This repo provides a modular environment for training an agent to handle the procurement of agricultural commodities through the use of Reinforcement Learning. Created by Vesper in collaboration with Slimmer AI.

Check out the website for more information about our platform: Vesper - The commodity intelligence platform built to grow your business

Current data added to the repo is:

• US_SMP_food_TA.csv --> example data of the US Skimmed Milk Powder price including a set of Technical Indicators.

Before env installation: Make sure that openmpi is installed. If not yet installed, install by:

For Mac:

brew install open-mpi

As outlined in the documentation of mpi4py (for which open-mpi is needed), check if the mpicc compiler wrapper is on your search path by running echo $PATH. If not, add it by running export PATH=$PATH:~/path/to/mpicc for mac users the path is something like: "opt/homebrew/bin/mpicc"

For ubuntu:

sudo apt-get update && sudo apt-get install cmake libopenmpi-dev python3-dev zlib1g-dev

Then install pip environment:

pipenv install

Now all requirements should be installed. Installation can also go through installation of the requirements.txt (if kept up-to-date).

IMPORTANT: this current environment is meant for MacOS-based systems. When using other operating systems, please install the appropriate TensorFlow version.

All code for running our agent SMP buyer can be found in agent_SMP_buyer.py. Running this file will now use the PPO actor-critic model from the stable baselines package and compare results with a simple baseline (baseline strategy: buy what is needed every week).

This flag can be used to set the logger level, by default this is set to info level which logs basic information on training and simulating step. The debug level shows multiple measures/rewards per step.

Enables plotting of rewards, inventory, actions of the simulation after training.

Determines the number of training steps, default is 40000 which takes ±1 minute. Running longer (>10min) is recommended for better results.

python agent_SMP_buyer.py -v "debug" -t 20000 -p

To evaluate the robustness of the RL algorithm, experiment_SMP_buyer.py can be used. It repeats the training and simulation of the model and then evaluates the significance of the difference between train and test scores and their baselines through Wilcoxon sign tests.

python experiment_SMP_buyer.py -t 40000 -r 30

Determines the number of experiment repetitions to estimate the robustness of the RL algorithm training.

To evaluate the influence of a specific parameter, this repo provides functionality to do sensitivity analysis. This is done in sensitivity_analysis.py. Here, a value span can be given and the base parameters can be changed. Subsequently, you can set the reps and training steps using the appropriate flags and run the analysis using:

python sensitivity_analysis.py -t 40000 -r 30

After creating the results for every parameter, it can be visualised using the following command:

python visualise_SA.py

Released under MIT by @rvdb7345.