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559 lines
17 KiB
559 lines
17 KiB
//==============================================================================
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//
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// Copyright (c) 2002-
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// Authors:
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// * Vojtech Forejt <vojtech.forejt@cs.ox.ac.uk> (University of Oxford)
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// * Dave Parker <d.a.parker@cs.bham.ac.uk> (University of Birmingham/Oxford)
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//
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//------------------------------------------------------------------------------
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//
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// This file is part of PRISM.
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//
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// PRISM is free software; you can redistribute it and/or modify
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// it under the terms of the GNU General Public License as published by
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// the Free Software Foundation; either version 2 of the License, or
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// (at your option) any later version.
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//
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// PRISM is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU General Public License
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// along with PRISM; if not, write to the Free Software Foundation,
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// Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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//
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//==============================================================================
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// includes
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#include "PrismSparse.h"
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#include <math.h>
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#include <util.h>
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#include <cudd.h>
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#include <dd.h>
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#include <odd.h>
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#include <dv.h>
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#include "sparse.h"
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#include "prism.h"
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#include "PrismNativeGlob.h"
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#include "PrismSparseGlob.h"
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#include "jnipointer.h"
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#include <new>
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//The following gives more output on stdout. In fact quite a lot of it, usable only for ~10 state examples
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//#define MORE_OUTPUT
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//The following number is used to determine when to consider a number equal to 0.
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//Will be multiplied by minimal weights to make sure we don't do too much roundoffs for small weights
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#define ZERO_ROUNDOFF 10e-11
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JNIEXPORT jdoubleArray __jlongpointer JNICALL Java_sparse_PrismSparse_PS_1NondetMultiObjGS
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(
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JNIEnv *env,
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jclass cls,
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jlong __jlongpointer od, // odd
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jlong __jlongpointer rv, // row vars
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jint num_rvars,
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jlong __jlongpointer cv, // col vars
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jint num_cvars,
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jlong __jlongpointer ndv, // nondet vars
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jint num_ndvars,
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jboolean min, // min or max probabilities (true = min, false = max)
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jlong __jlongpointer _start, // initial state(s)
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jlong _adversary,
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jlong __jlongpointer _ndsm, //pointer to trans sparse matrix
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jlongArray _yes_vec, //pointer to yes vector array
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jlongArray _ndsm_r, //pointer to reward sparse matrix array
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jdoubleArray _weights //weights of rewards and yes_vec vectors
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)
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{
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// cast function parameters
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ODDNode *odd = jlong_to_ODDNode(od); // reachable states
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DdNode **rvars = jlong_to_DdNode_array(rv); // row vars
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DdNode **cvars = jlong_to_DdNode_array(cv); // col vars
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DdNode **ndvars = jlong_to_DdNode_array(ndv); // nondet vars
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DdNode *start = jlong_to_DdNode(_start); // initial state(s)
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// mtbdds
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DdNode *a = NULL, *tmp = NULL;
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// model stats
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int n, nc;
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long nnz;
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// sparse matrix
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NDSparseMatrix *ndsm = NULL;
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NDSparseMatrix **ndsm_r = NULL;
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// vectors
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double **yes_vec = NULL;
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double *soln = NULL, *tmpsoln = NULL;
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double **psoln = NULL;
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// timing stuff
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long start1, start2, start3, stop;
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double time_taken, time_for_setup, time_for_iters;
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// adversary stuff
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int export_adv_enabled = export_adv;
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FILE *fp_adv = NULL;
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int adv_j;
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//int *adv = NULL;
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// action info
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int *actions = NULL;
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jstring *action_names_jstrings;
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int num_actions;
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// misc
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int i, j, k, l1, h1, l2, h2, iters;
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int *k_r = NULL, *l2_r = NULL, *h2_r = NULL;
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double d1, d2, kb, kbt;
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double *pd1 = NULL, *pd2 = NULL;
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bool done, weightedDone, first;
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const char** action_names;
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int num_yes = 0;
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int start_index;
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unsigned int *row_starts1, *predecessors;
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unsigned int extra_node;
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//in this we will store the result array, 0 returned means error
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jdoubleArray ret = 0;
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bool has_rewards = _ndsm_r != 0;
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bool has_yes_vec = _yes_vec != 0;
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double max_diff;
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double tmp_result;
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jsize lenRew = (has_rewards) ? env->GetArrayLength(_ndsm_r) : 0;
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jsize lenProb = (has_yes_vec) ? env->GetArrayLength(_yes_vec) : 0;
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double* weights = env->GetDoubleArrayElements(_weights, 0);
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//We will ignore one of the rewards and compute it's value from the other ones and
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//from the combined value. We must make sure that this reward has nonzero weight,
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//otherwise we can't compute it.
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int ignoredWeight = -1;
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/* HOTFIX not used for numerical problems
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for (i = lenProb + lenRew - 1; i>=0; i--) {
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if (weights[i] > 0) {
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ignoredWeight = i;
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break;
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}
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}*/
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//determine the minimal nonzero weight
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double min_weight = 1;
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for (i = 0; i < lenProb + lenRew; i++)
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if (weights[i] > 0 && weights[i] < min_weight)
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min_weight = weights[i];
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double near_zero = min_weight * ZERO_ROUNDOFF;
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// exception handling around whole function
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try {
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// start clocks
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start1 = start2 = util_cpu_time();
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// get number of states
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n = odd->eoff + odd->toff;
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// build sparse matrix
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ndsm = (NDSparseMatrix *) jlong_to_NDSparseMatrix(_ndsm);
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// get number of transitions/choices
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nnz = ndsm->nnz;
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nc = ndsm->nc;
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kb = ndsm->mem;
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kbt = kb;
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jlong *ptr_ndsm_r = (has_rewards) ? env->GetLongArrayElements(_ndsm_r, 0) : NULL;
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jlong *ptr_yes_vec = (has_yes_vec) ? env->GetLongArrayElements(_yes_vec, 0) : NULL;
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NDSparseMatrix *ndsm_r[lenRew];
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for(int rewi = 0; rewi < lenRew; rewi++)
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ndsm_r[rewi] = (NDSparseMatrix *) jlong_to_NDSparseMatrix(ptr_ndsm_r[rewi]);
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double* weights = env->GetDoubleArrayElements(_weights, 0);
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// if needed, and if info is available, build a vector of action indices for the MDP
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actions = NULL;
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// get vector for yes
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yes_vec = new double *[lenProb];
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for (int probi = 0; probi < lenProb; probi++)
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yes_vec[probi] = (double *) jlong_to_ptr(ptr_yes_vec[probi]);
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kb = n*8.0/1024.0;
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kbt += kb;
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// create solution/iteration vectors
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soln = new double[n];
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psoln = new double *[lenProb + lenRew];
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for (int it = 0; it < lenProb + lenRew ; it++)
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if (it != ignoredWeight)
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psoln[it] = new double[n];
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pd1 = new double[lenProb + lenRew];
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pd2 = new double[lenProb + lenRew];
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kb = n*8.0/1024.0;
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kbt += 2*kb;
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// Get index of single (first) initial state
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start_index = get_index_of_first_from_bdd(ddman, start, rvars, num_rvars, odd);
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// initial solution is yes
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for (i = 0; i < n; i++) {
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soln[i] = 0;
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for (int probi = 0; probi < lenProb; probi++)
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soln[i] += weights[probi] * yes_vec[probi][i];
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for (int probi = 0; probi < lenProb; probi++)
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if (probi != ignoredWeight)
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psoln[probi][i] = 0;//yes_vec[probi][i];
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for (int rewi = 0; rewi < lenRew; rewi++)
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if (lenProb + rewi != ignoredWeight)
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psoln[rewi + lenProb][i] = 0;
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}
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#ifdef MORE_OUTPUT
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PS_PrintToMainLog(env, "soln: ");
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for (int o = 0; o < n; o++)
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PS_PrintToMainLog(env, "%f, ", soln[o]);
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PS_PrintToMainLog(env, "\n");
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for (int it = 0; it < lenRew + lenProb; it++) {
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if (it != ignoredWeight) {
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PS_PrintToMainLog(env, "psoln: ");
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for (int o = 0; o < n; o++)
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PS_PrintToMainLog(env, "%f, ", psoln[it][o]);
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PS_PrintToMainLog(env, "\n");
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} else {
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PS_PrintToMainLog(env, "psoln: (ignored)\n");
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}
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}
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#endif
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// get setup time
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stop = util_cpu_time();
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time_for_setup = (double)(stop - start2)/1000;
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start2 = stop;
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// start iterations
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iters = 0;
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done = false;
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weightedDone = false;
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//PS_PrintToMainLog(env, "Starting iterations...\n");
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// store local copies of stuff
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double *non_zeros = ndsm->non_zeros;
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unsigned char *row_counts = ndsm->row_counts;
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int *row_starts = (int *)ndsm->row_counts;
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unsigned char *choice_counts = ndsm->choice_counts;
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int *choice_starts = (int *)ndsm->choice_counts;
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bool use_counts = ndsm->use_counts;
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unsigned int *cols = ndsm->cols;
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double *non_zeros_r[lenRew];
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for(int rewi = 0; rewi < lenRew; rewi++)
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non_zeros_r[rewi] = ndsm_r[rewi]->non_zeros;
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unsigned char *choice_counts_r[lenRew];
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for(int rewi = 0; rewi < lenRew; rewi++)
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choice_counts_r[rewi] = ndsm_r[rewi]->choice_counts;
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int *choice_starts_r[lenRew];
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for(int rewi = 0; rewi < lenRew; rewi++)
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choice_starts_r[rewi] = (int*)ndsm_r[rewi]->choice_counts;
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unsigned int *cols_r[lenRew];
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for(int rewi = 0; rewi < lenRew; rewi++)
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cols_r[rewi] = ndsm_r[rewi]->cols;
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bool doneBeforeBounded;
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h2_r = new int[lenRew];
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l2_r = new int[lenRew];
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k_r = new int[lenRew];
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while (!done && iters < max_iters) {
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iters++;
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// do matrix multiplication and min/max
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h1 = h2 = 0;
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for (int rewi = 0; rewi < lenRew; rewi++)
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h2_r[rewi] = 0;
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max_diff = 0;
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for (i = 0; i < n; i++) {
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//first, get the decision of the adversary optimizing the combined reward
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d1 = -INFINITY;
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for (int it = 0; it < lenRew + lenProb; it++)
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if (it != ignoredWeight)
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pd1[it] = -INFINITY;
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first = true; // (because we also remember 'first')
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if (!use_counts) { l1 = row_starts[i]; h1 = row_starts[i+1]; }
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else { l1 = h1; h1 += row_counts[i]; }
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for (j = l1; j < h1; j++) {
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d2 = 0;
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for (int it = 0; it < lenRew + lenProb; it++)
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if (it != ignoredWeight)
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pd2[it] = 0;
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if (!use_counts) { l2 = choice_starts[j]; h2 = choice_starts[j+1]; }
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else { l2 = h2; h2 += choice_counts[j]; }
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for (int rewi = 0; rewi < lenRew; rewi++) {
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if (!ndsm_r[rewi]->use_counts) {
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l2_r[rewi] = choice_starts_r[rewi][j];
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h2_r[rewi] = choice_starts_r[rewi][j+1];
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} else {
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l2_r[rewi] = h2_r[rewi];
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h2_r[rewi] += choice_counts_r[rewi][j];
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}
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}
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for (k = l2; k < h2; k++) {
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for (int rewi = 0; rewi < lenRew; rewi++) {
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k_r[rewi] = l2_r[rewi];
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while (k_r[rewi] < h2_r[rewi] && cols_r[rewi][k_r[rewi]] != cols[k])
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k_r[rewi]++;
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// if there is one, add reward * prob to reward value
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if (k_r[rewi] < h2_r[rewi]) {
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d2 += weights[rewi + lenProb] * non_zeros_r[rewi][k_r[rewi]] * non_zeros[k];
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if (lenProb + rewi != ignoredWeight) {
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pd2[rewi + lenProb] += non_zeros_r[rewi][k_r[rewi]] * non_zeros[k];
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}
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k_r[rewi]++;
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}
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}
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//add value of successors
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for (int it = 0; it < lenRew + lenProb; it++)
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if (it != ignoredWeight)
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pd2[it] += non_zeros[k] * psoln[it][cols[k]];
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d2 += non_zeros[k] * soln[cols[k]];
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}
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bool pickThis = first || (min&&(d2<d1)) || (!min&&(d2>d1));
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//HOTFIX for cumulative reward
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if (!pickThis && (d2==d1)) {
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for (int it = 0; it < lenProb + lenRew; it++) {
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if (it != ignoredWeight) {
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if ((min&&(pd2[it]<pd1[it])) || (!min&&(pd2[it]>pd1[it]))) {
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pickThis = true;
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break;
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}
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}
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}
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}
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if (pickThis) {
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if (fabs(d2) < near_zero)
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d1 = 0;
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else
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d1 = d2;
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for (int it = 0; it < lenRew + lenProb; it++) {
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if (it != ignoredWeight) {
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if (fabs(pd2[it]) < near_zero)
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pd1[it] = 0; //round off small numbers to 0
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else
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pd1[it] = pd2[it];
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}
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}
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}
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first = false;
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}
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double val_yes = 0.0;
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for (int probi = 0; probi < lenProb; probi++) {
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if (probi != ignoredWeight && yes_vec[probi]!=NULL);
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val_yes += weights[probi] * yes_vec[probi][i];
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}
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//HOTFIX: it seems that on self loops d1 can be unchanged because the other for cycle is not executed, which is not desirable
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if (d1==-INFINITY) {
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d1 = 0;
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for (int it = 0; it < lenRew + lenProb; it++)
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pd1[it] = 0;
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}
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//TODO: we need to handle val_yes somehow
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if (val_yes == 0 || d1>val_yes)
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{
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switch (term_crit) {
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case TERM_CRIT_RELATIVE:
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if (fabs((soln[i] - d1)/d1) > max_diff)
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max_diff = fabs((soln[i] - d1)/d1);
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break;
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case TERM_CRIT_ABSOLUTE:
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if (fabs(soln[i] - d1) > max_diff)
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max_diff = fabs(soln[i] - d1);
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break;
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}
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soln[i] = d1;
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for (int it = 0; it < lenRew + lenProb; it++) {
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if (it != ignoredWeight) {
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switch (term_crit) {
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case TERM_CRIT_RELATIVE:
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if (weightedDone && fabs((psoln[it][i] - pd1[it])/pd1[it]) > max_diff)
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max_diff = fabs((psoln[it][i] - pd1[it])/pd1[it]);
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break;
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case TERM_CRIT_ABSOLUTE:
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if (weightedDone && fabs(psoln[it][i] - pd1[it]) > max_diff)
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max_diff = fabs(psoln[it][i] - pd1[it]);
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break;
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}
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psoln[it][i] = pd1[it];
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}
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}
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} else {
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double tmpval = 0;
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for (int probi = 0; probi < lenProb; probi++)
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tmpval += weights[probi] * yes_vec[probi][i];
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//NB we don't round tmpval to zero, it should not be
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//too small given that it'sonly based on weights and yes_vec
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switch (term_crit) {
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case TERM_CRIT_RELATIVE:
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if (fabs((soln[i] - tmpval)/tmpval) > max_diff)
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max_diff = fabs((soln[i] - tmpval)/tmpval);
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break;
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case TERM_CRIT_ABSOLUTE:
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if (fabs(soln[i] - tmpval) > max_diff)
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max_diff = fabs(soln[i] - tmpval);
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break;
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}
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soln[i]=tmpval;
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for (int probi = 0; probi < lenProb; probi++) {
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if (probi != ignoredWeight) {
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switch (term_crit) {
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case TERM_CRIT_RELATIVE:
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if (weightedDone && fabs((psoln[probi][i] - yes_vec[probi][i])/yes_vec[probi][i]) > max_diff)
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max_diff = fabs((psoln[probi][i] - yes_vec[probi][i])/yes_vec[probi][i]);
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break;
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case TERM_CRIT_ABSOLUTE:
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if (weightedDone && fabs(psoln[probi][i] - yes_vec[probi][i]) > max_diff)
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max_diff = fabs(psoln[probi][i] - yes_vec[probi][i]);
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break;
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}
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psoln[probi][i] = yes_vec[probi][i];
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}
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}
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for (int rewi = 0; rewi < lenRew; rewi++) {
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if (lenProb + rewi != ignoredWeight)
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psoln[rewi + lenProb][i] = 0;
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}
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}
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}
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#ifdef MORE_OUTPUT
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PS_PrintToMainLog(env, "soln: ");
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for (int o = 0; o < n; o++)
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PS_PrintToMainLog(env, "%e, ", soln[o]);
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PS_PrintToMainLog(env, "\n");
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for (int it = 0; it < lenRew + lenProb; it++) {
|
|
if (it != ignoredWeight) {
|
|
PS_PrintToMainLog(env, "psoln: ");
|
|
for (int o = 0; o < n; o++)
|
|
PS_PrintToMainLog(env, "%e, ", psoln[it][o]);
|
|
PS_PrintToMainLog(env, "\n");
|
|
} else {
|
|
PS_PrintToMainLog(env, "psoln: (ignored)\n");
|
|
}
|
|
}
|
|
#endif
|
|
|
|
// check convergence
|
|
// (note: doing outside loop means may not need to check all elements)
|
|
|
|
if (!weightedDone) {
|
|
if (max_diff <= term_crit_param) {
|
|
weightedDone = true;
|
|
}
|
|
} else {
|
|
if (max_diff <= term_crit_param) {
|
|
done = true;
|
|
}
|
|
}
|
|
}
|
|
|
|
// stop clocks
|
|
stop = util_cpu_time();
|
|
time_for_iters = (double)(stop - start2)/1000;
|
|
time_taken = (double)(stop - start1)/1000;
|
|
|
|
// print iterations/timing info
|
|
PS_PrintToMainLog(env, "Iterative method: %d iterations in %.2f seconds (average %.6f, setup %.2f)\n", iters, time_taken, time_for_iters/iters, time_for_setup);
|
|
|
|
// if the iterative method didn't terminate, this is an error
|
|
if (iters == max_iters)
|
|
{
|
|
PS_SetErrorMessage("Iterative method did not converge within %d iterations.\nConsider using a different numerical method or increasing the maximum number of iterations", iters);
|
|
throw 1;
|
|
}
|
|
|
|
//store the result
|
|
ret = env->NewDoubleArray(lenProb + lenRew);
|
|
jdouble *retNative = env->GetDoubleArrayElements(ret, 0);
|
|
|
|
//copy all computed elements
|
|
for (int it = 0; it < lenRew + lenProb; it++)
|
|
if (it != ignoredWeight)
|
|
retNative[it] = max_double_vector_over_bdd(ddman, psoln[it], start, rvars, num_rvars, odd);
|
|
//compute the last element
|
|
if (ignoredWeight != -1) {
|
|
double last = max_double_vector_over_bdd(ddman, soln, start, rvars, num_rvars, odd);
|
|
for (int it = 0; it < lenRew + lenProb; it++) {
|
|
if (it != ignoredWeight) {
|
|
last -= weights[it] * retNative[it];
|
|
}
|
|
}
|
|
retNative[ignoredWeight] = (weights[ignoredWeight] > 0) ? (last / weights[ignoredWeight]) : 0.0;
|
|
}
|
|
env->ReleaseDoubleArrayElements(ret, retNative, 0);
|
|
|
|
// catch exceptions: register error, free memory
|
|
} catch (std::bad_alloc e) {
|
|
PS_SetErrorMessage("Out of memory");
|
|
if (soln) delete[] soln;
|
|
soln = 0;
|
|
} catch (int e) {
|
|
if (e==1) //1 means error was set above and exception was thrown to end the computation
|
|
ret = 0;
|
|
else
|
|
PS_SetErrorMessage("Unknown error.");
|
|
}
|
|
|
|
if (soln) delete[] soln;
|
|
if (yes_vec) delete[] yes_vec;
|
|
if (h2_r) delete[] h2_r;
|
|
if (l2_r) delete[] l2_r;
|
|
if (k_r) delete[] k_r;
|
|
if (pd1) delete[] pd1;
|
|
if (pd2) delete[] pd2;
|
|
for (int it = 0; it < lenProb + lenRew; it++) {
|
|
if (it != ignoredWeight)
|
|
if (psoln && psoln[it]) delete[] psoln[it];
|
|
}
|
|
if (psoln) delete[] psoln;
|
|
if (actions != NULL) {
|
|
delete[] actions;
|
|
release_string_array_from_java(env, action_names_jstrings, action_names, num_actions);
|
|
}
|
|
|
|
return ret;
|
|
}
|
|
|
|
//------------------------------------------------------------------------------
|
|
|