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Testing a few MAX-FLow approximation ideas.

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Tim Quatmann 6 years ago
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5e0aba7509
2 changed files with 119 additions and 35 deletions
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  1. 24
      src/storm/modelchecker/multiobjective/deterministicScheds/DeterministicSchedsLpChecker.cpp
  2. 112
      src/storm/modelchecker/multiobjective/deterministicScheds/DeterministicSchedsObjectiveHelper.cpp

24
src/storm/modelchecker/multiobjective/deterministicScheds/DeterministicSchedsLpChecker.cpp
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@ -210,22 +210,28 @@ namespace storm {
// Compute an upper bound on the expected number of visits of the states in this ec. // Compute an upper bound on the expected number of visits of the states in this ec.
// First get a lower bound l on the probability of a path that leaves this MEC. 1-l is an upper bound on Pr_s(X F s). // First get a lower bound l on the probability of a path that leaves this MEC. 1-l is an upper bound on Pr_s(X F s).
// The desired upper bound is thus 1/(1-(1-l)) = 1/l. See Baier et al., CAV'17 // The desired upper bound is thus 1/(1-(1-l)) = 1/l. See Baier et al., CAV'17
ValueType expVisitsUpperBound = storm::utility::one<ValueType>();
uint64_t numStates = 0;
ValueType expVisitsUpperBound;
uint64_t numStates = std::distance(ec.begin(), ec.end());
{
std::vector<ValueType> leastPathProbs(transitions.getRowGroupCount(), storm::utility::one<ValueType>());
std::vector<ValueType> prevLeastPathProbs(transitions.getRowGroupCount(), storm::utility::one<ValueType>());
for (uint64_t i = 0; i < numStates; ++i) {
for (auto const& stateChoices : ec) { for (auto const& stateChoices : ec) {
++numStates;
ValueType minProb = storm::utility::one<ValueType>();
for (auto const& choice : stateChoices.second) {
for (auto const& transition : transitions.getRow(choice)) {
auto state = stateChoices.first;
auto currVal = prevLeastPathProbs[state];
for (auto const& transition : transitions.getRowGroup(state)) {
if (!storm::utility::isZero(transition.getValue())) { if (!storm::utility::isZero(transition.getValue())) {
minProb = std::min(minProb, transition.getValue());
currVal = std::min<ValueType>(currVal, transition.getValue() * prevLeastPathProbs[transition.getColumn()]);
}
} }
leastPathProbs[state] = currVal;
} }
leastPathProbs.swap(prevLeastPathProbs);
} }
expVisitsUpperBound *= minProb;
ValueType l = *std::min_element(leastPathProbs.begin(), leastPathProbs.end());
expVisitsUpperBound = storm::utility::one<ValueType>() / l;
} }
expVisitsUpperBound = storm::utility::one<ValueType>() / expVisitsUpperBound; expVisitsUpperBound = storm::utility::one<ValueType>() / expVisitsUpperBound;
std::cout << "expVisits upper bound is " << expVisitsUpperBound << "." << std::endl;
// create variables // create variables
for (auto const& stateChoices : ec) { for (auto const& stateChoices : ec) {
ecStateVars.emplace(stateChoices.first, lpModel.addBoundedIntegerVariable("e" + std::to_string(stateChoices.first) + varNameSuffix, storm::utility::zero<ValueType>(), storm::utility::one<ValueType>()).getExpression()); ecStateVars.emplace(stateChoices.first, lpModel.addBoundedIntegerVariable("e" + std::to_string(stateChoices.first) + varNameSuffix, storm::utility::zero<ValueType>(), storm::utility::one<ValueType>()).getExpression());

112
src/storm/modelchecker/multiobjective/deterministicScheds/DeterministicSchedsObjectiveHelper.cpp
View File

@ -19,7 +19,6 @@
#include "storm/environment/solver/MinMaxSolverEnvironment.h" #include "storm/environment/solver/MinMaxSolverEnvironment.h"
#include "storm/transformer/EndComponentEliminator.h" #include "storm/transformer/EndComponentEliminator.h"
#include "storm/exceptions/UnexpectedException.h" #include "storm/exceptions/UnexpectedException.h"
namespace storm { namespace storm {
namespace modelchecker { namespace modelchecker {
@ -261,6 +260,25 @@ namespace storm {
return objective.formula->isRewardOperatorFormula() && objective.formula->getSubformula().isTotalRewardFormula(); return objective.formula->isRewardOperatorFormula() && objective.formula->getSubformula().isTotalRewardFormula();
} }
template <typename ValueType>
ValueType getLpathDfs(uint64_t currentState, ValueType currentValue, storm::storage::BitVector& visited, storm::storage::BitVector const& mecStates, storm::storage::SparseMatrix<ValueType> const& transitions, uint64_t& counter) {
// exhausive dfs
if (visited.get(currentState)) {
if (++counter % 1000000 == 0) {
std::cout << "\t\t checked " << counter << " paths" << std::endl;
}
return currentValue;
} else {
visited.set(currentState);
ValueType result = storm::utility::one<ValueType>();
for (auto const& transition : transitions.getRowGroup(currentState)) {
result = std::min(result, getLpathDfs<ValueType>(transition.getColumn(), currentValue * transition.getValue(), visited, mecStates, transitions, counter));
}
visited.set(currentState, false);
return result;
}
}
template <typename ModelType> template <typename ModelType>
std::vector<typename ModelType::ValueType> DeterministicSchedsObjectiveHelper<ModelType>::computeUpperBoundOnExpectedVisitingTimes(storm::storage::SparseMatrix<ValueType> const& modelTransitions, storm::storage::BitVector const& bottomStates, storm::storage::BitVector const& nonBottomStates, bool hasEndComponents) { std::vector<typename ModelType::ValueType> DeterministicSchedsObjectiveHelper<ModelType>::computeUpperBoundOnExpectedVisitingTimes(storm::storage::SparseMatrix<ValueType> const& modelTransitions, storm::storage::BitVector const& bottomStates, storm::storage::BitVector const& nonBottomStates, bool hasEndComponents) {
storm::storage::SparseMatrix<ValueType> transitions; storm::storage::SparseMatrix<ValueType> transitions;
@ -271,42 +289,102 @@ namespace storm {
// The approach is to give a lower bound lpath on a path that leaves the end component. // The approach is to give a lower bound lpath on a path that leaves the end component.
// Then we use end component elimination and add a self loop on the 'ec' states with probability 1-lpath // Then we use end component elimination and add a self loop on the 'ec' states with probability 1-lpath
storm::storage::MaximalEndComponentDecomposition<ValueType> mecs(modelTransitions, modelTransitions.transpose(true), nonBottomStates); storm::storage::MaximalEndComponentDecomposition<ValueType> mecs(modelTransitions, modelTransitions.transpose(true), nonBottomStates);
auto mecElimination = storm::transformer::EndComponentEliminator<ValueType>::transform(modelTransitions, mecs, nonBottomStates, nonBottomStates, true);
transitions = std::move(mecElimination.matrix);
modelToSubsystemStateMapping = std::move(mecElimination.oldToNewStateMapping);
probabilitiesToBottomStates.reserve(transitions.getRowCount());
for (uint64_t row = 0; row < transitions.getRowCount(); ++row) {
auto mecElimination = storm::transformer::EndComponentEliminator<ValueType>::transform(modelTransitions, mecs, nonBottomStates, nonBottomStates);
probabilitiesToBottomStates.reserve(mecElimination.matrix.getRowCount());
for (uint64_t row = 0; row < mecElimination.matrix.getRowCount(); ++row) {
if (mecElimination.matrix.getRow(row).getNumberOfEntries() == 0) {
probabilitiesToBottomStates.push_back(storm::utility::one<ValueType>());
} else {
probabilitiesToBottomStates.push_back(modelTransitions.getConstrainedRowSum(mecElimination.newToOldRowMapping[row], bottomStates)); probabilitiesToBottomStates.push_back(modelTransitions.getConstrainedRowSum(mecElimination.newToOldRowMapping[row], bottomStates));
} }
// replace 'selfloop probability' for mec states by 1-lpath
}
modelToSubsystemStateMapping = std::move(mecElimination.oldToNewStateMapping);
transitions = storm::storage::SparseMatrix<ValueType>(mecElimination.matrix, true); // insert diagonal entries
// slow down mec states by adding self loop probability 1-lpath
for (auto const& mec : mecs) { for (auto const& mec : mecs) {
ValueType lpath = storm::utility::one<ValueType>(); ValueType lpath = storm::utility::one<ValueType>();
if (true) {
for (auto const& stateChoices : mec) { for (auto const& stateChoices : mec) {
auto state = stateChoices.first;
ValueType minProb = storm::utility::one<ValueType>(); ValueType minProb = storm::utility::one<ValueType>();
for (auto const& choice : stateChoices.second) {
for (uint64_t choice = modelTransitions.getRowGroupIndices()[state]; choice < modelTransitions.getRowGroupIndices()[state + 1]; ++state) {
if (stateChoices.second.count(choice) > 0) {
for (auto const& transition : modelTransitions.getRow(choice)) { for (auto const& transition : modelTransitions.getRow(choice)) {
if (!storm::utility::isZero(transition.getValue())) { if (!storm::utility::isZero(transition.getValue())) {
minProb = std::min(minProb, transition.getValue()); minProb = std::min(minProb, transition.getValue());
} }
} }
} else {
ValueType sum = storm::utility::zero<ValueType>();
for (auto const& transition : modelTransitions.getRow(choice)) {
if (!mec.containsState(transition.getColumn())) {
sum += transition.getValue();
}
}
minProb = std::min(minProb, sum);
}
} }
lpath *= minProb; lpath *= minProb;
} }
}
if (false) {
std::vector<ValueType> leastPathProbs(modelTransitions.getRowGroupCount(), storm::utility::one<ValueType>());
std::vector<ValueType> prevLeastPathProbs(modelTransitions.getRowGroupCount(), storm::utility::one<ValueType>());
uint64_t mecSize = std::distance(mec.begin(), mec.end());
for (uint64_t i = 0; i < mecSize; ++i) {
for (auto const& stateChoices : mec) {
auto state = stateChoices.first;
auto currVal = prevLeastPathProbs[state];
for (auto const& transition : modelTransitions.getRowGroup(state)) {
if (!storm::utility::isZero(transition.getValue()) && transition.getColumn() != state) {
currVal = std::min<ValueType>(currVal, transition.getValue() * prevLeastPathProbs[transition.getColumn()]);
}
}
leastPathProbs[state] = currVal;
}
leastPathProbs.swap(prevLeastPathProbs);
}
lpath = *std::min_element(leastPathProbs.begin(), leastPathProbs.end());
//lpath = std::max(lpath, storm::utility::convertNumber<ValueType>(1e-2)); // TODO
}
if (false) {
storm::storage::BitVector mecStates(modelTransitions.getRowGroupCount(), false);
uint64_t numTransitions = 0;
uint64_t numChoices = 0;
for (auto const& stateChoices : mec) {
mecStates.set(stateChoices.first);
numTransitions += modelTransitions.getRowGroup(stateChoices.first).getNumberOfEntries();
numChoices += modelTransitions.getRowGroupSize(stateChoices.first);
}
std::cout << "Checking a mec with " << mecStates.getNumberOfSetBits() << " states " << numChoices << " choices and " << numTransitions << " transitions." << std::endl;
lpath = storm::utility::one<ValueType>();
for (auto const& stateChoices : mec) {
storm::storage::BitVector visited = ~mecStates;
uint64_t counter = 0;
ValueType lpathOld = lpath;
lpath = std::min(lpath, getLpathDfs(stateChoices.first, storm::utility::one<ValueType>(), visited, mecStates, modelTransitions, counter));
if (lpathOld > lpath) {
std::cout << "\tnew lpath is " << storm::utility::convertNumber<double>(lpath) << ". checked " << counter << " paths." << std::endl;
}
}
}
STORM_LOG_ASSERT(!storm::utility::isZero(lpath), "unexpected value of lpath"); STORM_LOG_ASSERT(!storm::utility::isZero(lpath), "unexpected value of lpath");
STORM_LOG_WARN_COND(lpath >= storm::utility::convertNumber<ValueType>(0.01), "Small lower bound for the probability to leave a mec: " << storm::utility::convertNumber<double>(lpath) << ". Numerical issues might occur.");
uint64_t mecState = modelToSubsystemStateMapping.get()[mec.begin()->first]; uint64_t mecState = modelToSubsystemStateMapping.get()[mec.begin()->first];
bool foundEntry = false;
// scale all the probabilities at this state with lpath
for (uint64_t mecChoice = transitions.getRowGroupIndices()[mecState]; mecChoice < transitions.getRowGroupIndices()[mecState + 1]; ++mecChoice) { for (uint64_t mecChoice = transitions.getRowGroupIndices()[mecState]; mecChoice < transitions.getRowGroupIndices()[mecState + 1]; ++mecChoice) {
if (transitions.getRow(mecChoice).getNumberOfEntries() == 1) {
auto& entry = *transitions.getRow(mecChoice).begin();
if (entry.getColumn() == mecState && storm::utility::isOne(entry.getValue())) {
entry.setValue(storm::utility::one<ValueType>() - lpath);
foundEntry = true;
probabilitiesToBottomStates[mecChoice] = lpath;
break;
for (auto& entry : transitions.getRow(mecChoice)) {
if (entry.getColumn() == mecState) {
entry.setValue(entry.getValue() * lpath + storm::utility::one<ValueType>() - lpath);
} else {
entry.setValue(entry.getValue() * lpath);
} }
} }
probabilitiesToBottomStates[mecChoice] *= lpath;
} }
STORM_LOG_THROW(foundEntry, storm::exceptions::UnexpectedException, "Unable to find self loop entry at mec state.");
} }
} else { } else {
transitions = modelTransitions.getSubmatrix(true, nonBottomStates, nonBottomStates); transitions = modelTransitions.getSubmatrix(true, nonBottomStates, nonBottomStates);

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