1.
Justin Brandenburg
Machine Learning Architect @ Databricks
Using PySpark to scale
Markov Decision
Problems for Policy
Exploration
#UnifiedDataAnalytics #SparkAISummit

2.
About Me
• Member of the Professional Services team at Databricks
• Background in economics, cyber analytics and IT
• Based in Washington, DC USA
• Education:
– Bachelors in Economics – Virginia Tech
– Masters in Applied Economics – Johns Hopkins University
– Masters in Computational Social Science – George Mason University
• Previously worked as:
– Senior Data Scientist for big data platform vendor
– Lead Data Scientist for consulting company
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3.
Agenda
• Systems, Policies, Complexity and Modeling
• Markov Decision Processes for Policy evaluation
• Using PySpark for MDP modeling
• Example
• Demo
• Summary
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4.
Systems & Policies
• A system is a group or combination of interrelated,
interdependent, or interacting elements
– Systems have purposes or goals
– Policies are created to achieve desired outcomes
• A policy is a combination of principles that are created to
guide decisions and achieve rational outcomes
• Policies that lead to ideal outcomes for a system are some
of the most difficult challenges facing decision makers
within an organization.
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5.
Uncertainty Impacting Policy
• A complex system is where each of the entities may be
perfectly understood, but the behavior of the system as a
whole cannot necessarily be predicted
• Complex systems do not provide perfect information and
never achieve equilibrium
• Uncertainty and non-rational logic can lead to emergent
behavior that policies can’t always account for
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6.
Complex System Modeling
• Agent-Based Modeling
– Schelling’s Segregation Model
– Sugarscape
• Game Theory
– Prisoners Dilemma
– Texas Hold’em Poker
• Discrete Event Simulation
– A clinical diagnosis
– Traffic accidents
• Markov Decision Process
– Traveling Salesman
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7.
Markov Decision Process
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8.
Evaluate all Strategies and Outcomes
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Source Screenrant

9.
Markov Decision Process
• Framework for modeling decisions
• A Markov Process describes the state of a system
• When there is a possibility of making a decision (action)
from a list of possible decisions it becomes a Markov
Decision Process
• Often applied in:
– Energy Grid Optimization
– Economic planning
– Logistics
– Risk Management
– Robotics
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10.
Why PySpark for MDP?
“The power of intelligence stems from the our vast diversity, not
from any single, perfect principle.”
- Marvin Minsky, 1986. The Society of Mind.
• Efforts to accurately represent real world problems has highlighted the
inability for a single all encompassing model (one state-action space for
one objective) to scale
• Spark provides a distributed computing engine for scaling data analysis
• MDPs are simulations, they create a large amount of data that is used to
identify optimal processes
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11.
Performing MDP in PySpark
• MDPs are run using the Spark resilient distributed dataset
(RDD)
• Allowing for the ability to map functions to specific
environments through key-value attributes
• Each row in the RDD is an independent entity that does not
interact with other entities, only with the policy and states
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12.
Agents
• Agents are the entities interacting with the environment
by executing certain actions, taking observations, and
receiving eventual rewards
• Goal is to identify optimal behavior based on policy
parameters
• Behavior is often a transition done in a sequential manner:
1. Decision is made
2. Action is performed
3. Outcome is evaluated
4. New decision is made
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13.
Generating Agents from Existing Data
If you had an existing dataset of
projects and you were going to run
What-If analysis on what would be
the optimal schedule based on things
like equipment availability, cost or
external market factors.
In this case, each line[x] would be
mapped to to a column in our data
frame that is converted into an RDD.
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class Projects_Agent:
def __init__(self, line):
self.project_id = line[0]
self.start_date = line[1]
self.cur_date = line[2]
self.labor = line[3]
self.equipment = line[4]
self.week_prod = line[5]
self.ex_prod = line[6]
self.num_weeks = line[7]
self.weekly_labor_costs = line[8]
self.weekly_equip_costs = line[9]
self.active = True
def initialize_project(line):
proj = Projects_Agent (line)
return proj

14.
Generating Agents using Parameters
Agents can be generated using data
as attributed parameters. This
allows for standing up boundaries of
behavior that the agents can
transition through based on policy
decisions.
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class Agent:
def __init__(self, row):
self.id = row[0]
def create_agents(row):
agent = Agent(row)
agent.car_type_index = random.uniform(0,1)
agent.car_type = 'gas'
agent.car_loan = random.randint(0,30000)
agent.avg_car_payment = loan_payment
agent.annual_depreciation = 0.10
agent.number_of_payments = 0
agent.personal_property_tax = .04

15.
Actions and State Transitions
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def policy_per_agent(row):
agent = row
credit = 2000
if agent.car_type == 'gas' and agent.avg_car_payment >= 0:
if agent.transportation_costs == agent.transportation_savings:
switched_to_ev_vehicle(agent, credit)
else:
pass
return agent
def switched_to_ev_vehicle(row, credit):
agent = row
agent.car_type = 'ev'
agent.car_loan = 40000 - credit
agent.avg_car_payment = 500
agent.car_value = 35000
agent.gas_price = 0.00
agent.gallons = 0
agent.monthly_refuels = 0.0
agent.percentage_time_express_lanes = 1.00
agent.tolls_paid = 0
agent.commute_time = 30
agent.commuting_costs = 150.00
return agent
Specify actions and transitions with
RDD transformation functions.

16.
Executing the MDP
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Create an MDP Function
that executes the actions
and transitions
def run_mdp(row, time, policy):
mdp_data = []
agent = create_agents(row)
initialize_agent_attributes(agent)
apply_mdp_using_policy(agent, time, mdp_data, policy)
return mdp_data
Instantiate the number of agents needed and convert to RDD.
Apply function via flatMap()
car_agents = 50000
agentRDD = spark.createDataFrame(zip(range(1, car_agents + 1)), ["driver_id"]).rdd
t = 36
policy = 1
mdp_results = agentRDD.flatMap(lambda x:run_mdp(x,t,policy)).toDF()

17.
Example
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18.
Electronic Vehicles and Toll Lanes
• A local government enacted policy to reduce vehicle
congestion during periods of the day when commuters are
on their way to and from work
• To reduce congestion along key routes toll lanes where put
place to alleviate congestion and speed up commutes
• The toll lanes are free for electronic vehicle commuters
• Commuters who drive gas powered vehicles can use the tolls
but the tolls increase the more cars that merge onto the toll
lanes
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19.
Use Case
• As more commuters switch to electronic vehicles, the toll
lanes are increasingly becoming more congested leading to
longer commute times
• Could the incentives put in place by the policy makers have
led to changes in commuter behavior at a faster pace than
what was originally planned?
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20.
Agents
• The agents in this example are commuters
– Approximately 10% drive electronic vehicles
– Among the commuters that drive gas vehicles
• 50% have paid off their vehicles
• 50% have an more payments to make
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21.
State
• Each month the commuter evaluates the current state of
transportation costs vs transportation savings
• Commuters in gas vehicles show preference for short term
rewards associated with:
– Lower car loan payments or no payments
– Lower property taxes
• Commuters in EVs show preference for long term rewards
associated with:
– Increased savings due to no tolls or gas
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22.
Actions
• If the commuter uses an electronic vehicle:
– Has ability to switch to an EV if the costs associated with
transportation meet a threshold where the short term benefits
of low or zero monthly payments no longer outweigh the
savings associated with purchasing an EV
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23.
Policies
• Policy makers are evaluating updates to their commuter
policy.
• The policies under consideration are:
A. Remove the price credit awarded to new EV owner thereby
increasing cost of ownership
B. Remove the price credit awarded to new EV owner and toll EV
commutes, but at a lower rate than gas vehicle commuters
C. Toll EV commuters at lower rate but provide the price credit for
new purchases
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24.
Optimization Algos for MDPs
• Value Iteration Method
– Discrete time method
– Start from some state, S, and respond to transitions according to stated policy for a horizon
of N time periods, update an estimate of the optimal value repeatedly
• Policy Iteration
– 2 Steps:
1. Value Determination - arbitrarily selecting an initial policy P and then calculate
marginal utility
2. Policy Improvement - a better policy is selected and the value determination step is
repeated
• Linear Programming
– Identify the minimum and maximum value of a function subject to a set of constraints
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25.
Optimization for this Example
• This example will use the Policy Iteration
– Set of states is defined and static
– There are simultaneous calculations for actions
– Infinite horizon
• Evaluate results for optimal result
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26.
Experiment
Walkthrough
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27.
Additional Considerations
• Discounting was included but was static
• Transition probabilities may not stay the same over time
• Did the policies choose the right agent attributes to subject to
actions and transitions?
• Adding random percentage of commuters who switch to EV
from gas vehicles regardless of financial impact
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28.
Future Project Goals
• Leverage Deep Learning frameworks for additional
optimization for each agent
• Considering each agent is looking to achieve best results,
are those results the best for the group?
• How can we share information between epochs to distribute
information
– In a distributed environment this is very challenging
– Possibly just by agents in each partition -> local information sharing
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29.
Thank You
#UnifiedDataAnalytics #SparkAISummit
https://github.com/JustinBurg
Code for the simulations can be found on github

30.
DON’T FORGET TO RATE
AND REVIEW THE SESSIONS
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