mdm_coverage / server /phase2 /src /policy_lp.py
lylybig8's picture
Archive MDM experiment code, results, audits, and environment records (part 3)
7956103 verified
Raw History Blame Contribute Delete
23.7 kB
#!/usr/bin/env python3
"""E3: numerical fixed-oracle optimum over randomized fair-pair policies.
The LP uses occupation measures, not an average of per-policy TV values.
See docs/policy_lp_reduction.md for the scope and symmetry reduction.
"""
from __future__ import annotations
import argparse
from collections import defaultdict
from dataclasses import dataclass
from functools import lru_cache
from itertools import combinations, combinations_with_replacement, product
import json
import math
from pathlib import Path
import time
import numpy as np
from scipy.optimize import linprog
from scipy.sparse import coo_matrix, csr_matrix, hstack, vstack
from scipy.special import logsumexp
from scipy.stats import binom
@dataclass(frozen=True)
class Oracle:
probabilities: tuple[float, ...]
weights: tuple[float, ...]
def __post_init__(self):
if len(self.probabilities) != len(self.weights):
raise ValueError("Component lengths differ")
if not all(0 < p < 1 for p in self.probabilities):
raise ValueError("Positive component probabilities are required")
if not all(w > 0 for w in self.weights):
raise ValueError("Positive mixture weights are required")
if abs(sum(self.weights) - 1) > 1e-12:
raise ValueError("Mixture weights must sum to one")
@lru_cache(maxsize=None)
def predictive(self, c: int, m: int) -> float:
p = np.asarray(self.probabilities)
logw = np.log(self.weights) + m * np.log(p) + (c - m) * np.log1p(-p)
posterior = np.exp(logw - logsumexp(logw))
return float(posterior @ p)
def predictive_direct(self, c: int, m: int) -> float:
"""Independent small-n evaluation used in recovered-policy checks."""
w = [a * p**m * (1 - p)**(c - m)
for a, p in zip(self.weights, self.probabilities)]
return sum(a * p for a, p in zip(w, self.probabilities)) / sum(w)
def count_statistics(self, n: int, tau: float) -> dict:
m = np.arange(n + 1)
teacher = binom.pmf(m, n, tau)
log_likelihoods = np.asarray([
np.log(a) + m * np.log(p / tau)
+ (n - m) * np.log((1 - p) / (1 - tau))
for a, p in zip(self.weights, self.probabilities)
])
log_ratio = logsumexp(log_likelihoods, axis=0)
model = sum(a * binom.pmf(m, n, p)
for a, p in zip(self.weights, self.probabilities))
return {
"actual_joint_kl_P_to_R": float(-teacher @ log_ratio),
"actual_joint_tv_P_R": float(np.abs(teacher - model).sum() / 2),
"initial_predictive_drift": self.predictive(0, 0) - tau,
}
def aggregate_actions(n, state, final):
c, _, o = state
f = n - c - o
if final:
return [(o, f, 0)]
return [(u, v, b) for u in range(o + 1)
for v in range(f + 1) for b in range(f - v + 1)]
def aggregate_transition(oracle, state, action):
c, m, o = state
u, v, b = action
p = oracle.predictive(c, m)
law = np.convolve(binom.pmf(np.arange(u + 1), u, p),
binom.pmf(np.arange(v + 1), v, 0.5))
return {(c + u + v, m + j, o - u + b): float(prob)
for j, prob in enumerate(law) if prob > 0}
def direct_aggregate_transition(oracle, state, action):
"""Recompute without the cached PMF/convolution used in LP assembly."""
c, m, o = state
u, v, b = action
p = oracle.predictive_direct(c, m)
result = defaultdict(float)
for x in range(u + 1):
px = math.comb(u, x) * p**x * (1 - p)**(u - x)
for y in range(v + 1):
py = math.comb(v, y) * 0.5**v
result[(c + u + v, m + x + y, o - u + b)] += px * py
return dict(result)
def occupation_lp(initial, rounds, actions, transition, terminal_index,
target, time_limit, action_limit):
"""Generic finite layered MDP LP, also used for literal-coordinate checks."""
start = time.perf_counter()
layers = [{initial}]
records = []
by_state = defaultdict(list)
for t in range(rounds):
following = set()
for state in sorted(layers[t]):
for action in actions(state, t == rounds - 1):
kernel = transition(state, action)
residual = abs(sum(kernel.values()) - 1)
if residual > 2e-12 or min(kernel.values()) < 0:
raise ArithmeticError(f"Invalid transition: {residual}")
j = len(records)
if j >= action_limit:
raise RuntimeError(f"State-action guard {action_limit} exceeded")
records.append((t, state, action, kernel))
by_state[(t, state)].append(j)
following.update(kernel)
layers.append(following)
na, nt = len(records), len(target)
rows = {(t, s): i for i, (t, s) in enumerate(
(t, s) for t in range(rounds) for s in sorted(layers[t]))}
er, ec, ev, tr, tc, tv = [], [], [], [], [], []
for j, (t, state, action, kernel) in enumerate(records):
er.append(rows[(t, state)]); ec.append(j); ev.append(1.0)
for dest, prob in kernel.items():
if t + 1 < rounds:
er.append(rows[(t + 1, dest)]); ec.append(j); ev.append(-prob)
else:
tr.append(terminal_index(dest)); tc.append(j); tv.append(prob)
flow = coo_matrix((ev, (er, ec)), shape=(len(rows), na)).tocsr()
terminal = coo_matrix((tv, (tr, tc)), shape=(nt, na)).tocsr()
aeq = hstack([flow, csr_matrix((len(rows), nt))], format="csr")
beq = np.zeros(len(rows)); beq[rows[(0, initial)]] = 1.0
ident = csr_matrix(np.eye(nt))
aub = vstack([hstack([terminal, -ident]),
hstack([-terminal, -ident])], format="csr")
bub = np.concatenate([target, -target])
cost = np.concatenate([np.zeros(na), np.full(nt, 0.5)])
assembly_seconds = time.perf_counter() - start
solution = linprog(cost, A_ub=aub, b_ub=bub, A_eq=aeq, b_eq=beq,
bounds=(0, None), method="highs",
options={"time_limit": float(time_limit),
"threads": 1,
"primal_feasibility_tolerance": 1e-9,
"dual_feasibility_tolerance": 1e-9})
elapsed = time.perf_counter() - start
if not solution.success:
raise RuntimeError(f"LP did not reach optimum: {solution.message}")
x = solution.x[:na]
q = np.asarray(terminal @ x).ravel()
dual_value = float(beq @ solution.eqlin.marginals
+ bub @ solution.ineqlin.marginals)
dual_slack = cost - aeq.T @ solution.eqlin.marginals - aub.T @ solution.ineqlin.marginals
diagnostics = {
"solver_status": int(solution.status), "solver_message": solution.message,
"state_counts_by_layer": [len(s) for s in layers],
"action_occupancy_variables": na, "lp_variables": na + nt,
"flow_constraints": len(rows), "assembly_seconds": assembly_seconds,
"total_seconds": elapsed, "solver_objective": float(solution.fun),
"objective_recomputed_from_terminal": float(np.abs(q - target).sum() / 2),
"max_flow_residual": float(np.max(np.abs(aeq @ solution.x - beq))),
"max_l1_constraint_violation": float(max(0, np.max(aub @ solution.x - bub))),
"minimum_variable": float(np.min(solution.x)),
"terminal_mass_residual": float(abs(q.sum() - 1)),
"dual_objective": dual_value,
"primal_dual_gap": float(solution.fun - dual_value),
"max_dual_slack_violation": float(max(0, -np.min(dual_slack))),
"certificate_type": "floating-point diagnostics, not a rigorous exact certificate",
}
# SciPy's <=-constraint marginals are nonpositive. The upper block is
# q-d<=P and the lower block is -q-d<=-P, so the terminal test is high
# where q>P. Its certificate orientation is min_Q E_Q f - E_P f.
mu = solution.ineqlin.marginals
terminal_test = np.clip(0.5 - mu[:nt] + mu[nt:], 0.0, 1.0)
return {"records": records, "by_state": by_state, "occupancies": x,
"terminal": q, "terminal_test": terminal_test,
"diagnostics": diagnostics}
def recover_and_evaluate(result, oracle, n, rounds):
policies = {}
serialized = []
records, occupancies = result["records"], result["occupancies"]
for (t, state), indices in result["by_state"].items():
raw = np.asarray([max(0.0, occupancies[j]) for j in indices])
total = float(raw.sum())
if total > 0:
weights = raw / total
else:
weights = np.zeros(len(indices)); weights[0] = 1.0
policy = [(records[j][2], float(a)) for j, a in zip(indices, weights) if a > 0]
policies[(t, state)] = policy
if total > 0:
serialized.append({"round": t + 1, "state_c_m_o": list(state),
"state_occupancy": total,
"actions": [{"u_v_b": list(action), "probability": a}
for action, a in policy]})
mass = {(0, 0, 0): 1.0}
stage_mass_residuals = []
for t in range(rounds):
following = defaultdict(float)
for state, state_mass in mass.items():
for action, action_prob in policies[(t, state)]:
for dest, transition_prob in direct_aggregate_transition(oracle, state, action).items():
following[dest] += state_mass * action_prob * transition_prob
mass = dict(following)
stage_mass_residuals.append(abs(sum(mass.values()) - 1))
q = np.zeros(n + 1)
for (c, m, o), prob in mass.items():
if c != n or o != 0:
raise AssertionError("Recovered policy leaves unassigned coordinates")
q[m] += prob
diagnostics = {
"recovered_terminal_max_difference": float(np.max(np.abs(q - result["terminal"]))),
"recovered_stage_mass_max_residual": max(stage_mass_residuals),
"recovered_terminal": q.tolist(),
}
return serialized, diagnostics
def schedule_terminal(oracle, n, cumulative_completions):
# Round 1 reveals one endpoint of every pair; subsequent rounds complete
# uniformly selected open pairs. Hidden pair randomization is essential.
mass = {(0, 0, n): 1.0}
completed = 0
for cumulative in cumulative_completions:
batch = cumulative - completed
following = defaultdict(float)
for state, prob in mass.items():
for dest, conditional in direct_aggregate_transition(oracle, state, (batch, 0, 0)).items():
following[dest] += prob * conditional
mass = dict(following)
completed = cumulative
q = np.zeros(n + 1)
for (c, m, o), prob in mass.items():
if c != n or o != 0:
raise AssertionError("Incomplete baseline schedule")
q[m] += prob
return q
def schedule_baselines(oracle, n, rounds, tau):
r = rounds - 1
teacher = binom.pmf(np.arange(n + 1), n, tau)
equal = tuple(math.ceil(n * j / r) for j in range(1, r + 1))
geometric = tuple(min(n, math.floor(n ** (j / r) + 1e-12))
for j in range(1, r + 1))
def evaluate(schedule):
q = schedule_terminal(oracle, n, schedule)
return float(np.abs(q - teacher).sum() / 2)
all_grid = [tuple(prefix) + (n,) for prefix in
combinations_with_replacement(range(n + 1), r - 1)]
grid_values = [(evaluate(schedule), schedule) for schedule in all_grid]
best_tv, best_schedule = min(grid_values)
return {
"equal": {"tv": evaluate(equal), "cumulative_completions": list(equal)},
"geometric_heuristic": {"tv": evaluate(geometric),
"cumulative_completions": list(geometric)},
"best_fixed_completion_grid": {
"tv": best_tv, "cumulative_completions": list(best_schedule),
"number_of_schedules": len(all_grid),
"grid": [{"tv": tv, "cumulative_completions": list(schedule)}
for tv, schedule in grid_values],
},
}
def literal_problem(n, rounds, oracle, tau, time_limit, action_limit):
"""Independent full-coordinate finite MDP; no c,m,o reduction in assembly."""
complete = list(product((0, 1), repeat=2 * n))
law = {}
target = []
for z in complete:
mismatch = sum(z[2 * i] != z[2 * i + 1] for i in range(n))
law[z] = 2.0**(-n) * sum(a * p**mismatch * (1 - p)**(n - mismatch)
for a, p in zip(oracle.weights, oracle.probabilities))
target.append(2.0**(-n) * tau**mismatch * (1 - tau)**(n - mismatch))
output_index = {z: i for i, z in enumerate(complete)}
@lru_cache(maxsize=None)
def literal_heads(state):
compatible = [(z, p) for z, p in law.items()
if all(x == -1 or x == y for x, y in zip(state, z))]
denominator = sum(p for _, p in compatible)
return tuple(sum(p * z[j] for z, p in compatible) / denominator
for j in range(2 * n))
def actions(state, final):
hidden = tuple(j for j, x in enumerate(state) if x == -1)
if final:
return [hidden]
return [subset for size in range(len(hidden) + 1)
for subset in combinations(hidden, size)]
@lru_cache(maxsize=None)
def transition(state, action):
heads = literal_heads(state)
kernel = {}
for outcomes in product((0, 1), repeat=len(action)):
dest = list(state)
prob = 1.0
for j, bit in zip(action, outcomes):
dest[j] = bit
prob *= heads[j] if bit else 1 - heads[j]
kernel[tuple(dest)] = prob
return kernel
result = occupation_lp((-1,) * (2 * n), rounds, actions, transition,
output_index.__getitem__, np.asarray(target),
time_limit, action_limit)
return result["diagnostics"]
def solve_aggregate(n, rounds, oracle, tau, time_limit, action_limit):
target = binom.pmf(np.arange(n + 1), n, tau)
result = occupation_lp((0, 0, 0), rounds,
lambda s, final: aggregate_actions(n, s, final),
lambda s, a: aggregate_transition(oracle, s, a),
lambda s: s[1], target, time_limit, action_limit)
policy, check = recover_and_evaluate(result, oracle, n, rounds)
result["diagnostics"].update(check)
return result, policy
def bellman_terminal_test(result, oracle, n, rounds, tau):
"""Independently rebuild transition probabilities in a MIN Bellman pass.
This floating-point equality check is not the rigorous certificate; the
separate rational certifier receives only the test and exact oracle.
"""
test = result["terminal_test"]
value = {(n, m, 0): float(test[m]) for m in range(n + 1)}
for t in reversed(range(rounds)):
previous = {}
for (stage, state), indices in result["by_state"].items():
if stage != t:
continue
best = math.inf
for j in indices:
action = result["records"][j][2]
kernel = direct_aggregate_transition(oracle, state, action)
expectation = math.fsum(p * value[dest] for dest, p in kernel.items())
best = min(best, expectation)
previous[state] = best
value = previous
target = binom.pmf(np.arange(n + 1), n, tau)
lower = value[(0, 0, 0)] - float(target @ test)
gap = lower - result["diagnostics"]["solver_objective"]
if abs(gap) > 3e-7:
raise AssertionError(f"Terminal test Bellman/LP mismatch: {gap}")
return {"floating_bellman_lower": lower,
"floating_bellman_lp_difference": gap,
"terminal_test_orientation": "min_Q E_Q[f] - E_P[f]"}
def assert_diagnostics(d):
for key in ("max_flow_residual", "max_l1_constraint_violation",
"terminal_mass_residual", "max_dual_slack_violation"):
if d[key] > 2e-7:
raise AssertionError(f"{key}={d[key]} exceeds tolerance")
if abs(d["primal_dual_gap"]) > 2e-7 or d["minimum_variable"] < -2e-8:
raise AssertionError("Primal/dual or nonnegativity diagnostic failed")
if abs(d["solver_objective"] - d["objective_recomputed_from_terminal"]) > 2e-7:
raise AssertionError("Solver objective disagrees with terminal-law TV")
if d.get("recovered_terminal_max_difference", 0) > 2e-7:
raise AssertionError("Recovered policy disagrees with occupation solution")
def randomization_regression(time_limit, action_limit):
oracle = Oracle((0.125,), (1.0,))
result, policy = solve_aggregate(1, 2, oracle, 0.25, time_limit, action_limit)
literal = literal_problem(1, 2, oracle, 0.25, time_limit, action_limit)
assert_diagnostics(result["diagnostics"])
assert_diagnostics(literal)
serial = sum(x * action[0] for x, (_, _, action, _) in
zip(result["occupancies"], result["records"]))
cosample = sum(x * action[1] for x, (_, _, action, _) in
zip(result["occupancies"], result["records"]))
if abs(serial - 2 / 3) > 1e-7 or abs(cosample - 1 / 3) > 1e-7:
raise AssertionError("Expected randomized-policy mixture was not recovered")
if max(result["diagnostics"]["solver_objective"], literal["solver_objective"]) > 1e-8:
raise AssertionError("Randomized marginal-TV regression failed")
return {"status": "PASS", "serial_probability": serial,
"cosample_probability": cosample, "aggregate": result["diagnostics"],
"literal": literal, "policy": policy}
def atomic_json(path, obj):
temporary = path.with_suffix(path.suffix + ".tmp")
temporary.write_text(json.dumps(obj, indent=2, allow_nan=False) + "\n")
temporary.replace(path)
def run(config, output):
cfg = config["e3"]
if output.suffix == ".json":
output_file = output
output_dir = output.parent
policy_dir = output_dir / (output.stem + "_policies")
else:
output_dir = output
output_file = output_dir / "e3_results.json"
policy_dir = output_dir / "policies"
output_dir.mkdir(parents=True, exist_ok=True)
policy_dir.mkdir(exist_ok=True)
n_values = cfg.get("n_values", [2, 4, 6, 8])
rounds_values = cfg.get("rounds", [2, 3, 4])
tau, w, delta = (float(cfg.get(k, v)) for k, v in
[("tau", 0.25), ("w", 0.125), ("delta", 0.25)])
lam = float(cfg.get("ladder_lambda", 0.2))
time_limit = min(float(cfg.get("time_limit_seconds", 120)), 120)
action_limit = min(int(cfg.get("state_action_limit", 250000)), 250000)
literal_n = set(cfg.get("literal_n_values", [1, 2]))
if min(n_values) < 1 or min(rounds_values) < 2 or max(rounds_values) > 8:
raise ValueError("Require n >= 1 and 2 <= K <= 8")
models = {
"single": Oracle((tau, tau + delta), (1 - w, w)),
"two_level": Oracle((tau, tau + delta, tau + delta * (w / 2) * lam),
(1 - w, w / 2, w / 2)),
}
result = {
"experiment": "E3 fixed-oracle randomized-policy occupation LP",
"scope": "inf_policy TV for each fixed R; not a KL-ball supremum or a minimax certificate",
"arithmetic": "floating-point HiGHS with independent literal-coordinate and forward checks",
"config": cfg, "status": "running", "cases": [], "errors": [],
"randomization_regression": randomization_regression(time_limit, action_limit),
}
atomic_json(output_file, result)
print("E3 randomization regression: PASS", flush=True)
for name, oracle in models.items():
for n in n_values:
previous = None
for rounds in sorted(rounds_values):
case_id = f"{name}_n{n}_K{rounds}"
try:
solved, policy = solve_aggregate(n, rounds, oracle, tau, time_limit, action_limit)
diagnostics = solved["diagnostics"]
assert_diagnostics(diagnostics)
baselines = schedule_baselines(oracle, n, rounds, tau)
optimum = diagnostics["objective_recomputed_from_terminal"]
if optimum > min(b["tv"] for b in baselines.values()) + 2e-7:
raise AssertionError("LP optimum is worse than a feasible baseline")
if previous is not None and optimum > previous + 2e-7:
raise AssertionError("Optimal error increased when adding a round")
previous = optimum
literal = None
if n in literal_n:
literal = literal_problem(n, rounds, oracle, tau, time_limit, action_limit)
assert_diagnostics(literal)
difference = abs(literal["objective_recomputed_from_terminal"] - optimum)
literal["aggregate_objective_difference"] = difference
if difference > 2e-7:
raise AssertionError("Literal and aggregate LP objectives disagree")
atomic_json(policy_dir / f"{case_id}.json", {
"case_id": case_id, "n": n, "rounds": rounds,
"oracle_probabilities": list(oracle.probabilities),
"oracle_weights": list(oracle.weights), "policy": policy,
"unvisited_state_rule": "choose first lexicographic legal action",
"lift": "uniform pair selection and fair orientation for fresh singleton births",
})
case = {"case_id": case_id, "model": name, "n": n,
"rounds": rounds, "tau": tau,
"oracle_probabilities": list(oracle.probabilities),
"oracle_weights": list(oracle.weights),
**oracle.count_statistics(n, tau),
"optimal_tv": optimum, "diagnostics": diagnostics,
"baselines": baselines, "literal_coordinate_check": literal,
"policy_file": f"{policy_dir.name}/{case_id}.json"}
result["cases"].append(case)
print(f"E3 {case_id}: TV={optimum:.8g}, "
f"vars={diagnostics['action_occupancy_variables']}, "
f"seconds={diagnostics['total_seconds']:.3f}", flush=True)
except (RuntimeError, ArithmeticError, AssertionError) as exc:
result["errors"].append({"case_id": case_id, "error": str(exc)})
print(f"E3 {case_id}: FAILED: {exc}", flush=True)
atomic_json(output_file, result)
result["status"] = "complete" if not result["errors"] else "completed_with_errors"
atomic_json(output_file, result)
return not result["errors"]
if __name__ == "__main__":
parser = argparse.ArgumentParser()
parser.add_argument("--config", type=Path, required=True)
parser.add_argument("--output", type=Path, required=True)
parser.add_argument("--validate-only", action="store_true",
help="Run randomization regression and both fixed oracles at n=2, K=2,3")
arguments = parser.parse_args()
config = json.loads(arguments.config.read_text())
if arguments.validate_only:
config["e3"].update(n_values=[2], rounds=[2, 3], literal_n_values=[2])
success = run(config, arguments.output)
raise SystemExit(0 if success else 1)