduler = torch.optim.lr_scheduler.StepLR(self.optimizer, step_size=50, gamma=0.95) 125 # self.schedulers.append(lr_scheduler)126 if DEBUG:127 self.debugger = Debugger(env, "./data/nash_dqn_simple_mdp_log.pkl")128 self.warm_up = 500*2000 # ~ 5000 episodes, b.c. 0.1 update freq, ~2000 episode length ;warm-up steps use non-Nash update manner129 def choose_action(self, state, Greedy=False, epsilon=None):130 if Greedy:131 epsilon = 0.132 elif epsilon is None:133 epsilon = self.epsilon_scheduler.get_epsilon()134 if not isinstance(state, torch.Tensor):135 state = torch.Tensor(state).to(self.device)136 if self.num_envs == 1: # state: (agents, state_dim)137 state = state.unsqueeze(0).view(1, -1) # change state from (agents, state_dim) to (1, agents*state_dim)138 else: # state: (agents, envs, state_dim)139 state = torch.transpose(state, 0, 1) # to state: (envs, agents, state_dim)140 state = state.view(state.shape[0], -1) # to state: (envs, agents*state_dim)141 if random.random() > epsilon: # NoisyNet does not use e-greedy142 with torch.no_grad():143 q_values = self.model(state).detach().cpu().numpy() # needs state: (batch, agents*state_dim)144 145 if self.update_cnt < self.warm_up:146 q_tables = q_values.reshape(-1, self.action_dims, self.action_dims)147 actions = []148 for qt in q_tables:149 row_q = np.average(qt, axis=-1)150 col_q = np.average(qt.T, axis=-1)151 actions.append([np.argmax(row_q), np.argmin(col_q)])152 else:153 # if self.args.cce:154 # actions = self.compute_cce(q_values)155 # else:156 actions, dists, ne_vs = self.compute_nash(q_values) 157 if DEBUG: ## test on arbitrary MDP158 self.debugger.compare_with_oracle(state, dists, ne_vs, verbose=True)159 else:160 actions = np.random.randint(self.action_dims, size=(state.shape[0], self.num_agents)) # (envs, agents)161 162 if self.num_envs == 1:163 actions = actions[0] # list of actions to its item164 else:165 actions = np.array(actions).T # to shape: (agents, envs, action_dim)166 return actions167 def compute_nash(self, q_values, return_dist_only=False):168 """169 Return actions as Nash equilibrium of given payoff matrix, shape: [env, agent]170 """171 q_tables = q_values.reshape(-1, self.action_dims, self.action_dims)172 all_actions = []173 all_dists = []174 all_ne_values = []175 for qs in q_tables: # iterate over envs176 # Solve Nash equilibrium with solver177 try:178 # ne = NashEquilibriaSolver(qs)179 # ne = ne[0] # take the first Nash equilibria found180 # print(np.linalg.det(qs))181 # ne = NashEquilibriumSolver(qs)182 # ne = NashEquilibriumLPSolver(qs)183 # ne = NashEquilibriumCVXPYSolver(qs)184 # ne = NashEquilibriumGUROBISolver(qs)185 ne, ne_v = NashEquilibriumECOSSolver(qs)186 except: # some cases NE cannot be solved187 print('No Nash solution for: ', np.linalg.det(qs), qs)188 ne = self.num_agents*[1./qs.shape[0]*np.ones(qs.shape[0])] # use uniform distribution if no NE is found189 ne_v = 0190 all_dists.append(ne)191 all_ne_values.append(ne_v)192 # Sample actions from Nash strategies193 actions = []194 for dist in ne: # iterate over agents195 try:196 sample_hist = np.random.multinomial(1, dist) # return one-hot vectors as sample from multinomial197 except:198 print('Not a valid distribution from Nash equilibrium solution.')199 print(sum(ne[0]), sum(ne[1]))200 print(qs, ne)201 print(dist)202 a = np.where(sample_hist>0)203 actions.append(a)204 all_actions.append(np.array(actions).reshape(-1))205 if return_dist_only:206 return all_dists207 else: # return samples actions, nash strategies, nash values208 return np.array(all_actions), all_dists, all_ne_values209 def compute_cce(self, q_values, return_dist=False):210 """211 Return actions as coarse correlated equilibrium of given payoff matrix, shape: [env, agent]212 """213 q_tables = q_values.reshape(-1, self.action_dims, self.action_dims)214 all_actions = []215 all_dists = []216 for qs in q_tables: # iterate over envs217 try:218 _, _, jnt_probs = CoarseCorrelatedEquilibriumLPSolver(qs)219 except: # some cases NE cannot be solved220 print('No CCE solution for: ', np.linalg.det(qs), qs)221 jnt_probs = 1./(qs.shape[0]*qs.shape[1])*np.ones(qs.shape[0]*qs.shape[1]) # use uniform distribution if no NE is found222 223 try:224 sample_hist = np.random.multinomial(1, jnt_probs) # a joint probability matrix for all players225 except:226 print('Not a valid distribution from Nash equilibrium solution.')227 print(sum(jnt_probs), sum(abs(jnt_probs)))228 print(qs, jnt_probs)229 sample_hist = sample_hist.reshape(self.action_dims, self.action_dims)230 a = np.where(sample_hist>0) # the actions for two players231 all_actions.append(np.array(a).reshape(-1))232 all_dists.append(jnt_probs)233 if return_dist:234 return all_dists235 else:236 return np.array(all_actions)237 def update(self):238 state, action, reward, next_state, done = self.buffer.sample(self.batch_size)239 state = torch.FloatTensor(np.float32(state)).to(self.device)240 next_state = torch.FloatTensor(np.float32(next_state)).to(self.device)241 action = torch.FloatTensor(action).to(self.device)242 reward = torch.FloatTensor(reward).to(self.device)243 done = torch.FloatTensor(np.float32(done)).to(self.device)244 # Q-Learning with target network245 q_values = self.model(state)246 target_next_q_values_ = self.target(next_state)247 target_next_q_values = target_next_q_values_.detach().cpu().numpy()248 action_dim = int(np.sqrt(q_values.shape[-1])) # for two-symmetric-agent case only249 action_ = torch.LongTensor([a[0]*action_dim+a[1] for a in action]).to(self.device)250 q_value = q_values.gather(1, action_.unsqueeze(1)).squeeze(1)251 # compute CCE or NE252 # if args.cce: # Coarse Correlated Equilibrium253 # cce_dists = self.compute_cce(target_next_q_values, return_dist=True)254 # target_next_q_values_ = target_next_q_values_.reshape(-1, action_dim, action_dim)255 # cce_dists_ = torch.FloatTensor(cce_dists).to(self.device)256 # next_q_value = torch.einsum('bij,bij->b', cce_dists_, target_next_q_values_)257 # else: # Nash Equilibrium258 if self.update_cnt < self.warm_up:259 expected_q_value = reward260 else:261 nash_dists = self.compute_nash(target_next_q_values, return_dist_only=True) # get the mixed strategy Nash rather than specific actions262 target_next_q_values_ = target_next_q_values_.reshape(-1, action_dim, action_dim)263 nash_dists_ = torch.FloatTensor(nash_dists).to(self.device)264 next_q_value = torch.einsum('bk,bk->b', torch.einsum('bj,bjk->bk', nash_dists_[:, 0], target_next_q_values_), nash_dists_[:, 1])265 266 expected_q_value = reward + (self.gamma ** self.multi_step) * next_q_value * (1 - done) 267 # Huber Loss268 # loss = F.smooth_l1_loss(q_value, expected_q_value.detach(), reduction='none')269 loss = F.mse_loss(q_value, expected_q_value.detach())270 loss = loss.mean()271 self.optimizer.zero_grad()272 loss.backward()273 self.optimizer.step()274 if self.update_cnt % self.target_update_interval == 0:275 self.update_target(self.model, self.target)276 # self.update_cnt = 0277 self.update_cnt += 1278 return loss.item()279class NashDQNBase(DQNBase):280 """281 Nash-DQN for parallel env sampling282 parameters283 ---------284 env environment(openai gym)285 """286 def __init__(self, env, net_args, number_envs=2, two_side_obs=True):287 super().__init__(env, net_args)288 self.number_envs = number_envs289 try:290 if two_side_obs:291 self._observation_shape = tuple(map(operator.add, env.observation_space.shape, env.observation_space.shape)) # double the shape292 else:293 self._observation_shape = env.observation_space.shape294 self._action_shape = (env.action_space.n)**2295 except:296 if two_side_obs:297 self._observation_shape = tuple(map(operator.add, env.observation_space[0].shape, env.observation_space[0].shape)) # double the shape298 else:299 self._observation_shape = env.observation_space[0].shape300 self._action_shape = (env.action_space[0].n)**2301 self._construct_net(env, net_args)302 def _construct_net(self, env, net_args):303 input_space = gym.spaces.Box(low=-np.inf, high=np.inf, shape = self._observation_shape)304 output_space = gym.spaces.Discrete(self._action_shape)305 if len(self._observation_shape) <= 1: # not image306 self.net = get_model('mlp')(input_space, output_space, net_args, model_for='discrete_q')307 else:...
blockwithholding.py
Source:blockwithholding.py
1from __future__ import absolute_import2from __future__ import division3from __future__ import print_function4import random5import numpy as np6import argparse7from gym import spaces8import ray9from ray.tune.registry import register_env10from ray.rllib.models.preprocessors import get_preprocessor11from ray import tune12from ray.rllib.agents.pg.pg import PGTrainer13from ray.rllib.agents.pg.pg_policy import PGTFPolicy14from ray.rllib.policy.policy import Policy15from ray.rllib.env.multi_agent_env import MultiAgentEnv16from ray.rllib.utils import try_import_tf17from ray.tune.util import flatten_dict18from ray.tune.result import (NODE_IP, TRAINING_ITERATION, TIME_TOTAL_S,19 TIMESTEPS_TOTAL, EXPR_PARAM_FILE,20 EXPR_PARAM_PICKLE_FILE, EXPR_PROGRESS_FILE,21 EXPR_RESULT_FILE)22from ray.tune.logger import pretty_print23import os24import csv25import mdptoolbox26import pandas as pd27import math28import sympy as sym29tf = try_import_tf()30CLI = argparse.ArgumentParser()31CLI.add_argument(32 "--alphas",33 nargs = '*',34 type = float,35 default = [.4, .5]36)37CLI.add_argument(38 "--impact",39 type = float,40 default = .241)42CLI.add_argument(43 "--threshold",44 type = float,45 default = .0246)47CLI.add_argument(48 '--algo',49 type = str,50 default = 'PPO'51)52CLI.add_argument(53 '--use_lstm',54 type = bool,55 default = False56)57CLI.add_argument(58 '--gamma',59 type = float,60 default = 0.9961)62CLI.add_argument(63 '--lr',64 type = float,65 default = 1e-666)67CLI.add_argument(68 '--lmbda',69 type = float,70 default = 1.071)72CLI.add_argument(73 '--iteration',74 type = int,75 default = 1076)77CLI.add_argument(78 '--episodes',79 type = int,80 default = 1e681)82CLI.add_argument(83 '--ep_length',84 type = int,85 default = 186)87CLI.add_argument(88 '--gpus',89 type = int,90 default = 091)92CLI.add_argument(93 '--NE',94 type = bool,95 default = False96)97CLI.add_argument(98 '--workers',99 type = int,100 default = 5101)102CLI.add_argument(103 '--evaluate',104 type = bool,105 default = False106)107CLI.add_argument(108 '--eval_ep',109 type = int,110 default = 1111)112args = CLI.parse_args()113eps = 1e-6114#setting in miner's dilemma115ACTION_SPACE = spaces.Box(low=np.array([0.]), high=np.array([1.]), dtype=np.float32)116STATE_SPACE = spaces.Discrete(1)117NE = dict()118def get_optimal_strategy(a, b, y):119 x = sym.Symbol('x', real=True)120 R1 = (a - x) / (1. - x - y)121 R2 = (b - y) / (1. - x - y)122 r1 = ((b * R1) + x * (R1 + R2)) / (a * b + a * x + b * y)123 d1 = sym.Eq(sym.diff(r1, x), 0.)124 A = sym.solve(d1, x)125 126 if A:127 for i in A:128 if (i > eps and i < a - eps):129 return i, r1.subs(x, i)130 if (a * b + b * y < eps or r1.subs(x, 0.) > r1.subs(x, a) - eps):131 return 0., r1.subs(x, 0.)132 else:133 return a, r1.subs(x, a)134def plot_Nash_equilibrium(x, y, z, name):135 x, y = np.meshgrid(x,y)136 z = z.transpose()137 intensity = z.reshape(len(y), len(x))138 139 plt.title(name)140 plt.pcolormesh(x, y, intensity, rasterized=True)141 plt.clim(0., 1.2)142 plt.colorbar() #need a colorbar to show the intensity scale143 #plt.show() #boom144 145def compute_reward(a, b, x, y):146 if (x + y > 1 - eps):147 return {'0': 0., '1': 0.}148 if (y < eps and a < eps):149 return {'0': 1., '1': 1.}150 if (x < eps and b < eps):151 return {'0': 1., '1': 1.}152 R1 = (a - x) / (1. - x - y)153 R2 = (b - y) / (1. - x - y)154 r1 = ((b * R1) + x * (R1 + R2)) / (a * b + a * x + b * y)155 r2 = ((a * R2) + y * (R1 + R2)) / (a * b + a * x + b * y)156 return {'0': r1, '1': r2}157def get_Nash_equilibrium(alphas):158 a = alphas[0]159 b = alphas[1]160 if (a + b > 1. or (a < eps and b < eps)): 161 return 0., 0., 1., 1.162 x = 0.163 y = 0.164 while (True):165 X, R1 = get_optimal_strategy(a, b, y)166 Y, R2 = get_optimal_strategy(b, a, x)167 168 if (abs(X - x) < eps and abs(Y - y) < eps):169 rev = compute_reward(a, b, x, y)170 return x, y, rev['0'], rev['1']171 172 x = X173 y = Y174class MigrationEnv(MultiAgentEnv):175 def __init__(self, env_config):176 self.action_space = ACTION_SPACE177 self.observation_space = STATE_SPACE178 self.HASHRATE = np.array(env_config['alphas'])179 self.alphas = np.array(env_config['alphas'])180 self.N = len(self.alphas)181 self.episode_length = env_config['ep_length']182 self.attr = np.full((self.N), 1.)183 self.impact = args.impact184 self.threshold = args.threshold185 self.largest_pool = np.full((self.N, 2), -1)186 self.num_moves = 0187 188 def compute_states(self):189 obs_state = dict()190 self.largest_pool = np.full((self.N, 2), -1)191 for i in range(len(self.alphas)):192 tmp = np.array([self.alphas[i], 0., 0., 0.])193 rest = []194 195 for j in range(len(self.alphas)):196 if i == j:197 continue198 if self.alphas[j] >= tmp[1]:199 if (self.largest_pool[i][1] > -1):200 rest.append(tmp[2])201 tmp[2] = tmp[1]202 self.largest_pool[i][1] = self.largest_pool[i][0]203 tmp[1] = self.alphas[j]204 self.largest_pool[i][0] = j205 elif self.alphas[j] > tmp[2]:206 if (self.largest_pool[i][1] > -1):207 rest.append(tmp[2])208 tmp[2] = self.alphas[j]209 self.largest_pool[i][1] = j210 else: 211 rest.append(self.alphas[j])212 tmp[3] = np.array(rest).std()213 obs_state[str(i)] = tmp214 return obs_state215 #reset the environment to the starting state216 def reset(self):217 self.num_moves = 0218 self.alphas = np.array(self.HASHRATE)219 self.attr = np.full((self.N), 1.)220 return self.compute_states() 221 def construct_action(self, action_dict):222 action = np.empty([self.N, self.N], dtype=np.float32)223 for i in range(self.N):224 action[i] = np.full((self.N), self.alphas[i] * action_dict[str(i)][2])225 action[i][i] = 0.226 if self.largest_pool[i][0] > -1:227 action[i][self.largest_pool[i][0]] = self.alphas[i] * action_dict[str(i)][0]228 if self.largest_pool[i][1] > -1:229 action[i][self.largest_pool[i][1]] = self.alphas[i] * action_dict[str(i)][1]230 if (action[i].sum() > 1 - eps):231 action[i] = action[i] / (action[i] + eps)232 233 return action234 235 def step(self, action_dict):236 self.num_moves += 1237 a = np.empty([self.N, self.N], dtype=np.float32)238 b = np.empty([self.N], dtype=np.float32)239 action = self.construct_action(action_dict)240 #print("states:{}\n{}\n{}\n".format(self.compute_states(), action_dict, action))241 infiltrate = action.sum(1)242 infiltrated = action.sum(0)243 total = action.sum()244 for i in range(self.N):245 for j in range(self.N):246 if i == j:247 a[i][j] = self.alphas[i] + infiltrated[i]248 else:249 a[i][j] = -action[i][j]250 b[i] = (self.alphas[i] - infiltrate[i]) / (1 - total)251 r = np.empty([self.N], dtype=np.float32)252 try:253 r = np.linalg.solve(a, b)254 except(RuntimeError, np.linalg.LinAlgError):255 r = np.full((self.N), 1.)256 R = dict()257 for i in range(self.N):258 R[str(i)] = r[i]259 done = {"__all__": self.num_moves >= self.episode_length}260 for i in range(self.N):261 self.attr[i] = max(0., min(1., self.attr[i] + self.impact * (r[i] - 1.)))262 tmp_alphas = np.array(self.alphas)263 for i in range(self.N):264 sumn = tmp_alphas[i] * max(0., 1. - self.attr[i] - self.threshold)265 self.alphas[i] -= sumn266 mean = np.array(self.attr) / self.attr.sum()267 cov = np.diag(mean) - np.dot(np.transpose([mean]), [mean])268 mig = np.random.multivariate_normal(sumn * mean, sumn * cov)269 for j in range(self.N):270 #self.alphas[i] += tmp_alphas[j] * max(0, 1 - self.attr[j] - self.threshold) * self.attr[i] / self.attr.sum()271 self.alphas[j] += mig[j]272 assert(abs(self.alphas.sum() - 1.) < eps)273 274 alphas = dict()275 for i in range(self.N):276 alphas[str(i)] = self.alphas[i] - tmp_alphas[i]277 278 info = dict()279 for i in range(self.N):280 info[str(i)] = {'policy': np.array(action[i]), 'reward': r[i], 'alphas': self.alphas[i]}281 return self.compute_states(), alphas, done, info282class BlockWithholdingEnv(MultiAgentEnv):283 def __init__(self, env_config):284 self.action_space = ACTION_SPACE285 self.observation_space = STATE_SPACE286 self.alphas = env_config['alphas']287 self.N = len(self.alphas)288 self.honest_power = 1 - sum(self.alphas)289 self.episode_length = env_config['ep_length']290 self.num_moves = 0291 292 #reset the environment to the starting state293 def reset(self):294 self.num_moves = 0295 return {296 '0': 0,297 '1': 0298 }299 300 def step(self, action_dict):301 self.num_moves += 1302 a = self.alphas[0]303 b = self.alphas[1]304 x = action_dict['0'][0]305 y = action_dict['1'][0]306 done = {"__all__": self.num_moves >= self.episode_length}307 R = compute_reward(a, b, x * a, y * b)308 info = dict()309 info['0'] = {'policy': x * a, 'reward': R['0']}310 info['1'] = {'policy': y * b, 'reward': R['1']}311 return {'0': 0, '1': 0}, R, done, info312class Constant(Policy):313 def __init__(self, observation_space, action_space, config):314 Policy.__init__(self, observation_space, action_space, config)315 self.infiltrating = config['infiltrating']316 def compute_actions(self,317 obs_batch,318 state_batches,319 prev_action_batch=None,320 prev_reward_batch=None,321 info_batch=None,322 episodes=None,323 **kwargs):324 actions = []325 for i in range(len(obs_batch)):326 actions.append([self.infiltrating])327 return actions, [], {}328 def learn_on_batch(self, samples):329 pass330 def get_weights(self):331 pass332 def set_weights(self, weights):333 pass334class NE_strategy(Policy):335 def __init__(self, observation_space, action_space, config):336 Policy.__init__(self, observation_space, action_space, config)337 x, y, r1, r2 = get_Nash_equilibrium(config['alphas'])338 self.infiltrating = y / config['alphas'][1]339 340 341 def compute_actions(self,342 obs_batch,343 state_batches,344 prev_action_batch=None,345 prev_reward_batch=None,346 info_batch=None,347 episodes=None,348 **kwargs):349 actions = []350 for i in range(len(obs_batch)):351 actions.append([self.infiltrating])352 return actions, [], {}353 def learn_on_batch(self, samples):354 pass355 def get_weights(self):356 pass357 def set_weights(self, weights):358 pass359def on_episode_start(info):360 episode = info["episode"]361def on_episode_step(info):362 episode = info["episode"]363 episode.user_data['0'] = episode.last_info_for('0')364 episode.user_data['1'] = episode.last_info_for('1')365def on_episode_end(info):366 episode = info["episode"]367 print(episode.user_data)368def run_RL(policies_to_train, policies):369 def select_policy(agent_id):370 return agent_id371 372 tune.run(373 args.algo,374 stop={"episodes_total": args.episodes},375 config={376 "num_gpus": args.gpus,377 "env": BlockWithholdingEnv,378 "entropy_coeff": 0.01,379 "entropy_coeff_schedule": args.episodes * 1000,380 "clip_param": 0.1,381 "gamma": args.gamma,382 "lambda": args.lmbda,383 "lr_schedule": [[0, 1e-5], [args.episodes, 1e-7]],384 "num_workers": args.workers,385 "num_envs_per_worker": 1,386 "sample_batch_size": 10,387 "train_batch_size": 128,388 "multiagent": {389 "policies_to_train": policies_to_train,390 "policies": policies,391 "policy_mapping_fn": select_policy,392 },393 "env_config": {394 "alphas":args.alphas,395 'ep_length':args.ep_length396 },397 "monitor": True,398 "callbacks": {399 "on_episode_start": on_episode_start,400 "on_episode_step": on_episode_step,401 "on_episode_end": on_episode_end,402 },403 "ignore_worker_failures": True,404 })405NE['a0'], NE['a1'], NE['r1'], NE['r2'] = get_Nash_equilibrium(args.alphas)406print(args.alphas, NE)407policies_to_train = [str(i) for i in range(len(args.alphas))]408policies = dict()409for i in range(len(args.alphas)):410 policies[str(i)] = (None, STATE_SPACE, ACTION_SPACE, {411 "model": {412 "use_lstm":args.use_lstm413 }414 })...
debug.py
Source:debug.py
1import torch2import numpy as np3import pickle4from mars.equilibrium_solver import NashEquilibriumECOSSolver, NashEquilibriumMWUSolver, NashEquilibriumParallelMWUSolver5DEBUG = False6def kl(p, q):7 """Kullback-Leibler divergence D(P || Q) for discrete distributions8 Parameters9 ----------10 p, q : array-like, dtype=float, shape=n11 Discrete probability distributions.12 """13 p = np.asarray(p, dtype=np.float)14 q = np.asarray(q, dtype=np.float)15 return np.sum(np.where(p != 0, p * np.log(p / q), 0))16def to_one_hot(s, range):17 one_hot_vec = np.zeros(range)18 one_hot_vec[s] = 119 return one_hot_vec20class Debugger():21 def __init__(self, env, log_path = None):22 self.env = env23 if env.OneHotObs:24 self.num_states_per_step = int(self.env.observation_space.shape[0])25 else:26 self.num_states_per_step = int(self.env.observation_space.high[0]/(self.env.max_transition+1))27 self.max_transition = env.max_transition28 self.kl_dist_list=[[] for _ in range(self.max_transition)]29 self.mse_v_list=[[] for _ in range(self.max_transition)]30 self.mse_exp_list=[[] for _ in range(self.max_transition)]31 self.brv_list = []32 self.cnt = 033 self.save_interval = 1034 self.logging = {'num_states_per_step': self.num_states_per_step,35 'max_transition': self.max_transition,36 'oracle_exploitability': np.mean(self.env.Nash_v[0], axis=0), # the average nash value for initial states from max-player's view37 'cnt': [],38 'state_visit': {},39 'kl_nash_dist': [],40 'mse_nash_v': [],41 'mse_exploitability': []42 }43 self.log_path = log_path 44 self.state_list = []45 self.oracle_nash_strategies = np.vstack(self.env.Nash_strategies) # flatten to shape dim 146 self.oracle_nash_values = np.concatenate(self.env.Nash_v) # flatten to shape dim 147 self.oracle_nash_q_values = np.concatenate(self.env.Nash_q) # flatten to shape dim 148 self.trans_prob_matrices = self.env.env.trans_prob_matrices49 self.reward_matrices = self.env.env.reward_matrices50 print('oracle nash v star: ', np.mean(self.env.Nash_v[0], axis=0)) # the average nash value for initial states from max-player's view51 def best_response_value(self, learned_q):52 """53 Formulas for calculating best response values:54 1. Nash strategies: (\pi_a^*, \pi_b^*) = \min \max Q(s,a,b), 55 where Q(s,a,b) = r(s,a,b) + \gamma \min \max Q(s',a',b') (this is the definition of Nash Q-value);56 2. Best response (of max player) value: Br V(s) = \min_b \pi(s,a) Q(s,a,b)57 """58 Br_v = []59 Br_q = []60 Nash_strategies = []61 num_actions = learned_q.shape[-1]62 for tm, rm, qm in zip(self.trans_prob_matrices[::-1], self.reward_matrices[::-1], learned_q[::-1]): # inverse enumerate 63 if len(Br_v) > 0:64 rm = np.array(rm)+np.array(Br_v[-1]) # broadcast sum on rm's last dim, last one in Nash_v is for the next state65 br_q_values = np.einsum("ijk,ijk->ij", tm, rm) # transition prob * reward for the last dimension in (state, action, next_state)66 br_q_values = br_q_values.reshape(-1, num_actions, num_actions) # action list to matrix67 Br_q.append(br_q_values)68 br_values = []69 ne_strategies = []70 for q, br_q in zip(qm, br_q_values):71 ne, _ = NashEquilibriumECOSSolver(q)72 ne_strategies.append(ne)73 br_value = np.min(ne[0]@br_q) # best response againt "Nash" strategy of first player74 br_values.append(br_value) # each value is a Nash equilibrium value on one state75 Br_v.append(br_values) # (trans, state)76 Nash_strategies.append(ne_strategies)77 Br_v = Br_v[::-1] # (#trans, #states)78 Br_q = Br_q[::-1]79 Nash_strategies = Nash_strategies[::-1]80 avg_init_br_v = -np.mean(Br_v[0]) # average best response value of initial states; minus for making it positive81 return avg_init_br_v82 def compare_with_oracle(self, state, dists, ne_vs, ne_q_vs, verbose=False):83 """[summary]84 :param state: current state85 :type state: [type]86 :param dists: predicted Nash strategies (distributions)87 :type dists: [type]88 :param ne_vs: predicted Nash equilibrium values based on predicted Nash strategies89 :type ne_vs: [type]90 :param verbose: [description], defaults to False91 :type verbose: bool, optional92 """93 self.cnt+=194 if self.env.OneHotObs:95 state_ = state[0].cpu().numpy()96 id_state = np.where(state_>0)[0][0]97 else:98 id_state = int(torch.sum(state).cpu().numpy()/2)99 for j in range(self.max_transition): # nash value for non-terminal states (before the final timestep)100 if id_state >= j*self.num_states_per_step and id_state < (j+1)*self.num_states_per_step: # determine which timestep is current state101 ne_strategy = self.oracle_nash_strategies[id_state]102 ne_v = self.oracle_nash_values[id_state]103 ne_q = self.oracle_nash_q_values[id_state]104 oracle_first_player_ne_strategy = ne_strategy[0]105 nash_dqn_first_player_ne_strategy = dists[0][0]106 br_v = np.min(nash_dqn_first_player_ne_strategy@ne_q) # best response value (value against best response), reflects exploitability of learned Nash; but this minimization is taken with oracle nash 107 kl_dist = kl(oracle_first_player_ne_strategy, nash_dqn_first_player_ne_strategy)108 self.kl_dist_list[j].append(kl_dist)109 mse_v = float((ne_v - ne_vs)**2) # squared error of Nash values (predicted and oracle)110 self.mse_v_list[j].append(mse_v)111 ### this is the exploitability/regret for each state; but not calcuated correctly, the minimization should take over best-response Q value rather than nash Q (neither oracle nor learned)112 mse_exp = float((ne_v - br_v)**2) # the target value of best response value (exploitability) should be the Nash value113 self.mse_exp_list[j].append(mse_exp)114 ## this is the correct calculation of exploitability: average best-response value of the inital states115 brv = self.best_response_value(ne_q_vs, )116 self.brv_list.append(brv)117 self.state_visit(id_state)118 self.log([id_state, kl_dist, ne_vs], verbose)119 if self.cnt % self.save_interval == 0:120 self.dump_log()121 def state_visit(self, state):122 self.state_list.append(state)123 def log(self, data, verbose=False):124 # get state visitation statistics125 unique, counts = np.unique(self.state_list, return_counts=True)126 state_stat = dict(zip(unique, counts))127 if verbose:128 print('state index: {}ï¼ KL: {}'.format(*data))129 print('state visitation counts: {}'.format(state_stat))130 self.logging['cnt'].append(self.cnt)131 self.logging['state_visit'] = state_stat132 self.logging['kl_nash_dist'] = self.kl_dist_list133 self.logging['mse_nash_v'] = self.mse_v_list134 self.logging['mse_exploitability'] = self.mse_exp_list135 self.logging['brv'] = self.brv_list136 def dump_log(self,):137 with open(self.log_path, "wb") as f:...
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