Source code for egttools.analytical.sed_analytical

# Copyright (c) 2019-2021  Elias Fernandez
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"""
This python module contains the necessary functions
to calculate analytically the evolutionary dynamics in Infinite and Finite
populations on 2-player games.
"""

import numpy as np
import numpy.typing as npt
from scipy.sparse import lil_matrix, csr_matrix
from scipy.linalg import eig
from scipy.stats import hypergeom, multivariate_hypergeom, multinomial
from itertools import permutations
from typing import Tuple, Optional
from warnings import warn
from .. import sample_simplex, calculate_nb_states, calculate_state


[docs]def replicator_equation(x: np.ndarray, payoffs: np.ndarray) -> np.ndarray: """ Produces the discrete time derivative of the replicator dynamics This only works for 2-player games. Parameters ---------- x : numpy.ndarray[numpy.float64[m,1]] array containing the frequency of each strategy in the population. payoffs : numpy.ndarray[numpy.float64[m,m]] payoff matrix Returns ------- numpy.ndarray time derivative of x See Also -------- egttools.analytical.StochDynamics egttools.numerical.PairwiseComparisonNumerical """ ax = np.dot(payoffs, x) return x * (ax - np.dot(x, ax))
[docs]def replicator_equation_n_player(x: np.ndarray, payoffs: np.ndarray, group_size: int) -> np.ndarray: """ Replicator dynamics in N-player games The replicator equation is of the form .. math:: g(x) \\equiv \\dot{x_{i}} = x_{i}(f_{i}(x) - \\sum_{j=1}^{N}{x_{j}f_{j}(x)) Which can also be represented using a pairwise comparison rule as: .. math:: \\dot{x_{i}} = x_{i}\\sum_{j}(f_{ij}(x) - f_{ji}(x))x_{j} For N-player games, to calculate the fitness of a strategy given a population state, we need to calculate the probability of each possible group configuration. This can be obtained by summing for each possible group configuration the payoff of strategy i times the probability of the group configurations occurring. Parameters ---------- x : numpy.ndarray A vector of shape (1, nb_strategies), which contains the current frequency of each strategy in the population. payoffs : numpy.ndarray Payoff matrix. Each row represents a strategy and each column a possible group configuration. Each entry in the matrix should give the expected payoff for each row strategy for a given column group configuration. group_size : int Size of the group. Returns ------- numpy.ndarray A vector of shape (1, nb_strategies), which contains the change in frequency of each strategy in the population (so the gradient). """ fitness = np.zeros(shape=(len(x),)) fitness_avg = 0. nb_group_configurations = calculate_nb_states(group_size, len(x)) for strategy_index in range(len(x)): for i in range(nb_group_configurations): group_configuration = sample_simplex(i, group_size, len(x)) if group_configuration[strategy_index] > 0: group_configuration[strategy_index] -= 1 prob = multinomial.pmf(group_configuration, group_size - 1, x) fitness[strategy_index] += prob * payoffs[strategy_index, i] fitness_avg += x[strategy_index] * fitness[strategy_index] return x * (fitness - fitness_avg)
[docs]class StochDynamics: """A class containing methods to calculate the stochastic evolutionary dynamics of a population. Defines a class that contains methods to compute the stationary distribution for the limit of small mutation (only the monomorphic states) and the full transition matrix. Parameters ---------- nb_strategies : int number of strategies in the population payoffs : numpy.ndarray[numpy.float64[m,m]] Payoff matrix indicating the payoff of each strategy (rows) against each other (columns). When analyzing an N-player game (group_size > 2) the structure of the matrix is a bit more involved, and we can have 2 options for structuring the payoff matrix: 1) If we consider a simplified version of the system with a reduced Markov Chain which only contains the states at the edges of the simplex (the Small Mutation Limit - SML), then, we can assume that, at most, there will be 2 strategies in a group at any given moment. In this case, StochDynamics expects a square matrix of size nb_strategies x nb_strategies, in which each entry is a function that takes 2 positional arguments k and group_size, and an optional *args argument, and will return the expected payoff of the row strategy A in a group with k A strategists and group_size - k B strategists (the column strategy). For all the elements in the diagonal, only 1 strategy should be present in the group, thus, this function should always return the same value, i.e., the payoff of a row strategy when all individuals in the group adopt the same strategy. See below for an example. 2) If we want to consider the full Markov Chain composed of all possible states in the simplex, then the payoff matrix should be of the shape nb_strategies x nb_group_configurations, where the number of group configurations can be calculated using `egttools.calculate_nb_states(group_size, nb_strategies)`. Moreover, the mapping between group configurations and integer indexes must be done using `egttools.sample_simplex(index, group_size, nb_strategies)`. See below for an example pop_size : int population size group_size : int group size mu : float mutation probability See Also -------- egttools.numerical.PairwiseComparisonNumerical egttools.analytical.replicator_equation egttools.analytical.PairwiseComparison Notes ----- We recommend that instead of`StochDynamics`, you use `PairwiseComparison` because the latter is implemented in C++, runs faster and supports more precise types. Examples -------- Example of the payoff matrix for case 1) mu = 0: >>> def get_payoff_a_vs_b(k, group_size, *args): ... pre_computed_payoffs = [4, 5, 2, ..., 4] # the size of this list should be group_size + 1 ... return pre_computed_payoffs[k] >>> def get_payoff_b_vs_a(k, group_size, *args): ... pre_computed_payoffs = [0, 2, 1, ..., 0] # the size of this list should be group_size + 1 ... return pre_computed_payoffs[k] >>> def get_payoff_a_vs_a(k, group_size, *args): ... pre_computed_payoffs = [1, 1, 1, ..., 1] # the size of this list should be group_size + 1 ... return pre_computed_payoffs[k] >>> def get_payoff_b_vs_b(k, group_size, *args): ... pre_computed_payoffs = [0, 0, 0, ..., 0] # the size of this list should be group_size + 1 ... return pre_computed_payoffs[k] >>> payoff_matrix = np.array([ ... [get_payoff_A_vs_A, get_payoff_A_vs_B], ... [get_payoff_B_vs_A, get_payoff_B_vs_B] ... ]) Example of payoff matrix for case 2) full markov chain (mu > 0): >>> import egttools >>> nb_group_combinations = egttools.calculate_nb_states(group_size, nb_strategies) >>> payoff_matrix = np.zeros(shape=(nb_strategies, nb_group_combinations)) >>> for group_configuration_index in range(nb_group_combinations): ... for strategy in range(nb_strategies): ... group_configuration = egttools.sample_simplex(group_configuration_index, group_size, nb_strategies) ... payoff_matrix[strategy, group_configuration_index] = get_payoff(strategy, group_configuration) """
[docs] def __init__(self, nb_strategies: int, payoffs: np.ndarray, pop_size: int, group_size=2, mu=0) -> None: self.nb_strategies = nb_strategies self.payoffs = payoffs self.pop_size = pop_size self.group_size = group_size self.mu = mu self.nb_states_population = calculate_nb_states(pop_size, nb_strategies) self.nb_group_combinations = calculate_nb_states(group_size, nb_strategies) if group_size > 2: # pairwise game self.fitness = self.fitness_group self.full_fitness = self.full_fitness_difference_group else: # group game self.fitness = self.fitness_pair self.full_fitness = self.full_fitness_difference_pairwise
[docs] def update_population_size(self, pop_size: int): """ Updates the size of the population and the number of possible population states. Parameters ---------- pop_size: New population size """ self.pop_size = pop_size self.nb_states_population = calculate_nb_states(pop_size, self.nb_strategies)
[docs] def update_group_size(self, group_size: int): """ Updates the groups size of the game (and the methods used to compute the fitness) Parameters ---------- group_size: new group size """ self.group_size = group_size self.nb_group_combinations = calculate_nb_states(group_size, self.nb_strategies) if group_size > 2: # pairwise game self.fitness = self.fitness_group self.full_fitness = self.full_fitness_difference_group else: # group game self.fitness = self.fitness_pair self.full_fitness = self.full_fitness_difference_pairwise
[docs] def update_payoffs(self, payoffs: np.ndarray, nb_strategies: Optional[int] = None): """ Updates the payoff matrix Parameters ---------- payoffs: payoff matrix nb_strategies: total number of strategies (optional). If not indicated, then the new payoff matrix must have the same dimensions as the previous one """ if nb_strategies is None: if payoffs.shape[0] != self.nb_strategies: raise ValueError("The number of rows of the payoff matrix must be equal to the number of strategies.") else: self.nb_strategies = nb_strategies self.payoffs = payoffs
[docs] def fitness_pair(self, x: int, i: int, j: int, *args: Optional[list]) -> float: """ Calculates the fitness of strategy i versus strategy j, in a population of x i-strategists and (pop_size-x) j strategists, considering a 2-player game. Parameters ---------- x : int number of i-strategists in the population i : int index of strategy i j : int index of strategy j args : Optional[list] Returns ------- float the fitness difference among the strategies """ fitness_i = ((x - 1) * self.payoffs[i, i] + (self.pop_size - x) * self.payoffs[i, j]) / (self.pop_size - 1) fitness_j = ((self.pop_size - x - 1) * self.payoffs[j, j] + x * self.payoffs[j, i]) / (self.pop_size - 1) return fitness_i - fitness_j
[docs] def full_fitness_difference_pairwise(self, i: int, j: int, population_state: np.ndarray) -> float: """ Calculates the fitness of strategy i in a population with state :param population_state, assuming pairwise interactions (2-player game). Parameters ---------- i : int index of the strategy that will reproduce j : int index of the strategy that will die population_state : numpy.ndarray[numpy.int64[m,1]] vector containing the counts of each strategy in the population Returns ------- float The fitness difference between the two strategies for the given population state """ fitness_i = (population_state[i] - 1) * self.payoffs[i, i] for strategy in range(self.nb_strategies): if strategy == i: continue fitness_i += population_state[strategy] * self.payoffs[i, strategy] fitness_j = (population_state[j] - 1) * self.payoffs[j, j] for strategy in range(self.nb_strategies): if strategy == j: continue fitness_j += population_state[strategy] * self.payoffs[j, strategy] return (fitness_i - fitness_j) / (self.pop_size - 1)
[docs] def fitness_group(self, x: int, i: int, j: int, *args: Optional[list]) -> float: """ In a population of x i-strategists and (pop_size-x) j strategists, where players interact in group of 'group_size' participants this function returns the average payoff of strategies i and j. This function expects that .. math:: x \\in [1,pop_size-1] Parameters ---------- x : int number of individuals adopting strategy i in the population i : int index of strategy i j : int index of strategy j args : Optional[list] Other Parameters. This can be used to pass extra parameters to functions stored in the payoff matrix Returns ------- float Returns the difference in fitness between strategy i and j """ k_array_1 = np.arange(0, self.group_size, dtype=np.int64) k_array_2 = np.arange(0, self.group_size, dtype=np.int64) i_pmf = hypergeom(self.pop_size - 1, x - 1, self.group_size - 1).pmf(k_array_1) j_pmf = hypergeom(self.pop_size - 1, x, self.group_size - 1).pmf(k_array_2) fitness_i, fitness_j = 0, 0 for k in k_array_1: fitness_i += self.payoffs[i, j](k + 1, self.group_size, *args) * i_pmf[k] fitness_j += self.payoffs[j, i](self.group_size - k, self.group_size, *args) * j_pmf[k] return fitness_i - fitness_j
[docs] def full_fitness_difference_group(self, i: int, j: int, population_state: np.ndarray) -> float: """ Calculate the fitness difference between strategies :param i and :param j assuming that player interacts in groups of size group_size > 2 (n-player games). Parameters ---------- i : int index of the strategy that will reproduce j : int index of the strategy that will die population_state : numpy.ndarray[numpy.int64[m,1]] vector containing the counts of each strategy in the population Returns ------- float The fitness difference between strategies i and j """ copy1 = population_state.copy() copy1[i] -= 1 copy2 = population_state.copy() copy2[j] -= 1 rv_i = multivariate_hypergeom(copy1, self.group_size - 1) rv_j = multivariate_hypergeom(copy2, self.group_size - 1) fitness_i, fitness_j = 0., 0. for group_index in range(self.nb_group_combinations): group = sample_simplex(group_index, self.group_size, self.nb_strategies) if group[i] > 0: group[i] -= 1 fitness_i += self.payoffs[i, group_index] * rv_i.pmf(group) group[i] += 1 if group[j] > 0: group[j] -= 1 fitness_j += self.payoffs[j, group_index] * rv_j.pmf(group) group[j] += 1 return fitness_i - fitness_j
[docs] @staticmethod def fermi(beta: float, fitness_diff: float) -> npt.ArrayLike: """ The fermi function determines the probability that the first type imitates the second. Parameters ---------- beta : float intensity of selection fitness_diff : float Difference in fitness between the strategies (f_a - f_b). Returns ------- numpy.typing.ArrayLike the probability of imitation """ return np.clip(1. / (1. + np.exp(beta * fitness_diff, dtype=np.float64)), 0., 1.)
[docs] def prob_increase_decrease(self, k: int, invader: int, resident: int, beta: float, *args: Optional[list]) -> Tuple[npt.ArrayLike, npt.ArrayLike]: """ This function calculates for a given number of invaders the probability that the number increases or decreases with one. Parameters ---------- k : int number of invaders in the population invader: int index of the invading strategy resident: int index of the resident strategy beta: float intensity of selection args: Optional[list] other arguments. Can be used to pass extra arguments to functions contained in the payoff matrix. Returns ------- Tuple[numpy.typing.ArrayLike, numpy.typing.ArrayLike] tuple(probability of increasing the number of invaders, probability of decreasing) """ if (k == self.pop_size) or (k == 0): increase = 0 decrease = 0 else: fitness_diff = self.fitness(k, invader, resident, *args) increase = (((self.pop_size - k) / self.pop_size) * (k / (self.pop_size - 1))) * StochDynamics.fermi(-beta, fitness_diff) decrease = ((k / self.pop_size) * ((self.pop_size - k) / (self.pop_size - 1))) * StochDynamics.fermi(beta, fitness_diff) return np.clip(increase, 0., 1.), np.clip(decrease, 0., 1.)
[docs] def prob_increase_decrease_with_mutation(self, k: int, invader: int, resident: int, beta: float, *args: Optional[list]) -> Tuple[float, float]: """ This function calculates for a given number of invaders the probability that the number increases or decreases with taking into account a mutation rate. Parameters ---------- k : int number of invaders in the population invader: int index of the invading strategy resident: int index of the resident strategy beta: float intensity of selection args: Optional[list] other arguments. Can be used to pass extra arguments to functions contained in the payoff matrix. Returns ------- Tuple[float, float] tuple(probability of increasing the number of invaders, probability of decreasing) """ p_plus, p_less = self.prob_increase_decrease(k, invader, resident, beta, *args) p_plus = ((1 - self.mu) * p_plus) + (self.mu * ((self.pop_size - k) / self.pop_size)) p_less = ((1 - self.mu) * p_less) + (self.mu * (k / self.pop_size)) return p_plus, p_less
[docs] def gradient_selection(self, k: int, invader: int, resident: int, beta: float, *args: Optional[list]) -> float: """ Calculates the gradient of selection given an invader and a resident strategy. Parameters ---------- k : int number of invaders in the population invader : int index of the invading strategy resident : int index of the resident strategy beta : float intensity of selection args : Optional[List] other arguments. Can be used to pass extra arguments to functions contained in the payoff matrix. Returns ------- float The gradient of selection. """ if k == 0: return 0 elif k == self.pop_size: return 0 else: return ((self.pop_size - k) / self.pop_size) * (k / (self.pop_size - 1)) * np.tanh( (beta / 2) * self.fitness(k, invader, resident, *args))
[docs] def full_gradient_selection(self, population_state: np.ndarray, beta: float) -> np.ndarray: """ Calculates the gradient of selection for an invading strategy, given a population state. Parameters ---------- population_state : numpy.ndarray[np.int64[m,1]] structure of unsigned integers containing the counts of each strategy in the population beta : float intensity of selection Returns ------- numpy.ndarray[numpy.float64[m,m]] Matrix indicating the likelihood of change in the population given a starting point. """ probability_selecting_strategy_first = population_state / self.pop_size probability_selecting_strategy_second = population_state / self.pop_size probabilities = np.outer(probability_selecting_strategy_first, probability_selecting_strategy_second) fitness = np.zeros(shape=(self.nb_strategies, self.nb_strategies)) for j in range(self.nb_strategies): if population_state[j] == 0: continue for i in range(self.nb_strategies): if population_state[i] == 0: continue fitness[j, i] = self.full_fitness(i, j, population_state) return (probabilities * np.tanh((beta / 2) * fitness)).sum(axis=0) * (1 - self.mu) + ( self.mu / (self.nb_strategies - 1)) * probability_selecting_strategy_second
[docs] def full_gradient_selection_without_mutation(self, population_state: np.ndarray, beta: float) -> np.ndarray: """ Calculates the gradient of selection for an invading strategy, given a population state. It does not take into account mutation. Parameters ---------- population_state : numpy.ndarray[np.int64[m,1]] structure of unsigned integers containing the counts of each strategy in the population beta : float intensity of selection Returns ------- numpy.ndarray[numpy.float64[m,m]] Matrix indicating the likelihood of change in the population given a starting point. """ probability_selecting_strategy_first = population_state / self.pop_size probability_selecting_strategy_second = population_state / self.pop_size probabilities = np.outer(probability_selecting_strategy_first, probability_selecting_strategy_second) fitness = np.zeros(shape=(self.nb_strategies, self.nb_strategies)) for j in range(self.nb_strategies): if population_state[j] == 0: continue for i in range(self.nb_strategies): if population_state[i] == 0: continue fitness[j, i] = self.full_fitness(i, j, population_state) return (probabilities * np.tanh((beta / 2) * fitness)).sum(axis=0)
[docs] def fixation_probability(self, invader: int, resident: int, beta: float, *args: Optional[list]) -> float: """ Function for calculating the fixation_probability probability of the invader in a population of residents. TODO: Requires more testing! Parameters ---------- invader : int index of the invading strategy resident : int index of the resident strategy beta : float intensity of selection args : Optional[list] Other arguments. Can be used to pass extra arguments to functions contained in the payoff matrix. Returns ------- float The fixation_probability probability. See Also -------- egttools.numerical.PairwiseComparisonNumerical """ phi = 0. prod = 1. for i in range(1, self.pop_size): p_plus, p_minus = self.prob_increase_decrease(i, invader, resident, beta, *args) # this is necessary to avoid divisions by zero if np.isclose(p_plus, 0., atol=1e-12) and not np.isclose(p_plus, p_minus): return 0. prod *= p_minus / p_plus phi += prod # We can approximate by zero if phi is too big if phi > 1e7: return 0.0 return 1.0 / (1.0 + phi)
[docs] def calculate_full_transition_matrix(self, beta: float, *args: Optional[list]) -> csr_matrix: """ Returns the full transition matrix in sparse representation. Parameters ---------- beta : float Intensity of selection. args : Optional[list] Other arguments. Can be used to pass extra arguments to functions contained in the payoff matrix. Returns ------- scipy.sparse.csr_matrix The full transition matrix between the two strategies in sparse format. """ nb_states = calculate_nb_states(self.pop_size, self.nb_strategies) mutation_probability = (self.mu / (self.nb_strategies - 1)) not_mu = 1. - self.mu transitions = lil_matrix((nb_states, nb_states), dtype=np.float64) possible_transitions = [1, -1] for i in range(self.nb_strategies - 2): possible_transitions.append(0) for i in range(nb_states): total_prob = 0. current_state = sample_simplex(i, self.pop_size, self.nb_strategies) # Check if we are in a monomorphic state monomorphic = True if (current_state == self.pop_size).any() else False # calculate probability of transitioning from current_tate to next_state for permutation in permutations(possible_transitions): # get new state new_state = current_state + permutation # Check if we are trying an impossible transition if (new_state < 0).any() or (new_state > self.pop_size).any(): continue new_state_index = calculate_state(self.pop_size, new_state) # If we are in a monomorphic population, transitions # can only happen if a mutation event occurs if monomorphic: transitions[i, new_state_index] = mutation_probability else: increase = np.where(np.array(permutation) == 1)[0][0] decrease = np.where(np.array(permutation) == -1)[0][0] if current_state[increase] == 0: prob = (current_state[decrease] / self.pop_size) * mutation_probability else: # now we calculate the transition probability fitness_diff = self.full_fitness(decrease, increase, current_state) # Probability that the individual that will die is selected and that the individual that # will be imitated is selected times the probability of imitation prob = not_mu * (current_state[increase] / (self.pop_size - 1)) prob *= StochDynamics.fermi(beta, fitness_diff) # The probability that there will not be a mutation event times the probability # of the transition # plus the probability that if there is a mutation event, the dying strategy is selected # times the probability that it mutates into the increasing strategy prob = (current_state[decrease] / self.pop_size) * (prob + mutation_probability) total_prob += prob transitions[i, new_state_index] = prob if monomorphic: transitions[i, i] = not_mu else: transitions[i, i] = 1. - total_prob return transitions.tocsr().transpose()
[docs] def transition_and_fixation_matrix(self, beta: float, *args: Optional[list]) -> Tuple[np.ndarray, np.ndarray]: """ Calculates the transition matrix (only for the monomorphic states) and the fixation_probability probabilities. This method calculates the transitions between monomorphic states. Thus, it assumes that we are in the small mutation limit (SML) of the moran process. Only use this method if this assumption is reasonable. Parameters ---------- beta : float Intensity of selection. args : Optional[list] Other arguments. Can be used to pass extra arguments to functions contained in the payoff matrix. Returns ------- Tuple[numpy.ndarray[numpy.float64[m,m]], numpy.ndarray[numpy.float64[m,m]]] This method returns a tuple with the transition matrix as first element, and the matrix of fixation probabilities. """ transitions = np.zeros((self.nb_strategies, self.nb_strategies)) fixation_probabilities = np.zeros((self.nb_strategies, self.nb_strategies)) for first in range(self.nb_strategies): transitions[first, first] = 1. for second in range(self.nb_strategies): if second != first: fp = self.fixation_probability(second, first, beta, *args) fixation_probabilities[first, second] = fp tmp = fp / float(self.nb_strategies - 1) transitions[first, second] = tmp transitions[first, first] = transitions[first, first] - tmp return transitions.transpose(), fixation_probabilities
[docs] def calculate_stationary_distribution(self, beta: float, *args: Optional[list]) -> np.ndarray: """ Calculates the stationary distribution of the monomorphic states is mu = 0 (SML). Otherwise, it calculates the stationary distribution including all possible population states. This function is recommended only for Hermitian transition matrices. Parameters ---------- beta : float intensity of selection. args : Optional[list] extra arguments for calculating payoffs. Returns ------- numpy.ndarray A vector containing the stationary distribution """ if self.mu > 0: t = self.calculate_full_transition_matrix(beta, *args).toarray() else: t, _ = self.transition_and_fixation_matrix(beta, *args) # Check if there is any transition with value 1 - this would mean that the game is degenerate if np.isclose(t, 1., atol=1e-11).any(): warn( "Some of the entries in the transition matrix are close to 1 (with a tolerance of 1e-11). " "This could result in more than one eigenvalue of magnitude 1 " "(the Markov Chain is degenerate), so please be careful when analysing the results.", RuntimeWarning) # noinspection PyTupleAssignmentBalance eigenvalues, eigenvectors = eig(t) # calculate stationary distributions using eigenvalues and eigenvectors index_stationary = np.argmin( abs(eigenvalues - 1.0)) # look for the element closest to 1 in the list of eigenvalues sd = abs(eigenvectors[:, index_stationary].real) # it is essential to access the matrix by column return sd / sd.sum()