Using Rhodium for exploratory modeling

Rhodium is a powerful, simple, open source Python library for multiobjective robust decision making. As part of Project Platypus, Rhodium is compatible with Platypus (a MOEA optimization library) and PRIM (the Patent Rule Induction Method for Python), making it a valuable tool for bridging optimization and analysis. 

In the Rhodium documentation, a simple example of optimization and analysis uses the Lake Problem (DPS formulation). The actual optimization is performed in the line:

optimize(model, "NSGAII", 10000)

This optimize function uses the Platypus library directly for optimization; here the NSGAII algorithm is used for 10,000 function evaluations on the defined Lake Problem (model). This optimization call is concise and simple, but there are a few reasons why it may not be ideal.

  1. Speed. Python, an interpreted language, is inherently slower than compiled languages (Java, C/C++, etc.) The Platypus library is built entirely in Python, making optimization slow.
  2. Scalability. Platypus has support for parallelizing optimization, but this method is not ideal for large-scale computational experiments on computing clusters. 
  3. MOEA Suite. State of the art MOEAs such as the Borg MOEA are not implemented in Platypus for licensing reasons, so it is not usable directly by Rhodium.

Thus, external optimization is necessary for computationally demanding Borg runs. Luckily, Rhodium is easily compatible with external data files, so analysis with Rhodium of independent optimizations is simple. In this post, I’ll use a sample dataset obtained from a parallel Borg run of the Lake Problem, using the Borg wrapper.

The code and data used in this post can be found in this GitHub repository. lakeset.csv contains a Pareto approximate Lake Problem set. Each line is a solution, where the first six values are the decision variables and the last four are the corresponding objectives values. 

We’ll use Pandas for data manipulation. The script below reads the sample .csv file with Pandas, converts it to a list of Python dictionaries, and creates a Rhodium DataSet. There are a few important elements to note. First, the Pandas to_dict function takes in an optional argument ‘records’ to specify the format of the output. This specific format creates a list of Python dictionaries, where each element of the list is an individual solution (i.e. a line from the .csv file) with dictionary keys corresponding to the decision / objective value names and dictionary values as each line’s data. This is the format necessary for making a Rhodium DataSetwhich we create by calling the constructor with the dictionary as input.

import pandas as pd
from rhodium import *

# use pandas to read the csv file
frame = pd.read_csv("lakeset.csv")

# convert the pandas data frame to a Python dict in record format
dictionary = frame.to_dict('records')

# create a Rhodium DataSet instance from the Python dictionary
dataset = DataSet(dictionary)

Printing the Rhodium DataSet with print(dataset) yields:

...
...
Index 204:
   c1: 0.286373779
   r1: 0.126801547
   w1: 0.6265428129999999
   c2: -0.133307575
   r2: 1.3584425430000002
   w2: 0.10987546599999999
   benefit: -0.412053431
   concentration: 0.359441661
   inertia: -0.98979798
   reliability: -0.9563

Once we have a Rhodium DataSet instantiated, we access many of the library’s functionalities, without performing direct optimization with Platypus. For example, if we want the policy with the lowest Phosphorus concentration (denoted by the ‘concentration’ field), the following code outputs:

policy = dataset.find_min('concentration')
print(policy)
{'c1': 0.44744488600000004, 'r1': 0.9600368159999999, 'w1': 0.260339899, 'c2': 0.283860122, 'r2': 1.246763577, 'w2': 0.5300663529999999, 'benefit': -0.213267399, 'concentration': 0.149320863, 'inertia': -1.0, 'reliability': -1.0}

Rhodium also offers powerful plotting functionalities. For example, we can easily create a Parallel Axis plot of our data to visualize the trade-offs between objectives. The following script uses the parallel_coordinates function in Rhodium on our external dataset. Here, since parallel_coordinates takes a Rhodium model as input, we can: 1) define the external optimization problem as a Rhodium model, or 2) define a ‘dummy’ model that gives us just enough information to create plots. For the sake of simplicity, we will use the latter, but the first option is simple to set up if there exists a Python translation of your problem/model. Note, to access the scenario discovery and sensitivity analysis functionalities of Rhodium, it is necessary to create a real Rhodium Model.

# define a trivial "dummy" model in Rhodium with an arbitrary function
model = Model(lambda x: x)

# set up the model's objective responses to match the keys in your dataset
# here, all objectives are minimized
# this is the only information needed to create a parallel coordinate plot
model.responses = [Response("benefit", Response.MINIMIZE),
                   Response("concentration", Response.MINIMIZE),
                   Response("inertia", Response.MINIMIZE),
                   Response("reliability", Response.MINIMIZE)]

# create the parallel coordinate plot from the results of our external optimization
fig = parallel_coordinates(model, dataset, target="bottom",
                           brush=[Brush("reliability < -0.95"), Brush("reliability >= -0.95")])

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