Scenario discovery in Python

The purpose of this blog post is to demonstrate how one can do scenario discovery in python. This blogpost will use the exploratory modeling workbench available on github. I will demonstrate how we can perform both PRIM in an interactive way, as well as briefly show how to use CART, which is also available in the exploratory modeling workbench. There is ample literature on both CART and PRIM and their relative merits for use in scenario discovery. So I won’t be discussing that here in any detail. This blog was first written as an ipython notebook, which can be found here

The workbench is mend as a one stop shop for doing exploratory modeling, scenario discovery, and (multi-objective) robust decision making. To support this, the workbench is split into several packages. The most important packages are expWorkbench that contains the support for setting up and executing computational experiments or (multi-objective) optimization with models; The connectors package, which contains connectors to vensim (system dynamics modeling package), netlogo (agent based modeling environment), and excel; and the analysis package that contains a wide range of techniques for visualization and analysis of the results from series of computational experiments. Here, we will focus on the analysis package. It some future blog post, I plan to demonstrate the use of the workbench for performing computational experimentation and multi-objective (robust) optimization.

The workbench can be found on github and downloaded from there. At present, the workbench is only available for python 2.7. There is a seperate branch where I am working on making a version of the workbench that works under both python 2.7 and 3. The workbench is depended on various scientific python libraries. If you have a standard scientific python distribution, like anaconda, installed, the main dependencies will be met. In addition to the standard scientific python libraries, the workbench is also dependend on deap for genetic algorithms. There are also some optional dependencies. These include seaborn and mpld3 for nicer and interactive visualizations, and jpype for controlling models implemented in Java, like netlogo, from within the workbench.

In order to demonstrate the use of the exploratory modeling workbench for scenario discovery, I am using a published example. I am using the data used in the original article by Ben Bryant and Rob Lempert where they first introduced scenario discovery. Ben Bryant kindly made this data available for my use. The data comes as a csv file. We can import the data easily using pandas. columns 2 up to and including 10 contain the experimental design, while the classification is presented in column 15

import pandas as pd

data = pd.DataFrame.from_csv('./data/bryant et al 2010 data.csv',
                             index_col=False)
x = data.ix[:, 2:11]
y = data.ix[:, 15]

The exploratory modeling workbench is built on top of numpy rather than pandas. This is partly a path dependecy issue. The earliest version of prim in the workbench is from 2012, when pandas was still under heavy development. Another problem is that the pandas does not contain explicit information on the datatypes of the columns. The implementation of prim in the exploratory workbench is however datatype aware, in contrast to the scenario discovery toolkit in R. That is, it will handle categorical data differently than continuous data. Internally, prim uses a numpy structured array for x, and a numpy array for y. We can easily transform the pandas dataframe to either.

x = x.to_records()
y = y.values

the exploratory modeling workbench comes with a seperate analysis package. This analysis package contains prim. So let’s import prim. The workbench also has its own logging functionality. We can turn this on to get some more insight into prim while it is running.

from analysis import prim
from expWorkbench import ema_logging
ema_logging.log_to_stderr(ema_logging.INFO);

Next, we need to instantiate the prim algorithm. To mimic the original work of Ben Bryant and Rob Lempert, we set the peeling alpha to 0.1. The peeling alpha determines how much data is peeled off in each iteration of the algorithm. The lower the value, the less data is removed in each iteration. The minimium coverage threshold that a box should meet is set to 0.8. Next, we can use the instantiated algorithm and find a first box.

prim_alg = prim.Prim(x, y, threshold=0.8, peel_alpha=0.1)
box1 = prim_alg.find_box()

Let’s investigate this first box is some detail. A first thing to look at is the trade off between coverage and density. The box has a convenience function for this called show_tradeoff. To support working in the ipython notebook, this method returns a matplotlib figure with some additional information than can be used by mpld3.

import matplotlib.pyplot as plt

box1.show_tradeoff()
plt.show()

The notebook contains an mpld3 version of the same figure with interactive pop ups. Let’s look at point 21, just as in the original paper. For this, we can use the inspect method. By default this will display two tables, but we can also make a nice graph instead that contains the same information.

box1.inspect(21)
box1.inspect(21, style='graph')
plt.show()

This first displays two tables, followed by a figure

coverage    0.752809
density     0.770115
mass        0.098639
mean        0.770115
res dim     4.000000
Name: 21, dtype: float64

                            box 21
                               min         max     qp values
Demand elasticity        -0.422000   -0.202000  1.184930e-16
Biomass backstop price  150.049995  199.600006  3.515113e-11
Total biomass           450.000000  755.799988  4.716969e-06
Cellulosic cost          72.650002  133.699997  1.574133e-01

If one where to do a detailed comparison with the results reported in the original article, one would see small numerical differences. These differences arise out of subtle differences in implementation. The most important difference is that the exploratory modeling workbench uses a custom objective function inside prim which is different from the one used in the scenario discovery toolkit. Other differences have to do with details about the hill climbing optimization that is used in prim, and in particular how ties are handled in selecting the next step. The differences between the two implementations are only numerical, and don’t affect the overarching conclusions drawn from the analysis.

Let’s select this 21 box, and get a more detailed view of what the box looks like. Following Bryant et al., we can use scatter plots for this.

box1.select(21)
fig = box1.show_pairs_scatter()
fig.set_size_inches((12,12))
plt.show()

We have now found a first box that explains close to 80% of the cases of interest. Let’s see if we can find a second box that explains the remainder of the cases.

box2 = prim_alg.find_box()

The logging will inform us in this case that no additional box can be found. The best coverage we can achieve is 0.35, which is well below the specified 0.8 threshold. Let’s look at the final overal results from interactively fitting PRIM to the data. For this, we can use to convenience functions that transform the stats and boxes to pandas data frames.

print prim_alg.stats_to_dataframe()
print prim_alg.boxes_to_dataframe()

       coverage   density      mass  res_dim
box 1  0.752809  0.770115  0.098639        4
box 2  0.247191  0.027673  0.901361        0
                             box 1              box 2
                               min         max    min         max
Demand elasticity        -0.422000   -0.202000   -0.8   -0.202000
Biomass backstop price  150.049995  199.600006   90.0  199.600006
Total biomass           450.000000  755.799988  450.0  997.799988
Cellulosic cost          72.650002  133.699997   67.0  133.699997

For comparison, we can also use CART for doing scenario discovery. This is readily supported by the exploratory modelling workbench.

from analysis import cart
cart_alg = cart.CART(x,y, 0.05)
cart_alg.build_tree()

Now that we have trained CART on the data, we can investigate its results. Just like PRIM, we can use stats_to_dataframe and boxes_to_dataframe to get an overview.

print cart_alg.stats_to_dataframe()
print cart_alg.boxes_to_dataframe()

       coverage   density      mass  res dim
box 1  0.011236  0.021739  0.052154        2
box 2  0.000000  0.000000  0.546485        2
box 3  0.000000  0.000000  0.103175        2
box 4  0.044944  0.090909  0.049887        2
box 5  0.224719  0.434783  0.052154        2
box 6  0.112360  0.227273  0.049887        3
box 7  0.000000  0.000000  0.051020        3
box 8  0.606742  0.642857  0.095238        2
                       box 1                  box 2               box 3  \
                         min         max        min         max     min
Cellulosic yield        80.0   81.649994  81.649994   99.900002  80.000
Demand elasticity       -0.8   -0.439000  -0.800000   -0.439000  -0.439
Biomass backstop price  90.0  199.600006  90.000000  199.600006  90.000   

                                         box 4                box 5  \
                               max         min         max      min
Cellulosic yield         99.900002   80.000000   99.900002   80.000
Demand elasticity        -0.316500   -0.439000   -0.316500   -0.439
Biomass backstop price  144.350006  144.350006  170.750000  170.750   

                                      box 6                  box 7  \
                               max      min         max        min
Cellulosic yield         99.900002  80.0000   89.050003  89.050003
Demand elasticity        -0.316500  -0.3165   -0.202000  -0.316500
Biomass backstop price  199.600006  90.0000  148.300003  90.000000   

                                         box 8
                               max         min         max
Cellulosic yield         99.900002   80.000000   99.900002
Demand elasticity        -0.202000   -0.316500   -0.202000
Biomass backstop price  148.300003  148.300003  199.600006

Alternatively, we might want to look at the classification tree directly. For this, we can use the show_tree method. This returns an image that we can either save, or display.

If we look at the results of CART and PRIM, we can see that in this case PRIM produces a better description of the data. The best box found by CART has a coverage and density of a little above 0.6. In contrast, PRIM produces a box with coverage and density above 0.75.