File size: 13,110 Bytes
15976d0 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 | """
Bayesian Theory-of-Mind belief tracker for Parlay.
Drop-in replacement for ToMTracker that uses Kalman-filter-style Gaussian
belief updates instead of hand-tuned arithmetic nudges.
Key insight
-----------
The opponent has hidden variables (budget_ceiling, walk_away_price, urgency,
has_alternative). Each observed offer is a noisy signal about these.
We model each continuous variable as a Gaussian (mean, variance) and update
using the standard Bayesian update for Gaussian conjugate priors:
posterior_mean = (prior_mean / prior_var + obs / obs_var) /
(1 / prior_var + 1 / obs_var)
posterior_var = 1 / (1 / prior_var + 1 / obs_var)
`confidence` is derived from the posterior variance:
confidence = 1 / (1 + sqrt(budget_var / budget_meanΒ²))
Usage (as feature-flag alternative to ToMTracker):
from agent.tom_tracker_bayesian import BayesianToMTracker as ToMTracker
# Then use exactly the same API as ToMTracker β all method signatures match.
"""
import logging
import math
import sys
from typing import Optional
from parlay_env.models import BeliefState, HiddenState, PersonaType, TacticalMove
logger = logging.getLogger(__name__)
class BayesianToMTracker:
"""
Gaussian-posterior belief tracker for the opponent's hidden state.
Extends the original ToMTracker API with proper Bayesian updating.
The same public methods (update, drift_event, accuracy_against,
brier_scores, log_belief_snapshot) are preserved for drop-in use.
Internal state:
_budget_mean, _budget_var β Gaussian over opponent's budget ceiling.
_walk_mean, _walk_var β Gaussian over opponent's walk-away price.
_urgency_mean, _urgency_var β Gaussian over urgency [0, 1].
_alt_prob β Bernoulli probability of has_alternative.
"""
# Observation noise variances (tuned for B2B negotiation scale).
# Budget/walk-away: observed offer is a noisy signal; high variance because
# opponents rarely reveal their true limits.
_OBS_BUDGET_VAR_FRAC = 0.10 # 10% of current mean estimate as std
_OBS_URGENCY_VAR = 0.05 # small update per offer-ratio signal
def __init__(
self,
initial_belief: BeliefState,
persona: PersonaType,
) -> None:
"""
Args:
initial_belief: Starting BeliefState (imprecise prior).
persona: Opponent persona (known to the player).
"""
self.persona = persona
self._bluffs_detected: int = 0
# Initialise Gaussian priors from the initial belief
self._budget_mean = float(initial_belief.est_budget)
self._walk_mean = float(initial_belief.est_walk_away)
self._urgency_mean = float(initial_belief.est_urgency)
self._alt_prob = 0.3 # prior: 30% chance opponent has an alternative
# Initial variances β large uncertainty at the start
self._budget_var = (self._budget_mean * 0.30) ** 2 # Β±30% std
self._walk_var = (self._walk_mean * 0.30) ** 2
self._urgency_var = 0.08 # std β 0.28 over [0, 1]
self.history: list[BeliefState] = [self._snapshot()]
logger.debug(
"BayesianToMTracker init: budget_mean=%.0f walk_mean=%.0f urgency_mean=%.2f",
self._budget_mean, self._walk_mean, self._urgency_mean,
)
# ββ Internal helpers ββββββββββββββββββββββββββββββββββββββββββββββββββββββ
def _snapshot(self) -> BeliefState:
"""Convert current Gaussian state to a BeliefState snapshot."""
confidence = self._compute_confidence()
return BeliefState(
est_budget=round(self._budget_mean, 2),
est_walk_away=round(self._walk_mean, 2),
est_urgency=round(max(0.0, min(1.0, self._urgency_mean)), 4),
est_has_alternative=self._alt_prob >= 0.5,
confidence=round(confidence, 4),
)
def _compute_confidence(self) -> float:
"""
Confidence = 1 - mean relative std across all variables.
Shrinks variance β higher confidence.
"""
budget_rel_std = math.sqrt(self._budget_var) / max(abs(self._budget_mean), 1.0)
walk_rel_std = math.sqrt(self._walk_var) / max(abs(self._walk_mean), 1.0)
urgency_std = math.sqrt(self._urgency_var)
alt_std = math.sqrt(self._alt_prob * (1.0 - self._alt_prob))
mean_uncertainty = (budget_rel_std + walk_rel_std + urgency_std + alt_std) / 4.0
return max(0.0, min(1.0, 1.0 - mean_uncertainty))
@staticmethod
def _gaussian_update(
prior_mean: float,
prior_var: float,
obs: float,
obs_var: float,
) -> tuple[float, float]:
"""
Closed-form Bayesian update for Gaussian conjugate prior.
posterior_mean = (prior_mean / prior_var + obs / obs_var) /
(1 / prior_var + 1 / obs_var)
posterior_var = 1 / (1 / prior_var + 1 / obs_var)
"""
prec_prior = 1.0 / max(prior_var, 1e-10)
prec_obs = 1.0 / max(obs_var, 1e-10)
posterior_prec = prec_prior + prec_obs
posterior_mean = (prec_prior * prior_mean + prec_obs * obs) / posterior_prec
posterior_var = 1.0 / posterior_prec
return posterior_mean, posterior_var
# ββ Public API (matches ToMTracker) ββββββββββββββββββββββββββββββββββββββ
@property
def current_belief(self) -> BeliefState:
return self.history[-1]
@property
def bluffs_detected(self) -> int:
return self._bluffs_detected
def log_belief_snapshot(self, turn: int) -> None:
b = self.current_belief
print(
f"[BayesToM turn={turn}] "
f"budget={b.est_budget:.0f}Β±{math.sqrt(self._budget_var):.0f} "
f"urgency={b.est_urgency:.3f}Β±{math.sqrt(self._urgency_var):.3f} "
f"alt_prob={self._alt_prob:.2f} conf={b.confidence:.2f}",
file=sys.stderr,
)
def update(
self,
observed_offer: Optional[float],
observed_move: Optional[TacticalMove],
utterance: str,
turn: int,
) -> BeliefState:
"""
Bayesian update of all beliefs from one observed opponent action.
Budget update: if we see an offer O, the true budget is likely > O.
We treat O as a lower-bound signal: observation = O * 1.05
with variance proportional to the current mean.
Urgency update: offer-ratio below 0.85 β urgency signal 0.7;
above 0.95 β urgency signal 0.3. Both with moderate obs variance.
has_alternative: updated as Bernoulli likelihood ratio (keyword match).
"""
# ββ Budget Bayesian update ββββββββββββββββββββββββββββββββββββββββββ
if observed_offer is not None and observed_offer > 0:
budget_obs = observed_offer * 1.05
obs_budget_var = (self._budget_mean * self._OBS_BUDGET_VAR_FRAC) ** 2
self._budget_mean, self._budget_var = self._gaussian_update(
self._budget_mean, self._budget_var,
budget_obs, obs_budget_var,
)
logger.debug(
"Bayesian budget update: obs=%.0f β mean=%.0f std=%.0f",
budget_obs, self._budget_mean, math.sqrt(self._budget_var),
)
# ββ Walk-away update: BATNA_REVEAL is a noisy signal βββββββββββββββ
if observed_move == TacticalMove.BATNA_REVEAL:
if observed_offer is not None:
walk_obs = observed_offer * 0.95
obs_walk_var = (self._walk_mean * 0.15) ** 2
self._walk_mean, self._walk_var = self._gaussian_update(
self._walk_mean, self._walk_var,
walk_obs, obs_walk_var,
)
logger.debug("Bayesian walk-away update via BATNA_REVEAL")
# ββ Urgency Bayesian update via offer-ratio signal βββββββββββββββββ
if observed_offer is not None and self._budget_mean > 0:
offer_ratio = observed_offer / self._budget_mean
if offer_ratio < 0.85:
urgency_obs = 0.70 # low offer β opponent likely more urgent
elif offer_ratio > 0.95:
urgency_obs = 0.30 # high offer β opponent comfortable
else:
urgency_obs = 0.50 # neutral
self._urgency_mean, self._urgency_var = self._gaussian_update(
self._urgency_mean, self._urgency_var,
urgency_obs, self._OBS_URGENCY_VAR,
)
self._urgency_mean = max(0.0, min(1.0, self._urgency_mean))
# ββ has_alternative Bernoulli update (likelihood ratio) ββββββββββββ
alt_signals = ["competitor", "alternative", "other offer", "another bid"]
if any(sig in utterance.lower() for sig in alt_signals):
self._alt_prob = min(0.95, self._alt_prob + (1.0 - self._alt_prob) * 0.35)
logger.debug("Alternative signal detected β alt_prob=%.2f", self._alt_prob)
else:
self._alt_prob = max(0.05, self._alt_prob * 0.98) # small decay
# ββ Bluff detection (shark persona + BATNA_REVEAL + "competitor") ββ
if (
self.persona == PersonaType.SHARK
and observed_move == TacticalMove.BATNA_REVEAL
and "competitor" in utterance.lower()
):
self._bluffs_detected += 1
logger.info("BayesToM: bluff detected (total: %d)", self._bluffs_detected)
updated = self._snapshot()
self.history.append(updated)
logger.debug(
"BayesToM update turn=%d: budget=%.0f walk=%.0f urgency=%.2f alt_prob=%.2f conf=%.2f",
turn, self._budget_mean, self._walk_mean, self._urgency_mean,
self._alt_prob, updated.confidence,
)
return updated
def drift_event(
self,
effect_on_urgency: float,
effect_on_has_alternative: bool,
event_description: str = "",
) -> BeliefState:
"""
Apply a market/scenario drift event.
Nudges the urgency mean and resets alt_prob based on the drift direction.
Also inflates all variances (drift = increased uncertainty).
"""
self._urgency_mean = float(max(0.0, min(1.0, self._urgency_mean + effect_on_urgency)))
self._urgency_var = min(0.1, self._urgency_var * 1.5) # inflate uncertainty
# Drift shifts alt belief
if effect_on_has_alternative:
self._alt_prob = min(0.9, self._alt_prob + 0.25)
else:
self._alt_prob = max(0.1, self._alt_prob - 0.1)
# Inflate budget/walk variances β drift reduces confidence
self._budget_var *= 1.3
self._walk_var *= 1.3
updated = self._snapshot()
self.history.append(updated)
desc_part = f" | event={event_description!r}" if event_description else ""
logger.info(
"BayesToM drift applied%s: urgency_delta=%+.2f β %.2f, alt_prob=%.2f, conf=%.2f",
desc_part, effect_on_urgency, self._urgency_mean, self._alt_prob, updated.confidence,
)
return updated
def accuracy_against(self, hidden: HiddenState) -> float:
"""
Compute current belief accuracy against true hidden state.
Same formula as ToMTracker for comparability.
"""
b = self.current_belief
budget_range = max(hidden.budget_ceiling * 0.5, 1.0)
walk_range = max(hidden.walk_away_price * 0.5, 1.0)
budget_err = abs(b.est_budget - hidden.budget_ceiling) / budget_range
walk_err = abs(b.est_walk_away - hidden.walk_away_price) / walk_range
urgency_err = abs(b.est_urgency - hidden.urgency_score)
alt_err = 0.0 if b.est_has_alternative == hidden.has_alternative else 1.0
mean_err = (budget_err + walk_err + urgency_err + alt_err) / 4.0
return max(0.0, 1.0 - mean_err)
def brier_scores(self, hidden: HiddenState) -> dict[str, float]:
"""Brier scores for urgency and has_alternative over full belief history."""
if not self.history:
return {"urgency": 1.0, "has_alt": 1.0}
actual_urgency = hidden.urgency_score
actual_alt = float(hidden.has_alternative)
n = len(self.history)
brier_urgency = sum((b.est_urgency - actual_urgency) ** 2 for b in self.history) / n
brier_alt = sum((float(b.est_has_alternative) - actual_alt) ** 2 for b in self.history) / n
return {
"urgency": round(brier_urgency, 6),
"has_alt": round(brier_alt, 6),
}
|