Currently working Social Planner's problem. but I need to get operators problem working.

temporaryWork^2
youainti 5 years ago
parent 5d60a23270
commit c3b4b3e8b4

@ -1,5 +1,5 @@
### A Pluto.jl notebook ### ### A Pluto.jl notebook ###
# v0.17.0 # v0.17.1
using Markdown using Markdown
using InteractiveUtils using InteractiveUtils

@ -1,5 +1,5 @@
### A Pluto.jl notebook ### ### A Pluto.jl notebook ###
# v0.17.0 # v0.17.1
using Markdown using Markdown
using InteractiveUtils using InteractiveUtils
@ -9,7 +9,7 @@ using PlutoUI, Flux,LinearAlgebra
# ╔═╡ 66f0e667-d722-4e1e-807b-84a39cbc41b1 # ╔═╡ 66f0e667-d722-4e1e-807b-84a39cbc41b1
md""" md"""
# Bellman Residual Minimization # Bellman Residual Operators
""" """
@ -160,33 +160,38 @@ function planner_policy_function_generator(number_params=32)
end end
# ╔═╡ f2523e2c-2c56-4883-a074-5de7a0aed25b # ╔═╡ 6a3b5f7a-a535-450f-8c5f-19bdcc280146
begin function operator_policy_function_generator(number_params=32)
a = Flux.Chain(
Flux.Parallel(
vcat
,Dense(1,2)
,Dense(1,2)
)
,Dense(2,1)
)
c = Flux.Chain( return Flux.Chain(
Flux.Parallel( Flux.Parallel(vcat
vcat #parallel joins together stocks and debris
,Dense(1,2) ,Flux.Chain(
,Dense(1,2) Flux.Dense(N_constellations, number_params*2,Flux.relu)
#,Flux.Dense(number_params, number_params,Flux.σ)
)
,Flux.Chain(
Flux.Dense(N_debris, number_params,Flux.relu)
#,Flux.Dense(number_params, number_params)
)
)
#Apply some transformations
,Flux.Dense(number_params*3,number_params,Flux.σ)
,Flux.Dense(number_params,1,Flux.relu)
) )
,Dense(2,1)
)
fancyNN = Flux.Parallel(vcat,
a,c)
end end
# ╔═╡ 7075d5fb-8273-498e-87bb-40e084c97601 # ╔═╡ 9504bf46-e380-4933-8693-03ef3e92a4e4
fancyNN(([1],[2]),([3],[4])) ppf = planner_policy_function_generator()
# ╔═╡ ac4e29e6-474e-489b-adc9-549dfe27a465
function combine_policies(operators, data)
policies = [co.policy_function(data)[1] for co=operators]
policies
end
# ╔═╡ 95bfc9d8-8427-41d6-9f0f-f155296eef91 # ╔═╡ 95bfc9d8-8427-41d6-9f0f-f155296eef91
#not needed yet #not needed yet
@ -218,43 +223,6 @@ begin
end end
# ╔═╡ 6a3b5f7a-a535-450f-8c5f-19bdcc280146
function operators_policy_function_generator(number_params=32)
function f()
return Flux.Chain(
Flux.Parallel(vcat
#parallel joins together stocks and debris
,Flux.Chain(
Flux.Dense(N_constellations, number_params,Flux.relu)
#,Flux.Dense(number_params, number_params,Flux.σ)
)
,Flux.Chain(
Flux.Dense(N_debris, number_params,Flux.relu)
#,Flux.Dense(number_params, number_params)
)
)
#Apply some transformations
,Flux.Dense(number_params*3,number_params,Flux.σ)
,Flux.Dense(number_params,1,Flux.relu)
)
end
a = [f() for i=1:N_constellations]
b = [passthrough for i=1:N_constellations]
return Flux.Chain(
Split(a)
#,Flux.Parallel(vcat, b)
)
end
# ╔═╡ 3d9a2425-d549-48a4-badb-34c0c07aeecc
b = operators_policy_function_generator()
# ╔═╡ b73396ce-f5ef-46bc-a92c-94a48d9b4551
Split(() -> 1, () -> 2)
# ╔═╡ bbca5143-f314-40ea-a20e-8a043272e362 # ╔═╡ bbca5143-f314-40ea-a20e-8a043272e362
md""" md"""
# Defining economic parameters and payoff functions # Defining economic parameters and payoff functions
@ -309,6 +277,8 @@ struct ConstellationOperator
payoff_fn::Function payoff_fn::Function
econ_params::EconomicParameters econ_params::EconomicParameters
value::Flux.Chain value::Flux.Chain
policy_function::Flux.Chain
policy_params::Flux.Params
end end
#TODO: create a function that takes this struct and checks backprop #TODO: create a function that takes this struct and checks backprop
@ -317,6 +287,36 @@ md"""
# Loss function specification # Loss function specification
""" """
# ╔═╡ 41271ab4-1ec7-431f-9efb-0f7c3da2d8b4
#Constellation level loss function
function Ξ(
s::Vector{Float32}
,d::Vector{Float32}
, physical_model::PhysicalParameters
,cos::Array{ConstellationOperator}
,operator_number::Int
)
co = cos[operator_number]
a = combine_policies(cos,(s,d))
s = G(s,d,a,physical_model)
d = H(s,d,a,physical_model)
bellman_residuals = co.value((s,d)) - co.payoff_fn(s,d,a,co.econ_params) - co.econ_params.β*co.value((s,d))
maximization_condition = - co.payoff_fn(s,d,a,co.econ_params) - co.econ_params.β*co.value((s,d))
return sum([bellman_residuals.^2 maximization_condition])
end
# ╔═╡ 9d4a668a-23e3-4f36-86f4-60e242caee3b
begin
s1 = ones(Float32,N_constellations)
d1 = ones(Float32,N_debris)
end
# ╔═╡ d8deba52-dc0c-470e-81bf-f9d7cc595a41
ppf((s1,d1))
# ╔═╡ b433a7ec-8264-48d6-8b95-53d2ec4bad05 # ╔═╡ b433a7ec-8264-48d6-8b95-53d2ec4bad05
md""" md"""
# examples of parameter models # examples of parameter models
@ -349,6 +349,50 @@ begin
=# =#
end end
# ╔═╡ 08ef7fbf-005b-40b5-acde-f42750c04cd3
begin
a = operator_policy_function_generator()
b = operator_policy_function_generator()
c = operator_policy_function_generator()
d = operator_policy_function_generator()
tops = [
ConstellationOperator(payoff1,em2_a,value_function_generator(),a,params(a))
,ConstellationOperator(payoff1,em2_b,value_function_generator(),b,params(b))
,ConstellationOperator(payoff1,em2_c,value_function_generator(),c,params(c))
,ConstellationOperator(payoff1,em2_d,value_function_generator(),d,params(d))
]
end
# ╔═╡ 2f14fb8e-7f71-420f-bd24-f94a4b37b0a8
a
# ╔═╡ 9bd80252-bf0f-421b-a747-9b41cbc82edf
a((s1,d1))
# ╔═╡ 7630fccb-5169-4d46-96ea-1968baed89a2
e = combine_policies(tops,([1,2,3,4.0],[2.0]) )
# ╔═╡ 43b99708-0052-4b78-886c-92ac2b532f29
begin #testing
Ξ(s1,d1,bm,tops,1)
end
# ╔═╡ dff642d9-ec5a-4fed-a059-6c07760a3a58
#planner's loss function
function planners_loss(
s::Vector{Float32}
,d::Vector{Float32}
)
l = 0.0
for (i,co) in enumerate(tops)
l += Ξ(s,d,bm,tops,i)
end
return l
end
# ╔═╡ dc614254-c211-4552-b985-03020bfc5ab3 # ╔═╡ dc614254-c211-4552-b985-03020bfc5ab3
em3 = CESParams(0.95,0.6,[1 0 0 0], [5 0 0 0], Vector([0.002])) em3 = CESParams(0.95,0.6,[1 0 0 0], [5 0 0 0], Vector([0.002]))
#= #=
@ -366,24 +410,6 @@ md"""
# ╔═╡ fb6aacff-c42d-4ec1-88cb-5ce1b2e8874f # ╔═╡ fb6aacff-c42d-4ec1-88cb-5ce1b2e8874f
policy = planner_policy_function_generator(); policy = planner_policy_function_generator();
# ╔═╡ 41271ab4-1ec7-431f-9efb-0f7c3da2d8b4
#Constellation level loss function
function Ξ(
s::Vector{Float32}
,d::Vector{Float32}
, physical_model::PhysicalParameters
,co::ConstellationOperator
)
a = policy((s,d))
s = G(s,d,a,physical_model)
d = H(s,d,a,physical_model)
bellman_residuals = co.value((s,d)) - co.payoff_fn(s,d,a,co.econ_params) - co.econ_params.β*co.value((s,d))
maximization_condition = - co.payoff_fn(s,d,a,co.econ_params) - co.econ_params.β*co.value((s,d))
return sum([bellman_residuals.^2 maximization_condition])
end
# ╔═╡ f30904a7-5caa-449a-a5bd-f2aa78777a9a # ╔═╡ f30904a7-5caa-449a-a5bd-f2aa78777a9a
begin begin
#setup the operators #setup the operators
@ -397,30 +423,6 @@ begin
@assert length(operators) == N_constellations "Mismatch in predetermined number of constellations and the number of operators initialized" @assert length(operators) == N_constellations "Mismatch in predetermined number of constellations and the number of operators initialized"
end end
# ╔═╡ 43b99708-0052-4b78-886c-92ac2b532f29
begin #testing
s1 = ones(Float32,N_constellations)
d1 = ones(Float32,N_debris)
Ξ(s1,d1,bm,operators[1])
end
# ╔═╡ caaabe93-cc09-45c3-9c3f-be4aeb281099
b((s1,d1))
# ╔═╡ dff642d9-ec5a-4fed-a059-6c07760a3a58
#planner's loss function
function planners_loss(
s::Vector{Float32}
,d::Vector{Float32}
)
l = 0.0
for co in operators
l += Ξ(s,d,bm,co)
end
return l
end
# ╔═╡ 5abebc1a-370c-4f5f-8826-dc0b143d5166 # ╔═╡ 5abebc1a-370c-4f5f-8826-dc0b143d5166
md""" md"""
## Constructing data and training ## Constructing data and training
@ -459,6 +461,23 @@ for epoch in 1:20
end end
end end
# ╔═╡ e8dbe65e-7df7-4810-8e83-72f0b18d0f1d
# Operators Problem
for epoch in 1:20
data1 = [(rand(1:500f0, N_constellations),rand(1:500f0, N_debris)) for n=1:N]
#Sweep through training the value functions
for co in tops
Flux.Optimise.train!(planners_loss, params(co.value), data1, ADAM)
Flux.Optimise.train!(co.policy_function, co.policy_params, data1, ADAM)
end
end
# ╔═╡ d33a0310-07b7-40d1-b3ae-1cbd6977ef6e
# ╔═╡ 02f3fe78-e7a7-453f-9ddf-acddf08d8676 # ╔═╡ 02f3fe78-e7a7-453f-9ddf-acddf08d8676
begin begin
local accum = 0.0 local accum = 0.0
@ -473,10 +492,10 @@ end
begin begin
n=15 n=15
[operators[1].value(data[n]) [tops[1].value(data[n])
,operators[2].value(data[n]) ,tops[2].value(data[n])
,operators[3].value(data[n]) ,tops[3].value(data[n])
,operators[4].value(data[n])] ,tops[4].value(data[n])]
end end
# ╔═╡ c50b1d39-fe87-441b-935c-c5fe971d09ef # ╔═╡ c50b1d39-fe87-441b-935c-c5fe971d09ef
@ -1071,11 +1090,13 @@ uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"
# ╠═f7aabe43-9a2c-4fe0-8099-c29cdf66566c # ╠═f7aabe43-9a2c-4fe0-8099-c29cdf66566c
# ╠═d816b252-bdca-44ba-ac5c-cb21163a1e9a # ╠═d816b252-bdca-44ba-ac5c-cb21163a1e9a
# ╠═6a3b5f7a-a535-450f-8c5f-19bdcc280146 # ╠═6a3b5f7a-a535-450f-8c5f-19bdcc280146
# ╠═3d9a2425-d549-48a4-badb-34c0c07aeecc # ╠═08ef7fbf-005b-40b5-acde-f42750c04cd3
# ╠═caaabe93-cc09-45c3-9c3f-be4aeb281099 # ╠═2f14fb8e-7f71-420f-bd24-f94a4b37b0a8
# ╠═b73396ce-f5ef-46bc-a92c-94a48d9b4551 # ╠═9bd80252-bf0f-421b-a747-9b41cbc82edf
# ╠═f2523e2c-2c56-4883-a074-5de7a0aed25b # ╠═9504bf46-e380-4933-8693-03ef3e92a4e4
# ╠═7075d5fb-8273-498e-87bb-40e084c97601 # ╠═d8deba52-dc0c-470e-81bf-f9d7cc595a41
# ╠═ac4e29e6-474e-489b-adc9-549dfe27a465
# ╠═7630fccb-5169-4d46-96ea-1968baed89a2
# ╠═95bfc9d8-8427-41d6-9f0f-f155296eef91 # ╠═95bfc9d8-8427-41d6-9f0f-f155296eef91
# ╠═bbca5143-f314-40ea-a20e-8a043272e362 # ╠═bbca5143-f314-40ea-a20e-8a043272e362
# ╠═340da189-f443-4376-a82d-7699a21ab7a2 # ╠═340da189-f443-4376-a82d-7699a21ab7a2
@ -1084,6 +1105,7 @@ uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"
# ╠═f8d582cb-10cf-4c72-8127-787f662e0567 # ╠═f8d582cb-10cf-4c72-8127-787f662e0567
# ╠═5946daa3-4608-43f3-8933-dd3eb3f4541c # ╠═5946daa3-4608-43f3-8933-dd3eb3f4541c
# ╠═41271ab4-1ec7-431f-9efb-0f7c3da2d8b4 # ╠═41271ab4-1ec7-431f-9efb-0f7c3da2d8b4
# ╠═9d4a668a-23e3-4f36-86f4-60e242caee3b
# ╠═43b99708-0052-4b78-886c-92ac2b532f29 # ╠═43b99708-0052-4b78-886c-92ac2b532f29
# ╠═dff642d9-ec5a-4fed-a059-6c07760a3a58 # ╠═dff642d9-ec5a-4fed-a059-6c07760a3a58
# ╠═b433a7ec-8264-48d6-8b95-53d2ec4bad05 # ╠═b433a7ec-8264-48d6-8b95-53d2ec4bad05
@ -1098,6 +1120,8 @@ uuid = "3f19e933-33d8-53b3-aaab-bd5110c3b7a0"
# ╠═6bf8d29a-7990-4e91-86e6-d9894ed3db27 # ╠═6bf8d29a-7990-4e91-86e6-d9894ed3db27
# ╠═e7ee1a0f-ab9b-439e-a7be-4a6d3b8f160d # ╠═e7ee1a0f-ab9b-439e-a7be-4a6d3b8f160d
# ╠═74f5fde3-0593-46fc-a688-f1db7ab28c64 # ╠═74f5fde3-0593-46fc-a688-f1db7ab28c64
# ╠═e8dbe65e-7df7-4810-8e83-72f0b18d0f1d
# ╠═d33a0310-07b7-40d1-b3ae-1cbd6977ef6e
# ╠═02f3fe78-e7a7-453f-9ddf-acddf08d8676 # ╠═02f3fe78-e7a7-453f-9ddf-acddf08d8676
# ╠═c50b1d39-fe87-441b-935c-c5fe971d09ef # ╠═c50b1d39-fe87-441b-935c-c5fe971d09ef
# ╠═14e61097-f28f-4029-b6b4-5fb119620fc3 # ╠═14e61097-f28f-4029-b6b4-5fb119620fc3

Loading…
Cancel
Save