def test_missing_regret(self):
self.assertEqual(R.regret(self.cd_bl, self.BC, "Column", \
"Center", "Left"), float('inf'))
self.assertEqual(R.regret(self.cd_bl, self.BC, "Column", \
"Center"), float('inf'))
self.assertEqual(R.regret(self.cd_bl, self.BC, "Column"), float('inf'))
self.assertEqual(R.regret(self.cd_bl, self.BC), float('inf'))
def continue_sampling(self, matrix):
if matrix.profile_dict == {}:
return True
game = matrix.toGame()
decision = False
equilibria = []
all_eq = []
for old_eq in self.old_equilibria:
new_eq = Nash.replicator_dynamics(game, old_eq, self.iters, self.converge_threshold)
decision = decision or linalg.norm(new_eq-old_eq, 2) > self.compare_threshold
distances = map(lambda e: linalg.norm(e-new_eq, 2), equilibria)
if Regret.regret(game, new_eq) <= self.regret_threshold and \
all([d >= self.dist_threshold for d in distances]):
equilibria.append(new_eq)
all_eq.append(new_eq)
for m in game.biasedMixtures() + [game.uniformMixture()] + \
[game.randomMixture() for __ in range(self.random_restarts)]:
eq = Nash.replicator_dynamics(game, m, self.iters, self.converge_threshold)
distances = map(lambda e: linalg.norm(e-eq,2), equilibria)
if Regret.regret(game, eq) <= self.regret_threshold and \
all([d >= self.dist_threshold for d in distances]):
equilibria.append(eq)
decision = True
all_eq.append(eq)
if len(equilibria) == 0:
decision = True
self.old_equilibria = [min(all_eq, key=lambda e: Regret.regret(game, e))]
else:
self.old_equilibria = equilibria
return decision
def single_test(game, noise_model, samples_per_step, delta, alpha, best_effort="false"):
old_matrix = ObservationMatrix()
for prof in game.knownProfiles():
old_matrix.addObservations(prof, noise_model.generate_samples(game, prof, samples_per_step))
candidate = Nash.mixed_nash(old_matrix.toGame(), at_least_one=True)[0]
regret = Regret.regret(game, candidate)
data = {"candidate": candidate, "game_eq": regret < delta, "regret": regret, "ne-regrets": {role:
{strategy: Regret.regret(game, candidate, role, strategy) for strategy in game.strategies[role]} for role in game.roles}}
if best_effort == "true":
print 'true'
evaluator = BestEffortCIEvaluator(game, [candidate], delta, alpha, BootstrapConfidenceInterval())
else:
evaluator = ConfidenceIntervalEvaluator(game, [candidate], delta, alpha, BootstrapConfidenceInterval())
count = samples_per_step
target_set = Regret.mixture_neighbors(game, candidate).union(Regret.feasible_profiles(game, candidate))
matrix = ObservationMatrix()
for profile in target_set:
matrix.addObservations(profile, {r: [PayoffData(s, profile[r][s], data_set) for s, data_set in s_hash.items()]
for r, s_hash in old_matrix.profile_dict[profile].items()})
while evaluator.continue_sampling(matrix) and count < 1000:
print evaluator.confidence_interval
for prof in target_set:
matrix.addObservations(prof, noise_model.generate_samples(game, prof, samples_per_step))
count += samples_per_step
data["stopping_decision"] = evaluator.get_decision(matrix, candidate)
data["sample_count"] = matrix.toGame().max_samples
data["final_interval"] = evaluator.confidence_interval
print data["final_interval"]
return data
def test_regret_bound(self):
self.assertEqual(R.regret(self.cd_bl, self.BC, "Column", \
"Center", "Left", True), float('-inf'))
self.assertEqual(R.regret(self.cd_bl, self.BC, "Column", \
"Center", bound=True), -9)
self.assertEqual(R.regret(self.cd_bl, self.BC, "Column", \
bound=True), -9)
self.assertEqual(R.regret(self.cd_bl, self.BC, bound=True), 1)
def test_SparseRegret(self): clique = S.cliques(self.ss)[0] clique_eq = N.mixed_nash(clique)[0] full_candidate = S.translate(clique_eq, clique, self.ss) self.assertEqual(R.regret(self.ss, full_candidate, deviation="A"), 0) self.assertEqual(R.regret(self.ss, full_candidate, deviation="B"), 0) self.assertEqual(R.regret(self.ss, full_candidate, deviation="C"), 1) self.assertEqual(R.regret(self.ss, full_candidate, deviation="D"), -1) self.assertEqual(R.regret(self.ss, full_candidate), 1)
def test_dev_regret(self): self.assertEqual(R.regret(self.spd, self.BC, "Row", "Bottom", \ "Middle"), 1) self.assertEqual(R.regret(self.spd, self.BC, "Column", "Center", \ "Right"), -9) self.assertEqual(R.regret(self.spd, self.BC, "Column", "Center", \ "Center"), 0) self.assertEqual(R.regret(self.cliques, self.AAHL, "sellers", \ "low", "high"), 2) self.assertEqual(R.regret(self.cliques, self.AAHL, "sellers", \ "high", "low"), 4) self.assertEqual(R.regret(self.cliques, self.AAHL, "buyers", \ "accept", "reject"), -4) self.assertRaises(KeyError, R.regret, self.cliques, self.AAHL, \ "buyers", "reject", "accept")
def main():
parser = ArgumentParser(description='Sequential Bootstrap Experiments')
parser.add_argument('input_file', metavar='input_file', help='a yaml file specifying the required details')
parser.add_argument('output_file', metavar='output_file', help='output json suitable for use with the plotting script')
args = parser.parse_args()
input = yaml.safe_load(open(args.input_file))
results = [{s:{} for s in input['stdevs']} for i in range(input['num_games'])]
for i in range(input['num_games']):
print i
base_game = yaml_builder.construct_game(input['game'])
stopping_rule = yaml_builder.construct_stopping_rule(input['stopping_rule'], base_game)
for stdev in input['stdevs']:
noise_model = yaml_builder.construct_model(stdev, input['noise_model'])
matrix, equilibria = add_noise_sequentially(base_game, noise_model, stopping_rule, input['samples_per_step'])
sample_game = matrix.toGame()
results[i][stdev][0] = [{"profile": eq, "statistic": Regret.regret(base_game, eq),
"bootstrap" : Bootstrap.bootstrap(sample_game, eq, Regret.regret, "resample", ["profile"]),
"sample_count": sample_game.max_samples
} for eq in equilibria]
f = open(args.output_file, 'w')
f.write(IO.to_JSON_str(results, indent=None))
def test_profile_regret(self): self.assertEqual(R.regret(self.spd, self.BC), 1) self.assertEqual(R.regret(self.cliques, self.AAHL), 4)
def test_role_regret(self): self.assertEqual(R.regret(self.spd, self.BC, "Row"), 1) self.assertEqual(R.regret(self.cliques, self.AAHL, "buyers"), -4) self.assertEqual(R.regret(self.cliques, self.AAHL, "sellers"), 4)
def test_strat_regret(self): self.assertEqual(R.regret(self.spd, self.BC, "Row", "Bottom"), 1) self.assertEqual(R.regret(self.cliques, self.AAHL, "buyers", \ "accept"), -4)
def test_mix_reg(self): self.assertEqual(R.regret(self.pd, self.pd.uniformMixture()), 0.5)
