source: src/main/java/agents/anac/y2012/IAMhaggler2012/agents2011/IAMhaggler2011.java@ 346

Last change on this file since 346 was 1, checked in by Wouter Pasman, 6 years ago

Initial import : Genius 9.0.0
File size: 18.4 KB
Line 
1package agents.anac.y2012.IAMhaggler2012.agents2011;
2
3import java.util.ArrayList;
4
5import agents.Jama.Matrix;
6import agents.anac.y2012.IAMhaggler2012.agents2011.southampton.utils.BidCreator;
7import agents.anac.y2012.IAMhaggler2012.agents2011.southampton.utils.Pair;
8import agents.anac.y2012.IAMhaggler2012.agents2011.southampton.utils.RandomBidCreator;
9import agents.org.apache.commons.math.MathException;
10import agents.org.apache.commons.math.MaxIterationsExceededException;
11import agents.org.apache.commons.math.special.Erf;
12import agents.uk.ac.soton.ecs.gp4j.bmc.BasicPrior;
13import agents.uk.ac.soton.ecs.gp4j.bmc.GaussianProcessMixture;
14import agents.uk.ac.soton.ecs.gp4j.bmc.GaussianProcessMixturePrediction;
15import agents.uk.ac.soton.ecs.gp4j.bmc.GaussianProcessRegressionBMC;
16import agents.uk.ac.soton.ecs.gp4j.gp.covariancefunctions.CovarianceFunction;
17import agents.uk.ac.soton.ecs.gp4j.gp.covariancefunctions.Matern3CovarianceFunction;
18import agents.uk.ac.soton.ecs.gp4j.gp.covariancefunctions.NoiseCovarianceFunction;
19import agents.uk.ac.soton.ecs.gp4j.gp.covariancefunctions.SumCovarianceFunction;
20import genius.core.Bid;
21
22/**
23 * @author Colin Williams
24 *
25 * The IAMhaggler Agent, created for ANAC 2011. Designed by C. R.
26 * Williams, V. Robu, E. H. Gerding and N. R. Jennings.
27 *
28 */
29public class IAMhaggler2011 extends SouthamptonAgent {
30
31 protected double RISK_PARAMETER = 1;
32
33 private Matrix utilitySamples;
34 private Matrix timeSamples;
35 private Matrix utility;
36 private GaussianProcessRegressionBMC regression;
37 private double lastRegressionTime = 0;
38 private double lastRegressionUtility = 1;
39 private ArrayList<Double> opponentTimes = new ArrayList<Double>();
40 private ArrayList<Double> opponentUtilities = new ArrayList<Double>();
41
42 private double maxUtilityInTimeSlot;
43 private int lastTimeSlot = -1;
44 private Matrix means;
45 private Matrix variances;
46
47 private double maxUtility;
48
49 private Bid bestReceivedBid;
50
51 private double previousTargetUtility;
52
53 protected BidCreator bidCreator;
54
55 private double intercept;
56
57 private Matrix matrixTimeSamplesAdjust;
58
59 private double maxOfferedUtility = Double.MIN_VALUE;
60 private double minOfferedUtility = Double.MAX_VALUE;
61
62 public IAMhaggler2011() {
63 debug = true;
64 }
65
66 /*
67 * (non-Javadoc)
68 *
69 * @see agents.southampton.SouthamptonAgent#init()
70 */
71 @Override
72 public void init() {
73 log("Run init...");
74 try{
75 super.init();
76 } catch (Exception ex) {
77 ex.printStackTrace();
78 }
79 double discountingFactor = 0.5;
80 try
81 {
82 discountingFactor = adjustDiscountFactor(utilitySpace
83 .getDiscountFactor());
84 }
85 catch(Exception ex)
86 {
87 logError("Unable to get discounting factor, assuming 0.5");
88 ex.printStackTrace();
89 }
90 if(discountingFactor == 0)
91 discountingFactor = 1;
92 log("Discounting factor is " + discountingFactor);
93 makeUtilitySamples(100);
94 makeTimeSamples(100);
95 Matrix discounting = generateDiscountingFunction(discountingFactor);
96 Matrix risk = generateRiskFunction(RISK_PARAMETER);
97 utility = risk.arrayTimes(discounting);
98
99 log(utility);
100
101 log("Setting up GP");
102 flushLog();
103
104 BasicPrior[] bps = { new BasicPrior(11, 0.252, 0.5),
105 new BasicPrior(11, 0.166, 0.5), new BasicPrior(1, .01, 1.0) };
106 CovarianceFunction cf = new SumCovarianceFunction(
107 Matern3CovarianceFunction.getInstance(),
108 NoiseCovarianceFunction.getInstance());
109
110 regression = new GaussianProcessRegressionBMC();
111 regression.setCovarianceFunction(cf);
112 regression.setPriors(bps);
113
114 //regression.calculateRegression(new Matrix(new double[] {}, 0), new Matrix(new double[] {}, 0));
115
116 maxUtility = 0;
117 previousTargetUtility = 1;
118
119 bidCreator = new RandomBidCreator();
120
121 log("init complete.");
122 flushLog();
123 }
124
125 @Override
126 public String getName() {
127 return "IAMhaggler2012";
128 }
129
130 /**
131 * Create an m-by-1 matrix of utility samples.
132 *
133 * @param m
134 * The sample size.
135 */
136 private void makeUtilitySamples(int m) {
137 double[] utilitySamplesArray = new double[m];
138 {
139 for (int i = 0; i < utilitySamplesArray.length; i++) {
140 utilitySamplesArray[i] = 1.0 - ((double) i + 0.5) / ((double) m + 1.0);
141 }
142 }
143 utilitySamples = new Matrix(utilitySamplesArray,
144 utilitySamplesArray.length);
145 }
146
147 /**
148 * Create a 1-by-n matrix of time samples.
149 *
150 * @param n
151 * The sample size.
152 */
153 private void makeTimeSamples(int n) {
154 double[] timeSamplesArray = new double[n + 1];
155 {
156 for (int i = 0; i < timeSamplesArray.length; i++) {
157 timeSamplesArray[i] = ((double) i) / ((double) n);
158 }
159 }
160 timeSamples = new Matrix(timeSamplesArray, 1);
161 }
162
163 /*
164 * (non-Javadoc)
165 *
166 * @see agents.southampton.SouthamptonAgent#proposeInitialBid()
167 */
168 @Override
169 protected Bid proposeInitialBid() throws Exception {
170 return utilitySpace.getMaxUtilityBid();
171 }
172
173 /*
174 * (non-Javadoc)
175 *
176 * @see agents.southampton.SouthamptonAgent#proposeNextBid(negotiator.Bid)
177 */
178 @Override
179 protected Bid proposeNextBid(Bid opponentBid) throws Exception {
180 double opponentUtility = utilitySpace.getUtility(opponentBid);
181
182 if(opponentUtility > maxUtility)
183 {
184 bestReceivedBid = opponentBid;
185 maxUtility = opponentUtility;
186 }
187
188 log("Opponent utility is " + opponentUtility);
189
190 double targetUtility = getTarget(opponentUtility, getTime());
191
192 log("Target utility is " + targetUtility);
193
194 if(targetUtility <= maxUtility && previousTargetUtility > maxUtility)
195 return bestReceivedBid;
196 previousTargetUtility = targetUtility;
197
198 flushLog();
199
200 // Now get a random bid in the range targetUtility � 0.025
201 return bidCreator.getBid(utilitySpace, targetUtility - 0.025,
202 targetUtility + 0.025);
203 }
204
205 /**
206 * Get the target at a given time, recording the opponent's utility.
207 *
208 * @param opponentUtility
209 * The utility of the most recent offer made by the opponent.
210 * @param time
211 * The current time.
212 * @return the target.
213 */
214 protected double getTarget(double opponentUtility, double time) {
215 log("++>>> IAMhaggler 2011 <<<++");
216
217 log("getTarget: " + opponentUtility);
218
219 maxOfferedUtility = Math.max(maxOfferedUtility, opponentUtility);
220 minOfferedUtility = Math.min(minOfferedUtility, opponentUtility);
221
222 // Calculate the current time slot
223 int timeSlot = (int) Math.floor(time * 36);
224
225 boolean regressionUpdateRequired = false;
226 if (lastTimeSlot == -1) {
227 regressionUpdateRequired = true;
228 }
229
230 // If the time slot has changed
231 if (timeSlot != lastTimeSlot) {
232 if (lastTimeSlot != -1) {
233 // Store the data from the time slot
234 opponentTimes.add((lastTimeSlot + 0.5) / 36.0);
235 if(opponentUtilities.size() == 0)
236 {
237 intercept = Math.max(0.5, maxUtilityInTimeSlot);
238 double[] timeSamplesAdjust = new double[timeSamples.getColumnDimension()];
239 int i = 0;
240 double gradient = 0.9 - intercept;
241 for (double d : timeSamples.getRowPackedCopy()) {
242 timeSamplesAdjust[i++] = intercept + (gradient * d);
243 }
244 matrixTimeSamplesAdjust = new Matrix(timeSamplesAdjust, timeSamplesAdjust.length);
245 }
246 opponentUtilities.add(maxUtilityInTimeSlot);
247 // Flag regression receiveMessage required
248 regressionUpdateRequired = true;
249 }
250 // Update the time slot
251 lastTimeSlot = timeSlot;
252 // Reset the max utility
253 maxUtilityInTimeSlot = 0;
254 }
255
256 log("intercept: " + intercept);
257
258 // Calculate the maximum utility observed in the current time slot
259 maxUtilityInTimeSlot = Math.max(maxUtilityInTimeSlot, opponentUtility);
260
261 if (timeSlot == 0) {
262 return 1.0 - time / 2.0;
263 }
264
265 if (regressionUpdateRequired) {
266 double gradient = 0.9 - intercept;
267 /*
268 double[] x = new double[opponentTimes.size()];
269 double[] yAdjust = new double[opponentTimes.size()];
270 double[] y = new double[opponentUtilities.size()];
271
272 int i;
273 i = 0;
274 for (double d : opponentTimes) {
275 x[i++] = d;
276 }
277 i = 0;
278 for (double d : opponentTimes) {
279 yAdjust[i++] = intercept + (gradient * d);
280 }
281 i = 0;
282 for (double d : opponentUtilities) {
283 y[i++] = d;
284 }
285
286 Matrix matrixX = new Matrix(x, x.length);
287 Matrix matrixYAdjust = new Matrix(yAdjust, yAdjust.length);
288 Matrix matrixY = new Matrix(y, y.length);
289
290 matrixY.minusEquals(matrixYAdjust);
291
292 //GaussianProcessMixture predictor = regression.calculateRegression(matrixX, matrixY);
293 */
294
295 GaussianProcessMixture predictor;
296
297 if(lastTimeSlot == -1)
298 {
299 predictor = regression.calculateRegression(new double[] {}, new double[] {});
300 }
301 else
302 {
303 double x;
304 double y;
305 try {
306 x = opponentTimes.get(opponentTimes.size() - 1);
307 y = opponentUtilities.get(opponentUtilities.size() - 1);
308 } catch(Exception ex) {
309 System.err.println("Error getting x or y. Aiming for previous target utility of " + previousTargetUtility);
310 return previousTargetUtility;
311// throw new Error(ex);
312 }
313
314 predictor = regression.updateRegression(
315 new Matrix(new double[] {x}, 1),
316 new Matrix(new double[] {y - intercept - (gradient * x)}, 1));
317 }
318
319 GaussianProcessMixturePrediction prediction = predictor
320 .calculatePrediction(timeSamples.transpose());
321
322 // Store the means and variances
323 means = prediction.getMean().plus(matrixTimeSamplesAdjust);
324 variances = prediction.getVariance();
325
326 log(means.transpose());
327 log(variances.transpose());
328 }
329
330 Pair<Matrix, Matrix> acceptMatrices = generateProbabilityAccept(means, variances,
331 time);
332 Matrix probabilityAccept = acceptMatrices.fst;
333 Matrix cumulativeAccept = acceptMatrices.snd;
334
335 Matrix probabilityExpectedUtility = probabilityAccept.arrayTimes(utility);
336 Matrix cumulativeExpectedUtility = cumulativeAccept.arrayTimes(utility);
337
338 if(regressionUpdateRequired) {
339 log(probabilityAccept);
340 log(cumulativeAccept);
341 log(probabilityExpectedUtility);
342 log(cumulativeExpectedUtility);
343 }
344
345 Pair<Double, Double> bestAgreement = getExpectedBestAgreement(
346 probabilityExpectedUtility, cumulativeExpectedUtility, time);
347 double bestTime = bestAgreement.fst;
348 double bestUtility = bestAgreement.snd;
349
350 double targetUtility = lastRegressionUtility
351 + ((time - lastRegressionTime)
352 * (bestUtility - lastRegressionUtility) / (bestTime - lastRegressionTime));
353
354 log(time + "," + bestTime + "," + bestUtility + "," + lastRegressionTime + "," + lastRegressionUtility + "," + targetUtility);
355
356 // Store the target utility and time
357 lastRegressionUtility = targetUtility;
358 lastRegressionTime = time;
359
360 log("-->>> IAMhaggler 2011 <<<--");
361
362 return limitConcession(targetUtility);
363 }
364
365 private double limitConcession(double targetUtility) {
366 double limit = 1.0 - ((maxOfferedUtility - minOfferedUtility) + 0.1);
367 if(limit > targetUtility)
368 {
369 log("Limiting concession to " + limit);
370 return limit;
371 }
372 return targetUtility;
373 }
374
375 /**
376 * Generate an n-by-m matrix representing the effect of the discounting
377 * factor for a given utility-time combination. The combinations are given
378 * by the time and utility samples stored in timeSamples and utilitySamples
379 * respectively.
380 *
381 * @param discountingFactor
382 * The discounting factor, in the range (0, 1].
383 * @return An n-by-m matrix representing the discounted utilities.
384 */
385 private Matrix generateDiscountingFunction(double discountingFactor) {
386 double[] discountingSamples = timeSamples.getRowPackedCopy();
387 double[][] m = new double[utilitySamples.getRowDimension()][timeSamples
388 .getColumnDimension()];
389 for (int i = 0; i < m.length; i++) {
390 for (int j = 0; j < m[i].length; j++) {
391 m[i][j] = Math.pow(discountingFactor, discountingSamples[j]);
392 }
393 }
394 return new Matrix(m);
395 }
396
397 /**
398 * Generate an (n-1)-by-m matrix representing the probability of acceptance for
399 * a given utility-time combination. The combinations are given by the time
400 * and utility samples stored in timeSamples and utilitySamples
401 * respectively.
402 *
403 * @param mean
404 * The means, at each of the sample time points.
405 * @param variance
406 * The variances, at each of the sample time points.
407 * @param time
408 * The current time, in the range [0, 1].
409 * @return An (n-1)-by-m matrix representing the probability of acceptance.
410 */
411 private Pair<Matrix, Matrix> generateProbabilityAccept(Matrix mean, Matrix variance,
412 double time) {
413 int i = 0;
414 for (; i < timeSamples.getColumnDimension(); i++) {
415 if (timeSamples.get(0, i) > time)
416 break;
417 }
418 Matrix cumulativeAccept = new Matrix(utilitySamples.getRowDimension(),
419 timeSamples.getColumnDimension(), 0);
420 Matrix probabilityAccept = new Matrix(utilitySamples.getRowDimension(),
421 timeSamples.getColumnDimension(), 0);
422
423 double interval = 1.0/utilitySamples.getRowDimension();
424
425 for (; i < timeSamples.getColumnDimension(); i++) {
426 double s = Math.sqrt(2 * variance.get(i, 0));
427 double m = mean.get(i, 0);
428
429 double minp = (1.0 - (0.5 * (1 + erf((utilitySamples.get(0, 0) + (interval/2.0) - m)
430 / s))));
431 double maxp = (1.0 - (0.5 * (1 + erf((utilitySamples.get(utilitySamples.getRowDimension()-1, 0) - (interval/2.0) - m)
432 / s))));
433
434 for (int j = 0; j < utilitySamples.getRowDimension(); j++) {
435 double utility = utilitySamples.get(j, 0);
436 double p = (1.0 - (0.5 * (1 + erf((utility - m)
437 / s))));
438 double p1 = (1.0 - (0.5 * (1 + erf((utility - (interval/2.0) - m)
439 / s))));
440 double p2 = (1.0 - (0.5 * (1 + erf((utility + (interval/2.0) - m)
441 / s))));
442
443 cumulativeAccept.set(j, i, (p-minp)/(maxp-minp));
444 probabilityAccept.set(j, i, (p1-p2)/(maxp-minp));
445 }
446 }
447 return new Pair<Matrix, Matrix>(probabilityAccept, cumulativeAccept);
448 }
449
450 /**
451 * Wrapper for the erf function.
452 *
453 * @param x
454 * @return
455 */
456 private double erf(double x) {
457 if (x > 6)
458 return 1;
459 if (x < -6)
460 return -1;
461 try {
462 double d = Erf.erf(x);
463 if (d > 1)
464 return 1;
465 if (d < -1)
466 return -1;
467 return d;
468 } catch (MaxIterationsExceededException e) {
469 if (x > 0)
470 return 1;
471 else
472 return -1;
473 } catch (MathException e) {
474 e.printStackTrace();
475 return 0;
476 }
477 }
478
479 /**
480 * Generate an n-by-m matrix representing the risk based utility for a given
481 * utility-time combination. The combinations are given by the time and
482 * utility samples stored in timeSamples and utilitySamples
483 *
484 * @param riskParameter
485 * The risk parameter.
486 * @return an n-by-m matrix representing the risk based utility.
487 */
488 protected Matrix generateRiskFunction(double riskParameter) {
489 double mmin = generateRiskFunction(riskParameter, 0.0);
490 double mmax = generateRiskFunction(riskParameter, 1.0);
491 double range = mmax - mmin;
492
493 double[] riskSamples = utilitySamples.getColumnPackedCopy();
494 double[][] m = new double[utilitySamples.getRowDimension()][timeSamples
495 .getColumnDimension()];
496 for (int i = 0; i < m.length; i++) {
497 double val;
498 if (range == 0) {
499 val = riskSamples[i];
500 } else {
501 val = (generateRiskFunction(riskParameter, riskSamples[i]) - mmin)
502 / range;
503 }
504 for (int j = 0; j < m[i].length; j++) {
505 m[i][j] = val;
506 }
507 }
508 return new Matrix(m);
509 }
510
511 /**
512 * Generate the risk based utility for a given actual utility.
513 *
514 * @param riskParameter
515 * The risk parameter.
516 * @param utility
517 * The actual utility to calculate the risk based utility from.
518 * @return the risk based utility.
519 */
520 protected double generateRiskFunction(double riskParameter, double utility) {
521 return Math.pow(utility, riskParameter);
522 }
523
524 /**
525 * Get a pair representing the time and utility value of the expected best
526 * agreement.
527 *
528 * @param expectedValues
529 * A matrix of expected utility values at the sampled time and
530 * utilities given by timeSamples and utilitySamples
531 * respectively.
532 * @param time
533 * The current time.
534 * @return a pair representing the time and utility value of the expected
535 * best agreement.
536 */
537 private Pair<Double, Double> getExpectedBestAgreement(
538 Matrix probabilityExpectedValues, Matrix cumulativeExpectedValues, double time) {
539 log("probabilityExpectedValues is " + probabilityExpectedValues.getRowDimension() + "x" + probabilityExpectedValues.getColumnDimension());
540 log("time is " + time);
541 Matrix probabilityFutureExpectedValues = getFutureExpectedValues(probabilityExpectedValues, time);
542 Matrix cumulativeFutureExpectedValues = getFutureExpectedValues(cumulativeExpectedValues, time);
543
544 log("probabilityFutureExpectedValues is " + probabilityFutureExpectedValues.getRowDimension() + "x" + probabilityFutureExpectedValues.getColumnDimension());
545
546 double[][] probabilityFutureExpectedValuesArray = probabilityFutureExpectedValues.getArray();
547 double[][] cumulativeFutureExpectedValuesArray = cumulativeFutureExpectedValues.getArray();
548
549 Double bestX = null;
550 Double bestY = null;
551
552 double[] colSums = new double[probabilityFutureExpectedValuesArray[0].length];
553 double bestColSum = 0;
554 int bestCol = 0;
555
556 for (int x = 0; x < probabilityFutureExpectedValuesArray[0].length; x++) {
557 colSums[x] = 0;
558 for (int y = 0; y < probabilityFutureExpectedValuesArray.length; y++) {
559 colSums[x] += probabilityFutureExpectedValuesArray[y][x];
560 }
561
562 if (colSums[x] >= bestColSum) {
563 bestColSum = colSums[x];
564 bestCol = x;
565 }
566 }
567
568 log(new Matrix(colSums, 1));
569
570 int bestRow = 0;
571 double bestRowValue = 0;
572
573 for (int y = 0; y < cumulativeFutureExpectedValuesArray.length; y++) {
574 double expectedValue = cumulativeFutureExpectedValuesArray[y][bestCol];
575 if(expectedValue > bestRowValue) {
576 bestRowValue = expectedValue;
577 bestRow = y;
578 }
579 }
580
581 bestX = timeSamples.get(0, bestCol
582 + probabilityExpectedValues.getColumnDimension()
583 - probabilityFutureExpectedValues.getColumnDimension());
584 bestY = utilitySamples.get(bestRow, 0);
585
586 log("About to return the best agreement at " + bestX + ", " + bestY);
587 return new Pair<Double, Double>(bestX, bestY);
588 }
589
590 /**
591 * Get a matrix of expected utility values at the sampled time and utilities
592 * given by timeSamples and utilitySamples, for times in the future.
593 *
594 * @param expectedValues
595 * A matrix of expected utility values at the sampled time and
596 * utilities given by timeSamples and utilitySamples
597 * respectively.
598 * @param time
599 * The current time.
600 * @return a matrix of expected utility values for future time.
601 */
602 private Matrix getFutureExpectedValues(Matrix expectedValues, double time) {
603 int i = 0;
604 for (; i < timeSamples.getColumnDimension(); i++) {
605 if (timeSamples.get(0, i) > time)
606 break;
607 }
608 return expectedValues.getMatrix(0,
609 expectedValues.getRowDimension() - 1, i, expectedValues
610 .getColumnDimension() - 1);
611 }
612}
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