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Deterministic infinite horizon: Added gain-bias and lra-distribution based solution methods

tempestpy_adaptions
Tim Quatmann 4 years ago
parent
0cc2b1c749
commit
c674de5893
2 changed files with 259 additions and 13 deletions
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  1. 260
      src/storm/modelchecker/helper/infinitehorizon/SparseDeterministicInfiniteHorizonHelper.cpp
  2. 12
      src/storm/modelchecker/helper/infinitehorizon/SparseDeterministicInfiniteHorizonHelper.h

260
src/storm/modelchecker/helper/infinitehorizon/SparseDeterministicInfiniteHorizonHelper.cpp
View File

@ -17,9 +17,10 @@
#include "storm/utility/vector.h"
#include "storm/environment/solver/LongRunAverageSolverEnvironment.h"
#include "storm/environment/solver/MinMaxSolverEnvironment.h"
#include "storm/environment/solver/TopologicalSolverEnvironment.h"
#include "storm/exceptions/UnmetRequirementException.h"
#include "storm/exceptions/NotSupportedException.h"
namespace storm {
namespace modelchecker {
@ -46,12 +47,12 @@ namespace storm {
}
template <typename ValueType>
ValueType SparseDeterministicInfiniteHorizonHelper<ValueType>::computeLraForComponent(Environment const& env, ValueGetter const& stateRewardsGetter, ValueGetter const& actionRewardsGetter, storm::storage::StronglyConnectedComponent const& component) {
ValueType SparseDeterministicInfiniteHorizonHelper<ValueType>::computeLraForComponent(Environment const& env, ValueGetter const& stateValueGetter, ValueGetter const& actionValueGetter, storm::storage::StronglyConnectedComponent const& component) {
// For deterministic models, we compute the LRA for a BSCC
STORM_LOG_ASSERT(!this->isProduceSchedulerSet(), "Scheduler production enabled for deterministic model.");
auto trivialResult = computeLraForTrivialBscc(env, stateRewardsGetter, actionRewardsGetter, component);
auto trivialResult = computeLraForTrivialBscc(env, stateValueGetter, actionValueGetter, component);
if (trivialResult.first) {
return trivialResult.second;
}
@ -67,18 +68,18 @@ namespace storm {
}
STORM_LOG_TRACE("Computing LRA for BSCC of size " << component.size() << " using '" << storm::solver::toString(method) << "'.");
if (method == storm::solver::LraMethod::ValueIteration) {
return computeLraForBsccVi(env, stateRewardsGetter, actionRewardsGetter, component);
}/* else if (method == storm::solver::LraMethod::LraDistributionEquations) {
return computeLraForBsccVi(env, stateValueGetter, actionValueGetter, component);
} else if (method == storm::solver::LraMethod::LraDistributionEquations) {
// We only need the first element of the pair as the lra distribution is not relevant at this point.
return computeLongRunAveragesForBsccLraDistr<ValueType>(env, bscc, rateMatrix, valueGetter, exitRateVector).first;
return computeLraForBsccLraDistr(env, stateValueGetter, actionValueGetter, component).first;
}
STORM_LOG_WARN_COND(method == storm::solver::LraMethod::GainBiasEquations, "Unsupported lra method selected. Defaulting to " << storm::solver::toString(storm::solver::LraMethod::GainBiasEquations) << ".");
// We don't need the bias values
return computeLongRunAveragesForBsccGainBias<ValueType>(env, bscc, rateMatrix, valueGetter, exitRateVector).first;*/
return computeLraForBsccGainBias(env, stateValueGetter, actionValueGetter, component).first;
}
template <typename ValueType>
std::pair<bool, ValueType> SparseDeterministicInfiniteHorizonHelper<ValueType>::computeLraForTrivialBscc(Environment const& env, ValueGetter const& stateRewardsGetter, ValueGetter const& actionRewardsGetter, storm::storage::StronglyConnectedComponent const& component) {
std::pair<bool, ValueType> SparseDeterministicInfiniteHorizonHelper<ValueType>::computeLraForTrivialBscc(Environment const& env, ValueGetter const& stateValueGetter, ValueGetter const& actionValueGetter, storm::storage::StronglyConnectedComponent const& component) {
// For deterministic models, we can catch the case where all values are the same. This includes the special case where the BSCC consist only of just one state.
bool first = true;
@ -86,8 +87,9 @@ namespace storm {
for (auto const& element : component) {
auto state = internal::getComponentElementState(element);
STORM_LOG_ASSERT(state == *internal::getComponentElementChoicesBegin(element), "Unexpected choice index at state " << state << " of deterministic model.");
ValueType curr = stateRewardsGetter(state) + (this->isContinuousTime() ? (*this->_exitRates)[state] * actionRewardsGetter(state) : actionRewardsGetter(state));
ValueType curr = stateValueGetter(state) + (this->isContinuousTime() ? (*this->_exitRates)[state] * actionValueGetter(state) : actionValueGetter(state));
if (first) {
val = curr;
first = false;
} else if (val != curr) {
return {false, storm::utility::zero<ValueType>()};
@ -98,8 +100,12 @@ namespace storm {
}
template <>
storm::RationalFunction SparseDeterministicInfiniteHorizonHelper<storm::RationalFunction>::computeLraForBsccVi(Environment const& env, ValueGetter const& stateValueGetter, ValueGetter const& actionValueGetter, storm::storage::StronglyConnectedComponent const& bscc) {
STORM_LOG_THROW(false, storm::exceptions::NotSupportedException, "The requested Method for LRA computation is not supported for parametric models.");
}
template <typename ValueType>
ValueType SparseDeterministicInfiniteHorizonHelper<ValueType>::computeLraForBsccVi(Environment const& env, ValueGetter const& stateRewardsGetter, ValueGetter const& actionRewardsGetter, storm::storage::StronglyConnectedComponent const& bscc) {
ValueType SparseDeterministicInfiniteHorizonHelper<ValueType>::computeLraForBsccVi(Environment const& env, ValueGetter const& stateValueGetter, ValueGetter const& actionValueGetter, storm::storage::StronglyConnectedComponent const& bscc) {
// Collect parameters of the computation
ValueType aperiodicFactor = storm::utility::convertNumber<ValueType>(env.solver().lra().getAperiodicFactor());
@ -108,14 +114,243 @@ namespace storm {
if (this->isContinuousTime()) {
// We assume a CTMC (with deterministic timed states and no instant states)
storm::modelchecker::helper::internal::LraViHelper<ValueType, storm::storage::StronglyConnectedComponent, storm::modelchecker::helper::internal::LraViTransitionsType::DetTsNoIs> viHelper(bscc, this->_transitionMatrix, aperiodicFactor, this->_markovianStates, this->_exitRates);
return viHelper.performValueIteration(env, stateRewardsGetter, actionRewardsGetter, this->_exitRates);
return viHelper.performValueIteration(env, stateValueGetter, actionValueGetter, this->_exitRates);
} else {
// We assume a DTMC (with deterministic timed states and no instant states)
storm::modelchecker::helper::internal::LraViHelper<ValueType, storm::storage::StronglyConnectedComponent, storm::modelchecker::helper::internal::LraViTransitionsType::DetTsNoIs> viHelper(bscc, this->_transitionMatrix, aperiodicFactor);
return viHelper.performValueIteration(env, stateRewardsGetter, actionRewardsGetter);
return viHelper.performValueIteration(env, stateValueGetter, actionValueGetter);
}
}
template <typename ValueType>
std::pair<ValueType, std::vector<ValueType>> SparseDeterministicInfiniteHorizonHelper<ValueType>::computeLraForBsccGainBias(Environment const& env, ValueGetter const& stateValuesGetter, ValueGetter const& actionValuesGetter, storm::storage::StronglyConnectedComponent const& bscc) {
// We build the equation system as in Line 3 of Algorithm 3 from
// Kretinsky, Meggendorfer: Efficient Strategy Iteration for Mean Payoff in Markov Decision Processes (ATVA 2017)
// https://doi.org/10.1007/978-3-319-68167-2_25
// The first variable corresponds to the gain of the bscc whereas the subsequent variables yield the bias for each state s_1, s_2, ....
// No bias variable for s_0 is needed since it is always set to zero, yielding an nxn equation system matrix
// To make this work for CTMC, we could uniformize the model. This preserves LRA and ensures that we can compute the
// LRA as for a DTMC (the soujourn time in each state is the same). If we then multiply the equations with the uniformization rate,
// the uniformization rate cancels out. Hence, we obtain the equation system below.
// Get a mapping from global state indices to local ones.
std::unordered_map<uint64_t, uint64_t> toLocalIndexMap;
uint64_t localIndex = 0;
for (auto const& globalIndex : bscc) {
toLocalIndexMap[globalIndex] = localIndex;
++localIndex;
}
// Prepare an environment for the underlying equation solver
auto subEnv = env;
if (subEnv.solver().getLinearEquationSolverType() == storm::solver::EquationSolverType::Topological) {
// Topological solver does not make any sense since the BSCC is connected.
subEnv.solver().setLinearEquationSolverType(subEnv.solver().topological().getUnderlyingEquationSolverType(), subEnv.solver().topological().isUnderlyingEquationSolverTypeSetFromDefault());
}
subEnv.solver().setLinearEquationSolverPrecision(env.solver().lra().getPrecision(), env.solver().lra().getRelativeTerminationCriterion());
// Build the equation system matrix and vector.
storm::solver::GeneralLinearEquationSolverFactory<ValueType> linearEquationSolverFactory;
bool isEquationSystemFormat = linearEquationSolverFactory.getEquationProblemFormat(subEnv) == storm::solver::LinearEquationSolverProblemFormat::EquationSystem;
storm::storage::SparseMatrixBuilder<ValueType> builder(bscc.size(), bscc.size());
std::vector<ValueType> eqSysVector;
eqSysVector.reserve(bscc.size());
// The first row asserts that the weighted bias variables and the reward at s_0 sum up to the gain
uint64_t row = 0;
ValueType entryValue;
for (auto const& globalState : bscc) {
ValueType rateAtState = this->_exitRates ? (*this->_exitRates)[globalState] : storm::utility::one<ValueType>();
// Coefficient for the gain variable
if (isEquationSystemFormat) {
// '1-0' in row 0 and -(-1) in other rows
builder.addNextValue(row, 0, storm::utility::one<ValueType>());
} else if (row > 0) {
// No coeficient in row 0, othwerise substract the gain
builder.addNextValue(row, 0, -storm::utility::one<ValueType>());
}
// Compute weighted sum over successor state. As this is a BSCC, each successor state will again be in the BSCC.
auto diagonalValue = storm::utility::zero<ValueType>();
if (row > 0) {
if (isEquationSystemFormat) {
diagonalValue = rateAtState;
} else {
diagonalValue = storm::utility::one<ValueType>() - rateAtState;
}
}
bool needDiagonalEntry = !storm::utility::isZero(diagonalValue);
for (auto const& entry : this->_transitionMatrix.getRow(globalState)) {
uint64_t col = toLocalIndexMap[entry.getColumn()];
if (col == 0) {
//Skip transition to state_0. This corresponds to setting the bias of state_0 to zero
continue;
}
entryValue = entry.getValue() * rateAtState;
if (isEquationSystemFormat) {
entryValue = -entryValue;
}
if (needDiagonalEntry && col >= row) {
if (col == row) {
entryValue += diagonalValue;
} else { // col > row
builder.addNextValue(row, row, diagonalValue);
}
needDiagonalEntry = false;
}
builder.addNextValue(row, col, entryValue);
}
if (needDiagonalEntry) {
builder.addNextValue(row, row, diagonalValue);
}
eqSysVector.push_back(stateValuesGetter(globalState) + rateAtState * actionValuesGetter(globalState));
++row;
}
// Create a linear equation solver
auto solver = linearEquationSolverFactory.create(subEnv, builder.build());
// Check solver requirements.
auto requirements = solver->getRequirements(subEnv);
STORM_LOG_THROW(!requirements.hasEnabledCriticalRequirement(), storm::exceptions::UnmetRequirementException, "Solver requirements " + requirements.getEnabledRequirementsAsString() + " not checked.");
// Todo: Find bounds on the bias variables. Just inserting the maximal value from the vector probably does not work.
std::vector<ValueType> eqSysSol(bscc.size(), storm::utility::zero<ValueType>());
// Take the mean of the rewards as an initial guess for the gain
//eqSysSol.front() = std::accumulate(eqSysVector.begin(), eqSysVector.end(), storm::utility::zero<ValueType>()) / storm::utility::convertNumber<ValueType, uint64_t>(bscc.size());
solver->solveEquations(subEnv, eqSysSol, eqSysVector);
ValueType gain = eqSysSol.front();
// insert bias value for state 0
eqSysSol.front() = storm::utility::zero<ValueType>();
// Return the gain and the bias values
return std::pair<ValueType, std::vector<ValueType>>(std::move(gain), std::move(eqSysSol));
}
template <typename ValueType>
std::pair<ValueType, std::vector<ValueType>> SparseDeterministicInfiniteHorizonHelper<ValueType>::computeLraForBsccLraDistr(Environment const& env, ValueGetter const& stateValuesGetter, ValueGetter const& actionValuesGetter, storm::storage::StronglyConnectedComponent const& bscc) {
// Let A be ab auxiliary Matrix with A[s,s] = R(s,s) - r(s) & A[s,s'] = R(s,s') for s,s' in BSCC and s!=s'.
// We build and solve the equation system for
// x*A=0 & x_0+...+x_n=1 <=> A^t*x=0=x-x & x_0+...+x_n=1 <=> (1+A^t)*x = x & 1-x_0-...-x_n-1=x_n
// Then, x[i] will be the fraction of the time we are in state i.
// This method assumes that this BSCC consist of more than one state
if (bscc.size() == 1) {
ValueType lraValue = stateValuesGetter(*bscc.begin()) + (this->isContinuousTime() ? (*this->_exitRates)[*bscc.begin()] * actionValuesGetter(*bscc.begin()) : actionValuesGetter(*bscc.begin()));
return { lraValue, {storm::utility::one<ValueType>()} };
}
// Prepare an environment for the underlying linear equation solver
auto subEnv = env;
if (subEnv.solver().getLinearEquationSolverType() == storm::solver::EquationSolverType::Topological) {
// Topological solver does not make any sense since the BSCC is connected.
subEnv.solver().setLinearEquationSolverType(subEnv.solver().topological().getUnderlyingEquationSolverType(), subEnv.solver().topological().isUnderlyingEquationSolverTypeSetFromDefault());
}
subEnv.solver().setLinearEquationSolverPrecision(env.solver().lra().getPrecision(), env.solver().lra().getRelativeTerminationCriterion());
// Get a mapping from global state indices to local ones as well as a bitvector containing states within the BSCC.
std::unordered_map<uint64_t, uint64_t> toLocalIndexMap;
storm::storage::BitVector bsccStates(this->_transitionMatrix.getRowCount(), false);
uint64_t localIndex = 0;
for (auto const& globalIndex : bscc) {
bsccStates.set(globalIndex, true);
toLocalIndexMap[globalIndex] = localIndex;
++localIndex;
}
// Build the auxiliary Matrix A.
auto auxMatrix = this->_transitionMatrix.getSubmatrix(false, bsccStates, bsccStates, true); // add diagonal entries!
uint64_t row = 0;
for (auto const& globalIndex : bscc) {
ValueType rateAtState = this->_exitRates ? (*this->_exitRates)[globalIndex] : storm::utility::one<ValueType>();
for (auto& entry : auxMatrix.getRow(row)) {
if (entry.getColumn() == row) {
// This value is non-zero since we have a BSCC with more than one state
entry.setValue(rateAtState * (entry.getValue() - storm::utility::one<ValueType>()));
} else if (this->isContinuousTime()) {
entry.setValue(entry.getValue() * rateAtState);
}
}
++row;
}
assert(row == auxMatrix.getRowCount());
// We need to consider A^t. This will not delete diagonal entries since they are non-zero.
auxMatrix = auxMatrix.transpose();
// Check whether we need the fixpoint characterization
storm::solver::GeneralLinearEquationSolverFactory<ValueType> linearEquationSolverFactory;
bool isFixpointFormat = linearEquationSolverFactory.getEquationProblemFormat(subEnv) == storm::solver::LinearEquationSolverProblemFormat::FixedPointSystem;
if (isFixpointFormat) {
// Add a 1 on the diagonal
for (row = 0; row < auxMatrix.getRowCount(); ++row) {
for (auto& entry : auxMatrix.getRow(row)) {
if (entry.getColumn() == row) {
entry.setValue(storm::utility::one<ValueType>() + entry.getValue());
}
}
}
}
// We now build the equation system matrix.
// We can drop the last row of A and add ones in this row instead to assert that the variables sum up to one
// Phase 1: replace the existing entries of the last row with ones
uint64_t col = 0;
uint64_t lastRow = auxMatrix.getRowCount() - 1;
for (auto& entry : auxMatrix.getRow(lastRow)) {
entry.setColumn(col);
if (isFixpointFormat) {
if (col == lastRow) {
entry.setValue(storm::utility::zero<ValueType>());
} else {
entry.setValue(-storm::utility::one<ValueType>());
}
} else {
entry.setValue(storm::utility::one<ValueType>());
}
++col;
}
storm::storage::SparseMatrixBuilder<ValueType> builder(std::move(auxMatrix));
for (; col <= lastRow; ++col) {
if (isFixpointFormat) {
if (col != lastRow) {
builder.addNextValue(lastRow, col, -storm::utility::one<ValueType>());
}
} else {
builder.addNextValue(lastRow, col, storm::utility::one<ValueType>());
}
}
std::vector<ValueType> bsccEquationSystemRightSide(bscc.size(), storm::utility::zero<ValueType>());
bsccEquationSystemRightSide.back() = storm::utility::one<ValueType>();
// Create a linear equation solver
auto solver = linearEquationSolverFactory.create(subEnv, builder.build());
solver->setBounds(storm::utility::zero<ValueType>(), storm::utility::one<ValueType>());
// Check solver requirements.
auto requirements = solver->getRequirements(subEnv);
requirements.clearLowerBounds();
requirements.clearUpperBounds();
STORM_LOG_THROW(!requirements.hasEnabledCriticalRequirement(), storm::exceptions::UnmetRequirementException, "Solver requirements " + requirements.getEnabledRequirementsAsString() + " not checked.");
std::vector<ValueType> lraDistr(bscc.size(), storm::utility::one<ValueType>() / storm::utility::convertNumber<ValueType, uint64_t>(bscc.size()));
solver->solveEquations(subEnv, lraDistr, bsccEquationSystemRightSide);
// Calculate final LRA Value
ValueType result = storm::utility::zero<ValueType>();
auto solIt = lraDistr.begin();
for (auto const& globalState : bscc) {
if (this->isContinuousTime()) {
result += (*solIt) * (stateValuesGetter(globalState) + (*this->_exitRates)[globalState] * actionValuesGetter(globalState));
} else {
result += (*solIt) * (stateValuesGetter(globalState) + actionValuesGetter(globalState));
}
++solIt;
}
assert(solIt == lraDistr.end());
return std::pair<ValueType, std::vector<ValueType>>(std::move(result), std::move(lraDistr));
}
template <typename ValueType>
std::pair<storm::storage::SparseMatrix<ValueType>, std::vector<ValueType>> SparseDeterministicInfiniteHorizonHelper<ValueType>::buildSspMatrixVector(std::vector<ValueType> const& bsccLraValues, std::vector<uint64_t> const& inputStateToBsccIndexMap, storm::storage::BitVector const& statesNotInComponent, bool asEquationSystem) {
@ -203,6 +438,7 @@ namespace storm {
template class SparseDeterministicInfiniteHorizonHelper<double>;
template class SparseDeterministicInfiniteHorizonHelper<storm::RationalNumber>;
template class SparseDeterministicInfiniteHorizonHelper<storm::RationalFunction>;
}
}

12
src/storm/modelchecker/helper/infinitehorizon/SparseDeterministicInfiniteHorizonHelper.h
View File

@ -46,10 +46,20 @@ namespace storm {
std::pair<bool, ValueType> computeLraForTrivialBscc(Environment const& env, ValueGetter const& stateValuesGetter, ValueGetter const& actionValuesGetter, storm::storage::StronglyConnectedComponent const& bscc);
/*!
* As computeLraForMec but uses value iteration as a solution method (independent of what is set in env)
* As computeLraForComponent but uses value iteration as a solution method (independent of what is set in env)
*/
ValueType computeLraForBsccVi(Environment const& env, ValueGetter const& stateValuesGetter, ValueGetter const& actionValuesGetter, storm::storage::StronglyConnectedComponent const& bscc);
/*!
* As computeLraForComponent but solves a linear equation system encoding gain and bias (independent of what is set in env)
* @see Kretinsky, Meggendorfer: Efficient Strategy Iteration for Mean Payoff in Markov Decision Processes (ATVA 2017), https://doi.org/10.1007/978-3-319-68167-2_25
*/
std::pair<ValueType, std::vector<ValueType>> computeLraForBsccGainBias(Environment const& env, ValueGetter const& stateValuesGetter, ValueGetter const& actionValuesGetter, storm::storage::StronglyConnectedComponent const& bscc);
/*!
* As computeLraForComponent but solves a linear equation system consisting encoding the long run average (steady state) distribution (independent of what is set in env)
*/
std::pair<ValueType, std::vector<ValueType>> computeLraForBsccLraDistr(Environment const& env, ValueGetter const& stateValuesGetter, ValueGetter const& actionValuesGetter, storm::storage::StronglyConnectedComponent const& bscc);
std::pair<storm::storage::SparseMatrix<ValueType>, std::vector<ValueType>> buildSspMatrixVector(std::vector<ValueType> const& bsccLraValues, std::vector<uint64_t> const& inputStateToBsccIndexMap, storm::storage::BitVector const& statesNotInComponent, bool asEquationSystem);
/*!

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