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disease-control

This is the code for the simulation of the project on disease control with SDEs with jumps. The following describes the different files and how they interact.

main_simulate.py

This is the main file to run simulations. The list of dictionaries named 'settings' contains the settings for which the system will be simulated for, for 'trials_per_setting' trails. The results are stored as a .pkl pickled file s.t. analysis can be performed later. Make sure to specifiy the file names as desired to know what name the data is stored under.

main_evaluate.py

The 'names' list of lists contains the names of each of the policies performed in each trial imported. The 'saved' dictionary specifies a mapping from an integer to a filename and names from 'names', s.t. the 'all_selected' list corresponds to all saved trials that ought to be analyzed. The for loop specifies what evaluations should be performed.

dynamics.py

This file implements the class 'SISDynamicalSystem' which simulates the dynamical system specified the model under a given policy for a time window, returning the results. Initialize with the desired parameters. The ' _simulate' is the core of the class, simulating the arrivals of the counting processes and updating the state variables accordingly. The argument 'policy_fun' is a function specifying the desired control policy. It needs to take a time t and return an array of treatment intensities over all nodes. Several other functions call _simulate to have shorthand calls for different policies, e.g. 'simulate_opt' or 'simulate_trivial' which simulate the system under the stochastic optimal control intensities or trivial control intensities, respectively. The function '_getPoissonIntensities' returns the lambdas for Y, W, and N as defined by the model. ' __getOptPolicy(self, t)' implements the optimal policy at time t.

stochastic_processes.py

Implements the class 'StochasticProcess', and 'CountingProcess' derived from it. The class is designed to keep track of arrival times and value of the stochastic process over time in a convenient way. The comments should be self explanatory.

analysis.py

This file implements the class 'Evaluation', made to evaluate .pkl result files of main_simulate.py. Hence, main_evaluate.py instantiates an object of this class. Several functions are implemented to create plots of different metrics. The function '__integrateF' computes integral from 0 to T of e^(eta * t) * f_of_t * dt for a given trial, where f_of_t is tuple returned by the helper function step_sps_values_over_time. The integration is performed by using the fact that all integrals computed in this simulation are piece-wise constant over time windows between arrivals. Thus, the integrals over constant valued time-windows are computed and summed up.

helpers.py

The class 'HelperFunc' impelements helper functions for dynamics.py and analysis.py. In particular, the extraction of values and arrays from lists of objects of the class 'StochasticProcess'.

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Code and data for "Stochastic Optimal Control of Epidemic Processes in Networks", ML4H at NeurIPS 2018

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