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grid_search.py
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203 lines (168 loc) · 6.6 KB
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"""
Runing simulation by using different combinations of input parameters.
Author: Liming Xu
Email: lx249@cam.ac.uk
"""
# %%
import itertools
import numpy as np
from simulation import SCFSimulation
from utils import load_config_file
def simconfig_generator(input_params):
"""
Enumerate input parameters for grid search.
"""
# Part one - basics
t_max = input_params["t_max"]
lst_topology = input_params["network_topology"]
lst_homogeneous = input_params["homogeneous"]
lst_operation_fee = input_params["operation_fee"]
# Part two - demand generation
lst_demand_distribution = input_params["demand_distribution"]
demand_distribution = lst_demand_distribution[0]
lst_demand_mean = input_params["distribution_params"][demand_distribution]["mean"]
lst_demand_sigma = input_params["distribution_params"][demand_distribution]["sigma"]
# Part three - company power and marker shares
powers = input_params["powers"]
lst_small_market_shares = [ 1 ]
lst_medium_market_shares = input_params["market_shares"]["medium"]
lst_large_market_shares = input_params["market_shares"]["large"]
# Part four - financing
lst_financed = input_params["financed"]
lst_loan_repayment_time = input_params["loan_repayment_time"]
lst_bank_annual_rate = input_params["bank_annual_rate"]
lst_invoice_annual_rate = input_params["invoice_annual_rate"]
lst_invoice_term = input_params["invoice_term"]
# Part five - financing threshold
lst_paradigm = input_params["paradigm"]
lst_ma_window_size = input_params["moving_average"]["window_size"]
# Input parameter enumeration
basics = itertools.product(
lst_topology,
lst_homogeneous,
lst_operation_fee)
demand_generation = itertools.product(
lst_demand_distribution,
lst_demand_mean,
lst_demand_sigma)
all_market_share_combs = itertools.product(
lst_small_market_shares,
lst_medium_market_shares,
lst_large_market_shares)
market_shares = [(s, m, l)
for s, m, l in all_market_share_combs
if s <= m and m <= l]
financing_params = itertools.product(
lst_loan_repayment_time,
lst_bank_annual_rate,
lst_invoice_annual_rate,
lst_invoice_term
)
financing = [(False, 0, 0, 0, 0)] # 0 as a placeholder
for p1, p2, p3, p4 in financing_params:
financing.append((True, p1, p2, p3, p4))
financing_threshold = [("reactive", 1)] # 1 as a placeholder
for ws in lst_ma_window_size:
financing_threshold.append(("proactive", ws))
sim_configs = []
sim_id = 0
for v1, v2, v3, v4, v5 in itertools.product(
basics,
demand_generation,
market_shares,
tuple(financing),
tuple(financing_threshold)
):
sim_id += 1
sim_config = {}
sim_config["sim_id"] = sim_id
sim_config["t_max"] = t_max
sim_config["network_topology"] = v1[0]
sim_config["homogeneous"] = v1[1]
sim_config["operation_fee"] = v1[2]
sim_config["demand_distribution"] = v2[0]
sim_config["distribution_params"] = {"mean": v2[1], "sigma": v2[2]}
sim_config["financed"] = v4[0]
sim_config["loan_repayment_time"] = v4[1]
sim_config["bank_annual_rate"] = v4[2]
sim_config["invoice_annual_rate"] = v4[3]
sim_config["invoice_term"] = v4[4]
sim_config["paradigm"] = v5[0]
sim_config["window_size"] = v5[1]
sim_config["powers"] = powers
sim_config["market_shares"] = v3
sim_configs.append(sim_config)
return sim_configs
def single_run_params(sim_config):
"""
Generate the parameters for a signle simulation running.
"""
sim_id = sim_config["sim_id"]
topology = sim_config["network_topology"]
homogeneous = sim_config["homogeneous"]
t_max = sim_config["t_max"]
financed = sim_config["financed"]
paradigm = sim_config["paradigm"]
operation_fee = sim_config["operation_fee"]
loan_repayment_time = sim_config["loan_repayment_time"]
bank_annual_rate = sim_config["bank_annual_rate"]
invoice_annual_rate = sim_config["invoice_annual_rate"]
invoice_term = sim_config["invoice_term"]
window_size = sim_config["moving_average"]["window_size"]
powers = sim_config["powers"]
market_shares = sim_config["market_shares"]
# Demand generator by normal distribution
demand_distribution = sim_config["demand_distribution"]
distribution_params = sim_config["distribution_params"][demand_distribution]
params = {
"t_max": t_max,
"financed": financed,
"paradigm": paradigm,
"operation_fee": operation_fee,
"loan_repayment_time": loan_repayment_time,
"bank_annual_rate": bank_annual_rate,
"invoice_annual_rate": invoice_annual_rate,
"invoice_term": invoice_term,
"window_size": window_size,
"powers": powers,
"market_shares": market_shares,
"demand_distribution": demand_distribution,
"distribution_params": distribution_params
}
return sim_id, topology, homogeneous, params
def grid_search_params(config_file):
"""
Enumerate all valid combinations of parameters for grid search.
"""
# Network configuraitons
network_config = load_config_file("configs/network_config.yaml")
# # Single run
# sim_config = load_config_file("configs/simulation_config.yaml")
# (sim_id, topology, homogeneous, input_params) = single_run_params(sim_config)
# # New a simulation instance
# sim = SCFSimulation(sim_id=0,
# topology,
# homogeneous,
# network_config,
# **input_params)
# # Run the simulation
# sim.run()
# Grid search
input_params = load_config_file("configs/grid_search_inputs.yaml")
sim_configs = simconfig_generator(input_params)
for config in sim_configs:
sim_id = config["sim_id"]
topology = config["network_topology"]
homogeneous = config["homogeneous"]
config.pop("sim_id")
config.pop("network_topology")
config.pop("homogeneous")
# Run simulation
sim = SCFSimulation(sim_id,
topology,
homogeneous,
network_config,
**config)
# Run the simulation
sim.run()
if sim_id == 2: break