def get_alpharank_marginals(payoff_tables, pi):
"""Returns marginal strategy rankings for each player given joint rankings pi.
Args:
payoff_tables: List of meta-game payoff tables for a K-player game, where
each table has dim [n_strategies_player_1 x ... x n_strategies_player_K].
These payoff tables may be asymmetric.
pi: The vector of joint rankings as computed by alpharank. Each element i
corresponds to a unique integer ID representing a given strategy profile,
with profile_to_id mappings provided by
alpharank_utils.get_id_from_strat_profile().
Returns:
pi_marginals: List of np.arrays of player-wise marginal strategy masses,
where the k-th player's np.array has shape [n_strategies_player_k].
"""
num_populations = len(payoff_tables)
if num_populations == 1:
return pi
else:
num_strats_per_population = alpharank_utils.get_num_strats_per_population(
payoff_tables, payoffs_are_hpt_format=False)
num_profiles = alpharank_utils.get_num_profiles(
num_strats_per_population)
pi_marginals = [np.zeros(n) for n in num_strats_per_population]
for i_strat in range(num_profiles):
strat_profile = (alpharank_utils.get_strat_profile_from_id(
num_strats_per_population, i_strat))
for i_player in range(num_populations):
pi_marginals[i_player][strat_profile[i_player]] += pi[i_strat]
return pi_marginals
def suggest_alpha(payoff_tables, tol=.1):
"""Suggests an alpha for use in alpha-rank.
The suggested alpha is approximately the smallest possible alpha such that
the ranking has 'settled out'. It is calculated as
-ln(tol)/min_gap_between_payoffs.
The logic behind this settling out is that the fixation probabilities can be
expanded as a series, and the relative size of each term in this series
changes with alpha. As alpha gets larger and larger, one of the terms in
this series comes to dominate, and this causes the ranking to settle
down. Just how fast this domination happens is easy to calculate, and this
function uses it to estimate the alpha by which the ranking has settled.
You can find further discussion at the PR:
https://github.com/deepmind/open_spiel/pull/403
Args:
payoff_tables: List of game payoff tables, one for each agent identity. Each
payoff_table may be either a numpy array, or a _PayoffTableInterface
object.
tol: the desired gap between the first and second terms in the fixation
probability expansion. A smaller tolerance leads to a larger alpha, and
a 'more settled out' ranking.
Returns:
A suggested alpha.
"""
payoffs_are_hpt_format = utils.check_payoffs_are_hpt(payoff_tables)
num_strats_per_population = utils.get_num_strats_per_population(
payoff_tables, payoffs_are_hpt_format)
num_profiles = utils.get_num_profiles(num_strats_per_population)
gap = np.inf
for id_row_profile in range(num_profiles):
row_profile = utils.get_strat_profile_from_id(
num_strats_per_population, id_row_profile)
next_profile_gen = utils.get_valid_next_profiles(
num_strats_per_population, row_profile)
for index_population_that_changed, col_profile in next_profile_gen:
payoff_table_k = payoff_tables[index_population_that_changed]
f_r = _get_payoff(payoff_table_k, payoffs_are_hpt_format,
col_profile, index_population_that_changed)
f_s = _get_payoff(payoff_table_k, payoffs_are_hpt_format,
row_profile, index_population_that_changed)
if f_r > f_s:
gap = min(gap, f_r - f_s)
return -np.log(tol) / gap
def from_matrix_game(matrix_game):
"""Returns a PayOffTable given a symmetric 2-player matrix game.
Args:
matrix_game: The payoff matrix corresponding to a 2-player symmetric game.
"""
if not isinstance(matrix_game, np.ndarray):
raise ValueError(
"The matrix game should be a numpy array, not a {}".format(
type(matrix_game)))
num_strats_per_population =\
utils.get_num_strats_per_population(payoff_tables=[matrix_game],
payoffs_are_hpt_format=False)
assert len(num_strats_per_population) == 2
assert num_strats_per_population[0] == num_strats_per_population[1]
num_strategies = num_strats_per_population[0]
num_profiles = utils.get_num_profiles(num_strats_per_population)
table = PayoffTable(num_players=2, num_strategies=num_strategies)
# Construct the HPT by filling in the corresponding payoffs for each profile
for id_profile in range(num_profiles):
strat_profile = utils.get_strat_profile_from_id(
num_strats_per_population, id_profile)
distribution = table.get_distribution_from_profile(strat_profile)
# For symmetric matrix games, multiple strategy profiles correspond to the
# same distribution and payoffs. Thus, ensure the table entry has not
# already been filled by a previous strategy profile.
if table.item_is_uninitialized(tuple(distribution)):
payoffs = np.zeros(num_strategies)
payoffs[strat_profile[0]] = matrix_game[strat_profile[0],
strat_profile[1]]
payoffs[strat_profile[1]] = matrix_game[strat_profile[1],
strat_profile[0]]
table[tuple(distribution)] = payoffs
return table
def get_strategy_profile_ids(payoff_tables):
num_strats_per_population = (alpharank_utils.get_num_strats_per_population(
payoff_tables, payoffs_are_hpt_format=False))
return range(alpharank_utils.get_num_profiles(num_strats_per_population))
def sweep_pi_vs_alpha(payoff_tables,
strat_labels=None,
warm_start_alpha=None,
m=50,
rtol=1e-5,
atol=1e-8):
"""Computes stationary distribution, pi, for range of selection intensities.
The range of selection intensities is defined in alpha_list and corresponds
to the temperature of the Fermi selection function.
Args:
payoff_tables: List of game payoff tables, one for each agent identity. Each
payoff_table may be either a numpy array, or a _PayoffTableInterface
object.
strat_labels: Human-readable strategy labels. See get_strat_profile_labels()
in utils.py for formatting details.
warm_start_alpha: Initial value of alpha to use.
visualize: Plot the sweep results.
return_alpha: Whether to return the final alpha used.
m: AlphaRank population size.
rtol: The relative tolerance parameter for np.allclose calls.
atol: The absolute tolerance parameter for np.allclose calls.
Returns:
pi: AlphaRank stationary distribution.
alpha: The AlphaRank selection-intensity level resulting from sweep.
"""
payoffs_are_hpt_format = utils.check_payoffs_are_hpt(payoff_tables)
num_populations = len(payoff_tables)
num_strats_per_population =\
utils.get_num_strats_per_population(payoff_tables, payoffs_are_hpt_format)
if num_populations == 1:
num_profiles = num_strats_per_population[0]
else:
num_profiles = utils.get_num_profiles(num_strats_per_population)
assert strat_labels is None or isinstance(strat_labels, dict)\
or (len(strat_labels) == num_profiles)
pi_list = np.empty((num_profiles, 0))
alpha_list = []
num_iters = 0
alpha_mult_factor = 2.
if warm_start_alpha is not None:
alpha = warm_start_alpha
alpharank_succeeded_once = False
else:
alpha = 1e-4 # Reasonable default for most games, can be user-overridden
while 1:
try:
_, _, pi, _, _ = compute(payoff_tables, alpha=alpha, m=m)
pi_list = np.append(pi_list, np.reshape(pi, (-1, 1)), axis=1)
alpha_list.append(alpha)
# Stop when pi converges
if num_iters > 0 and np.allclose(pi, pi_list[:, num_iters - 1],
rtol, atol):
break
alpha *= alpha_mult_factor
num_iters += 1
alpharank_succeeded_once = True
except ValueError as _:
if warm_start_alpha is not None and not alpharank_succeeded_once:
# When warm_start_alpha is used, there's a chance that
# the initial warm_start_alpha is too large and causes exceptions due to
# the Markov transition matrix being reducible. So keep decreasing until
# a single success occurs.
alpha /= 2
elif not np.allclose(pi_list[:, -1], pi_list[:, -2], rtol, atol):
# Sweep stopped due to multiple stationary distributions, but pi had
# not converged due to the alpha scaling being too large.
alpha /= alpha_mult_factor
alpha_mult_factor = (alpha_mult_factor + 1.) / 2.
alpha *= alpha_mult_factor
else:
break
if strat_labels is None:
strat_labels = utils.get_strat_profile_labels(payoff_tables,
payoffs_are_hpt_format)
fig = plot_pi_vs_alpha(pi_list.T,
alpha_list,
num_populations,
num_strats_per_population,
strat_labels,
num_strats_to_label=10)
return pi, alpha, fig
def compute(payoff_tables,
m=50,
alpha=100,
use_local_selection_model=True,
verbose=False,
use_inf_alpha=False,
inf_alpha_eps=0.01):
"""Computes the finite population stationary statistics.
Args:
payoff_tables: List of game payoff tables, one for each agent identity. Each
payoff_table may be either a numpy array, or a _PayoffTableInterface
object.
m: Finite population size.
alpha: Fermi distribution temperature parameter.
use_local_selection_model: Enable local evolutionary selection model, which
considers fitness against the current opponent only, rather than the
global population state.
verbose: Set to True to print intermediate results.
use_inf_alpha: Use infinite-alpha alpharank model.
inf_alpha_eps: Noise term to use in infinite-alpha alpharank model.
Returns:
rhos: Matrix of strategy-to-strategy fixation probabilities.
rho_m: Neutral fixation probability.
pi: Finite population stationary distribution.
num_strats: Number of available strategies.
"""
payoffs_are_hpt_format = utils.check_payoffs_are_hpt(payoff_tables)
num_populations = len(payoff_tables)
num_strats_per_population = utils.get_num_strats_per_population(
payoff_tables, payoffs_are_hpt_format)
# Handles the trivial case of Markov chain with one state
if np.array_equal(num_strats_per_population,
np.ones(len(num_strats_per_population))):
rhos = np.asarray([[1]])
rho_m = 1. / m if not use_inf_alpha else 1
num_profiles = 1
pi = np.asarray([1.])
return rhos, rho_m, pi, num_profiles, num_strats_per_population
if verbose:
print('Constructing c matrix')
print('num_strats_per_population:', num_strats_per_population)
if num_populations == 1:
# User fast closed-form analysis for constant-sum single-population games
game_is_constant_sum, payoff_sum = utils.check_is_constant_sum(
payoff_tables[0], payoffs_are_hpt_format)
if verbose:
print('game_is_constant_sum:', game_is_constant_sum,
'payoff sum: ', payoff_sum)
# Single-population/symmetric game just uses the first player's payoffs
c, rhos = _get_singlepop_transition_matrix(payoff_tables[0],
payoffs_are_hpt_format,
m,
alpha,
game_is_constant_sum,
use_local_selection_model,
payoff_sum,
use_inf_alpha=use_inf_alpha,
inf_alpha_eps=inf_alpha_eps)
num_profiles = num_strats_per_population[0]
else:
c, rhos = _get_multipop_transition_matrix(payoff_tables,
payoffs_are_hpt_format,
m,
alpha,
use_inf_alpha=use_inf_alpha,
inf_alpha_eps=inf_alpha_eps)
num_profiles = utils.get_num_profiles(num_strats_per_population)
pi = _get_stationary_distr(c)
rho_m = 1. / m if not use_inf_alpha else 1 # Neutral fixation probability
if verbose:
print_results(payoff_tables, payoffs_are_hpt_format, rhos, rho_m, c,
pi)
return rhos, rho_m, pi, num_profiles, num_strats_per_population
def sweep_pi_vs_epsilon(payoff_tables,
strat_labels=None,
warm_start_epsilon=None,
visualize=False,
return_epsilon=False,
min_iters=10,
max_iters=100,
min_epsilon=1e-14,
num_strats_to_label=10,
legend_sort_clusters=False):
"""Computes infinite-alpha distribution for a range of perturbations.
The range of response graph perturbations is defined in epsilon_list.
Note that min_iters and max_iters is necessary as it may sometimes appear the
stationary distribution has converged for a game in the first few iterations,
where in reality a sufficiently smaller epsilon is needed for the distribution
to first diverge, then reconverge. This behavior is dependent on both the
payoff structure and bounds, so the parameters min_iters and max_iters can be
used to fine-tune this.
Args:
payoff_tables: List of game payoff tables, one for each agent identity.
Each payoff_table may be either a numpy array, or a
_PayoffTableInterface object.
strat_labels: Human-readable strategy labels. See get_strat_profile_labels()
in utils.py for formatting details.
warm_start_epsilon: Initial value of epsilon to use.
visualize: Plot the sweep results.
return_epsilon: Whether to return the final epsilon used.
min_iters: the minimum number of sweep iterations.
max_iters: the maximum number of sweep iterations.
min_epsilon: the minimum value of epsilon to be tested, at which point the
sweep terminates (if not converged already).
num_strats_to_label: Number of strats to label in legend
legend_sort_clusters: If true, strategies in the same cluster are sorted in
the legend according to orderings for earlier alpha values. Primarily for
visualization purposes! Rankings for lower alpha values should be
interpreted carefully.
Returns:
pi: AlphaRank stationary distribution.
epsilon: The AlphaRank transition matrix noise level resulting from sweep.
"""
payoffs_are_hpt_format = utils.check_payoffs_are_hpt(payoff_tables)
num_populations = len(payoff_tables)
num_strats_per_population = utils.get_num_strats_per_population(
payoff_tables, payoffs_are_hpt_format)
if num_populations == 1:
num_profiles = num_strats_per_population[0]
else:
num_profiles = utils.get_num_profiles(num_strats_per_population)
assert (strat_labels is None or isinstance(strat_labels, dict)
or (len(strat_labels) == num_profiles))
pi_list = np.empty((num_profiles, 0))
pi, alpha, m = None, None, None # Unused in infinite-alpha regime
epsilon_list = []
epsilon_pi_hist = {}
num_iters = 0
epsilon_mult_factor = 0.5
alpharank_succeeded_once = False
if warm_start_epsilon is not None:
epsilon = warm_start_epsilon
else:
epsilon = 0.5
while True:
try:
pi_prev = pi
_, _, pi, _, _ = compute(payoff_tables,
m=m,
alpha=alpha,
use_inf_alpha=True,
inf_alpha_eps=epsilon)
epsilon_pi_hist[epsilon] = pi
# Stop when pi converges
if num_iters > min_iters and np.allclose(pi, pi_prev):
break
epsilon *= epsilon_mult_factor
num_iters += 1
alpharank_succeeded_once = True
assert num_iters < max_iters, (
'Alpharank stationary distr. not found'
'after {} iterations of pi_vs_epsilon'
'sweep'.format(num_iters))
except ValueError as _:
print('Error: ', _, epsilon, min_epsilon)
# Case where epsilon has been decreased beyond desirable limits but no
# distribution found.
assert epsilon >= min_epsilon, (
'AlphaRank stationary distr. not found &'
'epsilon < min_epsilon.')
# Case where epsilon >= min_epsilon, but still small enough that it causes
# causes exceptions due to precision issues. So increase it.
epsilon /= epsilon_mult_factor
# Case where alpharank_succeeded_once (i.e., epsilon_list and pi_list have
# at least one entry), and a) has not converged yet and b) failed on this
# instance due to epsilon being too small. I.e., the rate of decreasing
# of epsilon is too high.
if alpharank_succeeded_once:
epsilon_mult_factor = (epsilon_mult_factor + 1.) / 2.
epsilon *= epsilon_mult_factor
epsilon_list, pi_list = zip(
*[(epsilon, epsilon_pi_hist[epsilon])
for epsilon in sorted(epsilon_pi_hist.keys(), reverse=True)])
pi_list = np.asarray(pi_list)
if visualize:
if strat_labels is None:
strat_labels = utils.get_strat_profile_labels(
payoff_tables, payoffs_are_hpt_format)
alpharank_visualizer.plot_pi_vs_alpha(
pi_list.T,
epsilon_list,
num_populations,
num_strats_per_population,
strat_labels,
num_strats_to_label=num_strats_to_label,
legend_sort_clusters=legend_sort_clusters,
xlabel=r'Infinite-AlphaRank Noise $\epsilon$')
if return_epsilon:
return pi_list[-1], epsilon_list[-1]
else:
return pi_list[-1]
def _get_multipop_transition_matrix(payoff_tables,
payoffs_are_hpt_format,
m,
alpha,
use_inf_alpha=False,
inf_alpha_eps=0.1):
"""Gets Markov transition matrix for multipopulation games."""
num_strats_per_population = utils.get_num_strats_per_population(
payoff_tables, payoffs_are_hpt_format)
num_profiles = utils.get_num_profiles(num_strats_per_population)
eta = 1. / (np.sum(num_strats_per_population - 1))
c = np.zeros((num_profiles, num_profiles))
rhos = np.zeros((num_profiles, num_profiles))
for id_row_profile in range(num_profiles):
row_profile = utils.get_strat_profile_from_id(
num_strats_per_population, id_row_profile)
next_profile_gen = utils.get_valid_next_profiles(
num_strats_per_population, row_profile)
for index_population_that_changed, col_profile in next_profile_gen:
id_col_profile = utils.get_id_from_strat_profile(
num_strats_per_population, col_profile)
if use_inf_alpha:
payoff_col = _get_payoff(
payoff_tables[index_population_that_changed],
payoffs_are_hpt_format,
col_profile,
k=index_population_that_changed)
payoff_row = _get_payoff(
payoff_tables[index_population_that_changed],
payoffs_are_hpt_format,
row_profile,
k=index_population_that_changed)
if np.isclose(payoff_col, payoff_row, atol=1e-14):
c[id_row_profile, id_col_profile] = eta * 0.5
elif payoff_col > payoff_row:
# Transition to col strategy since its payoff is higher than row
# strategy, but remove some small amount of mass, inf_alpha_eps, to
# keep the chain irreducible
c[id_row_profile,
id_col_profile] = eta * (1 - inf_alpha_eps)
else:
# Transition with very small probability
c[id_row_profile, id_col_profile] = eta * inf_alpha_eps
else:
rhos[id_row_profile, id_col_profile] = _get_rho_sr_multipop(
payoff_table_k=payoff_tables[
index_population_that_changed],
payoffs_are_hpt_format=payoffs_are_hpt_format,
k=index_population_that_changed,
m=m,
r=col_profile,
s=row_profile,
alpha=alpha)
c[id_row_profile,
id_col_profile] = eta * rhos[id_row_profile, id_col_profile]
# Special case of self-transition
c[id_row_profile, id_row_profile] = 1 - sum(c[id_row_profile, :])
return c, rhos
