Merge pull request #7 from brunompacheco/max-cov-example

Max cov example

Author: brunompacheco

examples/Project.toml

@@ -1,9 +1,11 @@
 [deps]
+CSV = "336ed68f-0bac-5ca0-87d4-7b16caf5d00b"
 DataFrames = "a93c6f00-e57d-5684-b7b6-d8193f3e46c0"
 ExcelFiles = "89b67f3b-d1aa-5f6f-9ca4-282e8d98620d"
 IPG = "2f50017d-522a-4a0a-b317-915d5df6b243"
 NormalGames = "4dc104ef-1e0c-4a09-93ea-14ddc8e86204"
 Plots = "91a5bcdd-55d7-5caf-9e0b-520d859cae80"
+PyCall = "438e738f-606a-5dbb-bf0a-cddfbfd45ab0"
 SCIP = "82193955-e24f-5292-bf16-6f2c5261a85f"
 StringEncodings = "69024149-9ee7-55f6-a4c4-859efe599b68"
 

examples/max-cov.jl

@@ -0,0 +1,117 @@
+using CSV
+using DataFrames
+using PyCall
+
+py"""
+import pickle
+ 
+def load_pickle(fpath):
+    with open(fpath, "rb") as f:
+        data = pickle.load(f)
+    return data
+"""
+
+load_pickle = py"load_pickle"
+
+# these parameters must match those in the csv file name, and the folder from which they are downloaded
+type_dataset = "multi"
+county_size = 5
+num_lakes_per_county = 50
+budget_ratio = 0.5
+
+dirname = "EBMC_generated/$(type_dataset)_dataset/"
+fname = "$(county_size)_$(num_lakes_per_county)_$(budget_ratio).csv"
+df_edge = DataFrame(CSV.File(dirname * fname))
+
+info_data = load_pickle(dirname * "info_data.pickle")
+
+# === Unpack Experiment Settings === #
+# extract the value list for the (county_size, num_lakes_per_county, budget_ratio) key
+vals = info_data[(county_size, num_lakes_per_county, budget_ratio)]
+
+# values come from Python (0-based originally) so use 1-based Julia indices
+counties = vals[1]                 # likely a sequence of county ids
+num_lakes_per_county = Int(vals[2])         # ensure it's an Int
+infestation_status = vals[3]             # likely a Python dict
+county_budget = vals[4]
+
+# determine infested lakes (any value > 0 in the nested dict)
+infested_lakes = String[]
+for (key, infestation_vals) in infestation_status
+    if any(v -> v > 0, values(infestation_vals))
+        push!(infested_lakes, string(key))
+    end
+end
+
+# === lakes and lake->county mapping === #
+lakes = unique(vcat(df_edge[:, :dow_origin], df_edge[:, :dow_destination]))
+lake_county = Dict(lake => lake[1:2] for lake in lakes)   # first two chars like Python's [:2]
+
+# === Compute Lake Weights === #
+w = Dict{String, Float64}(lake => 0.0 for lake in lakes)
+for row in eachrow(df_edge)
+    if row[:bij] != 0
+        ori = string(row[:dow_origin])
+        dst = string(row[:dow_destination])
+        w[ori] += row[:bij] * row[:weight]
+        w[dst] += row[:bij] * row[:weight]
+    end
+end
+
+# === Set Model Parameters === #
+I = lakes
+
+I_c = Dict(county => [i for i in I if i[1:2] == county] for county in counties)
+I_c_complement = Dict(county => [i for i in I if !(i in I_c[county])] for county in counties)
+
+# build arc dictionaries n (weight) and t (bij)
+n = Dict{Tuple{Any,Any}, Float64}()
+t = Dict{Tuple{Any,Any}, Float64}()
+for row in eachrow(df_edge)
+    arc = (row[:dow_origin], row[:dow_destination])
+    n[arc] = row[:weight]
+    t[arc] = row[:bij]
+end
+
+arcs = collect(keys(n))
+
+# arcs within, incoming to, and outgoing from each county
+arcs_c = Dict{Any, Vector{Tuple{Any,Any}}}()
+arcs_plus_c = Dict{Any, Vector{Tuple{Any,Any}}}()
+arcs_minus_c = Dict{Any, Vector{Tuple{Any,Any}}}()
+
+for county in counties
+    arcs_c[county] = [arc for arc in arcs if (arc[1][1:2] == county) && (arc[2][1:2] == county)]
+    arcs_plus_c[county] = [arc for arc in arcs if (arc[2][1:2] == county) && (arc[1][1:2] != county)]
+    arcs_minus_c[county] = [arc for arc in arcs if (arc[1][1:2] == county) && (arc[2][1:2] != county)]
+end
+
+# === Define and Solve SELFISH Game using IPG.jl === #
+
+using IPG, SCIP
+using IPG.JuMP: Containers
+
+# define players
+players = [Player(name=county) for county in counties]
+
+# add variables
+x_c = Dict(p => @variable(p.X, [I_c[p.name]], Bin, base_name="x_$(p.name)_") for p in players)
+y_c = Dict(p => @variable(p.X, [arcs_minus_c[p.name]], Bin, base_name="y_$(p.name)_") for p in players)
+
+# concatenate x variables
+x = Containers.DenseAxisArray(vcat([x_c[p].data for p in players]...), vcat([x_c[p].axes[1] for p in players]...))
+
+for p in players
+    ### add constraints
+    # TODO: x[arc[i]] may be a variable from another player; need to translate the index
+    # before using in @constraint. This is a limitation of our implementation, that I am
+    # currently handling with the internalize_expr method. Ideally, we would have the macro
+    # overwritten so that the internalization is automatic.
+    @constraint(p.X, [arc in arcs_minus_c[p.name]], y_c[p][arc] <= IPG.internalize_expr(p, x[arc[1]] + x[arc[2]]))
+    @constraint(p.X, sum(x_c[p]) <= county_budget[p.name])
+
+    ### set payoff
+    set_payoff!(p, sum(t[arc] * n[arc] * y_c[p][arc] for arc in arcs_minus_c[p.name]))
+end
+
+Σ, payoff_improvements = SGM(players, SCIP.Optimizer, max_iter=10, verbose=true)

src/Game/Player.jl

@@ -66,34 +66,38 @@ function _maybe_create_parameter_for_external_var(player::Player, var::VariableR
     return player._param_dict[var]
 end
 
-function set_payoff!(player::Player, payoff::AbstractJuMPScalar)
-    _recursive_internalize_expr(expr::Number) = expr
-    function _recursive_internalize_expr(expr::AbstractJuMPScalar)::AbstractJuMPScalar
-        if expr isa VariableRef
-            return _maybe_create_parameter_for_external_var(player, expr)
-        elseif expr isa AffExpr
-            internal_terms = typeof(expr.terms)(
+function internalize_expr(player::Player, expr::AbstractJuMPScalar)::AbstractJuMPScalar
+    _recursive_internalize_expr(e::Number) = e
+    function _recursive_internalize_expr(e::AbstractJuMPScalar)::AbstractJuMPScalar
+        if e isa VariableRef
+            return _maybe_create_parameter_for_external_var(player, e)
+        elseif e isa AffExpr
+            internal_terms = typeof(e.terms)(
                 _maybe_create_parameter_for_external_var(player, var) => coeff
-                for (var, coeff) in expr.terms
+                for (var, coeff) in e.terms
             )
-            return AffExpr(expr.constant, internal_terms)
-        elseif expr isa QuadExpr
-            internal_terms = typeof(expr.terms)(
+            return AffExpr(e.constant, internal_terms)
+        elseif e isa QuadExpr
+            internal_terms = typeof(e.terms)(
                 UnorderedPair{VariableRef}(
                     _maybe_create_parameter_for_external_var(player, vars.a),
                     _maybe_create_parameter_for_external_var(player, vars.b)
                 ) => coeff
-                for (vars, coeff) in expr.terms
+                for (vars, coeff) in e.terms
             )
-            return QuadExpr(_recursive_internalize_expr(expr.aff), internal_terms)
-        elseif expr isa NonlinearExpr
-            return NonlinearExpr(expr.head, Vector{Any}(map(_recursive_internalize_expr, expr.args)))
+            return QuadExpr(_recursive_internalize_expr(e.aff), internal_terms)
+        elseif e isa NonlinearExpr
+            return NonlinearExpr(e.head, Vector{Any}(map(_recursive_internalize_expr, e.args)))
         else
-            error("Unsupported expression type: $(typeof(expr))")
+            error("Unsupported expression type: $(typeof(e))")
         end
     end
 
-    player.Π = _recursive_internalize_expr(payoff)
+    return _recursive_internalize_expr(expr)
+end
+
+function set_payoff!(player::Player, payoff::AbstractJuMPScalar)
+    player.Π = internalize_expr(player, payoff)
 end
 function set_payoff!(player::Player, payoff::Real)
     player.Π = AffExpr(payoff)

src/SGM/PolymatrixGame/Polymatrix.jl

@@ -50,13 +50,20 @@ function compute_bilateral_payoff(Π::QuadExpr, v_bar_p::AssignmentDict, v_bar_k
 
     return mixed_components + other_components + compute_others_payoff(Π.aff, v_bar_k)
 end
+# for affine expressions, the bilateral payoff does not depend on the player's own strategy
+compute_bilateral_payoff(Π::AffExpr, v_bar_p::AssignmentDict, v_bar_k::AssignmentDict)::Float64 = compute_others_payoff(Π, v_bar_k)
 
 function compute_bilateral_payoff(p::Player, x_p::PureStrategy, k::Player, x_k::PureStrategy)
     # In fact, +1 for having Dict{VariableRef, Number} as the standard for assignments
     v_bar_p = Assignment(p, x_p)  # TODO: this could be cached.
     v_bar_k = _internalize_assignment(p, Assignment(k, x_k))
 
-    return compute_bilateral_payoff(p.Π, v_bar_p, v_bar_k)
+    if length(v_bar_k) == 0
+        # if there are no variables from player k in p's payoff, there's no influence
+        return 0.0
+    else
+        return compute_bilateral_payoff(p.Π, v_bar_p, v_bar_k)
+    end
 end
 
 "Compute polymatrix for normal form game from sample of strategies."
@@ -74,7 +81,8 @@ function get_polymatrix_bilateral(players::Vector{Player}, S_X::Dict{Player, Vec
     # TODO: we could have the payoff type as a Player parameter, so that we can filter that out straight away
     polymatrix = Polymatrix()
 
-    # compute utility of each player `p` using strategy `i_p` against player `k` using strategy `i_k`
+    # compute utility of each player `p` using the `i_p`-th strategy against player `k`
+    # using the `i_k`-th strategy
     for p in players
         for k in players
             polymatrix[p,k] = zeros(length(S_X[p]), length(S_X[k]))